ES202 – Mathematics for Engineers

Murat Büyük, PhD

Diagonalization of Matrices
In engineering applications, we usually want to work with diagonal matrices. So, it is important to
diagonalize the matrices.

𝒅𝟏 𝟎 𝟎 𝟎
𝟎 𝒅𝟐 𝟎 𝟎
𝑫=[ ] , is a nxn diagonal matrix
𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝒅𝒏 𝒏𝒙𝒏

Notes:
i) |𝑫| = 𝒅𝟏 𝒅𝟐 … . 𝒅𝒏
ii) 𝑫 is nonsingular if and only if main diagonal elements are different than ‘0’
𝟏/𝒅𝟏 𝟎 𝟎 𝟎
𝟎 𝟏/𝒅𝟐 𝟎 𝟎
iii) 𝑫−𝟏 =[ ]
𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝟏/𝒅𝒏 𝒏𝒙𝒏

𝒅𝟏 𝟎 𝟎 𝟎 𝒘𝟏 𝟎 𝟎 𝟎
𝟎 𝒅𝟐 𝟎 𝟎 𝟎 𝒘𝟐 𝟎 𝟎
iv) 𝑫 = [ ] ,𝑾=[ ] ,
𝟎 𝟎 ⋱ 𝟎 𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝒅𝒏 𝒏𝒙𝒏 𝟎 𝟎 𝟎 𝒘𝒏 𝒏𝒙𝒏

𝒅𝟏 𝒘𝟏 𝟎 𝟎 𝟎
𝟎 𝒅𝟐 𝒘𝟐 𝟎 𝟎
𝑾𝑫 = 𝑫𝑾 = [ ]
𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝒅𝒏 𝒘𝒏 𝒏𝒙𝒏

v) Eigenvalues of 𝑫 are its main diagonal elements

vi) if a square matrix, 𝑨𝒏𝒙𝒏 has n linearly independent eigenvectors (corresponding to distinct or not
distinct eigenvalues), then, 𝑨𝒏𝒙𝒏 is diagonalizable. There exist a 𝑷𝒏𝒙𝒏 matrix with these eigenvectors
(in column vector form), and 𝑷−𝟏 𝑨𝑷 gives the diagonal matrix. (P diagonalizes A). Moreover, the
diagonal elements of 𝑫𝒏𝒙𝒏 are the eigenvalues of the original 𝑨𝒏𝒙𝒏 matrix.

𝑷−𝟏 𝑨𝑷 = 𝑫 ⇒ ⏟
𝑷𝑷−𝟏 𝑨 ⏟
𝑷𝑷−𝟏 = 𝑷−𝟏 𝑫𝑷 = 𝑷𝑫𝑷−𝟏
𝑰 𝑰

So, 𝑷 is a nonsingular matrix having eigenvectors of 𝑨𝒏𝒙𝒏 ; 𝑷 = [𝒙

⃗ 𝟏, 𝒙 ⃗ 𝒏]
⃗ 𝟐, … , 𝒙

𝑫 = 𝑷−𝟏 𝑨𝑷 , Matrix 𝑨 is similar to 𝑫 (𝑨 is diagonalized to 𝑫 ), (𝑨 is similar to 𝑫 )(similarity

transformation)

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 𝛌𝟏 𝟎 𝟎 𝟎
𝟎 𝛌𝟐 𝟎 𝟎
where, 𝑫 = [ ]
𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝛌𝒏 𝒏𝒙𝒏

−𝟑 𝟎
ex: 𝑨 = [ ]
𝟏 −𝟐 𝟐𝒙𝟐

|𝑨 − 𝛌. 𝐈 | = 𝟎 = |−𝟑 − 𝝀 𝟎
| = (−𝟑 − 𝝀)(−𝟐 − 𝛌), 𝛌𝟏 = −𝟐, 𝛌𝟐 = −𝟑
𝟏 −𝟐 − 𝛌

−𝟑 + 𝟐 𝟎 −𝟏 𝟎 −𝟏 𝟎
for, 𝛌𝟏 = −𝟐, [𝑨 − 𝛌. 𝐈 ] = [ ]=[ ]~[ ]⇒
𝟏 −𝟐 + 𝟐 𝟏 𝟎 𝟎 𝟎
𝐱𝟏 = 𝟎 𝟎
⃗𝟏=[
𝒙 ]⇒[ ]
𝐱𝟐 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄 𝟏 𝐱𝟐=𝟏
−𝟑 + 𝟑 𝟎 𝟎 𝟎 𝟏 𝟏
for, 𝛌𝟐 = −𝟑, [𝑨 − 𝛌. 𝐈 ] = [ ]=[ ]~[ ]⇒
𝟏 −𝟐 + 𝟑 𝟏 𝟏 𝟎 𝟎
𝐱𝟏 = −𝐱𝟐 −𝟏
⃗ 𝟐 = [𝐱 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄] ⇒ [ ]
𝒙
𝟐 𝟏 𝐱𝟐=𝟏
−𝟏 𝟎
𝑷 = column matrix of the eigenvectors; 𝑷 = [𝒙 ⃗ 𝟐 ] 𝑶𝑹 [𝒙
⃗ 𝟏, 𝒙 ⃗ 𝟏] = [
⃗ 𝟐, 𝒙 ]
𝟏 𝟏
−𝟏 𝟎 𝟏 𝟎 𝟏 𝟎 −𝟏 𝟎 −𝟏 𝟎
⇒ 𝑷−𝟏 ⇒ [ | ]~[ | ] ⇒ 𝑷−𝟏 = [ ]
𝟏 𝟏 𝟎 𝟏 𝟎 𝟏 𝟏 𝟏 𝟏 𝟏
−𝟏 𝟎 −𝟑 𝟎 −𝟏 𝟎 −𝟑 𝟎
𝑫 = 𝑷−𝟏 𝑨𝑷 ⇒ [ ][ ][ ]=[ ];
𝟏 𝟏 𝟏 −𝟐 𝟏 𝟏 𝟎 −𝟐
diagonal matrix with diagonal elements = the eigenvalues
Notes: if the eigenvalues of matrix 𝑨𝒏𝒙𝒏 are not distinct: 𝑨𝒏𝒙𝒏 may or may not be diagonalized. 𝑨 may
or may not be similar to 𝑫 . So. Not all matrices can be diagonalized using similarity transformation.
𝛌𝟏
a) 𝑨𝒏𝒙𝒏 {𝛌𝟐 ⇒ Distinct (different) ⇒eigenvectors will be linearly independent⇒Matrix can be
𝛌𝟑
diagonalized
𝛌𝟏 = 𝛌𝟐
b) 𝑨𝒏𝒙𝒏 { ⇒ NOT Distinct (different) ⇒eigenvectors may or may not be linearly independent
𝛌𝟑
i) ⇒Matrix can be diagonalized with similarity transformation if eigenvectors are linearly independent

ii) ⇒Matrix cannot be diagonalized with similarity transformation (𝑫 = 𝑷−𝟏 𝑨𝑷) if eigenvectors are
not linearly independent

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 Linearly Dependent and Independent Set of Vectors in 𝑫 = 𝑹𝒏
𝑹𝒏 ∶n-dimensional vector space

𝑹𝟐 ∶2-dimensional vector space (x, y)

𝑹𝟑 ∶3-dimensional vector space (x, y, z)

Let, 𝑨𝒎𝒙𝒏 be a mxn matrix formed by row vectors; 𝒗 ⃗ 𝟐 ,…, 𝒗

⃗ 𝟏, 𝒗 ⃗ 𝒎 (each with n components).
⃗𝟏
𝒗
⃗
𝒗
𝑨𝒎𝒙𝒏 = [ 𝟐]
…
⃗ 𝒎 𝒎𝒙𝒏
𝒗

These vectors are linearly independent if the matrix 𝑨𝒎𝒙𝒏 has a rank of m.
𝒓[𝑨]𝒎𝒙𝒏 = 𝒎 ⇒ ⃗𝒗𝟏 , ⃗𝒗𝟐 ,…, ⃗𝒗𝒎 are linearly independent set of vectors in n dimensional space

𝒓[𝑨]𝒎𝒙𝒏 < 𝒎 ⇒ 𝒗 ⃗ 𝟐 ,…, 𝒗

⃗ 𝟏, 𝒗 ⃗ 𝒎 are not linearly independent (linearly dependent) set of vectors in n
dimensional space

ex: Given, 𝒊 = (𝟏, 𝟎, 𝟎), 𝒋 = (𝟎, 𝟏, 𝟎), ⃗𝒌 = (𝟎, 𝟎, 𝟏) are unit vectors of 𝑹𝟑 ∶3-dimensional vector
space (x, y, z)
m=3
n=3

𝒊 𝟏 𝟎 𝟎
𝑨𝟑𝒙𝟑 = [ 𝒋 ] = [𝟎 𝟏 𝟎] ⇒ 𝒊𝒏 𝑹𝑹𝑬𝑭 𝒓[𝑨]𝒎𝒙𝒏 = 𝒎 = 𝟑, so, they are linearly independent
⃗ 𝟑𝒙𝟑
𝒌 𝟎 𝟎 𝟏

Note that, 𝛌𝟏 = 𝛌𝟐 = 𝛌𝟑 = 𝟏; not distinct eigenvalues

𝟑 𝟎 𝟎
ex: let, 𝑨𝟑𝒙𝟑 = [𝟏 −𝟐 −𝟖]
𝟎 −𝟓 𝟏
𝟑−𝛌 𝟎 𝟎
|𝑨 − 𝛌. 𝐈 | = | 𝟏 −𝟐 − 𝛌 −𝟖 | = 𝟎 = (𝟑 − 𝛌)[(−𝟐 − 𝛌)(𝟏 − 𝛌) − (−𝟖. −𝟓)] = 𝟎
𝟎 −𝟓 𝟏−𝛌
⇒ − 𝛌𝟑 + 𝟐𝛌𝟐 + 𝟒𝟓𝛌 − 𝟏𝟐𝟔 = 𝟎

𝛌𝟏 = 𝟔, 𝛌𝟐 = 𝟑, 𝛌𝟑 = −𝟕 ⇒ distinct eigenvalues

Corresponding eigenvectors:

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 𝟎 𝟑𝟎 𝟎
⃗ 𝟏 = [ 𝟏 ], 𝒙
𝒙 ⃗ 𝟐 = [−𝟐], 𝒙
⃗ 𝟑 = [𝟖]
−𝟏 𝟓 𝟓
⃗𝟏
𝒙 𝟎 𝟏 −𝟏 𝟑𝟎 −𝟐 𝟓
⃗ 𝟐 ] = [𝟑𝟎 −𝟐 𝟓 ] 𝑹𝟏 → 𝑹𝟐 [ 𝟎
[𝒙 𝟏 −𝟏] 𝑹𝟏 /𝟑𝟎 → 𝑹𝟏
⃗𝟑
𝒙 𝟎 𝟖 𝟓 𝟎 𝟖 𝟓
𝟏 −𝟏/𝟓 𝟏/𝟔 −𝟖𝑹 + 𝑹 → 𝑹 𝟏 𝟎 𝟏/𝟏𝟎 𝟏 𝟎 𝟏/𝟏𝟎
𝟐 𝟑 𝟑
[𝟎 𝟏 −𝟏 ] 𝟏/𝟏𝟓𝑹 + 𝑹 → 𝑹 [𝟎 𝟏 −𝟏 ] 𝑹𝟏 /𝟏𝟑 → 𝑹𝟏 [𝟎 𝟏 −𝟏 ]
𝟐 𝟏 𝟏
𝟎 𝟖 𝟓 𝟎 𝟎 𝟏𝟑 𝟎 𝟎 𝟏

𝑹𝟐 + 𝑹𝟑 → 𝑹𝟐 𝟏 𝟎 𝟎
[𝟎 𝟏 𝟎] ⇒ 𝒓[𝑨] = 𝟑 , so they are linearly independent
−𝑹𝟑 /𝟏𝟎 + 𝑹𝟏 → 𝑹𝟏
𝟎 𝟎 𝟏

𝟎 𝟑𝟎 𝟎
𝑷=[ ⏟⃗ ⃗ ⃗
𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ] = [ 𝟏 −𝟐 𝟖]
𝒄𝒐𝒍𝒖𝒎𝒏 𝒗𝒆𝒄𝒕𝒐𝒓𝒔 −𝟏 𝟓 𝟓
𝟎 𝟑𝟎 𝟎 𝟏 𝟎 𝟎 𝑹 + 𝑹 → 𝑹 𝟏 −𝟐 𝟖 𝟎 𝟏 𝟎
𝑷−𝟏
= [ 𝟏 −𝟐 𝟖 |𝟎 𝟏 𝟎] 𝟐 𝑹 →𝟑 𝑹 𝟑 [𝟎 𝟑𝟎 𝟎 |𝟏 𝟎 𝟎] 𝑹𝟐 /𝟑𝟎 → 𝑹𝟐
𝟏 𝟐
−𝟏 𝟓 𝟓 𝟎 𝟎 𝟏 𝟎 𝟑 𝟏𝟑 𝟎 𝟏 𝟏
𝟏 −𝟐 𝟖 𝟎 𝟏 𝟎 𝟐𝑹 + 𝑹 → 𝑹 𝟏 𝟎 𝟖 𝟐/𝟑𝟎 𝟏 𝟎
[𝟎 𝟏 𝟎 |𝟏/𝟑𝟎 𝟎 𝟎] −𝟑𝑹𝟐 + 𝑹𝟏 → 𝑹𝟏 [𝟎 𝟏 𝟎 | 𝟏/𝟑𝟎 𝟎 𝟎]
𝟐 𝟑 𝟑
𝟎 𝟑 𝟏𝟑 𝟎 𝟏 𝟏 𝟎 𝟎 𝟏𝟑 −𝟏/𝟏𝟎 𝟏 𝟏
𝟏 𝟎 𝟖 𝟐/𝟑𝟎 𝟏 𝟎
𝑹𝟑 /𝟏𝟑 → 𝑹𝟑 [𝟎 𝟏 𝟎 | 𝟏/𝟑𝟎 𝟎 𝟎 ] − 𝟖𝑹𝟑 + 𝑹𝟏 → 𝑹𝟏
𝟎 𝟎 𝟏 −𝟏/𝟏𝟑𝟎 𝟏/𝟏𝟑 𝟏/𝟏𝟑
𝟏 𝟎 𝟎 𝟓/𝟑𝟗 𝟓/𝟏𝟑 −𝟖/𝟏𝟑
[𝟎 𝟏 𝟎 | 𝟏/𝟑𝟎 𝟎 𝟎 ]
𝟎 𝟎 𝟏 −𝟏/𝟏𝟑𝟎 𝟏/𝟏𝟑 𝟏/𝟏𝟑
𝟓/𝟑𝟗 𝟓/𝟏𝟑 −𝟖/𝟏𝟑 𝟑 𝟎 𝟎 𝟎 𝟑𝟎 𝟎 𝟔 𝟎 𝟎
−𝟏
𝑷 𝑨𝑷 = [ 𝟏/𝟑𝟎 𝟎 𝟎 ] [𝟏 −𝟐 −𝟖] [ 𝟏 −𝟐 𝟖] = [𝟎 𝟑 𝟎 ] = 𝑫
−𝟏/𝟏𝟑𝟎 𝟏/𝟏𝟑 𝟏/𝟏𝟑 𝟎 −𝟓 𝟏 −𝟏 𝟓 𝟓 𝟎 𝟎 −𝟕

𝟑 𝟎 𝟎
ex: let, 𝑨𝟑𝒙𝟑 = [𝟎 𝟑 𝟐]
𝟎 𝟎 𝟒
𝟑−𝛌 𝟎 𝟎
|𝑨 − 𝛌. 𝐈 | = | 𝟎 𝟑−𝛌 𝟐 | = 𝟎 = (𝟑 − 𝛌)𝟐 (𝟒 − 𝛌)
𝟎 𝟎 𝟒−𝛌
𝛌𝟏 = 𝛌𝟐 = 𝟑, 𝛌𝟑 = 𝟒 ⇒ repeated, not distinct eigenvalues

4/ 13
 𝟎 𝟎 𝟎 𝟎 𝟎 𝟏 𝐱𝟏 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄
for, 𝛌𝟏 = 𝛌𝟐 = 𝟑 ⇒ [𝑨 − 𝛌. 𝐈 ] = [𝟎 𝟎 𝟐] ~ [𝟎 𝟎 𝟎] ⇒ 𝒙
⃗ = [𝐱𝟐 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄]
𝟎 𝟎 𝟏 𝟎 𝟎 𝟎 𝐱𝟑 = 𝟎
𝟏 𝟎
⃗ 𝟏 ⇒ [𝟎]
𝒙 ⃗ 𝟐 ⇒ [𝟏]
,𝒙
𝟎 𝐱𝟏 =𝟏 𝟎 𝐱𝟏=𝟎
𝐱𝟐 =𝟎 𝐱𝟐 =𝟏

−𝟏 𝟎 𝟎 𝟏 𝟎 𝟎 𝐱𝟏 = 𝟎
for, 𝛌𝟑 = 𝟒 ⇒ [𝑨 − 𝛌. 𝐈 ] = [ 𝟎 −𝟏 𝟐] ~ [𝟎 𝟏 −𝟐] ⇒ 𝒙
⃗ =[ 𝐱𝟐 = 𝟐𝐱𝟑 ]
𝟎 𝟎 𝟎 𝟎 𝟎 𝟎 𝐱𝟑 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄
𝟏𝟎
⃗ 𝟑 ⇒[ 𝟐 ]
𝒙
𝟏 𝐱𝟑=𝟏

⃗𝟏
𝒙 𝟏 𝟎 𝟎 𝟏 𝟎 𝟎
⃗ 𝟐 ] = [𝟎 𝟏 𝟎] ~ [𝟎 𝟏 𝟎] ⇒ 𝒓[𝑨] = 𝟑 , so they are linearly independent
[𝒙
⃗𝟑
𝒙 𝟎 𝟐 𝟏 𝟎 𝟎 𝟏
𝟏 𝟎 𝟎
𝑷 = [𝟎 𝟏 𝟐]
𝟎 𝟎 𝟏
𝟏 𝟎 𝟎
𝑷−𝟏 = [𝟎 𝟏 −𝟐]
𝟎 𝟎 𝟏
𝟑 𝟎 𝟎
𝑷−𝟏 𝑨𝑷 = [𝟎 𝟑 𝟎] = 𝑫
𝟎 𝟎 𝟒

Powers of Square Matrices

𝑨𝒌𝒏𝒙𝒏 can be found using similarity transformations

𝑷−𝟏 𝑨𝑷 = 𝑫

Since 𝑷 is a nonsingular matrix we can multiply by 𝑷−𝟏 and 𝑷

𝑷𝑷−𝟏 𝑨 ⏟
⇒⏟ 𝑷𝑷−𝟏 = 𝑷−𝟏 𝑫𝑷 = 𝑷𝑫𝑷−𝟏 ⇒ 𝑨 = 𝑷−𝟏 𝑫𝑷
𝑰 𝑰

𝑨𝟐 = 𝑨𝑨 = 𝑷−𝟏 𝑫 ⏟
𝑷 𝑷−𝟏 𝑫 𝑷 = 𝑷𝑫𝟐 𝑷−𝟏
𝑰

𝑨𝟑 = 𝑨𝑨𝑨 = 𝑷−𝟏 𝑫 ⏟
𝑷𝑷−𝟏 𝑫 ⏟
𝑷𝑷−𝟏 𝑫𝑷 = 𝑷𝑫𝟑 𝑷−𝟏
𝑰 𝑰

So, 𝑨𝒌 = 𝑷𝑫𝒌 𝑷−𝟏 , k is a positive integer

For diagonal matrices; it is easy to find power, that is why we use diagonalization in finding powers :

5/ 13
 𝒅𝒌𝟏 𝟎 𝟎 𝟎
𝑫𝒌 = 𝟎 𝒅𝒌𝟐 𝟎 𝟎
𝟎 𝟎 ⋱ 𝟎
[𝟎 𝟎 𝟎 𝒅𝒌𝟑 ]𝒏𝒙𝒏

𝟓 𝟑
ex:let, 𝑨 = [ ]
𝟏 𝟑

|𝑨 − 𝛌. 𝐈 | = 𝟎 = |𝟓 − 𝝀 𝟑
| = (𝟓 − 𝝀)(𝟑 − 𝛌) − 𝟑, 𝛌𝟏 = 𝟐, 𝛌𝟐 = 𝟔
𝟏 𝟑−𝛌

𝟑 𝟑 𝟏 𝟏
for, 𝛌𝟏 = 𝟐, [𝑨 − 𝛌. 𝐈 ] = [ ]~[ ]⇒
𝟏 𝟏 𝟎 𝟎
𝐱𝟏 = −𝐱𝟐 −𝟏
⃗ 𝟏 = [𝐱 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄] ⇒ [ ]
𝒙
𝟐 𝟏 𝐱𝟐=𝟏
−𝟏 𝟑 𝟏 −𝟑
for, 𝛌𝟐 = 𝟔, [𝑨 − 𝛌. 𝐈 ] = [ ]~[ ]⇒
𝟏 −𝟑 𝟎 𝟎
𝐱𝟏 = 𝟑𝐱𝟐 𝟑
⃗𝟐=[
𝒙 ]⇒[ ]
𝐱𝟐 = 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒓𝒊𝒄 𝟏 𝐱𝟐=𝟏

⃗𝟏
𝒙 −𝟏 𝟏 𝟏 𝟎
[ ]=[ ]~[ ] ⇒ 𝒓[𝑨] = 𝟐 , so they are linearly independent
⃗𝟐
𝒙 𝟑 𝟏 𝟎 𝟏

−𝟏 𝟑
𝑷 = column matrix of the eigenvectors; 𝑷 = [𝒙 ⃗ 𝟐] = [
⃗ 𝟏, 𝒙 ]
𝟏 𝟏
−𝟏 𝟑 𝟏 𝟎 𝟏 𝟎 −𝟏/𝟒 𝟑/𝟒 −𝟏/𝟒 𝟑/𝟒
⇒ 𝑷−𝟏 ⇒ [ | ]~[ | ] ⇒ 𝑷−𝟏 = [ ]
𝟏 𝟏 𝟎 𝟏 𝟎 𝟏 𝟏/𝟒 𝟏/𝟒 𝟏/𝟒 𝟏/𝟒
𝟐 𝟎
𝑫 = 𝑷−𝟏 𝑨𝑷 ⇒ = [ ];
𝟎 𝟔

⇒ 𝑨𝒌 = 𝑷𝑫𝒌 𝑷−𝟏 ⇒ [
−𝟏 𝟑 𝟐𝒌
][ 𝟎 ] [−𝟏/𝟒 𝟑/𝟒] = 𝟏 [𝟐𝒌 + 𝟑. 𝟔𝒌 𝟑. −𝟐𝒌 + 𝟑. 𝟔𝒌 ]
𝟏 𝟏 𝟎 𝟔𝒌 𝟏/𝟒 𝟏/𝟒 𝟒 −𝟐𝒌 + 𝟔𝒌 𝟑. 𝟐𝒌 + 𝟔𝒌

6/ 13
 Real Symmetric Matrices (RSM)
If A=AT; A is symmetric
𝒂𝟏𝟏 𝒂𝟏𝟐 … 𝒂𝟏𝒏
𝒂𝟏𝟐 𝒂𝟐𝟐 … …
𝑨=[ … … ⋱ … ] :off diagonal elements are the same: aij=aji for i≠j
𝒂𝟏𝒏 … … 𝒂𝒏𝒏 𝒏𝒙𝒏

𝟒 𝟕 −𝟐
ex: 𝑨 = [ 𝟕 𝟏 𝟓 ]
−𝟐 𝟓 𝟑
Notes:
i)Eigenvalues of RSM are real
ii)Every nxn RSM has a set of orthonormal eigenvectors: orthonormal=orthogonal and unit vector
iii)Every nxn RSM has ‘n’ linearly independent eigenvectors. So, they are definitely diagonalized by
using similarity transformation: 𝑫 = 𝑷−𝟏 𝑨𝑷
iv)In transformation of RSM to diagonal matrix, we use Modal Matrix :M
Orthogonality Condition:
̂𝒊 . 𝒙
Let, 𝒙 ̂𝒋 = 𝜹𝒊𝒋 ; Kronecker Delta

𝟎 , 𝒊𝒇 𝒊 ≠ 𝒋 → Orthonormality Condition
𝜹𝒊𝒋 { {
𝟏, 𝒊𝒇 𝒊 = 𝒋
A nxn matrix , A, is diagonalizable if and only if A is a symmetric matrix
Orthonormal Matrix: having all column vectors unit and orthogonal
̂𝟏
𝒙 ̂𝟐
𝒙 ̂𝟑
𝒙
⏞𝟏/𝟗 𝟖/𝟗 𝟒/𝟗
ex: let, 𝑀 = [𝟒/𝟗 −𝟒/𝟗 𝟕/𝟗 ]
𝟖/𝟗 𝟏/𝟗 −𝟒/𝟗
if the vectors are unit vector:

̂𝟏 | = √(𝟏/𝟗)𝟐 + (𝟒/𝟗)𝟐 + (𝟖/𝟗)𝟐 = 𝟏

|𝒙

̂𝟐 | = √(𝟖/𝟗)𝟐 + (𝟒/𝟗)𝟐 + (𝟏/𝟗)𝟐 = 𝟏

|𝒙

̂𝟏 | = √(𝟒/𝟗)𝟐 + (𝟕/𝟗)𝟐 + (𝟒/𝟗)𝟐 = 𝟏

|𝒙

̂𝒊 . 𝒙
𝒙 ̂𝒋 = 𝟏 , 𝒊𝒇, 𝒊 = 𝒋

̂𝟏 = |𝒙
̂𝟏 . 𝒙
Naturally; 𝒙 ̂𝟏 |. |𝒙
̂𝟏 |𝒄𝒐𝒔𝜽 = 𝟏. 𝟏. 𝒄𝒐𝒔(𝟎) = 𝟏
𝟏 𝟒 𝟖 𝟏 𝟒 𝟖 𝟏 𝟏𝟔
̂𝟏 . 𝒙
Or; directly applying dot product: 𝒙 ̂𝟏 = (( ) , ( ) , ( )) (( ) , ( ) , ( )) = (( ) + ( ) +
𝟗 𝟗 𝟗 𝟗 𝟗 𝟗 𝟖𝟏 𝟖𝟏
𝟔𝟒
(𝟖𝟏)) = 𝟏

7/ 13
 ̂𝟐 . 𝒙
Similarly: 𝒙 ̂𝟐 = 𝒙
̂𝟑 . 𝒙
̂𝟑 = 𝟏
̂𝒊 . 𝒙
𝒙 ̂𝒋 = 𝟎 , 𝒊𝒇, 𝒊 ≠ 𝒋

𝟏 𝟒 𝟖 𝟖 −𝟒 𝟏 𝟖 𝟏𝟔 𝟖
̂
𝒙𝟏 . ̂
𝒙𝟐 = (( ) , ( ) , ( )) (( ) , ( ) , ( )) = (( ) − ( ) + ( )) = 𝟎
𝟗 𝟗 𝟗 𝟗 𝟗 𝟗 𝟖𝟏 𝟖𝟏 𝟖𝟏

̂𝟏 . 𝒙
Similarly: 𝒙 ̂𝟑 = 𝒙
̂𝟐 . 𝒙
̂𝟑 = 𝟎

Modal Matrix: A nxn matrix, where columns are orthonormal eigenvectors of a nxn matrix ‘A’ is
called a modal matrix of A
𝑴 = [𝒙
̂𝟏 , 𝒙 ̂𝒏 ]
̂𝟐 , … , 𝒙

𝑴−𝟏 = 𝑴𝑻 → 𝑴𝑴−𝟏 = 𝑴𝑴𝑻 = 𝑰

𝛌𝟏 𝟎 𝟎 𝟎
𝟎 𝛌𝟐 𝟎 𝟎
𝑴−𝟏 𝑨𝑴 = 𝑴𝑻 𝑨𝑴 = 𝑫 = [ ]
𝟎 𝟎 ⋱ 𝟎
𝟎 𝟎 𝟎 𝛌𝒏 𝒏𝒙𝒏

ex: Find an orthonormal matrix M (Modal of A) such that 𝑴−𝟏 𝑨𝑴 = 𝑴𝑻 𝑨𝑴

is diagonal and the diagonal entries are the eigenvalues of matrix A, if:
𝟓 −𝟏 −𝟏
𝑨 = [−𝟏 𝟑 𝟏]
−𝟏 𝟏 𝟑
A is RSM -> it can be diagonalized with Modal Matrix, M
𝟓−𝛌 −𝟏 −𝟏
|𝑨 − 𝛌. 𝐈 | = 𝟎 → | −𝟏 𝟑 − 𝛌 𝟏 | = 𝟎 → −𝛌𝟑 + 𝟏𝟏𝛌𝟐 − 𝟑𝛌 + 𝟑𝟔 = 𝟎
−𝟏 𝟏 𝟑−𝛌
𝛌𝟏 = 𝟐 , 𝛌𝟐 = 𝟑 , 𝛌𝟑 = 𝟔 Eigenvalues are distinct, so, eigenvectors are linearly independent
𝟎
⃗ 𝟏 = [−𝟏]
for, 𝛌𝟏 = 𝟐 → 𝒙
𝟏
𝟏
⃗ 𝟐 = [𝟏]
for, 𝛌𝟐 = 𝟑 → 𝒙
𝟏
−𝟐
for, 𝛌𝟑 = 𝟔 → ⃗𝒙𝟑 = [ 𝟏 ]
𝟏
to show linear independence:
⃗𝟏
𝒙 𝟎 −𝟏 𝟏 𝟏 𝟎 𝟎
𝑷 = [𝒙
⃗ 𝟐] = [ 𝟏 𝟏 𝟏] ~ [𝟎 𝟏 𝟎] ⇒ 𝒓[𝑨] = 𝟑 , so they are linearly independent
⃗𝒙𝟑 −𝟐 𝟏 𝟏 𝟎 𝟎 𝟏

8/ 13
orthogonality conditions:
⃗ 𝒊. 𝒙
𝒙 ⃗ 𝒋 = 𝟎 , 𝒊𝒇, 𝒊 ≠ 𝒋

⃗ 𝟐 = (𝟎, −𝟏, 𝟏). (𝟏, 𝟏, 𝟏) = 𝟎 − 𝟏 + 𝟏 = 𝟎

⃗ 𝟏. 𝒙
𝒙

⃗ 𝑻𝟏 . 𝒙
or, 𝒙 ⃗𝟐=𝟎

⃗ 𝟏. 𝒙
Similarly: 𝒙 ⃗𝟑=𝒙
⃗ 𝟐. 𝒙
⃗𝟑=𝟎
The vectors are orthogonal; however, they are not unit vectors, therefore, they should be normalized!
normalization:
𝟎
[−𝟏] 𝟎 𝟏/√𝟑 −𝟐/√𝟔
⃗𝟏
𝒙 𝟏 ⃗𝟐
𝒙 ⃗𝟑
𝒙
̂𝟏 =
𝒙 = =[ −𝟏/√𝟐 ̂𝟐 = |𝒙⃗ | = [𝟏/√𝟑] , 𝒙
],𝒙 ̂𝟑 = |𝒙⃗ | = [ 𝟏/√𝟔 ]
|𝒙
⃗ 𝟏| √𝟐 𝟐 𝟑
𝟏/√𝟐 𝟏/√𝟑 𝟏/√𝟔

𝟎
𝟏/√𝟑 −𝟐/√𝟔
𝑴 = [𝒙
̂𝟏 , 𝒙 ̂𝟑 ] = [−𝟏/√𝟐 𝟏/√𝟑 𝟏/√𝟔 ]
̂𝟐 , 𝒙
𝟏/√𝟐 𝟏/√𝟑 𝟏/√𝟔
𝟐 𝟎 𝟎
to check: 𝑴−𝟏 𝑨𝑴 = 𝑴𝑻 𝑨𝑴 = 𝑫 = [𝟎 𝟑 𝟎]
𝟎 𝟎 𝟔

ex: Find an orthonormal matrix M (Modal of A) such that 𝑴−𝟏 𝑨𝑴 = 𝑴𝑻 𝑨𝑴

is diagonal and the diagonal entries are the eigenvalues of matrix A, if:
𝟎 𝟐 𝟐
𝑨 = [𝟐 𝟎 −𝟐]
𝟐 −𝟐 𝟎
A is RSM -> it can be diagonalized with Modal Matrix, M
𝟎−𝛌 𝟐 𝟐
|𝑨 − 𝛌. 𝐈 | = 𝟎 → | 𝟐 𝟎 − 𝛌 −𝟐 | = 𝟎 → −𝛌𝟑 + 𝟏𝟐𝛌 − 𝟏𝟔 = 𝟎
𝟐 −𝟐 𝟎 − 𝛌
𝛌𝟏 = 𝛌𝟐 = 𝟐 , 𝛌𝟑 = −𝟒
Eigenvalues are not distinct, repeated roots, so, eigenvectors are not linearly independent and the matrix
may or may not be diagonalized by similarity transformation: however, we know that RSM must be
diagonalized.
−𝟐 𝟐 𝟐 𝟏 −𝟏 −𝟏
for, 𝛌𝟏 = 𝛌𝟐 = 𝟐 → [ 𝟐 −𝟐 −𝟐] ~ [𝟎 𝟎 𝟎 ] → 𝒙𝟏 − 𝒙𝟐 − 𝒙𝟑 = 𝟎
𝟐 −𝟐 −𝟐 𝟎 𝟎 𝟎
𝟏 𝟏
→ ⃗𝒙𝟏 = [𝟏] ⃗ 𝟐 = [𝟎]
,𝒙
𝟎 𝒙𝟐=𝟏 𝟏 𝒙𝟐=𝟎
𝒙𝟑 =𝟎 𝒙𝟑 =𝟏

−𝟏
⃗𝟑=[ 𝟏 ]
for, 𝛌𝟑 = −𝟒 → 𝒙
𝟏 𝒙𝟑=𝟏

9/ 13
 ⃗𝒙𝟏 𝟏 𝟏 𝟎
𝑷 = [𝒙⃗ 𝟐 ] = [ 𝟏 𝟎 𝟏] ⇒ 𝒓[𝑨] = 𝟑 , so they are linearly independent
⃗𝟑
𝒙 −𝟏 𝟏 𝟏

orthogonality conditions:
⃗ 𝒊. 𝒙
𝒙 ⃗ 𝒋 = 𝟎 , 𝒊𝒇, 𝒊 ≠ 𝒋

𝒙 ⃗ 𝟐 = (𝟏, 𝟏, 𝟎). (𝟏, 𝟎, 𝟏) = 𝟏 + 𝟎 + 𝟎 = 𝟏 ≠ 𝟎 , not satisfied, so, 𝒙

⃗ 𝟏. 𝒙 ⃗ 𝟏 and 𝒙
⃗ 𝟐 are not orthogonal
⃗ 𝟏. 𝒙
𝒙 ⃗𝟑=𝟎 ,𝒙
⃗ 𝟐. 𝒙
⃗𝟑=𝟎
To overcome this inconvenience, we can replace ⃗𝒙𝟏 or ⃗𝒙𝟐 by a new eigenvector
⃗ 𝟐 by 𝒘
⇒Replace 𝒙 ⃗⃗⃗ 𝟐

⃗⃗⃗ 𝟐 = (𝟏, 𝟏, 𝟎). (𝒘𝟏 , 𝒘𝟐 , 𝒘𝟑 ) = 𝒘𝟏 + 𝒘𝟐 = 𝟎

⃗ 𝟏. 𝒘
𝒙
⃗⃗⃗ 𝟐 = (−𝟏, 𝟏, 𝟏). (𝒘𝟏 , 𝒘𝟐 , 𝒘𝟑 ) = −𝒘𝟏 + 𝒘𝟐 + 𝒘𝟑 = 𝟎
⃗ 𝟑. 𝒘
𝒙
𝒘𝟏 𝟎 𝟏
𝟏 𝟏 𝟎 𝒘 𝟏 𝟏 𝟎 𝟏 𝟎 −𝟏/𝟐
[ ] [ 𝟐 ] = [𝟎] → [ ]~[ ⃗⃗⃗ 𝟐 = [−𝟏]
]→𝒘
−𝟏 𝟏 𝟏 𝒘 −𝟏 𝟏 𝟏 𝟎 𝟏 𝟏/𝟐
𝟑 𝟎 𝟐 𝒘𝟑=𝟐

⃗ 𝟏. 𝒘
Check orthogonality: 𝒙 ⃗⃗⃗ 𝟐 = 𝒙
⃗ 𝟑. 𝒘
⃗⃗⃗ 𝟐 = 𝟎
normalization:
𝟏
[𝟏] 𝟏/√𝟐 𝟏/√𝟔 −𝟏/√𝟑
⃗𝟏
𝒙 𝟎 ⃗⃗⃗ 𝟐
𝒘 ⃗𝟑
𝒙
̂𝟏 =
𝒙 |𝒙
⃗ 𝟏|
= ̂ 𝟐 = |𝒘 | = [−𝟏/√𝟔] , 𝒙
= [𝟏/√𝟐] , 𝒘 ̂𝟑 = |𝒙⃗ | = [ 𝟏/√𝟑 ]
√𝟐 ⃗⃗⃗ 𝟐 𝟑
𝟎 𝟏/√𝟔 𝟏/√𝟑

𝟏/√𝟐 𝟏/√𝟔 −𝟏/√𝟑

[𝒙
𝑴 = ̂𝟏 , 𝒘
̂ 𝟐, 𝒙 ]
̂𝟑 = [𝟏/√𝟐 −𝟏/√𝟔 𝟏/√𝟑 ]
𝟎 𝟏/√𝟔 𝟏/√𝟑
𝟐 𝟎 𝟎
to check: 𝑴−𝟏 𝑨𝑴 = 𝑴𝑻 𝑨𝑴 = 𝑫 = [𝟎 𝟐 𝟎 ]
𝟎 𝟎 −𝟒

10/ 13
 Quadratic Forms
So far, we have focused on linear systems of equations. Quadratic forms also occur frequently in
engineering science applications like design optimization etc. Quadratic function is any function that
involves product of two 𝐱𝟏 . 𝐱 𝟐 or same variables 𝐱𝟏 𝟐 , 𝐱𝟐 𝟐 , …
⃗ in Rn can be
A quadratic form on Rn is a function Q, defined in Rn, whose value at a vector 𝒙
computed by an expression of the form:

𝑸(𝒙 ⃗ 𝑻 𝑨𝒙
⃗)=𝒙 ⃗ , where A is a nxn symmetric matrix. Matrix A is called the matrix of the quadratic
form.

𝐱𝟏 𝟒 𝟎 𝟑 −𝟐
Ex: if, 𝒙 ⃗ 𝑻 𝑨𝒙
⃗ = [ 𝐱 ] , compute 𝒙 ⃗ for matrix A given by i)𝑨 = [ ] ,ii) 𝑨 = [ ]
𝟐 𝟎 𝟑 −𝟐 𝟕
𝐱 𝟒𝐱
i)Quadratic form -> ⃗𝒙𝑻 𝑨𝒙
⃗ = [𝐱𝟏 𝐱𝟐 ] [𝟒 𝟎] [ 𝟏 ] = [𝐱𝟏 𝐱𝟐 ] [ 𝟏 ] = 𝟒𝐱𝟏 𝟐 + 𝟑𝐱𝟐 𝟐
𝟎 𝟑 𝐱𝟐 𝟑 𝐱𝟐
since there is no 𝐱𝟏 . 𝐱𝟐 term, symmetric elements are “0”
𝐱 𝟑𝐱 𝟏 − 𝟐𝐱𝟐
⃗ 𝑻 𝑨𝒙
ii) -> 𝒙 ⃗ = [𝐱𝟏 𝐱𝟐 ] [ 𝟑 −𝟐] [ 𝟏 ] = [𝐱𝟏 𝐱𝟐 ] [ ]=
−𝟐 𝟕 𝐱𝟐 −𝟐 𝐱𝟏 + 𝟕𝐱𝟐

𝟑𝐱𝟏 𝟐 − 𝟐𝐱𝟏 . 𝐱𝟐 − 𝟐𝐱𝟏 . 𝐱𝟐 + 𝟕𝐱𝟐 𝟐 = 𝟑𝐱𝟏 𝟐 − 𝟒𝐱𝟏 . 𝐱𝟐 + 𝟕𝐱 𝟐 𝟐

With main diagonal and symmetric elements

⃗ in R3 , let, 𝑸(𝒙
Ex:For 𝒙 ⃗ ) = 5x12+3x22+2x32-x1x2+8x2x3, write the statement in quadratic form as:
𝑻
⃗ 𝑨𝒙⃗
𝒙
𝟓 −𝟏/𝟐 𝟎 𝐱𝟏
⃗ ) = [𝐱𝟏
𝑸(𝒙 𝐱𝟐 𝐱𝟑 ] [−𝟏/𝟐 𝟑 𝟒] [ 𝐱𝟐 ]
𝟎 𝟒 𝟐 𝐱𝟑

Change of Variable in Quadratic Form

⃗ is a variable vector in Rn , then change of variable is an equation:
If 𝒙

⃗ = 𝑷𝒚
𝒙 ⃗ or 𝑷−𝟏 𝒙⃗ = 𝑷−𝟏 𝑷𝒚
⃗ = 𝑰𝒚 ⃗ = 𝑷−𝟏 𝒙
⃗ →𝒚 ⃗ , where 𝑷 is an invertible matrix and 𝒚
⃗ is the new
n
variable vector in R .

Using quadratic form: 𝑸(𝒙 ⃗ 𝑻 𝑨𝒙

⃗)=𝒙 ⃗ )𝑻 𝑨(𝑷𝒚
⃗ → (𝑷𝒚 ⃗ 𝑻 𝑷𝑻 𝑨𝑷𝒚
⃗)=𝒚 ⃗ 𝑻 𝑫𝒚
⃗ =𝒚 ⃗

Since A is RSM, P is definitely diagonalizable using Modal Matrix; 𝑷𝑻 = 𝑷−𝟏

𝛌𝟏 𝟎
So, eleminating cross terms, quadratic form becomes: 𝑸(𝒚 ⃗ 𝑻 𝑫𝒚
⃗)=𝒚 ⃗ and since 𝑫 = [ ]
𝟎 𝛌𝟐

⃗ ) = 𝛌𝟏 𝐲𝟏 𝟐 + 𝛌𝟐 𝐲𝟐 𝟐
𝑸(𝒚

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 ⃗ ) = x12-8 x1x2-5x22
Ex: 𝑸(𝒙
𝐱
⃗ 𝑻 𝑨𝒙
⃗)=𝒙
𝑸(𝒙 ⃗ = [𝐱𝟏 𝐱𝟐 ] [ 𝟏 −𝟒] [ 𝟏 ]
−𝟒 −𝟓 𝐱𝟐
𝟐/√𝟓 𝟏/√𝟓
𝛌𝟏 = 𝟑 → ⃗⃗⃗⃗
𝐱𝟏 = [ ] , 𝛌𝟐 = −𝟕 → ⃗⃗⃗⃗
𝐱𝟐 = [ ]
−𝟏/√𝟓 𝟐/√𝟓

𝟐/√𝟓 𝟏/√𝟓
So, 𝑷 = [ ]
−𝟏/√𝟓 𝟐/√𝟓

𝟐/√𝟓 −𝟏/√𝟓
Thus, 𝑷𝑻 = 𝑷−𝟏 = [ ]
𝟏/√𝟓 𝟐/√𝟓
As A is RSM, P is orthogonal
𝟑 𝟎
𝑷𝑻 𝑨𝑷 = 𝑫 = [ ]
𝟎 −𝟕
As, 𝑷−𝟏 𝒙
⃗ = 𝑷𝑻 𝒙
⃗ =𝒚
⃗

⃗ 𝑻 𝑨𝒙
𝒙 ⃗ )𝑻 𝑨(𝑷𝒚
⃗ → (𝑷𝒚 ⃗ 𝑻 𝑷𝑻 𝑨𝑷𝒚
⃗)=𝒚 ⃗ 𝑻 𝑫𝒚
⃗ =𝒚 ⃗
𝐲
⃗ ) = [𝐲𝟏
𝑸(𝒚 𝐲𝟐 ] [𝟑 𝟎 ] [ 𝟏 ] = 3y12-7y22
𝟎 −𝟕 𝐲𝟐
⃗ ) = [𝟐 −𝟐] using new quadratic form:
let’s compute 𝑸(𝒙

𝒙 ⃗ , 𝑷−𝟏 𝒙
⃗ = 𝑷𝒚 ⃗ =𝒚
⃗

𝟐/√𝟓 −𝟏/√𝟓 𝟐 𝟔/√𝟓

⃗ =[
𝒚 ][ ] = [ ]
𝟏/√𝟓 𝟐/√𝟓 −𝟐 −𝟐/√𝟓
⃗ ) = 3y12-7y22=3(6/√5)2-7(-2/√5)2=16
𝑸(𝒚
⃗ ) = x12-8 x1x2-5x22=22-8.2.(-2)-5(-2)2=16
Note that, 𝑸(𝒙

⃗ 𝑻 𝑫𝒚
For the geometric meaning of equality of quadrature forms, new quadratic form 𝒚 ⃗ has crossterm
𝟏
𝐚
𝟎 𝐱𝟏 𝟐 𝐱𝟐 𝟐
as D , a diagonal matrix: 𝑫 = [ 𝟏 ] and 𝒂 + 𝒃 = 𝟏, 𝒂 > 𝒃 > 𝟎
𝟎 𝐛

𝟏 𝟏
⃗ ) = 𝐱𝟏 𝟐 + 𝐱𝟐 𝟐 − 𝟏, which is an ellipse in 2-D (ax2+bxy+cy2=d)
→ 𝑸(𝒙
𝒂 𝒃

This illustration represents a standard position. But if A is not a diagonal matrix:

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We can find a new coordinate system for which the illustration is in standard position
Ex: For an ellipse given: 5x12-4x1x2+5x22=48
Find a change of variable that removes the cross-product term from the equation
𝟓 −𝟐
𝑨=[ ]
−𝟐 𝟓
𝟏/√𝟐 −𝟏/√𝟐
𝛌𝟏 = 𝟑 → ⃗⃗⃗⃗
𝐱𝟏 = [ ] , 𝛌𝟐 = 𝟕 → ⃗⃗⃗⃗
𝐱𝟐 = [ ]
𝟏/√𝟐 𝟏/√𝟐
⃗ = 𝑷𝒚
𝒙 ⃗

𝑸(𝒙 ⃗ 𝑻 𝑨𝒙
⃗)=𝒙 ⃗

⃗ )𝑻 𝑨(𝑷𝒚
(𝑷𝒚 ⃗ 𝑻 𝑷𝑻 𝑨𝑷𝒚
⃗)=𝒚 ⃗ 𝑻 𝑫𝒚
⃗ =𝒚 ⃗)
⃗ = 𝑸(𝒚
𝟑 𝟎
𝑫=[ ⃗ ) =3y12+7y22=48
] → 𝑸(𝒚
𝟎 𝟕
Note: Let, A be a RSM with eigen values λ1,…, λn
Let, D be an orthogonal matrix that diagonalizes A , then the change of coordinates
⃗ = 𝑷𝒚
𝒙 ⃗ transforms the statement: ∑𝑛𝑗=1 ∑𝑛𝑘=1 𝑎𝑗𝑘 𝑥𝑗 𝑥𝑘 in to: λ1 y12+ λ2 y22+…+ λn yn2 , which is called
as the canonical form.

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