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/-
Copyright (c) 2020 Alexander Bentkamp. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Alexander Bentkamp
-/
module
public import Mathlib.Algebra.Algebra.Spectrum.Basic
public import Mathlib.Algebra.Module.LinearMap.Basic
public import Mathlib.LinearAlgebra.FiniteDimensional.Lemmas
public import Mathlib.LinearAlgebra.GeneralLinearGroup.Basic
public import Mathlib.RingTheory.Nilpotent.Basic
public import Mathlib.RingTheory.Nilpotent.Defs
public import Mathlib.RingTheory.Nilpotent.Lemmas
public import Mathlib.Tactic.Peel
/-!
# Eigenvectors and eigenvalues
This file defines eigenspaces, eigenvalues, and eigenvectors, as well as their generalized
counterparts. We follow Axler's approach [axler2024] because it allows us to derive many properties
without choosing a basis and without using matrices.
An eigenspace of a linear map `f` for a scalar `μ` is the kernel of the map `(f - μ • id)`. The
nonzero elements of an eigenspace are eigenvectors `x`. They have the property `f x = μ • x`. If
there are eigenvectors for a scalar `μ`, the scalar `μ` is called an eigenvalue.
There is no consensus in the literature whether `0` is an eigenvector. Our definition of
`HasEigenvector` permits only nonzero vectors. For an eigenvector `x` that may also be `0`, we
write `x ∈ f.eigenspace μ`.
A generalized eigenspace of a linear map `f` for a natural number `k` and a scalar `μ` is the kernel
of the map `(f - μ • id) ^ k`. The nonzero elements of a generalized eigenspace are generalized
eigenvectors `x`. If there are generalized eigenvectors for a natural number `k` and a scalar `μ`,
the scalar `μ` is called a generalized eigenvalue.
The fact that the eigenvalues are the roots of the minimal polynomial is proved in
`LinearAlgebra.Eigenspace.Minpoly`.
The existence of eigenvalues over an algebraically closed field
(and the fact that the generalized eigenspaces then span) is deferred to
`LinearAlgebra.Eigenspace.IsAlgClosed`.
## References
* [Sheldon Axler, *Linear Algebra Done Right*][axler2024]
* https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors
## Tags
eigenspace, eigenvector, eigenvalue, eigen
-/
@[expose] public section
universe u v w
namespace Module
namespace End
open Module Set
variable {K R : Type v} {V M : Type w} [CommRing R] [AddCommGroup M] [Module R M] [Field K]
[AddCommGroup V] [Module K V]
/-- The submodule `genEigenspace f μ k` for a linear map `f`, a scalar `μ`,
and a number `k : ℕ∞` is the kernel of `(f - μ • id) ^ k` if `k` is a natural number,
or the union of all these kernels if `k = ∞`. (`k = ∞` corresponds to Def 8.19 of [axler2024].)
A generalized eigenspace for some exponent `k` is contained in
the generalized eigenspace for exponents larger than `k`. -/
def genEigenspace (f : End R M) (μ : R) : ℕ∞ →o Submodule R M where
toFun k := ⨆ l : ℕ, ⨆ _ : l ≤ k, LinearMap.ker ((f - μ • 1) ^ l)
monotone' _ _ hkl := biSup_mono fun _ hi ↦ hi.trans hkl
lemma mem_genEigenspace {f : End R M} {μ : R} {k : ℕ∞} {x : M} :
x ∈ f.genEigenspace μ k ↔ ∃ l : ℕ, l ≤ k ∧ x ∈ LinearMap.ker ((f - μ • 1) ^ l) := by
have : Nonempty {l : ℕ // l ≤ k} := ⟨⟨0, zero_le⟩⟩
have : Directed (ι := { i : ℕ // i ≤ k }) (· ≤ ·) fun i ↦ LinearMap.ker ((f - μ • 1) ^ (i : ℕ)) :=
Monotone.directed_le fun m n h ↦ by simpa using (f - μ • 1).iterateKer.monotone h
simp_rw [genEigenspace, OrderHom.coe_mk, LinearMap.mem_ker, iSup_subtype',
Submodule.mem_iSup_of_directed _ this, LinearMap.mem_ker, Subtype.exists, exists_prop]
lemma genEigenspace_directed {f : End R M} {μ : R} {k : ℕ∞} :
Directed (· ≤ ·) (fun l : {l : ℕ // l ≤ k} ↦ f.genEigenspace μ l) := by
have aux : Monotone ((↑) : {l : ℕ // l ≤ k} → ℕ∞) := fun x y h ↦ by simpa using h
exact ((genEigenspace f μ).monotone.comp aux).directed_le
lemma mem_genEigenspace_nat {f : End R M} {μ : R} {k : ℕ} {x : M} :
x ∈ f.genEigenspace μ k ↔ x ∈ LinearMap.ker ((f - μ • 1) ^ k) := by
rw [mem_genEigenspace]
constructor
· rintro ⟨l, hl, hx⟩
simp only [Nat.cast_le] at hl
exact (f - μ • 1).iterateKer.monotone hl hx
· intro hx
exact ⟨k, le_rfl, hx⟩
lemma mem_genEigenspace_top {f : End R M} {μ : R} {x : M} :
x ∈ f.genEigenspace μ ⊤ ↔ ∃ k : ℕ, x ∈ LinearMap.ker ((f - μ • 1) ^ k) := by
simp [mem_genEigenspace]
lemma genEigenspace_nat {f : End R M} {μ : R} {k : ℕ} :
f.genEigenspace μ k = LinearMap.ker ((f - μ • 1) ^ k) := by
ext; simp [mem_genEigenspace_nat]
lemma genEigenspace_eq_iSup_genEigenspace_nat (f : End R M) (μ : R) (k : ℕ∞) :
f.genEigenspace μ k = ⨆ l : {l : ℕ // l ≤ k}, f.genEigenspace μ l := by
simp_rw [genEigenspace_nat, genEigenspace, OrderHom.coe_mk, iSup_subtype]
lemma genEigenspace_top (f : End R M) (μ : R) :
f.genEigenspace μ ⊤ = ⨆ k : ℕ, f.genEigenspace μ k := by
rw [genEigenspace_eq_iSup_genEigenspace_nat, iSup_subtype]
simp only [le_top, iSup_pos]
lemma genEigenspace_one {f : End R M} {μ : R} :
f.genEigenspace μ 1 = LinearMap.ker (f - μ • 1) := by
rw [← Nat.cast_one, genEigenspace_nat, pow_one]
@[simp]
lemma mem_genEigenspace_one {f : End R M} {μ : R} {x : M} :
x ∈ f.genEigenspace μ 1 ↔ f x = μ • x := by
rw [genEigenspace_one, LinearMap.mem_ker, LinearMap.sub_apply,
sub_eq_zero, LinearMap.smul_apply, Module.End.one_apply]
-- `simp` can prove this using `genEigenspace_zero`
lemma mem_genEigenspace_zero {f : End R M} {μ : R} {x : M} :
x ∈ f.genEigenspace μ 0 ↔ x = 0 := by
rw [← Nat.cast_zero, mem_genEigenspace_nat, pow_zero, LinearMap.mem_ker, Module.End.one_apply]
@[simp]
lemma genEigenspace_zero {f : End R M} {μ : R} :
f.genEigenspace μ 0 = ⊥ := by
ext; apply mem_genEigenspace_zero
@[simp]
lemma genEigenspace_zero_nat (f : End R M) (k : ℕ) :
f.genEigenspace 0 k = LinearMap.ker (f ^ k) := by
ext; simp [mem_genEigenspace_nat]
/-- Let `M` be an `R`-module, and `f` an `R`-linear endomorphism of `M`,
and let `μ : R` and `k : ℕ∞` be given.
Then `x : M` satisfies `HasUnifEigenvector f μ k x` if
`x ∈ f.genEigenspace μ k` and `x ≠ 0`.
For `k = 1`, this means that `x` is an eigenvector of `f` with eigenvalue `μ`. -/
def HasUnifEigenvector (f : End R M) (μ : R) (k : ℕ∞) (x : M) : Prop :=
x ∈ f.genEigenspace μ k ∧ x ≠ 0
/-- Let `M` be an `R`-module, and `f` an `R`-linear endomorphism of `M`.
Then `μ : R` and `k : ℕ∞` satisfy `HasUnifEigenvalue f μ k` if
`f.genEigenspace μ k ≠ ⊥`.
For `k = 1`, this means that `μ` is an eigenvalue of `f`. -/
def HasUnifEigenvalue (f : End R M) (μ : R) (k : ℕ∞) : Prop :=
f.genEigenspace μ k ≠ ⊥
/-- Let `M` be an `R`-module, and `f` an `R`-linear endomorphism of `M`.
For `k : ℕ∞`, we define `UnifEigenvalues f k` to be the type of all
`μ : R` that satisfy `f.HasUnifEigenvalue μ k`.
For `k = 1` this is the type of all eigenvalues of `f`. -/
def UnifEigenvalues (f : End R M) (k : ℕ∞) : Type _ :=
{ μ : R // f.HasUnifEigenvalue μ k }
/-- The underlying value of a bundled eigenvalue. -/
@[coe]
def UnifEigenvalues.val (f : Module.End R M) (k : ℕ∞) : UnifEigenvalues f k → R := Subtype.val
@[simp]
lemma UnifEigenvalues.val_mk {f : End R M} {μ : R} {k : ℕ∞} (h : f.HasUnifEigenvalue μ k) :
UnifEigenvalues.val f k ⟨μ, h⟩ = μ := rfl
@[simp]
lemma UnifEigenvalues.mk_val {f : End R M} {k : ℕ∞} (μ : UnifEigenvalues f k) :
⟨μ.val, μ.property⟩ = μ := rfl
instance UnifEigenvalues.instCoeOut {f : Module.End R M} (k : ℕ∞) :
CoeOut (UnifEigenvalues f k) R where
coe := UnifEigenvalues.val f k
instance UnivEigenvalues.instDecidableEq [DecidableEq R] (f : Module.End R M) (k : ℕ∞) :
DecidableEq (UnifEigenvalues f k) :=
inferInstanceAs (DecidableEq (Subtype (fun x : R ↦ f.HasUnifEigenvalue x k)))
lemma HasUnifEigenvector.hasUnifEigenvalue {f : End R M} {μ : R} {k : ℕ∞} {x : M}
(h : f.HasUnifEigenvector μ k x) : f.HasUnifEigenvalue μ k := by
rw [HasUnifEigenvalue, Submodule.ne_bot_iff]
use x; exact h
lemma HasUnifEigenvector.apply_eq_smul {f : End R M} {μ : R} {x : M}
(hx : f.HasUnifEigenvector μ 1 x) : f x = μ • x :=
mem_genEigenspace_one.mp hx.1
lemma HasUnifEigenvector.pow_apply {f : End R M} {μ : R} {v : M} (hv : f.HasUnifEigenvector μ 1 v)
(n : ℕ) : (f ^ n) v = μ ^ n • v := by
induction n <;> simp [*, pow_succ f, hv.apply_eq_smul, smul_smul, pow_succ' μ]
theorem HasUnifEigenvalue.exists_hasUnifEigenvector
{f : End R M} {μ : R} {k : ℕ∞} (hμ : f.HasUnifEigenvalue μ k) :
∃ v, f.HasUnifEigenvector μ k v :=
Submodule.exists_mem_ne_zero_of_ne_bot hμ
lemma HasUnifEigenvalue.pow {f : End R M} {μ : R} (h : f.HasUnifEigenvalue μ 1) (n : ℕ) :
(f ^ n).HasUnifEigenvalue (μ ^ n) 1 := by
rw [HasUnifEigenvalue, Submodule.ne_bot_iff]
obtain ⟨m : M, hm⟩ := h.exists_hasUnifEigenvector
exact ⟨m, by simpa [mem_genEigenspace_one] using hm.pow_apply n, hm.2⟩
/-- A nilpotent endomorphism has nilpotent eigenvalues.
See also `LinearMap.isNilpotent_trace_of_isNilpotent`. -/
lemma HasUnifEigenvalue.isNilpotent_of_isNilpotent [IsDomain R] [IsTorsionFree R M] {f : End R M}
(hfn : IsNilpotent f) {μ : R} (hf : f.HasUnifEigenvalue μ 1) :
IsNilpotent μ := by
obtain ⟨m : M, hm⟩ := hf.exists_hasUnifEigenvector
obtain ⟨n : ℕ, hn : f ^ n = 0⟩ := hfn
exact ⟨n, by simpa [hn, hm.2, eq_comm (a := (0 : M))] using hm.pow_apply n⟩
lemma HasUnifEigenvalue.mem_spectrum {f : End R M} {μ : R} (hμ : HasUnifEigenvalue f μ 1) :
μ ∈ spectrum R f := by
refine spectrum.mem_iff.mpr fun h_unit ↦ ?_
set f' := LinearMap.GeneralLinearGroup.toLinearEquiv h_unit.unit
rcases hμ.exists_hasUnifEigenvector with ⟨v, hv⟩
refine hv.2 ((LinearMap.ker_eq_bot'.mp f'.ker) v (?_ : μ • v - f v = 0))
rw [hv.apply_eq_smul, sub_self]
lemma hasUnifEigenvalue_iff_mem_spectrum [FiniteDimensional K V] {f : End K V} {μ : K} :
f.HasUnifEigenvalue μ 1 ↔ μ ∈ spectrum K f := by
rw [spectrum.mem_iff, IsUnit.sub_iff, LinearMap.isUnit_iff_ker_eq_bot,
HasUnifEigenvalue, genEigenspace_one, ne_eq, not_iff_not]
simp [Submodule.ext_iff, LinearMap.mem_ker]
alias ⟨_, HasUnifEigenvalue.of_mem_spectrum⟩ := hasUnifEigenvalue_iff_mem_spectrum
set_option linter.style.whitespace false in -- manual alignment is not recognised
lemma genEigenspace_div (f : End K V) (a b : K) (hb : b ≠ 0) :
genEigenspace f (a / b) 1 = LinearMap.ker (b • f - a • 1) :=
calc
genEigenspace f (a / b) 1 = genEigenspace f (b⁻¹ * a) 1 := by rw [div_eq_mul_inv, mul_comm]
_ = LinearMap.ker (f - (b⁻¹ * a) • 1) := by rw [genEigenspace_one]
_ = LinearMap.ker (f - b⁻¹ • a • 1) := by rw [smul_smul]
_ = LinearMap.ker (b • (f - b⁻¹ • a • 1)) := by rw [LinearMap.ker_smul _ b hb]
_ = LinearMap.ker (b • f - a • 1) := by rw [smul_sub, smul_inv_smul₀ hb]
/-- The generalized eigenrange for a linear map `f`, a scalar `μ`, and an exponent `k ∈ ℕ∞`
is the range of `(f - μ • id) ^ k` if `k` is a natural number,
or the infimum of these ranges if `k = ∞`. -/
def genEigenrange (f : End R M) (μ : R) (k : ℕ∞) : Submodule R M :=
⨅ l : ℕ, ⨅ (_ : l ≤ k), LinearMap.range ((f - μ • 1) ^ l)
lemma genEigenrange_nat {f : End R M} {μ : R} {k : ℕ} :
f.genEigenrange μ k = LinearMap.range ((f - μ • 1) ^ k) := by
ext x
simp only [genEigenrange, Nat.cast_le, Submodule.mem_iInf, LinearMap.mem_range]
constructor
· intro h
exact h _ le_rfl
· rintro ⟨x, rfl⟩ i hi
have : k = i + (k - i) := by lia
rw [this, pow_add]
exact ⟨_, rfl⟩
/-- The exponent of a generalized eigenvalue is never 0. -/
lemma HasUnifEigenvalue.exp_ne_zero {f : End R M} {μ : R} {k : ℕ}
(h : f.HasUnifEigenvalue μ k) : k ≠ 0 := by
rintro rfl
simp [HasUnifEigenvalue, Nat.cast_zero, genEigenspace_zero] at h
/-- If there exists a natural number `k` such that the kernel of `(f - μ • id) ^ k` is the
maximal generalized eigenspace, then this value is the least such `k`. If not, this value is not
meaningful. -/
noncomputable def maxUnifEigenspaceIndex (f : End R M) (μ : R) :=
monotonicSequenceLimitIndex <| (f.genEigenspace μ).comp <| WithTop.coeOrderHom.toOrderHom
/-- For an endomorphism of a Noetherian module, the maximal eigenspace is always of the form kernel
`(f - μ • id) ^ k` for some `k`. -/
lemma genEigenspace_top_eq_maxUnifEigenspaceIndex [IsNoetherian R M] (f : End R M) (μ : R) :
genEigenspace f μ ⊤ = f.genEigenspace μ (maxUnifEigenspaceIndex f μ) := by
have := WellFoundedGT.iSup_eq_monotonicSequenceLimit <|
(f.genEigenspace μ).comp <| WithTop.coeOrderHom.toOrderHom
convert! this using 1
simp only [genEigenspace, OrderHom.coe_mk, le_top, iSup_pos, OrderHom.comp_coe,
Function.comp_def]
rw [iSup_prod', iSup_subtype', ← sSup_range, ← sSup_range]
congr 1
aesop
lemma genEigenspace_le_genEigenspace_maxUnifEigenspaceIndex [IsNoetherian R M] (f : End R M)
(μ : R) (k : ℕ∞) :
f.genEigenspace μ k ≤ f.genEigenspace μ (maxUnifEigenspaceIndex f μ) := by
rw [← genEigenspace_top_eq_maxUnifEigenspaceIndex]
exact (f.genEigenspace μ).monotone le_top
/-- Generalized eigenspaces for exponents at least `finrank K V` are equal to each other. -/
theorem genEigenspace_eq_genEigenspace_maxUnifEigenspaceIndex_of_le [IsNoetherian R M]
(f : End R M) (μ : R) {k : ℕ} (hk : maxUnifEigenspaceIndex f μ ≤ k) :
f.genEigenspace μ k = f.genEigenspace μ (maxUnifEigenspaceIndex f μ) :=
le_antisymm
(genEigenspace_le_genEigenspace_maxUnifEigenspaceIndex _ _ _)
((f.genEigenspace μ).monotone <| by simpa using hk)
/-- A generalized eigenvalue for some exponent `k` is also
a generalized eigenvalue for exponents larger than `k`. -/
lemma HasUnifEigenvalue.le {f : End R M} {μ : R} {k m : ℕ∞}
(hm : k ≤ m) (hk : f.HasUnifEigenvalue μ k) :
f.HasUnifEigenvalue μ m := by
unfold HasUnifEigenvalue at *
contrapose hk
rw [← le_bot_iff, ← hk]
exact (f.genEigenspace _).monotone hm
/-- A generalized eigenvalue for some exponent `k` is also
a generalized eigenvalue for positive exponents. -/
lemma HasUnifEigenvalue.lt {f : End R M} {μ : R} {k m : ℕ∞}
(hm : 0 < m) (hk : f.HasUnifEigenvalue μ k) :
f.HasUnifEigenvalue μ m := by
apply HasUnifEigenvalue.le (k := 1) (Order.one_le_iff_pos.mpr hm)
intro contra; apply hk
rw [genEigenspace_one, LinearMap.ker_eq_bot] at contra
rw [eq_bot_iff]
intro x hx
rw [mem_genEigenspace] at hx
rcases hx with ⟨l, -, hx⟩
rwa [LinearMap.ker_eq_bot.mpr] at hx
rw [Module.End.coe_pow (f - μ • 1) l]
exact Function.Injective.iterate contra l
/-- Generalized eigenvalues are actually just eigenvalues. -/
@[simp]
lemma hasUnifEigenvalue_iff_hasUnifEigenvalue_one {f : End R M} {μ : R} {k : ℕ∞} (hk : 0 < k) :
f.HasUnifEigenvalue μ k ↔ f.HasUnifEigenvalue μ 1 :=
⟨HasUnifEigenvalue.lt zero_lt_one, HasUnifEigenvalue.lt hk⟩
lemma maxUnifEigenspaceIndex_le_finrank [FiniteDimensional K V] (f : End K V) (μ : K) :
maxUnifEigenspaceIndex f μ ≤ finrank K V := by
apply Nat.sInf_le
intro n hn
apply le_antisymm
· exact (f.genEigenspace μ).monotone <| WithTop.coeOrderHom.monotone hn
· change (f.genEigenspace μ) n ≤ (f.genEigenspace μ) (finrank K V)
rw [genEigenspace_nat, genEigenspace_nat]
apply ker_pow_le_ker_pow_finrank
/-- Every generalized eigenvector is a generalized eigenvector for exponent `finrank K V`.
(Lemma 8.20 of [axler2024]) -/
lemma genEigenspace_le_genEigenspace_finrank [FiniteDimensional K V] (f : End K V)
(μ : K) (k : ℕ∞) : f.genEigenspace μ k ≤ f.genEigenspace μ (finrank K V) := by
calc f.genEigenspace μ k
≤ f.genEigenspace μ ⊤ := (f.genEigenspace _).monotone le_top
_ ≤ f.genEigenspace μ (finrank K V) := by
rw [genEigenspace_top_eq_maxUnifEigenspaceIndex]
exact (f.genEigenspace _).monotone <| by simpa using maxUnifEigenspaceIndex_le_finrank f μ
/-- Generalized eigenspaces for exponents at least `finrank K V` are equal to each other. -/
theorem genEigenspace_eq_genEigenspace_finrank_of_le [FiniteDimensional K V]
(f : End K V) (μ : K) {k : ℕ} (hk : finrank K V ≤ k) :
f.genEigenspace μ k = f.genEigenspace μ (finrank K V) :=
le_antisymm
(genEigenspace_le_genEigenspace_finrank _ _ _)
((f.genEigenspace μ).monotone <| by simpa using hk)
lemma mapsTo_genEigenspace_of_comm {f g : End R M} (h : Commute f g) (μ : R) (k : ℕ∞) :
MapsTo g (f.genEigenspace μ k) (f.genEigenspace μ k) := by
intro x hx
simp only [SetLike.mem_coe, mem_genEigenspace, LinearMap.mem_ker] at hx ⊢
rcases hx with ⟨l, hl, hx⟩
replace h : Commute ((f - μ • (1 : End R M)) ^ l) g :=
(h.sub_left <| Algebra.commute_algebraMap_left μ g).pow_left l
use l, hl
rw [← LinearMap.comp_apply, ← Module.End.mul_eq_comp, h.eq, Module.End.mul_eq_comp,
LinearMap.comp_apply, hx, map_zero]
/-- The restriction of `f - μ • 1` to the `k`-fold generalized `μ`-eigenspace is nilpotent. -/
lemma isNilpotent_restrict_genEigenspace_nat (f : End R M) (μ : R) (k : ℕ)
(h : MapsTo (f - μ • (1 : End R M))
(f.genEigenspace μ k) (f.genEigenspace μ k) :=
mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ) μ k) :
IsNilpotent ((f - μ • 1).restrict h) := by
use k
ext ⟨x, hx⟩
rw [mem_genEigenspace_nat] at hx
rw [LinearMap.zero_apply, ZeroMemClass.coe_zero, ZeroMemClass.coe_eq_zero,
Module.End.pow_restrict, LinearMap.restrict_apply]
ext
simpa
/-- The restriction of `f - μ • 1` to the generalized `μ`-eigenspace is nilpotent. -/
lemma isNilpotent_restrict_genEigenspace_top [IsNoetherian R M] (f : End R M) (μ : R)
(h : MapsTo (f - μ • (1 : End R M))
(f.genEigenspace μ ⊤) (f.genEigenspace μ ⊤) :=
mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ) μ _) :
IsNilpotent ((f - μ • 1).restrict h) := by
apply isNilpotent_restrict_of_le
on_goal 2 => apply isNilpotent_restrict_genEigenspace_nat f μ (maxUnifEigenspaceIndex f μ)
rw [genEigenspace_top_eq_maxUnifEigenspaceIndex]
/-- The submodule `eigenspace f μ` for a linear map `f` and a scalar `μ` consists of all vectors `x`
such that `f x = μ • x`. (Def 5.52 of [axler2024]). -/
abbrev eigenspace (f : End R M) (μ : R) : Submodule R M :=
f.genEigenspace μ 1
lemma eigenspace_def {f : End R M} {μ : R} :
f.eigenspace μ = LinearMap.ker (f - μ • 1) := by
rw [eigenspace, genEigenspace_one]
@[simp]
theorem eigenspace_zero (f : End R M) : f.eigenspace 0 = LinearMap.ker f := by
simp only [eigenspace, ← Nat.cast_one (R := ℕ∞), genEigenspace_zero_nat, pow_one]
/-- A nonzero element of an eigenspace is an eigenvector. (Def 5.8 of [axler2024]) -/
abbrev HasEigenvector (f : End R M) (μ : R) (x : M) : Prop :=
HasUnifEigenvector f μ 1 x
lemma hasEigenvector_iff {f : End R M} {μ : R} {x : M} :
f.HasEigenvector μ x ↔ x ∈ f.eigenspace μ ∧ x ≠ 0 := Iff.rfl
/-- A scalar `μ` is an eigenvalue for a linear map `f` if there are nonzero vectors `x`
such that `f x = μ • x`. (Def 5.5 of [axler2024]). -/
abbrev HasEigenvalue (f : End R M) (a : R) : Prop :=
HasUnifEigenvalue f a 1
lemma hasEigenvalue_iff {f : End R M} {μ : R} :
f.HasEigenvalue μ ↔ f.eigenspace μ ≠ ⊥ := Iff.rfl
/-- The eigenvalues of the endomorphism `f`, as a subtype of `R`. -/
abbrev Eigenvalues (f : End R M) : Type _ :=
UnifEigenvalues f 1
@[coe]
abbrev Eigenvalues.val (f : Module.End R M) : Eigenvalues f → R := UnifEigenvalues.val f 1
@[simp]
lemma Eigenvalues.val_mk {f : End R M} {μ : R} (h : f.HasEigenvalue μ) :
Eigenvalues.val f ⟨μ, h⟩ = μ := rfl
@[simp]
lemma Eigenvalues.mk_val {f : End R M} (μ : Eigenvalues f) : ⟨μ.val, μ.property⟩ = μ := rfl
theorem hasEigenvalue_of_hasEigenvector {f : End R M} {μ : R} {x : M} (h : HasEigenvector f μ x) :
HasEigenvalue f μ :=
h.hasUnifEigenvalue
theorem mem_eigenspace_iff {f : End R M} {μ : R} {x : M} : x ∈ eigenspace f μ ↔ f x = μ • x :=
mem_genEigenspace_one
nonrec
theorem HasEigenvector.apply_eq_smul {f : End R M} {μ : R} {x : M} (hx : f.HasEigenvector μ x) :
f x = μ • x :=
hx.apply_eq_smul
nonrec
theorem HasEigenvector.pow_apply {f : End R M} {μ : R} {v : M} (hv : f.HasEigenvector μ v) (n : ℕ) :
(f ^ n) v = μ ^ n • v :=
hv.pow_apply n
theorem HasEigenvalue.exists_hasEigenvector {f : End R M} {μ : R} (hμ : f.HasEigenvalue μ) :
∃ v, f.HasEigenvector μ v :=
Submodule.exists_mem_ne_zero_of_ne_bot hμ
nonrec
lemma HasEigenvalue.pow {f : End R M} {μ : R} (h : f.HasEigenvalue μ) (n : ℕ) :
(f ^ n).HasEigenvalue (μ ^ n) :=
h.pow n
theorem genEigenspace_mem_invtSubmodule (f : End R M) (μ : R) (n : ℕ∞) :
genEigenspace f μ n ∈ invtSubmodule f := by
intro x hx
simp only [Submodule.mem_comap, mem_genEigenspace, LinearMap.mem_ker] at hx ⊢
obtain ⟨k, hk, hx⟩ := hx
refine ⟨k, hk, ?_⟩
induction k generalizing x
case zero => simp_all
case succ k ih =>
rw [pow_succ, mul_apply] at hx ⊢
simpa using ih (le_trans (by simp) hk) hx
theorem eigenspace_mem_invtSubmodule (f : End R M) (μ : R) :
eigenspace f μ ∈ invtSubmodule f :=
genEigenspace_mem_invtSubmodule f μ 1
theorem restrict_eigenspace (f : End R M) (μ : R) :
f.restrict (f.mem_invtSubmodule_iff_forall_mem_of_mem.mp
(eigenspace_mem_invtSubmodule f μ)) = μ • LinearMap.id := by
ext x
exact mem_eigenspace_iff.mp x.2
/-- A nilpotent endomorphism has nilpotent eigenvalues.
See also `LinearMap.isNilpotent_trace_of_isNilpotent`. -/
nonrec
lemma HasEigenvalue.isNilpotent_of_isNilpotent [IsDomain R] [IsTorsionFree R M] {f : End R M}
(hfn : IsNilpotent f) {μ : R} (hf : f.HasEigenvalue μ) :
IsNilpotent μ :=
hf.isNilpotent_of_isNilpotent hfn
nonrec
theorem HasEigenvalue.mem_spectrum {f : End R M} {μ : R} (hμ : HasEigenvalue f μ) :
μ ∈ spectrum R f :=
hμ.mem_spectrum
theorem hasEigenvalue_iff_mem_spectrum [FiniteDimensional K V] {f : End K V} {μ : K} :
f.HasEigenvalue μ ↔ μ ∈ spectrum K f :=
hasUnifEigenvalue_iff_mem_spectrum
alias ⟨_, HasEigenvalue.of_mem_spectrum⟩ := hasEigenvalue_iff_mem_spectrum
theorem mem_spectrum_of_map_eq_smul {f : End R M} {v : M} {a : R} (h0 : v ≠ 0) (h : f v = a • v) :
a ∈ spectrum R f :=
hasEigenvalue_of_hasEigenvector ⟨by simp [h], h0⟩ |>.mem_spectrum
theorem hasEigenvalue_iff_exists_map_eq_smul {f : End R M} {a : R} :
f.HasEigenvalue a ↔ ∃ v ≠ 0, f v = a • v := by
simp [hasEigenvalue_iff, Submodule.ne_bot_iff, and_comm]
theorem eigenspace_div (f : End K V) (a b : K) (hb : b ≠ 0) :
eigenspace f (a / b) = LinearMap.ker (b • f - algebraMap K (End K V) a) :=
genEigenspace_div f a b hb
/-- A nonzero element of a generalized eigenspace is a generalized eigenvector.
(Def 8.8 of [axler2024]) -/
abbrev HasGenEigenvector (f : End R M) (μ : R) (k : ℕ) (x : M) : Prop :=
HasUnifEigenvector f μ k x
lemma hasGenEigenvector_iff {f : End R M} {μ : R} {k : ℕ} {x : M} :
f.HasGenEigenvector μ k x ↔ x ∈ f.genEigenspace μ k ∧ x ≠ 0 := Iff.rfl
/-- A scalar `μ` is a generalized eigenvalue for a linear map `f` and an exponent `k ∈ ℕ` if there
are generalized eigenvectors for `f`, `k`, and `μ`. -/
abbrev HasGenEigenvalue (f : End R M) (μ : R) (k : ℕ) : Prop :=
HasUnifEigenvalue f μ k
lemma hasGenEigenvalue_iff {f : End R M} {μ : R} {k : ℕ} :
f.HasGenEigenvalue μ k ↔ f.genEigenspace μ k ≠ ⊥ := Iff.rfl
/-- The exponent of a generalized eigenvalue is never 0. -/
theorem exp_ne_zero_of_hasGenEigenvalue {f : End R M} {μ : R} {k : ℕ}
(h : f.HasGenEigenvalue μ k) : k ≠ 0 :=
HasUnifEigenvalue.exp_ne_zero h
/-- The union of the kernels of `(f - μ • id) ^ k` over all `k`. -/
abbrev maxGenEigenspace (f : End R M) (μ : R) : Submodule R M :=
genEigenspace f μ ⊤
lemma iSup_genEigenspace_eq (f : End R M) (μ : R) :
⨆ k : ℕ, (f.genEigenspace μ) k = f.maxGenEigenspace μ := by
simp_rw [maxGenEigenspace, genEigenspace_top]
theorem genEigenspace_le_maximal (f : End R M) (μ : R) (k : ℕ) :
f.genEigenspace μ k ≤ f.maxGenEigenspace μ :=
(f.genEigenspace μ).monotone le_top
@[simp]
theorem mem_maxGenEigenspace (f : End R M) (μ : R) (m : M) :
m ∈ f.maxGenEigenspace μ ↔ ∃ k : ℕ, ((f - μ • (1 : End R M)) ^ k) m = 0 :=
mem_genEigenspace_top
/-- If there exists a natural number `k` such that the kernel of `(f - μ • id) ^ k` is the
maximal generalized eigenspace, then this value is the least such `k`. If not, this value is not
meaningful. -/
noncomputable abbrev maxGenEigenspaceIndex (f : End R M) (μ : R) :=
maxUnifEigenspaceIndex f μ
/-- For an endomorphism of a Noetherian module, the maximal eigenspace is always of the form kernel
`(f - μ • id) ^ k` for some `k`. -/
theorem maxGenEigenspace_eq [IsNoetherian R M] (f : End R M) (μ : R) :
maxGenEigenspace f μ = f.genEigenspace μ (maxGenEigenspaceIndex f μ) :=
genEigenspace_top_eq_maxUnifEigenspaceIndex _ _
theorem maxGenEigenspace_eq_maxGenEigenspace_zero (f : End R M) (μ : R) :
maxGenEigenspace f μ = maxGenEigenspace (f - μ • 1) 0 := by
ext; simp
/-- A generalized eigenvalue for some exponent `k` is also
a generalized eigenvalue for exponents larger than `k`. -/
theorem hasGenEigenvalue_of_hasGenEigenvalue_of_le {f : End R M} {μ : R} {k : ℕ}
{m : ℕ} (hm : k ≤ m) (hk : f.HasGenEigenvalue μ k) :
f.HasGenEigenvalue μ m :=
hk.le <| by simpa using hm
/-- The eigenspace is a subspace of the generalized eigenspace. -/
theorem eigenspace_le_genEigenspace {f : End R M} {μ : R} {k : ℕ} (hk : 0 < k) :
f.eigenspace μ ≤ f.genEigenspace μ k :=
(f.genEigenspace _).monotone <| by simpa using Nat.succ_le_of_lt hk
theorem eigenspace_le_maxGenEigenspace {f : End R M} {μ : R} :
f.eigenspace μ ≤ f.maxGenEigenspace μ :=
(f.genEigenspace _).monotone <| OrderTop.le_top _
/-- All eigenvalues are generalized eigenvalues. -/
theorem hasGenEigenvalue_of_hasEigenvalue {f : End R M} {μ : R} {k : ℕ} (hk : 0 < k)
(hμ : f.HasEigenvalue μ) : f.HasGenEigenvalue μ k :=
hμ.lt <| by simpa using hk
/-- All generalized eigenvalues are eigenvalues. -/
theorem hasEigenvalue_of_hasGenEigenvalue {f : End R M} {μ : R} {k : ℕ}
(hμ : f.HasGenEigenvalue μ k) : f.HasEigenvalue μ :=
hμ.lt zero_lt_one
/-- Generalized eigenvalues are actually just eigenvalues. -/
theorem hasGenEigenvalue_iff_hasEigenvalue {f : End R M} {μ : R} {k : ℕ} (hk : 0 < k) :
f.HasGenEigenvalue μ k ↔ f.HasEigenvalue μ := by
simp [hk]
theorem maxGenEigenspace_eq_genEigenspace_finrank
[FiniteDimensional K V] (f : End K V) (μ : K) :
f.maxGenEigenspace μ = f.genEigenspace μ (finrank K V) := by
apply le_antisymm _ <| (f.genEigenspace μ).monotone le_top
rw [genEigenspace_top_eq_maxUnifEigenspaceIndex]
apply genEigenspace_le_genEigenspace_finrank f μ
lemma mapsTo_maxGenEigenspace_of_comm {f g : End R M} (h : Commute f g) (μ : R) :
MapsTo g ↑(f.maxGenEigenspace μ) ↑(f.maxGenEigenspace μ) :=
mapsTo_genEigenspace_of_comm h μ ⊤
/-- The restriction of `f - μ • 1` to the `k`-fold generalized `μ`-eigenspace is nilpotent. -/
lemma isNilpotent_restrict_sub_algebraMap (f : End R M) (μ : R) (k : ℕ)
(h : MapsTo (f - algebraMap R (End R M) μ)
(f.genEigenspace μ k) (f.genEigenspace μ k) :=
mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ) μ k) :
IsNilpotent ((f - algebraMap R (End R M) μ).restrict h) :=
isNilpotent_restrict_genEigenspace_nat _ _ _
/-- The restriction of `f - μ • 1` to the generalized `μ`-eigenspace is nilpotent. -/
lemma isNilpotent_restrict_maxGenEigenspace_sub_algebraMap [IsNoetherian R M] (f : End R M) (μ : R)
(h : MapsTo (f - algebraMap R (End R M) μ)
↑(f.maxGenEigenspace μ) ↑(f.maxGenEigenspace μ) :=
mapsTo_maxGenEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ) μ) :
IsNilpotent ((f - algebraMap R (End R M) μ).restrict h) := by
apply isNilpotent_restrict_of_le (q := f.genEigenspace μ (maxUnifEigenspaceIndex f μ))
_ (isNilpotent_restrict_genEigenspace_nat f μ (maxUnifEigenspaceIndex f μ))
rw [maxGenEigenspace_eq]
lemma disjoint_genEigenspace [IsDomain R] [IsTorsionFree R M]
(f : End R M) {μ₁ μ₂ : R} (hμ : μ₁ ≠ μ₂) (k l : ℕ∞) :
Disjoint (f.genEigenspace μ₁ k) (f.genEigenspace μ₂ l) := by
rw [genEigenspace_eq_iSup_genEigenspace_nat, genEigenspace_eq_iSup_genEigenspace_nat]
simp_rw [genEigenspace_directed.disjoint_iSup_left, genEigenspace_directed.disjoint_iSup_right]
rintro ⟨k, -⟩ ⟨l, -⟩
nontriviality M
rw [disjoint_iff]
set p := f.genEigenspace μ₁ k ⊓ f.genEigenspace μ₂ l
by_contra hp
replace hp : Nontrivial p := Submodule.nontrivial_iff_ne_bot.mpr hp
let f₁ : End R p := (f - algebraMap R (End R M) μ₁).restrict <| MapsTo.inter_inter
(mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ₁) μ₁ k)
(mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ₁) μ₂ l)
let f₂ : End R p := (f - algebraMap R (End R M) μ₂).restrict <| MapsTo.inter_inter
(mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ₂) μ₁ k)
(mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f μ₂) μ₂ l)
have : IsNilpotent (f₂ - f₁) := by
apply Commute.isNilpotent_sub (x := f₂) (y := f₁) _
(isNilpotent_restrict_of_le inf_le_right _)
(isNilpotent_restrict_of_le inf_le_left _)
· ext; simp [f₁, f₂, smul_sub, sub_sub, smul_comm μ₁, add_sub_left_comm]
· apply mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f _)
· apply isNilpotent_restrict_genEigenspace_nat
· apply mapsTo_genEigenspace_of_comm (Algebra.mul_sub_algebraMap_commutes f _)
apply isNilpotent_restrict_genEigenspace_nat
have hf₁₂ : f₂ - f₁ = algebraMap R (End R p) (μ₁ - μ₂) := by ext; simp [f₁, f₂]
rw [hf₁₂, IsNilpotent.map_iff (FaithfulSMul.algebraMap_injective R (End R p)),
isNilpotent_iff_eq_zero, sub_eq_zero] at this
contradiction
lemma injOn_genEigenspace [IsDomain R] [IsTorsionFree R M] (f : End R M) (k : ℕ∞) :
InjOn (f.genEigenspace · k) {μ | f.genEigenspace μ k ≠ ⊥} := by
rintro μ₁ _ μ₂ hμ₂ hμ₁₂
by_contra contra
apply hμ₂
simpa only [hμ₁₂, disjoint_self] using f.disjoint_genEigenspace contra k k
lemma injOn_maxGenEigenspace [IsDomain R] [IsTorsionFree R M] (f : End R M) :
InjOn (f.maxGenEigenspace ·) {μ | f.maxGenEigenspace μ ≠ ⊥} :=
injOn_genEigenspace f ⊤
theorem independent_genEigenspace [IsDomain R] [IsTorsionFree R M] (f : End R M) (k : ℕ∞) :
iSupIndep (f.genEigenspace · k) := by
classical
suffices ∀ μ₁ (s : Finset R), μ₁ ∉ s → Disjoint (f.genEigenspace μ₁ k)
(s.sup fun μ ↦ f.genEigenspace μ k) by
simp_rw [iSupIndep_iff_supIndep,
Finset.supIndep_iff_disjoint_erase]
exact fun s μ _ ↦ this _ _ (s.notMem_erase μ)
intro μ₁ s
induction s using Finset.induction_on with
| empty => simp
| insert μ₂ s _ ih =>
intro hμ₁₂
obtain ⟨hμ₁₂ : μ₁ ≠ μ₂, hμ₁ : μ₁ ∉ s⟩ := by rwa [Finset.mem_insert, not_or] at hμ₁₂
specialize ih hμ₁
rw [Finset.sup_insert, disjoint_iff, Submodule.eq_bot_iff]
rintro x ⟨hx, hx'⟩
simp only [SetLike.mem_coe] at hx hx'
suffices x ∈ genEigenspace f μ₂ k by
rw [← Submodule.mem_bot (R := R), ← (f.disjoint_genEigenspace hμ₁₂ k k).eq_bot]
exact ⟨hx, this⟩
obtain ⟨y, hy, z, hz, rfl⟩ := Submodule.mem_sup.mp hx'; clear hx'
let g := f - μ₂ • 1
simp_rw [mem_genEigenspace, ← exists_prop] at hy ⊢
peel hy with l hlk hl
simp only [LinearMap.mem_ker] at hl
have hyz : (g ^ l) (y + z) ∈
(f.genEigenspace μ₁ k) ⊓ s.sup fun μ ↦ f.genEigenspace μ k := by
refine ⟨f.mapsTo_genEigenspace_of_comm (g := g ^ l) ?_ μ₁ k hx, ?_⟩
· exact Algebra.mul_sub_algebraMap_pow_commutes f μ₂ l
· rw [SetLike.mem_coe, map_add, hl, zero_add]
suffices (s.sup fun μ ↦ f.genEigenspace μ k).map (g ^ l) ≤
s.sup fun μ ↦ f.genEigenspace μ k by exact this (Submodule.mem_map_of_mem hz)
simp_rw [Finset.sup_eq_iSup, Submodule.map_iSup (ι := R), Submodule.map_iSup (ι := _ ∈ s)]
refine iSup₂_mono fun μ _ ↦ ?_
rintro - ⟨u, hu, rfl⟩
refine f.mapsTo_genEigenspace_of_comm ?_ μ k hu
exact Algebra.mul_sub_algebraMap_pow_commutes f μ₂ l
rwa [ih.eq_bot, Submodule.mem_bot] at hyz
theorem independent_maxGenEigenspace [IsDomain R] [IsTorsionFree R M] (f : End R M) :
iSupIndep f.maxGenEigenspace := by
apply independent_genEigenspace
/-- The eigenspaces of a linear operator form an independent family of subspaces of `M`. That is,
any eigenspace has trivial intersection with the span of all the other eigenspaces. -/
theorem eigenspaces_iSupIndep [IsDomain R] [IsTorsionFree R M] (f : End R M) :
iSupIndep f.eigenspace :=
f.independent_genEigenspace 1
/-- Eigenvectors corresponding to distinct eigenvalues of a linear operator are linearly
independent. -/
theorem eigenvectors_linearIndependent' {ι : Type*} [IsDomain R] [IsTorsionFree R M]
(f : End R M) (μ : ι → R) (hμ : Function.Injective μ) (v : ι → M)
(h_eigenvec : ∀ i, f.HasEigenvector (μ i) (v i)) : LinearIndependent R v :=
f.eigenspaces_iSupIndep.comp hμ |>.linearIndependent _
(fun i ↦ h_eigenvec i |>.left) (fun i ↦ h_eigenvec i |>.right)
/-- Eigenvectors corresponding to distinct eigenvalues of a linear operator are linearly
independent. (Lemma 5.11 of [axler2024])
We use the eigenvalues as indexing set to ensure that there is only one eigenvector for each
eigenvalue in the image of `xs`.
See `Module.End.eigenvectors_linearIndependent'` for an indexed variant. -/
theorem eigenvectors_linearIndependent [IsDomain R] [IsTorsionFree R M]
(f : End R M) (μs : Set R) (xs : μs → M)
(h_eigenvec : ∀ μ : μs, f.HasEigenvector μ (xs μ)) : LinearIndependent R xs :=
f.eigenvectors_linearIndependent' (fun μ : μs ↦ μ) Subtype.coe_injective _ h_eigenvec
/-- If `f` maps a subspace `p` into itself, then the generalized eigenspace of the restriction
of `f` to `p` is the part of the generalized eigenspace of `f` that lies in `p`. -/
theorem genEigenspace_restrict (f : End R M) (p : Submodule R M) (k : ℕ∞) (μ : R)
(hfp : ∀ x : M, x ∈ p → f x ∈ p) :
genEigenspace (LinearMap.restrict f hfp) μ k =
Submodule.comap p.subtype (f.genEigenspace μ k) := by
ext x
suffices ∀ l : ℕ, genEigenspace (LinearMap.restrict f hfp) μ l =
Submodule.comap p.subtype (f.genEigenspace μ l) by
simp_rw [mem_genEigenspace, ← mem_genEigenspace_nat, this,
Submodule.mem_comap, mem_genEigenspace (k := k), mem_genEigenspace_nat]
intro l
rw [genEigenspace_nat, genEigenspace_nat, ← LinearMap.restrict_smul_one μ,
LinearMap.restrict_sub hfp, Module.End.pow_restrict _,
← LinearMap.ker_comp_of_ker_eq_bot _ (Submodule.ker_subtype p),
LinearMap.subtype_comp_restrict, LinearMap.domRestrict, ← LinearMap.ker_comp]
lemma _root_.Submodule.inf_genEigenspace (f : End R M) (p : Submodule R M) {k : ℕ∞} {μ : R}
(hfp : ∀ x : M, x ∈ p → f x ∈ p) :
p ⊓ f.genEigenspace μ k =
(genEigenspace (LinearMap.restrict f hfp) μ k).map p.subtype := by
rw [f.genEigenspace_restrict _ _ _ hfp, Submodule.map_comap_eq, Submodule.range_subtype]
lemma mapsTo_restrict_maxGenEigenspace_restrict_of_mapsTo
{p : Submodule R M} (f g : End R M) (hf : MapsTo f p p) (hg : MapsTo g p p) {μ₁ μ₂ : R}
(h : MapsTo f (g.maxGenEigenspace μ₁) (g.maxGenEigenspace μ₂)) :
MapsTo (f.restrict hf)
(maxGenEigenspace (g.restrict hg) μ₁)
(maxGenEigenspace (g.restrict hg) μ₂) := by
intro x hx
simp_rw [SetLike.mem_coe, mem_maxGenEigenspace, ← LinearMap.restrict_smul_one _,
LinearMap.restrict_sub _, Module.End.pow_restrict _, LinearMap.restrict_apply,
Submodule.mk_eq_zero, ← mem_maxGenEigenspace] at hx ⊢
exact h hx
/-- If `p` is an invariant submodule of an endomorphism `f`, then the `μ`-eigenspace of the
restriction of `f` to `p` is a submodule of the `μ`-eigenspace of `f`. -/
theorem eigenspace_restrict_le_eigenspace (f : End R M) {p : Submodule R M} (hfp : ∀ x ∈ p, f x ∈ p)
(μ : R) : (eigenspace (f.restrict hfp) μ).map p.subtype ≤ f.eigenspace μ := by
rintro a ⟨x, hx, rfl⟩
simp only [SetLike.mem_coe, mem_eigenspace_iff, LinearMap.restrict_apply] at hx ⊢
exact congr_arg Subtype.val hx
/-- Generalized eigenrange and generalized eigenspace for exponent `finrank K V` are disjoint. -/
theorem generalized_eigenvec_disjoint_range_ker [FiniteDimensional K V] (f : End K V) (μ : K) :
Disjoint (f.genEigenrange μ (finrank K V))
(f.genEigenspace μ (finrank K V)) := by
have h :=
calc
Submodule.comap ((f - μ • 1) ^ finrank K V)
(f.genEigenspace μ (finrank K V)) =
LinearMap.ker ((f - algebraMap _ _ μ) ^ finrank K V *
(f - algebraMap K (End K V) μ) ^ finrank K V) := by
rw [genEigenspace_nat, ← LinearMap.ker_comp]; rfl
_ = f.genEigenspace μ (finrank K V + finrank K V : ℕ) := by
simp_rw [← pow_add, genEigenspace_nat]; rfl
_ = f.genEigenspace μ (finrank K V) := by
rw [genEigenspace_eq_genEigenspace_finrank_of_le]; lia
rw [disjoint_iff_inf_le, genEigenrange_nat, LinearMap.range_eq_map,
Submodule.map_inf_eq_map_inf_comap, top_inf_eq, h, genEigenspace_nat]
apply Submodule.map_comap_le
/-- If an invariant subspace `p` of an endomorphism `f` is disjoint from the `μ`-eigenspace of `f`,
then the restriction of `f` to `p` has trivial `μ`-eigenspace. -/
theorem eigenspace_restrict_eq_bot {f : End R M} {p : Submodule R M} (hfp : ∀ x ∈ p, f x ∈ p)
{μ : R} (hμp : Disjoint (f.eigenspace μ) p) : eigenspace (f.restrict hfp) μ = ⊥ := by
rw [eq_bot_iff]
intro x hx
simpa using hμp.le_bot ⟨eigenspace_restrict_le_eigenspace f hfp μ ⟨x, hx, rfl⟩, x.prop⟩
/-- The generalized eigenspace of an eigenvalue has positive dimension for positive exponents. -/
theorem pos_finrank_genEigenspace_of_hasEigenvalue [FiniteDimensional K V] {f : End K V}
{k : ℕ} {μ : K} (hx : f.HasEigenvalue μ) (hk : 0 < k) :
0 < finrank K (f.genEigenspace μ k) :=
calc
0 = finrank K (⊥ : Submodule K V) := by rw [finrank_bot]
_ < finrank K (f.eigenspace μ) := Submodule.finrank_lt_finrank_of_lt (bot_lt_iff_ne_bot.2 hx)
_ ≤ finrank K (f.genEigenspace μ k) :=
Submodule.finrank_mono ((f.genEigenspace μ).monotone (by simpa using Nat.succ_le_of_lt hk))
/-- A linear map maps a generalized eigenrange into itself. -/
theorem map_genEigenrange_le {f : End K V} {μ : K} {n : ℕ} :
Submodule.map f (f.genEigenrange μ n) ≤ f.genEigenrange μ n :=
calc
Submodule.map f (f.genEigenrange μ n) =
LinearMap.range (f * (f - algebraMap _ _ μ) ^ n) := by
rw [genEigenrange_nat]; exact (LinearMap.range_comp _ _).symm
_ = LinearMap.range ((f - algebraMap _ _ μ) ^ n * f) := by
rw [Algebra.mul_sub_algebraMap_pow_commutes]
_ = Submodule.map ((f - algebraMap _ _ μ) ^ n) (LinearMap.range f) := LinearMap.range_comp _ _
_ ≤ f.genEigenrange μ n := by rw [genEigenrange_nat]; apply LinearMap.map_le_range
lemma genEigenspace_le_smul (f : Module.End R M) (μ t : R) (k : ℕ∞) :
(f.genEigenspace μ k) ≤ (t • f).genEigenspace (t * μ) k := by
intro m hm
simp_rw [mem_genEigenspace, ← exists_prop, LinearMap.mem_ker] at hm ⊢
peel hm with l hlk hl
rw [mul_smul, ← smul_sub, smul_pow, LinearMap.smul_apply, hl, smul_zero]
lemma genEigenspace_inf_le_add
(f₁ f₂ : End R M) (μ₁ μ₂ : R) (k₁ k₂ : ℕ∞) (h : Commute f₁ f₂) :
(f₁.genEigenspace μ₁ k₁) ⊓ (f₂.genEigenspace μ₂ k₂) ≤
(f₁ + f₂).genEigenspace (μ₁ + μ₂) (k₁ + k₂) := by
intro m hm
simp only [Submodule.mem_inf, mem_genEigenspace, LinearMap.mem_ker] at hm ⊢
obtain ⟨⟨l₁, hlk₁, hl₁⟩, ⟨l₂, hlk₂, hl₂⟩⟩ := hm
use l₁ + l₂
have : f₁ + f₂ - (μ₁ + μ₂) • 1 = (f₁ - μ₁ • 1) + (f₂ - μ₂ • 1) := by
rw [add_smul]; exact add_sub_add_comm f₁ f₂ (μ₁ • 1) (μ₂ • 1)
replace h : Commute (f₁ - μ₁ • 1) (f₂ - μ₂ • 1) :=
(h.sub_right <| Algebra.commute_algebraMap_right μ₂ f₁).sub_left
(Algebra.commute_algebraMap_left μ₁ _)
rw [this, h.add_pow', LinearMap.coe_sum, Finset.sum_apply]
constructor
· simpa only [Nat.cast_add] using add_le_add hlk₁ hlk₂
refine Finset.sum_eq_zero fun ⟨i, j⟩ hij ↦ ?_
suffices (((f₁ - μ₁ • 1) ^ i) * ((f₂ - μ₂ • 1) ^ j)) m = 0 by
rw [LinearMap.smul_apply, this, smul_zero]
rw [Finset.mem_antidiagonal] at hij
obtain hi | hj : l₁ ≤ i ∨ l₂ ≤ j := by lia
· rw [(h.pow_pow i j).eq, Module.End.mul_apply, Module.End.pow_map_zero_of_le hi hl₁, map_zero]
· rw [Module.End.mul_apply, Module.End.pow_map_zero_of_le hj hl₂, map_zero]
lemma map_smul_of_iInf_genEigenspace_ne_bot [IsDomain R] [IsTorsionFree R M]
{L F : Type*} [SMul R L] [FunLike F L (End R M)] [MulActionHomClass F R L (End R M)] (f : F)
(μ : L → R) (k : ℕ∞) (h_ne : ⨅ x, (f x).genEigenspace (μ x) k ≠ ⊥)
(t : R) (x : L) :
μ (t • x) = t • μ x := by
by_contra contra
let g : L → Submodule R M := fun x ↦ (f x).genEigenspace (μ x) k
have : ⨅ x, g x ≤ g x ⊓ g (t • x) := le_inf_iff.mpr ⟨iInf_le g x, iInf_le g (t • x)⟩
refine h_ne <| eq_bot_iff.mpr (le_trans this (disjoint_iff_inf_le.mp ?_))
apply Disjoint.mono_left (genEigenspace_le_smul (f x) (μ x) t k)
simp only [g, map_smul]
exact disjoint_genEigenspace (t • f x) (Ne.symm contra) k k
lemma map_add_of_iInf_genEigenspace_ne_bot_of_commute [IsDomain R] [IsTorsionFree R M]
{L F : Type*} [Add L] [FunLike F L (End R M)] [AddHomClass F L (End R M)] (f : F)
(μ : L → R) (k : ℕ∞) (h_ne : ⨅ x, (f x).genEigenspace (μ x) k ≠ ⊥)
(h : ∀ x y, Commute (f x) (f y)) (x y : L) :
μ (x + y) = μ x + μ y := by
by_contra contra
let g : L → Submodule R M := fun x ↦ (f x).genEigenspace (μ x) k
have : ⨅ x, g x ≤ (g x ⊓ g y) ⊓ g (x + y) :=
le_inf_iff.mpr ⟨le_inf_iff.mpr ⟨iInf_le g x, iInf_le g y⟩, iInf_le g (x + y)⟩
refine h_ne <| eq_bot_iff.mpr (le_trans this (disjoint_iff_inf_le.mp ?_))
apply Disjoint.mono_left (genEigenspace_inf_le_add (f x) (f y) (μ x) (μ y) k k (h x y))
simp only [g, map_add]
exact disjoint_genEigenspace (f x + f y) (Ne.symm contra) _ k
section Arithmetic
variable {f : End R M} {μ ρ : R}
lemma hasEigenvalue_neg_iff :
HasEigenvalue (-f) μ ↔ HasEigenvalue f (-μ) := by
simp only [hasEigenvalue_iff, eigenspace_def]
rw [← LinearMap.ker_neg]
simp [add_comm]
lemma hasEigenvalue_add_iff :
HasEigenvalue (f + ρ • .id) μ ↔ HasEigenvalue f (μ - ρ) := by
have aux : f + ρ • .id - μ • 1 = f - (μ - ρ) • 1 := by module
simp only [hasEigenvalue_iff, eigenspace_def, aux]
lemma hasEigenvalue_add'_iff :
HasEigenvalue (ρ • .id + f) μ ↔ HasEigenvalue f (μ - ρ) := by
have aux : ρ • .id + f - μ • 1 = f - (μ - ρ) • 1 := by module
simp only [hasEigenvalue_iff, eigenspace_def, aux]
lemma hasEigenvalue_sub_iff :
HasEigenvalue (f - ρ • .id) μ ↔ HasEigenvalue f (μ + ρ) := by
rw [sub_eq_add_neg, ← neg_smul, hasEigenvalue_add_iff, sub_neg_eq_add]
lemma hasEigenvalue_sub'_iff :
HasEigenvalue (ρ • .id - f) μ ↔ HasEigenvalue f (ρ - μ) := by
rw [sub_eq_add_neg, hasEigenvalue_add'_iff, hasEigenvalue_neg_iff, neg_sub]
end Arithmetic
end End
end Module