Let $M \in \mathcal{A}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$, and let $m$ be the linear map canonically associated with $M$. Let $X$ denote an eigenvector of $M^{2}$ of norm 1 associated with a certain eigenvalue $\lambda$. Show that $MX$, $J_{n} X$ and $J_{n} MX$ are eigenvectors of $M^{2}$ and give the eigenvalues associated with each of these vectors.

Let $M \in \mathcal{A}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. Show that all eigenvalues of $M^{2}$ are strictly negative.

Exhibit a matrix $M \in S _ { 2 } ( \mathbb { Q } )$ for which $\sqrt { 2 }$ is an eigenvalue.

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 $B ( X , Y ) = X ^ { T } S Y$.
15a. Show that there exists a basis $(e _ { 1 } , \ldots , e _ { d })$ of $\mathbb { R } ^ { d }$ with $e _ { i } \in \mathbb { Q } ^ { d }$ for all $i$ and $B ( e _ { i } , e _ { j } ) = 0$ for $i \neq j$.
15b. Deduce that there exist $P \in \mathrm { GL } _ { d } ( \mathbb { Q } )$ and $q _ { 1 } , \ldots , q _ { d } \in \mathbb { Q }$, $q _ { i } > 0$, such that: $$S = P ^ { T } \cdot \operatorname { Diag } \left( q _ { 1 } , \ldots , q _ { d } \right) \cdot P$$

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 set: $$M = \left( \begin{array} { c c c c c } 0 & 0 & \cdots & 0 & a _ { 0 } \\ 1 & 0 & \ddots & 0 & a _ { 1 } \\ 0 & \ddots & \ddots & \vdots & \vdots \\ \vdots & \ddots & \ddots & 0 & a _ { d - 2 } \\ 0 & \cdots & 0 & 1 & a _ { d - 1 } \end{array} \right)$$
Compute the characteristic polynomial of $M$.

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 $R = \operatorname { Diag } \left( \sqrt { q _ { 1 } } , \ldots , \sqrt { q _ { d } } \right) \cdot P$.

Exhibit a matrix $M \in S _ { 2 } ( \mathbb { Q } )$ for which $\sqrt { 2 }$ is an eigenvalue.

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 $d \in \mathbb { N } ^ { \star }$ 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 $t \left( z ^ { i + j } \right)$. For $X , Y \in \mathbb { R } ^ { d }$, we set $B ( X , Y ) = X ^ { T } S Y$.
13a. Show that $B ( X , X ) > 0$ for $X \in \mathbb { Q } ^ { d } , X \neq 0$.
13b. Deduce that the matrix $S$ is invertible.

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 set: $$M = \left( \begin{array} { c c c c c } 0 & 0 & \cdots & 0 & a _ { 0 } \\ 1 & 0 & \ddots & 0 & a _ { 1 } \\ 0 & \ddots & \ddots & \vdots & \vdots \\ \vdots & \ddots & \ddots & 0 & a _ { d - 2 } \\ 0 & \cdots & 0 & 1 & a _ { d - 1 } \end{array} \right)$$ Compute the characteristic polynomial of $M$.

Let $\ell \in \llbracket 2, n \rrbracket$ and let $\gamma \in \mathfrak{S}_\ell$ be a cycle of length $\ell$. Show that $\chi_\gamma(X) = X^\ell - 1$.
One may reduce to the case $\gamma = (12\cdots\ell)$ and consider the matrix
$$\Gamma_\ell = \left( \begin{array}{cccccc} 0 & \cdots & \cdots & \cdots & 0 & 1 \\ 1 & 0 & \cdots & \cdots & 0 & 0 \\ 0 & 1 & \ddots & & \vdots & 0 \\ \vdots & \ddots & \ddots & \ddots & \vdots & \vdots \\ \vdots & & \ddots & 1 & 0 & 0 \\ 0 & \cdots & \cdots & 0 & 1 & 0 \end{array} \right) \in \mathcal{M}_\ell(\mathbb{C})$$

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 $u$ 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.

Let $(E, \langle \cdot, \cdot \rangle)$ be a real pre-Hilbert space, with associated norm $\|\cdot\|$. Let $u$ be an endomorphism of $E$ satisfying, $$\forall (x,y) \in E^2, \quad \langle u(x), y \rangle = \langle x, u(y) \rangle$$ Suppose that there exists a unit vector $x_0 \in F$ satisfying $$\langle u(x_0), x_0 \rangle = \sup_{x \in F, \|x\|=1} \langle u(x), x \rangle$$ Show that $x_0$ is an eigenvector of $u$.

Let $(E, \langle \cdot, \cdot \rangle)$ be a real pre-Hilbert space, with associated norm $\|\cdot\|$. Let $u$ be an endomorphism of $E$ satisfying, $$\forall (x,y) \in E^2, \quad \langle u(x), y \rangle = \langle x, u(y) \rangle$$ Suppose that there exists a unit vector $x_0 \in F$ satisfying $$\langle u(x_0), x_0 \rangle = \sup_{x \in F, \|x\|=1} \langle u(x), x \rangle$$ Show that $x_0$ is an eigenvector of $u$.

4. Let $C_m \in \mathbb{R}[Y]$ be the characteristic polynomial of $M_m$. a. Verify that $C_1 = Y$, $C_2 = Y^2 - 2$ and $$C_m = Y C_{m-1} - m(m-1) C_{m-2}, \quad m \geq 3$$ b. Calculate the determinant of $M_m$. c. Prove that, if $e_m$ denotes the integer part of $m/2$, $$C_m = \sum_{k=0}^{e_m} (-1)^k c_{m,k} Y^{m-2k}$$ with $$c_{m,0} = 1; \quad c_{m,k} = \sum_{(a_1, \ldots, a_k) \in J_k(m)} a_1(a_1+1) a_2(a_2+1) \cdots a_k(a_k+1), \quad 1 \leq k \leq e_m;$$ where $J_k(m)$ denotes the set of $k$-tuples of integers from $\{1, \ldots, m-1\}$ such that $a_i + 2 \leq a_{i+1}$ for $1 \leq i \leq k-1$.

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.

Show that, if $A$ is nilpotent, that is, if there exists $p \in \mathbb{N}^\star$ such that $A^p = 0_n$, then the spectral radius of $A$ is zero.

We denote $C = \left\{ U \in \mathcal{M}_{n,1}(\mathbb{R}) \mid U^\top U = 1 \right\}$. Show that $\rho(A) \leqslant \max_{U \in C} \left| U^\top A U \right|$.

Let $A \in \mathcal{S}_n(\mathbb{R})$ and $C = \left\{ U \in \mathcal{M}_{n,1}(\mathbb{R}) \mid U^\top U = 1 \right\}$. Prove that $\rho(A) = \max_{U \in C} \left| U^\top A U \right|$.

Let $A \in \mathcal{S}_n(\mathbb{R})$ and $C = \left\{ U \in \mathcal{M}_{n,1}(\mathbb{R}) \mid U^\top U = 1 \right\}$. We further assume that the eigenvalues of $A$ are all positive. Show then that $\rho(A) = \max_{U \in C} \left( U^\top A U \right)$.

We assume that $\Sigma_Y$ satisfies $$\forall i \in \llbracket 1, n \rrbracket, \quad \sigma_{i,i} = \sigma^2 \quad \text{and} \quad \forall (i,j) \in \llbracket 1, n \rrbracket^2, \quad i \neq j \Longrightarrow \sigma_{i,j} = \sigma^2 \gamma$$ where $\sigma$ and $\gamma$ are two strictly positive real numbers. We denote by $J \in \mathcal{M}_n(\mathbb{R})$ the matrix whose coefficients are all equal to 1.
Determine the eigenvalues of $J$ and the dimension of each associated eigenspace. Also determine an eigenvector associated with its eigenvalue of maximal modulus.

We assume that $\Sigma_Y$ satisfies $$\forall i \in \llbracket 1, n \rrbracket, \quad \sigma_{i,i} = \sigma^2 \quad \text{and} \quad \forall (i,j) \in \llbracket 1, n \rrbracket^2, \quad i \neq j \Longrightarrow \sigma_{i,j} = \sigma^2 \gamma$$ where $\sigma$ and $\gamma$ are two strictly positive real numbers. We denote by $J \in \mathcal{M}_n(\mathbb{R})$ the matrix whose coefficients are all equal to 1, and $U_0$ is a unit vector such that the variance of $Z = U_0^\top Y$ is maximal.
Calculate the percentage of total variance represented by $Z$, that is, the ratio $\dfrac{\mathbb{V}(Z)}{\mathbb{V}_T(Y)}$.

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

Let $A \in S_n^{++}(\mathbf{R})$ and $M \in S_n(\mathbf{R})$. Let $\alpha \in ]-\frac{1}{n}, +\infty[\backslash\{0\}$ and $\varphi_\alpha(t) = \frac{1}{\alpha} \operatorname{det}^{-\alpha}(A + tM)$. Using the fact that $A^{-1}M$ is similar to a real symmetric matrix, deduce that $\varphi_\alpha''(0) \geq 0$.

Let $A \in S _ { n } ^ { + + } ( \mathbf { R } )$ and $M \in S _ { n } ( \mathbf { R } )$, and let $\alpha \in ] - \frac { 1 } { n } , + \infty \left[ \backslash \{ 0 \} \right.$. With $\varphi _ { \alpha } ^ { \prime \prime } ( 0 ) = \operatorname { det } ^ { - \alpha } ( A ) \left( \alpha \operatorname { Tr } ^ { 2 } \left( A ^ { - 1 } M \right) + \operatorname { Tr } \left( \left( A ^ { - 1 } M \right) ^ { 2 } \right) \right)$, deduce that $\varphi _ { \alpha } ^ { \prime \prime } ( 0 ) \geq 0$.