Thursday 28 April 2016

linear algebra - Generating a random matrix with all eigenvalues equal to one



I want to generate a random matrix whose all eigenvalues are equal to one. How can I do it?
I know one method to generate matrices with given eigenvalues is to generate a random orthogonal matrix $Q$ and then construct some diagonal matrix $A$ with desired eigenvalues on the diagonal, then $Q^T A Q$ will be a random matrix with desired eigenvalues. However if I want all eigenvalues equal to 1, then $A$ must be an identity matrix, and then $Q^T A Q$ will also always generate an identity matrix, which is not random at all.


Answer



Let $A$ be an upper triangular matrix with $1$s along the diagonal.
If you have a complete set of eigenvectors, then $A$ must be the identity matrix. But an upper triangular matrix with $1$s along the diagonal doesn't have a complete set of eigenvectors.
The eigenvalues are all $1$, and that will still be true for $Q^TAQ$ because
$$\det(A-\lambda I)=\det(Q^T(A-\lambda I)Q)=\det(Q^TAQ-\lambda I)$$


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