i=1
a
i
b
i
.
LINEAR ALGEBRA 11
We dene the coordinate vector of v relative to B , denoted [v]
B
, by
[v]
B
=
_
_
_
a
1
.
.
.
a
n
_
_
_
.
Let V be ndimensional vector space over a eld F with an ordered basis
B , and let T L(V ) . We dene the matrix representation of T for the
ordered basis B , denoted [T]
B
, to be
([T(b
1
)]
B
, , [T(b
n
)]
B
) .
Theorem 3.15. Let V be ndimensional vector space over a eld F with
an ordered basis B . Let : V F
n
be dened by (x) = [x]
B
for all x V .
Then is an isomorphism.
Example 3.16. By Example 3.2, if A M
n
(F) and B is the standard
ordered basis, then [L
A
]
B
= A.
Let V and W be vector spaces over a eld F . Then L(V, W) can be
considered as a Fvector space with addition and scalar multiplication as
follows;
(S +T)(x) = S(x) +T(x) and (cT)(x) = c T(x) ,
for all S, T L(V, W) and c F , and x V .
Theorem 3.17. Let V be ndimensional vector space over a eld F with
an ordered basis B . Let : L(V ) M
n
(F) be dened by (T) = [T]
B
for
all T L(V ) . Then is an isomorphism.
The following Theorem is similar to Corollary 3.11. You should know the
relation between them.
Theorem 3.18. Let A M
n
(F) be a matrix. Then the following are equiv
alent:
(1) A is invertible;
(2) if Ax = 0 for x F
n
, then x = 0 ( that is, the equation Ax = 0 has
a trivial solution.);
(3) there exists B M
n
(F) such that AB = I
n
;
(4) there exists B M
n
(F) such that BA = I
n
;
(5) det(A) ,= 0 ;
(6) the columns of A are linearly independent.
(7) A is row equivalent to I
n
.
(8) A is a product of elementary matrices.
(9) Ax = b has a solution for every b F
m
.
(10) rank(A) = n.
(11) The linear transformation A : F
n
F
n
via A(x) = Ax is injective.
(12) The linear transformation A : F
n
F
n
via A(x) = Ax is surjective.
(13) Zero is not an eigenvalue of A.
12 DONG SEUNG KANG
The following Theorem is the answer about the relation between Corol
lary 3.11 and the previous Theorem 3.18.
Theorem 3.19. Let V be ndimensional vector space over a eld F with
an ordered basis B , and let T L(V, W) . Then T is invertible if and only
if (T) = [T]
B
is invertible in M
n
(F) .
Denition 3.20. Let A, B M
n
(F) be matrices. We say that B is similar
to A if there is an invertible matrix Q M
n
(F) such that B = Q
1
AQ.
Theorem 3.21. Let B = b
1
, , b
n
and ( = c
1
, , c
n
be ordered bases
for V . Let P M
n
(F) be the matrix whose jth column is [c
j
]
B
. Then
(1) P is invertible.
(2) [x]
C
= P
1
[x]
B
for all x V .
(3) [T]
C
= P
1
[T]
B
P .
Corollary 3.22. Similar matrices have the same determinant.
Let V and W be nite dimensional vector spaces with standard bases
B = b
1
, , b
n
and ( = c
1
, , c
m
, respectively, and let T L(V, W) .
Then the matrix representation of T for the ordered bases B and ( is
[T] = ([T(b
1
)], , [T(b
n
)]) ,
where
[T(b
i
)] =
m
j=1
x
ji
c
j
for all 1 i n;
that is the ith column of [T] is
[T(b
i
)] =
_
_
_
_
_
x
1i
x
2i
.
.
.
x
mi
_
_
_
_
_
.
Then R(T) = spanT(b
1
), , T(b
n
) . Hence the R(T) is the column
space of [T] . Thus dim R(T) = rank of [T] .
Note that, by Dimension Theorem, we may conclude that
dim N(T) = dim V rank of [T] .
Example 3.23. Let V = R
3
, W = P
2
(R) be vector spaces with B and /
as standard bases for V and W , and B
v
= (0, 1, 1), (1, 0, 1), (1, 1, 0) and
/
w
= x+x
2
, 1+x
2
, 1+x be bases for V and W, respectively. Let a linear
transformation T : R
3
P
2
(R) via
T(a, b, c) = c + (b +c)x + (a +b +c)x
2
.
LINEAR ALGEBRA 13
Then the following diagram commutes:
T
(V, B) (W, /)
[T]
A
B
id
v
[id
v
]
B
B
v
id
w
[id
w
]
A
w
A
T
(V, B
v
) (W, /
w
)
[T]
A
w
B
v
.
Compute all matrices above diagram, where [id
v
]
B
B
v
is a transition ma
trix(coordinate change matrix) . Please, check that
[T]
A
w
B
v
= [id
w
]
A
w
A
[T]
A
B
[id
v
]
B
B
v
.
To compute [T]
A
B
,
T(1, 0, 0) = x
2
, T(0, 1, 0) = x +x
2
, T(0, 0, 1) = 1 +x +x
2
.
Hence
[T]
A
B
=
_
_
0 0 1
0 1 1
1 1 1
_
_
.
To compute the transition matrix of [id
v
]
B
B
v
,
id
v
(0, 1, 1) = 0(1, 0, 0) + 1(0, 1, 0) + 1(0, 0, 1)
id
v
(1, 0, 1) = 1(1, 0, 0) + 0(0, 1, 0) + 1(0, 0, 1)
id
v
(1, 1, 0) = 0(1, 0, 0) + 1(0, 1, 0) + 0(0, 0, 1) .
Hence we have
[id
v
]
B
B
v
=
_
_
0 1 1
1 0 1
1 1 0
_
_
.
Similarly, we have
[id
w
]
A
w
A
=
_
_
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
_
_
.
Then the [T]
A
w
B
v
will be computed by two methods as follows:
T(0, 1, 1) = 1 + 2x + 2x
2
=
3
2
(x +x
2
) +
1
2
(1 +x
2
) +
1
2
(1 +x)
T(1, 0, 1) = 1 +x + 2x
2
= 1(x +x
2
) + 1(1 +x
2
) + 0(1 +x)
T(1, 1, 0) = x + 2x
2
=
3
2
(x +x
2
) +
1
2
(1 +x
2
)
1
2
(1 +x) .
Also, we may use
[T]
A
w
B
v
= [id
w
]
A
w
A
[T]
A
B
[id
v
]
B
B
v
.
14 DONG SEUNG KANG
Thus we have
[T]
A
w
B
v
=
_
_
3
2
1
3
2
1
2
1
1
2
1
2
0
1
2
_
_
.
Note that [T]
A
B
and [T]
A
w
B
v
are similar because [id
w
]
A
w
A
=
_
[id
v
]
B
B
v
_
1
. Also,
the determinant of them is 1. Use Theorem 3.12, and compare with
Theorem 3.21.
Dual Spaces. Let V be a vector space over a eld F , and let L(V, F) = f :
V F linear transformation with the following operations : for f, g V
and c F ,
(f +g)(x) = f(x) +g(x) and (cf)(x) = c f(x) ,
for all x V . Then V
= f
1
, , f
n
. Then
B
we have
f =
n
i=1
f(x
i
)f
i
.
Denition 3.26. Using the notation Theorem 3.25, we call the ordered
basis B
= f
1
, , f
n
of V
that satises
f
i
(x
j
) =
ij
(1 i, j n)
the dual basis of B .
Theorem 3.27. Let V and W be nitedimensional vector spaces over a
eld F with ordered bases B and /, respectively. For any linear transfor
mation T : V W , the mapping T
: W
dened by
T
(g) = g T
for all g W
]
B
A
=
_
[T]
A
B
_
t
.
Note that
LINEAR ALGEBRA 15
T
(V, B) (W, /)
[T]
A
B
T
(V
, B
) (W
, /
)
[T
]
B
,
T g
V W F
.
Hence we may dene T
(g) = g T .
Problem Set
Problem 3.28. Let T : R
3
R be a linear transformation. Show that
there exist scalars a, b, and c such that T(x, y, z) = ax + by + cz for all
(x, y, z) R
3
. Can you generalize this result to T : R
n
R?
Problem 3.29. Let V = M
2
(R) , let A =
_
1 2
3 4
_
, and let T L(V ) be
dened by T(B) = AB BA for all B V .
(1) Show that T is a linear transformation.
(2) Pick any basis B you wish for V and compute [T]
B
for that basis.
Problem 3.30. Let v = (5, 2, 3, 1) F
4
and let B = b
1
, b
2
, b
3
, b
4
be the
standard basis for F
4
.
(1) Does there exist T L(V ) such that
T(b
1
) = v, T(v) = b
2
, T(b
2
) = b
3
, T(b
3
) = b
1
?
Be sure to justify your answer.
(2) Let T be as in (1). Determine [T]
B
.
Problem 3.31. Find A M
6
(R) such that A
3
= 5I and neither A nor A
2
is a diagonal matrix.
Problem 3.32. Let V be a nitedimensional vector space and let T
L(V ) . Show that
V = ImT KerT if and only if R(T) = R(T
2
) .
Problem 3.33. Assume that there exists T L(V ) such that N(T) =
R(T) . Prove that dimV is even.
Problem 3.34. Assume that dimV is even. Prove that there exists a T
L(V ) such that N(T) = R(T) .
Problem 3.35. Let V be a vector space of dimension n over a eld F . If
T L(V ) prove that the following statements are equivalent:
16 DONG SEUNG KANG
(1) N(T) = R(T)
(2) T
2
= 0, T ,= 0 , rank (T) =
n
2
.
Problem 3.36. Let r n and let U and W be subspaces of F
n
with
dim U = r , dim W = n r . Prove that there exists T L(F
n
) such
that N(T) = W and R(T) = U .
Problem 3.37. Let A be 32 matrix and let B be 23 matrix. Prove that
C = AB is not invertible. Generalize this or give a counterexample (Hint :
Use Theorem 3.18).
Problem 3.38. Let T : R
3
R
2
and U : R
2
R
3
be linear transforma
tions. Show that UT is not invertible.
Problem 3.39. Let V be a nitedimensional vector space and let T
L(V ) . Establish the chains
V ImT ImT
2
ImT
n
ImT
n+1
0 Ker T Ker T
2
Ker T
n
Ker T
n+1
Show that there is a positive integer p such that ImT
p
= ImT
p+1
and
deduce that
ImT
p
= ImT
p+k
for all k 1 and Ker T
p
= Ker T
p+k
.
Show also that
V = ImT
p
Ker T
p
.
Problem 3.40. Let V be a nitedimensional vector space and let T
L(V ) . Suppose there is U L(V ) such that TU = id
V
. Show that T is
invertible and U = T
1
. Give an example which shows that this is false
when V is not nite dimensional.
Problem 3.41. Consider R as a vector space over the eld Q of rational
numbers. Let B be a basis for R over Q. Determine whether B is nite or
countable or uncountable and show that your assertion.
Problem 3.42. (1) Let f : R R be a continuous function such that
f(x+y) = f(x) +f(y) for all x, y R. Prove that there exists c R
such that f(x) = cx, for all x R.
(2) Show that there exists a discontinuous function f : R R such
that f(x + y) = f(x) + f(y) for all x, y R. (Hint: View R as
a Qvector space. Then 1 is linearly independent so there exists
a basis B for R as a Qvector space with 1 B . Any function
f
0
: B R can be extended to a function f : R R as follows: if
r R, then r = a
1
b
1
+ +a
t
b
t
, where a
i
Q and b
1
R. Dene
f(r) = a
1
f
0
(b
1
) + +a
t
f
0
(b
t
) . Choose f
0
appropriately so that the
resulting f can not be continuous).
Problem 3.43. For each positive integer n, there exists a complex number
n
= e
2/n
with the property that
n
n
= 1 but
m
n
,= 1 for all 1 m < n. View
LINEAR ALGEBRA 17
C as an Rvector space and let n 3 . Dene T : C C by T(z) =
n
z for
all z C.
(1) Prove that T L(C) .
(2) Prove that B = 1,
n
is a basis for C.
(3) Let A = [T]
B
. Prove that A
n
= I but A
m
,= I for all 1 m < n.
Problem 3.44. A diagram of nitedimensional vector spaces and linear
transformations of the form
V
1
T
1
V
2
T
2
T
n
V
n+1
is called an exact sequence if (a)T
1
is injective (b)T
n
is surjective
(c)R(T
i
) = N(T
i+1
) for all i = 1, , n 1 . Prove that, for each exact
sequence,
n+1
i=1
(1)
i
dimV
i
= 0 .
18 DONG SEUNG KANG
4. Matrices
This section is devoted to two related objectives:
(1) the study of certain rankpreserving operations on matrices.
(2) the application of these operations and the theory of linear transfor
mations to the solution to systems of linear equations.
Denition 4.1. Let A M
n
(F) . Any one of the following three operations
on the rows of A is called an elementary row operation :
ROP 1 interchanging any two rows of A (ROP 1 is R
i
R
i
, for some
1 i ,= j n;)
ROP 2 multiplying any row of A by a nonzero constant (ROP 2 is R
i
=
c R
i
, for some 1 i n;)
ROP 3 adding any constant multiple of a row of A to another row (ROP 3
is R
i
= R
i
+c R
j
, for some 1 i ,= j n,)
where for some i , R
i
is the row of A.
Denition 4.2. If A M
mn
(F) , we dene the rank of A, denoted
rank(A) , to be the rank of linear transformation L
A
: F
n
F
m
dened by
T(x) = Ax, for all x F
n
.
Theorem 4.3. Let A M
nm
(F) be a matrix over a eld F . Then
(1) dimRow(A) = dimCol(A) .
(2) Let R = (r
ij
) be the rowreduced echelon form of A over F . Suppose
that R ,= 0 , the rst s(1 s m) rows are not zero rows and let the
column of the ith row(i = 1, , s) with leading coecient 1 be k
i
th
column(,which is the pivot column and hence k
1
< k
2
< < k
s
).
Let a
1
, a
2
, , a
m
be row vectors of R, let b
1
, b
2
, , b
n
be column
vectors of A, and let
S = a
1
, a
2
, , a
s
and P = b
k1
, b
k2
, , b
ks
.
Then S is a basis for Row(A) and P is a basis for Col(A).
We recall that the image of A is Col(A), and hence P is a basis for the
range of A.
Example 4.4. Let
A =
_
_
1 2 2 3
1 2 3 5
2 4 5 8
_
_
.
Then
rref(A) =
_
_
1 2 0 1
0 0 1 2
0 0 0 0
_
_
.
Then a
1
= (1, 2, 0, 1) , a
2
= (0, 0, 1, 2) , and then the pivot columns are 1st
and 3rd columns of rref(A) , b
1
= (1, 1, 2) , b
3
= (2, 3, 5) . Hence a
1
, a
2
is
a basis for Row(A) and b
1
, b
3
is a basis Col(A).
LINEAR ALGEBRA 19
Theorem 4.5. Let A M
mn
(F) be a matrix over a eld F . Then
(1) If P M
m
(F) , then Row(PA) Row(A).
(2) In particular, if P is invertible, then Row(PA) equals Row(A).
(3) If Q M
n
(F) , then Col(AQ) Col(A).
(4) In particular, if Q is invertible, then Col(AQ) equals col(A).
Systems of Linear Equations.
Denition 4.6. A system Ax = b of m linear equations in n unknowns
is said to be homogeneous if b = 0 . Otherwise the system is said to be
nonhomogeneous.
Note that any homogeneous system has at least one solution, namely,
the zero vector. This solution is called the trivial solution. Also, this
solution of homogeneous system is the same as the null space of the linear
transformation T : F
n
F
m
dened by T(x) = Ax, where x F
n
.
Remark 4.7. Any system of linear equations has only three types solutions
as follows:
type 1 there is only one solution.
type 2 there are innitely many solutions
type 3 there is no solution.
Since any homogeneous system has always a solution, the third type can not
occur, that is, the solution types of homogeneous are either type 1 or type
2.
Remark 4.8. The solutions of Ax = b and Rx = b
] =
_
_
[
[
0 0 [r
_
_
with r ,= 0 ,
that is, R contains a zero row with nonzero constant r in b
.
Determinants. The following remark gives us the properties and applica
tions of determinants.
Remark 4.10. (1) For any A M
n
(F) , det(A) = det(ROP1(A)) ,
where ROP 1 is R
i
R
i
, for some 1 i ,= j n.
(2) For any A M
n
(F) , det(A) = (c)
n
det(ROP2(A)) , where ROP 2
is R
i
= c R
i
, for some 1 i n.
(3) For any A M
n
(F) , det(A) = det(ROP3(A)) , where ROP 3 is
R
i
= R
i
+c R
j
, for some 1 i ,= j n.
(4) For any A, B M
n
(F) , det(AB) = det(A) det(B) .
(5) For any A M
n
(F) , det(A) = det(A
t
) .
(6) For any A M
n
(F) , and k F , det(kA) = k
n
det(A) .
20 DONG SEUNG KANG
(7) Let A, B M
n
(F) such that AB = BA. Prove that if n is odd and
F is not a eld of characteristic two, then A and B is not invertible.
(8) Prove that if n is odd, then there does not exist an A M
n
(R) such
that A
2
= I
n
.
(9) Let M M
n
(C) . If M is a skewsymmetric and n is odd, then M is
not invertible. What if n is even ?
(10) Prove that an upper triangular nn matrix is invertible if and only
if all its diagonal entries are nonzero.
Problem Set
Problem 4.11. Prove that E is an elementary matrix if and only if E
T
is
.
Problem 4.12. If the real matrix
_
_
_
_
a 1 a 0 0 0
0 b 1 b 0 0
0 0 c 1 c 0
0 0 0 d 1 d
_
_
_
_
has rank r , show that
(1) r > 2
(2) r = 3 if and only if a = d = 0 and bc = 1
(3) r = 4 in all other cases.
Problem 4.13. Prove that for any mn matrix, rank(A) = 0 if and only
if A is the zero matrix.
Problem 4.14. Let A be a m n matrix with rank m. Prove that there
exists an n m matrix B such that AB = I
m
.
Problem 4.15. Let B be a n m matrix with rank m. Prove that there
exists an mn matrix A such that AB = I
m
.
Problem 4.16. Suppose A M
56
(F) such that (1, 2, 3, 4, 5, 6) and
(1, 1, 1, 1, 1, 1) are solutions to Ax = 0 . Must the reduced echelon form of A
contain a row of zeros ? Be sure to fully justify your answer.
Problem 4.17. Let F be a eld, and let A, B M
n
(F) .
(1) Show that tr(AB) = tr(BA) .
(2) Show that AB BA = I
n
is impossible.
(3) Let A M
mn
(R) . Show that A = 0 if and only if tr(A
t
A) = 0 .
Problem 4.18. Let A M
n
(C) be a skewsymmetric matrix. Suppose that
n is odd. Then det A = 0 .
Problem 4.19. Let A M
n
(F) be called orthogonal if AA
t
= I . If A is
orthogonal, show that det A = 1 . Give an example of an orthogonal matrix
for which det A = 1 .
LINEAR ALGEBRA 21
Problem 4.20. (1) Let A M
n
(F) . Show that there are at most n distinct
scalars c F such that det(cI A) = 0 .
(2) Let A, B M
n
(F) . Show that if A is invertible then there are at most
n scalars c F for which the matrix cA+B is not invertible.
Problem 4.21. Prove or give a counterexample to the following statements:
If the coecient matrix of a system of m linear equations in n unknowns
has rank m, then the system has a solution.
Problem 4.22. Let A be an n n matrix. Prove that A is rowequivalent
to the n n identity matrix if and only if the system of equations AX = 0
has only the trivial solution.
Problem 4.23. Let A and B be 2 2 matrices such that AB = I
2
. Prove
that BA = I
2
.
Problem 4.24. Determine all solutions to the following innite system of
linear equations in the innitely many unknowns x
1
, x
2
, .
x
1
+x
3
+x
5
= 0
x
2
+x
4
+x
6
= 0
x
3
+x
5
+x
7
= 0
.
.
.
.
.
.
.
.
.
.
.
.
How many free parameters are required ?
22 DONG SEUNG KANG
5. Polynomial Rings
Let F[x] = T(F) be the polynomials in x over a eld F and let
f(x), g(x) F[x] . If g(x) ,= 0 , deg g(x) is the highest power of x in g(x) .
We call g(x) is monic if 1 is the coecient of the highest power of x in g(x) .
[ Division Algorithm ] Let f(x), g(x) F[x], with g(x) ,= 0 . Then
there exist unique q(x), r(x) F[x] such that
f(x) = g(x)q(x) +r(x)
where either r(x) = 0 or deg r(x) < deg g(x) .
Proposition 5.1. If deg f(x) = n, then f(x) has at most n roots in F ,
counting multiplicity.
Denition 5.2. Let I F[x] . I is called an ideal of F[x] if for every
f(x), g(x) I and h(x) F[x] ,
f(x) +g(x) I and h(x)f(x) I .
Example 5.3. I = f(x) F[x][f(3) = 0 is an ideal of F[x] .
From this example above, we may conclude the set of all polynomials such
that f(T) = 0 is ideal, where T L(V, W) .
Proof. For f(x), g(x) I and h(x) F[x] , we have to check whether f(x)+
g(x) I and h(x)f(x) I . Indeed, (f + g)(3) = f(3) + g(3) = 0 + 0 = 0
and (hf)(3) = h(3)g(3) = h(3) 0 = 0 , as desired.
Theorem 5.4. Let I ,= 0 be an ideal of F[x] . Then there exists a unique
monic polynomial f(x) I such that I = g(x)f(x)[g(x) F[x] . Then we
call the polynomial f(x) a generator of the ideal I .
Let T L(V, W) . Hence, again, the set of all polynomials such that
f(T) = 0 is ideal I , and then we can nd a generator for I , say m(x) . We
call the monic generator m(x) of I = f(x) F[x][f(T) = 0 the minimal
polynomial of the linear transformation of T .
LINEAR ALGEBRA 23
6. Diagonalizations
For a given linear transformation T on a nitedimensional vector space
V , we seek answers to the following questions:
1. Does there exist an ordered basis B for V such that [T]
B
is a diagonal
matrix ?
2. If such a basis exists, how can it be found ?
Let V be a nite dimensional vector space over a eld F , and let T
L(V ) . Then we may have
[T]
B
=
_
_
_
c
1
0
.
.
.
0 c
n
_
_
_
in some basis B = b
1
, , b
n
for V .
For each j , we write
T(b
j
) = c
j
b
j
.
Denition 6.1. Let v V , v ,= 0 . v is called an eigenvector of T if
T(v) = v , for some F ; is called the eigenvalue of T corresponding
to the eigenvector v .
Similar to the previous denition, we may dene eigenvector and eigen
value of a matrix M such as Mv = v , where v ,= 0 .
Example 6.2. Let T L(C
2
) be dened by T(x, y) = (y, x) . Then i and
i are eigenvalues of T and (i, 1) and (i, 1) are eigenvectors of T with
associated i and i , respectively. Let B = (i, 1), (i, 1) . What is the
[T]
B
?
Theorem 6.3. T L(V ) can be written in the diagonal form
_
_
_
c
1
0
.
.
.
0 c
n
_
_
_
in the basis B = b
1
, , b
n
if and only if each b
j
is an eigenvector of T
with associated the eigenvalue c
j
.
Example 6.4. Let T L(R
3
) be dened by T(x, y, z) = (0, x, y) . If there
is a basis b
1
, b
2
, b
3
for R
3
consisting of eigenvectors of T then T(b
1
) =
T(b
2
) = T(b
3
) = 0, i.e., T = 0 . This is a contradiction. Hence we may
conclude that R
3
has no basis consisting of eigenvectors of T .
Now, we will investigate which conditions can be required to be similar
to a diagonal matrix.
Proposition 6.5. Let dimV < , let T L(V ) , and let B and ( be
ordered bases for V .
det([T]
B
) = det([T]
C
) .
24 DONG SEUNG KANG
Now, we may dene det(T) to be det([T]
B
) , where B is an ordered basis
for V .
Theorem 6.6. Let dimV < , let T L(V ) , and let F . The following
statements are equivalent:
(1) is an eigenvalue of T ;
(2) N(T I
V
) ,= 0 ;
(3) det([T I
V
]
B
) = 0 for some basis B for V .
Moreover, if is an eigenvalue of T and v V , v ,= 0 , then v is an
eigenvector corresponding to if and only if v N(T I
V
) .
Hence we may consider N(T) the set of eigenvectors of T corresponding
to the eigenvalue 0 of T .
It is a natural step to ask how to nd eigenvectors and eigenvalues of T .
Denition 6.7. Let dimV = n and T L(V ) . Then c
T
(x) = det(T
xI
V
) F[x] is called the characteristic polynomial of T.
Proposition 6.8. c
T
(x) is a polynomial of degree n with leading coecients
(1)
n
. F is an eigenvalue of T if and only if is a roots of c
T
(x) .
Proof. Suppose F is an eigenvalue of T . Then there exists a nonzero
vector V such that T() = . Hence (T I)() = 0 has nontrivial
solution, say . Thus (T I) is singular, i.e., det(T I) = 0 . Conversely,
suppose is a roots of c
T
(x) . Then the system of linear equations (T
I)(x
1
, , x
n
)
t
= 0 has nontrivial solution, .i.e., F is an eigenvalue of
T .
Hence the characteristic polynomial c
T
(x) is in the ideal I = f
F[x][f(T) = 0 . Then we asserted that we can nd the generator(monic
minimal polynomial) of I , say m
T
(x) I ; that is, c
T
(x) = g(x)m
T
(x) , for
some g(x) F[x] . Note that m
T
(T) = 0 , since m
T
(x) I . The charac
teristic and minimal polynomials for T have the same roots, except
for multiplicities.
Denition 6.9. Let dimV = n and T L(V ) , and let is an eigenvalue
of T . The eigenspace of T corresponding to the eigenvalue is E
(T) =
v V [T(v) = v .
Denition 6.10. Let V be a vector space, T L(V ) . A subspace W of V
is called Tinvariant if T(w) W for all w W .
Lemma 6.11. N(T) , R(T) , and E
i
(T) , and suppose that v
1
+ + v
k
= 0 . Then v
i
= 0
for all i = 1, , k .
Theorem 6.15. Let
1
, ,
k
be distinct eigenvalues of T L(V ) . For
each i = 1, , k , let S
i
be a linearly independent subset of E
i
(T) . Then
S =
k
i=1
S
i
is linearly independent.
Theorem 6.16. Let
1
, ,
k
be distinct eigenvalues of T L(V ) . Let W
be the subspace spanned by all eigenvectors of T . Then
W = E
1
(T) E
k
(T) .
Theorem 6.17. Let dimV < , let T L(V ) . Assume that c
T
(x) splits
over F and let
1
, ,
k
be distinct eigenvalues of T . Then the following
statements are equivalent:
(1) T is diagonalizable;
(2) V = E
1
(T) E
k
(T) ;
(3) for each i = 1, , k , the geometric multiplicity of
i
equals the
algebraic multiplicity of
i
.
(4) the minimal polynomial m
T
(x) has distinct roots.
Corollary 6.18. Let dimV = n, let T L(V ) . If T has n distinct eigen
values, then T is diagonalizable ( Note that the converse is not true ).
Remark 6.19. Let V be a vector space with a basis B . We may write
A = [T]
B
M
n
(F) . Then we have the following diagram :
_
_
_
_
_
_
AX = 0 has a nontrivial solution the null space of T ,= 0
zero is eigenvalue of A 
A is not invertible ,that is, det A = 0 T is not onetoone .
_
_
_
_
_
_
Also, we may say that all eigenvalues of A are not zero AX = 0 has
the trivial solution A is invertible, that is, det A ,= 0 .
Problem Set
26 DONG SEUNG KANG
Problem 6.20. Find the eigenvalues and eigenvectors for
_
_
_
_
1 1 1 1
1 1 1 1
1 1 1 1
1 1 1 1
_
_
_
_
.
Problem 6.21. Let D : P
3
(R) P
3
(R) be the dierentiable dened by
D(f(x)) = f
1
, ,
1
n
.(How about eigenvectors for A and A
1
?)
(3) Let A, B M
n
(F) , where F is a eld. Show that if (I AB) is
invertible, then (I BA) is invertible and
(I BA)
1
= I +B(I AB)
1
A.
(4) For all A, B M
n
(R) , show that AB and BA have the same eigen
values.
(5) Let V = M
n
(F) , A M
n
(F) , and let T L(V ) dened by
T(B) = AB. Show that the minimal polynomial for T is the minimal
polynomial for A.
(6) Let A, B M
n
(F) , where F is a eld. Show that they have the same
eigenvalues. Do they have the same characteristic polynomial ? Do
they have the same minimal polynomial ?
(7) show that A and A
t
have the same eigenvalues. How about eigen
vectors for A and A
t
?
(8) if for some m > 0 , A
m
= 0 then all eigenvalues of A are zero.
LINEAR ALGEBRA 27
(9) if A
2
= I , then the sum of eigenvalues of A is an integer.
(10) Let A be a real skewsymmetric matrix with eigenvalue . Show that
the real part of is zero, and that
is also an eigenvalue.
Problem 6.26. Let A M
n
(F) . Suppose A has two distinct eigenvalues
1
and
2
with dim(E
1
) = n 1 . Show that A is diagonalizable.
Problem 6.27. If A M
3
(F) has eigenvalues 1, 2, and 3 , what is the
eigenvectors of B = (AI
3
)(A2I
3
)(A3I
3
) ?
Problem 6.28. Let f(x) = det(AxI) be the characteristic polynomial
of A. Evaluate f(A) for
A =
_
_
1 2 2
1 2 1
1 1 4
_
_
.
(In fact, this is the CayleyHamilton Theorem.)
Problem 6.29.
A =
_
_
_
_
0 0 0 0
a 0 0 0
0 b 0 0
0 0 c 0
_
_
_
_
.
Find the conditions on a,b, and c R such that A is diagonalizable ?
Problem 6.30. Let P : R
2
R
2
dened by P(x, y) = (x, 0) . Show that P
is a linear transformation. What is the minimal polynomial for P ?
Problem 6.31. Every matrix A such that A
2
= A is similar to a diagonal
matrix.
Problem 6.32. Compute A
2004
b for
_
_
1 2 1
0 5 2
0 6 2
_
_
, b =
_
_
2
4
7
_
_
.
Problem 6.33. Let V = M
2
(F) and let T L(V ) be dened by T(A) = A
t
for A V .
(1) Determine a maximal linearly independent set of eigenvectors of T .
(2) Determine whether or not T is diagonalizable. If so, determine a
diagonal matrix D such that D = [T]
B
for a suitable basis B ; if not,
prove that T is not diagonalizable.
Matrix Limits. In this part we will investigate the limit of a sequence of
powers A, A
2
, , where A is a square matrix with complex entries. Such
sequences and their limits have practical applications in the life and natural
sciences.
28 DONG SEUNG KANG
Denition 6.34. Let L, A
1
, A
2
, M
np
(C) . The sequence A
1
, A
2
,
is said to converge to the matrix L if
lim
m
(A
m
)
ij
= L
ij
for all 1 i n and 1 j p .
Note that
e
x
= 1 +x +
x
2
2!
+ +
x
n
n!
+ .
Denition 6.35. For A M
n
(C) , dene e
A
= lim
m
B
m
, where
B
m
= I +A+
A
2
2!
+ +
A
m
m!
.
Thus we have
e
A
= I +A+
A
2
2!
+ +
A
n
n!
+ .
Problem 6.36. (1) Let L, A
1
, A
2
, M
np
(C) . If lim
m
(A
m
) =
L, then lim
m
(A
m
)
t
= L
t
.
(2) Let P
1
AP = D be a diagonal matrix. Prove that e
A
= Pe
D
P
1
.
(3) Find A, B M
2
(R) such that e
A
e
B
,= e
A+B
.
LINEAR ALGEBRA 29
7. Jordan Canonical Forms
In the pervious section we studied the properties to determine which lin
ear transformations(matrices) are diagonalizable. Unfortunately, only some
parts of them can be diagonalizable. Hence in this section we will study even
if they are not diagonalizable, they can be reduced to considerable simple
forms(we call these forms Jordan canonical forms).
Lets start with an example.
Example 7.1. Let T : C
8
C
8
be a linear transformation with an order
basis(we call this basis a Jordan canonical basis) B = b
1
, , b
8
for C
8
such that
[T]
B
=
_
_
_
_
_
_
_
_
_
_
_
_
2 1
2 1
2
2
3 1
3
0 1
0
_
_
_
_
_
_
_
_
_
_
_
_
is a Jordan canonical form of T . Then the characteristic polynomial of T is
c
T
(x) = (x 2)
4
(x 3)
2
x
2
. Also, we know that
T(b
1
) = 2b
1
, T(b
4
) = 2b
4
, T(b
5
) = 3b
5
, T(b
7
) = 0b
7
.
Hence we know that b
1
, b
4
are eigenvectors of = 2 , b
5
is an eigenvector
of = 3 , and b
7
is an eigenvector of = 0 . In particular, the minimal
polynomial of T is m
T
(x) = (x 2)
3
(x 3)
2
x
2
.
For example, S : C
8
C
8
be a linear transformation with an order
basis(set of eigenvectors) ( = b
1
, , b
8
for C
8
such that
[S]
C
=
_
_
_
_
_
_
_
_
_
_
_
_
2
2
2
2
3
3
0
0
_
_
_
_
_
_
_
_
_
_
_
_
is a Jordan canonical form(diagonal matrix) dierent from [T]
B
. Then
the characteristic polynomial of T is c
T
(x) = (x 2)
4
(x 3)
2
x
2
. Also, the
minimal polynomial of T is m
T
(x) = (x 2)(x 3)x.
Note that they have the same characteristic polynomial, but they have
dierent Jordan canonical forms. Also.
T(b
2
) = b
1
+ 2b
2
(T 2I)(b
2
) = b
1
.
30 DONG SEUNG KANG
Similarly,
(T 2I)(b
3
) = b
2
, (T 2I)
2
(b
3
) = b
1
.
Note (T 2I)
3
(b
j
) = 0 for all j = 1, 2, 3 . Also, T(b
4
) = 2b
4
. Hence b
1
=
(T 2I)
2
(b
3
), b
2
= (T 2I)(b
3
) . Similarly, we have b
5
= (T 3I)(b
6
) and
b
7
= (T 0I)(b
8
) .
Now, generalize this as follows;
Denition 7.2. The Jordan block of the size r corresponding to ,
J(r, ) , is the r r matrix such that
J(r, )
i,i
= for i = 1, , r ,
J(r, )
i,i+1
= 1 for i = 1, , r 1 , and
J(r, )
i,j
= 0 for all other i, j .
We say that a matrix is in Jordan form if it is block diagonal with each
block being a Jordan block.
Denition 7.3. Let V be an Fvector space, and let T L(V ) . Let F
and let v V , v ,= 0 .
(1) v is called a generalized eigenvector of T corresponding to if
(T I
V
)
p
(v) = 0 for some positive integer p .
(2) For some positive integer p ,
K
(T) = v[(T I
V
)
p
(v) = 0
is called the generalized eigenspace of T corresponding to .
Remark 7.4. Let v K
(T) E
(T) .
Theorem 7.6. Let T be a linear transformation on a nitedimensional
vector space V such that the characteristic polynomial of T splits, and, let
1
, ,
k
be the distinct eigenvalues of T with corresponding multiplicities
m
1
, , m
k
. For each j = 1, , k , let B
j
be an order basis for K
j
(T) .
Then
(1) B
i
B
j
= for i ,= j .
(2) B = B
1
B
k
is an order basis for V .
(3) dimK
j
(T) = m
j
for j = 1, , k .
LINEAR ALGEBRA 31
Theorem 7.7. Let T be a linear transformation on a nitedimensional
vector space V such that the characteristic polynomial of T splits, and sup
pose that B is a basis for V such that B is a disjoint union of cycles of
generalized eigenvectors of T . Then
(1) For each cycle of generalized eigenvectors gamma contained in B ,
W = span() is Tinvariant, and [T[W]
is a Jordan block.
(2) B is a Jordan canonical basis for V .
Theorem 7.8. A cycle of generalized eigenvectors is linearly independent.
Remark 7.9. Let B
W
= v
1
, , v
p
a cycle of generalized eigenvector of
T corresponding to , and let W = v
1
, , v
p
. Then W is Tinvariant.
Indeed,
(T I
V
)(v
j
) = T(v
j
) v
j
.
Then
T(v
j
) =
_
v
j
+v
j1
if j ,= 1,
v
j
if j = 1 .
Let T

W
be the linear transformation of T restricted to W . Then we have
[T

W
]
B
W
= [[T

W
(v
1
)]
B
W
, , [T

W
(v
p
)]
B
W
]]
=
_
_
_
_
_
_
_
1 0 0
0 1 0
0 0
.
.
.
.
.
.
.
.
.
1
0 0 0
_
_
_
_
_
_
_
,
and hence the matrix is the Jordan block of the size p corresponding to ,
denoted by J(p, ) ,
Jordan Canonical Form Theorem. Let V is Fvector space with
dimV < , and let T L(V ) . Suppose c
T
(x) splits over F . Then there ex
ists a basis B for V which is disjoint union of cycles of generalized eigenspaces
for T . Then we call such a basis a Jordan Canonical basis for T . Hence
we have
[T]
B
=
_
_
_
J(r
1
,
1
) 0
0
.
.
.
0
0 0 J(r
s
,
s
)
_
_
_
,
where each J(r
i
,
i
) is an r
i
r
i
Jordan block corresponding to
i
(the
i
not necessarily distinct).
We will investigate there exists a Jordan Canonical form.
Lemma 7.10. Let V be a ndimensional vector space over a eld F = C,
where C is a set of complex numbers, and let T L(V ) . Then there exists
(n 1)dimensional subspace W of V such that T(W) W .
32 DONG SEUNG KANG
Proof. Consider the linear transformation T
t
: V
, where V
is the
dual space of V . Since F = C, T
t
has an eigenvalue l V
(l ,= 0) such that
T
t
(l) = l , for some C. Since l V
, l : V C is a nonzero linear
transformation. Hence let W = Ker l . Then dimW = n 1 (because of
dimC = 1 and Dimension Theorem). Now, we may claim that T(W) W .
For any w W = Ker l ,
l(T(w)) = (T
t
l)(w) = (l)(w) = (l(w)) = 0 .
Thus T(w) Ker l = W , as claimed.
Theorem 7.11. (Existence of Jordan Canonical Forms) Let V be a n
dimensional vector space over a eld F = C, where C is a set of complex
numbers, and let T L(V ) . Then there exists a basis B for V such that
[T]
B
=
_
_
_
_
_
J(p,
1
)
J(q,
2
)
.
.
.
J(s,
r
)
_
_
_
_
_
,
where p +q + +s = n and
1
,
2
, ,
r
are eigenvalues of T .
Proof. We will prove it by induction on dimV = n. Let n = 1 . Then for any
V , T() = , for some C. Then [T]
B
= ()
11
, where B = ,
,= 0 . Suppose that it holds on n 1 .
Now, we will show the case where dim = n. By previous Lemma, there
exists (n1)dimensional subspace W of V such that T(W) W . Suppose
B
0
= e
1
, , e
p
, f
1
, , f
q
, , h
1
, , h
s
is a basis for W such that
T(e
j
) =
_
e
j1
+
1
e
j
j ,= 1,
1
e
1
j = 1 ,
T(f
j
) =
_
f
j1
+
2
f
j
j ,= 1,
2
f
1
j = 1 ,
and
T(h
j
) =
_
h
j1
+
r
h
j
j ,= 1,
r
h
1
j = 1 .
Complete B
0
to a basis B for V by adding e . Then
T(e) =
p
j=1
j
e
j
+
q
j=1
j
f
j
+ +
s
j=1
j
h
j
+e .
Then we may assume = 0 ; otherwise replace T by T I . Let
e
= e
p
j=1
x
j
e
j
q
j=1
y
j
f
j
s
j=1
z
j
h
j
.
LINEAR ALGEBRA 33
Want to nd the x
j
, y
j
, , z
j
to make T(e
) = T(e)
p
j=1
x
j
T(e
j
)
q
j=1
y
j
T(f
j
)
s
j=1
z
j
T(h
j
)
= (
1
1
x
1
x
2
)e
1
+ (
2
1
x
2
x
3
)e
2
+ + (
p1
1
x
p1
x
p
)e
p1
+ (
p
1
x
p
)e
p
+ (
1
2
y
1
y
2
)f
1
+ + (
q
2
y
q
)f
q
+ .
Now, we will consider two cases as follows:
(1)
i
,= 0 for some i . Let i = 1 . Then we may take the x
j
to
make T(e
1
, x
p1
=
x
p
p1
1
, . Then T(e
) spanf
1
, , f
q
, , h
1
, , h
s
, e
.
Now, let V
0
= spanf
1
, , f
q
, , h
1
, , h
s
, e
be a subspace of
V . Then T(V
0
) V
0
and dimV
0
n 1 . By induction step, there
exists a Jordan Canonical basis B
for V
0
. Hence e
1
, , e
p
B
) = T(e)
p
j=1
x
j
T(e
j
)
q
j=1
y
j
T(f
j
)
s
j=1
z
j
T(h
j
)
= (
1
x
2
)e
1
+ (
2
x
3
)e
2
+ + (
p1
x
p
)e
p1
+ (
p
)e
p
+ (
1
y
2
)f
1
+ + (
q
y
q
)f
q
+ .
Then we may choose the coecients such that
T(e
) =
p
e
p
+
q
f
q
+ +
s
h
s
.
If
p
= 0 , then T(e
) spanf
1
, , f
q
, , h
1
, , h
s
. It follow
from case (1).
We may assume
p
,= 0 ,
q
,= 0 , ,
s
,= 0 , and p q s .
Then we have
e
T(e
) =
p
e
p
+
q
f
q
+ +
s
h
s
T
2
(e
) =
p
T(e
p
) +
q
T(f
q
) + +
s
T(h
s
)
=
p
(e
p1
+
1
e
p
) +
q
(f
q1
+
2
f
q
) + +
s
(h
s1
+
1
h
s
)
=
p
e
p1
+
q
f
q1
+ +
s
h
s1
T
p1
(e
) =
p
e
2
+
T
p
(e
) =
p
e
1
+ .
It is easy to check that
B = T
p
(e
), T
p1
(e
), T(e
), e
, f
1
, , f
q
, , h
1
, , h
s
(T) .
(2) V is the direct sum of the K
i
(T) .
(3) If B
(x )
r
1
++r
t
and
m
T
(x) =
(x )
Max{r
1
, ,r
t
}
.
Corollary 7.16. Let V be a nite dimensional vector space over F and let
T L(V ) . Then F is an eigenvalue of T if and only if is a root of
m
T
(x) ; that is, c
T
(x) and m
T
(x) have exactly the same roots.
Proof. Let m
T
(x) = (x
1
)
e
1
(x
2
)
e
2
(x
r
)
e
r
. We claim that all
j
are eigenvalues of T , Enough to show that
r
is an eigenvalue of T and
then the others are similar. Let S = (T
1
I)
e
1
(T
2
I)
e
2
(T
r
I)
e
r
be a linear transformation on V . Note that S ,= 0 , otherwise S(x) =
m
T
(x)
x
r
with S(T) = 0 . This is a contradiction to the minimality of m
T
(x) . Let
W = S(V ) = ImS , where V ,= Ker S . We will show that T(w) =
r
w for
w W . Let w = S(), for some V .
(T
r
I)S = 0 = m
T
(T) .
Apply to V ,
0 = (T
r
I)S() = (T
r
I)(w) .
LINEAR ALGEBRA 35
Hence T(w) =
r
w, as desired, that is
r
is an eigenvalue of T . Conversely,
let be an eigenvalue of T , that is, for some nonzero vector , T() = ,
,= 0 . Note that (T I)
e
r
() = (T I)
e
r
1
(T I)() = (
r
)(T
I)() = (
r
)() . Hence we have
0 = m
T
(T)() = (
1
)
e
1
(
2
)
e
2
(
r
)
e
r
() .
Since ,= 0 , then (
1
)
e
1
(
2
)
e
2
(
r
)
e
r
= 0 . Hence there exists
a 1 j r such that =
j
. Thus is a root of m
T
(x) .
Corollary 7.17. Let V be a nite dimensional vector space over F and let
T L(V ) . Then the following statements are equivalent:
(1) T is diagonalizable;
(2) m
T
(x) has no multiple roots;
(3) there exists f(x) F[x] which splits over F and has no multiple
roots such that f(T) = 0 .
Corollary 7.18 (CayleyHamilton Theorem). c
T
(x) is a multiple of m
T
(x) .
Example 7.19. Let T L(M
n
(C)) be dened by T(A) = A A
t
, where
A
t
is the transpose of A. Then we will determine the Jordan canonical form
of T .
(1) We have to nd some polynomial p(x) g(x) C[x][g(T) = 0 .
(2) Since T(A) = AA
t
, we know that T
2
(A) = T(AA
t
) = (AA
t
)
(AA
t
)
t
= 2T(A) ; that is, T
2
2T = 0 . Hence p(x) = x
2
2x.
(3) Now, we have to nd the candidates for minimal polynomials for
g(x) C[x][g(T) = 0 .
(4) There are some candidates as follows;
x, x 2, x(x 2) = p(x) .
(5) By Corollary 7.17, we may conclude T is diagonalizable as follows;
[T] = 0, [T] = 2I , or m
T
(x) = p(x) .
(6) Now we need to check possibilities for T . First two cases are impos
sible because if A is skewsymmetric(A
t
= A), T(A) = 2A, and if
A is symmetric (A
t
= A), T(A) = 0 .
(7) Hence m
T
(x) = x(x2) . We recalled that dim (Sym) =
n(n+1)
2
and
dim (SkewSym) =
n(n1)
2
, where dim(M
n
(C)) = n
2
.
(8) Thus we have the Jordan canonical form of T is
_
J(
n(n+1)
2
, 0) 0
0 J(
n(n1)
2
, 2)
_
.
Example 7.20. Let dimV = 4 and B = b
1
, b
2
, b
3
, b
4
be a basis for V .
Let T L(V ) be dened by
T(b
1
) = 0 T(b
2
) = 5b
1
, T(b
3
) = 5b
1
, and T(b
4
) = 2b
2
+ 5b
3
.
We will determine the Jordan canonical form for T .
36 DONG SEUNG KANG
(1) Since
T(b
1
) = 0 T(b
2
) = 5b
1
, T(b
3
) = 5b
1
, and T(b
4
) = 2b
2
+ 5b
3
,
we have
T
2
(b
1
) = 0 T
2
(b
2
) = 0, T
2
(b
3
) = 0, and T
2
(b
4
) = 15b
1
.
Again, we have
T
3
(b
i
) = 0 for all i = 1, , 4 .
Note that T
2
,= 0 and T
3
= 0 .
(2) Since c
T
(x) and m
T
(x) have exactly the same roots, we may conclude
that c
T
(x) = x
4
(because dimV = 4) and m
T
(x) = x
3
.
(3) By Remark 7.15 or Theorem 7.14, the Jordan canonical form for T
is
_
J(3, 0) 0
0 J(1, 0)
_
.
Example 7.21. Let T be the linear transformation on P
2
(R) dened by
T(f) = f f
. Let B = 1, x, x
2
be the standard basis for P
2
(R) . Then
[T]
B
=
_
_
1 1 0
0 1 2
0 0 1
_
_
,
which has the characteristic polynomial c
T
(x) = (x + 1)
3
. Hence = 1
is the only eigenvalue of T , and then K
= P
2
(R) . Also, dimE
= 1 .
Now, want to compute a Jordan canonical basis, i.e., have to nd a vector
f P
2
(R) such that (T + I)
2
(f), (T + I)(f), f is a basis for T . Also,
(T + I)
3
(f) = 0 . Take f(x) = x
2
, / = (T + I)
2
(x
2
), (T + I)(x
2
), x
2
is a
Jordan canonical basis for T such that
[T]
A
=
_
_
1 1 0
0 1 1
0 0 1
_
_
.
Note that the minimal polynomial m
T
(x) = (x + 1)
3
. Hence the maximal
size of Jordan canonical form with respect to = 1 is 3.
Problem Set
Problem 7.22. Let dimV = 4 and let B = b
1
, b
2
, b
3
, b
4
be a basis for V .
Let T L(V ) be dened by
T(b
1
) = 0, T(b
2
) = 5b
1
, T(b
3
) = 5b
1
, T(b
4
) = 2b
2
+ 5b
3
.
(1) Determine c
T
(x) and m
T
(x) without determining a Jordan canonical
basis for V .
(2) Determine the Jordan canonical for for T without determining a
Jordan canonical basis for V .
(3) Determine a Jordan canonical basis for V .
LINEAR ALGEBRA 37
Problem 7.23. Let A be the complex matrix
_
_
_
_
_
_
_
_
2 0 0 0 0 0
1 2 0 0 0 0
1 0 2 0 0 0
0 1 0 2 0 0
0 0 0 0 2 0
0 0 0 0 1 1
_
_
_
_
_
_
_
_
.
Compute the Jordan canonical form for A.
Problem 7.24. If A is a complex 55 matrix with characteristic polynomial
C
A
(x) = (x2)
3
(x+7)
2
and the minimal polynomial m
A
(x) = (x2)
2
(x+
7) , what is the Jordan canonical form for A?
Problem 7.25. How many possible Jordan canonical forms are there for a
6 6 complex matrix with characteristic polynomial (x + 2)
4
(x 1)
2
?
Problem 7.26. Suppose that T L(V ) . Let c
T
(x) = x
10
and N(T) =
R(T) . Determine the Jordan canonical form of T .
Problem 7.27. Determine the Jordan canonical form of the linear trans
formation T L(C
n
) dened by
T(e
i
) =
n
k=1
e
k
for all i = 1, , n,
where e
1
, , e
n
is the standard basis for C
n
.
Problem 7.28. Let F = C, let T L(V ) , and let W be a Tinvariant
subspace of V . Let T

W
L(W) denote the restriction of T to W .
(1) Prove that m
T

W
(x) divides m
T
(x) in C[x] .
(2) Suppose that T is diagonalizable. Prove that T

W
is also diagonaliz
able.
Problem 7.29. Let A M
n
(F) be such that A
k
= 0 for some positive
integer k . Prove that A
n
= 0 .
Problem 7.30. Classify up to similarity all 3 3 complex matrices A such
that A
3
= I .
Problem 7.31. Classify up to similarity all nn complex matrices A such
that A
n
= I .
Problem 7.32. Suppose A, B M
n
(C) have the same characteristic and
minimal polynomials. Can we conclude that A and B are similar ? (a) if
n = 3 ? (b) if n = 4 ?
Problem 7.33. Describe, up to similarity, all 3 3 complex matrices A
such that A
2
+ 2A3I = 0 .
38 DONG SEUNG KANG
Problem 7.34. Let V be a nite dimensional vector space, and let T
L(V ) . If T
2
= T , prove that there exists a basis B for V such that for every
v B we have either T(v) = 0 or T(v) = v .
Problem 7.35. Let V be an ndimensional Rvector space and let T
L(V ) of minimal polynomial x
2
+ 1 . Show that n must be even.
LINEAR ALGEBRA 39
8. Inner Product Spaces
Denition 8.1. Let V be a ndimensional inner product space over F .
Then B = b
1
, , b
n
is called an orthogonal basis for V if
b
i
, b
j
) = 0 if i ,= j .
Moreover, B = b
1
, , b
n
is called an orthonormal basis for V if
b
i
, b
j
) = 0 if i ,= j and b
i
, b
j
) = 1 if i = j .
Theorem 8.2 (GramSchmidt Orthogonalization Process). Let V be a 
nite dimensional inner product space over F . Then V has an orthogonal
(moreover, orthonormal) basis for V .
Remark 8.3 (GramSchmidt orthogonalization process). Let V be a nite
dimensional inner product space over F , and let B = b
1
, , b
n
be a basis
for V . Then we dene
a
k
= b
k
k1
j=1
b
k
, a
j
)
[[a
j
[[
2
a
j
for 0 k n.
Then a
1
, , a
n
is called an orthogonal basis for V . Hence
a
1
a
1

, ,
a
n
a
n

is an orthonormal basis for V , where [[[[
2
= , ) .
Example 8.4. Let (1, 1, 0), (2, 0, 1), (2, 2, 1) be a basis for R
3
. Then
(1, 1, 0), (1, 1, 1), (
1
3
,
1
3
,
2
3
) is an orthogonal basis for R
3
.
Theorem 8.5. Let V be a nite dimensional inner product space over F ,
and let B = b
1
, , b
n
be an orthonormal basis for V . Then for any
V , we have
=
n
i=1
, b
i
)b
i
.
Corollary 8.6. Let V be a nite dimensional inner product space over F ,
B = b
1
, , b
n
be an orthonormal basis for V , and let let T L(V ) . Then
for each i = 1, , n,
T(b
i
) =
n
i=1
T(b
i
), b
i
)b
i
.
Theorem 8.7. Let V be a nite dimensional inner product space over F
and let g L(V, F) . Then there exists a unique y V such that
g(x) = x, y) for all x V .
Theorem 8.8. Let V be a nite dimensional inner product space over F
and let T L(V ) . Then there exists a unique T
the adjoint of T .
40 DONG SEUNG KANG
Note that for A M
n
(F) ,
A
=
A
t
.
Theorem 8.9. Let V be a nite dimensional inner product space over F ,
let T L(V ) , and let B be an orthonomal basis for V . Then
[T
]
B
= [T]
B
.
Note that this is false if B is not an orthonormal basis for V .
Remark 8.10. Let W be a subspace of a vector space of V , and let T be
a linear transformation on V to itself. Also, let A M
n
(F) , k F .
(1) if W is Tinvariant, then W
is T
invariant.
(2) T
= T .
(3) N(T
T) = N(T) rank(T
T) = rank(T)
(4) rank(T) = rank(T
) rank(TT
) = rank(T) .
(5) (kA)
=
kA
.
(6) (AB)
= B
.
(7) (A+B)
= A
+B
.
(8) det(A
) = det(A) .
(9) For any A M
n
(F) , rank(A
A) = rank(AA
) = rank(A) .
Theorem 8.11 (Schurs Theorem). Let V be a nitedimensional inner
product space over a eld F and let T L(V ) . Assume c
T
(x) splits over
F . Then there exists an orthonormal basis B for V such that [T]
B
is upper
triangular.
Proof. Proceed induction on dimV . If dimV = 1 , then done. Assume that
the result is true for inner product space of dimension less than n. We recall
that there is T
= [T]
is T
invariant (3)T
= T .
We claim that T
xI
n
) = det([T]
t
xI
n
) = det([T]
xI
n
) .
Since C
T
(x) splits over F , C
T
(x) splits over F . If C
T
(x) = (x
1
) (x
n
) then C
T
(x) = (x
1
) (x
n
) . Let be an eigenvalue of T
.
Then there exists a z ,= 0 such that T
= n 1 . That is V = U U
. Also, since
T
(z) = z then U is T
is T
invariant,
i.e., Tinvariant. Since C
T
U
(x) divide C
T
(x), C
T
U
. Hence [T
U
]
is upper
triangular. Let B =
z
z
. Then B is orthonormal and
[T]
B
=
_
_
_
_
upper
triangular
(n 1) (n 1)
0 0
_
_
_
_
.
LINEAR ALGEBRA 41
Thus [T]
B
is upper triangular.
Remark 8.12. If in addition we are given T = T
then
[T]
B
= [T
]
B
= [T]
B
= ([T]
B
)
t
.
Hence [T]
B
is diagonal and diagonal entries are real, i.e., T diagonalizable
with real eigenvalues.
Denition 8.13. Let V be an inner product space and let T L(V ) .
(1) T is called selfadjoint if T = T
.
(2) T is called normal if TT
= T
T .
(3) T is called unitary if T(x), T(x)) = x, x) and F = C. In particu
lar, T is called orthogonal if T(x), T(x)) = x, x) and F = R.
Example 8.14. Let A M
n
(F) be a skewsymmetric matrix. Then AA
t
and A
t
A are normal.
Note that if T is selfadjoint then it is normal, but the converse is not
true.
Theorem 8.15. Let V be an inner product space over a eld F, and let T
be a normal linear transformation on V . The the following are true:
(1) T(x), T(x)) = T
(x), T
() =
.
(4) if T(
1
) =
1
1
and T(
2
) =
2
2
with
1
,=
2
, then
1
,
2
) = 0 .
Theorem 8.16. Let V be a nite dimensional inner product space over F ,
let T L(V ) , and suppose c
T
(x) splits over F . Then V has an orthonormal
basis of eigenvectors of T if and only if either
(1) F = C and T is normal or,
(2) F = R and T is selfadjoint.
Proof. By Schurs Theorem 8.11, we may say that [T]
B
is an upper triangular
matrix in a some orthonormal basis B for V . First of all, let F = C. Suppose
that the basis B is consisting of all eigenvectors of T . Then [T]
B
is a diagonal
matrix, say
_
_
_
1
0 0
0
.
.
.
0
0 0
n
_
_
_
,
where
1
, ,
n
are eigenvalues of T . Hence
[T]
B
[T]
B
t
=
_
_
_
1
0 0
0
.
.
.
0
0 0
n
n
_
_
_
= [T]
B
t
[T]
B
,
i.e., T is normal. Conversely, we will show inductively. Since T is normal,
we may say that
[T]
B
[T]
B
t
= [T]
B
t
[T]
B
,
42 DONG SEUNG KANG
that is,
_
_
_
z
1
z
2
z
n
.
.
.
_
_
_
_
_
_
_
_
z
1
0
z
2
.
.
.
.
.
.
z
n
_
_
_
_
_
=
_
_
_
_
_
z
1
0
z
2
.
.
.
.
.
.
z
n
_
_
_
_
_
_
_
_
z
1
z
2
z
n
.
.
.
_
_
_
,
where all z
j
C. Then we have z
1
z
1
+ + z
n
z
n
= z
1
z
1
. Since 0 =
(x + yi)(x yi) = x
2
+ y
2
and x, y R, then x = y = 0 . We know
that z
2
= = z
n
= 0 . After then, we have simplied matrix [T]
B
=
_
_
_
_
z
1
0 0
0 w
2
w
n
_
_
_
_
, where z
1
, all w
j
C. Continue in this way, we have
a diagonal matrix
[T]
B
=
_
_
_
z
1
0
.
.
.
0 u
n
_
_
_
,
as desired. Now let F = R. Then the T is selfadjoint if and only if [T]
B
=
[T
]
B
= [T]
B
= [T]
t
B
if and only if [T]
B
is a diagonal matrix if and only if B
is an orthonormal basis of eigenvectors of T .
Corollary 8.17. If T is selfadjoint, then every eigenvalue of T is real.
Interestingly, when F = C and T is normal , Theorem 8.16 does not
extend to innitedimensional complex inner product spaces.
Example 8.18. Let H be an inner product space consisting of continuous
complexvalued functions dened on the interval [0, 2] with the following
inner product
f, g) =
1
2
_
2
0
f(t)g(t) dt .
Then the following set S = e
ijt
where 0 t 2 and i is the imaginary
number
1 (recall that e
ijt
= cos jt + i sinjt ). It is easy to check that
the set S is an orthonormal subset of H and linearly independent. Now,
let V = span(S) , and let T , U L(V ) dened by T(f) = f
1
f nd U(f) =
f
1
f . For all integer k we have
T(f
k
) = f
k+1
and U(f
k
) = f
k1
.
Then
T(f
i
)f
j
) = f
i+1
, f
j
) =
(i+1),j
=
i,(j1)
= f
i
, f
j1
) = f
i
, U(f
j
)) .
Hence U = T
. It implies that TT
= I = T
j=n
a
j
f
j+1
=
m
j=n
a
j
f
j
.
Since a
m
,= 0 , we can write f
m+1
as a linear combination of
f
n
, f
n+1
, , f
m
. But this is a contradiction because S is linearly inde
pendent.
The following statements are equivalent to the denition of a unitary or
orthogonal linear transformation.
Theorem 8.19. Let T be a linear transformation on a nitedimensional
inner product space V . Then the following are equivalent.
(1) TT
= I = T
T .
(2) T(x), T(y)) = x, y) , for all x, y V .
(3) if B is an orthonormal basis for V , then T(B) is an orthonormal
basis for V .
(4) There exists an orthonormal basis B for V such that T(B) is an
orthonormal basis for V .
(5) T(x), T(x)) = x, x) for all x V .
Orthogonal Projection and Spectral Theorem. Recall that if V =
W
1
W
2
, then a linear transformation T on V is the projection on W
1
along W
2
if whenever x = x
1
+ x
2
, with x
1
W
1
and x
2
W
2
, we have
T(x) = x
1
. Then we have
R(T) = W
1
= x V [T(x) = x and N(T) = W
2
.
So
V = R(T) N(T) .
Note that T is a projection if and only if T
2
= T .
Denition 8.20. Let V be an inner product space, and let T : V V
be a projection. We say that T is an orthogonal projection if R(T)
=
N(T) and N(T)
= R(T) .
Theorem 8.21. Let V be an inner product space, and let T : V V be a
linear transformation. Then T is an orthogonal projection if and only if T
has adjoint T
and T
2
= T = T
.
Proof. Suppose T is an orthogonal projection. Since T is a projection, we
have T
2
= T . Enough to show that T
exists and T = T
. For all x = x
1
+x
2
and y = y
1
+y
2
V = R(T) N(T) , respectively, we have
x, T(y)) = x
1
+x
2
, T(y
1
)) = x
1
, T(y
1
)) +x
2
, T(y
1
)) = x
1
, y
1
)
T(x), y) = T(x
1
), y
1
+y
2
) = T(x
1
), y
1
) +T(x
1
), y
2
) = x
1
, y
1
) .
So x, T(y)) = T(x), y) , for all x, y V . Hence by Theorem 8.8, T
exists
and T = T
, we know that T is a
44 DONG SEUNG KANG
projection, and hence we need to show that R(T) = N(T)
and R(T)
=
N(T) . leave it exercise.
Let V be a nitedimensional inner product space, W be a subspace of V ,
and T be the orthogonal projection on W . We may choose an orthonormal
basis B = b
1
, , b
n
for V such that b
1
, , b
k
is a basis for W . Then
we have
[T]
B
=
_
I
k
O
1
O
2
O
3
_
.
Theorem 8.22 (The Spectral Theorem). Suppose that T is a linear trans
formation on a nitedimensional inner product space V over F with the
distinct eigenvalues
1
, ,
k
. Assume that T is normal if F = C and that
T is selfadjoint if F = R. For each i = 1, , k , let W
i
be the eigenspace of
T corresponding to the eigenvalue
i
, and let T
i
be the orthogonal projection
on W
i
. Then the folowing are true.
(1) V = W
1
W
k
.
(2) If W
i
denotes the direct sum of subspaces W
j
(j ,= i) , then W
i
=
W
i
.
(3) T
i
T
j
=
ij
T
i
for 1 i, j k .
(4) I = T
1
+ +T
k
.
(5) T =
1
T
1
+ +
k
T
k
.
Note that the set
1
, ,
k
of eigenvalues of T is called the spectrum
of T , I = T
1
+ + T
k
is called resolution of the identity operator
induced by T , and the sum T =
1
T
1
+ +
k
T
k
is called the spectral
decomposition of T .
Remark 8.23. Let T L(V ) be selfadjoint over R, where B is a basis for
V . Then [T]
B
is a real symmetric matrix and also every eigenvalue of [T]
B
is real and c
T
(x) splits over R.
We now list several interesting properties of the spectral theorem.
Corollary 8.24. Suppose that T is a linear transformation on a nite
dimensional inner product space V over F .
(1) Let F = C. T is normal if and only if T
1
T
1
+ +
k
T
k
. Then each T
j
is a polynomial in T .
Problem Set
LINEAR ALGEBRA 45
Problem 8.25. Suppose that , )
1
and , )
2
are two inner products on a
vector space V . Prove that , ) = , )
1
+, )
2
is another inner product on
V .
Problem 8.26. Let B be a basis for a nitedimensional inner product
space. Prove that if x, y) = 0 for all x B , then y = 0 .
Problem 8.27. Let T be a selfadjoint linear transformation in L(V ) , where
V is a nitedimensional inner product space. Show that if x, T(x)) = 0
for all x V , then T = 0 , where 0 is a zero linear transformation.
Problem 8.28. Let A M
n
(R) be a symmetric matrix. Prove that A is
similar to a diagonal matrix.
Problem 8.29. Let A M
n
(R) be symmetric (or A M
n
(C) be normal).
Then prove the followings:
tr(A) =
n
i=1
i
, tr(A
A) =
n
i=1
[
i
[
2
, and det(A) =
n
i=1
i
,
where the
i
are (not necessarily distinct) eigenvalues of A.
Problem 8.30. Let V be a nitedimensional complex inner product space
over a eld F , and let T L(V ) . Use the spectral decomposition T =
1
T
1
+ +
k
T
k
of T to prove the following statements:
(1) IF g is a polynomial, then
g(T) =
k
i=1
g(
i
)T
i
.
(2) If T
n
= 0 for some n, then T = 0 , where 0 is a linear transforma
tion.
(3) Let U L(V ) . Then U commutes with T if and only if U commutes
with each T
i
.
(4) There exists a normal U L(v) such that U
2
= T .
(5) T is invertible if and only if
i
,= 0 for some 1 i k .
(6) T is projection if and only if every eigenvalue of T is 0 or 1 .
(7) T = T