Density of diagonalizable square matrices

Student: Daniel Cervone; Mentor: Saravanan Thiyagarajan University of Chicago VIGRE REU, Summer 2007. For this entire paper, we will refer to V as a vector space over and L(V) as the set of linear operators

{A : V V}. Recall the following definition: if A is a linear operator on a vector space V,

and v 0 V and

st Av = v, then v and are an eigenvector and eigenvalue of A, respectively.

Theorem 1: A matrix is called diagonalizable if it is similar to some diagonal matrix. If A L(V) has distinct eigenvalues then A is diagonalizable. Proof : Let w1 w n (assuming dimV = n) be the eigenvectors that correspond to each eigenvalue. Let W be the matrix that has w1 w n for each of its columns. A quick calculation will verify that: a1,1 a1,n w1 a an ,n n ,1 n LHS = Aw1 Aw 2 Aw n and RHS = 1 w1 2 w 2 n w n and clearly Aw i = i w i . And we know that W is invertible since the fact that the eigenvalues of A are distinct implies that w1 w n are linearly independent. Thus: w1 n w 2 w n = w1 w2 wn 1 0

a1,1 a1,n 1 = w1 w 2 w n a an ,n 0 n ,1 This proves the theorem.

w2 wn

Theorem 2: Suppose T L(V) with nondistinct eigenvalues. Let 1 m be the distinct eigenvalues of T, thus m < dim(V). Then a basis of V with respect to which T has the form: A1 0 j where each Aj is an upper triangular matrix of the form: 0 An

* j

Proof : 1 j m let U j be the subspace of generalized eigenvectors of T corresponding to j : j, U j = { v V : (T j I)k v = 0 for some k

}.

It follows from this immediately that j, U j = null(T j I) k , and that (T j I) Uj is nilpotent. Note that if A is any linear operator on V, then null(A) is a subspace of V since it contains 0 and clearly satisfies closure under addition and scalar multiplication (these follow from A being linear). Before continuing, we need a crucial lemma:

Lemma 1: If N is a nilpotent linear operator on a vector space X, then a basis of X with respect to which 0 * * N has the form: * (i.e. N has 0's on and below the diagonal). 0 0 Proof of Lemma: First note that N nilpotent on X p st N p = [0] X = null(N p ) Next, choose a basis b1 , , bk1 of null(N) and extend this to a basis b1 , , bk2 of null(N 2 ), where k1 k2 p. We can do this because if v null(N), then Nv = [0], so clearly N(Nv ) = [0]. Thus null(N) null(N 2 ). And since b1 , , bk1 are linearly independent vectors that span null(N), we can span null(N 2 ) by b1 , , bk1 and 1 or more linearly independent vectors bk1 +1 , , bk2 in null(N 2 ) that do not depend on b1 , , bk1 . We can keep extending the basis of null(N 2 ) to a basis of null(N3 ) and eventually null(N p ). In doing so, we establish a basis B = {b1 , , bp } of X, since B is a basis of null(N p ) = X. Now let us consider N with respect to this basis. We know that by changing the basis of N, we can write N with respect to B as the matrix: [Nb1Nb2Nb3 Nbp ] where each column is the (p 1) vector Nbi . Since b1 null(N), the first column will be entirely 0. This is in fact true for each column through k1 . The next column is Nbk1 +1 , where Nbk1 +1 null(N) since N 2 bk1 +1 = 0 (recall that bk1 +1 null(N 2 )). Nbk1 +1 null(N) Nbk1 +1 is a linear combination of b1 bk1 all nonzero entries in the k1 + 1 column lie above the diagonal. This is in fact true for all columns from k1 k2 where b1 bk2 span null(N 2 ). Similarly, we can take the next column, Nbk2 +1 , which is in null(N 2 ) since bk2 +1 is a basis vector of null(N 3 ). Thus Nbk2 +1 depends on b1 bk2 and any nonzero entries in the k2 + 1 column lie above the diagonal. We can continue this process through column p, thus confirming that N with respect to 0 * * the basis B is of the form: * . This proves the lemma. 0 0 We now continue the proof of the theorem. Recall that 1 j m (T j I) Uj is nilpotent. Thus, by the lemma we just proved, j a basis B j of U j st with respect to B j : 0 (T j I) Uj = 0 *

j * , and therefore T Uj = 0 0

* . j

Moreover, if B is the basis {B1...Bm } of U where U = U1 U 2 U m then T U with respect to B is in the form: * * T1 0 j * where each Tj is an upper triangular matrix of the form: 0 Tm j 0 Note that this is the desired form corresponding to our theorem. However, we still need to show that this form is possible for T with respect to a basis of V. It suffices to show that V = U, then clearly a basis of U is a basis of V. To do this, consider the linear operator S L(V) where S = (T j I)dimV . Our claim is that S U = 0.
j =1 m

To verify this, consider that null(T j I) null(T j I) null(T j I)n for any n. We want to strengthen this
1 2

statement into the following lemma: Lemma 2: null(T j I)1 null(T j I) 2 null(T j I) dimV = null(T j I) dimV+1 = null(T j I) dimV+n Proof : Suppose k st null(T j I) k = null(T j I) k+1. If x null(T j I) k+n+1 for n (T j I) k+1 (T j I) n x = 0 (T j I) n x null(T j I) k+1 = (T j I) k . Thus null(T j I) k+n+1 null(T j I)k+n null(T j I) k+n+1 = null(T j I)k+n . So null(T j I) k = null(T j I) k+1 null(T j I)1 null(T j I) 2 null(T j I) k = null(T j I) k+1 = null(T j I) k+n . Now we want to show that null(T j I)dimV = null(T j I)dimV+1 . To prove this, assume the contrary, i.e.: null(T j I)1 null(T j I) 2 null(T j I)dimV null(T j I)dimV+1 . Since each null(T j I)i is a subspace of V, null(T j I)i since the term left of " null(T j I)i+1 dim(null(T j I)i ) + 1 dim(null(T j I)i+1 ) then (T j I) k+n+1x = 0.

" has a lower dim than the one to the right. But then dim(null(T j I) dimV+1 ) > dim V,

which is a contradiction since null(T j I)dimV+1 is a subspace of V. Therefore the following is true: null(T j I)1 null(T j I)2 null(T j I)dimV = null(T j I)dimV+1 = null(T j I)dimV+n . This completes the proof of lemma 2.
We again return to verifying that S U = 0. Now consider Su for some u U. u U u = u1 + u 2 u m for u i U i . Since matrix multiplication is distributive, Su = Su1 + Su 2 Su m . Moreover, we know that i,j m, (T i I) dimV and (T j I)dimV are commutable (this is because their product in either direction consists of terms of T of some order and terms of TI or IT of some order. And clearly T commutes with T and I commutes with any matrix). So Sui = (T 1 I) dimV (T 2 I) dimV (T i 1 I) dimV (T i +1 I) dimV (T i I) dimV ui . Of course, (T i I)dimV ui = 0 since 1 i m (T i I)dimV ui . Thus Su = 0 and we have proven our claim that S U = 0, which gives U null(S).

Yet suppose u null(S). Then ( (T j I) dimV )(u)=0. Therefore for some i m, (T j I) dimV )(u)=0.
j =1

u U i u U null(S) U null(S) = U. Now, we have shown that i,j m, (T i I) dimV and (T j I) dimV are commutable. From this it follows that S and T are commutable. For a vector v V, of course S(Tv ) Img(S). Yet since T and S commute, T(Sv) Img(S) (i.e. Img(S) is invariant over T). Let us assume that Img(S) 0. Img(S) invariant over T w Img(S) where w is an eigenvector for T. Moreover, w Img(S) x V st Sx is an eigenvector of T. By definition, Sx 0, thus x null(S). But Sx is an eigenvector of T, so clearly SSx = 0. Thus, null(S)
m m

null(S2 ).

This contradicts lemma 2, since null(S)

null(S2 ) dim(null( (T j I))dimV ) < dim(null( (T j I)) 2dimV ).

j =1 j =1

Therefore Img(S)=0. If we apply the rank-nullity theorem to S:V V, we get: dimV = dim(null(S)) + dim(Img(S)). Img(S)=0 dim(Img(S))=0, so dimV = dim(null(S)). We showed earlier that U = null(S), so dimU=dimV. And U being a subspace of V and dimU=dimV U=V. Thus, a basis of U is also a basis of V. This proves the theorem.
Theorem 3: A n st A i L(V), Ai has distinct eigenvalues, and A n T. Proof : Theorem 1 (in light of the recent observation) shows that T st T T and T 1 *T can be written: where i are eigenvalues k 0 but not necessarily distinct from one another (i j does not imply i j ). 1 *T n Now let A n be where 1 i k in i and i, j k in = jn i = j 0 kn (the eigenvalues of each A n are distinct). The fact that 1 i k in i A n T entrywise A n T . But T T nonsingular matrix P st T = P -1T P. Now A n T P-1 A n P T since matrix multiplication is continuous (this is fairly easy to verify: if v n v then surely Av n v entrywise Av n Av. And if a sequence of matrices X n X, then clearly the column vectors converge, thus AX n AX. And since A n P -1 A n P, the eigenvalues of P -1 A n P are equal to thoseof A n . Thus P -1 A n P is a sequence of matrices with distinct eigenvalues and P -1 A n P T. This proves the theorem. Observation: If T L(V) and a basis of V with respect to which T is triangular, this is equivalent to saying

that T L(V) st T is triangular and T T (T is similar to T ), i.e. nonsingular matrix P st T = P -1T P.

Corollary: Theorems 1, 2, and 3 imply that any square matrix is a limit point of a sequence of square matrices with distinct eigenvalues. By definition then, square matrices with distinct eigenvalues are dense in L(V). And Theorem 1 shows that any square matrix with distinct eigenvalues is diagonlizable, thus the diagonalizable matrices are also dense in L(V).

REFERENCES: Axler, Sheldon. Linear Algebra Done Right. 1997.

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