MA5158 ENGINEERING MATHEMATICS I

UNIT I - MATRICES
Section 5. Diagonalization using an orthogonal
transformation

Faculty
Department of Mathematics
Anna University, Chennai

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Section 5. Diagonalization using an orthogonal
transformation

Contents
Preliminaries. Orthogonal vectors
Orthogonal reduction / diagonalization using an
orthogonal matrix
Examples
Practice Problems and MCQ’s

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Preliminaries: Orthogonal vectors
  
x1 y1
 x2   y2 
    n
Definition: Two vectors X =  .  and Y = 
 
 .  in R are said

 .   . 
xn yn
to be orthogonal if their dot product X · Y = x1 y1 + x2 y2 + · · · + xn yn is
zero.
Geometrically, the vector X and the vector Y are orthogonal if they are
perpendicular in Rn .
  
1 −5
Example: The vectors X =  −2  and Y =  11  are orthogonal
9 3
in R3 as their dot product
X · Y = 1.(−5) + (−2).11 + 9.3 = −5 − 22 + 27 = 0.

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Orthogonal vectors vs linearly independent vectors

Note: Orthogonal vectors are linearly independent. For example if

X1 , X2 ∈ Rn are orthogonal, they are perpendicular to each other. So
they do not lie on the same line. Therefore they are independent. But
the converse need not be true.
   
1 0
Example: The vectors X = and Y = are linearly
1 1
independent in R2 but not orthogonal in R2 as their dot product
X · Y = 1.1 + 1.0 = 1 6= 0.
Remark: Geometrically, if two vectors in Rn are linearly independent,
then they do not lie on the same line. But the angle between the vectors
need not be 90◦ . Therefore they need not be perpendicular.

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Orthonormal system
Definition: A set of vectors X1 , X2 , X3 , . . . , Xn in Rn is said to be
orthonormal if
(i) Xi · Xj = 0 for i 6= j (i.e. Xi ’s are pairwise orthogonal),

(ii) kXi k = 1, i = 1, 2, . . . , n (i.e. each Xi has norm 1).

   
1/3 2/3
Example: The vectors X1 =  2/3 , X2 =  1/3 ,
2/3 −2/3
 
2/3
X3 =  −2/3  form an orthonormal system in R3 .
1/3
Check: X1 · X2 = X2 · X3 = X1 · X3 = 0 and kX1 k = kX2 k = kX3 k = 1.

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Diagonalization of real symmetric matrices using an
orthogonal matrix/orthogonal transformation

We know how to diagonalize a square matrix A of order n, when it has n

linearly independent eigen-vectors.

When the matrix A is a real symmetric matrix of order n with n linearly

independent eigen-vectors, we can diagonalize it using an orthogonal
matrix.

This is due to the following property of the eigen vectors of a symmetric

matrix which we have already studied.

Property 9: The eigen-vectors corresponding to distinct eigen-values of

a symmetric matrix A are orthogonal.

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Orthogonal reduction

Theorem: Let A be a real symmetric matrix of size n with n orthonormal

eigen vectors. Then we can diagonalize A using an orthogonal matrix.
Proof:Take n= 3. Letλ1 , λ2 ,
λ3 be theeigen-values
 of A. Let
x11 x12 x13
X1 =  x21 , X2 =  x22 , X3 =  x23  be the corresponding
x31 x32 x33

eigen-vectors of A which form an orthonormal system.

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  
x11 x12 x13
Let P = [X1 X2 X3 ] =  x21 x22 x23  be the matrix whose column
x31 x32 x33
vectors are the eigen-vectors of A which are pairwise orthogonal and
each eigen vector has norm 1.
  
x11 x21 x31 x11 x12 x13
T
Consider P P =  x12 x22 x32   x21 x22 x23 
x13 x23 x33 x31 x32 x33
kX1 k2
   
X1 · X2 X1 · X3 1 0 0
=  X2 · X1 kX2 k2 X2 · X3  =  0 1 0 ,
X3 · X1 X3 · X2 kX3 k2 0 0 1
the identity matrix. Similarly one can check P P T = I. Therefore P is an
orthogonal matrix. P is called the normalized modal matrix.

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Use this P for diagonalizing A.
Note that since P P T = I, we have P −1 = P T .
 
λ1 0 0
You will get P T AP = D =  0 λ2 0  which is a diagonal matrix
0 0 λ3
whose diagonal elements are the eigen values of A.

This method of diagonalizing a real symmetric matrix using an orthogonal

matrix is called orthogonal reduction of A.

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Example 1 - A has distinct eigen values
Example 1. (A has distinct eigen values)
 
1 1 3
Diagonalize the matrix A =  1 5 1  using an orthogonal
3 1 1
transformation.
Solution:
Step 1: The characteristic equation of A is |A − λI| = 0.
1−λ 1 3
1 5−λ 1 = 0 i.e. λ3 − 7λ2 + 36 = 0 is the characteristic
3 1 1−λ
equation of A.

Step 2:The eigen values of A (roots of this characteristic equation) are

λ = −2, 3, 6.

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Step 3: To
 find
the eigen vectors:
x1
Let X =  x2  be an eigen vector corresponding to the eigen value λ.
x3
Then (A − λI)X = 0.
    
1−λ 1 3 x1 0
 1 5−λ 1  x2  = 0 (1)
3 1 1−λ x3 0
When λ = −2 in equation 1, we have the following system of equations:

3x1 + x2 + 3x3 = 0 (2)

x1 + 7x2 + x3 = 0 (3)
3x1 + x2 + 3x3 = 0 (4)

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Equations (2) and (4) are the same. Therefore, from equations (2) and (3)
we have
x1 x2 x3
= =
1 − 21 −(3 − 3) 21 − 1
or
x1 x2 x3
= =
−20 0 20
or
x1 x2 x3
= =
−1 0 1
 an eigen vector corresponding to the eigen value λ = −2 is
Therefore

−1
 0 .
1
Any non-zero multiple of this vector is also an eigen vector corresponding
to the eigen value λ = −2.

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When λ = 3 in equation (1), we have the following system of equations:

−2x1 + x2 + 3x3 = 0 (5)

x1 + 2x2 + x3 = 0 (6)
3x1 + x2 − 2x3 = 0 (7)

As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations
(6) and (7) we have
x1 x2 x3
= =
(−4 − 1) −(−2 − 3) 1−6
or
x1 x2 x3
= =
−5 5 −5
or
x1 x2 x3
= =
1 −1 1

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Therefore
  an eigen vector corresponding to the eigen value λ = 3 is
1
−1.
1
When λ = 6 in equation (1), we have the following system of equations:

−5x1 + x2 + 3x3 = 0 (8)

x1 − x2 + x3 = 0 (9)
3x1 + x2 − 5x3 = 0 (10)

As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations
(9) and (10) we have
x1 x2 x3
= =
(5 − 1) −(−5 − 3) 1+3

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or
x1 x2 x3
= =
4 8 4
or
x1 x2 x3
= =
1 2 1
 
1
Therefore an eigen vector corresponding to the eigen value λ = 6 is 2

1
Therefore,
  −2, 3, 6 are the
  eigen values and
 
−1 1 1
0
X1 =   0   0
0 , X2 = −1 , X3 = 2 are the corresponding

1 1 1
eigen vectors of A.
Step 4: Form the normalized modal matrix
Note that these eigen vectors X10 , X20 , X30 are pairwise orthogonal as they
correspond to distinct eigen values −2, 3, 6 of the symmetric matrix A.

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Let us normalize these vectors.
 √   √ 
0 −1/ 2 0 1/ √3
X1  0  , Let X2 = X2 = −1/ 3, Let
Let X1 = = √ √
kX10 k kX20 k
1/ 2 1/ 3
 √ 
1/√6
X30
X3 = = 2/√6 .
kX30 k
1/ 6
X1 , X2 , X3 are orthonormal.
 √ √ √ 
−1/ 2 1/ √3 1/√6
Take P = [X1 X2 X3 ] =  0√ −1/√ 3 2/√6 .
1/ 2 1/ 3 1/ 6

Then P is an orthogonal matrix. (Therefore, P −1 = P T ).

P is the normalized modal matrix.

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Step 5: Diagonalization by an orthogonal matrix
Now
 consider
√ P −1 AP =P T
√ AP
  √ √ √ 
−1/√ 2 0√ 1/√2 1 1 3 −1/ 2 1/ √3 1/√6
= 1/√3 −1/√ 3
 1/√31 5 1  0√ −1/√ 3 2/√6
1/ 6 2/ 6 1/ 6 3 1 1 1/ 2 1/ 3 1/ 6
 
−2 0 0
= 0 3 0=D
0 0 6

which is a diagonal matrix whose diagonal entries are the eigen values of
A. Thus we have diagonalized A using an orthogonal matrix P .

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Example 2 - A has repeated eigen values
 
1 −2 2
Example 2: Diagonalize the matrix A =  −2 1 −2  using an
2 −2 1
orthogonal transformation.
Solution:
Step 1: The characteristic equation of A is |A − λI| = 0.
1 − λ −2 2
−2 1 − λ −2 = 0 i.e. λ3 − 3λ2 − 9λ − 5 = 0 is the
2 −2 1 − λ
characteristic equation of A.

Step 2:The eigen values of A (roots of this characteristic equation) are

λ = −1, −1, 5. Note that the eigen value −1 is repeated two times.

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Step 3: To
 find
the eigen vectors:
x1
Let X =  x2  be an eigen vector corresponding to the eigen value λ.
x3
Then AX = λX or (A − λI)X = 0.
    
1 − λ −2 2 x1 0
 −2 1 − λ −2  x2  = 0 (11)
2 −2 1 − λ x3 0
When λ = 5 in equation (11), we have the following system of equations:

−4x1 − 2x2 + 2x3 = 0 (12)

−2x1 − 4x2 − 2x3 = 0 (13)
2x1 − 2x2 − 4x3 = 0 (14)

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From equations (12) and (13) we have
x1 x2 x3
= =
4+8 −(8 + 4) 4+8
or
x1 x2 x3
= =
1 −1 1
Therefore
 an  eigen vector corresponding to the eigen value λ = 5 is
1
X10 = −1
1
Any non-zero multiple of this vector is also an eigen vector corresponding
to the eigen value λ = 5.

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When λ = −1 in equation (11), we have the following system of equations:

2x1 − 2x2 + 2x3 = 0 (15)

−2x1 + 2x2 − 2x3 = 0 (16)
2x1 − 2x2 + 2x3 = 0 (17)

All these equations are the same. They are equal to

x1 − x2 + x3 = 0. (18)

In equation (18), take x3 = 0. We get x1 = x2 . if we take x2 = 1 then

x1 = 1.  
1
Let X20 = 1. This is one linearly independent eigen vector
0
corresponding to the eigen value λ = −1.

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  
x
We have to find another linearly independent eigen vector X30 = y 
z
corresponding to λ = −1 such that X20 · X30 = 0.
i.e X30 should satisfy
 equation
 (18) and
x
X20 · X30 = (1 1 0) y  = 1.x + 1.y + 0.z = 0.
z
Therefore, we have to solve the equations x − y + z = 0 and x + y = 0
simultaneously. From these two equations we have,
x y z
= =
−1 1 2

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Therefore the second
 eigen
 vector corresponding to the eigen value
−1
λ = −1 is X30 =  1 .
2
These eigen vectors satisfy X10 · X20 = 0, X20 · X30 = 0, X30 · X10 = 0.

They are pairwise orthogonal.

Step 4: Form the normalized modal matrix

Let us normalize these eigen vectors.

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  √   √ 
1/ √3 1/√2
X10 X20
Let X1 = = −1/√ 3 , X2 =
  = 1/ 2,

kX10 k kX20 k
1/ 3 0
 √ 
−1/√ 6
X30
X3 = =  1/ 6  .
√
kX30 k
2/ 6
X1 , X2 , X3 are orthonormal.
√ √ √ 
1/ √3 1/√2 −1/√ 6
Take P = [X1 X2 X3 ] = −1/√ 3 1/ 2 1/√6  .
1/ 3 0 2/ 6

Then P is an orthogonal matrix. (Therefore, P −1 = P T ).

P is the normalized modal matrix.

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Step 5: Diagonalization by an orthogonal matrix
Now consider P −1 AP = P T AP
 √ √ √  
1/√3 −1/√ 3 1/ 3 1 −2 2
= 1/ √2 1/√2 0√ −2 1 −2
−1/ 6 1/ 6 2/ 6 2 −2 1
 √ √ √   
1/ √3 1/√2 −1/√ 6 5 0 0
−1/ 3 1/ 2 1/ 6  =0
√ √ −1 0 =D
1/ 3 0 2/ 6 0 0 −1

which is a diagonal matrix whose diagonal entries are the eigen values of
A. Thus we have diagonalized A using an orthogonal matrix P .

Remark. This procedure has immediate application in the next section.

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Practice Problems

Diagonalize the following symmetric matrices using orthogonal

transformations:
 
2 1 −1
(i) A =  1 1 −2 
−1 −2 1
 
6 −2 2
(ii) A =  −2 3 −1 
2 −1 3

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Multiple Choice Questions

1. A set of linearly independent vectors are pairwise orthogonal.

(a) True
(b) False

2. If P is orthogonal then P −1 is
(a) P
(b) P T
(c) P −1 does not exist
(d) None of the above

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Answers to MCQ’s

1. (b)
2. (b)

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THANK YOU

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