Review : Eigenvalues & Eigenvectors — Question 10

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Question 10

An eigenpair satisfies Av=λvAv=\lambda v with v≠0v\ne 0. The eigenspace Eλ=ker⁡(A−λI)E_\lambda=\ker(A-\lambda I) includes zero, although zero is not an eigenvector. Algebraic multiplicity counts roots of det⁡(λI−A)\det(\lambda I-A); geometric multiplicity is dim⁡Eλ\dim E_\lambda. Work over ℝ\mathbb R unless complex scalars are explicitly requested.

The symmetric matrix L=(1−10−12−10−11)L=\begin{pmatrix}1&-1&0\\-1&2&-1\\0&-1&1\end{pmatrix} measures differences along the path 11–22–33. Let 𝟏=(1,1,1)T\mathbf 1=(1,1,1)^T. A vector has zero mean when x1+x2+x3=0x_1+x_2+x_3=0.

Tasks

  1. Find all eigenvalues and an orthogonal eigenvector basis. Verify each pair and show that the list is complete.

  2. Express xTLxx^TLx as a sum of squares. Determine all vectors for which this expression is zero, and explain the zero eigenvalue.

  3. Give a necessary and sufficient condition for Lx=bLx=b to have a real solution. For b=(2,−1,−1)Tb=(2,-1,-1)^T, find all solutions and the unique one with zero mean.

  4. On the zero-mean subspace, prove the sharp bounds ∥x∥2≤xTLx≤3∥x∥2\|x\|^2\le x^TLx\le 3\|x\|^2 and give every equality case. Explain why the lower bound fails without the zero-mean restriction.

Original worksheet page 1: question and worked solution for 5-3-010
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Question 10 – Solution

Strategy. Separate the constant direction, which the matrix cannot detect, from the two directions of variation.

Step 1: Verify a complete orthogonal basis. Direct multiplication gives L𝟏=0,Lv=v,v=(1,0,−1)T,Lw=3w,w=(1,−2,1)T.L\mathbf 1=0,\qquad Lv=v,\quad v=(1,0,-1)^T, \qquad Lw=3w,\quad w=(1,-2,1)^T. The three vectors are nonzero and mutually perpendicular, so they form a basis of ℝ3\mathbb R^3. Thus the complete eigenvalue list is 0,1,3\boxed{0,1,3}, with the corresponding one-dimensional eigenspaces.

Step 2: Interpret the nonnegative quadratic form. Expanding gives xTLx=(x1−x2)2+(x2−x3)2≥0.\boxed{x^TLx=(x_1-x_2)^2+(x_2-x_3)^2\ge 0.} It vanishes exactly when x1=x2=x3x_1=x_2=x_3, the constant direction. The zero eigenvalue reflects the fact that adding the same constant to all three entries changes no adjacent difference.

Step 3: Solve subject to the compatibility condition. Since 𝟏TL=0\mathbf 1^TL=0, solvability requires 𝟏Tb=0\mathbf 1^Tb=0. Conversely, every such bb can be written b=αv+βwb=\alpha v+\beta w, and x=αv+(β/3)w+c𝟏x=\alpha v+(\beta/3)w+c\mathbf 1 solves the system for every real cc. For the stated bb, dot products give α=3/2\alpha=3/2 and β=1/2\beta=1/2. Therefore all solutions are x=(5/3,−1/3,−4/3)T+c𝟏,c∈ℝ.\boxed{x=(5/3,-1/3,-4/3)^T+c\mathbf 1,\qquad c\in\mathbb R.} The displayed particular vector has zero mean; the total sum is 3c3c, so zero mean uniquely selects c=0c=0.

Step 4: Prove the sharp restricted bounds. A zero-mean vector has form x=av+bwx=a v+b w. Orthogonality and ∥v∥2=2\|v\|^2=2, ∥w∥2=6\|w\|^2=6 give ∥x∥2=2a2+6b2,xTLx=2a2+18b2.\|x\|^2=2a^2+6b^2,\qquad x^TLx=2a^2+18b^2. The lower equality holds exactly on the line through vv; the upper exactly on the line through ww, with zero included in both. This proves both sharp bounds. A nonzero constant vector has positive length but zero quadratic form, so the lower bound cannot hold on all of ℝ3\mathbb R^3.

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Original worksheet page 2: question and worked solution for 5-3-010

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