Example:
**DESCRIPTION OF PROBLEM GOES HERE**
This is a description for some MATLAB code. MATLAB is an extremely useful tool for many different areas in engineering, applied mathematics, computer science, biology, chemistry, and so much more. It is quite amazing at handling matrices, but has lots of competition with other programs such as Mathematica and Maple. Here is a code snippet plotting two lines (
y vs. x and
z vs. x) on the same graph. Click to view the code!
figure(1)
plot(x, y, 'Color', [1 0 0]) %blue line
hold on
plot(x, z, 'Color', [0 1 0]) %green line
Let
x1,
x2, …
,
xr be all of the
linearly independent eigenvectors associated to λ, so that
λ has geometric multiplicity
r. Let
xr+1,
xr+2, …
,
xn complete this list to a basis for
ℜ
n, and let
S be the
n×
n
matrix whose columns are all these
vectors
xs,
s = 1, 2, …
,
n. As usual, consider the product of two
matrices
AS. Because the first
r columns of
S are
eigenvectors, we have
\[
{\bf A\,S} = \begin{bmatrix} \vdots & \vdots&& \vdots & \vdots&&
\vdots \\ \lambda{\bf x}_1 & \lambda{\bf x}_2 & \cdots & \lambda{\bf
x}_r & ?& \cdots & ? \\ \vdots & \vdots&& \vdots & \vdots&&
\vdots \end{bmatrix} .
\]
Now multiply out
S-1AS. Matrix
S is
invertible because its columns are a basis for ℜ
n. We
get that the first
r columns of
S-1AS
are diagonal with &lambda's on the diagonal, but that the rest of the
columns are indeterminable. Now
S-1AS has
the same characteristic polynomial as
A. Indeed,
\[
\det \left( {\bf S}^{-1} {\bf AS} - \lambda\,{\bf I} \right) = \det
\left( {\bf S}^{-1} {\bf AS} - {\bf S}^{-1} \lambda\,{\bf I}{\bf S} \right) =
\det \left( {\bf S}^{-1} \left( {\bf A} - \lambda\,{\bf I} \right) {\bf S} \right) =
\det \left( {\bf S}^{-1} \right) \det \left( {\bf A} - \lambda\,{\bf
I} \right) \det \det \left( {\bf S} \right) = \det \left( {\bf A} -
\lambda\,{\bf I} \right)
\]
because the determinants of
S and
S-1 cancel.
So the characteristic polynomials of
A and
S-1AS are
the same. But since the first few columns of
S-1AS has a factor of at least
(
x - λ)
r, so the algebraic multiplicity is at
least as large as the geometric.
◂