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Q38Section ST (Statistics (Q11–Q65))38 of 65

Complex eigenpairs of a real matrix

Let A∈Mn(R)A \in M_n(\mathbb{R}) be an n×nn \times n real matrix, n≥2n \ge 2. Consider the following two statements: (I) If λ∈C\lambda \in \mathbb{C} is an eigenvalue of AA, then its complex conjugate λˉ\bar{\lambda} is also an eigenvalue. (II) If v=(v1,v2,…,vn)∈Cnv = (v_1, v_2, \dots, v_n) \in \mathbb{C}^n is an eigenvector corresponding to eigenvalue λ=x+iy\lambda = x + iy, y≠0y \ne 0, then Re⁡(v)=(Re⁡(v1),…,Re⁡(vn))\operatorname{Re}(v) = (\operatorname{Re}(v_1), \dots, \operatorname{Re}(v_n)) and Im⁡(v)=(Im⁡(v1),…,Im⁡(vn))\operatorname{Im}(v) = (\operatorname{Im}(v_1), \dots, \operatorname{Im}(v_n)) are linearly independent vectors over R\mathbb{R}. Which of the following statements is correct?

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