grandes-ecoles 2017 QIII.C.2

grandes-ecoles · France · centrale-maths1__official Matrices Linear Transformation and Endomorphism Properties
Let $A \in \mathcal{M}_{n}(\mathbb{R})$ be a positively stable matrix. We consider the endomorphism $\Phi$ of $\mathcal{M}_{n}(\mathbb{R})$ such that $$\forall M \in \mathcal{M}_{n}(\mathbb{R}), \quad \Phi(M) = A^{\top} M + MA$$
a) Show that there exists a unique matrix $B \in \mathcal{M}_{n}(\mathbb{R})$ such that $A^{\top} B + BA = I_{n}$.
b) Show that $B$ is symmetric and that $\operatorname{det}(B) > 0$.
Let $A \in \mathcal{M}_{n}(\mathbb{R})$ be a positively stable matrix. We consider the endomorphism $\Phi$ of $\mathcal{M}_{n}(\mathbb{R})$ such that
$$\forall M \in \mathcal{M}_{n}(\mathbb{R}), \quad \Phi(M) = A^{\top} M + MA$$

a) Show that there exists a unique matrix $B \in \mathcal{M}_{n}(\mathbb{R})$ such that $A^{\top} B + BA = I_{n}$.

b) Show that $B$ is symmetric and that $\operatorname{det}(B) > 0$.