Real Eigen Values: Proving/Disproving Matrix AB

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In summary, the conversation is about trying to prove or disprove a proposition stating that all eigenvalues of the matrix AB are real when A is a row-stochastic matrix and B is a column-stochastic matrix with positive entries. However, the existence of a nonreal eigenvalue in a square stochastic matrix A serves as a counterexample to this proposition.
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asisbanerjee
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I need to either prove or disprove by a counterexample the following proposition:
" Let A be an m by n row-stochastic matrix in which all entries are positive real numbers and let B be an n by m column-stochastic matrix with the same feature. Then all eigen values of the m by m matrix AB are real."
Can anyone help? It may be noted that AB is not necessarily symmetric (Hermitian).
 
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asisbanerjee said:
I need to either prove or disprove by a counterexample the following proposition:
" Let A be an m by n row-stochastic matrix in which all entries are positive and let B be an n by m column-stochastic matrix with the same feature. Then all eigen values of the m by m matrix AB are real."
Can anyone help?

Hello asisbanerjee and welcome to the forums.

Maybe this will give you a headstart:

http://en.wikipedia.org/wiki/Positive-definite_matrix
 
  • #3
asisbanerjee said:
I need to either prove or disprove by a counterexample the following proposition:
" Let A be an m by n row-stochastic matrix in which all entries are positive real numbers and let B be an n by m column-stochastic matrix with the same feature. Then all eigen values of the m by m matrix AB are real."
Can anyone help? It may be noted that AB is not necessarily symmetric (Hermitian).
Do you know an example of a (square) stochastic matrix A whose entries are positive but which has a nonreal eigenvalue?

That's enough to find a counterexample, because you can then take B=...
 
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FAQ: Real Eigen Values: Proving/Disproving Matrix AB

What is a real eigenvalue?

A real eigenvalue is a scalar value that, when multiplied by its corresponding eigenvector, results in the same vector. In other words, it is a value that represents a particular direction or axis in which a matrix transformation does not change the direction of a vector.

How do you prove that a matrix AB has real eigenvalues?

To prove that a matrix AB has real eigenvalues, you need to show that the matrix AB is diagonalizable, which means that it can be decomposed into a diagonal matrix with eigenvalues on the main diagonal. This can be done by finding the eigenvectors and eigenvalues of the matrix AB and showing that they satisfy the condition for diagonalization.

Can a matrix AB have complex eigenvalues?

Yes, a matrix AB can have complex eigenvalues. This means that the eigenvalues are not real numbers, but complex numbers with a real and imaginary part. However, if all the entries in a matrix AB are real, then its eigenvalues will always be either real or come in complex conjugate pairs.

How do you disprove that a matrix AB has real eigenvalues?

To disprove that a matrix AB has real eigenvalues, you can find a counterexample where the matrix AB does not satisfy the conditions for diagonalization. This can be done by finding the eigenvectors and eigenvalues of the matrix AB and showing that they do not result in a diagonal matrix.

What is the importance of real eigenvalues in matrix transformations?

Real eigenvalues are important in matrix transformations because they represent the directions or axes in which the transformation does not change the direction of a vector. This allows for a better understanding and analysis of the transformation, and can also be used to simplify calculations and solve problems involving matrix transformations.

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