LFM Pure

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grandes-ecoles 2017 QI.C.2 Structured Matrix Characterization View
Give an example of a symmetric matrix $S$ in $\mathcal{S}_{2}(\mathbb{R})$ such that $\operatorname{sp}_{\mathbb{R}}(S) \subset [-1,1]$ and for which there does not exist a matrix $A \in \mathrm{O}_{2}(\mathbb{R})$ satisfying $A_{s} = S$.
grandes-ecoles 2017 QI.C.3 Diagonalizability and Similarity View
Let $S \in \mathcal{S}_{n}(\mathbb{R})$.
a) We assume that $\operatorname{sp}_{\mathbb{R}}(S) \subset [-1,1]$ and that for every eigenvalue $\lambda$ of $S$ in $]-1,1[$, the eigenspace of $S$ associated with $\lambda$ has even dimension. Show that there exists $A \in \mathrm{O}_{n}(\mathbb{R})$ such that $A_{s} = S$.
b) Conversely, show that if there exists $A \in \mathrm{O}_{n}(\mathbb{R})$ such that $A_{s} = S$, then $\operatorname{sp}_{\mathbb{R}}(S) \subset [-1,1]$ and for every eigenvalue $\lambda$ of $S$ in $]-1,1[$, the eigenspace of $S$ associated with $\lambda$ has even dimension.
grandes-ecoles 2017 QII.A.1 Linear System and Inverse Existence View
We denote $E_{n} = \mathcal{M}_{n,1}(\mathbb{R})$ equipped with the inner product $(X \mid Y) = X^{\top}Y$. A matrix in $\mathcal{M}_{n}(\mathbb{R})$ is called $F$-singular if there exists a non-zero $X \in F$ such that $\forall Z \in F, Z^{\top}KX = 0$.
Show that a matrix in $\mathcal{M}_{n}(\mathbb{R})$ is singular if and only if it is $E_{n}$-singular.
grandes-ecoles 2017 QII.A.2 Linear Transformation and Endomorphism Properties View
We denote $E_{n} = \mathcal{M}_{n,1}(\mathbb{R})$ equipped with the inner product $(X \mid Y) = X^{\top}Y$. A matrix $K \in \mathcal{M}_{n}(\mathbb{R})$ is called $F$-singular if there exists a non-zero $X \in F$ such that $\forall Z \in F, Z^{\top}KX = 0$. We assume $n \geqslant 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$.
Show that $A$ is $H$-singular if and only if there exist a non-zero vector $X$ in $H$ and a real number $\lambda$ such that $AX = \lambda N$.
grandes-ecoles 2017 QII.A.3 Determinant and Rank Computation View
We denote $E_{n} = \mathcal{M}_{n,1}(\mathbb{R})$ equipped with the inner product $(X \mid Y) = X^{\top}Y$. A matrix $K \in \mathcal{M}_{n}(\mathbb{R})$ is called $F$-singular if there exists a non-zero $X \in F$ such that $\forall Z \in F, Z^{\top}KX = 0$. We assume $n \geqslant 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$.
Deduce that $A$ is $H$-singular if and only if the matrix $A_{N} = \begin{pmatrix} A & N \\ N^{\top} & 0 \end{pmatrix} \in \mathcal{M}_{n+1}(\mathbb{R})$ is singular.
grandes-ecoles 2017 QI.A.1 Projection and Orthogonality View
Show that $\mathcal{S}_{n}(\mathbb{R})$ and $\mathcal{A}_{n}(\mathbb{R})$ are two supplementary orthogonal vector subspaces in $\mathcal{M}_{n}(\mathbb{R})$ and specify their dimensions.
grandes-ecoles 2017 QI.A.2 Projection and Orthogonality View
Let $A \in \mathcal{M}_{n}(\mathbb{R})$. Show that for every matrix $S \in \mathcal{S}_{n}(\mathbb{R}), \left\|A - A_{s}\right\|_{2} \leqslant \|A - S\|_{2}$. Specify under what condition on $S \in \mathcal{S}_{n}(\mathbb{R})$ this inequality is an equality.
grandes-ecoles 2017 QI.B.1 Projection and Orthogonality View
If $M \in \mathcal{M}_{n}(\mathbb{R})$ and $X, Y \in \mathcal{M}_{n,1}(\mathbb{R})$, the matrix $X^{\top} M Y$ belongs to $\mathcal{M}_{1}(\mathbb{R})$ and we agree to identify it with the real number equal to its unique entry.
With this convention, show that $A_{s} \in \mathcal{S}_{n}^{+}(\mathbb{R})$ if and only if $\forall X \in \mathcal{M}_{n,1}(\mathbb{R}), X^{\top} A_{s} X \geqslant 0$ and that $A_{s} \in \mathcal{S}_{n}^{++}(\mathbb{R})$ if and only if $\forall X \in \mathcal{M}_{n,1}(\mathbb{R}) \backslash \{0\}, X^{\top} A_{s} X > 0$.
grandes-ecoles 2017 QI.B.3 Matrix Decomposition and Factorization View
We assume that $A_{s} \in \mathcal{S}_{n}^{++}(\mathbb{R})$.
a) Show that there exists a unique matrix $B$ in $\mathcal{S}_{n}^{++}(\mathbb{R})$ such that $B^{2} = A_{s}$.
b) Show that there exists a matrix $Q$ in $\mathcal{A}_{n}(\mathbb{R})$ such that $\operatorname{det}(A) = \operatorname{det}\left(A_{s}\right) \operatorname{det}\left(I_{n} + Q\right)$.
c) Deduce that $\operatorname{det}(A) \geqslant \operatorname{det}\left(A_{s}\right)$.
grandes-ecoles 2017 QI.B.4 Determinant and Rank Computation View
We assume $A$ is invertible and, in accordance with the notation of the problem, $\left(A^{-1}\right)_{s}$ denotes the symmetric part of the inverse of $A$. Show that $(\operatorname{det}(A))^{2} \operatorname{det}\left(\left(A^{-1}\right)_{s}\right) = \operatorname{det}\left(A_{s}\right)$.
One may consider $A\left(A^{-1}\right)_{s} A^{\top}$.
grandes-ecoles 2017 QI.C.2 Structured Matrix Characterization View
Give an example of a symmetric matrix $S$ in $\mathcal{S}_{2}(\mathbb{R})$ such that $\mathrm{sp}_{\mathbb{R}}(S) \subset [-1,1]$ and for which there does not exist a matrix $A \in \mathrm{O}_{2}(\mathbb{R})$ satisfying $A_{s} = S$.
grandes-ecoles 2017 QII.A.1 Linear System and Inverse Existence View
Show that a matrix in $\mathcal{M}_{n}(\mathbb{R})$ is singular if and only if it is $E_{n}$-singular.
grandes-ecoles 2017 QII.A.2 Linear Transformation and Endomorphism Properties View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. Show that $A$ is $H$-singular if and only if there exist a non-zero vector $X$ in $H$ and a real number $\lambda$ such that $AX = \lambda N$.
grandes-ecoles 2017 QII.A.3 Determinant and Rank Computation View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. Deduce that $A$ is $H$-singular if and only if the matrix $A_{N} = \left(\begin{array}{cc} A & N \\ N^{\top} & 0 \end{array}\right) \in \mathcal{M}_{n+1}(\mathbb{R})$ is singular.
grandes-ecoles 2017 QII.A.4 Matrix Algebra and Product Properties View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$. Show that there exists a matrix $B = \left(\begin{array}{ll} B_{1} & B_{2} \\ B_{3} & B_{4} \end{array}\right)$ with $B_{1} \in \mathcal{M}_{n}(\mathbb{R}), B_{2} \in \mathcal{M}_{n,1}(\mathbb{R}), B_{3} \in \mathcal{M}_{1,n}(\mathbb{R})$, $B_{4} \in \mathcal{M}_{1}(\mathbb{R})$ such that: $A_{N} B = \left(\begin{array}{cc} I_{n} & 0 \\ N^{\top} A^{-1} & -N^{\top} A^{-1} N \end{array}\right)$.
grandes-ecoles 2017 QII.A.5 Determinant and Rank Computation View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$. Deduce that $\operatorname{det}\left(A_{N}\right) = -N^{\top} A^{-1} N \operatorname{det}(A)$.
grandes-ecoles 2017 QII.A.6 Determinant and Rank Computation View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$. Show that if $\operatorname{det}\left(\left(A^{-1}\right)_{s}\right) = 0$, then there exists a hyperplane $H$ of $E_{n}$ such that $A$ is $H$-singular.
grandes-ecoles 2017 QII.A.7 Determinant and Rank Computation View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$. Deduce that if $\operatorname{det}\left(A_{s}\right) = 0$, then there exists a hyperplane $H$ of $E_{n}$ such that $A$ is $H$-singular.
grandes-ecoles 2017 QII.A.8 Projection and Orthogonality View
We assume $n \geq 2$. Let $F = H$ be a hyperplane of $E_{n}$ and let $N \in E_{n}$ be a unit vector normal to $H$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$. We assume that $A_{s} \in \mathcal{S}_{n}^{++}(\mathbb{R})$. Show that $A$ is $H$-regular for every hyperplane $H$ of $E_{n}$.
grandes-ecoles 2017 QII.B.1 Determinant and Rank Computation View
We consider the matrix $$A = A(\mu) = \left(\begin{array}{ccc} 2-\mu & -1 & \mu \\ -1 & 2-\mu & \mu-1 \\ 0 & -1 & 1 \end{array}\right)$$ Show that $A(\mu)$ is invertible for every real $\mu$.
grandes-ecoles 2017 QII.B.2 Determinant and Rank Computation View
We consider the matrix $$A = A(\mu) = \left(\begin{array}{ccc} 2-\mu & -1 & \mu \\ -1 & 2-\mu & \mu-1 \\ 0 & -1 & 1 \end{array}\right)$$ Calculate $A(\mu)_{s}$ and show that $A(\mu)_{s}$ is singular for $\mu = 1, 1-\sqrt{3}, 1+\sqrt{3}$.
grandes-ecoles 2017 QII.B.3 Projection and Orthogonality View
We consider the matrix $$A = A(\mu) = \left(\begin{array}{ccc} 2-\mu & -1 & \mu \\ -1 & 2-\mu & \mu-1 \\ 0 & -1 & 1 \end{array}\right)$$ Determine a hyperplane $H$ such that $A(1)$ is $H$-singular.
grandes-ecoles 2017 QII.C.1 Linear Transformation and Endomorphism Properties View
We assume $n \geq 3$. Let $F$ be a vector subspace of $E_{n}$ of dimension $n-2$. We consider $(N_1, N_2)$ a basis of $F^{\perp}$ and we set $N = \left(\begin{array}{ll} N_{1} & N_{2} \end{array}\right) \in \mathcal{M}_{n,2}(\mathbb{R})$.
Show that $A$ is $F$-singular if and only if there exist a non-zero element $X$ of $F$ and two real numbers $\lambda_{1}$, $\lambda_{2}$ such that $AX = \lambda_{1} N_{1} + \lambda_{2} N_{2}$.
grandes-ecoles 2017 QII.C.2 Determinant and Rank Computation View
We assume $n \geq 3$. Let $F$ be a vector subspace of $E_{n}$ of dimension $n-2$. We consider $(N_1, N_2)$ a basis of $F^{\perp}$ and we set $N = \left(\begin{array}{ll} N_{1} & N_{2} \end{array}\right) \in \mathcal{M}_{n,2}(\mathbb{R})$.
Deduce that $A$ is $F$-singular if and only if the matrix $$A_{N} = \left(\begin{array}{ccc} A & N_{1} & N_{2} \\ N_{1}^{\top} & 0 & 0 \\ N_{2}^{\top} & 0 & 0 \end{array}\right) = \left(\begin{array}{cc} A & N \\ N^{\top} & 0_{2} \end{array}\right) \in \mathcal{M}_{n+2}(\mathbb{R})$$ is singular.
grandes-ecoles 2017 QII.C.3 Matrix Algebra and Product Properties View
We assume $n \geq 3$. Let $F$ be a vector subspace of $E_{n}$ of dimension $n-2$. We consider $(N_1, N_2)$ a basis of $F^{\perp}$ and we set $N = \left(\begin{array}{ll} N_{1} & N_{2} \end{array}\right) \in \mathcal{M}_{n,2}(\mathbb{R})$. $A$ is an invertible matrix in $\mathcal{M}_{n}(\mathbb{R})$.
Show that there exists a matrix $B = \left(\begin{array}{ll} B_{1} & B_{2} \\ B_{3} & B_{4} \end{array}\right)$ with $B_{1} \in \mathcal{M}_{n}(\mathbb{R}), B_{2} \in \mathcal{M}_{n,2}(\mathbb{R}), B_{3} \in \mathcal{M}_{2,n}(\mathbb{R})$ and $B_{4} \in \mathcal{M}_{2}(\mathbb{R})$ such that $$A_{N} B = \left(\begin{array}{cc} I_{n} & 0 \\ N^{\top} A^{-1} & -N^{\top} A^{-1} N \end{array}\right)$$