grandes-ecoles 2020 Q17
Eigenvalue and Characteristic Polynomial Analysis
We denote by $\mathscr { R }$ the set of totally real numbers and we admit that there exists a function $t : \mathscr { R } \rightarrow \mathbb { Q }$ satisfying the following two properties: (i) for $x , y \in \mathscr { R }$ and $\lambda , \mu \in \mathbb { Q }$, we have $t ( \lambda x + \mu y ) = \lambda t ( x ) + \mu t ( y )$ (ii) for $x$ totally positive, we have $t ( x ) \geqslant 0$ and the equality is strict if $x \neq 0$.
We consider a non-zero totally real number $z$. By definition, there exists a monic polynomial $Z ( X ) \in \mathbb { Q } [ X ]$ that annihilates $z$. We write $Z ( X )$ in the form: $$Z ( X ) = X ^ { d } - \left( a _ { d - 1 } X ^ { d - 1 } + \cdots + a _ { 1 } X + a _ { 0 } \right)$$ with $d \in \mathbb{N} ^ { * }$ and $a _ { i } \in \mathbb { Q }$ for all $i \in \{ 0 , \ldots , d - 1 \}$. We further assume that $Z ( X )$ is chosen so that $d$ is minimal among the degrees of monic polynomials $P ( X ) \in \mathbb{Q} [ X ]$ such that $P ( z ) = 0$. We consider the matrix $S$ of size $d \times d$ whose coefficient $(i, j)$, $1 \leqslant i , j \leqslant d$, equals $t ( z ^ { i + j } )$. For $X , Y \in \mathbb { R } ^ { d }$, we set $B ( X , Y ) = X ^ { T } S Y$.
We set: $$M = \left( \begin{array} { c c c c c }
0 & 0 & \cdots & 0 & a _ { 0 } \\
1 & 0 & \ddots & 0 & a _ { 1 } \\
0 & \ddots & \ddots & \vdots & \vdots \\
\vdots & \ddots & \ddots & 0 & a _ { d - 2 } \\
0 & \cdots & 0 & 1 & a _ { d - 1 }
\end{array} \right)$$
There exist $P \in \mathrm { GL } _ { d } ( \mathbb { Q } )$ and $q _ { 1 } , \ldots , q _ { d } \in \mathbb { Q }$, $q _ { i } > 0$, such that $S = P ^ { T } \cdot \operatorname { Diag } \left( q _ { 1 } , \ldots , q _ { d } \right) \cdot P$.
17a. Verify that the matrix $S M$ is symmetric.
17b. Deduce that the matrix $R M R ^ { - 1 }$ is symmetric where $R = \operatorname { Diag } \left( \sqrt { q _ { 1 } } , \ldots , \sqrt { q _ { d } } \right) \cdot P$.