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    $\|A^n\|=O(n^{d-1})$ when every eigenvalue of $A$ has modulus $1$

    P-BKS04-3B

    Area
    Prelim
    Seen at
    BERKELEY
    Years
    2004
    Status
    draft

    Let \(A\) be a \(d\times d\) matrix with complex entries. Assume that every eigenvalue of \(A\) has absolute value \(1\). Prove that there exists a constant \(c\in\RR\) independent of \(n\) such that

    \[ \norm{A^nx}\leq cn^{d-1}\norm{x} \]

    for all \(n\geq1\) and \(x\in\CC^d\). Here \(\norm{x}\coloneqq(\abs{x_1}^2+\cdots+\abs{x_d}^2)^{1/2}\) for all \((x_1,\ldots,x_d)\in\CC^d\).

    Solution

    We may use \(\abs{x}_\infty\coloneqq\max\{\abs{x_1},\ldots,\abs{x_d}\}\) instead of \(\norm{x}\), since different norms on a finite-dimensional vector space are bounded by positive constants times each other. Then it suffices to show that the entries of \(A^n\) are \(O(n^{d-1})\) as \(n\to\infty\). This property is unchanged if we conjugate all the \(A^n\) by a fixed invertible matrix. Thus we may assume that \(A\) is in Jordan canonical form. Thus \(A=D+N\) where \(D\) is diagonal, \(N\) is nilpotent, and \(D\) and \(N\) commute. By the Cayley–Hamilton theorem, \(N^d=0\). Thus the binomial theorem gives

    \[ A^n=D^n+\binom n1D^{n-1}N+\binom n2D^{n-2}N^2+\cdots+\binom{n}{d-1}D^{n-d+1}N^{d-1}. \]

    The diagonal entries of \(D\) are the eigenvalues of \(A\), which have absolute value \(1\), so the entries of \(D^m\) are \(O(1)\) for any \(m\). The entries of \(N,N^2,\ldots,N^{d-1}\) do not depend on \(n\). The binomial coefficients are \(O(n^{d-1})\). Thus the entries of \(A^n\) are \(O(n^{d-1})\), as desired.