grandes-ecoles 2020 Q17

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Power Computation and Application
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 $|x| < A|x|$ and that there exists $\varepsilon > 0$ such that $A^2|x| - A|x| > \varepsilon A|x|$. We set $B = \frac{1}{1+\varepsilon} A$. Show that for all $k \geqslant 1, B^k A|x| \geqslant A|x|$.
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 $|x| < A|x|$ and that there exists $\varepsilon > 0$ such that $A^2|x| - A|x| > \varepsilon A|x|$. We set $B = \frac{1}{1+\varepsilon} A$. Show that for all $k \geqslant 1, B^k A|x| \geqslant A|x|$.