Chapter 8
Eigenvalues , Eigenvectors and
Diagonalization
Introductory Linear Algebra with Applications by B. Kolman
Diagonalization of a Matrix
Introductory Linear Algebra by [Link]
Diagonalization of a matrix
In this topic, our aim is to transform matrix into a diagonal
matrix such that and have same eigenvalues
OR
We have to find a diagonal matrix similar to matrix whose
eigenvalues are equal to eigenvalues of , i.e,
𝑇
𝐴 𝐷
In this topic, we will study
Similar matrices and their properties
Diagonalization of a matrix
Necessary an sufficient conditions for a matrix to be
diagonalizable
Symmetric, skew symmetric and Orthogonal matrices
Diagonalization of a Symmetric Matrices
Application of Diagonalization of a matirx
8.2:Similar Matrices
A matrix is said to be similar to a matrix if there is a nonsingular
matrix such that
Example 1:
Let . Let be a nonsingular matrix as then
Then, the matrix
is similar to matrix .
There are infinite matrices(not necessary diagonal) similar to
depending upon choice of .
Properties of Similar Matrices
Every matrix is similar to itself
If matrix is similar to then is also similar to because
If matrix is similar to and is similar to , then is similar to
because
Similar matrices have same eigenvalues.
If is similar to i.e, and is eigenvector of then has
eigenvector corresponding to same eigenvalue.
Example 2:
In example 1, , and .
Eigenvalues of are .
Eigenvalues of are .
Eigenvectors of are and corresponding to , respectively.
Then eigenvectors of will be
For , .
For , .
Diagonalization of a Matrix
An matrix is said to be diagonalizable if it is similar to a diagonal
matrix.
Not all matrices are diagonalizable.
Theorem:
a. An matrix is diagonalizable if and only if it has linearly
independent eigenvectors.
b. In this case, A is similar to a diagonal matrix with whose
diagonal elements are the eigenvalues of while is a matrix
whose columns are respectively the linearly independent
eigenvectors of .
Theorem part (a) states that;
An matrix is diagonalizable if
I. All eigenvalues are real.
II. All eigenvalues are distinct.
III. If all eigenvalues are not distinct. Let has algebraic
multiplicity then defect of should be zero.
Or
is non defective matrix.
Examples
Example 3:
Determine which of the following matrices are diagonalizable?
Theorem Part (b) states that
If is diagonalizable then we form matrix whose columns are n
linearly independent eigenvectors of and is diagonal matrix
whose diagonal entries are eigenvalues of .
Example 4:
Find diagonal matrix similar to matrix . Also find matrix .
Example 5:
Find (if possible) non-singular matrix that diagonalizes .
Exercise
Section 8.2: Q1 to Q42