How to diagonalize a matrix Consider a matrix
This matrix has eigenvalues
So A is a 3-by-3 matrix with 3 different eigenvalues, therefore it is diagonalizable. Note that if there are exactly n distinct eigenvalues in an nn matrix then this matrix is diagonalizable. These eigenvalues are the values that will appear in the diagonalized form of matrix A, so by finding the eigenvalues of A we have diagonalized it. We could stop here, but it is a good check to use theeigenvectors to diagonalize A. The eigenvectors of A are
One can easily check that Avk = kvk. Now, let P be the matrix with these eigenvectors as its columns:
Note there is no preferred order of the eigenvectors in P; changing the order of the eigenvectors in P just changes the order of the eigenvalues in the diagonalized form of A. [3] Then P diagonalizes A, as a simple computation confirms:
Note that the eigenvalues k appear in the diagonal matrix.
Matrices that are not diagonalizable
Some matrices are not diagonalizable over any field, most notably nonzero nilpotent matrices. This happens more generally if the algebraic and geometric multiplicities of an eigenvalue do not coincide. For instance, consider
This matrix is not diagonalizable: there is no matrix U such that U CU is a diagonal matrix. Indeed, C has one eigenvalue (namely zero) and this eigenvalue has algebraic multiplicity 2 and geometric multiplicity 1. Some real matrices are not diagonalizable over the reals. Consider for instance the matrix
The matrix B does not have any real eigenvalues, so there is no real matrix Q such that Q 1 BQ is a diagonal matrix. However, we can diagonalize B if we allow complex numbers. Indeed, if we take
then Q
BQ is diagonal.
10.1.5 Examples: (i) Consider the matrix
Since
and the equation (ii) Consider the matrix
has no real roots, the matrix is not invertible.
The characteristic polynomial of A is
Thus, A has two eigenvalues: = 3, 6. For = 3,
The solutions of ( A - 3I )(X) = 0 are given by
Thus,
are both eigenvector for the eigenvalue = 3. Similarly, for = 6, since
The solutions of ( A - 6I )(X) are given by
For example
is a solution. Hence
is an eigenvector for the eigenvalue = 6. Let
Since det( P ) 0, P is invertible. Thus by theorem 10.1.2, is invertible, i.e.,
form a linearly independent set. Hence,
Let us verify this:
(iii) Let
If we take standard basis B ={1, x} for T( 1 ) = x, T( x ) = -2 + 3x Thus ,
, then
The characteristic polynomial of T is given by
Thus, T has two eigenvalues = 1, 2. Further, for the eigenvalues = 1
Thus (
- I ) X = 0 implies
Thus, X =
is an eigenvector for
for = 1.
Similarly, for = 2
Thus,
is an eigenvector for
for the eigenvalue = 2 . Thus, if we take
Or, equivalently, if we take
T ( -2 + x ) = -2 + x = 1 ( -2 + x ) + 0 ( -1 + x ) and T ( -1 + x ) = -2 + 2x = 0 ( -2 + x ) + 2 ( -1 + x ) Thus
MATRIX FORMAT
NATURE OF EIGEN VALUES
Symmetric Skew-Symmetric Orthogonal Unitary Hermitian Skew-Hermitian
Real Purely imaginary or zero Unit modulus Unit modulus Real Purely imaginary or zero