Let $A$ denote a matrix in $\mathcal{M}_n(\mathbb{C})$.
Show the converse of question 12: if 0 is the unique eigenvalue of $A$, then $A$ is nilpotent.

Let $A$ denote a matrix in $\mathcal{M}_n(\mathbb{C})$. Assume that $P$ is an annihilating polynomial of $A$ nilpotent.
Prove that 0 is a root of $P$.

Using the result of question 15, prove that if $M$ and $2M$ are similar, then $M$ is nilpotent.

In this part, we assume $n \geqslant 2$. Let $J \in \mathcal{M}_{n}(\mathbb{R})$ be the matrix canonically associated with the endomorphism $\varphi \in \mathcal{L}(\mathbb{R}^{n})$ defined by $\varphi: e_{j} \mapsto e_{j+1}$ if $j \in \{1, \ldots, n-1\}$ and $\varphi(e_{n}) = e_{1}$, where $(e_{1}, \ldots, e_{n})$ is the canonical basis of $\mathbb{R}^{n}$.
Determine the characteristic polynomial of $J$.

In this part, we assume $n \geqslant 2$. Let $J \in \mathcal{M}_{n}(\mathbb{R})$ be the matrix canonically associated with the endomorphism $\varphi \in \mathcal{L}(\mathbb{R}^{n})$ defined by $\varphi: e_{j} \mapsto e_{j+1}$ if $j \in \{1, \ldots, n-1\}$ and $\varphi(e_{n}) = e_{1}$, where $(e_{1}, \ldots, e_{n})$ is the canonical basis of $\mathbb{R}^{n}$.
Determine the complex eigenvalues of $J$ and the associated eigenspaces.

In this part, we assume $n \geqslant 2$. For all $(a_{0}, \ldots, a_{n-1}) \in \mathbb{R}^{n}$, we set $$J(a_{0}, \ldots, a_{n-1}) = \left( \begin{array}{cccc} a_{0} & a_{n-1} & \cdots & a_{1} \\ a_{1} & a_{0} & \cdots & a_{2} \\ \vdots & \vdots & & \vdots \\ a_{n-1} & a_{n-2} & \cdots & a_{0} \end{array} \right)$$ Let $(a_{0}, \ldots, a_{n-1}) \in \mathbb{R}^{n}$. We denote by $Q \in \mathbb{R}[X]$ the polynomial $\sum_{k=0}^{n-1} a_{k} X^{k}$.
What are the complex eigenvalues of the matrix $J(a_{0}, \ldots, a_{n-1})$?

Let $A \in \mathcal { S } _ { N } ( \mathbb { R } )$ and let $P \in \mathbb { R } [ X ]$ be a polynomial. Show that $P ( A ) \in \mathcal { S } _ { N } ( \mathbb { R } )$ and specify the eigenvalues and eigenvectors of $P ( A )$ in terms of those of $A$.

Let $A \in \mathcal { S } _ { N } ^ { + } ( \mathbb { R } )$. We are given $b \in \mathbb { R } ^ { N }$ and we denote by $\tilde { x } \in \mathbb { R } ^ { N }$ the unique vector satisfying $A \tilde { x } = b$. We are given a vector $x _ { 0 } \in \mathbb { R } ^ { N }$, different from $\tilde { x }$, and we denote by $r _ { 0 } = b - A x _ { 0 }$. We set $H _ { 0 } = \{ 0 \}$ and for $k \geq 1$, $$H _ { k } = \left\{ P ( A ) r _ { 0 } \mid P \in \mathbb { R } [ X ] , \operatorname { deg } ( P ) \leq k - 1 \right\}$$ We denote by $m$ the smallest integer $k$ such that $H _ { k + 1 } = H _ { k }$. We denote by $d$ the number of distinct eigenvalues of $A$.
a) In the special case where $r _ { 0 }$ is an eigenvector of $A$, show that the integer $m$ is equal to 1.
b) In the general case, show that $m$ is less than or equal to $d$.
c) For any integer $n$ between 1 and $d$, construct an $x _ { 0 }$ such that the integer $m$ is equal to $n$.
d) Show that the set of $x _ { 0 }$ for which the dimension $m$ is exactly equal to $d$ is the complement of a finite union of sets of the form $\tilde { x } + E$, where $E$ is a vector space of dimension less than or equal to $N - 1$.

Let $A \in \mathcal { S } _ { N } ^ { + } ( \mathbb { R } )$. We are given $b \in \mathbb { R } ^ { N }$ and we denote by $\tilde { x } \in \mathbb { R } ^ { N }$ the unique vector satisfying $A \tilde { x } = b$. We are given a vector $x _ { 0 } \in \mathbb { R } ^ { N }$, different from $\tilde { x }$, and we denote by $r _ { 0 } = b - A x _ { 0 }$. We set $H _ { 0 } = \{ 0 \}$ and for $k \geq 1$, $$H _ { k } = \left\{ P ( A ) r _ { 0 } \mid P \in \mathbb { R } [ X ] , \operatorname { deg } ( P ) \leq k - 1 \right\}$$ We denote by $m$ the smallest integer $k$ such that $H _ { k + 1 } = H _ { k }$.
Show that there exists a polynomial $Q$ of degree $m$ such that $Q ( A ) e _ { 0 } = 0$, where $e _ { 0 } = x _ { 0 } - \tilde { x }$.

Let $A \in \mathcal { S } _ { N } ^ { + } ( \mathbb { R } )$. We are given $b \in \mathbb { R } ^ { N }$ and we denote by $\tilde { x } \in \mathbb { R } ^ { N }$ the unique vector satisfying $A \tilde { x } = b$. We are given a vector $x _ { 0 } \in \mathbb { R } ^ { N }$, different from $\tilde { x }$, and we denote by $r _ { 0 } = b - A x _ { 0 }$. We denote by $m$ the smallest integer $k$ such that $H _ { k + 1 } = H _ { k }$, and $Q$ is the polynomial of degree $m$ from question 9 such that $Q ( A ) e _ { 0 } = 0$ where $e _ { 0 } = x _ { 0 } - \tilde { x }$.
Show that the polynomial $Q$ satisfies $Q ( 0 ) \neq 0$.

By reasoning on the multiplicity of the roots of $\chi_\sigma$ and $\chi_\tau$, show that if $P_\sigma$ and $P_\tau$ are similar, then, for all $q \in \llbracket 1, n \rrbracket$,
$$\sum_{\substack{\ell=1 \\ q \mid \ell}}^{n} c_\ell(\sigma) = \sum_{\substack{\ell=1 \\ q \mid \ell}}^{n} c_\ell(\tau)$$
(We sum over the values of $\ell$ that are multiples of $q$ and belong to $\llbracket 1, n \rrbracket$.)

Let $E$ be a $\mathbb{C}$-vector space of dimension $n \geq 1$. Let $u$ and $v$ be two endomorphisms of $E$ such that, for all $k \in \mathbb{N}, \operatorname{Tr}\left(u^k\right) = \operatorname{Tr}\left(v^k\right)$. Show that $u$ and $v$ have the same characteristic polynomial.

Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix. Deduce that $\rho(A) > 0$ then show that $\rho\left(\frac{A}{\rho(A)}\right) = 1$.

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 $\lambda$. Show that $|x| \leqslant A|x|$.

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 $\lambda$. Conclude (that 1 is an eigenvalue of $A$).

Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix satisfying $\rho(A) = 1$. Show that $A$ admits a strictly positive eigenvector associated with the eigenvalue 1.

Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix satisfying $\rho(A) = 1$. Show that 1 is the only eigenvalue of $A$ with modulus 1.
One may admit without proof that if $z_1, z_2, \ldots, z_k$ are non-zero complex numbers such that $|z_1 + \cdots + z_k| = |z_1| + \cdots + |z_k|$, then $\forall j \in \llbracket 1, k \rrbracket, \exists \lambda_j \in \mathbb{R}^+$ such that $z_j = \lambda_j z_1$.

Throughout part II, $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix satisfying $\rho(A) = 1$. Show that $\dim\left(\ker\left(A - I_n\right)\right) = 1$.

By combining the results of sub-parts II.B and II.C, justify that we have proved Proposition 1: If $A \in \mathcal{M}_n(\mathbb{R})$ is a strictly positive matrix, then $\rho(A)$ is a dominant eigenvalue of $A$. The associated eigenspace $\ker\left(A - \rho(A) I_n\right)$ is one-dimensional and is spanned by a strictly positive eigenvector.

Throughout part III, $N$ is a fixed non-zero natural integer and $(X_n)_{n \in \mathbb{N}}$ is a homogeneous Markov chain on $\llbracket 0, N \rrbracket$ with transition matrix $Q$ where $q_{i,j} = P(X_{n+1} = j \mid X_n = i) > 0$. We define $a_{i,j}(t) = q_{i,j} \mathrm{e}^{jt}$ and $A(t) = \left(a_{i,j}(t)\right)_{0 \leqslant i,j \leqslant N} \in \mathcal{M}_{N+1}(\mathbb{R})$. Justify that $A(t)$ possesses a dominant eigenvalue $\gamma(t) > 0$.

Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. Show that if $\lambda$ is an eigenvalue of $M$, then $1/\lambda$ is also an eigenvalue of $M$. Give an eigenvector associated with it.

Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. Let $\lambda \in \mathrm{sp}_{\mathbb{R}}(M)$ and $p = \dim E_{\lambda}$. Let $(X_{1}, \ldots, X_{p})$ be a basis of $E_{\lambda}$. Show that $(J_{n} X_{1}, \ldots, J_{n} X_{p})$ is a basis of $E_{1/\lambda}$ and that $$\dim(E_{\lambda}) = \dim(E_{1/\lambda}).$$

Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. In this question $\lambda = 1$. Show that $E_{1}$ has even dimension and that there exists a basis of $E_{1}$ that is orthonormal and of the form $(X_{1}, \ldots, X_{p}, J_{n} X_{1}, \ldots, J_{n} X_{p})$ where $2p$ is the dimension of $E_{1}$.

Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. What about $E_{-1}$? (i.e., does $E_{-1}$ have even dimension and does there exist an orthonormal basis of $E_{-1}$ of the form $(X_{1}, \ldots, X_{p}, J_{n} X_{1}, \ldots, J_{n} X_{p})$?)

Let $M \in \mathcal{A}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. Let $m$ be the linear map canonically associated with $M$. Show the equality $\mathrm{sp}_{\mathbb{R}}(M) = \emptyset$.