Diagonalizati
on
Definition:
Let
A be an n x n matrix. The real number is called an eigenvalue of A if
there exists a nonzero vector x such that
Every nonzero x satisfying this equation is called an eigenvector of A
associated with the eigenvalue We might mention that the word
“eigenvalue” is a hybrid one (“eigen” in German means “proper”).
Eigenvalues are also called proper values, characteristic values, and
latent values; and eigenvectors are also called proper vectors, and so on,
accordingly.
EXAMPLES
Definition:
Let
A be an n x n matrix. The determinant
is called the characteristic polynomial of A. The equation
0 (4)
Is called the characteristic equation of A.
EXAMPLE:
Theorem
1:
Let A be an nxn matrix. The eigenvalues of A are
the real roots of the characteristic polynomial
of A.
Definition:
A matrix B is said to be similar to a matrix A if there is a
non-singular matrix P such that.
.
If A is similar to B, we write A~B.
REMARK:
If A ~ B, we can write,
equivalently, that or AP = PB.
PROBLEM: Let A, B and C be nxn matrices
and I be the nxn identity matrix.
a. A ~ A.
b. If A ~ B, then B ~ A.
c. If A ~ B and B ~ C, then A ~ C.
d. If A is similar to the identity matrix I, then A =
I.
e. If A or B is nonsingular, then AB ~ BA.
f. If A ~ B, then ~ for any positive integer k.
THEOREM 2:
Let A and B be nxn matrices with A ~ B. Then
a. detA = detB.
b. A is invertible if and only if B is invertible.
c. A and B have the same rank.
d. A and B have the same characteristic
polynomial.
e. A and B have the same eigenvalues.
Definition:
An n x n matrix A is diagonalizable if there is
a diagonal matrix D such that A is similar to D ,
that is, if there is an invertible matrix P such
that .
THEOREM 3
Let A be an n x n matrix. Then A
is diagonalizable if and only if A
has n linearly independent
eigenvectors.
More precisely, there exists an invertible matrix P and a
diagonal matrix D such that if and only if the columns of
P are n linearly independent eigenvectors of A and the
diagonal entries of D are the eigenvalues of A
corresponding to the eigenvectors in P in the same
order.
EXAMPLE:
Let
.
Theorem
4:
A matrix A is diagonalizable if all the roots of its
characteristic polynomial are real and distinct.
The procedure for diagonalizing a matrix A is as follows.
STEP 1: Form the characteristic polynomial of A.
STEP 2: Find the roots of the characteristic polynomial of A. if the roots are not all
real, then A cannot be diagonalized.
STEP 3: For each eigenvalue of A of multiplying find a basis for the solution
space of (the eigenspace of ). If the dimension of the eigenspace is less than ,
then A is not a diagonalizable. We thus determine n linearly independent
eigenvectors of A.
STEP 4: Let P be the matrix whose columns are the n linearly independent
eigenvectors determined in Step 3. Then = D, a diagonal matrix whose diagonal
elements are the eigenvalues of A that correspond to the columns of P.
Theorem
An nxn matrix A is similar to a
diagonal matrix D if and only if
has a basis of eigenvectors of A.
Moreover, the elements on the
main diagonal of D are the
eigenvalues of A.
Theorem
:An n x n matrix A is diagonalizable if and only if it has n linearly
independent eigenvectors. In this case A is similar to a diagonal
matrix D, with = D, whose diagonal elements are the
eigenvalues of A, while P is a matrix whose columns are n
linearly independent eigenvectors of A.
Corollary
1:
Consider the linear transformation L:
defined by L(X) = AX
for X in . Then A is diagonalizable with n linearly
independent eigenvectors , , . . . , if and only if the matrix of
L with respect to S = , , . . . , is diagonal.
The procedure for diagonalizing a matrix A is as follows.
STEP 1: Form the characteristic polynomial of A.
STEP 2: Find the roots of the characteristic polynomial of A. if the roots are not all
real, then A cannot be diagonalized.
STEP 3: For each eigenvalue of A of multiplying find a basis for the solution
space of (the eigenspace of ). If the dimension of the eigenspace is less than ,
then A is not a diagonalizable. We thus determine n linearly independent
eigenvectors of A.
STEP 4: Let P be the matrix whose columns are the n linearly independent
eigenvectors determined in Step 3. Then = D, a diagonal matrix whose diagonal
elements are the eigenvalues of A that correspond to the columns of P.
Diagonalizati
on of
Symmetric
Matrices
Theorem
4:
All the roots of the characteristic polynomial of a
symmetric matrix are real numbers.
Corollary
2:
If A is symmetric matrix all of whose eigenvalues are
distinct, then A is diagonalizable.
Theorem
5:
If A is a symmetric matrix, then eigenvalues that
belong to distinct eigenvalues of A are orthogonal.
Definition:
A non-singular matrix A is called orthogonal if . We
can also say that A is orthogonal if .
Theorem
6:
The n x n matrix A is orthogonal if and only if the
columns (rows) of A form an orthonormal set of
vectors in
Theorem
7:If A is a symmetric n x n matrix, then there exists
an orthogonal matrix P such that = D, a diagonal
matrix. The eigenvalues of A lie on the main
diagonal of D.
The
procedure for diagonalizing a symmetric matrix A by an orthogonal matrix P is as follows.
STEP 1: Form the characteristic polynomial .
STEP 2: Find the roots of the characteristic polynomial of A. These will be all real.
STEP 3: For each eigenvalue of A of multiplying find a basis of eigenvectors for the solution
space of ()X=0 (the eigenspace of ).
STEP 4: For each eigenspace, transform the basis obtained in Step 3 to an orthonormal basis
by the Gram-Schmidt process. The totality of all these orthonormal bases determines an
orthonormal set of n linearly independent eigenvectors of A.
STEP 5: Let P be the matrix whose columns are the n linearly independent eigenvectors
determined in Step 4. Then P is an orthogonal matrix and = D, a diagonal matrix whose
diagonal elements are the eigenvalues of A that correspond to the columns of P.