On separation of eigenvalues by certain matrix subgroups

On separation of eigenvalues by certain matrix subgroups

Linear Algebra and its Applications 440 (2014) 213–217 Contents lists available at ScienceDirect Linear Algebra and its Applications www.elsevier.co...

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Linear Algebra and its Applications 440 (2014) 213–217

Contents lists available at ScienceDirect

Linear Algebra and its Applications www.elsevier.com/locate/laa

On separation of eigenvalues by certain matrix subgroups ✩ Grega Cigler ∗ , Marjan Jerman Department of Mathematics, Faculty of Mathematics and Physics, University of Ljubljana, Jadranska 19, SI-1000 Ljubljana, Slovenia

a r t i c l e

i n f o

Article history: Received 3 July 2013 Accepted 22 October 2013 Available online 14 November 2013 Submitted by C.-K. Li MSC: 15A18

a b s t r a c t Let A be an n × n complex matrix with rank r. It is shown that there are a monomial matrix M and a unitary matrix U such that each of the matrices M A and U A has r distinct non-zero eigenvalues. If H is an irreducible subgroup of GLn (C) and A = 0, it is shown that there is an X ∈ H such that X A has at least two distinct eigenvalues. © 2013 Elsevier Inc. All rights reserved.

Keywords: Distinct eigenvalues Irreducible group Monomial group Unitary group

1. Introduction In their article [3] the authors showed that every invertible complex 2 × 2 or 3 × 3 matrix is diagonally equivalent to a matrix with distinct eigenvalues. In [2] it was proved that the same statement holds for all square complex matrices regardless of their dimension. That is, for every invertible n × n complex matrix A there is an n × n diagonal invertible D such that D A has distinct eigenvalues. Note that the products P A Q and ( Q P ) A have the same spectrum since they are similar for any pair of invertible matrices P and Q . Here some similar questions are explored. Suppose that H is a subgroup of the general linear group GLn (C) and that A is an n × n complex matrix. We shall say that a matrix A ∈ Cn×n with rank r  n is H-separable if there is a matrix X ∈ H such that X A has r distinct non-zero eigenvalues. ✩

*

The authors were supported by the Slovenian Research Agency. Corresponding author. E-mail addresses: [email protected] (G. Cigler), [email protected] (M. Jerman).

0024-3795/$ – see front matter © 2013 Elsevier Inc. All rights reserved. http://dx.doi.org/10.1016/j.laa.2013.10.036

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A matrix A is H-semiseparable if there is an X ∈ H such that X A has at least two different eigenvalues. By Uni denote the subgroup of all unitary matrices. P = [ p i j ]ni, j =1 is a permutation matrix if there is a permutation π of the set {1, . . . , n} such that the only non-zero elements of P = P (π ) are the elements p π (i ),i = 1. Let Sn denote the subgroup of all n × n permutation matrices. A monomial matrix is a matrix which can be written as a product D P of a diagonal matrix D ∈ Diag and a permutation matrix P ∈ Sn . By Mon denote the group of all invertible n × n monomial matrices. A subgroup H of GLn (C) is irreducible if the matrices from H do not posses a common invariant subspace. Since C is algebraically closed, H is irreducible if and only if it possesses a basis of Cn×n . In this article it is shown that each matrix A ∈ Cn×n is Mon-separable and Uni-separable. If H is an irreducible subgroup of GLn (C), it is proved that each non-zero matrix A ∈ Cn×n is H-semiseparable. 2. The monomial group Theorem 2.1. Let A ∈ Cn×n be a matrix with rank r  n. Then for a suitable monomial matrix M the matrix M A has r distinct non-zero eigenvalues. Proof. By the definition of rank there are permutation matrices P and Q and an invertible r × r matrix A 1 such that



P AQ =

 ∗ . ∗

A1



The main result in [2] provides an invertible diagonal matrix D 1 such that all eigenvalues of the product D 1 A 1 are distinct. Define the diagonal matrix D (x) = D 1 ⊕ xI ∈ Cn×n . Then, the matrix



D (0) P A Q =

D 1 A1 0





0

has r distinct eigenvalues and by the continuity of the spectrum we can find an x = 0 such that D (x) P A Q has r distinct eigenvalues. The diagonal matrix D = D (x) is invertible, the matrix M = Q D P is monomial and the matrix M A which is similar to the matrix D P A Q , has r distinct eigenvalues. 2 Corollary 2.2. Each A ∈ Cn×n is Mon-separable. Remark 2.3. If B is an invertible matrix with non-zero leading principal minors, Ballantine’s result in [1] provides a diagonal matrix E such that all eigenvalues of E B are distinct and positive. If B were an invertible matrix with zero diagonal elements there would be no such diagonal matrix E since tr( E B ) = 0. In the proof of Theorem 2.1 we could choose suitable permutation matrices P and Q and achieve that the first r leading principal minors of the matrix P A Q are non-zero and its larger minors are zero. Then by [1, Theorem 2] there is a diagonal matrix D 1 such that all eigenvalues of D 1 A 1 are positive. Then, the continuity argument assures that the real parts of the r distinct non-zero eigenvalues of D (x) A are positive for small x. 3. Unitary group Theorem 3.1. Each matrix A ∈ Cn×n is Uni-separable. Proof. We shall prove the theorem by the induction on the size n of the matrix A. For an A ∈ Cn×n with rank A = r we must find a unitary matrix U ∈ Cn×n such that card(σ (U A ) \ {0}) = r. In the 1 × 1 case we can take U = [1]. Now suppose that the theorem holds for all matrices A ∈ Cm×m with m < n. Let A ∈ Cn×n be a matrix with rank A = r. The Schur decomposition provides a unitary matrix V such that the matrix

G. Cigler, M. Jerman / Linear Algebra and its Applications 440 (2014) 213–217

˜ = V AV ∗ = A



λ 0

u A

215



is upper-triangular. ˜ is not a linear combination of other rows and rank A  = r − 1. By the If λ = 0, the first row in A induction hypothesis we can find a unitary matrix V  ∈ C(n−1)×(n−1) such that card(σ ( V  A  ) \ {0}) = r − 1. There is a δ ∈ C, |δ| = 1, such that δλ ∈ / σ ( V  A  ). Form



U=



0 . V

δ 0

˜ ) \ {0}) = r. Then card(σ (U A In the remaining case when λ = 0,

˜ = [0 A

B ],

where B ∈ Cn×(n−1) and rank B = r. We can use a (unitary) permutation matrix P to rearrange the rows of B so that

˜= PA



0 0

u A



and rank A  = r. By the induction hypothesis there is a unitary matrix V  ∈ C(n−1)×(n−1) such that

card

 





σ V  A  \ { 0} = r .

Now we can take



U=

1 0

0 V



˜ ) \ {0}) = r. and again card(σ (U A

2

4. Irreducible groups Example 4.1. Let G ⊂ C4×4 be the group of permutation matrices corresponding to the permutations id, (12)(34), (13)(24), (14)(23) and let D ⊂ C4×4 be the group of all diagonal matrices with entries ±1 and determinant 1. Then, the semidirect product H = D · G is an irreducible matrix group. It is easy to check that each matrix from H has at most two different eigenvalues. Therefore matrix A = I is not H-separable. The next example shows that we can find an invertible matrix A and an infinite reducible group

G such that all products X A, X ∈ G, have the same single eigenvalue. Example 4.2. It is easy to check that the characteristic polynomial of a 3 × 3 complex matrix A with det A = 1 equals to

p A (x) = x3 − tr Ax2 + tr A −1 x − 1. For

 A=

3 0 4 2 0 3 0 −1 0



we have p A (x) = (x − 1)3 . Note that A and A −1 have the same diagonal elements (3, 0, 0).

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G. Cigler, M. Jerman / Linear Algebra and its Applications 440 (2014) 213–217

Define the following subgroup G of matrices

 G=

1 0 0

0

0 0

α



; α = 0 .

α −1

0



For all X ∈ G the matrix X A has a single eigenvalue equal to 1. We can choose an identity matrix I of a suitable size and extend this example to arbitrary dimensions by replacing G with G ⊕ I and A with A ⊕ I . The previous examples lead to a natural question: Is there an irreducible group H ∈ Cn×n and a non-zero matrix A ∈ Cn×n such that for all X ∈ H the matrix X A has a single eigenvalue? Lemma 4.3. Suppose that H ⊂ Cn×n is an irreducible group and C ∈ Cn×n a matrix where n  2. If there exists a constant c ∈ C such that

tr( X C ) = c

for all X ∈ H,

then c = 0 and C = 0. Proof. Let us assume that tr( X C ) = c for all X ∈ H. Then, for all X , Y ∈ H









tr X (Y C − C ) = tr ( X Y )C − X C = 0. The irreducibility of H implies that the system of linear equations

tr( X Z ) = 0

for all X ∈ H

with the variable Z has only the trivial solution Z = 0. Therefore, Y C = C for all Y ∈ H. Suppose that C has a non-zero j-th row C j and pick

i = j. The elementary matrix E i j is a linear combination of some matrices Y 1 , . . . , Y k ∈ H, say E i j = k λk Y k . Then,

Eij C =

k



λk Y k C = λk (Y k C ) = λk C = λC . k

k

As the j-th row of the matrix E i j C is zero and the j-th row of C is non-zero, we get λ = 0. This leads to a contradiction since the i-th row of E i j C is non-zero. Therefore, C = 0 and c = 0. 2 Suppose that for all X ∈ H the matrices X A have a single eigenvalue. Since σ ( X (α A )) = ασ ( X A ) for all α ∈ C, we can replace the matrix A by a non-zero multiple α A. Also, I ∈ H, therefore we can assume that A is either a nilpotent matrix or det A = 1. Lemma 4.4. Let H ⊂ Cn×n be an irreducible group and A ∈ Cn×n a nonsingular matrix with det A = 1 such that for all X ∈ H the matrix X A has a single eigenvalue. Denote C∗ = C \ {0}. There exists a finite irreducible group G ⊂ Cn×n such that

C∗ G = C∗ H and for each X ∈ G the matrix X A has a single eigenvalue on the unit circle and det X = 1. Proof. We can assume that C∗ H = H. Since H is irreducible, we can find a basis X 1 , X 2 , . . . , X n2 ∈ H of Cn×n . The elements of a basis can be replaced by their non-zero multiples, therefore, we can assume that det X i = 1 for all i = 1, 2, . . . , n2 . It follows that G = { X ∈ H | det X = 1} is an irreducible subgroup of H such that for all X ∈ G the matrix X A has a single eigenvalue, say α X . As

G. Cigler, M. Jerman / Linear Algebra and its Applications 440 (2014) 213–217

217

1 = det( X A ) = αnX , we see that α X is an n-th root of unity. For a fixed matrix X ∈ G the matrix X A satisfies n2 linearly independent linear equations





tr X i ( X A ) = αi

for i = 1, . . . , n2 . 2

There are n different possibilities for each αi , hence we have at most nn different possibilities for the matrix X A. The nonsingularity of A implies that the group G is finite. 2 Theorem 4.5. Let n  2. Suppose that A ∈ Cn×n is a matrix and H ⊂ Cn×n is an irreducible matrix group such that for all X ∈ H the product X A has a single eigenvalue. Then A = 0. Proof. We shall consider two cases. If A is a nilpotent matrix, 0 is the only eigenvalue of X A for each X ∈ H. Therefore, tr( X A ) = 0 for all X ∈ H and by Lemma 4.3 A = 0. Now suppose that σ ( A ) = {α } and α = 0. Then, α −1 A is a unipotent matrix and we can assume that A = I + N for a nilpotent matrix N. By Lemma 4.4 we can also assume that H is a finite group and that det X = 1, σ ( X A ) = {α X } and |α X | = 1 for all X ∈ H. 1 −1 ) = tr( X A ). After applying a suitable Then, σ (( X A )−1 ) = {α − X } = {α X } and therefore tr(( X A ) similarity we can assume that all matrices in H are unitary. The unitarity of X implies









 

tr( X A ) = tr ( X A )−1 = tr A −1 X ∗ = tr X A −1

∗ 

,

hence

 



tr X A − A −1

∗ 

= 0.

We can again use Lemma 4.3 to see that A − ( A −1 )∗ = 0. Therefore, A is a unitary matrix, N = 0, A = I and each member of the group H has a single eigenvalue. Corollary 4.1.7 from [4] then implies the reducibility of H, which is a contradiction. 2 Corollary 4.6. Suppose that H is an irreducible subgroup of GLn (C). Then, each non-zero matrix A is H-semiseparable. References [1] C.S. Ballantine, Stabilization by a diagonal matrix, Proc. Amer. Math. Soc. 25 (1970) 728–734. [2] M. Choi, Z. Huang, C. Li, N. Sze, Every invertible matrix is diagonally equivalent to a matrix with distinct eigenvalues, Linear Algebra Appl. 436 (2012) 3773–3776. [3] X. Feng, Z. Li, T. Huang, Is every nonsingular matrix diagonally equivalent to a matrix with all distinct eigenvalues?, Linear Algebra Appl. 436 (2012) 120–125. [4] H. Radjavi, P. Rosenthal, Simultaneous Triangularization, Universitext, Springer-Verlag, New York, 2000.