Page 205 - Advanced Linear Algebra
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Eigenvalues and Eigenvectors 189
are the elementary symmetric functions of the roots:
~ c ² c ³
~ c ² c ³
~ c ² c ³
Å
~ ²c ³
~
The most important elementary symmetric functions of the eigenvalues are the
first and last ones:
tr
c ~ c b Ä b ~ ²(³ and ~ ²c ³ Ä ~ det ²(³
Geometric and Algebraic Multiplicities
Eigenvalues actually have two forms of multiplicity, as described in the next
definition.
B
Definition Let be an eigenvalue of a linear operator ²= ³ .
1 The algebraic multiplicity of is the multiplicity of as a root of the
)
characteristic polynomial ²%³ .
2 The geometric multiplicity of is the dimension of the eigenspace .
)
;
B
Theorem 8.5 The geometric multiplicity of an eigenvalue of ²= ³ is less
than or equal to its algebraic multiplicity.
8 Á Ã Á # ¹
Proof. We can extend any basis 8 ~¸# of ; to a basis for .
=
8
Since ; is invariant under , the matrix of with respect to has the block
form
0 (
´µ ~ 6 8 7
)
block
where and are matrices of the appropriate sizes and so
)
(
²%³ ~ det ²%0 c ´ µ ³
8
~ det ²%0 c 0 ³det ²%0 c c )³
~²% c ³ det ²%0 c c )³
(Here is the dimension of . ) Hence, the algebraic multiplicity of is at least
=
equal to the the geometric multiplicity of .