LFM Pure

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grandes-ecoles 2018 Q21 Linear Transformation and Endomorphism Properties View
Show that if $M$ is in $\mathcal{M}_n(\mathbb{C})$, then the following propositions are equivalent:
i. there exists $x_0$ in $\mathbb{C}^n$ such that $(x_0, f_M(x_0), \ldots, f_M^{n-1}(x_0))$ is a basis of $\mathbb{C}^n$;
ii. $M$ is similar to the matrix $C(a_0, \ldots, a_{n-1})$ defined by $$C(a_0, \ldots, a_{n-1}) = \left(\begin{array}{ccccc} 0 & 0 & \cdots & 0 & a_0 \\ 1 & \ddots & & \vdots & a_1 \\ 0 & \ddots & \ddots & \vdots & \vdots \\ \vdots & \ddots & \ddots & 0 & \vdots \\ 0 & \cdots & 0 & 1 & a_{n-1} \end{array}\right)$$ where $(a_0, \ldots, a_{n-1})$ are complex numbers.
grandes-ecoles 2018 Q25 Eigenvalue and Characteristic Polynomial Analysis View
Let $(a_0, \ldots, a_{n-1}) \in \mathbb{C}^n$. If $\lambda$ is a root of the polynomial identified in Q24, determine the eigenspace of $C(a_0, \ldots, a_{n-1})$ associated with the eigenvalue $\lambda$ and specify its dimension.
grandes-ecoles 2018 Q26 Diagonalizability and Similarity View
Deduce a necessary and sufficient condition for a cyclic matrix to be diagonalizable.
grandes-ecoles 2018 Q27 Linear System and Inverse Existence View
Let $\tau$ be a strictly positive real and $q$ a natural integer greater than or equal to 2. We set $\delta = \frac{1}{q+1}$ and $r = \frac{\tau}{\delta^{2}}$. The numerical scheme imposes, for any natural integer $n$ and any $k \in \llbracket 1, q \rrbracket$: $$\frac{f_{n+1}(k) - f_{n}(k)}{\tau} = \frac{f_{n}(k+1) - 2f_{n}(k) + f_{n}(k-1)}{\delta^{2}}$$ as well as $f_{n}(0) = f_{n}(q+1) = 0$. We set $F_{n} = \left(\begin{array}{c} f_{n}(1) \\ \vdots \\ f_{n}(q) \end{array}\right)$, $I_{q}$ is the identity matrix of order $q$, $B$ is the square matrix of order $q$ with coefficient $(i,j)$ equal to 1 if $|i-j|=1$ and 0 otherwise, and $A = (1-2r)I_{q} + rB$. Show that, for all $n \in \mathbb{N}$, $F_{n+1} = A F_{n}$.
grandes-ecoles 2018 Q27 Linear Transformation and Endomorphism Properties View
Let $M$ be a cyclic matrix and $x_0$ be a cyclic vector of $f_M$. Let $P \in \mathbb{C}[X]$. Show that $P(f_M) \in \mathcal{C}(f_M)$, where $\mathcal{C}(f_M) = \{g \in \mathcal{L}(\mathbb{C}^n) \mid f_M \circ g = g \circ f_M\}$.
grandes-ecoles 2018 Q28 Diagonalizability and Similarity View
With the same setup as Q27 (matrices $A$, $B$, $I_q$, $r$, $F_n$), justify that the matrices $A$ and $B$ are diagonalizable over $\mathbb{R}$ and that, for all $n \in \mathbb{N}$, $F_{n} = A^{n} F_{0}$.
grandes-ecoles 2018 Q28 Linear Transformation and Endomorphism Properties View
Let $M$ be a cyclic matrix and $x_0$ be a cyclic vector of $f_M$. Let $g \in \mathcal{C}(f_M)$. Show that there exist $(\alpha_0, \ldots, \alpha_{n-1}) \in \mathbb{C}^n$ such that $g = \alpha_0 Id_{\mathbb{C}^n} + \alpha_1 f_M + \cdots + \alpha_{n-1} f_M^{n-1}$. One may use the basis $(x_0, f_M(x_0), \ldots, f_M^{n-1}(x_0))$ and express $g(x_0)$ in this basis.
grandes-ecoles 2018 Q29 Linear Transformation and Endomorphism Properties View
Let $M$ be a cyclic matrix and $x_0$ be a cyclic vector of $f_M$. The set $\mathcal{C}(f_M) = \{g \in \mathcal{L}(\mathbb{C}^n) \mid f_M \circ g = g \circ f_M\}$ is sought to be shown to be the set of polynomials in $f_M$. Conclude.
grandes-ecoles 2018 Q31 Linear Transformation and Endomorphism Properties View
Let $N = \left(\begin{array}{ccccc} 0 & 0 & \cdots & \cdots & 0 \\ 1 & 0 & & & \vdots \\ 0 & \ddots & \ddots & & \vdots \\ \vdots & \ddots & \ddots & \ddots & \vdots \\ 0 & \cdots & 0 & 1 & 0 \end{array}\right)$.
Is the matrix $N$ cyclic?
grandes-ecoles 2018 Q32 Structured Matrix Characterization View
Let $N = \left(\begin{array}{ccccc} 0 & 0 & \cdots & \cdots & 0 \\ 1 & 0 & & & \vdots \\ 0 & \ddots & \ddots & & \vdots \\ \vdots & \ddots & \ddots & \ddots & \vdots \\ 0 & \cdots & 0 & 1 & 0 \end{array}\right)$.
Show that the set of matrices that commute with $N$ is the set of lower triangular Toeplitz matrices.
grandes-ecoles 2018 Q33 Matrix Algebra and Product Properties View
Show that if $i$ and $j$ are in $\llbracket -n+1, n-1 \rrbracket$, if $A \in \Delta_i$ and $B \in \Delta_j$, then $AB \in \Delta_{i+j}$.
grandes-ecoles 2018 Q34 Matrix Norm, Convergence, and Inequality View
With $A = (1-2r)I_{q} + rB$, $r = \frac{\tau}{\delta^2}$, $\delta = \frac{1}{q+1}$, give a necessary and sufficient condition on $r$ for the sequence $\left(F_{n}\right)_{n \in \mathbb{N}}$ to be bounded regardless of the choices of $q$ and $F_{0}$.
grandes-ecoles 2018 Q34 Matrix Algebra and Product Properties View
Deduce that if $A \in H_i$ and $B \in H_j$, then $AB \in H_{i+j}$.
grandes-ecoles 2018 Q35 Matrix Norm, Convergence, and Inequality View
We consider the space $E = \mathcal{M}_{k,d}(\mathbb{R})$ equipped with the inner product defined by
$$\forall (A, B) \in E^{2}, \quad \langle A \mid B \rangle = \operatorname{tr}\left(A^{\top} \cdot B\right)$$
We denote by $\|\cdot\|_{F}$ the associated Euclidean norm. We fix a unit vector $u$ in $\mathbb{R}^{d}$ and define $g(M) = \|M \cdot u\|$. Show that for every matrix $M$ in $\mathcal{M}_{k,d}(\mathbb{R})$
$$\|M \cdot u\| \leqslant \|M\|_{F}$$
grandes-ecoles 2018 Q35 Matrix Norm, Convergence, and Inequality View
We consider the space $E = \mathcal{M}_{k,d}(\mathbb{R})$ equipped with the inner product defined by
$$\forall (A, B) \in E^{2}, \quad \langle A \mid B \rangle = \operatorname{tr}\left(A^{\top} \cdot B\right)$$
We denote by $\|\cdot\|_{F}$ the associated Euclidean norm. We fix a vector $(u_{1}, \ldots, u_{d})$ in $\mathbb{R}^{d}$ with $\|u\| = 1$, and define
$$g : \left\lvert \, \begin{aligned} & \mathcal{M}_{k,d}(\mathbb{R}) \rightarrow \mathbb{R} \\ & M \mapsto \|M \cdot u\| \end{aligned} \right.$$
Show that for every matrix $M$ in $\mathcal{M}_{k,d}(\mathbb{R})$
$$\|M \cdot u\| \leqslant \|M\|_{F}$$
grandes-ecoles 2018 Q35 Linear System and Inverse Existence View
Let $C$ be a nilpotent matrix. Show that $I_n + C$ is invertible and that $$\left(I_n + C\right)^{-1} = I_n - C + C^2 + \cdots + (-1)^{n-1} C^{n-1}$$
grandes-ecoles 2018 Q40 Linear Transformation and Endomorphism Properties View
We define the operators $$\mathcal{S}: \begin{cases} \mathcal{M}_n(\mathbb{R}) \rightarrow \mathcal{M}_n(\mathbb{R}) \\ X \mapsto NX - XN \end{cases} \quad \text{and} \quad \mathcal{S}^*: \begin{cases} \mathcal{M}_n(\mathbb{R}) \rightarrow \mathcal{M}_n(\mathbb{R}) \\ X \mapsto {}^t N X - X {}^t N \end{cases}$$ Show that the kernel of $\mathcal{S}$ is the set of real Toeplitz matrices that are lower triangular. We admit that the kernel of $\mathcal{S}^*$ is the set of real Toeplitz matrices that are upper triangular.
grandes-ecoles 2018 Q41 Linear Transformation and Endomorphism Properties View
Show that $\mathcal{S}(\Delta_{k+1}) \subset \Delta_k$ and $\mathcal{S}^*(\Delta_k) \subset \Delta_{k+1}$.
grandes-ecoles 2018 Q42 Projection and Orthogonality View
We equip $\mathcal{M}_n(\mathbb{R})$ with its usual inner product defined by: $\forall (M_1, M_2) \in \mathcal{M}_n(\mathbb{R}), \langle M_1, M_2 \rangle = \operatorname{tr}({}^t M_1 M_2)$. We denote by $\mathcal{S}_{k+1}$ the restriction of $\mathcal{S}$ to $\Delta_{k+1}$ and $\mathcal{S}_k^*$ the restriction of $\mathcal{S}^*$ to $\Delta_k$.
Verify that for all $X$ in $\Delta_{k+1}$ and $Y$ in $\Delta_k$, $\langle \mathcal{S}_{k+1} X, Y \rangle = \langle X, \mathcal{S}_k^* Y \rangle$. Deduce that $\ker(\mathcal{S}_k^*)$ and $\operatorname{Im}(\mathcal{S}_{k+1})$ are orthogonal complements in $\Delta_k$, that is $$\Delta_k = \ker(\mathcal{S}_k^*) \oplus^{\perp} \operatorname{Im}(\mathcal{S}_{k+1})$$
grandes-ecoles 2018 Q43 Diagonalizability and Similarity View
Let $T$ be an upper triangular matrix, $A = N + T$ and $k \geqslant 0$. Show that $A$ is similar to a matrix $L$ whose diagonal coefficients of order $k$ are all equal and satisfying $\forall i \in \llbracket -1, k-1 \rrbracket, L^{(i)} = A^{(i)}$.
grandes-ecoles 2018 Q44 Diagonalizability and Similarity View
Deduce that every cyclic matrix is similar to a Toeplitz matrix.
grandes-ecoles 2019 Q1 Eigenvalue and Characteristic Polynomial Analysis View
Let $M \in \mathcal{M}_n(\mathbb{K})$. Show that $M$ and $M^{\top}$ have the same spectrum.
grandes-ecoles 2019 Q1 Eigenvalue and Characteristic Polynomial Analysis View
Let $M \in \mathcal{M}_n(\mathbb{K})$. Show that $M$ and $M^{\top}$ have the same spectrum.
grandes-ecoles 2019 Q1 Linear Transformation and Endomorphism Properties View
What can be said about a nilpotent endomorphism of index 1?
grandes-ecoles 2019 Q1 Matrix Norm, Convergence, and Inequality View
When $x \in \mathbb{C}^n$, verify that $\|x\|_2^2 = \bar{x}^T x$.