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This
is an example of similarity transformation.
A → P−1AP
This is important because it preserves many properties of the matr
ix A. For example, if we let D = P−1AP, then A and D have the sa
me determinant since
det(D) = det(P−1AP) = det(P−1)det(A)det(P)
Recall:
Two square matrices A and D are called similar if there exists
an invertible matrix P such that D = P−1AP.
Recall:
AP PD
Api i pi , i 1, 2, , n
(i.e. the column vector pi of P are eigenvecto rs of A)
P is invertible p1 , p2 , , pn are linearly independent.
A has n linearly independent eigenvectors.
Recall:
A n x n matrix with n linearly independent eigenvectors has n
distinct eigenvalues.
0 0 n
Note:
The order of the eigenvalues used to form P will determine
the order in which the eigenvalues appear on the main diagonal of D.
Elementary Linear Algebra: Section 7.2, p.439 10/53
Example:
Ex 1: (A diagonalizable matrix)
𝐴 = 7 2
[− 4 ] 1
Sol: Characteristic equation:
Eigenvalues:
Eigenvectors: if ,
Check if :
0 2 0 1 1
I A I A ~ Eigenvecto r : p1
0 0 0 0 0
A does not have two (n = 2) linearly independent
eigenvectors, so A is not diagonalizable.
Elementary Linear Algebra: Section 7.2, p.439 15/53
Example:
2/306
A Matrix that is Not Diagonalizable
Show that the following matrix is not diagonalizable:
17/53
Example:
2/306
A Matrix that is Not Diagonalizable
Alternative Solution: Finding the dimensions of the eigenspaces
For this example, the eigenspace corresponding to λ = 1 is the sol
ution space of the system
Since the coefficient matrix has rank 2 (verify), the nullity of this
matrix is 1 by Theorem 4.8.2, and hence the eigenspace correspon
ding to λ = 1 is one-dimensional.
Eigenvalues : 1 2, 2 2, 3 3
(1)
Notes: k is a positive integer
Elementary Linear Algebra: Section 7.2, p.445 29/53
Examples
6/308
Powers of a Matrix
Use (1) to find A13, where
and that
(2)
Remark:
With the method in the preceding example, most of the work is in
diagonalizing A. Once that work is done, it can be used to compute
any power of A. Thus, to compute A1000 we need only change the
exponents from 13 to 1000 in (2).
a b, c 0
a 0
A is a matrix of diagonal.
0 a
(2) (a b) 2 4c 2 0
Ex 3: (Orthogonal matrices)
0 1 0 1
(a) P is orthogonal because P P
1 T
.
1 0 1 0
3 4 3 4
5 0 5 5 0
5
(b) P 0 1 0 is orthogonal because P 1 P T 0 1 0 .
4 3 4 3
0 0
5 5 5 5