Since every eigenvalue is nonzero, is an invertible matrix. Multiplying by the inverse matrix gives
Hence the eigenvectors are unchanged and the corresponding eigenvalues are .
Decompose . The rank-one matrix update acts as multiplication by along and as zero on its orthogonal complement. Thus
The perpendicular eigenvalue has multiplicity and is absent when . Consequently is always an invertible matrix, while
The matrix trace is . Expanding the matrix products gives . Thus the cyclic property of the trace gives zero trace to every commutator. If , taking the trace would give , impossible for positive finite over the real or complex field.
For real , let , a real polynomial of degree at most . Since , it is not the zero polynomial. It has at most finitely many real roots of a polynomial, so is an invertible matrix for some real , in fact for all but finitely many.
Finally write the invertible intertwiner as . The relation and the reality of give and . Choose a real for which is invertible. Then , so . This proves that complex similarity of real matrices implies real similarity.
An invertible matrix is a square matrix for which there is a matrix with . Write its assumed diagonalization as , where is invertible and . Then
If the determinant is nonzero, every is nonzero, so exists and . If the determinant is zero, at least one eigenvalue is zero; its nonzero eigenvector is mapped to zero, which an invertible map cannot do. Hence
The equivalence holds even without diagonalizability, but the eigenbasis proves the stated case directly.
A square matrix is a diagonalizable matrix over the chosen field when there are an invertible matrix and a diagonal matrix such that . If is column of and , the identity gives . Invertibility makes these columns linearly independent eigenvectors.
Conversely, put linearly independent eigenvectors in the columns of and their eigenvalues in . Then is invertible and , giving
Repeated eigenvalues are allowed; the requirement is a complete eigenbasis, not distinctness of the eigenvalues.
If were a singular matrix, a nonzero vector would satisfy , so . This would make an eigenvalue of the anti-Hermitian matrix, contrary to part (a). Thus . The same argument shows is an invertible matrix, which will also be used below.
Put , so . Because the Hermitian matrices commute,
For every nonzero vector ,
since is an invertible matrix. Thus and are invertible matrices, justifying the inverse in the definition of . The conjugate transpose of is . Since and commute, their inverses do too, and
Hence is a unitary matrix.
Complete the square in the Hermitian matrix polynomial:
For every nonzero vector ,
Thus is a positive-definite matrix, so . In finite-dimensional spectral theorem terms, each eigenvalue is
If , the scalar polynomial has real roots of a polynomial
An allowed nonzero root can be an eigenvalue of , a Hermitian matrix which is also an invertible matrix, in which case has a zero eigenvalue. For example, , , gives . The weaker inequality does not force failure for every ; it removes the general positive lower bound. There is also the harmless corner , for which stays positive definite because is invertible, even though the strict discriminant hypothesis is absent.
The anticommutator condition and invertibility give the matrix similarities
Since matrix trace is invariant under matrix similarity,
Hence . Taking determinants in the first matrix similarity also gives
Since is an invertible matrix, , and . In terms of eigenvalues, the same matrix similarity pairs each nonzero eigenvalue with , with the same algebraic multiplicity, so an odd number of them is impossible.
Expanding the characteristic polynomial gives
Therefore and . Both are polynomial functions of the three real coordinates, so they are continuous functions, including on the open subset of invertible matrices.
On , . Its image contains positive values, for example , and negative ones, for example . If were connected, its continuous real image would be an interval containing both signs and hence zero. That is impossible. Thus is not connected. More precisely its determinant image is : take for a positive value and for a negative one.
The first row has off-diagonal sum . Rows have sums less than , and the last row has sum , since . Every row except the second therefore has its Gershgorin disc strictly away from zero: its centre is at least one in the first row and at least three in the remaining rows.
For the second row, an exact sufficient condition is . Since the sum is strictly below , the coefficient-independent bounds
guarantee that zero is outside every Gershgorin disc. Consequently zero is not an eigenvalue and is an invertible matrix. Equality at is allowed because the off-diagonal entry bounds are strict. These are sufficient strict diagonal dominance bounds; values of between them can also give invertible matrices.
Gaussian elimination uses elementary row operations to remove entries below successive pivot elements, reducing a linear system to one with an upper triangular matrix. Back substitution then solves that system. It also computes a reusable matrix factorization, so additional right-hand sides can be handled by forward substitution and back substitution without repeating the elimination.
For elimination without row exchanges, let . At step , provided the pivot element is nonzero, form the elimination multipliers
and perform , applying the same operation to the right-hand side. More explicitly the resulting entries satisfy for , .
Let , where are the standard basis vectors. Then
The matrix is a unit lower triangular matrix storing the elimination multipliers, while is an upper triangular matrix:
Solving becomes followed by . If a required pivot element vanishes, an unpermuted LU decomposition can fail even for an invertible matrix. Row exchanges, typically selected by partial pivoting, instead produce with a permutation matrix ; then solve , .
Write for the vector space of polynomials of polynomial degree at most , and put . As the question calls the weighted integral an inner product, its finiteness is implicit; for example, a positive integrable weight suffices for all the continuous functions involved here.
For every , differentiating the squared weighted norm at its minimum gives the orthogonality equations
In particular, the requested linear system is
Its Gram matrix is a symmetric positive-definite matrix: for any nonzero vector ,
Indeed a nonzero polynomial is nonzero on some open interval, and the weight is positive. Therefore is an invertible matrix, proving uniqueness. Conversely, if these equations hold, the Pythagorean theorem in an inner-product space gives, for every ,
so the solution really is the unique best approximation.
The Euclidean norm is invariant under an orthogonal matrix, so the full singular value decomposition gives
The second term is independent of ; the first attains its unique minimum zero because is an invertible matrix. The linear least squares solution is therefore
Here is the Moore-Penrose inverse, and the fitted vector is the orthogonal projection onto the image of a linear map defined by .
With the singular value decomposition supplied, forming costs arithmetic operations, diagonal scaling costs , and multiplication by costs . Since ,
One need not form , or to calculate . Computing the needed thin singular value decomposition first has standard dense cost ; explicitly forming an entire orthogonal completion can require additional work when is much larger than .
All singular values are positive, so and are invertible matrices and has matrix rank . The image of a linear map is therefore
with those columns furnishing an orthonormal basis. Also implies and hence . Thus
Finally exactly when . The remaining columns of the full orthogonal matrix span this orthogonal complement:
If , this last null space also equals and has the empty basis.
Write , where is the diagonal matrix of diagonal entries of , and are its strictly lower- and upper-triangular parts. Since is symmetric, . Subtract the two factors in the SOR iteration:
Therefore, for ,
Positive definiteness makes each , so the triangular matrix is an invertible matrix for every . The original formula gives ; the expression for itself is undefined there. The affine term ensuring that the desired solution is a fixed point is .
The claim is true, with
It is a symmetric positive-definite matrix: for every nonzero vector , the fact that is an invertible matrix gives . Since , every candidate satisfies
The generalized minimal residual method therefore minimizes precisely this weighted norm of the error over the linear span of . The same matrix works for every and does not depend on .
Write and . The Arnoldi decomposition and give
Because has orthonormal columns, it preserves the Euclidean norm. The generalized minimal residual method therefore reduces to the small linear least-squares problem
Use Givens rotations on the upper Hessenberg matrix to obtain a QR decomposition
where is an orthogonal matrix and is an upper triangular matrix. Then solve by backward substitution in a triangular system and form . The resulting minimum linear-system residual has Euclidean norm .
The small problem has a unique answer: if , the Arnoldi decomposition gives . The invertible matrix implies , and the orthonormality of then gives . Thus has full column rank and is nonsingular.
Take the invertible matrix , whose determinant is . Suppose it had an LU factorization with any lower triangular and upper triangular :
The entry gives , so . The entry gives , so . But then the entry would be , contradicting . Thus this nonsingular matrix has no unpermuted LU factorization, even without imposing a unit diagonal on . A row permutation resolves the zero pivot, explaining the role of partial pivoting.
There are possible translation vectors. An invertible matrix is specified by an ordered basis of . Its first column can be any nonzero vector, giving choices. After choosing independent columns, their span has elements, so the next column has choices. Therefore