Inverse eigenvalues theorem: Difference between revisions
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In [[numerical analysis]] and [[linear algebra]], the '''Inverse eigenvalues theorem''' states that, given a matrix A that is [[nonsingular]], with [[eigenvalue]] <math>\lambda>0</math>, <math>\lambda</math> is an eigenvalue of <math>A</math> if and only if <math>\lambda^{-1}</math> is an eigenvalue of <math>A^{-1}</math>. |
In [[numerical analysis]] and [[linear algebra]], the '''Inverse eigenvalues theorem''' states that, given a matrix A that is [[nonsingular]], with [[eigenvalue]] <math>\lambda>0</math>, <math>\lambda</math> is an eigenvalue of <math>A</math> if and only if <math>\lambda^{-1}</math> is an eigenvalue of <math>A^{-1}</math>. |
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==Proof of the Inverse Eigenvalues Theorem== |
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Suppose that <math>\lambda</math> is an [[eigenvalue]] of A. Then there exists a non-zero vector <math>x \in R^n</math> such that <math>Ax = \lambda x</math>. Therefore: |
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<math>x =I_{n}x = a^{-1}Ax = A^{-1} \lambda x = \lambda A^{-1} x</math> |
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Since A is [[non-singular]], null(A) = {0} and so <math>\lambda \neq 0</math>. Therefore we may multiply both sides of the above equation by <math>\lambda^{-1}</math> to get that <math>A^{-1}x = \lambda^{-1} x</math>; i.e., <math>\lambda^{-1}</math> is an eigenvalue of <math>A^{-1}</math>. By repeating the previous argument but with A replaced by <math>A^{-1}</math> we see that if <math>\lambda^{-1}</math> is an eigenvalue of <math>A^{-1}</math> then \lambda is an eigenvalue of A. |
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[[Category:Linear algebra]] |
[[Category:Linear algebra]] |
Revision as of 01:05, 8 May 2009
In numerical analysis and linear algebra, the Inverse eigenvalues theorem states that, given a matrix A that is nonsingular, with eigenvalue , is an eigenvalue of if and only if is an eigenvalue of .
Proof of the Inverse Eigenvalues Theorem
Suppose that is an eigenvalue of A. Then there exists a non-zero vector such that . Therefore:
Since A is non-singular, null(A) = {0} and so . Therefore we may multiply both sides of the above equation by to get that ; i.e., is an eigenvalue of . By repeating the previous argument but with A replaced by we see that if is an eigenvalue of then \lambda is an eigenvalue of A.