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If A is a symmetric matrix whose eigenvalues have absolute values that are less than $1$, then: $$\det(I-A)\neq0$$ where $I$ is identity matrix.

Why is that inequality correct?

Ben Grossmann
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mokebe
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2 Answers2

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If you see "symmetric" (even normal is enough), diagonalize! \begin{align} \det(I - A) &= \det(UIU^* - U\Lambda U^*) \\&= \det(U(I-\Lambda) U^*) \\&= \det(U)\det(I-\Lambda)\det(U^*) \\&= \det(I-\Lambda) \\&= \prod\limits_{j=1}^n (1-\lambda_j) \\\det(I - A) &= 0 \iff \exists j\colon\lambda_j = 1 \end{align}

Eman Yalpsid
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  • Now I feel bad for not including that the last line is naturally true for any $A$, but I don't want to bump this post. – Eman Yalpsid Mar 28 '17 at 17:03
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Mosquito-nuking solution: $$\rho(A) < 1\implies \sum_{n=0}^{\infty}A^n\text{ is convergent}$$ (see Neumann series and spectral radius) and $$(I - A)^{-1} = \sum_{n=0}^{\infty}A^n\text{ exists}.$$