Eigenvalues of the products AB and BA

TheoremEigenspace of fg maps into the eigenspace of gf#✓fully proved

g sends the μ-eigenspace of f ∘ₗ g into the μ-eigenspace of g ∘ₗ f: if (f ∘ₗ g) x = μ • x then (g ∘ₗ f) (g x) = μ • (g x).

theorem mapsTo_eigenspace_comp (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) (μ : 𝕜) :
    Set.MapsTo g (Module.End.eigenspace (f ∘ₗ g) μ)
      (Module.End.eigenspace (g ∘ₗ f) μ)
Used by 4

TheoremInjectivity of g between eigenspaces of fg and gf#✓fully proved

The map g restricted to the eigenspaces is injective when μ ≠ 0: if g x = 0 for an eigenvector x of f ∘ₗ g, then (f ∘ₗ g) x = 0 = μ • x, so x = 0.

theorem injective_restrict_eigenspace_comp (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V)
    {μ : 𝕜} (hμ : μ ≠ 0) :
    Function.Injective (LinearMap.restrict g (mapsTo_eigenspace_comp f g μ))
Uses 1 · Used by 1

TheoremSurjectivity of g between eigenspaces of fg and gf#✓fully proved

The map g restricted to the eigenspaces is surjective when μ ≠ 0: an eigenvector y of g ∘ₗ f is the image of μ⁻¹ • f y.

theorem surjective_restrict_eigenspace_comp (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V)
    {μ : 𝕜} (hμ : μ ≠ 0) :
    Function.Surjective (LinearMap.restrict g (mapsTo_eigenspace_comp f g μ))
Uses 1 · Used by 1

DefinitionLinear equivalence of eigenspaces of fg and gf#✓fully proved

For a nonzero eigenvalue, the eigenspaces of f ∘ₗ g and of g ∘ₗ f are linearly equivalent, via g in one direction.

noncomputable def eigenspaceCompEquiv (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) {μ : 𝕜}
    (hμ : μ ≠ 0) :
    Module.End.eigenspace (f ∘ₗ g) μ ≃ₗ[𝕜] Module.End.eigenspace (g ∘ₗ f) μ :=
  LinearEquiv.ofBijective (LinearMap.restrict g (mapsTo_eigenspace_comp f g μ))
    ⟨injective_restrict_eigenspace_comp f g hμ,
     surjective_restrict_eigenspace_comp f g hμ⟩
Uses 3 · Used by 2

TheoremGeometric multiplicities of fg and gf agree#✓fully proved

The geometric multiplicities of a nonzero eigenvalue of f ∘ₗ g and of g ∘ₗ f agree.

theorem finrank_eigenspace_comp_eq (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) {μ : 𝕜}
    (hμ : μ ≠ 0) :
    Module.finrank 𝕜 (Module.End.eigenspace (f ∘ₗ g) μ) =
      Module.finrank 𝕜 (Module.End.eigenspace (g ∘ₗ f) μ)
Uses 1 · Used by 2

TheoremEigenvectors of fg map to eigenvectors of gf#✓fully proved

An eigenvector of f ∘ₗ g for a nonzero eigenvalue is sent by g to an eigenvector of g ∘ₗ f for the same eigenvalue.

theorem hasEigenvector_comp {f : V →ₗ[𝕜] W} {g : W →ₗ[𝕜] V} {μ : 𝕜} (hμ : μ ≠ 0)
    {x : W} (hx : Module.End.HasEigenvector (f ∘ₗ g) μ x) : Module.End.HasEigenvector (g ∘ₗ f) μ (g x)
Uses 1 · Used by 2

TheoremNonzero eigenvalues of fg and gf coincide#✓fully proved

A nonzero scalar is an eigenvalue of f ∘ₗ g iff it is an eigenvalue of g ∘ₗ f.

theorem hasEigenvalue_comp_iff (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.End.HasEigenvalue (f ∘ₗ g) μ ↔ Module.End.HasEigenvalue (g ∘ₗ f) μ
Uses 1 · Used by 2

TheoremGeneralized eigenspace of fg maps into that of gf#✓fully proved

g sends the generalized μ-eigenspace of f ∘ₗ g into the generalized μ-eigenspace of g ∘ₗ f, for every exponent. This is the intertwining (g ∘ₗ f) ∘ₗ g = g ∘ₗ (f ∘ₗ g) applied to Mathlib's Module.End.mapsTo_genEigenspace_of_comp.

theorem mapsTo_genEigenspace_comp (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) (μ : 𝕜) (k : ℕ∞) :
    Set.MapsTo g (Module.End.genEigenspace (f ∘ₗ g) μ k) (Module.End.genEigenspace (g ∘ₗ f) μ k)
Used by 1

TheoremKernel of g meets a generalized eigenspace of fg trivially#✓fully proved

If g x = 0 and x lies in the generalized μ-eigenspace of f ∘ₗ g with μ ≠ 0, then x = 0. Indeed, on the kernel of g the map f ∘ₗ g vanishes, so (f ∘ₗ g - μ • 1) ^ l acts as (-μ) ^ l • 1 there.

theorem eq_zero_of_apply_eq_zero_of_mem_genEigenspace
    {f : V →ₗ[𝕜] W} {g : W →ₗ[𝕜] V} {μ : 𝕜} (hμ : μ ≠ 0) {k : ℕ∞} {x : W}
    (hx : x ∈ Module.End.genEigenspace (f ∘ₗ g) μ k) (hgx : g x = 0) : x = 0
Used by 1

DefinitionRestriction of g to generalized eigenspaces of fg and gf#✓fully proved

The restriction of g to the generalized μ-eigenspaces.

noncomputable def genEigenspaceCompMap (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) (μ : 𝕜)
    (k : ℕ∞) :
    Module.End.genEigenspace (f ∘ₗ g) μ k →ₗ[𝕜] Module.End.genEigenspace (g ∘ₗ f) μ k :=
  LinearMap.restrict g (mapsTo_genEigenspace_comp f g μ k)
Uses 1 · Used by 3

TheoremInjectivity of g on generalized eigenspaces of fg#✓fully proved

The restriction of g to a generalized μ-eigenspace with μ ≠ 0 is injective.

theorem injective_genEigenspaceCompMap (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V)
    {μ : 𝕜} (hμ : μ ≠ 0) (k : ℕ∞) :
    Function.Injective (genEigenspaceCompMap f g μ k)
Uses 2 · Used by 2

TheoremGeneralized eigenspaces of fg and gf are finite-dimensional together#✓fully proved

For a nonzero scalar, the generalized eigenspaces of f ∘ₗ g and of g ∘ₗ f are finite-dimensional together, for every exponent k : ℕ∞.

theorem finite_genEigenspace_comp_iff (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) {μ : 𝕜}
    (hμ : μ ≠ 0) (k : ℕ∞) :
    Module.Finite 𝕜 (Module.End.genEigenspace (f ∘ₗ g) μ k) ↔
      Module.Finite 𝕜 (Module.End.genEigenspace (g ∘ₗ f) μ k)
Uses 2 · Used by 3

TheoremGeneralized eigenspaces of fg and gf have equal dimension#✓fully proved

The generalized μ-eigenspaces of f ∘ₗ g and of g ∘ₗ f have equal Module.finrank, for every exponent k : ℕ∞ and every nonzero μ. They are finite-dimensional together; if both are infinite-dimensional, both finranks are zero. In finite dimension only the stabilized generalized eigenspace (for example at exponent ⊤) measures algebraic multiplicity.

theorem finrank_genEigenspace_comp_eq (f : V →ₗ[𝕜] W) (g : W →ₗ[𝕜] V) {μ : 𝕜}
    (hμ : μ ≠ 0) (k : ℕ∞) :
    Module.finrank 𝕜 (Module.End.genEigenspace (f ∘ₗ g) μ k) =
      Module.finrank 𝕜 (Module.End.genEigenspace (g ∘ₗ f) μ k)
Uses 3 · Used by 2

DefinitionEigenspaces of fg and gf are equivalent, for endomorphisms#✓fully proved

The * form of eigenspaceCompEquiv, for endomorphisms of one space.

noncomputable def eigenspaceMulEquiv (A B : Module.End 𝕜 V) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.End.eigenspace (A * B) μ ≃ₗ[𝕜] Module.End.eigenspace (B * A) μ := by
  simp only [Module.End.mul_eq_comp]
  exact eigenspaceCompEquiv A B hμ
Uses 1

TheoremGeometric multiplicities of fg and gf agree, for endomorphisms#✓fully proved

The * form of finrank_eigenspace_comp_eq.

theorem finrank_eigenspace_mul_eq (A B : Module.End 𝕜 V) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.finrank 𝕜 (Module.End.eigenspace (A * B) μ) =
      Module.finrank 𝕜 (Module.End.eigenspace (B * A) μ)
Uses 1 · Used by 1

TheoremEigenvectors of fg map to eigenvectors of gf, for endomorphisms#✓fully proved

The * form of hasEigenvector_comp.

theorem hasEigenvector_mul {A B : Module.End 𝕜 V} {μ : 𝕜} (hμ : μ ≠ 0) {x : V}
    (hx : (A * B).HasEigenvector μ x) : (B * A).HasEigenvector μ (B x)
Uses 1

TheoremNonzero eigenvalues of fg and gf coincide, for endomorphisms#✓fully proved

The * form of hasEigenvalue_comp_iff.

theorem hasEigenvalue_mul_iff (A B : Module.End 𝕜 V) {μ : 𝕜} (hμ : μ ≠ 0) :
    (A * B).HasEigenvalue μ ↔ (B * A).HasEigenvalue μ
Uses 1 · Used by 1

TheoremGeneralized eigenspace dimensions agree, for endomorphisms#✓fully proved

The * form of finrank_genEigenspace_comp_eq.

theorem finrank_genEigenspace_mul_eq (A B : Module.End 𝕜 V) {μ : 𝕜} (hμ : μ ≠ 0)
    (k : ℕ∞) :
    Module.finrank 𝕜 ((A * B).genEigenspace μ k) =
      Module.finrank 𝕜 ((B * A).genEigenspace μ k)
Uses 1 · Used by 1

TheoremGeneralized eigenspaces finite-dimensional together, for endomorphisms#✓fully proved

The * form of finite_genEigenspace_comp_iff.

theorem finite_genEigenspace_mul_iff (A B : Module.End 𝕜 V) {μ : 𝕜} (hμ : μ ≠ 0)
    (k : ℕ∞) :
    Module.Finite 𝕜 ((A * B).genEigenspace μ k) ↔
      Module.Finite 𝕜 ((B * A).genEigenspace μ k)
Uses 1 · Used by 1

TheoremNonzero eigenvalues of matrix products AB and BA coincide#✓fully proved

A nonzero scalar is an eigenvalue of the matrix product A * B iff it is an eigenvalue of B * A.

theorem hasEigenvalue_mul_iff (A : Matrix ι κ 𝕜) (B : Matrix κ ι 𝕜) {μ : 𝕜}
    (hμ : μ ≠ 0) :
    Module.End.HasEigenvalue (Matrix.toLin' (A * B)) μ ↔
      Module.End.HasEigenvalue (Matrix.toLin' (B * A)) μ
Uses 1

TheoremGeometric multiplicities of matrix products AB and BA agree#✓fully proved

The geometric multiplicities of a nonzero eigenvalue of A * B and of B * A agree.

theorem finrank_eigenspace_mul_eq (A : Matrix ι κ 𝕜) (B : Matrix κ ι 𝕜) {μ : 𝕜}
    (hμ : μ ≠ 0) :
    Module.finrank 𝕜 (Module.End.eigenspace (Matrix.toLin' (A * B)) μ) =
      Module.finrank 𝕜 (Module.End.eigenspace (Matrix.toLin' (B * A)) μ)
Uses 1

TheoremGeneralized eigenspaces of AB and BA have equal dimension#✓fully proved

The generalized μ-eigenspaces of A * B and of B * A have equal Module.finrank, for every exponent k : ℕ∞.

theorem finrank_genEigenspace_mul_eq (A : Matrix ι κ 𝕜) (B : Matrix κ ι 𝕜) {μ : 𝕜}
    (hμ : μ ≠ 0) (k : ℕ∞) :
    Module.finrank 𝕜 (Module.End.genEigenspace (Matrix.toLin' (A * B)) μ k) =
      Module.finrank 𝕜 (Module.End.genEigenspace (Matrix.toLin' (B * A)) μ k)
Uses 1

TheoremGeneralized eigenspaces of AB and BA are finite-dimensional together#✓fully proved

The generalized eigenspaces of rectangular products in opposite orders are finite-dimensional together for a nonzero scalar and every exponent.

theorem finite_genEigenspace_mul_iff (A : Matrix ι κ 𝕜) (B : Matrix κ ι 𝕜) {μ : 𝕜}
    (hμ : μ ≠ 0) (k : ℕ∞) :
    Module.Finite 𝕜 (Module.End.genEigenspace (Matrix.toLin' (A * B)) μ k) ↔
      Module.Finite 𝕜 (Module.End.genEigenspace (Matrix.toLin' (B * A)) μ k)
Uses 1

TheoremNonzero eigenvalues of ST and TS coincide#✓fully proved

A nonzero scalar is an eigenvalue of S * T iff it is an eigenvalue of T * S, for bounded operators.

theorem hasEigenvalue_mul_iff (S T : E →L[𝕜] E) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.End.HasEigenvalue ((S * T : E →L[𝕜] E) : Module.End 𝕜 E) μ ↔
      Module.End.HasEigenvalue ((T * S : E →L[𝕜] E) : Module.End 𝕜 E) μ
Uses 1 · Used by 1

TheoremEqual geometric multiplicities of nonzero eigenvalues of ST and TS#✓fully proved

The geometric multiplicities of a nonzero eigenvalue of S * T and of T * S agree, for bounded operators.

theorem finrank_eigenspace_mul_eq (S T : E →L[𝕜] E) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.finrank 𝕜
        (Module.End.eigenspace ((S * T : E →L[𝕜] E) : Module.End 𝕜 E) μ) =
      Module.finrank 𝕜
        (Module.End.eigenspace ((T * S : E →L[𝕜] E) : Module.End 𝕜 E) μ)
Uses 1

TheoremEqual dimensions of generalized eigenspaces of ST and TS#✓fully proved

The generalized μ-eigenspaces of S * T and of T * S have equal Module.finrank, for every exponent k : ℕ∞, for bounded operators.

theorem finrank_genEigenspace_mul_eq (S T : E →L[𝕜] E) {μ : 𝕜} (hμ : μ ≠ 0)
    (k : ℕ∞) :
    Module.finrank 𝕜
        (Module.End.genEigenspace ((S * T : E →L[𝕜] E) : Module.End 𝕜 E) μ k) =
      Module.finrank 𝕜
        (Module.End.genEigenspace ((T * S : E →L[𝕜] E) : Module.End 𝕜 E) μ k)
Uses 1

TheoremFinite-dimensionality of generalized eigenspaces of ST and TS#✓fully proved

Generalized eigenspaces of reversed bounded-operator products are finite-dimensional together for a nonzero scalar and every exponent.

theorem finite_genEigenspace_mul_iff (S T : E →L[𝕜] E) {μ : 𝕜} (hμ : μ ≠ 0)
    (k : ℕ∞) :
    Module.Finite 𝕜
        (Module.End.genEigenspace ((S * T : E →L[𝕜] E) : Module.End 𝕜 E) μ k) ↔
      Module.Finite 𝕜
        (Module.End.genEigenspace ((T * S : E →L[𝕜] E) : Module.End 𝕜 E) μ k)
Uses 1

TheoremNonzero eigenvalues of an operator times its adjoint, in either order#✓fully proved

A nonzero scalar is an eigenvalue of T† * T iff it is an eigenvalue of T * T†, on a Hilbert space.

theorem hasEigenvalue_adjoint_mul_self_iff {𝕜 E : Type*} [RCLike 𝕜]
    [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [CompleteSpace E]
    (T : E →L[𝕜] E) {μ : 𝕜} (hμ : μ ≠ 0) :
    Module.End.HasEigenvalue
        ((ContinuousLinearMap.adjoint T * T : E →L[𝕜] E) : Module.End 𝕜 E) μ ↔
      Module.End.HasEigenvalue
        ((T * ContinuousLinearMap.adjoint T : E →L[𝕜] E) : Module.End 𝕜 E) μ
Uses 1
28 fully proved

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