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Math429Linear Algebra (Lecture 34)

Lecture 34

Chapter VIII Operators on complex vector spaces

Generalized Eigenvectors and Nilpotent Operators 8A

F=R\mathbb{F}=\mathbb{R} or C\mathbb{C}

Let VV be a finite dimensional vector space over mm, and TL(V)T\in\mathscr{L}(V) be an linear operator

null T2={vV,T(T(v))=0}null\ T^2=\{v\in V,T(T(v))=0\}

Since T(0)=0T(0)=0, null Tnull T2null Tnnull\ T\subseteq null\ T^2\subseteq\dots \subseteq null\ T^n

Lemma 8.1

null Tmnull Tm+1null\ T^m\subseteq null\ T^{m+1} for any m1m\geq 1.

Lemma 8.2

If null Tm=null Tm+1null\ T^m=null\ T^{m+1} for some mm\geq, then null Tm=null Tm+nnull\ T^m=null\ T^{m+n} for any n1n\geq 1

Proof:

We proceed by contradiction. If there exists n1n\geq 1 such that null Tm+nnull Tm+nnull\ T^{m+n}\cancel{\subseteq}null\ T^{m+n}, then there exists v0,vVv\neq 0,v\in V such that Tm+n+1v=Tm+1(Tnv)=0T^{m+n+1}v=T^{m+1}(T^n v)=0 and Tm+nv=Tm(Tnv)0T^{m+n}v=T^m(T^n v)\neq 0.

So we gets contradiction that Tnv0T^n v\neq 0, Tnvnull Tm+1T^n v\in null\ T^{m+1} but Tnvnull TmT^n v\cancel{\in}null\ T^m, which contradicts with nullTm=nullTm+1null T^m=null T^{m+1}

Lemma 8.3

Let m=dim Vm=dim\ V, then null Tm=null Tm+1null\ T^m =null\ T^{m+1} for any TL(V)T\in \mathscr{L}(V)

Proof:

Since {0}null Tnull T2null Tm,m=dim V\{0\}\subsetneq null\ T\subsetneq null\ T^2\subsetneq \dots \subsetneq null\ T^m,m=dim\ V, by Lemma 8.2, if null Tmnull Tm+1null\ T^m\cancel{\subsetneq} null\ T^{m+1}, then all null Tnnull Tn+1null\ T^n\cancel{\subsetneq} null\ T^{n+1} for any nmn\leq m. Since all null Tnnull\ T^n are sub vector space of VV, then null TnnullTn+1    null\ T^n\cancel{\subsetneq} null T^{n+1}\implies dimension goes up by at least one, dim V=mdim\ V=m which contradicts dim null Tm+1m=1dim\ null\ T^{m+1}\geq m=1

Lemma 8.4

Let dim V=mdim\ V=m

V=null Tmrange TmV=null\ T^m\oplus range\ T^m

Proof:

We need to show that V=null Tm+range TmV=null\ T^m+range\ T^m, and null Tmrange Tm={0}null\ T^m\cup range\ T^m=\{0\}

First we show null Tmrange Tm={0}null\ T^m\cup range\ T^m=\{0\}.

If vnull TmrangeTmv\in null\ T^m\cup range T^m, Tmv=0,Tmu=vT^m v=0,T^m u=v for uVu\in V.

Tm(u)=vT^m(u)=v, Tm(Tm(u))=Tm(u)=0T^m (T^m(u))=T^m(u)=0

unull T2mu\in null\ T^{2m},

By Lemma 8.3, null T2m=nullTmnull\ T^{2m}=null T^m, Tmu=0=vT^m u=0=v.

Then form null Tmrange Tm={0}null\ T^m\cup range\ T^m=\{0\} we know that

null Tm+range Tm=null Tmrange Tmnull\ T^m+range\ T^m=null\ T^m\oplus range\ T^m

and dim(null Tm)+dim(range Tm)=dimVdim(null\ T^m)+dim(range\ T^m)=dim V

Let VV be a complex vector spaces, TL(v)T\in \mathscr{L}(v), λ\lambda be an eigenvalue of TT, S=TλS=T-\lambda be an linear operator.

Note: there is v0v\neq 0 such that Sv=Tvλv=0Sv=Tv-\lambda v=0, so null S{0}null\ S\neq \{0\}, and it contains all eigenvectors of TT with respect to the eigenvalue λ\lambda.

Definition 8.8

Suppose TL(V)T\in \mathscr{L}(V) and λ\lambda is an eigenvalue of TT. A vector vVv\in V is called a generalized eigenvector of TT corresponding to λ\lambda if v0v\neq 0 and

(TλI)kv=0(T-\lambda I)^k v=0

for some positive integer kk.

Theorem 8.9

If VV is a complex vector space and TL(V)T\in \mathscr{L}(V), then VV has a basis of generalized eigenvectors of TT.

Lemma 8.11

Any generalized eigenvector vv corresponds to an unique eigenvalue λ\lambda.

Lemma 8.12

Generalized eigenvectors corresponding to different eigenvalues are linearly independent.

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