grandes-ecoles 2020 Q16

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Norm, Convergence, and Inequality
Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix satisfying $\rho(A) = 1$. We consider an eigenvalue $\lambda \in \mathbb{C}$ of $A$ with modulus 1 and $x$ an eigenvector associated with $\lambda$. We assume that $|x| < A|x|$. Show that there exists $\varepsilon > 0$ such that $A^2|x| - A|x| > \varepsilon A|x|$.
Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix satisfying $\rho(A) = 1$. We consider an eigenvalue $\lambda \in \mathbb{C}$ of $A$ with modulus 1 and $x$ an eigenvector associated with $\lambda$. We assume that $|x| < A|x|$. Show that there exists $\varepsilon > 0$ such that $A^2|x| - A|x| > \varepsilon A|x|$.