Matrix Diagonalization

Dr. Sara Hassan Kamel

1 Dr. Sara Hassan Kamel

Introduction
 Matrix Diagonalization

Diagonal
Matrix
 Applications:
 Solving sets of linear differential equations
 Computing Ak

2 Dr. Sara Hassan Kamel

Similar Matrices
 Definition:
Similar matrices have the same eigenvalues

 If A and B are similar:

&

HOW?
3 Dr. Sara Hassan Kamel
Similar Matrices
 Assuming A and B are similar i.e. A = PBP-1

A and B have the same characteristic equation  Same λ

4 Dr. Sara Hassan Kamel

Matrix Diagonalization
 Our goal is to find a diagonal matrix similar to A,
so that we can write

 Diagonalization

 Since similar matrices have the SAME eigenvalues

Eigenvalues
of A

5 Dr. Sara Hassan Kamel

Matrix Diagonalization
 Our goal is to find a diagonal matrix similar to A,
so that we can write

 Diagonalization

 Since similar matrices have the SAME eigenvalues

Eigenvalues
What about P ? of A

6 Dr. Sara Hassan Kamel

Matrix Diagonalization
p1 p2 p3 pn
 
 
 
P 
 
 
 

The columns of P are the eigenvectors!

7 Dr. Sara Hassan Kamel

Matrix Diagonalization

p1 p2 p3 pn
 
 
 
P 
 
 
 
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Matrix Diagonalization
 Example 1:
λ=7 λ=–4

9 Dr. Sara Hassan Kamel

Matrix Diagonalization
 Matrix Powers using Diagonalization:

Proof:

Repeating this process we get :

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Matrix Diagonalization
 Q: Can ANY matrix be diagonalized?
 A: NO!

nxn

 P must be invertible
 The columns of P are the eigenvectors
 A must have n independent eigenvectors
11 Dr. Sara Hassan Kamel
Matrix Diagonalization
 Condition for Diagonalization:
An nxn matrix can be diagonalized if it has
n independent eigenvectors

 Theorem:
 Eigenvectors of a matrix corresponding to
different (unequal) eigenvalues are independent.
 Anxn has n different eigenvalues  Diagonalizable
 Anxn has less than n different eigenvalues  Might be
diagonalizable (check the repeated eigenvalues)
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Matrix Diagonalization
 Example 2: If possible, diagonalize the matrix:

 First, what are the eigenvalues?

13 Dr. Sara Hassan Kamel

Matrix Diagonalization
 Example 2: If possible, diagonalize the matrix:

 First, what are the eigenvalues?

?
Multiplicity = 2
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Matrix Diagonalization
 Example 2:

15 Dr. Sara Hassan Kamel

Matrix Diagonalization
 Example 2:

Diagonalizable!
16 Dr. Sara Hassan Kamel
Matrix Diagonalization
 Example 2:

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Matrix Diagonalization
 Example 2:

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Matrix Diagonalization
 Example 2:

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Matrix Diagonalization
 Example 2:

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Matrix Diagonalization
 Example 2:

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Matrix Diagonalization

NEXT UP:
How to use diagonalization to solve a set
of linear first order differential equations

Decoupling

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 Matrix Diagonalization Applications:
Decoupling Systems
Dr. Sara Hassan Kamel

1 Dr. Sara Hassan Kamel

Decoupling Systems
 Let’s say we have two variables x(t) and y(t)
that are functions of time t
Decoupling Separation of Variables

Coupled System Decoupled System

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Decoupling Systems

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Decoupling Systems

Decoupled
System

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Decoupling Systems

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Decoupling Systems

 Now we need the solution in terms of X

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Decoupling Systems

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:

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Decoupling Systems
 Example:
NOTE
1

–1

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