Page 73 - Matrices theory and applications
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3. Matrices with Real or Complex Entries
                              56
                                3. Show that a triangular and normal matrix is diagonal. Deduce that
                                      ∗
                                   if U TU is a unitary trigonalization of M,and if M is normal, then
                                   T is diagonal.
                                4. For A ∈ M n (IR), symmetric positive definite, show that
                                                        max |a ij | =max a ii .
                                                        i,j≤n      i≤n
                                5. Given an invertible matrix

                                                            a  b
                                                    M =            ∈ GL 2 (IR),
                                                            c  d
                                                        2
                                   define a map h M from S := CC ∪{∞} into itself by
                                                                  az + b
                                                         h M (z):=      .
                                                                  cz + d
                                    (a) Show that h M is a bijection.
                                   (b) Show that h : M  → h M is a group homomorphism. Compute its
                                       kernel.
                                    (c) Let H be the upper half-plane, consisting on those z ∈ CC with
                                        z> 0. Compute  h M (z)in terms of  z and deduce that the
                                       subgroup
                                                    +
                                                 GL (IR):= {M ∈ GL 2 (IR) | det M> 0}
                                                    2
                                       acts on H.
                                   (d) Conclude that the group PSL 2 (IR):= SL 2 (IR)/{±I 2 }, called
                                       the modular group,actson H.
                                    (e) Let M ∈ SL 2 (IR) be given. Determine, in terms of Tr M,the
                                       number of fixed points of h M on H.

                                                                                           N
                                6. Show that the supremum of a family of convex functions on IR  is
                                   convex. Deduce that the map M  → λ n (largest eigenvalue of M)
                                   defined on H n is convex.

                                7. Show that M ∈ M n (CC) is normal if and only if there exists a unitary
                                                      ∗
                                   matrix U such that M = MU.
                                8. Show that in M n(CC) the set of diagonalizable matrices is dense. Hint:
                                   Use Theorem 3.1.3.

                                9. Let (a 1 ,... ,a n )and (b 1 ,... ,b n ) be two sequences of real numbers.
                                   Find the supremum and the infimum of Tr(AB)as A (respectively B)
                                   runs over the Hermitian matrices with spectrum equal to (a 1 ,... ,a n )
                                   (respectively (b 1 ,... ,b n )).

                               10. (Kantorovich inequality)
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