Eigenvalues of $A+v_1d^T$ where $Av_1 = lambda_1 v_1$ (shift of first eigenvalue)
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I have trouble to solve the following problem:
Let $Ain mathbf{R}^{ntimes n}$, $lambda_1,ldots,lambda_n$ are eigenvalues of $A$, and $A v_1=lambda_1v_1$. Let $din mathbf{R}^n$, then the eigenvalues of $A+v_1d^T$ are $lambda_1+d^Tv_1, lambda_2,ldots,lambda_n$. Note: $A$ may not be diagonalizable.
I know the following facts:
$v_1d^T$ is of rank $1$.- eigenvalues of $v_1d^T$ are $v_1^Td, 0,ldots, 0$.
But I still have no idea to prove this theorem. Please help me, thanks!
matrices eigenvalues-eigenvectors
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up vote
4
down vote
favorite
I have trouble to solve the following problem:
Let $Ain mathbf{R}^{ntimes n}$, $lambda_1,ldots,lambda_n$ are eigenvalues of $A$, and $A v_1=lambda_1v_1$. Let $din mathbf{R}^n$, then the eigenvalues of $A+v_1d^T$ are $lambda_1+d^Tv_1, lambda_2,ldots,lambda_n$. Note: $A$ may not be diagonalizable.
I know the following facts:
$v_1d^T$ is of rank $1$.- eigenvalues of $v_1d^T$ are $v_1^Td, 0,ldots, 0$.
But I still have no idea to prove this theorem. Please help me, thanks!
matrices eigenvalues-eigenvectors
1
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46
add a comment |
up vote
4
down vote
favorite
up vote
4
down vote
favorite
I have trouble to solve the following problem:
Let $Ain mathbf{R}^{ntimes n}$, $lambda_1,ldots,lambda_n$ are eigenvalues of $A$, and $A v_1=lambda_1v_1$. Let $din mathbf{R}^n$, then the eigenvalues of $A+v_1d^T$ are $lambda_1+d^Tv_1, lambda_2,ldots,lambda_n$. Note: $A$ may not be diagonalizable.
I know the following facts:
$v_1d^T$ is of rank $1$.- eigenvalues of $v_1d^T$ are $v_1^Td, 0,ldots, 0$.
But I still have no idea to prove this theorem. Please help me, thanks!
matrices eigenvalues-eigenvectors
I have trouble to solve the following problem:
Let $Ain mathbf{R}^{ntimes n}$, $lambda_1,ldots,lambda_n$ are eigenvalues of $A$, and $A v_1=lambda_1v_1$. Let $din mathbf{R}^n$, then the eigenvalues of $A+v_1d^T$ are $lambda_1+d^Tv_1, lambda_2,ldots,lambda_n$. Note: $A$ may not be diagonalizable.
I know the following facts:
$v_1d^T$ is of rank $1$.- eigenvalues of $v_1d^T$ are $v_1^Td, 0,ldots, 0$.
But I still have no idea to prove this theorem. Please help me, thanks!
matrices eigenvalues-eigenvectors
matrices eigenvalues-eigenvectors
asked Nov 18 at 0:34
sleeve chen
2,96041851
2,96041851
1
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46
add a comment |
1
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46
1
1
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46
add a comment |
1 Answer
1
active
oldest
votes
up vote
1
down vote
accepted
Sketch: Use Jordan decomposition. WLOG, assume
begin{align}
A = UJU^{-1}
end{align}
where
begin{align}
J =
begin{pmatrix}
lambda& 1 & 0 & dots & dots & 0\
0 & lambda & 1 & 0 & dots & vdots\
vdots & 0 & ddots & ddots & dots &vdots\
vdots & vdots & ddots& ddots & 1 & vdots\
vdots & dots& dots & 0 & lambda & 1\
0 & dots & dots & dots & 0 & lambda
end{pmatrix}
end{align}
Since $Ue_1 = v_1$ then we see that
begin{align}
A+v_1d^T =& U(J+U^{-1}v_1d^TU)U^{-1}\
=& U(J+e_1(U^Td)^T)U^{-1}.
end{align}
Note that
begin{align}
e_1(U^Td)^T =
begin{pmatrix}
1 \
0 \
vdots\
0
end{pmatrix}
begin{pmatrix}
v_1^Td & * &dots & *
end{pmatrix}
=
begin{pmatrix}
v_1^Td & * &dots & *\
0 & 0 & dots & 0\
vdots & vdots & dots & vdots\
0 & 0 & dots & 0
end{pmatrix}.
end{align}
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Sketch: Use Jordan decomposition. WLOG, assume
begin{align}
A = UJU^{-1}
end{align}
where
begin{align}
J =
begin{pmatrix}
lambda& 1 & 0 & dots & dots & 0\
0 & lambda & 1 & 0 & dots & vdots\
vdots & 0 & ddots & ddots & dots &vdots\
vdots & vdots & ddots& ddots & 1 & vdots\
vdots & dots& dots & 0 & lambda & 1\
0 & dots & dots & dots & 0 & lambda
end{pmatrix}
end{align}
Since $Ue_1 = v_1$ then we see that
begin{align}
A+v_1d^T =& U(J+U^{-1}v_1d^TU)U^{-1}\
=& U(J+e_1(U^Td)^T)U^{-1}.
end{align}
Note that
begin{align}
e_1(U^Td)^T =
begin{pmatrix}
1 \
0 \
vdots\
0
end{pmatrix}
begin{pmatrix}
v_1^Td & * &dots & *
end{pmatrix}
=
begin{pmatrix}
v_1^Td & * &dots & *\
0 & 0 & dots & 0\
vdots & vdots & dots & vdots\
0 & 0 & dots & 0
end{pmatrix}.
end{align}
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
add a comment |
up vote
1
down vote
accepted
Sketch: Use Jordan decomposition. WLOG, assume
begin{align}
A = UJU^{-1}
end{align}
where
begin{align}
J =
begin{pmatrix}
lambda& 1 & 0 & dots & dots & 0\
0 & lambda & 1 & 0 & dots & vdots\
vdots & 0 & ddots & ddots & dots &vdots\
vdots & vdots & ddots& ddots & 1 & vdots\
vdots & dots& dots & 0 & lambda & 1\
0 & dots & dots & dots & 0 & lambda
end{pmatrix}
end{align}
Since $Ue_1 = v_1$ then we see that
begin{align}
A+v_1d^T =& U(J+U^{-1}v_1d^TU)U^{-1}\
=& U(J+e_1(U^Td)^T)U^{-1}.
end{align}
Note that
begin{align}
e_1(U^Td)^T =
begin{pmatrix}
1 \
0 \
vdots\
0
end{pmatrix}
begin{pmatrix}
v_1^Td & * &dots & *
end{pmatrix}
=
begin{pmatrix}
v_1^Td & * &dots & *\
0 & 0 & dots & 0\
vdots & vdots & dots & vdots\
0 & 0 & dots & 0
end{pmatrix}.
end{align}
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Sketch: Use Jordan decomposition. WLOG, assume
begin{align}
A = UJU^{-1}
end{align}
where
begin{align}
J =
begin{pmatrix}
lambda& 1 & 0 & dots & dots & 0\
0 & lambda & 1 & 0 & dots & vdots\
vdots & 0 & ddots & ddots & dots &vdots\
vdots & vdots & ddots& ddots & 1 & vdots\
vdots & dots& dots & 0 & lambda & 1\
0 & dots & dots & dots & 0 & lambda
end{pmatrix}
end{align}
Since $Ue_1 = v_1$ then we see that
begin{align}
A+v_1d^T =& U(J+U^{-1}v_1d^TU)U^{-1}\
=& U(J+e_1(U^Td)^T)U^{-1}.
end{align}
Note that
begin{align}
e_1(U^Td)^T =
begin{pmatrix}
1 \
0 \
vdots\
0
end{pmatrix}
begin{pmatrix}
v_1^Td & * &dots & *
end{pmatrix}
=
begin{pmatrix}
v_1^Td & * &dots & *\
0 & 0 & dots & 0\
vdots & vdots & dots & vdots\
0 & 0 & dots & 0
end{pmatrix}.
end{align}
Sketch: Use Jordan decomposition. WLOG, assume
begin{align}
A = UJU^{-1}
end{align}
where
begin{align}
J =
begin{pmatrix}
lambda& 1 & 0 & dots & dots & 0\
0 & lambda & 1 & 0 & dots & vdots\
vdots & 0 & ddots & ddots & dots &vdots\
vdots & vdots & ddots& ddots & 1 & vdots\
vdots & dots& dots & 0 & lambda & 1\
0 & dots & dots & dots & 0 & lambda
end{pmatrix}
end{align}
Since $Ue_1 = v_1$ then we see that
begin{align}
A+v_1d^T =& U(J+U^{-1}v_1d^TU)U^{-1}\
=& U(J+e_1(U^Td)^T)U^{-1}.
end{align}
Note that
begin{align}
e_1(U^Td)^T =
begin{pmatrix}
1 \
0 \
vdots\
0
end{pmatrix}
begin{pmatrix}
v_1^Td & * &dots & *
end{pmatrix}
=
begin{pmatrix}
v_1^Td & * &dots & *\
0 & 0 & dots & 0\
vdots & vdots & dots & vdots\
0 & 0 & dots & 0
end{pmatrix}.
end{align}
answered Nov 18 at 2:15
Jacky Chong
17.3k21027
17.3k21027
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
add a comment |
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
But your assumption implies all eigenvalues are the same? then it may not be general.
– sleeve chen
Nov 18 at 5:44
1
1
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
Note the general decomposition consists of many blocks of the above form.
– Jacky Chong
Nov 18 at 5:46
add a comment |
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1
Maybe math.stackexchange.com/q/1374836/499341 will be helpful?
– helper
Nov 18 at 0:46