Multivariate Analysis

Published on January 2017 | Categories: Documents | Downloads: 51 | Comments: 0 | Views: 490
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3.

Let A be a diagonalizable matrix and satisfy A4 = A. (1) Find the possible eigenvalues of A.

Answer: A is a diagonalizable matrix so A can be defined as like:

where P can be form from eigenvector of matrix A and D is a diagonal matrix with eigenvalue of matrix A as the main diagonal. It is said that:

Because D is a diagonal matrix with eigenvalue of matrix A as the main diagonal, it can be written too like:

=

[

]

[

]

The only possible nonzero eigenvalues (λ) that can satisfy that equation is:

So the only possible nonzero eigenvalues of A is 1. (2) Answer: Prove and disprove that A2 = A.

Because D is a diagonal matrix with eigenvalue of matrix A as the main diagonal, it can be written too like:

[

]

[

]

Therefore,

[

]

[

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The equation is satisfy therefore it can be concluded (3) Determine the rank of A.

Answer: For diagonalizable matrix A, the rank will be equal to the number of nonzero eigenvalues. The number of nonzero eigenvalues of matrix A is 1, which 1. , so the rank of A will be

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