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    Diagonalization: Definition. A Matrix

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    Lutfi Amin
    A matrix A is similar to matrix B if there exists a nonsingular matrix P such that A = PBP-1. Similar matrices have the same eigenvalues and are diagonalizable if they have n linearly independent eigenvectors. A matrix is diagonalizable if it is similar to a diagonal matrix. If the roots of a matrix's characteristic polynomial are distinct, then the matrix is diagonalizable. An orthogonal matrix is a nonsingular matrix whose inverse is also its transpose, meaning it preserves the dot product of vectors. A symmetric matrix can be diagonalized by an orthogonal matrix.

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    Diagonalization: Definition. A Matrix

    Uploaded by

    Lutfi Amin
    41 views5 pages
    A matrix A is similar to matrix B if there exists a nonsingular matrix P such that A = PBP-1. Similar matrices have the same eigenvalues and are diagonalizable if they have n linearly independent eigenvectors. A matrix is diagonalizable if it is similar to a diagonal matrix. If the roots of a matrix's characteristic polynomial are distinct, then the matrix is diagonalizable. An orthogonal matrix is a nonsingular matrix whose inverse is also its transpose, meaning it preserves the dot product of vectors. A symmetric matrix can be diagonalized by an orthogonal matrix.

    Original Title

    3.2_Diagonalization

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    A matrix A is similar to matrix B if there exists a nonsingular matrix P such that A = PBP-1. Similar matrices have the same eigenvalues and are diagonalizable if they have n linearly independent eigenvectors. A matrix is diagonalizable if it is similar to a diagonal matrix. If the roots of a matrix's characteristic polynomial are distinct, then the matrix is diagonalizable. An orthogonal matrix is a nonsingular matrix whose inverse is also its transpose, meaning it preserves the dot product of vectors. A symmetric matrix can be diagonalized by an orthogonal matrix.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    41 views5 pages

    Diagonalization: Definition. A Matrix

    Uploaded by

    Lutfi Amin
    A matrix A is similar to matrix B if there exists a nonsingular matrix P such that A = PBP-1. Similar matrices have the same eigenvalues and are diagonalizable if they have n linearly independent eigenvectors. A matrix is diagonalizable if it is similar to a diagonal matrix. If the roots of a matrix's characteristic polynomial are distinct, then the matrix is diagonalizable. An orthogonal matrix is a nonsingular matrix whose inverse is also its transpose, meaning it preserves the dot product of vectors. A symmetric matrix can be diagonalized by an orthogonal matrix.

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    © All Rights Reserved
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    Download as docx, pdf, or txt
    of 5

    Diagonalization

    Definition. A matrix
    is said similar to a matrix
    nonsingular matrix
    such that

    if there is a

    Example 1. Let
    ,

    ] and

    ]. Then | |

    ,
    [

    ] and

    ][

    ][

    ][

    Thus

    is similar to

    Similar matrices have the following elementary properties:

    1.
    is similar to
    2. If
    is similar to

    , then

    is similar to

    3. If

    , then

    is similar to

    is similar to

    Definition. We shall say that a matrix


    diagonal matrix.

    .
    then

    is diagonalizable if it is similar to a

    Theorem 1. Similar matrices have the same eigenvalues.


    Proof. Let

    and

    be similar.

    is similar to

    Then
    )
    (
    (
    (
    ( )
    (
    ( )

    ( )

    and
    )

    )
    (

    (
    )
    (
    (

    )
    )

    )
    )

    Theorem 2. An
    matrix
    [
    linearly independent eigenvectors.
    Reamark. If

    (
    (

    ] is diagonalizable if and only if it has

    is a diagonalizable matrix, then

    ], where

    Example 2. Let

    ].

    Hence

    To find all eigenvectors of

    are eigenvalues of

    )(

    ].

    are eigenvalues of

    associated with

    we form the linear system

    or

    ][ ]

    [ ]

    and
    are given by [ ] ,

    Hence all eigenvectors associated with

    Similarly, for
    (

    )
    (

    or {

    .
    and
    are given by [

    Hence all eigenvectors associated with

    and

    ],

    any

    [ ] is eigenvector associated with

    nonzero number. In particular

    we obtain

    All solutions this system are given

    Vectors

    any nonzero

    [ ] is eigenvector associated with

    number. In particular

    linearly independent, because from

    .
    or

    we have

    Thus
    [

    ] . On the other hand, if we let

    ] Note that for P you can take the matrix

    Indeed
    [

    Example 3. Let

    ][
    ]. Then

    ][
    [

    ]
    ].

    Therefore

    is eigenvalues of
    [

    or

    ][ ]

    [ ]

    and

    are vectors of the form [ ]

    Eigenvectors associated with

    Such vectors are linearly dependent. Since does not have two linearly
    independent vectors, we conclude that is not diagonalizable.
    Theorem . If the roots of the characteristic polynomial of an
    distinct, then
    [ ] is diagonalizable.
    [

    Example 4. Let

    ]. Then

    matrix are all

    ] and

    have the roots

    The roots

    are distinct. Therefore

    diagonalizable and

    Definition. A nonsingular matrix

    is

    is called an orthogonal matrix if

    .
    We can also say that a nonsingular matrix

    is orthogonal if

    Example 5. . Let

    then
    [

    =[
    [
    Hence

    ][

    is an orthogonal matrix.

    Theorem . The
    matrix is orthogonal if only if if the columns (rows) of
    form an orthonormal set of vectors in .
    Theorem . If
    is a symmetric
    matrix such that

    matrix, then there exists an orthogonal


    is a diagonal matrix.

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