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Session objectives:
1. Undestand matrix diagonalization
2. Learn theorems related diagonalization of matrix
3. Solve example to diagonalize the matrix
Instructions:
Students should have knowledge of matrix operations.
Matrix Diagonalization
Matrix diagonalization is the process of taking a square matrix and converting it into a special
type of matrix--a so-called diagonal matrix--that shares the same fundamental properties of
the underlying matrix. Matrix diagonalization is equivalent to transforming the underlying
system of equations into a special set of coordinate axes in which the matrix takes this
canonical form. Diagonalizing a matrix is also equivalent to finding the matrix's eigenvalues,
which turn out to be precisely the entries of the diagonalized matrix. 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 beautiful mathematical identity (the eigen decomposition)
that a square matrix can be decomposed into the very special form
(1)
where is a matrix composed of the eigenvectors of , is the diagonal matrix constructed
from the corresponding eigenvalues, and is the matrix inverse of . According to
the eigen decomposition theorem, an initial matrix equation
(2)
can always be written
(3)
(at least as long as is a square matrix), and premultiplying both sides by gives
(4)
Since the same linear transformation is being applied to both and , solving the
original system is equivalent to solving the transformed system
(5)
where and . This provides a way to canonicalize a system into the
simplest possible form, reduce the number of parameters from for an arbitrary matrix
to for a diagonal matrix, and obtain the characteristic properties of the initial matrix. This
approach arises frequently in physics and engineering, where the technique is oft used and
extremely powerful.
Diagonalization
When we introduced eigen values and eigenvectors, we wondered when a square matrix is
similarly equivalent to a diagonal matrix? In other words, given a square matrix A, does a
diagonal matrix D exist such that ? (i.e. there exists an invertible matrix P such
that A = P-1DP)
In general, some matrices are not similar to diagonal matrices. For example, consider the
matrix
Assume there exists a diagonal matrix D such that A = P-1DP. Then we have
In this case, we must have A = P-1DP = 2 I2, which is not the case. Therefore, A is not similar
to a diagonal matrix.
Definition.
A matrix is diagonalizable if it is similar to a diagonal matrix.
Remark.
In a previous page, we have seen that the matrix
has three different eigenvalues. We also showed that A is diagonalizable. In fact, there is a
general result along these lines.
Theorem.
Let A be a square matrix of order n. Assume that A has n distinct eigenvalues. Then A is
diagonalizable. Moreover, if P is the matrix with the columns C1, C2... and Cn the n
eigenvectors of A, then the matrix P-1AP is a diagonal matrix. In other words, the matrix A is
diagonalizable.
Problem:
What happened to square matrices of order n with less than n eigenvalues?
We have a partial answer to this problem.
Theorem.
Let A be a square matrix of order n. In order to find out whether A is diagonalizable, we do
the following steps:
1.
Write down the characteristic polynomial
2.
Then solve it. We should find the unknown vector X as a linear combination of
vectors, i.e.
4.
If for every eigenvalue the algebraic multiplicity is equal to the geometric
multiplicity, then we have
which implies that if we put the eigenvectors Cj, we obtained in 3. for all the
eigenvalues, we get exactly n vectors. Set P to be the square matrix of order n for
which the column vectors are the eigenvectors Cj. Then P is invertible and
is a diagonal matrix with diagonal entries equal to the eigenvalues of A. The position
of the vectors Cj in P is identical to the position of the associated eigenvalue on the
diagonal of D. This identity implies that A is similar to D. Therefore, A is
diagonalizable.
Remark.
In order to find out whether A is diagonalizable, lt us follow the steps described above.
1.
The polynomial characteristic of A is
Set
Then
But if we set
then
We have seen that if A and B are similar, then An can be expressed easily in terms of Bn.
Indeed, if we have A = P-1BP, then we have An = P-1BnP. In particular, if D is a diagonal
matrix, Dn is easy to evaluate. This is one application of the diagonalization. In fact, the
above procedure may be used to find the square root and cubic root of a matrix. Indeed,
consider the matrix above
Set
then
Then we have
B3 = A.
Student Activity:
Knowledge, Understanding
Quizzes:
State the benefits of diagonalization of matrix