ENGG2013 Unit 19

The principal axes theorem

Mar, 2011.
 Outline
• Special matrices
– Symmetric, skew-symmetric, orthogonal
• Principle axes theorem
• Application to conic sections

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 Diagonalizable ??
• A square matrix M is called diagonalizable if
we can find an invertible matrix, say P, such
that the product P–1 M P is a diagonal matrix.
– Example

• Some matrix cannot be diagonalized.

– Example

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 Theorem
An nn matrix M is diagonalizable if and only if we can
find n linear independent eigenvectors of M.
Proof: For concreteness, let’s just consider the 33 case.

The three
columns are
linearly
independent
because by definition
the matrix is
invertible

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 Proof continued

and

and

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 Complex eigenvalue
• There are some matrices whose eigenvalues
are complex numbers.
– For example: the matrix which represents rotation
by 45 degree counter-clockwise.

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 Theorem
If an nn matrix M has n distinct eigenvalues,
then M is diagonalizable

The converse is false:

There is some diagonalizable matrix with repeated eigenvalues.

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 Matrix in special form
• Symmetric: AT=A.
• Skew-symmetric: AT= –A.
• Orthogonal: AT =A-1, or equivalently AT A = I.
• Examples:

symmetric
symmetric skew-symmetric and
orthogonal
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 Orthogonal matrix

A matrix M is called orthogonal if

Each column has norm 1

MT M I

Dot product = 1

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 Orthogonal matrix

A matrix M is called orthogonal if

Any two distinct columns are orthogonal

Dot product = 0

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 Principal axes theorem
Given any nn symmetric matrix A, we have:
1.The eigenvalues of A are real.
2. A is diagonalizable.
3.We can pick n mutually perpendicular (aka
orthogonal) eigenvectors.
Q

Proof omitted.
http://en.wikipedia.org/wiki/Principal_axis_theorem
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 Two sufficient conditions for
diagonalizability

Symmetric,
Distinct eigenvalues
skew-symmetric,
orthogonal

Diagonalizable

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 Example

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 Similarity
• Definition: We say that two nn matrix A and B
are similar if we can find an invertible matrix S
such that

• Example: and are similar,

• The notion of diagonalization can be phrased in

terms of similarity: matrix A is diagonalizable if
and only if A is similar to a diagonal matrix.
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 More examples
• is similar to

because

• and are similar.

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 Application to conic sections
• Ellipse : x2/a + y2/b = 1.
• Hyperbola : x2/a – y2/b = 1.
• Parabola y = ax2.

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 Application to conic sections
• Is x2 – 4xy +2y2 = 1 a ellipse, or a hyperbola?
Rewrite using symmetric matrix

Find the characteristic polynomial

Solve for the eigenvalues

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 Application to conic sections
Diagonalize

Change coordinates

Hyperbola
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 x – 4xy +2y = 1
2 2

15

10

0
y

-5

-10

-15
-15 -10 -5 0 5 10 15
x

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 2x + 2xy + 2y = 1
2 2

Rewrite using symmetric matrix

Compute the characteristic polynomial

Find the eigenvalues

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 2x + 2xy + 2y = 1
2 2
Columns of P are eigenvectors,
Diagonalize normalized to norm 1.

Change of variables

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 2x + 2xy + 2y = 1
2 2

v
0.8

0.6

0.4

0.2

0
y

-0.2

-0.4

-0.6

-0.8

-1 u
-0.5 0 0.5 1
x

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