Lecture 11
Lecture 11
Lecture 11
Which matrices are diagonalizable? Proposition. If an n n matrix A has n linearly independent eigenvectors, then it is diagonalizable. The matrix S (such that S 1 AS is a diagonal matrix ) is the matrix whose columns are the n eigenvectors. Proposition. If the eigenvectors x1 , . . . , xk correspond to dierent eigenvalues 1 , . . . , n , then they are linearly independent. Remark 1. If the matrix A has no repeated eigenvalues, then it can be diagonalized. Remark 2. The diagonalizing matrix S is not unique. Remark 3. AS = S holds only if the columns of S are eigenvectors of A. Example of a non-diagonalizable matrix: A= 1 = 2 = 0, 1D eigenspace. Other examples (with non-zero e-values): A= 3 1 0 3 and A = 2 1 1 0 0 1 0 0
diagonalizability - n independent eigenvectors invertibility - no zero eigenvalues Remark. Diagonalizability can fail only if there are repeated eigenvalues. However, matrices with repeated eigenvalues may still be diagonalizable ( ex: identity matrix, situations when we have a p dimensional eigenspace corresponding to an eigenvalue with multiplicity p) . Imaginary eigenvalues. K= 0 1 1 0
Powers and Products. Proposition. (i) If is an eigenvalue for A, then k is an eigenvalue for Ak . (ii) Each eigenvector of A is an eigenvector for Ak . (iii) If A is diagonalizable and S diagonalizes A, S also diagonalizes Ak . Remark. If A is invertible, the proposition holds for k = 1 as well. No such general result for products of two matrices! Only when A and B share the same eigenvector, we can say that AB has the eigenvalue if is an eigenvalue for A and is an eigenvalue is an eigenvalue for B . Proposition. If A and B are diagonalizable, they share the same eigenvector matrix if and only if AB = BA.