TITLE: Why does this matrix have 3 nonzero distinct eigenvalues
QUESTION [8 upvotes]: Consider the $n \times n$ matrix $$A=\left[ 
\begin{array}{cccc}
0 & 1 & ... & 1 \\ 
1 & 0 &  & 0 \\ 
\vdots  &  & \ddots  &  \\ 
1 & 0 &  & 0%
\end{array}%
\right] $$ (A has $n-1$ ones in the first row, $n-1$ ones in the first column, and zeros anywhere else), and let $$G=A(I_n-\theta A)^{-1},$$ where $\theta$ is a scalar such that  $I_n-\theta A$ is positive definite.
Let $W$ be a nontrivial subspace of $\mathbb{R}^{n}$ including the vector of all ones, and no eigenvectors of $A$. Let $M$ be the orthogonal projector onto the orthogonal complement of $W$.
Let $$Q=G-\frac{1}{n}\mathrm{trace}(G) I_{n}.$$
Show that $$MQ+QM$$ has exactly 3 nonzero distinct eigenvalues (for any $n$, any $\theta$ such that  $I_n-\theta A$ is positive definite, any $W \subset \mathbb{R}^{n}$ including the vector of all ones).

REPLY [2 votes]: Here is a sketch of proof. Since the eigenvalues of a linear operator are independent of the choice of basis, for ease of presentation, when we mention $A,G,Q$ or $M$ below, they are viewed as linear operators rather than matrices.
Consider an ordered orthonormal basis $\mathcal{U}=\left\{u_1,\ u_2,\ \ldots,\ \right\}$ where
$$
\begin{align*}
u_1&=\frac1R(1,1,\ldots,1)^T,\\
u_2&=\frac1R(r,\,-1/r,\,\ldots,\,-1/r)^T
\end{align*}
$$
with $r=\sqrt{n-1}$ and $R=\sqrt{n}$. One can verify that under $\mathcal{U}$, the matrix of $A$ is given by $A'\oplus0_{(n-2)\times(n-2)}$ and the matrix of $G$ is given by $G'\oplus0_{(n-2)\times(n-2)}$, where
\begin{equation}
A'=\frac{r}{R^2}\begin{pmatrix}2r&r^2-1\\ r^2-1&-2r\end{pmatrix},
\quad G'=\frac{A'+r^2\theta I_2}{1-r^2\theta^2}.\tag{1}
\end{equation}
We will now prove your assertion under the assumption that $u_2\notin W^\perp$. (The case $u_2\in W^\perp$ is similar but simpler and hence it is omitted here.) Let $\mathcal{V}=\{v_1,\ldots,v_n\}$ be an orthonormal basis such that $v_1,\ldots,v_k$ form a basis of $W$ and the other $v_i$s form a basis of $W^\perp$. Here $v_1,v_2$ and $v_{k+1}$ are chosen as follows:
$$
\begin{align}
v_1&=u_1,\\
v_{k+1}&=\frac{Mu_2}{\|Mu_2\|},\tag{2}\\
v_2&=\frac{(I-M)u_2}{\|(I-M)u_2\|}\tag{3}.
\end{align}
$$
Recall that $u_1\perp u_2$ and by assumption, $u_1\in W \perp Mu_2\in W^\perp$. Therefore $u_1,\,Mu_2$ and $(I-M)u_2$ are orthogonal to each other. Also, as the matrix of $A$ is $A'\oplus0_{(n-2)\times(n-2)}$ under the basis $\{u_1,u_2,\ldots\}$, some two eigenvectors of $A$ are spanned by $u_1$ and $u_2$. However, by the given conditions, $u_1\in W$ and the eigenvectors of $A$ do not lie inside $W$. Therefore $u_2$ must not lie inside $W$. Hence $Mu_2\not=0$. Yet we have assumed that $u_2\notin W^\perp$. So $(I-M)u_2$ is also nonzero. Hence the denominators in $(2)$ and $(3)$ are nonzero and $\{v_1,v_2,v_{k+1}\}$ is indeed an orthonormal set of vectors.
Now, since $\mathcal{V}$ is orthonormal, for $i\not=1,2,k+1$, we have $v_i\perp\operatorname{span}\{v_1,v_2,v_{k+1}\}$ and hence $v_i\perp u_1, u_2$. Therefore the matrix of $G$ under $\mathcal{V}$ is of the form
\begin{equation}
\left[\begin{array}{ccc|cc}
\ast&\ast&&a\\
\ast&\ast&&b\\
&&0\\
\hline
a&b&&\ast\\
&&&&0
\end{array}\right]\tag{4}
\end{equation}
where the two zero matrices are of sizes $(k-2)\times(k-2)$ and $(n-k-1)\times(n-k-1)$ respectively. By $(1)$, $Gu_1$ has a nonzero component in $u_2$. Since $u_2\notin W$ and $W^\perp$, it follows that $a\not=0$ in $(4)$. Therefore the matrix of $QM+MQ$ under $\mathcal{V}$ is of the form
\begin{equation}
\left[\begin{array}{ccc|cc}
0&&&a\\
&0&&b\\
&&0_{(k-2)\times(k-2)}\\
\hline
a&b&&c\\
&&&&sI_{n-k-1}
\end{array}\right]
\end{equation}
where $s=-\frac1n\operatorname{trace}(G)=\frac{-2r^2\theta}{n(1-r^2\theta^2)}$. This matrix is permutation similar to
\begin{equation}
\left[\begin{array}{ccc|cc}
0&0&a\\
0&0&b\\
a&b&c\\
\hline
&&&0_{(k-2)\times(k-2)}\\
&&&&2sI_{n-k-1}
\end{array}\right]=S\oplus0_{(k-2)\times(k-2)}\oplus(2sI_{n-k-1}).
\end{equation}
So, if $\theta\not=0$ and $n-k-1>0$ (i.e. if $\theta\not=0$ and $\dim W\le n-2$, otherwise your assertion is not true), one nonzero but perhaps repeated eigenvalue of $QM+MQ$ is $\lambda=2s=\frac{-4r^2\theta}{n(1-r^2\theta^2)}$, which is contributed by the block $2sI_{n-k-1}$. Also, the characteristic equation of $S$ is $x(x^2-cx-a^2-b^2)=0$. As $a\not=0$, this equation has one zero root and two distinct nonzero roots. If you can show that these two nonzero roots are not equal to $2s$, then we are done. However, since $W$ is chosen arbitrarily, I think there might be a measure-zero set of failure cases.