' are nonzero vectors of ‘x, but it does not have able, tons of these matrices, ‘ices. The previous the- ‘its eigenvectors. The 4 eigenvectors of sym- zation, bedgenaie se | owever, the resulis Weilustrare these ection 5.1. EE 53. Diagonalzation of Matices 293 [Vis characteristic equation can be writen (h ~ 100 — 1)? = 0. The. cigenval- 12s Ay, Ap and corresponding eigenspaces ¥;, V; areas follows 5 A aE i) A ‘We see that the results ofthe theorem ar illustrated as follows: (@) The eigenvalues ofA are teal numbers; A, = 10 and dy = 1 ©) a, 1048 a root ofthe characteristic equation of mubipiiy 1, and its eigens- iB ace isthe I-dimensional space having basis {|5 i Ya ™ Lis aroot of multiplicity 2, and its eigenspace isthe 2-dimensional ri space having basis |] y/, |g) La La) {© Two vector spaces ae sido be ortogonal i any vector ine one space is onhog- Pe fa ony cn ety of engl qe deo td ty axbitary vectors in he to eigenspaces,Itcan be seen thal v, vy = 0, showing that the two eigenspaces ae orthogonal, {@) Aisa3% 3 matic Observe hatha 3 ines independit igemests, AL [fa namely [2).| yfana | 4 tld La [Bithogonal diagonalization IS matrix Cis orthogonal, then we know that C~! = C™.Thus if sucha matin is used ina similaity wansformatin, the transformation becomes D = Cc Tne type of sim. ilaity wansformation is ofcourse easier to compute than D = C-IAG. The observation Seumportant if one is pecforming computations by hand, but not important whee using a computer.294 chapter. Eigenvalues and Eigenvectors ‘There is a deeper significance to orthogonal diagonalization related tothe role of similarity transformations in going from one coordinate system to another. Similarity transformations involving an orthogonal matrix are the transformations that are used ig, relate orthogonal coordinate systems (coordinate systems where the axes are at right angles). The reader will see a geometrical application that relates orthogonal coordinate systems later in the following section. DEFINITION A square mai Ais sai © be orthogonally diagoatzabl if tee exss | Criponal mati C sch hat D = CAC agonal wat is | ‘The next theorem tells us thatthe set of oxthogonally diagonalizable matrices isin fect the set of symmetric matrices. Let A bea square mats. A ib onhogonaly iegoalahe an only Hiss metic matrix. PROOF Assume that A is symmetric. We give the steps that can be taken to con- ‘tract aa orthogonal matrix C such that D = C'AC is diagonal, The previous theorem ‘ensures us that (his algorithm can be carried out. 1. Find a basis for each eigenspace of 4, 2. Find an orthonormal basis for each eigenspace, (Use ine Gram Sehimigt proces necessary) =) 3. Let Ce the matix whose eolumns are these othonoemal vectors. ‘The matnx D = CAC will be a diagonal matrix. algorithm will be used to orthogonally diayonalize a yiven symmetric matrix. Conversely, assume that A is orthogonally dagonalizable, Thus there exists an ‘orthogonal matrix C such that D = CAC. Therefore : sie qe eee “Ab= (CBCY = (C} (CD) = coe diate | [ERIE Ortonany cingonaie the fotowing symmetic matin A,another. Similarity on tare used tp fe. 9 ate ot right hogonal coordinate if there exists an 2 matrices is in fact only iit is asym 1S ak to on: previous theorem — Schmit proces ‘rumetric matrix. i there exists an 53. Diagonalzation of Matrices 295, EESBlition ‘You can verify thatthe cigenvalues and corresponding eigenspaces ofthis matrix are a5 — Since A is symmetric, we know thet it can be diagonalized to give bef d 03 Let us determine the transformation. The cigenspaces V, and V3 are as is to be ‘expected, orthogonal. Use a unit vector in each eigenspace as columns of an orthogonal matrix C. We get CAC = ale al® @ @ ‘Quadratic Fos, difference Equations, and Moral Modes 297 © A isnonsingnlar if and only f Bis nonsingular. (0 IA is nossnguay, then A“! and ae mie ba 12, Prove thatthe eigenspaces of asymmetric matix comesponding to distinct eigenvalues are orhogo, gow tht iD = C-MC, then ab = CDAC- ae Nets rel to comput the following power, °18 Lat Abe diagoalieble ad let 2 be sift se matrices Were diagonalized in Exercise 7.) Prove that a a 6 Bi ago j we? (9 2+ Hinsniar oA +H foray sar oO 14, IEA is similar to a diagonal matrix D, we say that A Se pete 3 goat Lash edge “ay D. Prove that A? is diagonalizable to D? and that, in : general," is diagonslizable to D', ‘Compute the following powers. (These matrices "15. ITA is asymmetric matrix, we know that itis simi- vere iagonalized in Exercise 8 ) lar to diagonal matrix. Ts such a diagonal matrix 7 nique? (Hint: Does the order of the column vee s-3 J ‘ors inthe transforming meatix matter?) “| -3 6-6 16, Prove that if Ais diagonalizable and has eigenval- 3-6 6 es Ayes De thew LAE = hy "NIT, Matices A and 8 are said to be orthogonally si : 2-7 lar if there exists an orhogonal matrix C such that Lo B= C™'AC. Show that if Ais symmeic and and : B awe orthogonally simular, then Bs also symmet- 2-4 oe a Gg 18, Show that if and B are orthogonally similar and Prove tht if and B ae similar mateices, then orthogonally similar = () rank(A) = rank(B. = THB). (@) A and BF are sia, Quadratic Forms, Difference Equations, and Normal Modes In this section we sce how to apply diagonalization in geometry, algebra, and engineer- ing. The techniques used in these examples are important in the sciences and in engi neering. The reader should master them and be able to use them whenever the need arises, We first introduce the idea of a coordinate transformation. We then determine the ‘elationship between two rectangular coordinate systems with the same origin, FRetation of coordinates Let a rectangular xy coordinate system be given and a second rectangular coordinate system x’y' be obtained from it through a rotation through an angle @ about the origin,298 Chapter. Eigenvalues and Figenvectors , , Ee toe y y ae 7 : Figure 5.4 See Figure 54, An arbitrary point Pin the plane as coordinates (| relate tote y b 3 coordinate system and coordinates F rcaie tothe xy coordinate system ean be shown (see Exercise 8 atthe end of this section) that x = xc0s 0+ ysiné yl = xin 0+ yoos ‘These equations define a coordinate transformation, a rotation inthis ease, between the two coordinate systems. The equations can be written in matrix form. H-Les eck For example, consider aration trough an angle of 48° Suppose isthe point {] i relative to the zy coordinate system. Let us find the coordinates of P relative tothe xy ee ees Bb we get5.4 Quadratic Fos, Difference Equations, and Noel Modes 299 BBiiadratic Forms The algebraic expression at + bay +09? where a, b, end are constants is called a quadratic form, Quadratic forms play an important role in geometry. The reader can verify by multiplying out the matrices that this quadcatic form can be written as follows, be ef eal ig | rae we ce 4 Lax= (| and. 4 = |* 5) Wecan wit the quadratic form ite system. It can be 5: . ‘The symmetric matrix 4 associated with the quadratic from is called the matrix of the quadratic form. HEE ro owing quis fm nts ttn Sx? + Gay — ay? 1 this case, between | form. : [Biolition ‘On comparison with the standard forma ax? + bay + ey", we have a=5, b=6, cm m4 ‘The matrix form of the quadratic form is thus ab 30 i i vl Let us develop techniques for understanding and graphing equations of the form att by +o +d=0 ‘This equation includes the quadratic form ax? + bxy + cy?. We can write the equation in matrix form wAK + =0300 EBRRmeLe 2 Anaize the following equation, Sketch its graph Chapter 5 Eigenvalues and Eigervactors Since A is a symmetric matrix, there exists an orthogonal matsix C such that C'AC ig g diagonal matrix D. Further, since C is orthogonal, C“! = Cy, and thus CC = 1 Thi, identity enables us to introduce C°C into the equation at various locations under the guise of /, to diagonalize A, leading to a standard recognizable form of the equation, We get xan td X(CCOA(CC)N +d XC(CAOVCS +d XCDCK +d (cxyDOx+d= ‘The matrix C" defines a coordinate transformation x' = C'x from the xy coordinate sys. fem to a new x'y’ coordinate system. In the x'y' coordinate system, the equation becomes (w'yDx’ + d=0 jo eo ee pr + gy’ Ped = 0 wad fp ate 7 Id #0, we get ee 4 Oo Ly “itp * =ala ‘This is the equation of a conic. Its graph in the x'y' coordinate system can now be sketched, leading to its graph in the original xy system, The following example ils trates the method. 62 + Ay + 9) - 20=0 Balaton ‘This equation includes the quadratic form 6: + dry + 932, Write the equation it matrix form as follows:tach that CACiigg hus OC = 1. This yee under the ‘rive the equation in 54 Quali FrmsDieenc Equations and Normal Modes 301 6 Jl] 9 20 k at id ‘The cigemalues and coresponing eigenvector ofthe mati are found. They are A= lye 7f}> = A Normalize these eigenvectors and write them as the columns of an orthogonal matrix C. We get a = c- (8 4 2 4 BD We now know that the equation can be transformed into the form A(x! Ay Si ‘On multiplying the matrices and rearanging, the equation inthe xy! coordinate system in| ‘We recognize this as being the equation of an ellipse inthe xy' coordinate system. The Jength ofthe seimajor axis is 2 andthe length ofthe semiminor xis is 2. See Fig- ‘we 5.5(@) It remains to locate the x’y’ coordinate systom relative tothe zy coordinate system, The above coordinate transformation canbe seen to bea rotation of coordinates with cosd = 1//5 and sind = 2/3; that is, © = 1.107148718 radians; or 6 = 63.43494882 degrees. The coordinate rotation is approximately 634°, The graph is now known in the xy coordinate system. See Figure 5.500). (Such an orthogonal transformation will in fat always define a rotation.)302 Chapter Ggervalues and Eigenwectors Figure 55 [Bitterence Equat Let ay, ay ay, -.. be a sequence of real numbers, Such a sequence may be defined by siving its nth term, For example, suppose a= +1 Latting n = 1, 2,3,... we get the terms of the sequence, 2,5,10,17, Furthermore, any specific term of the sequence can be found, For example, if we want ‘dg, then we let x = 20 in tis expression for a, and we get 40 Mp = OF When sequences arise in applications, they ate often intially defined by «relation. ship between consecutive terms, with some initial terms Known, rather than defined by the nth term. For example, a sequence might be defined by the relationship 4, = 24,_, +34, 3,4,5,-5 with a, = Oand a, = 1. Such an equation is called a difference equation (or recut rence relation), and the given terms of the sequence are called initial conditions. Fur ther terms of the sequence can be found from the difference equation and initial conditions. For example, letting = 3,4, and 5, we get (1) +30) = 2 as = 2ag + 3a = 21) + 32) = 20