Module 4 Diagonalisation
Module 4 Diagonalisation
Matrix Theory
Property Description
Determinant A and P −1 AP have the same determinant.
Invertibility A is invertible if and only if P −1 AP is invertible.
Rank A and P −1 AP have the same rank.
Nullity A and P −1 AP have the same nullity.
Trace A and P −1 AP have the same trace.
Characteristic A and P −1 AP have the same characteristic poly-
polynomial nomial.
Eigenvalues A and P −1 AP have the same eigenvalues.
Eigenspace If λ is an eigenvalue of A (and hence of P −1 AP )
dimension then the eigenspace of A corresponding to λ and
the eigenspace of P −1 AP corresponding to λ have
the same dimension.
Theorem
Let A be a square matrix with order n.
Note:
Converse of 3 is not true: A is diagonalizable even though A has
same eigenvalues.
1 0
Diagonalize the matrix A =
1 2
λ2 − trace(A)λ + det(A) = 0
trace(A) = sum of the main diagonal elements of A = 1 + 2 = 3
1 0
det(A) = = 1(2) − 1(0) = 2
1 2
(A − λI)X = 0 =⇒ (A − I)X = 0
0 0 x 0
=
1 1 y 0
For finding the corresponding eigenvector we have to find out a
linearly independent equation.The row which contains zero only
is linearly dependant. Taking the second row:
x y 1
x = 1 y = −1 X1 =
1 1 −1
(A − λI)X = 0 =⇒ (A − 2I)X = 0
−1 0 x 0
=
1 0 y 0
For finding the corresponding eigenvector we have to find out a
linearly independent equation. Taking the first row:
x y 0
x=0 y = −(−1) = 1 X2 =
−1 0 1
1 0
P −1 =
1 1
D = P −1 AP is the required diagonalized matrix. Here D is a
diagonal matrix whose main diagonal entries are the eigenvalues
of A.
D = P −1 AP
1 0 1 0 1 0 1 0
=
0 2 1 1 1 2 −1 1
−2 2 −3
Diagonalize the matrix A = 2 1 −6
−1 −2 0
1 −6 −2 −3 −2 2
M11 = = −12, M22 = = −3, M33 = = −6
−2 0 −1 0 2 1
λ3 + λ2 − 21λ − 45= 0
=⇒ λ = 5, −3, −3
(A − λI)X = 0 =⇒ (A − 5I)X = 0
−7 2 −3 x 0
2 −4 −6 y = 0
−1 −2 −5 z 0
For finding the corresponding eigenvector we have to find out two
linearly independent equations. Taking the first two rows.
x y z
−7 2 −3
2 −4 −6
2 −3 −7 −3 −7 2
x= = −24, y = − = −48, z = = 24
−4 −6 2 −6 2 −4
Nobin Thomas Amal Jyothi College of Engineering
Diagonalisation of a Matrix - Example 2
∴ the eigenvector corresponding to λ = 5 is given by
x −24 1
X1 = y = −48 = 2
z 24 −1
When λ = −3
(A − λI)X = 0 =⇒ (A + 2I)X = 0
1 2 −3 x 0
2 4 −6 y = 0
1 2 −3 z 0
1 2 −3 1 2 −3
R → R2 − 2R1
E = 2 4 −6 2 ∼ 0 0 0
R3 → R3 − R1
1 2 −3 0 0 0
x + 2y − 3z = 0 =⇒ x = 3z − 2y = 3t − 2s
x 3t − 2s 3 −2
X= y =
s =t 0 +s 1
z t 1 0
∴ the eigenvectors corresponding to λ = −3 are given by
3 −2
X2 = 0 , X3 = 1
1 0
4 3 −3 −5 −3 −7
M11 = = 2, M22 = = −1, M33 = =2
2 2 1 2 2 4
M11 + M22 + M33 = 2 − 1 + 2 = 3
−3 −7 −5
|A| = 2 4 3 =1
1 2 2
∴ Characteristic equation is
λ3 − 3λ2 + 3λ − 1= 0
=⇒ λ = 1, 1, 1
∴ the eigenvalues are 1,1,1
Nobin Thomas Amal Jyothi College of Engineering
Diagonalisation of a Matrix - Example 3
When λ = 1
1 ≤ GM(λ) ≤ AM(λ)
Here
AM(−1) = 3
Hence GM(1) is either 1 or 2 or 3
(A − λI)x = 0 =⇒ (A − I)x = 0
−4 −7 −5 x 0
2 3 3 y = 0
1 2 1 z 0
−4 −7 −5
E= 2 3 3 R1 ↔ R3
1 2 1
Here
GM(1) = 1 ̸= AM(1) = 3
So the given matrix is not diagonalizable.
Nobin Thomas Amal Jyothi College of Engineering
Computing Powers of a Matrix
The problem of computing powers of a matrix is greatly simplified when the
matrix is diagonalizable.
λk1 0 ··· 0
0 λk2 ··· 0
Ak = P Dk P −1 ; where Dk = .
.. .. ..
.. . . .
0 0 ··· λkn
A−1 = AT
or, equivalently, if
AAT = AT A = I
cos x − sin x
A=
sin x cos x
1/3 2/3 −2/3
B = −2/3 2/3 1/3
2/3 1/3 2/3
Theorem
The following are equivalent for an n × n matrix A.
(a) A is orthogonal.
(b) The row vectors of A form an orthonormal set in Rn with
the Euclidean inner product.
(c) The column vectors of A form an orthonormal set in Rn with
the Euclidean inner product.
0 −7 −5
A = −7 4 3 symmetric
−5 3 2
3 −7 5
B = 4 4 3 nonsymmetric
5 3 2
Theorem
An n × n matrix A is orthogonally diagonalizable if and only if
A is symmetric.
⟨v2 , v1 ⟩
z = v2 − v1
∥v1 ∥2
⟨v2 , v1 ⟩
z = v2 − v1
∥v1 ∥2
1
−2 1
−1/2
= 1 − 2
0
1 + 02 + 12
0 1
1
−2 1
1
= 1 + 0
4
0 1
1
−4
= 1
1
4
− √12
v1
u1 = = 1
∥v1 ∥
1
√
2
− √118
z 4
u2 = = √
∥z∥ 18
√1
18
− √12 − √118 − 32
h i
P = u1 u2 u3 = 1 √4 − 31
18
√1 √1 2
2 18 3
P −1 = P T
D = P T AP is the required diagonalized matrix.
D = P T AP
√1 T √1
− 2 − √118 − 32 − 2 − √118 − 23
7 0 0 3 −2 4
0 7 0 = 1 √4 − 31
−2 6 2 1 √4 − 13
18 18
1 √1 2 √1 √1 2
0 0 −2 √
3
4 2 3 3
2 18 2 18