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eigenvalues of AB and of BA are identical

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hbghlyj Posted at 2023-6-7 17:46:52 |Read mode
Last edited by hbghlyj at 2023-6-19 22:59:00Weinstein–Aronszajn identity:對任意兩方陣 $ A,B $,其特徵多項式 $ p_{AB}(t)=p_{BA}(t) $.
How can we prove Sylvester's determinant identity?
ab, ba, and the spectrum
當 $A$ 是非奇異矩陣,$AB$ 和 $BA$ 相似:$ {\displaystyle BA=A^{-1}(AB)A.} $
當$A$和$B$都是奇異矩陣,$AB$和$BA$不一定相似。反例:取
$$A = \left[ \begin{array}{cc} 0 & 1 \\ 0 & 0 \end{array} \right], B = \left[ \begin{array}{cc} 0 & 0 \\ 0 & 1 \end{array} \right].$$
有 $AB = A$ 但 $BA = 0$。

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 Author| hbghlyj Posted at 2023-6-8 18:57:18
AAT and ATA share non-zero eigenvalues$\def\tr{\operatorname{Tr}}$
In fact, nonzero eigenvalues $AB$ and $BA$ are the same for any rectangular matrices
$A$ and $B$. This follows from the fact that $\tr((AB)^k) = \tr((BA)^k)$ and the coefficients of the characteristic polynomials of a square matrix $A$ are a function of $\tr(A^k).$

$\tr((AB)^k) = \tr((BA)^k)$ follows from cyclic property of trace
the coefficients of $\chi_A$ are a function of $\tr(A^k)$ follows from the Faddeev–LeVerrier algorithm

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 Author| hbghlyj Posted at 2023-6-20 05:59:01

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 Author| hbghlyj Posted at 2023-6-20 09:44:12

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Czhang271828 Posted at 2023-6-20 16:04:47
恒等式 $\lambda^n\det (\lambda I_m-BA)=\lambda^m\det (\lambda I_n-AB)$ 出现过很多次了, 最近一次是此贴.

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2025-4-20 22:11 GMT+8

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