THE S25.000.000.000 EIGENVECTOR 7 3.2.Analysis of the matrix M.Note that Proposition 1 shows that Vi(M)is nonempty since M is stochastic.The goal of this section is to show that Vi(M)is in fact one-dimensional This is a consequence of the following two propositions. PROPOSITION 2.If M is positive and column-stochastic,then any eigenvector in Vi(M)has all positive or all negative components.Proof.We use proof by contradiction.First note that in the standard triangle inequality <(with all y real)the inequality is strict when the y are of mixed sign.Suppose x E Vi(M)contains elements of mixed sign.From x Mx we have and the summands are of mixed sign (since M).As a result we have a strict inequality (3.4) Sum both sides of inequality (3.4)from i=1 to i=n,and swap the i and j summations.Then use the fact that M is column-stochastic (Mij =1 for all j)to find 三<三-三(②)-2 =1 a contradiction.Hence x cannot contain both positive and negative elements.If zi>0 for all i(and not all are zero)then0 follows immediately fromjj and Mj.Similarly ri≤0 for all i implies that each zi<0.☐ The following proposition will also be useful for analyzing dim(Vi(M)): PROPOSITION 3.Let v and w be linearly independent vectors in Rm,m >2.Then,for some values of s and t that are not both zero,the vector x sv tw has both positive and negative components.Proof.Linear independence implies neither v nor w is zero.Let d=>vi.If d=0 then v must contain components of mixed sign,and taking s=1 and t=0 yields the conclusion. fd≠0sets=-∑,t-l,andx=sv+tw.Since vand w are independent x≠0.However,. ii=0.We conclude that x has both positive and negative components. We can now prove that using M in place of A yields an unambiguous ranking for any web with no dangling nodes. LEMMA 3.2.If M is positive and column-stochastic then Vi(M)has dimension 1.Proof.We again use proof by contradiction.Suppose there are two linearly independent eigenvectors v and w in the subspace Vi(M).For any real numbers s and t that are not both zero,the nonzero vector x sv+tw must be in Vi(M),and so have components that are all negative or all positive.But by Proposition 3,for some choice of s and t the vector x must contain components of mixed sign, a contradiction.We conclude that Vi(M)cannot contain two linearly independent vectors,and so has dimension one.☐ Lemma 3.2 provides the "punchline"for our analysis of the ranking algorithm using the matrix M (for 0<m 1).The space Vi(M)is one-dimensional,and moreover,the relevant eigenvectors have entirely positive or negative components.We are thus guaranteed the existence of a unique eigenvector xE Vi(M)with positive components such that ti=1. EXERCISE 7.Prove that if A is an n x n column-stochastic matriz and 0<m 1,then M=(1-m)A+mS is also a column-stochastic matriz. EXERCISE 8.Show that the product of two column-stochastic matrices is also column-stochastic. EXERCISE 9.Show that a page with no backlinks is given importance score by formula (3.2). EXERCISE 10.Suppose that A is the link matrir for a strongly connected web of n pages (any page can be reached from any other page by following a finite number of links).Show that dim(vi(A))=1 as follows.Let(A)ij denote the (i,j)-entry of Ak. .Note that page i can be reached from page j in one step if and only Aij>0 (since Aij >0 means there's a link from j to i!)Show that (A2)ij>0 if and only if page i can be reached from page j in eractly two steps.Hint:(A2)ij=k Aik Akj;all Aij are non-negative,so (A2)ij >0 implies that for some k both Aik and Akj are positive.THE $25,000,000,000 EIGENVECTOR 7 3.2. Analysis of the matrix M. Note that Proposition 1 shows that V1(M) is nonempty since M is stochastic . The goal of this section is to show that V1(M) is in fact one-dimensional. This is a consequence of the following two propositions. Proposition 2. If M is positive and column-stochastic, then any eigenvector in V1(M) has all positive or all negative components. Proof. We use proof by contradiction. First note that in the standard triangle inequality | P i yi | ≤ P i |yi | (with all yi real) the inequality is strict when the yi are of mixed sign. Suppose x ∈ V1(M) contains elements of mixed sign. From x = Mx we have xi = Pn j=1 Mijxj and the summands Mijxj are of mixed sign (since Mij > 0). As a result we have a strict inequality |xi | = Xn j=1 Mijxj < Xn j=1 Mij |xj |. (3.4) Sum both sides of inequality (3.4) from i = 1 to i = n, and swap the i and j summations. Then use the fact that M is column-stochastic (P i Mij = 1 for all j) to find Xn i=1 |xi | < Xn i=1 Xn j=1 Mij |xj | = Xn j=1 Xn i=1 Mij! |xj | = Xn j=1 |xj |, a contradiction. Hence x cannot contain both positive and negative elements. If xi ≥ 0 for all i (and not all xi are zero) then xi > 0 follows immediately from xi = Pn j=1 Mijxj and Mij > 0. Similarly xi ≤ 0 for all i implies that each xi < 0. The following proposition will also be useful for analyzing dim(V1(M)): Proposition 3. Let v and w be linearly independent vectors in lRm, m ≥ 2. Then, for some values of s and t that are not both zero, the vector x = sv + tw has both positive and negative components. Proof. Linear independence implies neither v nor w is zero. Let d = P i vi . If d = 0 then v must contain components of mixed sign, and taking s = 1 and t = 0 yields the conclusion. If d 6= 0 set s = − P i wi d P , t = 1, and x = sv + tw. Since v and w are independent x 6= 0. However, i xi = 0. We conclude that x has both positive and negative components. We can now prove that using M in place of A yields an unambiguous ranking for any web with no dangling nodes. Lemma 3.2. If M is positive and column-stochastic then V1(M) has dimension 1. Proof. We again use proof by contradiction. Suppose there are two linearly independent eigenvectors v and w in the subspace V1(M). For any real numbers s and t that are not both zero, the nonzero vector x = sv + tw must be in V1(M), and so have components that are all negative or all positive. But by Proposition 3, for some choice of s and t the vector x must contain components of mixed sign, a contradiction. We conclude that V1(M) cannot contain two linearly independent vectors, and so has dimension one. Lemma 3.2 provides the “punchline” for our analysis of the ranking algorithm using the matrix M (for 0 < m < 1). The space V1(M) is one-dimensional, and moreover, the relevant eigenvectors have entirely positive or negative components. We are thus guaranteed the existence of a unique eigenvector x ∈ V1(M) with positive components such that P i xi = 1. Exercise 7. Prove that if A is an n × n column-stochastic matrix and 0 ≤ m ≤ 1, then M = (1 − m)A + mS is also a column-stochastic matrix. Exercise 8. Show that the product of two column-stochastic matrices is also column-stochastic. Exercise 9. Show that a page with no backlinks is given importance score m n by formula (3.2). Exercise 10. Suppose that A is the link matrix for a strongly connected web of n pages (any page can be reached from any other page by following a finite number of links). Show that dim(V1(A)) = 1 as follows. Let (Ak )ij denote the (i, j)-entry of Ak . • Note that page i can be reached from page j in one step if and only Aij > 0 (since Aij > 0 means there’s a link from j to i!) Show that (A2 )ij > 0 if and only if page i can be reached from page j in exactly two steps. Hint: (A2 )ij = P k AikAkj ; all Aij are non-negative, so (A2 )ij > 0 implies that for some k both Aik and Akj are positive.