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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

1187.0. "Eivenvalues of AB vs BA" by KALI::J_FERRARA () Mon Feb 05 1990 16:54

    Given  a non singular matrix A and a non singular matrix B
    
     are the eigenvectors and eigenvalues of AB equal to the eigenvectors
     and eigenvalues of BA??
    
    
    Also is it possible for  AB-BA = I ??
    
    
    
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1187.1ALLVAX::ROTHIt's a bush recording...Mon Feb 05 1990 18:049
1187.2ALLVAX::ROTHIt's a bush recording...Mon Feb 05 1990 19:4822
   Oops, actually I should have thought before replying...

   It is not necessry for the matrices to be simultaneously
   diagonizable - another example that works is

   A = I + Na, B = I + Nb, Na and Nb nilpotent such that Na*Nb = 0.

   They must be transformable to an appropriate Jordan normal form
   with a similarity is the real requirement.

   The expression AB - BA is called a commutator and is often written
   [A,B].  Commutators form an algebra (a Lie algebra) and satisfy something
   called Jacobi's identity, which I have forgotten the exact form of, but
   it relates 3 matrices something like this

	[A,[B,C]] + [B,[C,A]] + [C,[A,B]] = 0.

    I think this is right - it's a cyclic permutation of the matrices.

    Offhand I'm not certain if [A,B] can be the identity or not.

    - Jim
1187.3use Trace functionJRDV04::H_YAMAGUCHIFri Feb 16 1990 03:1113
	Tr(AB)=Tr(BA). 			 --- (1)

	Tr() is a linear function.       --- (2)

	From (1) and (2), we have
	Tr([A,B])=Tr(AB)-Tr(BA)=0.       --- (3)

	But we know that Tr(I)=n.

	Hence [A,B] cannot be the identity.

	-hiroshi
1187.4Eigenvalues are equalJRDV04::H_YAMAGUCHIFri Feb 16 1990 04:3037
	By using the formula Tr(XY)=Tr(YX),
	you can show
		Tr(ABAB)=Tr(A(BAB))=Tr((BAB)A)=Tr(BABA).
		Tr(ABABAB)=Tr(BABABA).
		...
		Tr((AB)**i)=TR((BA)**i).
	This shows the following. 
	For any i, sum of the i-th powers of the eigenvalues of AB is
	equal to that of BA.

	Now let x1,x2,.. xn be the eigenvalues of AB, y1,y2,... yn be
        those of BA. Then we know that for any i,
		(x1)**i + ... + (xn)**i = (y1)**i + ... (yn)**i.
        And we can conclude that the values of the i-th symmetric
	polynomials of x1,x2,... and y1,y2,... are equal. (*1)
	Hence characteristic polynomials of AB and BA coinside.
	Therefore their eigenvalues are equal.
	

        (*1)
	 Symmetric polynomial is a polynomial of "sums of i-th powers."

     	 e.g. (case n=3)		
         Let S1 = x1 + x2 + x3,
             S2 = x1*x2 + x2*x3 + x3*x1,
             S3 = x1*x2*x3 and
	     P1 = x1 + x2 + x3,
	     P2 = x1**2 + x2**2 + x3**2,
	     P3 = x1**3 + x3**3 + x3**3,
	 then
	     S1 = P1,
             S2 = (P1**2 - P2)/2,
	     S3 = (P1**3 - 3*P1*P2 + P3).

	 General formula is known as Newton's formula.
	 	    
	-hiroshi