0

Consider the following proof:

Theorem 5.5. Let $\mathsf{T}$ be a linear operator on a vector space, and let $\lambda_1, \lambda_2, \ldots, \lambda_k$ be distinct eigenvalues of $\mathsf{T}$. For each $i = 1, 2, \ldots, k$, let $S_i$ be a set of eigenvectors of $\mathsf{T}$ corresponding to $\lambda_i$. If each $S_i \, (i = 1, 2, \ldots, k)$ is linearly independent, then $S_1 \cup S_2 \cup \cdots \cup S_k$ is linearly independent.

Proof. The proof is by mathematical induction on $k$. If $k = 1$, there is nothing to prove. So assume that the theorem holds for $k - 1$ distinct eigenvalues, where $k - 1 \geq 1$, and that we have $k$ distinct eigenvalues $\lambda_1, \lambda_2, \ldots, \lambda_k$ of $\mathsf{T}$. For each $i = 1, 2, \ldots, k$, let $S_i = \{v_{i1}, v_{i2}, \ldots, v_{in_i} \}$ be a linearly independent set of eigenvectors of $\mathsf{T}$ corresponding to $\lambda_i$. We wish to show that $S_1 \cup S_2 \cup \cdots \cup S_k$ is linearly independent.
Consider any scalars $\{a_{ij}\}$, where $i = 1, 2, \ldots, k$ and $j = 1, 2, \ldots, n_i$, such that $$ \sum_{i=1}^{k} \sum_{j=1}^{n_i} a_{ij} v_{ij} = 0. \tag{1} $$ Because $v_{ij}$ is an eigenvector of $\mathsf{T}$ corresponding to $\lambda_i$, applying $\mathsf{T} - \lambda_k I$ to both sides of $(1)$ yields $$\sum_{i=1}^{k-1} \sum_{j=1}^{n_i} a_{ij} (\lambda_i - \lambda_k) v_{ij} = 0. \tag{2} $$ But $S_1 \cup S_2 \cup \cdots \cup S_{k-1}$ is linearly independent by the induction hypothesis, so that $(2)$ implies $a_{ij} (\lambda_i - \lambda_k) = 0$ for $i = 1, 2, \ldots, k - 1$ and $j = 1, 2, \ldots, n_i$. Since $\lambda_1, \lambda_2, \ldots, \lambda_k$ are distinct, it follows that $\lambda_i - \lambda_k \neq 0$ for $1 \leq i \leq k-1$. Hence $a_{ij} = 0$ for $i = 1, 2, \ldots, k - 1$ and $j = 1, 2, \ldots, n_i$, and therefore $(1)$ reduces to $\sum_{j=1}^{n_k} a_{kj} v_{kj} = 0$. But $S_k$ is also linearly independent, and so $a_{kj} = 0$ for $j = 1, 2, \ldots, n_k$. Consequently $a_{ij} = 0$ for $i = 1, 2, \ldots, k$ and $j = 1, 2, \ldots, n_i$, proving that $S$ is linearly independent.

I've been looking at this proof for too long and don't get how the author went from Equation $(1)$

$$\sum_{i=1}^k \sum_{j=1}^{n_i} a_{ij}v_{ij} = 0 \tag{1}$$

to Equation $(2)$

$$\sum_{i=1}^{k-1} \sum_{j=1}^{n_i} a_{ij}(\lambda_i - \lambda_k) v_{ij} = 0 \tag{2}.$$

I think I just don't get what applying $\mathsf{T} - \lambda_k I$ on the sum means.

Anne Bauval
  • 49,005
nemo
  • 55
  • Not an answer, but related. – Anne Bauval Oct 18 '24 at 21:56
  • If the author has already proved that eigenvectors corresponding to distinct eigenvalues are necessarily linearly independent (likely by an inductive proof), you can avoid some of the mess in this proof and reduce immediately to that case. Let $v_i=\sum_{j=1}^{n_i} a_{ij}v_{ij}$. Then $v_i\in S_i$ and the nonzero such vectors are linearly independent by the prior result. The equation says that $v_1+\dots+v_k=0$. What do you immediately conclude? – Ted Shifrin Oct 18 '24 at 22:28

2 Answers2

1

By definition of an eigenvector/eigenvalue pair,

$$ Tv_{ij}=\lambda_i v_{ij}$$

so $(T-\lambda_k I)v_{ij}=\lambda_i v_{ij}-\lambda_k v_{ij}$

Linearity allows us to assert that applying $(T-\lambda_k I)$ to each term is the same as applying it to the sum as a whole, while any matrix left-multiplied by the 0 matrix on the RHS yields 0.

A.M.
  • 4,184
0

The full expansion (hopefully correct) after seeing the correct answer from A.M. I wanted to share since I struggled with it \begin{align*} (T-\lambda_kI)(\sum_{i=1}^k \sum_{j=1}^{n_i} a_{ij}v_{ij}) &= 0 \\ \sum_{i=1}^k \sum_{j=1}^{n_i} T-\lambda_kI(a_{ij}v_{ij}) &= 0 \quad \text{ (by the linearity of $T$)}\\ \sum_{i=1}^k \sum_{j=1}^{n_i} T(a_{ij}v_{ij}) - \lambda_k a_{ij} v_{ij} &= 0 \\ \sum_{i=1}^k \sum_{j=1}^{n_i} \lambda_i a_{ij}v_{ij} - \lambda_k a_{ij} v_{ij} &= 0 \quad \text{ ($v_{ij}$ is an eigenvector)}\\ \sum_{i=1}^k \sum_{j=1}^{n_i} a_{ij} (\lambda_i - \lambda_k) v_{ij} &= 0\\ \sum_{j=1}^{n_k} a_{kj} (\lambda_k - \lambda_k) v_{kj} + \sum_{i=1}^{k-1} \sum_{j=1}^{n_i} a_{ij} (\lambda_i - \lambda_k) v_{ij} &= 0\\ \sum_{i=1}^{k-1} \sum_{j=1}^{n_i} a_{ij} (\lambda_i - \lambda_k) v_{ij} &= 0\\ \end{align*}

nemo
  • 55