A stronger form of Yamamoto's theorem on singular values (Q6084883)

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scientific article; zbMATH DE number 7761759
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A stronger form of Yamamoto's theorem on singular values
scientific article; zbMATH DE number 7761759

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    A stronger form of Yamamoto's theorem on singular values (English)
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    6 November 2023
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    For a matrix \(A\), we define the \textit{spectral radius} as follows: \[ \rho (A)=\lim_{n\to\infty}\|A^n\|^{1/n}. \] \textit{T. Yamamoto}'s theorem [J. Math. Soc. Japan 19, 173--178 (1967; Zbl 0152.01404)] states that for a matrix \(A\in\mathcal{M}_m(\mathbb{C})\), if \(|\lambda_j|(A)\) denotes the \(j\)-th largest eigenvalue-modulus of \(A\), then \[ \lim_{n\to\infty}s_j(A^n)^{1/n}=|\lambda_j|(A), \] where \(s_j(A^n)\) is the \(j\)-th largest singular value of \(A^n\). For a matrix \(A\in\mathcal{M}_m(\mathbb{C})\), set \(|A|:=\sqrt{A^*A}\). In this paper the author proves that for \(A\in\mathcal{M}_m(\mathbb{C})\), the matrix sequence \(\left\{|A^n|^{1/n}\right\}_{n\in\mathbb{N}}\) converges to a positive-semidefinite matrix \(H\) whose \(j\)-th largest eigenvalue is equal to the \(j\)-th largest eigenvalue-modulus of \(A~(j=1,\dots, m)\). In fact, assume that \(A\in\mathcal{M}_m(\mathbb{C})\) and \(\{a_1, \cdots, a_k\}\) is the set of modulus of eigenvalues of \(A\) such that \(0\le a_1<a_2<\cdots<a_k\). Assume that \(A=D+N\) is the Jordan-Chevalley diagonalizable and nilpotent parts and \(E_j~(j=1,\dots, k)\) is the orthogonal projection onto the subspace of \(\mathbb{C}^m\) spanned by the eigenvectors of \(D\) corresponding to eigenvalues with modulus less than or equal to \(a_j\); set \(E_0:=0\). Then the following statements hold: (1) The sequence \(\left\{|A^n|^{1/n}\right\}_{n\in\mathbb{N}}\) converges to the positive semi-definite matrix \[\sum_{j=1}^{k}a_j(E_j-E_{j-1});\] (2) A non-zero vector \(\overrightarrow{x}\in\mathbb{C}^m\) is in \(\mathrm{range}(E_j)\setminus\mathrm{range}(E_{j-1})\) iff \[\lim_{n\to\infty}\left\|A^n\overrightarrow{x}\right\|^{1/n}=a_j; \] (3) The set \(\mathrm{range}(E_j)\setminus\mathrm{range}(E_{j-1})\) is invariant under the action of \(A^k\) for every \(k\in\mathbb{N}\).
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    singular values
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    Yamamoto's theorem
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    spectral-radius formula
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    matrix exponential function
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