We consider a Euclidean vector space $(E, (-\mid-))$. Given $a \in E$ and $x \in E$, we denote by $a \otimes x$ the map from $E$ to itself defined by:
$$\forall z \in E, (a \otimes x)(z) = (a \mid z) \cdot x$$
Let $a \in E$ and $x \in E \backslash \{0\}$. Show that $\operatorname{tr}(a \otimes x) = (a \mid x)$.

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 $p := \max_{u \in \mathcal{V}} \nu(u)$. We introduce the subset $\mathcal{V}^{\bullet}$ of $E$ formed by vectors belonging to at least one of the sets $\operatorname{Im} u^{p-1}$ for $u$ in $\mathcal{V}$, the vector subspace $K(\mathcal{V}) := \operatorname{Vect}(\mathcal{V}^{\bullet})$, and given $x \in E$, $\mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\}$.
Lemma B states: Let $x$ be in $\mathcal{V}^{\bullet} \backslash \{0\}$. If $K(\mathcal{V}) \subset \operatorname{Vect}(x) + \mathcal{V} x$, then $v(x) = 0$ for every $v$ in $\mathcal{V}$.
Let $x \in \mathcal{V}^{\bullet} \backslash \{0\}$ such that $K(\mathcal{V}) \subset \operatorname{Vect}(x) + \mathcal{V} x$. We choose $u \in \mathcal{V}$ such that $x \in \operatorname{Im} u^{p-1}$.
Given $y \in K(\mathcal{V})$, show that for every $k \in \mathbf{N}$ there exist $y_{k} \in K(\mathcal{V})$ and $\lambda_{k} \in \mathbf{R}$ such that $y = \lambda_{k} x + u^{k}(y_{k})$. Deduce that $K(\mathcal{V}) \subset \operatorname{Vect}(x)$ and then that $v(x) = 0$ for every $v \in \mathcal{V}$.

We fix a real vector space $E$ of dimension $n$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set
$$H := \operatorname{Vect}(x)^{\perp}, \quad \mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\} \text{ and } \mathcal{W} := \{v \in \mathcal{V} : v(x) = 0\}$$
We denote by $\pi$ the orthogonal projection of $E$ onto $H$. For $u \in \mathcal{W}$, we denote by $\bar{u}$ the endomorphism of $H$ defined by $\forall z \in H, \bar{u}(z) = \pi(u(z))$. We consider the sets $\overline{\mathcal{V}} := \{\bar{u} \mid u \in \mathcal{W}\}$ and $\mathcal{Z} := \{u \in \mathcal{W} : \bar{u} = 0\}$.
Show that $\mathcal{V} x$, $\mathcal{W}$, $\overline{\mathcal{V}}$ and $\mathcal{Z}$ are vector subspaces of $E$, $\mathcal{V}$, $\mathcal{L}(H)$ and $\mathcal{V}$ respectively.

We fix a real vector space $E$ of dimension $n$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set
$$H := \operatorname{Vect}(x)^{\perp}, \quad \mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\} \text{ and } \mathcal{W} := \{v \in \mathcal{V} : v(x) = 0\}$$
We denote by $\pi$ the orthogonal projection of $E$ onto $H$. For $u \in \mathcal{W}$, we denote by $\bar{u}$ the endomorphism of $H$ defined by $\forall z \in H, \bar{u}(z) = \pi(u(z))$. We consider the sets $\overline{\mathcal{V}} := \{\bar{u} \mid u \in \mathcal{W}\}$ and $\mathcal{Z} := \{u \in \mathcal{W} : \bar{u} = 0\}$. Given $a \in E$ and $x \in E$, $(a \otimes x)(z) = (a \mid z) \cdot x$ for all $z \in E$.
Show that there exists a vector subspace $L$ of $E$ such that
$$\mathcal{Z} = \{a \otimes x \mid a \in L\} \quad \text{and} \quad \operatorname{dim} L = \operatorname{dim} \mathcal{Z},$$
and show that then $x \in L^{\perp}$.

We fix a real vector space $E$ of dimension $n$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set
$$H := \operatorname{Vect}(x)^{\perp}, \quad \mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\} \text{ and } \mathcal{W} := \{v \in \mathcal{V} : v(x) = 0\}$$
We consider the sets $\overline{\mathcal{V}} := \{\bar{u} \mid u \in \mathcal{W}\}$ and $\mathcal{Z} := \{u \in \mathcal{W} : \bar{u} = 0\}$. Given $a \in E$ and $x \in E$, $(a \otimes x)(z) = (a \mid z) \cdot x$ for all $z \in E$. There exists a vector subspace $L$ of $E$ such that $\mathcal{Z} = \{a \otimes x \mid a \in L\}$ and $x \in L^{\perp}$.
By considering $u$ and $a \otimes x$ for $u \in \mathcal{V}$ and $a \in L$, deduce from Lemma A that $\mathcal{V} x \subset L^{\perp}$, and that more generally $u^{k}(x) \in L^{\perp}$ for every $k \in \mathbf{N}$ and every $u \in \mathcal{V}$.

We fix a real vector space $E$ of dimension $n$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set
$$H := \operatorname{Vect}(x)^{\perp}, \quad \mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\}$$
There exists a vector subspace $L$ of $E$ such that $\mathcal{Z} = \{a \otimes x \mid a \in L\}$, $x \in L^{\perp}$, and $\mathcal{V} x \subset L^{\perp}$.
Justify that $\lambda x \notin \mathcal{V} x$ for every $\lambda \in \mathbf{R}^{*}$, and deduce from the two previous questions that
$$\operatorname{dim} \mathcal{V} x + \operatorname{dim} L \leq n-1$$

We fix a real vector space $E$ of dimension $n$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set
$$H := \operatorname{Vect}(x)^{\perp}, \quad \mathcal{W} := \{v \in \mathcal{V} : v(x) = 0\}$$
We denote by $\pi$ the orthogonal projection of $E$ onto $H$. For $u \in \mathcal{W}$, we denote by $\bar{u}$ the endomorphism of $H$ defined by $\forall z \in H, \bar{u}(z) = \pi(u(z))$. We consider the set $\overline{\mathcal{V}} := \{\bar{u} \mid u \in \mathcal{W}\}$.
Let $u \in \mathcal{W}$. Show that $(\bar{u})^{k}(z) = \pi(u^{k}(z))$ for every $k \in \mathbf{N}$ and every $z \in H$. Deduce that $\overline{\mathcal{V}}$ is a nilpotent vector subspace of $\mathcal{L}(H)$.

We fix a real vector space $E$ of dimension $n \geq 2$, as well as a nilpotent vector subspace $\mathcal{V}$ of $\mathcal{L}(E)$, equipped with an inner product $(-\mid-)$. We consider an arbitrary vector $x$ of $E \backslash \{0\}$, and set $H := \operatorname{Vect}(x)^{\perp}$, $\mathcal{V} x := \{v(x) \mid v \in \mathcal{V}\}$, $\mathcal{W} := \{v \in \mathcal{V} : v(x) = 0\}$, $\overline{\mathcal{V}} := \{\bar{u} \mid u \in \mathcal{W}\}$, $\mathcal{Z} := \{u \in \mathcal{W} : \bar{u} = 0\}$, and $L$ the vector subspace such that $\mathcal{Z} = \{a \otimes x \mid a \in L\}$.
We have $\operatorname{dim} \mathcal{V} = \operatorname{dim}(\mathcal{V} x) + \operatorname{dim} \mathcal{Z} + \operatorname{dim} \overline{\mathcal{V}}$, $\operatorname{dim} \mathcal{V} x + \operatorname{dim} L \leq n-1$, $\overline{\mathcal{V}}$ is a nilpotent subspace of $\mathcal{L}(H)$ with $\dim H = n-1$, and by induction hypothesis $\operatorname{dim} \overline{\mathcal{V}} \leq \frac{(n-1)(n-2)}{2}$.
Prove that
$$\operatorname{dim} \mathcal{V} \leq \frac{n(n-1)}{2}$$

Suppose that the sequence of vectors $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges to a vector $P = \left( p _ { 1 } , \ldots , p _ { n } \right)$. Show that $P T = P$, that for all $i \in \llbracket 1 , n \rrbracket$, $p _ { i } \geqslant 0$ and that $p _ { 1 } + \cdots + p _ { n } = 1$.

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 $X M$ is a probability distribution.

We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.
Prove that $\operatorname { dim } \left( \operatorname { ker } \left( M - I _ { n } \right) \right) = 1$.
If $\left( u _ { 1 } , \ldots , u _ { n } \right)$ denotes the components (real) in the canonical basis of a vector of $\operatorname { ker } \left( M - I _ { n } \right)$, one may use $\min _ { 1 \leqslant i \leqslant n } u _ { i }$.

We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.
Deduce that there exists at most one probability distribution $X$ invariant by $M$, that is, satisfying $X M = X$.

We model the web by a directed graph with $n$ vertices. The matrix $A$ is the stochastic matrix described in question 29. We define $$B = ( 1 - \alpha ) A + \frac { \alpha } { n } J _ { n }$$ where $J _ { n }$ is the matrix in $\mathcal { M } _ { n } ( \mathbb { R } )$ whose coefficients are all equal to $1$, $A$ is the stochastic matrix described in question 29 and $\alpha$ is a real number in $] 0,1 [$, called the damping factor.
In the navigation model admitting $B$ as its transition matrix, give the probability of leaving a page containing no links to another page.

Let $n \in \mathbb{N}$. We consider $n+1$ distinct points in $I$, denoted $x_0 < x_1 < \cdots < x_n$, and a continuous function $f$ from $I$ to $\mathbb{R}$.
Show that the linear map $\varphi : \left|\,\begin{array}{ccl} \mathbb{R}_n[X] & \rightarrow & \mathbb{R}^{n+1} \\ P & \mapsto & \left(P(x_0), P(x_1), \ldots, P(x_n)\right) \end{array}\right.$ is an isomorphism.

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 $r$.

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 $F$ has a complement $G$ in $E$, stable under $u$.

Let $M \in \mathcal{M}_{k \times d}(\mathbb{R})$ with $\operatorname{rank}(M) = k$, $b \in \mathbb{R}^k \backslash \{0\}$, and fix $\bar{x} \in C$ where $C := \{x \in \mathbb{R}^d : Mx = b, \|x\|_1 = r\}$. Let $K$ be as defined in question 24. Show that if $y \in \operatorname{Ext}(K)$ then $$h \in \operatorname{Ker}(M) \text{ and } I_0(y) \subset I_0(h) \Rightarrow h = 0.$$

With the notation of questions 23 and 24, show that if $y \in \operatorname{Ext}(K)$ then $$h \in \operatorname{Ker}(M) \text{ and } I_0(y) \subset I_0(h) \Rightarrow h = 0.$$

For $\ell \in \mathcal { L } ( E , \mathbb { R } )$, we denote by $\left. \ell \right| _ { F }$ the restriction of $\ell$ to $F$. The restriction map is $r _ { F } : \mathcal { L } ( E , \mathbb { R } ) \rightarrow \mathcal { L } ( F , \mathbb { R } )$, $\ell \mapsto \left. \ell \right| _ { F }$, and $d_{\omega} : E \rightarrow \mathcal{L}(E,\mathbb{R})$, $x \mapsto \omega(x,\cdot)$. The $\omega$-orthogonal is $F ^ { \omega } = \{ x \in E \mid \forall y \in F , \omega ( x , y ) = 0 \}$.
Specify the kernel of $r _ { F } \circ d _ { \omega }$. Deduce that $\operatorname { dim } F ^ { \omega } = \operatorname { dim } E - \operatorname { dim } F$.

Specify the kernel of $r _ { F } \circ d _ { \omega }$. Deduce that $\operatorname { dim } F ^ { \omega } = \operatorname { dim } E - \operatorname { dim } F$.

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

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 $\mathcal { M } _ { n , 1 } ( \mathbb { R } ) = \operatorname { Vect } \left( \mathcal { V } _ { n , 1 } \right)$.

The bilinear form $B$ is defined by $$B:\left(\begin{pmatrix}x\\y\\z\end{pmatrix},\begin{pmatrix}x'\\y'\\z'\end{pmatrix}\right)\mapsto 3xx'+3yy'-zz'.$$ Given a vector $v\in V$, the pseudo-orthogonal of $v$ is $v^\perp = \{w\in V \mid B(v,w)=0\}$.
Let $v$ be a non-zero vector of $V$. Show that $v^\perp$ is a vector subspace of $V$ of codimension 1, and that $v^\perp$ is a complement of the line generated by $v$ if and only if $B(v,v)\neq 0$.

In this part, $a$ denotes an endomorphism of $\mathbf { C } ^ { n }$. We use the decomposition $\mathbf { C } ^ { n } = \bigoplus _ { i = 1 } ^ { r } E _ { i }$ where $E _ { i } = \operatorname { Ker } \left( a - \lambda _ { i } id _ { \mathbf { C } ^ { n } } \right) ^ { m _ { i } }$, with the projections $p_i$ and inclusions $q_i$ as defined.
Let $( i , j ) \in \llbracket 1 ; r \rrbracket ^ { 2 }$. Express $p _ { i } q _ { j }$ and then $\sum _ { i = 1 } ^ { r } q _ { i } p _ { i }$ in terms of the endomorphisms $id _ { \mathbf { C } ^ { n } }$ and $id _ { E _ { j } }$.

In this part, $a$ denotes an endomorphism of $\mathbf { C } ^ { n }$. We use the decomposition $\mathbf { C } ^ { n } = \bigoplus _ { i = 1 } ^ { r } E _ { i }$ where $E _ { i } = \operatorname { Ker } \left( a - \lambda _ { i } id _ { \mathbf { C } ^ { n } } \right) ^ { m _ { i } }$, with the projections $p_i$, inclusions $q_i$, and $a_i = p_i a q_i$ the endomorphism of $E_i$.
Show that: $a = \sum _ { i = 1 } ^ { r } q _ { i } a _ { i } p _ { i }$.