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单词 ProofThatCommutingMatricesAreSimultaneouslyTriangularizable
释义

proof that commuting matrices are simultaneously triangularizable


Proof by induction on n, order of matrix.
For n=1 we can simply take Q=1.We assume that there exists a common unitary matrixMathworldPlanetmath S that triangularizes simultaneously commuting matricesMathworldPlanetmath ,(n-1)×(n-1).
So we have to show that the statement is valid for commuting matrices, n×n.From hypothesisMathworldPlanetmathPlanetmath A and B are commuting matrices n×n so these matrices have a common eigenvectorMathworldPlanetmathPlanetmathPlanetmath.
LetAx=λx, Bx=μx where x be the common eigenvector of unit length and λ, μ are the eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath of A and B respectively. Consider the matrix, R=(xX)where X be orthogonal complementMathworldPlanetmathPlanetmath of x and RHR=I, then we have that

RHAR=(λxHAX0XHAX)
RHBR=(μxHBX0XHBX)

It is obvious that the above matrices and alsoXHBX, XHAX ,(n-1)×(n-1) matrices are commuting matrices. Let B1=XHBX and A1=XHAX thenthere exists unitary matrix S such that SHB1S=T¯2,SHA1S=T¯1. Now Q=R(100S) is a unitary matrix,QHQ=I and we have

QHAQ=(100SH)RHAR(100S)=(λxHAXS0T¯1)=T1.

Analogously we have that

QHBQ=T2.
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更新时间:2025/5/4 6:21:01