Professional Documents
Culture Documents
Diagonalization of A Matrix:: Theorem
Diagonalization of A Matrix:: Theorem
Definition of diagonalization of a matrix: A matrix A is diagonalizable if there exists a nonsingular matrix P and a diagonal matrix D such that D = P 1 AP . Example: Let
4 A= 3 6 . 5
61 5 1 2 = P 1 AP , 1
Then,
2 D = 0 0 1 = 1 1 2 4 1 3
1
where
2 D = 0 0 1 , P = 1 1 2 . 1
Theorem:
such that
2
0
0 0 n
. Then,
Acol
j
( P ) = j col j ( P ), j =1,2, , n.
That is,
col 1 ( P ), col 2 ( P ), , col n ( P )
are eigenvectors associated with the eigenvalues 1 , 2 , , n . Since P is nonsingular, thus col 1 ( P ), col 2 ( P), , col n ( P ) are linearly independent.
:
Let x1 , x 2 , , x n be n linearly independent eigenvectors of A associated with the eigenvalues 1 , 2 , , n . That is,
Ax
j
= j x j , j =1,2, , n.
Thus, let
P = [ x1 x2 x n ] (i.e., col j ( P ) = x j )
and
1 0 0 2 D= 0 0 0 0 . n 1 0 xn ] 0 0 2 0 = PD . 0 n 0
Since
Ax j = j x j
,
x2 xn ] = [ x1 x2
AP = A[ x1
Thus,
P 1 AP = P 1 PD = D , P 1 exists because x1 , x 2 , , x n are linearly independent and thus P is
nonsingular.
Important result:
Find the nonsingular matrix P and the diagonal matrix D such that
+4
3
= ( +1)( 2 ) = 0 .
= 1 or 2 .
2. As = 1 ,
2 Ax = x ( I A) x = 0 x = t , t R. 1
Thus,
1 2 1 and 1
D = P 1 AP .
To find A n ,
2 n Dn = 0 0 = ( P 1 AP )( P 1 AP ) ( P 1 AP ) = P 1 A n P n ( 1)
n times
Multiplied by P and P 1 on the both sides, PD P
n 1
= PP A PP
n
2 n + 2 ( 1) n +1 = n +1 n 2 + ( 1)
1 2 2 n =A = 1 0 1
n
] [2
0 1 2 ( 1) n 1 1
n +1
+ 2 ( 1) n +1 2 n +1 + ( 1)
n +1
If A is an n n diagonalizable matrix, then there exists an nonsingular matrix P such that D = P 1 AP , where col 1 ( P ), col 2 ( P), , col n ( P ) are n linearly independent eigenvectors of A and the diagonal elements of the diagonal matrix D are the eigenvalues of A associated with these eigenvectors.
Note:
where
D = P 1 A , then P
A k = PD k P 1 , k =1,2,
k 1 0 0 k k 2 D = 0 0
0 0 . k n
Example:
5 3 3 diagonalizable? 1
Is A =
[solution:]
det( I A) =
5
3
+1
= ( 2) = 0 .
2
Then, = 2, 2 . As = 2,
( 2 I A) x = 0
1 x = t , t R. 1 1
Therefore, all the eigenvectors are spanned by . There does not exist two linearly 1 independent eigenvectors. By the previous theorem, A is not diagonalizable.
Note:
An n n matrix may fail to be diagonalizable since Not all roots of its characteristic equation are real numbers. It does not have n linearly independent eigenvectors.
Note:
The set S j consisting of both all eigenvectors of an n n matrix A associated with eigenvalue j and zero vector 0 is a subspace of R n . S j is called the eigenspace associated with j .