(1) We show how to compute eigenvectors from the Schur Form of a matrix.

Suppose A = Q * T * Q^*, where Q is unitary and T is upper triangular. Suppose all the diagonal entries of T (the eigenvalues of A) are distinct, so that we know A is in fact diagonalizable and has n independent eigenvectors. Choose an eigenvalue lambda which is the i-th diagonal entry of T, and show how to compute its eigenvector as follows: (1.1) Find an eigenvector of T: T*y = lambda*y. Hint: Write the block matrices i-1 1 n-i T = [ T_11 T_12 T_13 ] i-1 y = [ y_1 ] i-1 [ 0 T_22 T_23 ] 1 [ y_2 ] 1 [ 0 0 T_33 ] n-i [ y_3 ] n-i so that in fact T_22 = lambda. Since we can multiply y by any nonzero constant, we can assume y_2 = 1 (as long as it isn't zero). Write out T*y = lambda*y using the above block matrices and show how to solve for y_1 and y_3. Your (very short) answer can include operations like multiplying and inverting submatrices of T. (1.2) Given an eigenvector y of T, show how to convert it into an eigenvector x of A. (2) In the proof of Schur Factorization, we need an orthogonal matrix with a given first column. Here we show an easy way to compute one explicitly. (2.1) Suppose ||u|| = 1 (we use the standard dot product for C^n). Show that P = I - 2 * u * u^* is unitary. (2.2) Let q = [q_1,...,q_n]^t satisfy ||q|| = 1. Show how to choose u given q so that the first column of P is q. Hint: You can assume q_1 is real and nonnegative, since we can always make it real by multipling q by a complex number with absolute value 1. Handle the cases q_1 = 1 and q_1 < 1 separately. (3) Prove the following results claimed in class: (1) lim_{k -> infinity} A^k exists if and only if all the Jordan blocks of A either have eigenvalue |lambda| < 1, or have eigenvalue lambda = 1 and are 1 by 1 Furthermore the limit is nonzero if and only if there is at least one Jordan block with eigenvalue 1 (2) A^k remains bounded for all k if and only if all the Jordan blocks of A either have eigenvalue |lambda| < 1, or have eigenvalue |lambda| = 1 and are 1 by 1 (3) In all other cases, A^k is unbounded as k -> infinity: at least one Jordan block of A has eigenvalue |lambda| > 1, or has eigenvalue |lambda| = 1, and is 2 by 2 or larger. Hint: Let A = S * J * S^{-1} be the Jordan Form of A, and show that A^k = S * J^k * S^{-1} converges/stays bounded/diverges if and only if J^k does. Then look at J_i^k, where J_i is a single Jordan block (4) Prove the Cayley-Hamilton Theorem for complex matrices: if p(x) = det(A - x*I), then p(A) = 0. Hint: Use the fact that if A = S * J * S^{-1} is the Jordan form, then p(A) = S * p(J) * S^{-1}, and look at p(J_i) where J_i is a single Jordan block of J. (5) Prove the following properties of square, unitary matrices Q and Z:

Q*Z is unitary conj(Q) is unitary Q^t is unitary Q^* is unitary Q^(-1} is unitary If < , > is the standard dot product, then <x,y> = <Q*x, Q*y> If ||x|| = <x,x>^(1/2), then ||Q*x|| = ||x||