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  • Lec15 AMII Linear Algebra Orthogonal Diagonalization 250423

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    MUHAMMAD NUMAN
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    This document summarizes the process of orthogonal matrix diagonalization. It shows how to [1] find an orthogonal matrix P that diagonalizes a given matrix A such that P^TAP is a diagonal matrix, [2] compute the eigenvectors and eigenvalues of A, and [3] construct the orthogonal matrix P using the eigenvectors as columns to diagonalize A.

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    Lec15 AMII Linear Algebra Orthogonal Diagonalization 250423 (1)

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    This document summarizes the process of orthogonal matrix diagonalization. It shows how to [1] find an orthogonal matrix P that diagonalizes a given matrix A such that P^TAP is a diagonal matrix, [2] compute the eigenvectors and eigenvalues of A, and [3] construct the orthogonal matrix P using the eigenvectors as columns to diagonalize A.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    15 views8 pages

    Lec15 AMII Linear Algebra Orthogonal Diagonalization 250423

    Uploaded by

    MUHAMMAD NUMAN
    This document summarizes the process of orthogonal matrix diagonalization. It shows how to [1] find an orthogonal matrix P that diagonalizes a given matrix A such that P^TAP is a diagonal matrix, [2] compute the eigenvectors and eigenvalues of A, and [3] construct the orthogonal matrix P using the eigenvectors as columns to diagonalize A.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 8

    Applied Maths II

    Orthogonal Matrix Diagonalization

    Use of MATLAB
    Matrix Orthogonal Diagonalization

    Find a matrix that diagonalizes 3 1


    1 3
    such that

    Find a matrix that orthogonally diagonalizes 3 1


    1 3
    such that
    Matrix Diagonalization

    Eigen Values Eigen Vectors

    = 4
    I=

    I) = I) =
    I)=
    = = , = =
    ,

    ! ! ∗!
    6 + = + =
    6 +8 =
    = ! !

    - = = ="
    2 4 +8 =
    ( − 2) −4 ( − 2) = 0 = " = "
    ="
    ( − 2)( −4) = 0 = " ="

    #$% & ' ( )* +)* #$% & ' ( )* +)*


    =
    = = =,

    2 4
    Matrix Diagonalization
    inv(P) * A * P
    3 1
    inv( ) * *
    1 3

    P [ | I ]= |

    |
    ∗!
    |

    ! ! |

    / ∗! |
    / /

    / /
    ! 0! |
    /
    / /
    / = / /
    / / 3 1
    * *
    / / 1 3
    Matrix Diagonalization
    / / 3 1
    * *
    / / 1 3

    / / 3 1
    *
    / / 1 3

    / 0 / / 0 /

    / 0 / / 0 /

    *
    ,

    0 0
    0 0 ,

    / / 3 1
    / /
    *
    1 3
    * ,
    Matrix Orthogonal Diagonalization
    Eigen Values Eigen Vectors

    = #$% & ' ( )* +)* 4


    2 4 = =
    #$% & ' ( )* +)*
    =
    =,

    0 )
    ·
    & are Orthogonal vectors

    · ·
    Normalizing / 2
    / 2
    eigen vectors
    / 2 / 2

    · ·
    & are Orthonormal vectors

    P Orthogonal
    eigen vectors matrix
    2
    =

    3 1
    * *
    1 3
    Matrix Orthogonal Diagonalization
    3 1
    * *
    1 3

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