University of Tennessee, Knoxville Trace: Tennessee Research and Creative Exchange Masters Theses Graduate School 8-1953 The Characteristic Roots of Certain Real Symmetric Matrices Joseph Frederick Elliott University of Tennessee - Knoxville Recommended Citation Elliott, Joseph Frederick, "The Characteristic Roots of Certain Real Symmetric Matrices. " Master's Thesis, University of Tennessee, 1953. http://trace.tennessee.edu/utk_gradthes/2384 This Thesis is brought to you for free and open access by the Graduate School at Trace: Tennessee Research and Creative Exchange. It has been accepted for inclusion in Masters Theses by an authorized administrator of Trace: Tennessee Research and Creative Exchange. For more information, please contact [email protected]. To the Graduate Council: I am submitting herewith a thesis written by Joseph Frederick Elliott entitled "The Characteristic Roots of Certain Real Symmetric Matrices." I have examined the final electronic copy of this thesis for form and content and recommend that it be accepted in partial fulfillment of the requirements for the degree of Master of Science, with a major in Mathematics. Wallace Givens, Major Professor We have read this thesis and recommend its acceptance: Edgar D. Graves, O. G. Harrold Accepted for the Council: Dixie L. Thompson Vice Provost and Dean of the Graduate School (Original signatures are on file with official student records.) August 13, 1953 To the Graduate Council: I am submitting herewith a thesis written by Joseph FrederiCk. Elliott entitled "The Characteristic Roots of Certain Real Symmetric Matrices." I recommend that it be accepted for � quarter hours of credit in partial fulfillment of the requirements for the degree of Master of Science, with a major in Mathematics. ' Major Professor ·-x.#�a. We have read this thesis and recommend its acceptance: (�! t;( 2··�·), Accepted for the Council: Dean of the Graduate School THE CHARACTERISTIC ROOTS OF CERTAIN REAL SYMMETRI C MATRICES A THESIS Submitted to The Graduate Council of The University of Tennessee in Partial Fulfillment of the Requirements for the degree of Master of Science by Joseph Frederick Elliott August 1953 ACKNOWLEDGEMENT This thesis was completed while the author was an Oak Ridge Institute of Nuclear Studies Fellow at the Oak Ridge National Laboratory. The author wishes to express his sincere appreciation to Professor Wallace Givens of the University of Tennessee for his encouraging and patient supervision of the writing of this thesis and to Dr. A. S. Householder and the Mathematics Panel of the Oak Ridge National Laboratory for their assistance in the final preparation of this paper. TABLE OF CONTENTS SECTION I. II. III. rv. PAGE INTRODUCTION • • • • • • • • • • 1 • PHYSICAL SOURCE OF THE PROBLEM 3 BACKGROUND 8 • • GENERAL RESULTS • • 16 • 1. An oscillation matrix 16 2. The Fibonacci numbers 25 3. Variations of the oscillation matrix 26 4. Alternating values on the diagonal 31 5. The inverse of a certain matrix 33 6. Symmetric circulants 36 1· An extension by using the direct product 38 8. Bounds for characteristic roots 41 9· The general case 10 . BIBLIOGRAPHY Summary • • • • • • • • 43 45 50 IN!RODUCTION I. The main purpose of this thesis is to collect and coordinate some known results in the stuAy of characteristic roots of certain real symmetric matrices. have their elements a ij Specifically, most of the matrices considered = known as Jacobi matrices. papers by D. E. 0 except for Ii - J I < 1 and are The thesis fills in the details of two Rutherford [12; 13 J 1 , with some translation of his results for determinants to the problem of finding characteristic roots of matrices. Some of the results obtained are briefly discussed relative to certain theorems on bounds for characteristic roots. The first part of the paper is an attempt to show some of the physical sources of the problem and indicate some applications of the results. The aim here is to exhibit matrices of the type considered in the problem and little effort is made to give a detailed theory of the physical laws involved . A background A rather for the study is the purpose of the next section. general treatment of theorems concerning characteristic roots is given, especially with respect to real symmetric matrices. More recent discoveries concerning bounds of characteristic roots are given. Proofs are either sketched briefly or omitted entirely since most of the theorems are well known. The main problem is introduced by solving one of the physical problems discussed in the section on applications. � eferences in brackets, end of the thesis. [ J, The results obtained are to the bibliography at the 2 are used as a basis for a more generalized treatment With the aim of finding the characteristic roots of several clas s es of n by n matrices. The matrices to be c onsidered are at best s omewhat restricted in s cope. This s eems to limit the us efulnes s of the results. However, it is feas ible from a practical viewpoint to reduce any real symmetric matrix to a Jacobi matrix in s uch a way as to preserve the characteristic roots. [6 J This fact, , gives added value to the results obtained. Aside from the actual solution of c ertain physical problems, it is hoped that results here obtained might be of some importance for at first, least two reasons: matrices of order n it makes available s everal clas s es of for which the proper values can be obtained from tables of trigonometric functions and, secondly, the methods used here might s uggest an approach to the s olution of the problem for more general real s ymmetric matrices . special case of the Jacobi matrix. Much remains to be done, even in the II. PHYSICAL SOURCE OF TBE PROBLEM The task of finding the characteristic roots of a matrix is very often the crux of a physical p�oblem. The example below, which deals with a real symmetric matrix, is taken from the theory of oscillations [ 11, p. 184] 'J:. � Consider n + 2 I - � L- - - ttl x... , particles, each of mass v , distributed equally along a stretched string. Let the distance between two consecutive particles at equilibrium be a so that the length of the string is (n + l) a • Let x represent the displacement of the i-th i particle along a line perpendicular to the equilibrium ltne, with positive displacement on one side and negative displacement on the other side, subject to the condition that only plane transverse motion is to be considered. Suppose the tension in the string is K , that gravity is not to be considered and that the end points of the string a.re fixed; that is, x0 xn+l 0 With these hypotheses, it is desired to study the motion of the system after a small displacement = = • from equilibrium, assuming that each particle moves in a line perpendicula.r to the equilibrium line at the equilibrium position of the particle. A fter a small displacement, the tension in the string is still approximately K • Then the resultant force acting on the i-th particle 4 to restore it to equilibrium is given by .. = v x i -K sin g - K sin � , where and i 1, 2, = • • • , n . For small displacement, sin tan Q equal to tan � and Q sin � and respectively. are approximately Hence the equation of motion becomes - - v . - a - v . a ' i == 1, 2, . . . 2 In matrix notation , this gives r- 1 ,1! I = -2K K va va � _: K va K va -2K va K va K va -2K va K va K va -2K va = K va A K va 2 For purposes of this thesis, zero elements of displayed matrices Will generally be omitted. , n • 5 It is immediately obvious thAt the i-th particle does not exeC'U'te simple banaonic motion unless verr special initial. coDditions are imposed. Cr aDd x However, by a suitable linear transformation column vectors), an equation obtailled vhere T A T-1 y= T A T-l y is a diagonal matrix (Th. 3-3). y = Tx can be In this equation the motion is simple harmonic motion and the normal modes of' vibration are the relation treqency. l obtained from the characteristic roots of' T A T- TAT-1 y 2 -v = where y v = f/2'Tf 1 X=T- y It will then follow tba't • by the angular gives the motion of the original system. '.f A T-l The characteristic root s o:f are the same eba'raeteristic roots o:f A , by similarity properties. as the So the solution ot the probl.ea basically depel.lds on the characteristic roots of' A or, in general, on the characteristic roots of' a matrix of' the form ra i b 'b l . r t I . . L a b b a . . . b . . . b a b b a Various matrices of' this general type J'111J:3' be obtained by 'ftr'yiD& tl!le initial coDditions. :ror example, if' the distances between the :first tvo particles and the 1ut tvo particles are changed ( -K K ) -- v a.1 xn •• K --x + va. 1 - va. x 2 - K) (_:! ..!._X va. n -1 + va. = 6 i = 2, 3, . . . , n-1 va.n xn +l Now the solution of the problem depends upon the characteristic roots of a. matrix of the form a.+c b b a b b . . . . . b a. . . . . b a b b a.+d In general, if the distance between the i-th and (i -l)st particle is a.1 , the equation of motion in matrix notation is rI l I I I l L va.2 va.2 l K va.2 va.2 - va.3 . I n: J - - , IIX.. ! a.l , • I • I �-K Kv K K �K K� x l va.3 . . . . . . . . . �/-K va.n _ K� va. n+ ...J 7 One is therefore interested essentially in the characteristic roots of a matrix of the form � b b l a b l b 2 2 b 3 � 2 . . . . . b n-1 . . . a n-1 b n-1 b n-1 a n The oscillation problem requires that the the conditions b i > 0 , i b + a + b i i+1 i+l • 11 2, • • • = 0 , i = 1, 2, a • and i • • , n-2 b 1 satisfy and , n-1 , but these restrictions will be ignored in the following mathematical investigations. III. BA CKGROUND The matrix obtained from a matrix A by changing rows to columns is called the transpose of A , denoted in this paper by AT . If the matrix A is such that A AT then A is said to be symmetric. One says that A is a real symmetric matrix if A=AT and all the elements of A are real numbers. It should be noted that a symmetric matrix is necessarily square; that is, the number of rows is the sane as the number of columns. Hence one is justified i.n speaking of a symmetric matrix of order n where n indj_cates the number of rows or columns. If, for a square matrix A of order n with elements in the field of complex numbers, there exists a non-zero column vector (an n by 1 matrix; that is, n rows and 1 column) such that A x l x for some complex number A , then A is said to be characteristic root (proper value, latent root, eigenvalue) of A and x is said to be a characteristic ve�tor (proper vector, eigen� vector) of A corresponding to A . It is clear that (A :A. In)x = 0 has a non-zero solution if and only if the determinant of the system vanishes; that is, if and only if lA A In I 0 This is called the characteristic equation of the matrix A . From it one obtains the characteristic roots of A . Theorem 3.1. The characteristic roots of a real symmetric matrix are real. Proof: Let A be a characteristic root of real symmetric matrix A Then there exists a non-zero column vector x for which = , x a = -· - = • a. • 9 AX (1) A = X ' where one does not yet know that A is real and so must allow the x to be complex. Multiplying both sides of (1) by components of the transposed conjugate of x one obtains T AX T (2) x Ax = x Taking the transposed conjugate of both sides of (2) it follows that T X AX which implies that A = X by an exercise in Birkhoff Definition 3. 1. w:1. th Hence . l and If x MacLane and real elements, then x and T only if x y 0 l/2 . be (x xT) = • l y -T A = is real. [ 1, X This proof is suggested p. 309 are two X 1 J . by n row vectors y are said to be orthogonal if The length of the row vector and x is defined to Definition 3. 2. A square matrix P is called orthogonal if and T only if P P I ; that is, each row of P has length one and any = two rows are orthogonal. Definition 3·3· AT = AC A square matrix A is called hermitian if C where A = (a1 ) j It should be noted that hermitian matrices are important for • our purposes because a real symmetric matrix is an hermitian matrix. 10 Hence results may often be obtained for real symmetric matrices as special hermitian matrices. A Definition ;;.4. · ATC = A square matrix A is called unitary if I . Characteristic vectors corresponding to distinct Theorem 3.2. roots of a real symmetric matrix A are orthogonal. Proof : A. Let >.. and ).. be distinct characteristic roots of i j Then there are non -zero column vectors x and y {characteristic vectors of A ) such that From A X = >..1 A x = li x and A y it follows that XT A X = >.. j y T i x ).. = • Multiplying both sides by y , one obtains T X Since Ay = )..i T )..i � >.. , then x y j = T X 0 . y = )..j T X Hence y x and y are orthogonal. Definition 3 . 5. a field F , If A and B are n by n then A is said to be similar to B matrices over over F if there is a non singular matrix P with elements in F such that A P l T P , then A is said to be orthogonally similar to B . If P= -1 = If P is a unitary matrix, then A is said to be unitarily similar to B • Many of the properties of orthogonal similarity are implied by the properties of unitary similarity. Theorem .3·.3· Every real symmetric matrix is orthogonally B P. ll similar to a diagonal matrix. Proof: One proof of the theorem [10, p. 186] shows the· existence of orthonormal basis of the vector space Vn (R) , consisting of characteristic vectors of the real symmetric matrix A If the matrix P is formed by letting these characteristic vectors of A be the columns of P , then it is easily seen that P is orthogonal and PT A P diag. (k1, k2, , kn) An important property of orthogonal similarity is that two matrices which are orthogonally similar are both similar and congruent. Hence they have the same characteristic roots and if one is symmetric, so is the other. A similar theorem is true for hermitian matrices, with the substitution of unitarily similar for orthogonally similar and of conjunctive for congruent. A trivial corollary to Theorem 3.3 is that a real symmetric matrix is orthogonally similar to a Jacobi matrix. This has significance because the reduct.ion to a Jacobi matrix is much more feasible in actual practice than a reduction to diagonal form. Since the characteristic roots of a Jacobi matrix can be calculated without too much difficulty, one has ·a practical method for obtaining the characteristic roots of real symmetric matrices [6 J Theorem 3.4. Let A be a square matrix of order n over the field F of complex numbers and denote the characteristic roots If g(x) is a polynomial in F [x J, then the characteristic roots of g(A) are g(11), g(12), , g(1n ) an • = • • • • . • • 12 Proof: The proof is indicated as an exercise in Perlis [10, p. 138] A more concise presentation of the same method is given by :zm.miihl [14, p. 228] . The latter proof is as follows: Let the polynomial g(x) - y be written as . Then g(A)- y I • (A - x1 a I) ( A- x2I) . . • (A-� I) from which it follows that I g(A) - Y I I • a n I A - xl I I j A . - x2 I I / A. . . . - l1t I j I t is clear that Hence the characteristic roots of g(A) Theorem '·t· If are g(l ), g(�), i • • • , g(ln) the characteristic roots of a real symmetric • 13 < An) and the characteristic striking out the last row and the < 8 < n-l) and if < 8 1 < A2 < 8 2 < < < matrix A are (11 1 < 2 roots of the matrix B obtained by last column of A are (51 < 82 li � 8 j tor every i, j, then ll 8n-1 < An Proof: The matrix A has the tom. A row vector, and a .� ) yT Y nn is a ann is orthogonal and of A Since B is a is an orthogonal matrix P such that single element real symmetric matrix there The matrix where y is a l by (n-1) • 14 where w i is a polynomial in the elements of y and P • Since Q is orthogonally similar to A one knows that the characteristic polynomial of A is given by f(l.) where that g(l.) w i � • • , 5 ' n-l 0 for if' + e><:> , w1 = 0 then 51 If one lets l. It is then clear • is a zero of take on values the alternation in sign of < 5n-1 < l. n . n n-1 - a ) g(l.) - � nn i= l is the characteristic polynomial of B to the hypothesis. . (l. = = f(l.) , contrary - f(l.) C><J , 51, 52, implies 11 < It should be noted that the cases where is an odd number and where n is an even number must be treated separately. Removing the restriction that the characteristic roots of and B A be distinct, the result is not a strict separation of roots, since some of the characteristic roots of B characteristic roots of A . to be a diagonal matrix. As an might be equal to extreme example one might take A For a detailed discussion of these aspects of the problem, the reader is referred to Browne [2]. Theorem 3.6. The characteristic roots of A 0 B characteristic roots of A Proof: together with those of B • The symbol ® indicates the direct sum. defined to be the block matrix are the A(±) B is 15 The characteristic polynomial of A® B and the theorem follows immediately. [Parker, Theorem 3. 7. J p. 105 . IA is then If A. - :>.. I I IB · - :>.. I I is a characteristic root of the matrix A and R is the greatest sum obtained for the absolute values of the elements of a row and T is the greatest sum obtained for the absolute values of the elements of a column, then I >..I .( min (R, T) Theorem 3.8. • [Parker, J p. 107 . matrix with characteristic roots :>.. -( � 1 I I [ ( An - Al) ) max aij , i � j Theorem 3. 9. Brauer, p 390 • . • J. If A >..2 <. ( ai = · · · j ) -( is an hermitia.n A , then n The absolute value of one of the characteristic roots of A equals R ( see notation in Theorem 3.7) only if R � and �l' �2, = 1 • • R2 R and arg. ( a ) � + �i - �j where ij i� is . , �n are arbitrary real numb era. Then R e = • • • = = a characteristic root of A . The proofs of the last three theorems are found in the references indicated. Many other theorems concerning characteristic roots of matrices might be included in this section. It was thought best, however, to include only those which are used most in the thesis. The reader is referred to the bibliography for references to more complete treatments. IV. 1. GENERAL RESULTS An Oscillation Matrix It has been briefly indicated that the matrices to be studied arise naturally in certain physical problems. On the other hand, an exact physical application is not always available when one begins to generalize the first basic examples. It is hoped that the extensions Will at least be of some mathematical interest. Consider first, then, the triple diagonal matrix A which arose during the consideration of the modes of vibration of a system consisting The solution of the of certain masses attached to a stretched string. problem depends upon the characteristic roots of the following n n by matrix: A where a and b a b b a b b a b . = . . b . a b b a are certain real numbers determined by the conditions of the physical problem. The task of finding the proper values of using the theorem that if A = g(B) then the characteristic roots of n , where � A where A g(x) are given by can be reduced by is a rational function, g(�) , k is a characteristic root of the matrix B • = 11 2, Applying • • • , 17 this theorem (Th. B 3.4) here, one sees that A 0 1 1 0 1 1 0 = a I + b B n where 1 = . . . . 1 0 1 1 0 It is then sufficient to know the characteristic roots of B . These can be obtained by considering the characteristic equation of Let us denote the characteristic polynomial of x, -1, � (x)= j xi-B I = n x, -1 -1, . I -1 x, -1 X B by 1 1 X . -1, x, -1 -1, X so that 1 1 X = � (x) n B 1 1 X 1 1 X The last equality follows from elementary properties of It is also clear from determinant theory that determinants. x � (x) n+1 + � (x) = 0 n polynomials of respectively. B where when B (x) � n+2 and is of order � (x) n+ 1 (n + 2) and From the theory of finite differences then knows that � (x) n+2 are characteristic (n + 1) [7, p. 543] one • 18 where and c l and r 1 c are 2 The roots of r 2 are r 2 to roots of the equation determined from be 1 - :x r + 2 two known 1 - x r + values of - 4) 2 i9 and r 2 = e -i9 and the value for cp (:x) = x = e 1 It is easily seen that x 2 - 1 = e 2i9 + 1 + e -2i9 e 19 and cp (x) k • and These are simplified if one makes the sUbstitution r = e 1 0 1 2 2 x + .{x Then = are 0 • r • i9 cp (x) n -i9 + e x = 2 cos 9 . becomes and cp2 (x) = Using these values, one finds that and -i9 - e c 2 =- e iQ e -19 - e -iQ Hence e = -( l)i9 = - e n+ i9 -i9 e - e (n+l)i9 sin (n + 1)9 sin 9 which is a result that will be referred to throughout the paper. should note that it assumes the indeterminate form However, if one writes cp (x) n n r. r=O g when I xI One = 2 as e (n-2r)i9 = e -(n+l)i9 - e i9 -i9 e - e {n+l)i9 • then it is clear that � (2) = n These are never zero so that 1 n+ all and � (-2) n the zeroes of � = ( -l) n ( n + 1) n( x) 19 • can be obtained from the expression = where x = 2 sin �{n + �1)9 -si"'"n---,9 , cos 9 . So the characteristic roots of the matrix B , where 0 1 B = 1 0 1 1 0 l l 0 1 l 0 are the roots of its characteristic equation s in ( n + 1) 9 = 0 sin 9 = � . k'T( n+1 , k 1, 2, k'TT' . , n Hence the characteristic roots of B are 2 cos n+ 1 , k l, 2, n It is then immediate that the characteristic roots It is easily seen that . . = • n {x) is zero for 9 = = --- --- . . . ' • of the matrix A , where n . are � = a + 2 b cos k'/1 n+l , k l, 2, This result was obtained by Gantmakher and Kre�n 4, p. 134 = . . • , [ ] who also found an explicit formula for the characteristic vectors of A . If vj vj l = vj 2 . vnj is the characteristic vector corresponding to the characteristic root l , j then it is shown that vkj cos = Q C sin k Q j a l - 2b j j where ' and C is some constant . When one substitutes the value already found for l , it follows that j Vj k = C sin knj +-rrl Actually, this is shown in Rutherford's paper [13, ] p. 241 21 • Before considering this section, however, it is necessary to discuss some concepts of power series of matrices. It is well known that the series COS X = 1 - If A is a square matrix, it is converges for every number x cos natural to define A 4 2 X X + 7=\T liT 2. as cos A = I + - . .. One would then ask what is meant by the convergence of such a series p r as cos A In general, the answer is that a series S = L. ar A , P r=O where A is a square matrix and ar is a real number, is said to converge as p � = if every element of S p converges as p-� 00 . It can then be shown that the series cos A converges for every , a ) square matrix A Furthermore, since A = diag . (a1, a2, n k k k k implies A = diag . (a1, a , , a ) , it follows that if A = 2 n • • • • • • . . . ., a ) n cos A = diag . (cos a1, cos a2, . . . , cos an ) One can now develop a formula for the characteristic vectors of the matrix then • 22 a b A = b a b b a b b a b b a 0 b b 0 Let A(O) 0 b b 0 b b 0 = b b Then A = a I + A(O) A (3) Q = . It is asserted that 2 b cos Qn a I + B in which B n Bn t n n n is a matrix whose 1/2 sin r element is (2/n+l) and n + where = 8� '11 n + 1 1 0 0 0 2 0 0 0 n 2 The proof of (3) begins by proving Bn = I . r , s-th From the definition of Bn it follows that if i, j-th element of c1 is the j C = 23 2 Bn then n 2 n+l = j x1/ sin inx;r' 1 sin n + 1 x =l � By a trigonometric substitution one obtains n 1 c.. = n+l � cos (i n- +j ) x1 'JT l.J X=l - n 1 ) x11 cos (i +n j 1 + X=l � n+l One now needs the fact (which is easily proved) that n "t... cos x r'1( n + 1 x:::l if r is an odd number if r is an even number Using this it is immediate that cj_j = cij = 1 n -+n+l n+l 0 0 1 = 0 = if i if (i = - (i = 2 It ha.s now been shown that B n = I j j) - is an odd number . j) is an even number. From this it follows that 24 cos gn = cos (Bn V n B n) ' which is obtained by examining the cosine series for g . n The proof of assertion (3) will be completed by showing that A(O) = Bn(2b cos Vn)Bn· If the p , q-th element of Bn(2b cos (4) 4b d nq = n+l .r v )B n n is d pq then n x'l/ . xq1Y " u sin PX1T 1 cos -1 s1n n + n+ n + 1 x=l -- which is obtained in a straightforward manner and makes use of the fact that 2b cos 2b :1 2'1/ 2b cos n+l l 31T 2b cos n+ 1 - cos ... n = 2b cos By a trigonometric substitution, t n_.,.,...., -1-1 n+l _j dpq can be written as b � (:p-q+l)xil + cos (p-q-l)x1T - cos (p+q+l)XJ/ dpq =n+l u cos n + 1 n + 1 n + 1 x=l - cos (:p+q-l)x11 n + 1 l _j From this it follows tha.t d pq = 0 if p = q 25 b d q = n+1(n + 1) = b if IP- qj = 1 p dpq = o if 1 p - q l > 1 Thus A(O) = Bn(2b cos V n)Bn = 2b cos Qn Hence A = a I + A(O)= + 2b cos Qn and the proof of assertion (3) is complete. It follows • � I that A Bn = Bn ( a I + 2b cos Vn) I 2b cos '�'n) are exactly the characteristic roots of A , then the columns of Bn Since the diagonal elements of the diagonal matrix ( a + �- But the elements of the j -th are the characteristic vectors of A k j f( , . n+I column of Bn are vkj = ( 2/n+l) 1/2 s1n k 1, 2, , n , which is the result obtained by Gantmakher and Krein 4, p. 134 = [ . . • ] 2. The Fibonacci Numbers As a curiosity, the result that X cp n(x)= 1 .. 1 1 X . 1 X. 1 1 . X 1 1 X n k--rr) = x cpn_1 ( x)-cpn_2 ( x) = lJI (x-2cos n+ l k=l I can be related to Fibonacci numbers. Consider the numbers 5, 8, 13, . . . where the i-th number (i > 3) o, 1, 2, 3 , is the sum of the two 26 numbers immediately preceding it and the first three numbers are 0, It is interesting to note that the (n + l)st number in the sequence is in �n (-i) . For if one lets x -i and multiplies n �n (x) x �n-1(x) - �n-2( x) through by i , it follows that 1 and 2 • = = .n � (-i) = ('1) n-1 � ( ') - 1.n � ( • ) = n-1 -l n-2 -1. n 1 facts that i �l( -1. ) = -1.2 = 1 and 1.2 �2 ( -1. ) = J.. 4 - 1 2 = 2 complete the inductive process. Hence the n-th Fibonacci number could The . be written as n l n-1 (i) n-l �n-1(-i) = (i ) - -r/ (-i - 2 cos kn1() k=l n-1 iT (1 k=l - = k11' ) 2.l cos n ). Variations of the Oscillation Matrix The next question might be a consideration of matrices which are slight variations of the matrix A where A = a b b a b b a b b a b b a . I L . . -----, I I I i . J 27 If some of the elements are changed, could th e characteristic roots still be found? These changes might be due to changes in initial conditions in the physical problem or to merely an arbitrary extension to more general cases. In any case one might suspect that variations in the elements of A would lead to quite different results . First, suppose the first and last elements on the main diagonal of A are changed, thus obtaining a+d b b a b b a b a b Proceeding before, we note that Rn = a I + b as d 1 1 0 b c where q>k ( x) 0 1 - c! where 1 1 C c, 1 = The proper values of I xI b 0 1 1 c b are obtained from the zeroes of - c+ d • b cd ( x) q>n-1 ( x) + � b q>n-2 has the same meaning as before. Substituting the values 28 already found for q>k(x) it follows that cd sin (n - l)Q C+d sin n Q + � sin (n+l)Q - � b lx I C I = sin Q - In particular, consider the following cases as examples: 1) If c = -d b , then = I IX - cI - sin (n - l)Q = 2 cos n Q = sin (n + l)Q sin Q n . The proper which vanishes if Q =(2k-1}7f/2n , k =1, 2, values of the matrix C are therefore 7k =2 cos (2��l)7r , k =1, 2, n . This implies in turn that the characteristic roots of Rn , )'71 subject to the restrictions noted, are � =a + 2b cos (2k-1 2n , n. k =1, 2, 2) If c =0 and. d = -b , then . . . • . • , ' I IX - c I= sin (n + 1)Q sin nQ = sin Q + which is zero if Q =2k/(/2n + 1) , k =1, 2, ... , n For this example, the matrix C has characteristic roots 7k =2 cos 2k-1T 2n+l , k =1, 2, , n and the corresponding Rn has characteristic roots k""/l , k =1, 2, , n . �=a + 2b cos 22n+l 3) If c = d =b , then • . . • . • . 29 lx I - C = sin ( n+l) Q I 2 = which vanishes if Q that Q = -1"( • sin 2 - sin nQ + sin ( n-l) Q sin Q nQ ( cos Q sin Q k1Y/n, k 2, 1, = 1) - • . , n. • gives an indeterminate form but x I verified directly to be a zero of I :x: - C = It should be noted -2 is easily I . Renee the characteristic roots of a.+b b b a b Rn = are � = a + 2b b a . k'71 k = 1, cos -n-, . . 2, b b • . . a b • , b a+b n. One special combination of results already obtained may be mentioned. Suppose X 1 cpn ( x ) = 1 X 1 1 X 1 1 X 1 and 1 X 30 y 1 1 y 1 y 1 . where q> (x) n 1 . . 1 . . y 1 1 y the determinant of a matrix Pn(y) (z-1), 2a , 2a, 2a, z, 2a 1, 2a, n(y) = x y + 2 and 2a = (x + l y) . (z-1) Since it has already been shown that q> n(r) n k-'lf = /( (r - 2 cos n+I) , k=1 then it follows that n n /1 = IT (x - 2 cos k ) 1T (y - 2 cos k n+ D+1 k=1 k=1 - n is 1 1, z q> Then • z, 2a, 1 2a, z, 2a, l , where and is the determinant of a matrix P (x) n '71'1 ) = -� r�z - (2 + a) 2 + (a - 2 cos k--n' ) 2 D+l L k=l ] 31 This implies that the characteristic roots of -2a, -2a, o, -2a, -1, -2a, o, . . . - n l l, -l . . -l -2a, . . . . . . . . . -1, are 2 k-rT 2 2 + a - (a - 2 cos ---1) , k n+ 1, 2, = . • • . -2a, -1, , n . o, -2a, -2a l • 4 . Alternating values on the diagonal At least one case in which the terms on the main diagonal r alternate in value can be solved by the results already obtained. 82 n a l l b l = l a . l . . . . . a l l . n by 2n . . l b __j Then -l (>..-a), -1, (>..-b), -1, (>..-a), -1 -1, -l (>..-a)' -1, (>..-b) Let by n 32 It is easily seen that A = a or A = b are not zeroes of [AI 2n -s2n[ Hence one is permitted to multiply each row containing ( A - a) by ( A - b) 1/ 2 , multiply each row containing ( A - b) by ( A - a) 1/2 , · by ( A - a) 1/2 and divide One thus obtains each column containing (l - b) by (l - b) 1/ 2 divide each column containing ( A - a) • the result that z, -1, -1 z, -1, -1 z, -1 = where z r,( A - a) ( A - b ) ] 112 = 2 cos a + b .:!: [( a - b) 2 + k = 1, 2, . . . , n z sin ( 2n + 1)9 sin Q L the characteristic roots of s2n are = -1 z, -1, -1, Q 16 • It follows easily that cos2 k-rr 2n+l J 1/ 2 , . By a similar argument one finds that the characteristic the matrix roots of 33 82n+l a 1 1 b 1 1 a 1 ... . 1 . b . . . 1 a 1 are a + b + I. L(a - b) k • 2 2 + 16 cos k --rr 2n+2 J 1/2 ' A 1, 2, ... , n , together with the characteristic root • a which may be verified directly. 5. The Inverse of a Certain Matrix Another possible means of extending the results thus far obtained is to find inverses for some of the matrices for which characteristic roots have already been found. manner in at least one case. Consider the matrix [x+b II R n (x, a, b) = Rn (x, X 1 . . a, b) l 1 1 L The inverse of This can be done in a straightforw-ard . 1 X II 1 . . . 1 . . X 1 . 1 x+a I I _j is found by malting use of the relationship I Rn(x, a, b) \ = �n(x) + (a + b) �n- 1(x) + a b� 2{x) n- where the value of � {x) k is the same as before . If the r, s-th element of [Rn(x, a, b) ] -l is denoted by hrs , it is not too difficult to see that hrs This is obtained by considering the cofactors of the elements of R (x, a, b) divided by the determinant of the matrix . If one n substitutes the value found previously for � (x) , then n [sin r9+b sin(r-l)Q] [sin(n-s+l)Q+a sin(n-s)QJ sin Q [sin{n+l)9+(a+b) sin nQ+a b sin(n -l)QJ sin t3 Q sin(t3+l)Q and By certain trigonometric manipulations one gets . This expression can be simplified by lett�ng b = �!{�lJQ - s . hrs = a = - 2 sin Q sin(r + a)Q sin(n+t3 -s+l)Q sin3Q sin(n + t3 + a + l) Q l) Q = (-l) = r+s � r-l(x) �n+ s(x) �� �n+t3+a(x) It should be noted that the last form of hrs is not valid 35 extend our definition of �n ( x ) so that even when n is not an integer, we have unless we and �n ( 2) = n (2 cos 9) 1 , � ( -2) n �n + sin ( n + 1)9 sin 9 n ( - 1 ) ( n + 1) . This must be done = = ' because, in general, a and 13 would not be j_ntegers. As a simple example to illustrate the mett.od suppose one wishes R3(2, to find the inverse of hrs 0: 0) hsr = [R3(2, o, I 0) i J -1 = 11 1 2 ,o 1 L.. 0 Then (-1 ) r+s = from which it follows that l2 . -1 l �J = = 1, 2, 3, 4 r- I I l_ R3(2, Since the characteristic roots of k 1 4 (r) (4 - -2 3 1 0, 0) s) -2 4 r / � s 1 3 are 2 2 cos k-7/ -2 -2 --' + then the characteristic roots of 3 -2 1 : -2 4 -2 IL 1 -2 3 2 k1T k 1, 2, 3· sec T' I I Q II I = k1[ are qk 2/( 1 + cos T ) Another case where the matrj_x is of order n gives the result = that = = 4" ' 36 -2 [ R (-2,1, -1 n . r l 1 1 1 1 3 3 1 3 5 1 3 5 - = 3 1 5 H 2n-l H It follows that the characteristic roots of 1 � 6. k 2 (2k-l) � csc ' 4n = 1, 2 ' • . • , n are • Symmetric Circulants Another class of matrices for which it is possible to find exact solutions for characteristic roots are the matrices which are called circulants a E A circulant matrix is a matrix of the tonn • a o a a n-1 = . a l a l . a2 a � o . a 2 n-1 n-2 . a a, o where the elements of the i-th row are the elements of the (i - l)st row permuted in the cyclic manner indicated. K If 0 1 0 0 0 0 0 1 0 0 0 0 0 = . . 1 . . 0 0 0 0 0 1 1 0 0 0 0 37 then E • E Hence the characteristic roots of • • n-1 an-1 K + can be obtained if the charac- The characteristic equation of K teristic roots of K are known. is easily seen to be X -1 0 0 0 0 X -1 0 0 0 0 . . . . . X . . . -1 . 0 0 0 0 -1 0 0 0 . . . X 0 . n X = - 1 -1 X 2k1/i n e ' k It follows that the characteristic roots of K are • . • , n . = 1, 2, E Hence the characteristic roots of the circulant 2k'1T'i n k 0 = • • • , n . If E 4k-11i n • • + • 1, 2, are 2(n-l)k'T(i n a -1 e n -- + = is symmetric so that ar ' an-r , then the = proper values are + Hence + + L ' k = 1, 2, 4k1/ 2a2 cos n + • • • . + . • L , n , k = 1, 2, . . ., n 38 where L n = 2s 2sk-rl n is 2 as cos if - n + 1 n-l = = 2s = a and L i � 1 , n-1 k a s if 1 1 and ai = 0 for This gives a matrix of the form • 0 G 1 1 1 = 0 1 1 0 1 1 0 1 It is immediate that the characteristic roots of G = ( -1) • As a special case, choose a k = 2k'tr are 2 cos n- - , 1, 2, ..., n . Actually, one could just as easily obtain the more general result that the characteristic roots of a matrix H . = . 7. + b . . a . . b . . . a b 2 b Cos 2k-rr' n , k I b b are a iI b b a a b 1 ' 2' = • • • , n • An Extension by using the Direct Product A further extension to other matrices for which the characteristic roots can be found requires another theorem. Theorem 4.1. If G n and G ® Im and H are real symmetric matrices of order m respectively, then the characteristic roots of G(H) + In® H are 11 + a j where 1 1, . . • , A.n = are the characteristic roots of G and The symbol �' am , • • • is used to iDd.ic&te the direct product. ® H the characteristic roots of are G Since and H are real. symmetric possible to find ortbogoDSl. matrices diag. wbere (l:t, . ... T P2 1:! P Dp 2 is am , 1.0) T P2 11 P2 "" are denoted by D 1 P1 diag. and aDd (�, D 2 P2 • . , The DBtrix D P If am). respectively, then is of the follov1ng fo1'111.: wbere B m by m i = and � by m = diag. (c;_, �� p. � pl G pl. T P l G pl a diagonal. matrix With the characteristic roots of aJ.ong its d1agonal... [s, matrices it is such tbat . • For & discussion of direct product tbe reader is referred to .MacDuf'fee Proof: 39 • • • , am) • G(H) • ] 82 . 4o Hence where and the proof is complete. As an example of an application of this theorem, suppose I Gn by n a b = b a b b a b b a b and 1fl by m d c = c d c c d l ·:j c c d c c d Then G(H) is the matrix in which the diagonal elements of G are replaced by ( a I m + H) and the elements b are replaced by b I m We know with zeroes elsewhere to complete a matrix of order m n • that the characteristic roots of G are , 41 � and = k1/ a + 2 b cos n+l H the characteristic roots of a j = k ' are Jff m+l d + 2c cos 1, 2, ... , n = j = 1, 2, It follows that the characteristic roots of G(H) . . • , m . are k� + 2 c cos j11 m+l a + d + 2 b cos n+l where k 1, 2, = • . • , n and j = 1, 2, . . , • m , With all possible combinations being taken. 8. Bounds for Characteristic Roots Let us now consider the results obtained for at least one case with reference to bounds for characteristic roots. Specifically, take a b A = b a b b a b b a b b a for which the characteristic roots are � k = 1, 2, • . • , n and = k--r/ , a + 2 b cos i:i+I 42 r B a+b b = l.. . b a b . with characteristic roots � For matrix A b a b . b = a b b a + 2 b a+b ;' , cos k k = l, 2, • . • , n . we have that Here, then, we have a strict inequality for Theorem 3-7 which concluded that j � \-< j a I + 2jb j. That strict inequality does not hold in general is immediately seen in the case of matrix B matrix B we have with the equality holding when a > 0 .• b < 0 and k = . For n . General conditions necessary for the equality to hold are given in Theorem 3.9. Let us examine the spread of the characteristic roots of A relative to Theorem 3.8, where the spread is indicated as and 2l (an 0]_) - . .. -( an !o.. 2 n Then - 1 1 > = b(2 cos ..:Z:C.) � n+l "' if b > 0 b and 1 ) 2 n - a.. -J. -(a = (-b) (1 + cos�) > 1 b l if b < n One then notes that the equality holds in the first case for n = o . 2 but that strict inequality holds for the characteristic roots of B Much work is currently being done in this area of bounds for characteristic roots. Results that are sharper than those listed in this thesis are contained in the papers of Brauer [3] together with references to other writers in this field. However, the notation and background that must be built up limits us here to this brief mention of a topic that seems to offer opportunities for much further exporation. 9. The General Case It would clearly be desirable to consider the matrix al bl bl a2 b2 b2 a3 b3 bn-2 an-1 bn-1 bn-1 an J 44 One can at least prove the following theorem: Theorem 4.2. Givens [5]. If A has a characteristic root of multiplicity k , then at least ( k - zero. 1) of the b i 's must be Proof: The theorem is shown true for k = 2 and extended by induction. If Aj is a double character:i.stic root of A , then (A - Aj I) has rank at most (n - 2) . By striking out the first row one obtains immediately an ( n and last column of (A - A. I) J {n - (A - submatrix whose determinant is 1) A. 1) by If the ran.'k of equals zero. Hence I) is at most (n - 2) , then J - some b i is zero. One can then use the theorem that the characteristic roots of the direct sum of two matrices B and C are the characteristic roots of B together with those of C For if is a characteristic root of A of multiplicity k , then certainly at least one b1 is zero. Then A can be represented as a direct sum of two matrices which we may call B and C . If k > 2 then either B or C (or both) must have at least a double characteristic root; hence, another that if b. 1 is zero. Continuing in this way it follows is of multiplicity k , then at least (k - 1) b.1's are zero. Another result applicable to the general case [ ] is of the contained in Gantmakher and Kref'n 4, p. 134 and concerns bounds for the largest and smallest characteristic roots of A . � A If the characteristic roots n , then the results obtained are A general method for calculating the characteristic roots of A for arbitrary ai and b i is given in 10. [6] . Summary C haracteristic roots were found for several classes of real symmetric matrices. It was thought desirable to tabulate these results in order to make them more readily accessable . Matrix a b b a b b � -1t a b b a-b b b a b �b cos 2b 2k7( cos 2n+l , c:; k 1( n+l b a b � = a + a b b a 1 k = 1, ' 2 ' · • • ' n 2, • . • , n n by n a b b k = n by n a-b b . ' a b . = a + a b b b Characteristic Roots n by n .. a b b . � = a + 2b cos . a b b a+b (2k-l):U: , k = 2n 1, 2, • . • , n . �� b b a b b a b l· . -1 2a 1 . . . b a b b a+b 2a 1 0 2a 2a 2a 46 n by n . :>.. -k = a+ 2b cos k 'i( k = 1 2 n ' ' ' n · · · ' • n by n 1 1 a 1 1 b 1 1 a 1 � = ( a-2 2a 0 1 2a 1 b 1 1 a k'l( 2 - ( a2+2) n;r) k = 1, 2, 2a -1 . . • , , n • 2n by 2n A = 1/ 2 k 11 2 2 a+b+ L( a-b ) + 16 c os 2ii+I -----�---------���----- ] � � 1 a 1 1 b a 1 1 b 1 1 a 1 cos ' k = 1, 2, . . . , n ( 2n+1) by ( 2n+1 ) A = r, a-b ) 2 a+ b + � + "71 16 cos 2 k20+2 J 1/ 2 --------��- k = 1, 2, • . • ' , n and A=a. a n-1 n by n If' a n-2 � L wbere = 2a8 cos 1 1 1 1 3 1 3 3 1 3 5 (a I + • 2sk71' n if' b i• = l.. -k 5 R) n = a tben n-r = a0 2s cos + 2B:J_ 6k-ff --n + 1 and cos + L 2k--rr --n • • • + L ( -1) = � + k cos lfk-rr + --n , k = 11 2, i:f as n • • • = 2s D , • n b;y n 3 . . • r � 1 5 a = 2 (2k-1) 17' 1 esc lin 2 1 k = 1, 2, • • • , n (2n-1) b Im ( a r_ + R) n b;y n (bl.oeks} b i m ( a I + B) b Im b I m m b d c c = . c d c . d . . c c d c c d I a {a I m + H) 48 Im is the unit matrix of order m , then a r,k = a + d + k = 1, 2b 1 r'IT cos kn+11 + 2c cos m+1 2, . . . , n ; r = 1, 2 , ' . . • , m BIBLIOGRAPHY 1. Birkhoff, Garrett and MacLane, Saunders . � Survey of Modern Algebra . New York : MacMillan, 1947 . 2 . Browne, E. T. "On the Separation Property of the Roots of the Secular Equation" . Amer . J. Math. 52, 843-850 ( 1930) . 3. Brauer, Alfred. "Limits for the Characteristic Roots of a Matrix" . Duke Math. J. 13, 387-395 ( 1946 ) . ( First of a series in this Journal. ) 4. Gantmakher, F. and Kre�n, M. G. iadra. (Russian) . 5· Givens, Wallace. Private communication . 6. Ostsillla.ts innye matritsy .!_ "Numerical Computation of Characteristic Values of a Real Symmetric Matrix". Forthcoming report at the Oak Ridge National Laboratory. 7. Jordan, Charles . Calculus of Finite Differences . New York : Chelsea, 1950 . 8. MacDuffee, 9. 10 . 11 . c. C. The Theory of Matrices . New York : Chelsea, 1946 . Parker, w . v . "Characteristic Roots and Field of Values of a Matrix" . Bull . Amer . Math . Soc . ( 2) 57, 103-108 ( 1951) . Perlis, Sam. Theory of Matrices . Wesley, 1952 . 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