Matrix Algebra and Product Properties

Questions asking to compute or deduce properties of matrix products, sums, or algebraic expressions (e.g., (AB)^2 given (BA)^2, verifying identities like A^2=A, commutativity).

grandes-ecoles 2018 QI.3 View
Let $A$ and $B$ be in $\mathcal{M}_{n}(\{-1,1\})$. Suppose that there exist diagonal matrices $C$ and $D$ containing only 1s and $-1$s on the diagonal, such that $B = CAD$. Show that $S(A) = S(B)$.
grandes-ecoles 2018 Q2 View
Show that if two matrices $A$ and $B$ commute $(AB = BA)$ and if $P$ and $Q$ are two polynomials of $\mathbb{C}[X]$, then $P(A)$ and $Q(B)$ commute.
grandes-ecoles 2018 Q33 View
Show that if $i$ and $j$ are in $\llbracket -n+1, n-1 \rrbracket$, if $A \in \Delta_i$ and $B \in \Delta_j$, then $AB \in \Delta_{i+j}$.
grandes-ecoles 2018 Q34 View
Deduce that if $A \in H_i$ and $B \in H_j$, then $AB \in H_{i+j}$.
grandes-ecoles 2019 Q20 View
We call the commutant of $f$ the set $\mathcal{C}(f) = \{g \in \mathcal{L}(E) \mid f \circ g = g \circ f\}$. Show that $\mathcal{C}(f)$ is a subalgebra of $\mathcal{L}(E)$.
grandes-ecoles 2019 Q20 View
We call the commutant of $f$ the set $\mathcal{C}(f) = \{g \in \mathcal{L}(E) \mid f \circ g = g \circ f\}$. Show that $\mathcal{C}(f)$ is a subalgebra of $\mathcal{L}(E)$.
grandes-ecoles 2019 Q2 View
Are the subsets $S_{2}(\mathbb{K})$ and $A_{2}(\mathbb{K})$ subalgebras of $\mathcal{M}_{2}(\mathbb{K})$?
grandes-ecoles 2019 Q3 View
Suppose $n \geqslant 3$. Are the subsets $\mathrm{S}_{n}(\mathbb{K})$ and $\mathrm{A}_{n}(\mathbb{K})$ subalgebras of $\mathcal{M}_{n}(\mathbb{K})$?
grandes-ecoles 2020 Q15 View
Let $f$ be an arithmetic function, $n \in \mathbb{N}^*$ and $g = f * \mu$. We denote $M = \left(m_{ij}\right)$ the matrix of $\mathcal{M}_n(\mathbb{C})$ with general term $m_{ij} = f(i \wedge j)$. We also define the divisor matrix $D = \left(d_{ij}\right)$ by:
$$d_{ij} = \begin{cases} 1 & \text{if } j \text{ divides } i \\ 0 & \text{otherwise} \end{cases}$$
Let $M'$ be the matrix with general term $m_{ij}' = \begin{cases} g(j) & \text{if } j \text{ divides } i, \\ 0 & \text{otherwise.} \end{cases}$
Show that $M = M' D^\top$, where $D^\top$ is the transpose of $D$.
grandes-ecoles 2020 Q3 View
3a. We are given $q \in \mathbb { Q }$, $n \in \mathbb { N } ^ { \star }$ and a matrix $A \in S _ { n } ( \mathbb { Q } )$ such that $A ^ { 2 } = q I _ { n }$. Construct a matrix $B \in S _ { 2 n } ( \mathbb { Q } )$ commuting with the matrix $\left( \begin{array} { c c } A & 0 \\ 0 & A \end{array} \right)$ and such that $B ^ { 2 } = ( q + 1 ) I _ { 2 n }$.
3b. Show that for all $d \geqslant 1$, there exist $n \in \mathbb { N } ^ { \star }$ and matrices $M _ { 1 } , \ldots , M _ { d } \in S _ { n } ( \mathbb { Q } )$ that commute pairwise and such that $M _ { k } ^ { 2 } = k I _ { n }$ for all integers $1 \leqslant k \leqslant d$.
3c. Let $d \geqslant 1$ be an integer. Deduce that if $q _ { 1 } , \ldots , q _ { d } \in \mathbb { Q }$, $q _ { i } > 0$, then there exist $n \in \mathbb { N } ^ { \star }$ and matrices $M _ { 1 } , \ldots , M _ { d } \in S _ { n } ( \mathbb { Q } )$ that commute pairwise and such that $M _ { i } ^ { 2 } = q _ { i } I _ { n }$ for all $1 \leqslant i \leqslant d$.
grandes-ecoles 2020 Q3 View
3a. We are given $q \in \mathbb { Q } , n \in \mathbb { N } ^ { \star }$ and a matrix $A \in S _ { n } ( \mathbb { Q } )$ such that $A ^ { 2 } = q I _ { n }$. Construct a matrix $B \in S _ { 2 n } ( \mathbb { Q } )$ commuting with the matrix $\left( \begin{array} { c c } A & 0 \\ 0 & A \end{array} \right)$ and such that $B ^ { 2 } = ( q + 1 ) I _ { 2 n }$.
3b. Show that for all $d \geqslant 1$, there exist $n \in \mathbb { N } ^ { \star }$ and matrices $M _ { 1 } , \ldots , M _ { d } \in S _ { n } ( \mathbb { Q } )$ that commute pairwise and such that $M _ { k } ^ { 2 } = k I _ { n }$ for all integers $1 \leqslant k \leqslant d$.
3c. Let $d \geqslant 1$ be an integer. Deduce that if $q _ { 1 } , \ldots , q _ { d } \in \mathbb { Q } , q _ { i } > 0$, then there exist $n \in \mathbb { N } ^ { \star }$ and matrices $M _ { 1 } , \ldots , M _ { d } \in S _ { n } ( \mathbb { Q } )$ that commute pairwise and such that $M _ { i } ^ { 2 } = q _ { i } I _ { n }$ for all $1 \leqslant i \leqslant d$.
grandes-ecoles 2020 Q17 View
We consider a non-zero totally real number $z$. We write $Z ( X ) = X ^ { d } - \left( a _ { d - 1 } X ^ { d - 1 } + \cdots + a _ { 1 } X + a _ { 0 } \right)$ with $d$ minimal and $a_i \in \mathbb{Q}$. We consider the matrix $S$ of size $d \times d$ whose coefficient $( i , j )$ equals $t \left( z ^ { i + j } \right)$, and $P \in \mathrm{GL}_d(\mathbb{Q})$, $q_1, \ldots, q_d \in \mathbb{Q}$, $q_i > 0$ such that $S = P^T \cdot \operatorname{Diag}(q_1, \ldots, q_d) \cdot P$. We set: $$M = \left( \begin{array} { c c c c c } 0 & 0 & \cdots & 0 & a _ { 0 } \\ 1 & 0 & \ddots & 0 & a _ { 1 } \\ 0 & \ddots & \ddots & \vdots & \vdots \\ \vdots & \ddots & \ddots & 0 & a _ { d - 2 } \\ 0 & \cdots & 0 & 1 & a _ { d - 1 } \end{array} \right)$$
17a. Verify that the matrix $S M$ is symmetric.
17b. Deduce that the matrix $R M R ^ { - 1 }$ is symmetric where $R = \operatorname { Diag } \left( \sqrt { q _ { 1 } } , \ldots , \sqrt { q _ { d } } \right) \cdot P$.
grandes-ecoles 2020 Q4 View
Let $n \in \mathbf{N}$ and $P : \mathbf{R} \rightarrow \mathbf{R}$ defined by $P(x) = \sum_{k=0}^{n} a_k x^k$ where $a_k \geq 0$ for all $k \in \llbracket 0, n \rrbracket$ a polynomial with non-negative coefficients.
(a) Verify that $P[A] = \sum_{k=0}^{n} a_k A^{(k)}$ for all matrices $A \in \mathcal{M}_p(\mathbf{R})$.
(b) Show that if $A \in \operatorname{Sym}^+(p)$ then $P[A] \in \operatorname{Sym}^+(p)$.
grandes-ecoles 2020 Q8 View
We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Let $k \in \mathbf{N}^{*}$. Show that there exists a unique family $(f_{0}^{(k)}, \ldots, f_{k}^{(k)})$ of endomorphisms of $E$ such that
$$\forall t \in \mathbf{R}, (u + tv)^{k} = \sum_{i=0}^{k} t^{i} f_{i}^{(k)}$$
Show in particular that $f_{0}^{(k)} = u^{k}$ and $f_{1}^{(k)} = \sum_{i=0}^{k-1} u^{i} v u^{k-1-i}$.
grandes-ecoles 2020 Q9 View
We consider an $\mathbf{R}$-vector space $E$ of dimension $n > 0$. Let $\mathcal{V}$ be a nilpotent vector subspace of $\mathcal{L}(E)$ containing a non-zero element, with generic nilindex $p := \max_{u \in \mathcal{V}} \nu(u)$. In questions 8 to 11, we are given two arbitrary elements $u$ and $v$ of $\mathcal{V}$.
Show that $\sum_{i=0}^{p-1} u^{i} v u^{p-1-i} = 0$.
grandes-ecoles 2021 Q25 View
For all $n \in \mathbb { N }$, let $G _ { n } = \left( \left( X ^ { i - 1 } \mid X ^ { j - 1 } \right) \right) _ { 1 \leqslant i , j \leqslant n + 1 }$, let $G _ { n } ^ { \prime } = \left( \left( V _ { i - 1 } \mid V _ { j - 1 } \right) \right) _ { 1 \leqslant i , j \leqslant n + 1 }$, and let $Q _ { n }$ be the matrix of the family $\left( V _ { 0 } , V _ { 1 } , \ldots , V _ { n } \right)$ in the basis $\left( 1 , X , \ldots , X ^ { n } \right)$. Show that $Q _ { n } ^ { \top } G _ { n } Q _ { n } = G _ { n } ^ { \prime }$, where $Q _ { n } ^ { \top }$ is the transpose of the matrix $Q _ { n }$.
grandes-ecoles 2021 Q9 View
We consider the graph $G$ represented in Figure 2. We recall that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the vertices to which it is connected. We assume that initially, the point is on vertex 1, so that $P ^ { ( 0 ) } = ( 1,0,0,0,0,0,0,0 )$. We denote $S _ { 1 } = \{ 1,3,6,8 \}$ and $S _ { 2 } = \{ 2,4,5,7 \}$.
Give the transition matrix $T$ of this graph and calculate $$( 1,1,1,1,1,1,1,1 ) T .$$
grandes-ecoles 2021 Q15 View
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $M N$ is a stochastic matrix.
grandes-ecoles 2021 Q16 View
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $\alpha M + ( 1 - \alpha ) N$ is a stochastic matrix.
grandes-ecoles 2022 Q1 View
We are given two matrices $A$ and $B$ in $\mathcal{M}_n(\mathbf{K})$. We assume that $A$ and $B$ commute.
$\mathbf{1}$ ▷ Show that the matrices $A$ and $e^{B}$ commute.
grandes-ecoles 2022 Q3 View
$\mathbf{3}$ ▷ Conversely, suppose the relation $\forall t \in \mathbf{R} \quad e^{t(A+B)} = e^{tA} e^{tB}$ is satisfied. By differentiating this relation twice with respect to the real variable $t$, show that the matrices $A$ and $B$ commute.
grandes-ecoles 2022 Q1 View
Let $A$ and $B$ be two matrices in $\mathcal { M } _ { n } ( \mathbb { R } )$ such that
$$\forall ( X , Y ) \in \left( \mathcal { M } _ { n , 1 } ( \mathbb { R } ) \right) ^ { 2 } , \quad X ^ { \top } A Y = X ^ { \top } B Y .$$
Show that $A = B$.
grandes-ecoles 2022 Q1 View
Let $A$ and $B$ be two matrices in $\mathcal { M } _ { n } ( \mathbb { R } )$ such that
$$\forall ( X , Y ) \in \left( \mathcal { M } _ { n , 1 } ( \mathbb { R } ) \right) ^ { 2 } , \quad X ^ { \top } A Y = X ^ { \top } B Y .$$
Show that $A = B$.
grandes-ecoles 2022 Q1 View
Prove that the application $$\begin{array} { | c l l } \mathcal { M } _ { n } ( \mathbb { R } ) & \rightarrow & \mathbb { R } \\ M & \mapsto & \operatorname { tr } ( M ) \end{array}$$ is a linear form and that $$\forall ( A , B ) \in \left( \mathcal { M } _ { n } ( \mathbb { R } ) \right) ^ { 2 } , \quad \operatorname { tr } ( A B ) = \operatorname { tr } ( B A ) .$$
grandes-ecoles 2022 Q2 View
Show that the application $$\begin{array} { | c c c } \left( \mathcal { M } _ { n } ( \mathbb { R } ) \right) ^ { 2 } & \rightarrow & \mathbb { R } \\ ( A , B ) & \mapsto & \operatorname { tr } \left( A ^ { \top } B \right) \end{array}$$ is an inner product on $\mathcal { M } _ { n } ( \mathbb { R } )$.