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Unit I: Matrices-II: Similar Matrices & Diagonalization of A Matrix

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Unit I : Matrices-II

Similar matrices & Diagonalization of a matrix


Faculty of Mathematics
Department of First Year Engineering
Similar Matrix

Two square matrices A and B of same order are said to be similar, if


there exists an invertible matrix P such that,

for a given matrix A, one is interested in finding a simple "normal


form" B which is similar to A, the study of A then reduces to the study
of the simpler matrix B.
Properties of similar matrices
1. Similar matrices have same determinant value.
2. Similar matrices have same rank.
3. Similar matrices have same characteristic equation and hence same Eigen values, but
converse is not true
4. If X is an Eigen vector of A, then 𝑌 = 𝑃 −1 𝑋 is an Eigen vector for similar matrix B
5. Two similar matrices have same number of independent Eigenvectors (but not
necessarily the same Eigenvectors)
6. Similarity transformation is Equivalence
1. reflexive i.e. A is similar to A.
2. symmetric i.e. A is similar to B, then B is similar to A
3. transitive i.e. A is similar to B and B is similar to C, then A is similar to C.
Diagonalization of a matrix

Digonalizable matrices: A matrix ‘A’ which is similar to a diagonal matrix is called


diagonazable.
Matrix diagonalization: is the process of converting a matrix ‘A’ into a
diagonal matrix, that have the same fundamental properties of the matrix ‘A’.
Definition: A square matrix A of order n is called diagonalizable if there exists an
invertible matrix P and a diagonal matrix D such that

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.

Then matrix P is invertible and 𝐷 = 𝑃 −1𝐴𝑃 or, equivalently, 𝐴 = 𝑃𝐷𝑃 −1 .


Note :
1. Invertible matrix P, which diagonalizes matrix A is called Modal
matrix and gives diagonal matrix D which is also called spectral
matrix of A.
2. If matrix A of order n has distinct Eigen values, it is diagonalizable.
3. If matrix A of order n has repeated Eigen values with n linearly
independent Eigen vectors, then it is diagonalizable.
4. If matrix A of order n has repeated Eigen values and less than n
linearly independent Eigen vectors, then matrix is not digonalizable
Example :Find a matrix P such that 𝑃−1 𝐴𝑃 is a diagonal matrix where

A=

Solution : Consider Characteristic equation of A, |𝐴 – 𝜆𝐼| = 0

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)

For 𝜆1 = −1,Put 𝜆= -1 in Matrix equation (1)

Consider any two independent rows, 2𝑥 + 6𝑦 + 𝑧 = 0


𝑥 + 3𝑦 + 0𝑧 = 0
𝑥 −𝑦 𝑧 𝑥 −𝑦 𝑧
By Cramer’s rule, 6 1 = 2 1 = 2 6 = 𝑡 = = =t
−3 −1 0
3 0 1 0 1 3

∴ 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)

For 𝜆1 = 3,Put 𝜆= 3 in Matrix equation (1)

Consider any two independent rows, −2𝑥 + 6𝑦 + 𝑧 = 0


𝑥 − 𝑦 + 0𝑧 = 0
𝑥 −𝑦 𝑧 𝑥 −𝑦 𝑧
By Cramer’s rule, 6 1 = −2 1 = −2 6 = 𝑡 = = =t
1 −1 −4
−1 0 1 0 1 −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)

For 𝜆1 = 4,Put 𝜆= 4 in Matrix equation (1)

Consider any two independent rows, −3𝑥 + 6𝑦 + 𝑧 = 0


𝑥 − 2𝑦 + 0𝑧 = 0
𝑥 −𝑦 𝑧 𝑥 −𝑦 𝑧
By Cramer’s rule, 6 1 = −3 1 = −3 6 = 𝑡 = = =t
2 −1 0
−2 0 1 0 1 −2

∴ 𝑥 = 2𝑡, 𝑦 = 𝑡, 𝑧 =0
or Hence For =-1 Eigen Vector
Thus matrix P=

Hence

Example-2 Find a matrix P such that 𝑃−1 𝐴𝑃 is a diagonal matrix where

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

Pre-multiply by P and post-multiply by 𝑃−1 , we get


𝐴 𝑘 = 𝑃𝐷 𝑘 𝑃−1
Example-2 Find a modal matrix P which digonalizes the matrix
A= , verify that where D is the diagonal matrix,
Hence find 𝐴6
Consider Characteristic equation of A, |𝐴 – 𝜆𝐼| = 0
i.e.

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)

For 𝜆1 = 2,Put 𝜆= 2 in Matrix equation (1)


2 1 𝑥 0
𝑦 =
2 1 0
2𝑥 + 𝑦 = 0 or 𝑦 = −2x

1
∴ Hence For 𝜆=2 Eigen Vector 𝑋1 =
−2
To find Eigen Vectors consider matrix equation (𝐴 – 𝜆𝐼) 𝑋 = 0

i.e. . . . . (1)

For 𝜆1 = 5,Put 𝜆= 5 in Matrix equation (1)


−1 1 𝑥 0
𝑦 =
2 −2 0
-𝑥 + 𝑦 = 0 or 𝑦 = x

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

= =D= Digonal matrix


Hence verified
Now we will find 𝐴6
As we know 𝐴 𝑘 = 𝑃𝐷𝑘 𝑃 −1

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

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