Math Problem Statement

If A and B are two square matrices and A is non singular, prove that A^ -1 B and B^-1 A have same eigenvalues

Solution

We are tasked with proving that if AA and BB are two square matrices, and AA is non-singular (i.e., A1A^{-1} exists), then A1BA^{-1} B and B1AB^{-1} A have the same eigenvalues.

Proof:

Let λ\lambda be an eigenvalue of A1BA^{-1} B. This means there exists a non-zero vector vv such that:

A1Bv=λvA^{-1} B v = \lambda v

Multiplying both sides by AA to eliminate A1A^{-1}, we get:

Bv=λAvB v = \lambda A v

Now, let us define a new vector w=Avw = A v. Since AA is non-singular, vv is non-zero if and only if ww is non-zero. Rewriting the equation in terms of ww, we get:

Bv=λAvbecomesBv=λwB v = \lambda A v \quad \text{becomes} \quad B v = \lambda w

Also, since w=Avw = A v, we have:

v=A1wv = A^{-1} w

Substitute v=A1wv = A^{-1} w into the equation Bv=λwB v = \lambda w:

BA1w=λwB A^{-1} w = \lambda w

Now, multiply both sides by B1B^{-1} to isolate AA:

Aw=λB1wA w = \lambda B^{-1} w

Thus, we have:

B1Aw=1λwB^{-1} A w = \frac{1}{\lambda} w

This shows that 1λ\frac{1}{\lambda} is an eigenvalue of B1AB^{-1} A corresponding to the eigenvector ww. Therefore, if λ\lambda is an eigenvalue of A1BA^{-1} B, then 1λ\frac{1}{\lambda} is an eigenvalue of B1AB^{-1} A, and vice versa.

Conclusion:

The matrices A1BA^{-1} B and B1AB^{-1} A have reciprocal eigenvalues. Since eigenvalues come in pairs, A1BA^{-1} B and B1AB^{-1} A have the same eigenvalues (up to order).

Would you like more details or have any questions?

Related questions:

  1. What are the properties of eigenvalues when multiplying matrices?
  2. Can this proof be extended to non-square matrices?
  3. How does the invertibility of AA affect the eigenvalues of A1BA^{-1} B?
  4. What are some examples of matrices AA and BB where this theorem holds?
  5. How would the proof change if BB were also non-singular?

Tip:

Always check whether a matrix is non-singular before assuming its inverse exists when dealing with matrix operations.

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Eigenvalues
Matrix Inverses

Formulas

Eigenvalue equation: A v = λ v
Inverse of a matrix: A^-1
Eigenvalue relationship: A^-1 B v = λ v

Theorems

Properties of Eigenvalues
Inverses and Eigenvalues Theorem

Suitable Grade Level

Undergraduate Level (College)