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DIAGONLIZATION
DIAGONLIZATION
DIAGONLIZATION
on
Definition:
Let
A be an n x n matrix. The real number is called an eigenvalue of A if
there exists a nonzero vector x such that
0 (4)
Is called the characteristic equation of A.
EXAMPLE:
Theorem
1:
Let A be an nxn matrix. The eigenvalues of A are
the real roots of the characteristic polynomial
of A.
Definition:
.
If A is similar to B, we write A~B.
REMARK:
If A ~ B, we can write,
a. A ~ A.
b. If A ~ B, then B ~ A.
c. If A ~ B and B ~ C, then A ~ C.
d. If A is similar to the identity matrix I, then A =
I.
e. If A or B is nonsingular, then AB ~ BA.
f. If A ~ B, then ~ for any positive integer k.
THEOREM 2:
Let
.
Theorem
4:
A matrix A is diagonalizable if all the roots of its
characteristic polynomial are real and distinct.
The procedure for diagonalizing a matrix A is as follows.
STEP 2: Find the roots of the characteristic polynomial of A. if the roots are not all
real, then A cannot be diagonalized.
STEP 3: For each eigenvalue of A of multiplying find a basis for the solution
space of (the eigenspace of ). If the dimension of the eigenspace is less than ,
then A is not a diagonalizable. We thus determine n linearly independent
eigenvectors of A.
STEP 4: Let P be the matrix whose columns are the n linearly independent
eigenvectors determined in Step 3. Then = D, a diagonal matrix whose diagonal
elements are the eigenvalues of A that correspond to the columns of P.
Theorem
An nxn matrix A is similar to a
STEP 2: Find the roots of the characteristic polynomial of A. if the roots are not all
real, then A cannot be diagonalized.
STEP 3: For each eigenvalue of A of multiplying find a basis for the solution
space of (the eigenspace of ). If the dimension of the eigenspace is less than ,
then A is not a diagonalizable. We thus determine n linearly independent
eigenvectors of A.
STEP 4: Let P be the matrix whose columns are the n linearly independent
eigenvectors determined in Step 3. Then = D, a diagonal matrix whose diagonal
elements are the eigenvalues of A that correspond to the columns of P.
Diagonalizati
on of
Symmetric
Matrices
Theorem
4:
All the roots of the characteristic polynomial of a
symmetric matrix are real numbers.
Corollary
2:
If A is symmetric matrix all of whose eigenvalues are
distinct, then A is diagonalizable.
Theorem
5:
If A is a symmetric matrix, then eigenvalues that
belong to distinct eigenvalues of A are orthogonal.
Definition:
A non-singular matrix A is called orthogonal if . We
STEP 2: Find the roots of the characteristic polynomial of A. These will be all real.
STEP 3: For each eigenvalue of A of multiplying find a basis of eigenvectors for the solution
space of ()X=0 (the eigenspace of ).
STEP 4: For each eigenspace, transform the basis obtained in Step 3 to an orthonormal basis
by the Gram-Schmidt process. The totality of all these orthonormal bases determines an
orthonormal set of n linearly independent eigenvectors of A.
STEP 5: Let P be the matrix whose columns are the n linearly independent eigenvectors
determined in Step 4. Then P is an orthogonal matrix and = D, a diagonal matrix whose
diagonal elements are the eigenvalues of A that correspond to the columns of P.