Matrix Diagonalization

Matrix diagonalization is the process of taking a square matrix and converting it into a special type of matrix--a so-c
matrix--that shares the same fundamental properties of the underlying matrix. Matrix diagonalization is equivalent
underlying system of equations into a special set of coordinate axes in which the matrix takes this canonical form. D
matrix is also equivalent to finding the matrix's eigenvalues, which turn out to be precisely the entries of the diagon
Similarly, the eigenvectors make up the new set of axes corresponding to the diagonal matrix.

The remarkable relationship between a diagonalized matrix, eigenvalues, and eigenvectors follows from the beautifu
identity (the eigen decomposition) that a square matrix can be decomposed into the very special form

where is a matrix composed of the eigenvectors of , is the diagonal matrix constructed from the corresponding
is the matrix inverse of . According to the eigen decomposition theorem, an initial matrix equation

can always be written

(at least as long as is a square matrix), and premultiplying both sides by gives

Since the same linear transformation is being applied to both and , solving the original system is equivalent
transformed system

where and . This provides a way to canonicalize a system into the simplest possible form, redu
parameters from for an arbitrary matrix to for a diagonal matrix, and obtain the characteristic properties of th
This approach arises frequently in physics and engineering, where the technique is oft used and extremely powerful

SEE ALSO: Diagonal Matrix, Eigen Decomposition, Eigen Decomposition Theorem, Eigenvalue, Eigenvector, Jacobi T
Matrix. [Pages Linking Here]

REFERENCES:

Arfken, G. "Diagonalization of Matrices." §4.6 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 217-229, 1

LAST MODIFIED: December 11, 2002

CITE THIS AS:

Weisstein, Eric W. "Matrix Diagonalization." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/MatrixDiagonalizat

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