Math 2.0

Linear and multilinear algebra; matrix theory Proof

Proof that the eigenvalues are the roots of the characteristic polynomial

Builds on EigenvalueCharacteristic polynomial of a linear mapCharacteristic polynomialMatrix of a linear mapLeibniz formula for determinantsEvaluation homomorphismA linear map is injective iff its kernel is trivialKernel of a linear mapAn injective endomorphism of a finite-dimensional space is surjectiveIsomorphism with the coordinate spaceMatrix of a composition is the product of matricesA matrix is invertible iff its determinant is a unitInvertible matrixCharacteristic polynomial does not depend on the basis

Proof

We show that both conditions say that the map λid⁡V−T\lambda \id_V - T is not injective.

  1. Let n=dim⁡Vn = \dim V. The characteristic polynomial of TT needs n≥1n \ge 1, so let n≥1n \ge 1. Fix a basis B=(b1,…,bn)B = (b_1, \dots, b_n) of VV.
  2. Let A=[T]BA = [T]_B be the matrix of TT. By the definition and the invariance under change of basis, pT(t)=pA(t)=det⁡(tIn−A)p_T(t) = p_A(t) = \det(t I_n - A).
  3. Let S=λid⁡V−TS = \lambda \id_V - T and M=λIn−AM = \lambda I_n - A. Since S(bj)=λbj−T(bj)S(b_j) = \lambda b_j - T(b_j), column jj of [S]B[S]_B is column jj of MM. So [S]B=M[S]_B = M.
  4. Let ev⁡λ ⁣:F[t]→F\operatorname{ev}_\lambda \colon F[t] \to F be the evaluation homomorphism at λ\lambda. It maps each entry of tIn−At I_n - A to the same entry of MM.
  5. By the Leibniz formula, pA(t)p_A(t) is a sum of products of entries of tIn−At I_n - A, with signs ±1\pm 1.
  6. A ring homomorphism preserves sums, products and signs. So by step 5 and the Leibniz formula for MM, pT(λ)=ev⁡λ(pA)=det⁡Mp_T(\lambda) = \operatorname{ev}_\lambda(p_A) = \det M.
  7. By the definition of an eigenvalue, λ\lambda is an eigenvalue of TT if and only if S(v)=0S(v) = 0 for some v≠0v \ne 0.
  8. So λ\lambda is an eigenvalue if and only if the kernel of SS is not {0}\set{0}. By the kernel criterion, this holds if and only if SS is not injective.
  9. Suppose SS is not injective. Take v≠0v \ne 0 with S(v)=0S(v) = 0, and suppose that MM is invertible with inverse NN.
  10. By the definition of the matrix of a linear map, [S(v)]B=M[v]B[S(v)]_B = M [v]_B. So [v]B=NM[v]B=N[S(v)]B=0[v]_B = N M [v]_B = N [S(v)]_B = 0.
  11. The map v↦[v]Bv \mapsto [v]_B is injective, by the isomorphism with the coordinate space. So v=0v = 0, which contradicts step 9. Hence MM is not invertible.
  12. By the determinant criterion for invertibility over a field, det⁡M=0\det M = 0.
  13. Now suppose SS is injective. Since VV is finite-dimensional, SS is bijective. Let R ⁣:V→VR \colon V \to V be its inverse map.
  14. The map RR is linear: for u,w∈Vu, w \in V and a,c∈Fa, c \in F, S(aR(u)+cR(w))=au+cwS(a R(u) + c R(w)) = a u + c w. Applying RR gives aR(u)+cR(w)=R(au+cw)a R(u) + c R(w) = R(a u + c w).
  15. The matrix of id⁡V\id_V in BB is InI_n, since id⁡V(bj)=bj\id_V(b_j) = b_j. By the rule for the matrix of a composition, M[R]B=[S∘R]B=InM [R]_B = [S \circ R]_B = I_n and [R]BM=[R∘S]B=In[R]_B M = [R \circ S]_B = I_n.
  16. So MM is invertible. By the determinant criterion, det⁡M\det M is a unit of FF, so det⁡M≠0\det M \ne 0.
  17. By steps 8, 12 and 16, λ\lambda is an eigenvalue of TT if and only if det⁡M=0\det M = 0.
  18. By step 6, this holds if and only if pT(λ)=0p_T(\lambda) = 0.

Idea

The scalar λ\lambda is an eigenvalue exactly when λid⁡V−T\lambda \id_V - T kills a nonzero vector. In finite dimensions this happens exactly when the matrix λI−A\lambda I - A is not invertible, that is, when its determinant is 00. That determinant is the characteristic polynomial evaluated at λ\lambda.

Reading path

To understand this page from the ground up, read these 218 pages in order. The foundations come first. The path takes the proofs Proof of the Steinitz exchange lemma by induction, Proof of the associativity of matrix multiplication, Proof that a subspace of full dimension is the whole space, Proof of the decomposition of a permutation into transpositions, Proof that the symmetric group is generated by transpositions, Proof of the Laplace expansion along a column by transposition, Proof of the commutativity of addition by induction, Proof that equivalence classes form a partition, Proof of the distributivity of matrix multiplication, Proof that the matrix of a composition is the product of the matrices, Proof that the determinant is multiplicative by expanding the rows, Proof that permuting rows multiplies the determinant by the sign, Proof that disjoint cycles commute, Proof that a matrix is invertible iff its determinant is a unit, Proof that a function is bijective iff it has a two-sided inverse, Proof that a matrix with two equal rows has determinant zero, Proof of the Laplace expansion along a row by the Leibniz formula, Proof that the coordinate map is a linear isomorphism, Proof of strong induction from ordinary induction, Proof that the determinant of a transpose equals the determinant, Proof of the laws of exponents in a group, Proof of the inverse in terms of the adjugate, Proof that an injective endomorphism of a finite-dimensional space is surjective, Proof that an intersection of subgroups is a subgroup, Proof that the sign is a homomorphism, Proof of the determinant of the inverse, Proof that the determinant of the identity matrix is one, Proof that a linear map is injective iff its kernel is trivial, Proof that every linearly independent set extends to a basis, by Zorn's lemma, Proof of Zorn's lemma, Proof of the decomposition of a permutation into disjoint cycles, Proof of the product of a matrix and its adjugate by Laplace expansion, Proof of the well-ordering principle from strong induction, Proof that n independent or n spanning vectors in an n-dimensional space form a basis, Proof of the division algorithm, Proof of the sign of a cycle, Proof of the Leibniz formula from the defining properties of the determinant, Proof of the uniqueness of inverses, Proof that a subspace of a finite-dimensional space has smaller or equal dimension, Proof that the determinant is multilinear in the rows, Proof of the rank–nullity theorem by extending a basis of the kernel, Proof of the subgroup criterion, Proof that similar matrices have the same characteristic polynomial.

  1. Basis concept
  2. Binary operation definition
  3. Composition of linear maps concept
  4. Coordinate space object
  5. Coordinate vector concept
  6. Cycle notation concept
  7. Definition by recursion concept
  8. Dimension concept
  9. Divisibility definition
  10. Element definition
  11. Group concept
  12. Identity matrix object
  13. Image of a linear map concept
  14. Kernel of a linear map concept
  15. Linear independence concept
  16. Linear isomorphism concept
  17. Linear map concept
  18. Linear subspace concept
  19. Mathematical induction concept
  20. Matrix definition
  21. Matrix multiplication concept
  22. Matrix of a linear map concept
  23. Multilinear map concept
  24. Natural numbers object
  25. Nullity concept
  26. Peano axioms concept
  27. Permutation concept
  28. Permutation definition
  29. Proof of Zorn's lemma proof
  30. Proposition concept
  31. Rank of a linear map concept
  32. Spanning set concept
  33. Transposition concept
  34. Vector space definition
  35. Identity element definition
  36. Set definition
  37. Group homomorphism definition
  38. Ring definition
  39. Subgroup definition
  40. Symmetric group definition
  41. Proof that the matrix of a composition is the product of the matrices proof
  42. Proof that a linear map is injective iff its kernel is trivial proof
  43. Matrix addition definition
  44. Matrix multiplication definition
  45. Square matrix definition
  46. Transpose definition
  47. Successor function definition
  48. Conjunction definition
  49. Disjunction definition
  50. Implication definition
  51. Predicate definition
  52. Linear combination definition
  53. Linear map definition
  54. Linear subspace definition
  55. Inverse element definition
  56. Empty set object
  57. Family of sets definition
  58. Ordered pair definition
  59. Polynomial ring definition
  60. Ring homomorphism definition
  61. Unit of a ring definition
  62. Transposition definition
  63. Proof of the associativity of matrix multiplication proof
  64. Proof of the distributivity of matrix multiplication proof
  65. Proof that an intersection of subgroups is a subgroup proof
  66. Intersection definition
  67. Union definition
  68. Set-builder notation concept
  69. Invertible matrix definition
  70. Addition of natural numbers definition
  71. Biconditional definition
  72. Existential quantifier definition
  73. Universal quantifier definition
  74. Linear independence definition
  75. Composition of linear maps definition
  76. Endomorphism definition
  77. Image of a linear map definition
  78. Kernel of a linear map definition
  79. Linear isomorphism definition
  80. Linear span definition
  81. Multilinear map definition
  82. The successor function is injective statement
  83. Zero is not a successor statement
  84. Cartesian product definition
  85. Polynomial evaluation definition
  86. Proof of the uniqueness of inverses proof
  87. Disjoint sets definition
  88. Associativity of matrix multiplication statement
  89. Distributivity of matrix multiplication statement
  90. Union of a family of sets definition
  91. Subset definition
  92. Axiom of extensionality statement
  93. Similar matrices definition
  94. Proof of the commutativity of addition by induction proof
  95. A linear map is injective iff its kernel is trivial statement
  96. Uniqueness quantifier definition
  97. Order on the natural numbers definition
  98. Eigenvalue definition
  99. Spanning set definition
  100. Alternating multilinear map definition
  101. Evaluation homomorphism definition
  102. Binary relation definition
  103. Uniqueness of inverses statement
  104. Partition of a set definition
  105. Determinant definition
  106. Commutativity of addition statement
  107. Finite-dimensional vector space definition
  108. Basis definition
  109. Proof of strong induction from ordinary induction proof
  110. Proof of the Steinitz exchange lemma by induction proof
  111. Antisymmetric relation definition
  112. Reflexive relation definition
  113. Symmetric relation definition
  114. Transitive relation definition
  115. Proof that a matrix with two equal rows has determinant zero proof
  116. Proof of the subgroup criterion proof
  117. Proof of the laws of exponents in a group proof
  118. Dimension definition
  119. Function definition
  120. Characteristic polynomial definition
  121. Coordinate vector definition
  122. Dimension theorem for vector spaces statement
  123. Proof that the determinant of the identity matrix is one proof
  124. Minor definition
  125. Proof that the determinant is multilinear in the rows proof
  126. Strong induction statement
  127. Steinitz exchange lemma statement
  128. Equivalence relation definition
  129. Preorder definition
  130. Determinant of a matrix with two equal rows statement
  131. Subgroup criterion statement
  132. Choice function definition
  133. Codomain definition
  134. Function composition definition
  135. Identity function definition
  136. Injective function definition
  137. Laws of exponents in a group statement
  138. Determinant is multilinear in the rows statement
  139. Determinant of the identity matrix statement
  140. Matrix of a linear map definition
  141. Cofactor definition
  142. Proof of the well-ordering principle from strong induction proof
  143. Proof that a subspace of a finite-dimensional space has smaller or equal dimension proof
  144. Rank of a linear map definition
  145. Nullity definition
  146. Proof that n independent or n spanning vectors in an n-dimensional space form a basis proof
  147. Partial order definition
  148. Proof that disjoint cycles commute proof
  149. Intersection of subgroups is a subgroup statement
  150. Axiom of choice statement
  151. Equivalence class definition
  152. Left inverse definition
  153. Right inverse definition
  154. Surjective function definition
  155. Matrix of a composition is the product of matrices statement
  156. Adjugate matrix definition
  157. Linearly independent set of the right size is a basis statement
  158. Dimension of a subspace statement
  159. Characteristic polynomial of a linear map definition
  160. Well-ordering principle statement
  161. Maximal element definition
  162. Total order definition
  163. Upper bound definition
  164. Subgroup generated by a subset definition
  165. Proof that equivalence classes form a partition proof
  166. Disjoint cycles commute statement
  167. Bijective function definition
  168. Proof that a subspace of full dimension is the whole space proof
  169. Proof of the division algorithm proof
  170. Chain definition
  171. Equivalence classes form a partition statement
  172. Proof that a function is bijective iff it has a two-sided inverse proof
  173. Division algorithm statement
  174. A subspace of full dimension is the whole space statement
  175. Bijective iff it has a two-sided inverse statement
  176. Proof of the decomposition of a permutation into disjoint cycles proof
  177. Zorn's lemma statement
  178. Decomposition of a permutation into disjoint cycles statement
  179. Proof that the coordinate map is a linear isomorphism proof
  180. Proof that every linearly independent set extends to a basis, by Zorn's lemma proof
  181. Proof of the decomposition of a permutation into transpositions proof
  182. Every linearly independent set extends to a basis statement
  183. Isomorphism with the coordinate space statement
  184. Decomposition of a permutation into transpositions statement
  185. Proof of the rank–nullity theorem by extending a basis of the kernel proof
  186. Sign of a permutation definition
  187. Proof that the symmetric group is generated by transpositions proof
  188. Rank–nullity theorem statement
  189. The symmetric group is generated by transpositions statement
  190. Proof that the sign is a homomorphism proof
  191. Proof of the sign of a cycle proof
  192. Proof that an injective endomorphism of a finite-dimensional space is surjective proof
  193. Sign of a cycle statement
  194. Sign is a homomorphism statement
  195. An injective endomorphism of a finite-dimensional space is surjective statement
  196. Proof that permuting rows multiplies the determinant by the sign proof
  197. Permuting rows multiplies the determinant by the sign statement
  198. Proof of the Leibniz formula from the defining properties of the determinant proof
  199. Leibniz formula for determinants statement
  200. Proof of the Laplace expansion along a row by the Leibniz formula proof
  201. Proof that the determinant is multiplicative by expanding the rows proof
  202. Proof that the determinant of a transpose equals the determinant proof
  203. Determinant is multiplicative statement
  204. Determinant of a transpose statement
  205. Laplace expansion along a row statement
  206. Proof that similar matrices have the same characteristic polynomial proof
  207. Proof of the determinant of the inverse proof
  208. Proof of the Laplace expansion along a column by transposition proof
  209. Determinant of the inverse statement
  210. Characteristic polynomial does not depend on the basis statement
  211. Laplace expansion along a column statement
  212. Proof of the product of a matrix and its adjugate by Laplace expansion proof
  213. Product of a matrix and its adjugate statement
  214. Proof of the inverse in terms of the adjugate proof
  215. Inverse in terms of the adjugate statement
  216. Proof that a matrix is invertible iff its determinant is a unit proof
  217. A matrix is invertible iff its determinant is a unit statement
  218. Proof that the eigenvalues are the roots of the characteristic polynomial proof

Where this leads

88 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Characteristic_polynomial, Motivation
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