For a sufficiently smooth local map fixing the origin, a local invariant centre manifold is tangent to the generalized eigenspaces with eigenvalues of modulus one. Writing the map as and the manifold as gives the invariance equation . Finite Taylor series coefficients can be found from this equation. If all transverse eigenvalues have modulus less than one, local asymptotic stability reduces to that of the map on the centre manifold.
For in the derived algebra of a complex matrix Lie algebra , define by multiplication by on each generalized eigenspace of . Polynomial interpolation and adjoint compatibility of additive Jordan decomposition make a polynomial in with zero constant term, so . Trace orthogonality of and forces the displayed sum to vanish. Thus is a nilpotent endomorphism, and the Engel theorem implies solvability. The auxiliary and the Jordan components are not required to lie in .
A stationary iterative method for a linear system converges to its specified fixed point for every initial vector if and only if its iteration matrix satisfies , where the spectral radius is the largest modulus of an eigenvalue.[ref]
Notes for Ma221 Lecture 21, Nov 10 2009. Math 221, Matrix Computations, Fall 2009; Basic iterative methods: theorem following the spectral-radius lemmas, before the Jacobi update
For a diagonalizable matrix, write . Then , so each eigenvector coefficient tends to zero exactly when its eigenvalue has modulus less than one. For a general matrix, the Jordan normal form gives the same result: a Jordan block with a nilpotent matrix of size satisfiesIf , every coefficient tends to zero because exponential decay beats any fixed polynomial in ; if , the block vanishes once . Conversely, an eigenvector with provides an initial error that cannot tend to zero. For a real matrix with complex eigenvalues, the same obstruction appears in the real invariant subspace spanned by the real and imaginary parts of an eigenvector.
The words "every initial vector" matter. For example, fails the criterion, but still tends to zero. Here a generic initial error has a nonzero first coordinate and diverges; the exceptional errors lie on the second coordinate axis. With , generic errors oscillate rather than diverge in norm, while the same exceptional axis still converges. Both are valid matrix splittings with and . In general the convergent errors form the direct sum of the generalized eigenspaces for ; if , this is a proper linear subspace.
A small spectral radius describes eventual convergence, but does not imply that the Euclidean norm of the error decreases on every step for a non-normal matrix. An operator norm bound does give the stepwise estimate . For a real symmetric matrix, the matrix 2-norm equals its spectral radius, making this particularly direct.
Floquet growth rate Created 2026-10-06 Updated 2026-10-14
The Floquet growth rate measures the exponential trend of a periodic linear differential equation over many coefficient periods. A Floquet multiplier measures the factor per period ; the corresponding rate per unit time iswhere is a Floquet exponent. Taking the real part removes the ambiguity in the complex logarithm.
For the scalar example under periodic solution, and the Floquet growth rate is , independently of . Indeed,The instantaneous logarithmic derivative keeps oscillating even though its average over complete periods is exactly . Sampling at the same phase in each period removes the modulation altogether: .
For the general finite-dimensional homogeneous linear differential equation , assume that is continuous on the real line and -periodic, with . Normalize its fundamental matrix by and set . The maximal asymptotic exponential rate, using any induced matrix norm, isHere is the spectral radius, are the Floquet multipliers, and invertibility gives . This concerns growth of the solution operator; it does not say that every initial condition attains the maximum.[ref]
To prove the formula, write with . Periodicity and uniqueness giveBoth and have uniformly bounded matrix norms on a period. Consequently differs from by at most fixed multiplicative factors. The spectral radius formula gives , proving the claimed limit without choosing a matrix logarithm.
For a particular nonzero initial condition , decompose into the generalized eigenspaces of over the complex numbers. The rate of is the largest among components that are nonzero. Generic data have a component in the dominant generalized eigenspaces and attain ; data contained in the sum of the subdominant generalized eigenspaces have a smaller rate. For example, with , the maximal rate is , while decays at rate . These invariant subspaces describe initial data at phase zero. Their transported versions can vary with time and satisfy .
A negative Floquet growth rate allows temporary amplification. For the constant non-normal matrixthe initial condition has Euclidean norm , which rises from to about at before eventually decaying. Its exponential rate is still : the Jordan block contributes a polynomial factor, whose logarithm divided by tends to zero. At a unit-modulus Floquet multiplier, such polynomial growth can even be unbounded with zero exponential rate; gives . Thus zero Floquet growth rate alone proves neither boundedness nor a periodic solution.
Generalized-eigenspace bracket lemma 2026-09-28
If is a derivation of a Lie algebra, then its generalized eigenspaces satisfyApply a sufficiently large power of and use the binomial theorem together with the derivation rule.
Every finite-dimensional complex Lie algebra representation of a nilpotent Lie algebra decomposes into invariant generalized weight spaces. The nilpotence assumption is essential: a general solvable action can have extensions between distinct weights.
Here is a proof. For , nilpotence gives , hence . By the nilpotent commutator preserves generalized eigenspaces lemma, every generalized eigenspace of is invariant under every . Split successively by the acting operators of a basis of . Each resulting block is invariant under , and each basis operator has only one eigenvalue on it. The Lie theorem triangularizes the action on each block; its diagonal entries therefore give one and the same linear functional on every basis vector of that block. Every is strictly upper triangular there, proving that the block is . Distinct blocks have distinct weights, so this is a direct sum. On the zero generalized weight space, every acting operator is a nilpotent endomorphism, so the Engel theorem supplies a nonzero common annihilated vector whenever that space is nonzero.
Jordan–Chevalley decomposition Created 2026-10-06 Updated 2026-10-07
Over an algebraically closed field, a linear operator has a unique decomposition into a commuting diagonalisable endomorphism and nilpotent endomorphism . On its generalized eigenspace for , set and . The Chinese remainder theorem makes both parts polynomials in , so they preserve every -invariant subspace. Uniqueness follows by restricting any other commuting decomposition to those generalized eigenspaces. Over a perfect field the semisimple part need only become diagonalizable after scalar extension.
For endomorphisms of a finite-dimensional complex vector space, suppose repeated commutation with annihilates . Write the blocks of using the generalized eigenspaces of . On , the operator is plus a nilpotent endomorphism. If , it is invertible, so forces that off-diagonal block of to vanish. Thus preserves each generalized eigenspace. This allows a nilpotent Lie algebra representation to be split by generalized eigenvalues even when its acting operators do not commute.
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 3 7B Solution Created 2026-09-24 Updated 2026-10-14
At a hyperbolic saddle, the stable invariant subspace of is the sum of its generalized eigenspaces with negative real parts; the unstable subspace uses positive real parts. The stable manifold theorem gives invariant local manifolds tangent to these subspaces at the equilibrium, with the corresponding dimensions and the appropriate forward or backward convergence to the equilibrium.
Here the Jacobian is , so the unstable tangent is the axis and the stable tangent the axis. For the stable graph write . Invariance requires . Comparing quadratic and cubic terms gives and , so .
For the unstable graph , invariance is . Coefficients give and , so . Thus the cubic graph expansion of a saddle invariant manifold isThese describe the local manifolds to cubic order, not exact global polynomial curves.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 1 2 Solution Created 2026-10-03 Updated 2026-10-14
Work in finite dimension over ; the characteristic-zero real version follows by complexification. The Cartan solvability criterion isIts semisimplicity consequence, also often called Cartan's criterion, is is semisimple if and only if its Killing form is nondegenerate. We prove both forms.
The auxiliary results used are as follows. The Lie theorem simultaneously triangularizes every finite-dimensional representation of a complex solvable Lie algebra. The Engel theorem says that a matrix Lie algebra consisting entirely of nilpotent endomorphisms has a common annihilated nonzero vector and a basis making all its matrices strictly upper triangular; in particular it is a nilpotent Lie algebra. Nilpotent means that the lower central series terminates, which implies that the derived series terminates as well. Finally, the Additive Jordan decomposition writes any complex endomorphism uniquely as , where is diagonalizable, is nilpotent and they commute. On a generalized eigenspace , the two parts are and , and both are polynomials in . On endomorphisms, is diagonalizable, is nilpotent, and these are the Jordan parts of : the first assertion follows by splitting into maps between eigenspaces, and the second by expanding repeated commutators with the nilpotent .
First prove the linear trace version: if andthen is solvable. Fix and let be its generalized eigenspace decomposition. Define to act on by the scalar . We do not assume that , or belongs to .
On , has the form with nilpotent, whereas is multiplication by . Choose a polynomial with for every occurring eigenvalue difference , and with all its derivatives of positive order up to the relevant nilpotency index zero at . Such a polynomial exists by Hermite interpolation, or the Chinese remainder theorem for the pairwise coprime powers of . At its value is zero, so . Expanding now givesBecause and is an ideal, every positive power of sends into . The zero constant term therefore gives .
Express as a sum of commutators with . Cyclicity of trace and the hypothesis implyBut on , has trace , since the nilpotent part has trace zero. Henceforcing every eigenvalue of to vanish. Thus every member of the derived algebra is a nilpotent endomorphism. By the Engel theorem, is nilpotent and therefore solvable; its derived series terminates, and adjoining the initial term shows that is solvable.
Conversely, if is solvable, the Lie theorem makes it upper triangular. Commutators of upper-triangular matrices have zero diagonal, and multiplying such a commutator by an upper-triangular matrix still has zero diagonal. Therefore the trace condition holds. Apply this equivalence to . Its trace pairing is the Killing form, and solvability of its image is equivalent to solvability of : the kernel is its abelian centre, so a terminating derived series in the quotient terminates after at most one more step in . This proves the solvability criterion.
For the semisimplicity criterion, let be the radical of the Killing form. Invariance makes a Lie algebra ideal. For , their adjoint actions on vanish, so computing trace in a basis adapted to gives . The solvability criterion applied to shows it is a solvable ideal. Thus a semisimple Lie algebra has and a nondegenerate Killing form.
Conversely, any nonzero solvable ideal has a last nonzero term in its derived series; this is an abelian ideal of . For , , the map sends into and vanishes on , so has trace zero. Hence . A nondegenerate Killing form therefore rules out nonzero solvable ideals, exactly the definition of semisimplicity.
For classification, nondegeneracy of the Killing form provides the duality and root-space pairings used to extract a reduced crystallographic root system from a semisimple Lie algebra. Classification then reduces to the finite Dynkin diagrams and reconstruction of the Lie algebra from its root data.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 2 1 c Solution Created 2026-10-03 Updated 2026-10-14
An -point means a unital algebra homomorphism over a field , as in points of a noncommutative algebra. It is specified by and satisfying . For and not a root of unity, , so scalar commutativity gives . Hence the scalar points are the union of the two coordinate axes:
For matrix-valued points of a noncommutative algebra, put and let be a generalized eigenspace. From ,Therefore , interpreting a missing eigenvalue as the zero space. In particular the linear subspaces and are invariant under both matrices. If , the numbers are distinct. A nonzero vector with would force all intervening generalized eigenspaces to be nonzero, impossible in dimension . Thus : is nilpotent on , although is invertible there.
Apply the same argument with exchanged, using . The sum of the nonzero generalized eigenspaces is invariant under both matrices, and is nilpotent on it. Consequently . Conversely, since is nilpotent on , its nonzero generalized eigenspaces all lie in . Decompose the restriction of to that invariant space into its nonzero and zero generalized eigenspaces:The zero generalized eigenspace of is -invariant by the scaling identity, so is invariant under both matrices. On , both matrices have only zero eigenvalues, hence are nilpotent matrices. This proves the spectral decomposition of a quantum-plane point:Here mean sums of generalized eigenspaces, not merely ordinary eigenspaces; that distinction is necessary for non-diagonalizable points.
