Tuesday, 25 September 2018

linear algebra - The determinant for n real eigenvalues



When the problem says "repeated according to multiplicities" does that mean there is one value of lambda that is repeated n times? I'm confused on why the determinant of A must be the product of the n eigenvalues of A. Couldn't lambda be any value? I only see how the determinant of A would equal the n eigenvalues if lambda is 0. Why is this result true when complex eigenvalues are considered?




Prove that the determinant of an n×n matrix A is the product of
the eigenvalues (counted according to their algebraic multiplicities).
Hint: Write the characteristic polynomial as p(λ)=(λ1λ)(λ2λ)···(λnλ).




Solution: If the eigenvalues of A are λ1,...,λn
(counted with algebraic multiplicity), then as the hint says, the
characteristic polynomial of A is det(AλI)=(λ1>λ)(λ2λ)...(λnλ). Plugging in
λ=0 yields detA=λ1λ2...λn.



Answer



Repeated according to multiplicity




This simply means that we want a copy of (λrλ) for each time that λr pops up as an eigenvalue. For an example, consider A=[3103]. 3 is an eigenvalue with (algebraic) multiplicity two. We want det and NOT simply (3-\lambda).



\det(A- \lambda I) is a polynomial



You are absolutely correct, \lambda can have any value, just as x can have any value in f(x) = x^2 - 4 = (x+2)(x-2). What makes eigenvalues special is that they are the roots of the polynomial \det(A-\lambda I), i.e., the special values of lambda that give \det(A-\lambda I) =0. When factoring this polynomial as given in your question, it should be clear what the roots are, namely \{ \lambda_1, \lambda_2, \dots, \lambda_n \}.



\det(A) = product of eigenvalues



What happens when we evaluate this polynomial at \lambda=0, just as we might evaluate the polynomial f(x) = x^2-4 at x=0 to get f(0) = -4?
\begin{align*} \det(A - 0 I) &= (\lambda_1 - 0) (\lambda_2 - 0) \cdots (\lambda_n - 0) \\ &= \lambda_1 \cdot \lambda_2 \cdots \lambda_n \end{align*}
However, \det(A-0I) = \det(A - 0) = \det(A), so we have
\det(A) = \lambda_1 \cdot \lambda_2 \cdots \lambda_n.



Again, notice the importance of listing repeated eigenvalues multiple times. For example, \det \left( \begin{bmatrix} 3 & 1 \\ 0 & 3 \end{bmatrix} \right) = 9 and this matrix has a repeated eigenvalue of 3. We see that 3\cdot 3 =9, but if we only listed this eigenvalue once we would have 3 \neq 9.


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