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