Suppose that $M$ and $N$ are two nilpotent matrices that commute. Show that $M N$ and $M + N$ are nilpotent.

Let $\mathcal{B}_{n}$ be the set of matrices $M$ in $\mathcal{M}_{n}(\mathbf{C})$ such that the sequence $\left(\left\|M^{k}\right\|_{\mathrm{op}}\right)_{k \in \mathbf{N}}$ is bounded. For $M \in \mathcal{B}_{n}$, we set $b(M) = \sup\left\{\left\|M^{k}\right\|_{\mathrm{op}}; k \in \mathbf{N}\right\}$.
Let $M \in \mathcal{B}_{n}$ and $z \in \mathbf{C} \backslash \mathbb{D}$. Show that the series of matrices $\sum \frac{M^{j}}{z^{j+1}}$ converges. We will admit the following fact: let $(E, N)$ be a finite-dimensional normed vector space; if $(v_{j})_{j \in \mathbf{N}}$ is a sequence of elements of $E$ such that the series $\sum N(v_{j})$ converges, then the series $\sum v_{j}$ converges in $E$. If $m \in \mathbf{N}$, give a simplified expression for $\left(zI_{n} - M\right)\sum_{j=0}^{m} \frac{M^{j}}{z^{j+1}}$. Deduce that $$R_{z}(M) = \sum_{j=0}^{+\infty} \frac{M^{j}}{z^{j+1}}$$

Let $H$ be the matrix of the inner product $\phi(P,Q) = \int_0^1 P(t)Q(t)\,\mathrm{d}t$ in the canonical basis of $\mathbb{R}_{n-1}[X]$, with general term $h_{i,j} = \phi(X^i, X^j)$. Show that $H$ belongs to $\mathcal{S}_n(\mathbb{R})$ and that its eigenvalues are strictly positive.

In this part, we denote by $A$ and $B$ two arbitrary matrices in $\mathcal{M}_n(\mathbf{K})$. For every nonzero natural integer $k$, we set $$X_k = \exp\left(\frac{A}{k}\right) \exp\left(\frac{B}{k}\right) \text{ and } Y_k = \exp\left(\frac{A+B}{k}\right).$$
The objective is to prove the relation $$\lim_{k \rightarrow +\infty} \left(e^{\frac{A}{k}} e^{\frac{B}{k}}\right)^k = e^{A+B}.$$
$\mathbf{8}$ ▷ Verify the relation $$X_k^k - Y_k^k = \sum_{i=0}^{k-1} X_k^i \left(X_k - Y_k\right) Y_k^{k-i-1}$$ Deduce from this the relation $\lim_{k \rightarrow +\infty} \left(e^{\frac{A}{k}} e^{\frac{B}{k}}\right)^k = e^{A+B}$.

In this part, $E$ denotes a $\mathbf{C}$-vector space of dimension $n$ and $u$ denotes an endomorphism of $E$. We assume that $u$ is diagonalizable. We denote by $\mathcal{B} = (v_{1}, v_{2}, \ldots, v_{n})$ a basis of $E$ formed of eigenvectors of $u$. Let $F$ be a vector subspace of $E$, different from $\{0_{E}\}$ and from $E$.
We denote $$\mathcal{A} = \left\{H \text{ vector subspace of } E \text{ such that } u(H) \subset H \text{ and } F \cap H = \{0_{E}\}\right\}$$ and $$\mathcal{L} = \left\{p \in \mathbf{N}^{*} \mid \exists H \in \mathcal{A} : p = \operatorname{dim}(H)\right\}$$
Prove that $\mathcal{L}$ has a greatest element which we call $r$.

For all $e \in E^p$, we consider $\Omega_p(e) : E^p \rightarrow \mathbb{R}$ defined for all $u \in E^p$ by $$\Omega_p(e)(u) = \det(\operatorname{Gram}(e, u))$$ and $\operatorname{vol}_p(e) = \sqrt{\Omega_p(e)(e)} = (\det(\operatorname{Gram}(e, e)))^{1/2}$.
(a) Calculate $\operatorname{vol}_p(b)$ when $b = (b_1, \ldots, b_p)$ is an orthonormal family of vectors of $E$.
(b) We assume here that $p \geqslant 2$. Let $e = (e_1, \ldots, e_p) \in E^p$. We denote by $\operatorname{pr}$ the orthogonal projection onto the orthogonal of the space spanned by the family $e_2^p = (e_2, \ldots, e_p)$. Show that $\operatorname{vol}_p(e) = \|\operatorname{pr}(e_1)\| \operatorname{vol}_{p-1}(e_2^p)$.
(c) For all free family $e = (e_1, \ldots, e_p) \in E^p$, show that $\operatorname{vol}_p(e) \leqslant \prod_{i=1}^p \|e_i\|$ with equality if and only if $e$ is a family of vectors that are pairwise orthogonal.

Suppose that $M , N$ and $M + N$ are nilpotent. By computing $( M + N ) ^ { 2 } - M ^ { 2 } - N ^ { 2 }$, show that $\operatorname { tr } ( M N ) = 0$.

Let $\mathcal{B}_{n}$ be the set of matrices $M$ in $\mathcal{M}_{n}(\mathbf{C})$ such that the sequence $\left(\left\|M^{k}\right\|_{\mathrm{op}}\right)_{k \in \mathbf{N}}$ is bounded. For $M \in \mathcal{B}_{n}$, we set $b(M) = \sup\left\{\left\|M^{k}\right\|_{\mathrm{op}}; k \in \mathbf{N}\right\}$. For $M \in \mathcal{B}_{n}$, we define the function $$\varphi_{M}: z \in \mathbf{C} \backslash \mathbb{D} \longmapsto (|z|-1)\left\|R_{z}(M)\right\|_{\mathrm{op}}.$$
Deduce from the previous question the inequality $$\forall M \in \mathcal{B}_{n}, \quad \forall z \in \mathbf{C} \backslash \mathbb{D}, \quad \varphi_{M}(z) \leq b(M)$$

In this part, $\mathbf{K} = \mathbf{R}$. For every natural integer $n$, $n \geq 2$, we introduce the set, called the special linear group: $$\mathrm{SL}_n(\mathbf{R}) = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \operatorname{det}(M) = 1 \right\}.$$ If $G$ is a closed subgroup of $\mathrm{GL}_n(\mathbf{R})$, we introduce its Lie algebra: $$\mathcal{A}_G = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \forall t \in \mathbf{R} \quad e^{tM} \in G \right\}.$$
$\mathbf{9}$ ▷ Determine $\mathcal{A}_G$ when $G = \mathrm{SL}_n(\mathbf{R})$.

For all $e \in E^p$, we consider $\Omega_p(e) : E^p \rightarrow \mathbb{R}$ defined for all $u \in E^p$ by $$\Omega_p(e)(u) = \det(\operatorname{Gram}(e, u))$$ and $\operatorname{vol}_p(e) = \sqrt{\Omega_p(e)(e)} = (\det(\operatorname{Gram}(e, e)))^{1/2}$.
(a) Show that if $e \in E^p$ is a free family and if $b \in E^p$ is an orthonormal basis of $\operatorname{Vect}(e)$, then $\operatorname{vol}_p(e) = |\det(P_b^e)|$ where $P_b^e$ is the change of basis matrix from $b$ to $e$ i.e. $e_j = \sum_{i=1}^p (P_b^e)_{ij} b_i$ for all $j \in \llbracket 1, p \rrbracket$.
(b) Show that for all $e, e^{\prime} \in E^p$, we have $|\Omega_p(e)(e^{\prime})| \leqslant \operatorname{vol}_p(e) \operatorname{vol}_p(e^{\prime})$.

Prove that a matrix $M$ in $\mathcal { M } _ { 2 } ( \mathbb { R } )$ is nilpotent if and only if $\operatorname { det } ( M ) = \operatorname { tr } ( M ) = 0$.

In this part, $\mathbf{K} = \mathbf{R}$. If $G$ is a closed subgroup of $\mathrm{GL}_n(\mathbf{R})$, we introduce its Lie algebra: $$\mathcal{A}_G = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \forall t \in \mathbf{R} \quad e^{tM} \in G \right\}.$$
$\mathbf{10}$ ▷ If $G = \mathrm{O}_n(\mathbf{R})$, show that $\mathcal{A}_G = \mathcal{A}_n(\mathbf{R})$, the set of antisymmetric matrices.

Let $e = (e_1, \ldots, e_d)$ be an orthonormal basis of $E$, $p$ an integer such that $1 \leqslant p \leqslant d$ and $\mathcal{I}_p = \{\alpha = (i_1, \ldots, i_p) \in \mathbb{N}^p \mid 1 \leqslant i_1 < \cdots < i_p \leqslant d\}$. For all $\alpha = (i_1, \ldots, i_p) \in \mathcal{I}_p$, we denote $e_{\alpha} = (e_{i_1}, \ldots, e_{i_p}) \in E^p$ and for all $\omega$ and $\omega^{\prime}$ elements of $\mathcal{A}_p(E, \mathbb{R})$ $$\langle\omega, \omega^{\prime}\rangle = \sum_{\alpha \in \mathcal{I}_p} \omega(e_{\alpha}) \omega^{\prime}(e_{\alpha})$$
(a) Show that for all $\omega \in \mathcal{A}_p(E, \mathbb{R})$, we have $\omega = \sum_{\alpha \in \mathcal{I}_p} \omega(e_{\alpha}) \Omega_p(e_{\alpha})$.
(b) Deduce that $(\omega, \omega^{\prime}) \mapsto \langle\omega, \omega^{\prime}\rangle$ is an inner product on $\mathcal{A}_p(E, \mathbb{R})$ for which $(\Omega_p(e_{\alpha}))_{\alpha \in \mathcal{I}_p}$ is an orthonormal basis of $\mathcal{A}_p(E, \mathbb{R})$ and give the dimension of $\mathcal{A}_p(E, \mathbb{R})$.
(c) Construct in the case $p = d-1$ an isometry between $\mathcal{A}_p(E, \mathbb{R})$ and $E$.

Show that the only real nilpotent and symmetric matrix is the zero matrix.

Let $\mathcal{B}_{n}$ be the set of matrices $M$ in $\mathcal{M}_{n}(\mathbf{C})$ such that the sequence $\left(\left\|M^{k}\right\|_{\mathrm{op}}\right)_{k \in \mathbf{N}}$ is bounded. For $M \in \mathcal{B}_{n}$, we set $b(M) = \sup\left\{\left\|M^{k}\right\|_{\mathrm{op}}; k \in \mathbf{N}\right\}$.
Let $M \in \mathcal{B}_{n}$, $r \in ]1, +\infty[$ and $(X,Y) \in \mathcal{M}_{n,1}(\mathbf{C})^{2}$. Determine a sequence of complex numbers $(c_{j})_{j \in \mathbf{N}}$ such that the series $\sum c_{j}$ converges absolutely and that $$\forall t \in \mathbf{R}, \quad X^{T}R_{re^{it}}(M)Y = \sum_{j=0}^{+\infty} c_{j} e^{-i(j+1)t}.$$ If $k \in \mathbf{N}$, deduce, using question 9, an integral expression for $X^{T}M^{k}Y$.

In this part, $\mathbf{K} = \mathbf{R}$. If $G$ is a closed subgroup of $\mathrm{GL}_n(\mathbf{R})$, we introduce its Lie algebra: $$\mathcal{A}_G = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \forall t \in \mathbf{R} \quad e^{tM} \in G \right\}.$$ In questions 11) to 14), $G$ is an arbitrary closed subgroup of $\mathrm{GL}_n(\mathbf{R})$.
$\mathbf{11}$ ▷ Using part 2, show that $\mathcal{A}_G$ is a vector subspace of $\mathcal{M}_n(\mathbf{R})$.

Let $e = (e_1, \ldots, e_d)$ be an orthonormal basis of $E$, $p$ an integer such that $1 \leqslant p \leqslant d$ and $\mathcal{I}_p = \{\alpha = (i_1, \ldots, i_p) \in \mathbb{N}^p \mid 1 \leqslant i_1 < \cdots < i_p \leqslant d\}$. For all $\omega$ and $\omega^{\prime}$ elements of $\mathcal{A}_p(E, \mathbb{R})$: $$\langle\omega, \omega^{\prime}\rangle = \sum_{\alpha \in \mathcal{I}_p} \omega(e_{\alpha}) \omega^{\prime}(e_{\alpha})$$
We consider $u, v \in E^p$. Show that $$\Omega_p(u)(v) = \langle\Omega_p(u), \Omega_p(v)\rangle$$

Let $A$ be a real antisymmetric and nilpotent matrix. Show that $A ^ { \top } A = 0 _ { n }$, then that $A = 0 _ { n }$.

Let $e = (e_1, \ldots, e_d)$ be an orthonormal basis of $E$, $p$ an integer such that $1 \leqslant p \leqslant d$ and $\mathcal{I}_p = \{\alpha = (i_1, \ldots, i_p) \in \mathbb{N}^p \mid 1 \leqslant i_1 < \cdots < i_p \leqslant d\}$. For all $\omega$ and $\omega^{\prime}$ elements of $\mathcal{A}_p(E, \mathbb{R})$: $$\langle\omega, \omega^{\prime}\rangle = \sum_{\alpha \in \mathcal{I}_p} \omega(e_{\alpha}) \omega^{\prime}(e_{\alpha}) \tag{1}$$
Show that the inner product $(\omega, \omega^{\prime}) \mapsto \langle\omega, \omega^{\prime}\rangle$ defined by (1) depends only on the inner product on $E$ and not on the choice of the orthonormal basis $e$.

Suppose $n \geqslant 3$. Give an example of a matrix in $\mathcal { M } _ { n } ( \mathbb { R } )$ with zero trace and zero determinant, but not nilpotent.

In this part, $\mathbf{K} = \mathbf{R}$. If $G$ is a closed subgroup of $\mathrm{GL}_n(\mathbf{R})$, we introduce its Lie algebra: $$\mathcal{A}_G = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \forall t \in \mathbf{R} \quad e^{tM} \in G \right\}.$$ If $A$ and $B$ are two matrices in $\mathcal{M}_n(\mathbf{K})$, their Lie bracket is defined by $[A, B] = AB - BA$. In questions 11) to 14), $G$ is an arbitrary closed subgroup of $\mathrm{GL}_n(\mathbf{R})$.
$\mathbf{13}$ ▷ Deduce from question 12) that $\mathcal{A}_G$ is stable under the Lie bracket, i.e. $$\forall A \in \mathcal{A}_G, \forall B \in \mathcal{A}_G, [A, B] \in \mathcal{A}_G.$$

Let $p \in \llbracket 1, d \rrbracket$. We define a relation on the set of bases of a subspace $V$ of dimension $p$ of $E$ by: $e$ and $e^{\prime}$ are in relation if $\det_e(e^{\prime}) > 0$ where $\det_e(e^{\prime})$ is the determinant of $e^{\prime}$ in the basis $e$. We admit that this relation is an equivalence relation on the set of bases of $V$ for which there exist exactly two equivalence classes called orientations of $V$. An oriented subspace is a pair $(V, C)$ where $C$ is an orientation of $V$.
We denote by $\widetilde{\operatorname{Gr}}(p, E)$ the set of oriented subspaces of dimension $p$ of $E$.
(a) Show that if $e$ and $e^{\prime}$ are two free families of cardinal $p$ of $E$ then $\Omega_p(e)$ and $\Omega_p(e^{\prime})$ are collinear if and only if $\operatorname{Vect}(e) = \operatorname{Vect}(e^{\prime})$.
(b) Show that for all oriented vector subspace $(V, C)$ of dimension $p$ of $E$, there exists a unique $\Psi(V, C) \in \mathcal{A}_p(E, \mathbb{R})$ such that for all $e \in C$ we have $\Omega_p(e) = \operatorname{vol}_p(e) \Psi(V, C)$.

Let $\left( E _ { 1 } , \ldots , E _ { n } \right)$ be the canonical basis of $\mathcal { M } _ { n , 1 } ( \mathbb { R } )$. We denote $V = \sum _ { k = 1 } ^ { n } E _ { k }$.
For $i \in \llbracket 1 , n \rrbracket$, express $E _ { i }$ in terms of $V$ and of $V - 2 E _ { i }$. Deduce that $\mathcal { M } _ { n , 1 } ( \mathbb { R } ) = \operatorname { Vect } \left( \mathcal { V } _ { n , 1 } \right)$.

In this part, $\mathbf{K} = \mathbf{R}$. If $G$ is a closed subgroup of $\mathrm{GL}_n(\mathbf{R})$, we introduce its Lie algebra: $$\mathcal{A}_G = \left\{ M \in \mathcal{M}_n(\mathbf{R}) \mid \forall t \in \mathbf{R} \quad e^{tM} \in G \right\}.$$ We recall that, if $M$ is a matrix in $\mathcal{M}_n(\mathbf{R})$, we say that $M$ is tangent to $G$ at $I_n$ if there exist $\varepsilon > 0$ and an application $\left.\gamma : \right]-\varepsilon, \varepsilon[ \rightarrow G$, differentiable, such that $\gamma(0) = I_n$ and $\gamma'(0) = M$. The set of matrices tangent to $G$ at $I_n$ is called the tangent space to $G$ at $I_n$, and is denoted $\mathcal{T}_{I_n}(G)$. In questions 11) to 14), $G$ is an arbitrary closed subgroup of $\mathrm{GL}_n(\mathbf{R})$.
$\mathbf{14}$ ▷ Prove the inclusion $\mathcal{A}_G \subset \mathcal{T}_{I_n}(G)$.

Let $C _ { 1 } , \ldots , C _ { n }$ be $n$ column matrices in $\mathcal { M } _ { n , 1 } ( \mathbb { R } )$, with $C _ { 1 }$ non-zero.
Prove that, if the family $\left( C _ { 1 } , \ldots , C _ { n } \right)$ is linearly dependent, then there exists a unique $j \in \llbracket 1 , n - 1 \rrbracket$ such that $$\left\{ \begin{array} { l } \left( C _ { 1 } , \ldots , C _ { j } \right) \text { is linearly independent } \\ C _ { j + 1 } \in \operatorname { Vect } \left( C _ { 1 } , \ldots , C _ { j } \right) \end{array} \right.$$