This is a very simple sample problem from ISI MStat PSB 2009 Problem 1. It is based on basic properties of Nilpotent Matrices and Skew-symmetric Matrices. Try it !
(a) Let be an
matrix such that
where
denotes the identity matrix. Show that
is non-singular.
(b) Give an example of a non-zero real matrix
such that
for all real vectors
.
Nilpotent Matrix
Eigenvalues
Skew-symmetric Matrix
The first part of the problem is quite easy,
It is given that for a matrix
, we have
, so,
is a nilpotet matrix, right !
And we know that all the eigenvalues of a nilpotent matrix are . Hence all the eigenvalues of
are 0.
Now let be the eigenvalues of the matrix
. So, the eigenvalues of the nilpotent matrix
are of form
where,
. Now since,
which implies
, for
.
Since all the eigenvalues of are non-zero, infact
. Hence our required propositon.
(b) Now this one is quite interesting,
If for any matrix, the Quadratic form of that matrix with respect to a vector
is of form,
where
and
are the elements of the matrix. Now if we equate that with
, what condition should it impose on
and
!! I leave it as an exercise for you to complete it. Also Try to generalize it you will end up with a nice result.
Now, extending the first part of the question, is invertible right !! So, can you prove that we can always get two vectors from
, say
and
, such that the necessary and sufficient condition for the invertiblity of the matrix
is "
must be different from
" !!
This is a very important result for Statistics Students !! Keep thinking !!
This is a very simple sample problem from ISI MStat PSB 2009 Problem 1. It is based on basic properties of Nilpotent Matrices and Skew-symmetric Matrices. Try it !
(a) Let be an
matrix such that
where
denotes the identity matrix. Show that
is non-singular.
(b) Give an example of a non-zero real matrix
such that
for all real vectors
.
Nilpotent Matrix
Eigenvalues
Skew-symmetric Matrix
The first part of the problem is quite easy,
It is given that for a matrix
, we have
, so,
is a nilpotet matrix, right !
And we know that all the eigenvalues of a nilpotent matrix are . Hence all the eigenvalues of
are 0.
Now let be the eigenvalues of the matrix
. So, the eigenvalues of the nilpotent matrix
are of form
where,
. Now since,
which implies
, for
.
Since all the eigenvalues of are non-zero, infact
. Hence our required propositon.
(b) Now this one is quite interesting,
If for any matrix, the Quadratic form of that matrix with respect to a vector
is of form,
where
and
are the elements of the matrix. Now if we equate that with
, what condition should it impose on
and
!! I leave it as an exercise for you to complete it. Also Try to generalize it you will end up with a nice result.
Now, extending the first part of the question, is invertible right !! So, can you prove that we can always get two vectors from
, say
and
, such that the necessary and sufficient condition for the invertiblity of the matrix
is "
must be different from
" !!
This is a very important result for Statistics Students !! Keep thinking !!