ENGG2013 Unit 19
The principal axes theorem
Mar, 2011.
Outline
• Special matrices
– Symmetric, skew-symmetric, orthogonal
• Principle axes theorem
• Application to conic sections
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Diagonalizable ??
• A square matrix M is called diagonalizable if
we can find an invertible matrix, say P, such
that the product P–1 M P is a diagonal matrix.
– Example
• Some matrix cannot be diagonalized.
– Example
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Theorem
An nn matrix M is diagonalizable if and only if we can
find n linear independent eigenvectors of M.
Proof: For concreteness, let’s just consider the 33 case.
The three
columns are
linearly
independent
because by definition
the matrix is
invertible
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Proof continued
and
and
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Complex eigenvalue
• There are some matrices whose eigenvalues
are complex numbers.
– For example: the matrix which represents rotation
by 45 degree counter-clockwise.
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Theorem
If an nn matrix M has n distinct eigenvalues,
then M is diagonalizable
The converse is false:
There is some diagonalizable matrix with repeated eigenvalues.
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Matrix in special form
• Symmetric: AT=A.
• Skew-symmetric: AT= –A.
• Orthogonal: AT =A-1, or equivalently AT A = I.
• Examples:
symmetric
symmetric skew-symmetric and
orthogonal
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Orthogonal matrix
A matrix M is called orthogonal if
Each column has norm 1
MT M I
Dot product = 1
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Orthogonal matrix
A matrix M is called orthogonal if
Any two distinct columns are orthogonal
Dot product = 0
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Principal axes theorem
Given any nn symmetric matrix A, we have:
[Link] eigenvalues of A are real.
2. A is diagonalizable.
[Link] can pick n mutually perpendicular (aka
orthogonal) eigenvectors.
Q
Proof omitted.
[Link]
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Two sufficient conditions for
diagonalizability
Symmetric,
Distinct eigenvalues
skew-symmetric,
orthogonal
Diagonalizable
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Example
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Similarity
• Definition: We say that two nn matrix A and B
are similar if we can find an invertible matrix S
such that
• Example: and are similar,
• The notion of diagonalization can be phrased in
terms of similarity: matrix A is diagonalizable if
and only if A is similar to a diagonal matrix.
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More examples
• is similar to
because
• and are similar.
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Application to conic sections
• Ellipse : x2/a + y2/b = 1.
• Hyperbola : x2/a – y2/b = 1.
• Parabola y = ax2.
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Application to conic sections
• Is x2 – 4xy +2y2 = 1 a ellipse, or a hyperbola?
Rewrite using symmetric matrix
Find the characteristic polynomial
Solve for the eigenvalues
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Application to conic sections
Diagonalize
Change coordinates
Hyperbola
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x – 4xy +2y = 1
2 2
15
10
0
y
-5
-10
-15
-15 -10 -5 0 5 10 15
x
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2x + 2xy + 2y = 1
2 2
Rewrite using symmetric matrix
Compute the characteristic polynomial
Find the eigenvalues
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2x + 2xy + 2y = 1
2 2
Columns of P are eigenvectors,
Diagonalize normalized to norm 1.
Change of variables
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2x + 2xy + 2y = 1
2 2
v
0.8
0.6
0.4
0.2
0
y
-0.2
-0.4
-0.6
-0.8
-1 u
-0.5 0 0.5 1
x
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