Math Problem Statement

e know that : • tr(A) = P i λi • det(A) = Q i λi Prove it for the special case of a symmetric matrix A

Solution

To prove the given statements for a symmetric matrix AA, we need to show two things:

  1. tr(A)=iλi\text{tr}(A) = \sum_{i} \lambda_i, where λi\lambda_i are the eigenvalues of AA.
  2. det(A)=iλi\det(A) = \prod_{i} \lambda_i, where λi\lambda_i are the eigenvalues of AA.

These properties hold for any matrix that is diagonalizable, but we will focus specifically on the symmetric case, where these properties are simpler to demonstrate because symmetric matrices have real eigenvalues and can always be diagonalized using an orthogonal matrix. Let's prove these step by step.

Key properties of symmetric matrices:

  • Diagonalizability: A symmetric matrix AA can be diagonalized as A=UΛUTA = U \Lambda U^T, where UU is an orthogonal matrix (i.e., UTU=IU^T U = I) and Λ\Lambda is a diagonal matrix whose diagonal entries are the eigenvalues λ1,λ2,,λn\lambda_1, \lambda_2, \dots, \lambda_n of AA.

Thus, A=UΛUTA = U \Lambda U^T implies AA is similar to the diagonal matrix Λ\Lambda, meaning AA and Λ\Lambda share the same eigenvalues.

1. Trace of a symmetric matrix AA:

The trace of a matrix is defined as the sum of its diagonal elements. Since AA is symmetric, it is diagonalizable as A=UΛUTA = U \Lambda U^T, and the trace of a matrix is invariant under similarity transformations. Therefore: tr(A)=tr(UΛUT)=tr(Λ)\text{tr}(A) = \text{tr}(U \Lambda U^T) = \text{tr}(\Lambda) The trace of the diagonal matrix Λ\Lambda is simply the sum of its diagonal elements, which are the eigenvalues of AA. Thus: tr(A)=λ1+λ2++λn=iλi\text{tr}(A) = \lambda_1 + \lambda_2 + \dots + \lambda_n = \sum_{i} \lambda_i This proves that the trace of a symmetric matrix AA is equal to the sum of its eigenvalues.

2. Determinant of a symmetric matrix AA:

The determinant of a matrix is also invariant under similarity transformations. Using the diagonalization A=UΛUTA = U \Lambda U^T, the determinant of AA is: det(A)=det(UΛUT)=det(U)det(Λ)det(UT)\det(A) = \det(U \Lambda U^T) = \det(U) \det(\Lambda) \det(U^T) Since UU is an orthogonal matrix, det(U)=±1\det(U) = \pm 1, and det(UT)=det(U)1=±1\det(U^T) = \det(U)^{-1} = \pm 1. Therefore, det(A)=det(Λ)\det(A) = \det(\Lambda).

The determinant of the diagonal matrix Λ\Lambda is the product of its diagonal entries, which are the eigenvalues λ1,λ2,,λn\lambda_1, \lambda_2, \dots, \lambda_n. Hence: det(A)=λ1λ2λn=iλi\det(A) = \lambda_1 \lambda_2 \dots \lambda_n = \prod_{i} \lambda_i This proves that the determinant of a symmetric matrix AA is equal to the product of its eigenvalues.

Conclusion:

For a symmetric matrix AA, we have shown that:

  • tr(A)=iλi\text{tr}(A) = \sum_{i} \lambda_i,
  • det(A)=iλi\det(A) = \prod_{i} \lambda_i, where λi\lambda_i are the eigenvalues of AA.

Let me know if you'd like further details or explanations!

Here are 5 questions to extend your understanding:

  1. How does the trace and determinant property change for non-symmetric matrices?
  2. What role does the orthogonal matrix UU play in the diagonalization of symmetric matrices?
  3. Can you extend these results to complex symmetric matrices, and how do the properties of eigenvalues differ?
  4. Why is diagonalizability so crucial for proving these properties for symmetric matrices?
  5. How do the properties of positive definite symmetric matrices relate to their eigenvalues?

Tip: Remember that the trace of any square matrix is invariant under similarity transformations, which is why it's so useful in this context!

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Matrix Theory
Eigenvalues and Eigenvectors
Symmetric Matrices

Formulas

tr(A) = ∑ λi, where λi are the eigenvalues of A
det(A) = ∏ λi, where λi are the eigenvalues of A

Theorems

Diagonalization of symmetric matrices
Trace invariance under similarity transformations
Determinant invariance under similarity transformations

Suitable Grade Level

University Level (Linear Algebra)