QI.F
Matrices
Projection and Orthogonality
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Let $A = \left( a _ { i j } \right) _ { 1 \leqslant i , j \leqslant n } \in \mathcal { M } _ { n } ( \mathbb { R } )$. We define $R ( A ) = \left\{ { } ^ { t } X A X \mid X \in \mathbb { R } ^ { n } , \| X \| = 1 \right\}$.
We consider the following conditions:
(C1) $\quad \operatorname { Tr } ( A ) \in R ( A )$
(C2) There exists a real orthogonal matrix $Q$ such that the diagonal of the matrix ${ } ^ { t } Q A Q$ is of the form $( \operatorname { Tr } ( A ) , 0 , \ldots , 0 )$
I.F.1) Prove that condition (C2) implies condition (C1).
I.F.2) We assume that $x \in R ( A )$.
Prove that there exists an orthogonal matrix $Q _ { 1 }$ such that $${ } ^ { t } Q _ { 1 } A Q _ { 1 } = \left( \begin{array} { c c } x & L \\ C & B \end{array} \right)$$ where $B$ is a matrix of format $( n - 1 , n - 1 )$ $\left( B \in \mathcal { M } _ { n - 1 } ( \mathbb { R } ) \right)$, $C$ a column vector with $n - 1$ elements $\left( C \in \mathcal { M } _ { n - 1,1 } ( \mathbb { R } ) \right)$ and $L$ a row vector with $n - 1$ elements $\left( L \in \mathcal { M } _ { 1 , n - 1 } ( \mathbb { R } ) \right)$.
I.F.3) Prove that if the matrix $A$ is symmetric then so is the matrix $B$ above.
I.F.4) Prove that $\operatorname { Tr } ( A ) = \operatorname { Tr } \left( { } ^ { t } Q _ { 1 } A Q _ { 1 } \right)$.
I.F.5) Deduce that if $A$ is symmetric, condition (C1) implies condition (C2).
One may reason by induction on $n$.