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MATH
[1251]

Theorems from Spectral applications

All theorems from Spectral applications.

Comparing the multiplicities

For every eigenvalue,

geometric multiplicity≤algebraic multiplicity.\text{geometric multiplicity} \leq \text{algebraic multiplicity}.

Powers after diagonalisation

If

A=PDP−1,A=PDP^{-1},

then, for every non-negative integer kk,

Ak=PDkP−1.A^k=PD^kP^{-1}.

Long-term behaviour of the modes

Suppose A=PDP−1A=PDP^{-1} is diagonalisable, so it has an eigenbasis. A mode contribution cλkvc\lambda^kv with c≠0c\ne0 decays to zero when ∣λ∣<1|\lambda|<1, has constant magnitude when ∣λ∣=1|\lambda|=1 and grows when ∣λ∣>1|\lambda|>1. Without an eigenbasis, a Jordan block can produce additional factors such as kλk−1k\lambda^{k-1}, so the diagonalisation hypothesis is what makes this scalar classification complete (especially at the unit circle).

This is the modulus test for the modes of a scalar recurrence from stability of systems. Diagonalisation reduces a matrix recurrence to such scalar modes.

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