Unit I: Matrices-II: Similar Matrices & Diagonalization of A Matrix
Unit I: Matrices-II: Similar Matrices & Diagonalization of A Matrix
Unit I: Matrices-II: Similar Matrices & Diagonalization of A Matrix
Here, P and D are not unique. Diagonalization is the process of finding P and D.
Let A be a square matrix of order n with n linearly independent Eigen vectors
𝑋1, 𝑋2, … , 𝑋𝑛 corresponding to Eigen values 𝜆1 , 𝜆2, … , 𝜆𝑛 ,
then P be a matrix formed by substituting𝑋1, 𝑋2, … , 𝑋𝑛 as columns
i.e. 𝑃 = 𝑋1, 𝑋2, … , 𝑋𝑛 called as modal matrix
D be the Diagonal matrix whose diagonal elements are the Eigen values
𝜆1, 𝜆2, … , 𝜆𝑛 .
i.e.
A=
i.e.
λ3 − S1 λ2 + S2 λ − A = 0 Where S1 = 6
S2 = M11 + M22 + M33 = 5
𝐴 = −12
∴ The characteristics equation of A is λ3 − 6λ2 + 5λ + 12 = 0
Roots of λ3 − 2λ2 − 5λ + 6 = 0are λ = −1,3,4
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0
i.e. . . . . (1)
∴ 𝑥 = −3𝑡, 𝑦 = 𝑡, 𝑧 =0
or Hence For =-1 Eigen Vector
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0
i.e. . . . . (1)
∴ 𝑥 = 𝑡, 𝑦 = 𝑡, 𝑧 = −4𝑡
or Hence For =-1 Eigen Vector
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0
i.e. . . . . (1)
∴ 𝑥 = 2𝑡, 𝑦 = 𝑡, 𝑧 =0
or Hence For =-1 Eigen Vector
Thus matrix P=
Hence
A=
Powers of matrix:
Daigonalization can be used to compute the powers of matrix
𝐷 = 𝑃−1 𝐴𝑃
𝐷 2 = 𝑃−1 𝐴𝑃 𝑃−1 𝐴𝑃 = 𝑃−1 𝐴 𝑃𝑃−1 𝐴𝑃 = 𝑃−1 𝐴2 𝑃
Similarly,
𝐷 3 = 𝑃−1 𝐴3 𝑃
And
𝐷 𝑘 = 𝑃−1 𝐴𝑘 𝑃 𝑓𝑜𝑟 𝑎𝑙𝑙 + 𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠 𝑘
λ2 − S1 λ + A = 0 Where S1 = 7 𝐴 = 10
∴ The characteristics equation of A is λ2 − 7λ + 10 = 0
Roots of the equations are 𝜆 = 2, 5
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0
i.e. . . . . (1)
1
∴ Hence For 𝜆=2 Eigen Vector 𝑋1 =
−2
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0
i.e. . . . . (1)
1
∴ Hence For 𝜆=5 Eigen Vector 𝑋2 =
1
Thus the modal matrix 𝑃 = 𝑋1 𝑋2 which digonalizes A is
Digonal matrix
Verification 𝑃−1 𝐴𝑃 = 𝐷,
Here
1 1 26 0 1 1 −1
=
−2 1 0 56 3 2 1
10438 5787
=
10374 5251
Example-2 Find a modal matrix P which digonalizes the matrix
1 −1
A= , verify that 𝑃 −1𝐴𝑃 = 𝐷 where D is the diagonal matrix,
−1 1
Hence find 𝐴5