Math 211Advanced Linear Algebra

Roel F. Ceballos, MSc

Department of Mathematics and Statistics

6 Diagonalization: Eigenvalues and Eigenvectors Page 1

 Diagonalization
Definition 6.1
Matrix Point of View: Let A be a given n-square
matrix. A is said to be diagonalizable if there exists a
nonsingular matrix P such that
𝐵 = 𝑃−1 𝐴𝑃
Linear Point of View: Let T be a linear operator
𝑇: 𝑉 → 𝑉. T is said to be diagonalizable if there exists a
basis S of V such that the matrix representation of T
relative to the basis S is a diagonal matrix D

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 Polynomials of Matrices
Definition 6.2
Let 𝑓 𝑡 = 𝑎𝑛 𝑡 𝑛 + ⋯ + 𝑎1 𝑡 + 𝑎0 be a polynomial over a
field 𝐾. If 𝐴 is any square matrix, then we define
𝑓 𝐴 = 𝑎𝑛 𝐴𝑛 + ⋯ + 𝑎1 𝐴 + 𝑎0 𝐼
where 𝐼 is the identity matrix. In particular we say that
A is the root of 𝑓 𝑡 if 𝑓 𝐴 = 0, the zero matrix.

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 Polynomials of Matrices
Example 6.1
1 2
Le 𝐴 = , 𝑓 𝑡 = 2𝑡 2 − 3𝑡 + 5
3 4
and 𝑔 𝑡 = 𝑡 2 − 5𝑡 − 2 . Find 𝑓 𝐴 and g 𝐴 and
determine if A is a zero of 𝑓(𝑡) and 𝑔(𝑡)

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 Polynomials of Matrices
Theorem 6.1
Let 𝑓 and 𝑔 be polynomials. For any square matrix 𝐴
and scalar k,
(i) 𝑓 + 𝑔 𝐴 = 𝑓 𝐴 + 𝑔 𝐴
(ii) 𝑓𝑔 𝐴 = 𝑓 𝐴 𝑔 𝐴
(iii) 𝑘𝑓 𝐴 = 𝑘𝑓 𝐴
(iv) 𝑓 𝐴 𝑔 𝐴 = 𝑔 𝐴 𝑓(𝐴)

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 Polynomials of Matrices
Matrices and Linear Operators
Suppose that 𝑇: 𝑉 → 𝑉 is a linear operator on a vector
space 𝑉. Powers of 𝑇 are defined by the composition
operation, that is,
𝑇 2 = 𝑇 ∘ 𝑇, 𝑇 3 = 𝑇 2 ∘ 𝑇, …
For any polynomial 𝑓 𝑡 = 𝑎𝑛 𝑇 𝑛 + ⋯ + 𝑎1 𝑇 + 𝑎0 𝐼 we
define
𝑓 𝑇 = 𝑎𝑛 𝑇 𝑛 + ⋯ + 𝑎1 𝑇 + 𝑎0 𝐼
Where I is now the identity mapping. We also say that
𝑇 is a zero or root of f(t) if 𝑓(𝑇) = 0, the zero mapping

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 Characteristic Polynomial
Definition 6.3
Let 𝐴 = 𝑎𝑖𝑗 be an n-square matrix. The matrix
𝑀 = 𝐴 − 𝑡𝐼𝑛 , where 𝐼𝑛 is the n-square identity matrix
and t is obtained by subtracting 𝑡 down the diagonal of
𝐴. The negative of M is the matrix 𝑡𝐼𝑛 − 𝐴, and its
determinant
Δ 𝑡 = det 𝑡𝐼𝑛 − A = (−1)𝑛 det⁡(𝐴 − 𝑡𝐼𝑛 )
which is a polynomial in 𝑡 of degree 𝑛, is called the
characteristic polynomial of 𝐴

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 Cayley-Hamilton Theorem
Theorem 6.2
Every matrix A is a root of its characteristic polynomial

Remark
Suppose 𝐴 = 𝑎𝑖𝑗 is a triangular matrix. Then 𝑡𝐼𝑛 − 𝐴
is a triangular matrix with diagonal entries 𝑡 − 𝑎𝑖𝑗 ; and
hence
Δ 𝑡 = det 𝑡𝐼 − 𝐴 = 𝑡 − 𝑎11 𝑡 − 𝑎22 … t − 𝑎𝑛𝑛

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 Cayley-Hamilton Theorem
Example 9.2
1 3
Let 𝐴 = . Find its characteristic polynomial Δ(𝑡)
4 5
and determine the root of Δ(𝑡) .

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 Cayley-Hamilton Theorem
Theorem 6.3
Similar matrices have the same characteristic
polynomial

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 Cayley-Hamilton Theorem
Example 6.3
Find the characteristic polynomial of each of the
following matrices
5 3
𝐴=
2 10

7 −1
𝐵=
6 2

5 −2
𝐶=
4 −4

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 Cayley-Hamilton Theorem
Example 6.4
1 1 2
Find the characteristic polynomial of 𝐴 = 0 3 2
1 3 9

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 Cayley-Hamilton Theorem
Theorem 6.4
Let 𝐴 be an n-square matrix. Then its characteristic
polynomial is
Δ 𝑡 = 𝑡 𝑛 − 𝑆1 𝑡 𝑛−1 + 𝑆2 𝑡 𝑛−2 + ⋯ + −1 𝑛 𝑆𝑛
where 𝑆𝑘 is the sum of the principal minors of order k

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 Cayley-Hamilton Theorem
Theorem 6.5
A linear operator 𝑇 is a zero of its characteristic polynomial

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 Eigenvalues and Eigenvectors

Definition 6.4
Let 𝐴 be any square matrix. A scalar 𝜆 is called an
eigenvalue of 𝐴 if there exists a nonzero (column)
vector v such that
𝐴𝑣 = 𝜆𝑣
Any vector 𝑣 satisfying this relation is called an
eigenvector of 𝐴 belonging to the eigenvalue 𝜆

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 Eigenvalues and Eigenvectors

Theorem 6.6
An n-square matrix 𝐴 is similar to a diagonal matrix 𝐷 if
and only if 𝐴 has 𝑛 linearly independent eigenvectors.
In this case, the diagonal elements of 𝐷 are the
corresponding eigenvalues and 𝐷 = 𝑃−1 𝐴𝑃, where P

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 Eigenvalues and Eigenvectors

Theorem 6.6
3 1 1 1
Let 𝐴 = and let 𝑣 = and 𝑢 = . Show that
2 2 −2 1
v and u are eigenvectors of 𝐴 and find their respective
eigenvalues.

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 Eigenvalues and Eigenvectors

Theorem 6.7
Let 𝐴 be a square matrix. Then the following are
equivalent.
(i) A scalar 𝜆 is an eigenvalue of 𝐴
(ii) The matrix 𝑀 = 𝐴 − 𝜆𝐼 is singular
(iii) The scalar 𝜆 is a root of the characteristic
polynomial Δ 𝑡 of 𝐴.

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 Eigenvalues and Eigenvectors

Theorem 6.8
Let 𝐴 be a square matrix over a complex field 𝐶. Then
𝐴 has at least one eigenvalue

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 Eigenvalues and Eigenvectors

Theorem 6.9
Suppose 𝑣1 , 𝑣2 , … , 𝑣𝑛 are nonzero eigenvectors of a
matrix 𝐴 belonging to the distinct eigenvalues
𝜆1 , 𝜆2 , … , 𝜆𝑛 . Then 𝑣1 , 𝑣2 , … , 𝑣𝑛 are linearly independent

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 Eigenvalues and Eigenvectors

Theorem 6.10
Suppose the characteristic polynomial Δ 𝑡 of an n-
square matrix 𝐴 is a product of n distinct factors, say
Δ 𝑡 = 𝑡 − 𝑎1 𝑡 − 𝑎2 … (𝑡 − 𝑎𝑛 ). Then 𝐴 is similar to
the diagonal matrix 𝐷 = 𝑑𝑖𝑎𝑔(𝑎1 , 𝑎2 ,…, 𝑎𝑛 )

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 Eigenvalues and Eigenvectors

Theorem 6.11
The geometric multiplicity of an eigenvalue 𝜆 of a
matrix 𝐴 does not exceed its algebraic multiplicity

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 Eigenvalues and Eigenvectors
Diagonalization Algorithm
Step 1. Find the characteristic polynomial Δ 𝑡 of 𝐴
Step 2. Find the roots of Δ 𝑡 to obtain the eigenvalues of 𝐴
Step 3. Repeat (a) and (b) for each eigenvalues of 𝐴.
(a) Form the matrix 𝑀 = 𝐴 − 𝜆𝐼 by subtracting 𝜆 down the
diagonal of 𝐴
(b) Find a basis for the solution space of the
homogeneous system 𝑀𝑋 = 0
Step 4. Consider the collection 𝑆 = 𝑣1 , 𝑣2 , … , 𝑣𝑛 of all
eigenvectors obtained in Step 3.
(a) If 𝑚 ≠ 𝑛, then 𝐴 is not diagonalizable
(b) If 𝑚 = 𝑛, then 𝐴 is diagonalizable. Specifically, let 𝑃
be the matrix whose columns are the eigenvectors 𝑣1 , 𝑣2 , … , 𝑣𝑛 .
Then
𝐷 = 𝑃−1 𝐴𝑃 = 𝑑𝑖𝑎𝑔(𝜆1 , 𝜆2 , … , 𝜆𝑛 )
where 𝜆𝑖 is the eigenvalue corresponding to the eigenvector 𝑣𝑖
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 Eigenvalues and Eigenvectors

Example 6.6
4 2
Apply the diagonalization algorithm to 𝐴 =
3 −1

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 Eigenvalues and Eigenvectors

Example 6.7
5 −1
Consider the matrix 𝐵 =
1 3

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 Eigenvalues and Eigenvectors

Example 6.8
3 −5
Consider the matrix 𝐴 =
2 −3

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 Real Symmetric Matrices

Example 6.8
Let 𝐴 be a real symmetric matrix. Then each root of 𝜆
of its characteristic polynomial is real.

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 Real Symmetric Matrices

Theorem 9.12
Let 𝐴 be a real symmetric matrix. Then each root of 𝜆
of its characteristic polynomial is real.

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 Real Symmetric Matrices

Theorem 9.13
Let 𝐴 be a real symmetric matrix. Suppose u and v are
eigenvectors of A belonging to distinct eigenvalues 𝜆1
and 𝜆2 . Then u and v are orthogonal, that is, 𝑢, 𝑣 = 0

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 Real Symmetric Matrices

Theorem 9.14
Let 𝐴 be a real symmetric matrix. Then there exist an
orthogonal matrix 𝑃 such that 𝐷 = 𝑃−1 𝐴𝑃 is diagonal

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 Real Symmetric Matrices

Theorem 9.14
2 −2
Let 𝐴 = , a real symmetric matrix. Find an
−2 5
orthogonal matrix 𝑃 such that 𝑃−1 𝐴𝑃 is diagonal

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 Real Symmetric Matrices
Orthogonal Diagonalization Algorithm
Step 1 Find the characteristic polynomial ∆ 𝑡 of 𝐴
Step 2 Find the eigenvalues of 𝐴, which are the roots
of Δ(𝑡)
Step 3. For each eigenvalue 𝜆 of 𝐴 in Step 2, find an
orthogonal basis of its eigenspace.
Step 4. Normalize all eigenvectors in Step 3, which
then forms an orthonormal basis of 𝑅 𝑛
Step 5. Normalize all eigenvectors in Step 3, which
then forms an orthonormal basis of 𝑅 𝑛
Step 6. Let P be the matrix whose columns are the
normalized eigenvectors in Step 4

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