SlideShare una empresa de Scribd logo
1 de 109
Descargar para leer sin conexión
Announcements




     Quiz 4 will be on Thurs Feb 18 on sec 3.3, 5.1 and 5.2.
     Check the grade sheet for any mistakes or omissions.
Last Class



    1. Characteristic equation and characteristic polynomial of a
       square matrtix.
Last Class



    1. Characteristic equation and characteristic polynomial of a
       square matrtix.
    2. Finding eigenvalues of a 2 × 2 matrix and the char.polynomial
       of a 3 × 3 matrix.
Last Class



    1. Characteristic equation and characteristic polynomial of a
       square matrtix.
    2. Finding eigenvalues of a 2 × 2 matrix and the char.polynomial
       of a 3 × 3 matrix.
    3. The char.equation of a 2 × 2 matrix is a quadratic equation
       which can be factorized (or use formula for solving quad.
       equation) to give the eigenvalues.
Section 5.3 Diagonalization



    1. To factorize the given matrix A in the form A = PDP −1 where
       D and P gives information about the eigenvalues and

       eigenvectors.
Section 5.3 Diagonalization



    1. To factorize the given matrix A in the form A = PDP −1 where
       D and P gives information about the eigenvalues and

       eigenvectors.
    2. Useful in computing higher powers of A quickly (without
       multiplying A many times)
Section 5.3 Diagonalization



    1. To factorize the given matrix A in the form A = PDP −1 where
       D and P gives information about the eigenvalues and

       eigenvectors.
    2. Useful in computing higher powers of A quickly (without
       multiplying A many times)
    3. This factorization is very useful in "decoupling" complicated
       dynamical systems (dierential equations)
Section 5.3 Diagonalization



    1. To factorize the given matrix A in the form A = PDP −1 where
       D and P gives information about the eigenvalues and

       eigenvectors.
    2. Useful in computing higher powers of A quickly (without
       multiplying A many times)
    3. This factorization is very useful in decoupling complicated
       dynamical systems (dierential equations)
    4. D in the above factorization stands for a diagonal matrix.
       Properties of diagonal matrices make life a lot easier.
Powers of Diagonal Matrices
   Find A2 and A3 if
                               4 0
                       A   =         .
                               0 6
Powers of Diagonal Matrices
   Find A2 and A3 if
                                     4 0
                             A   =         .
                                     0 6
   Solution:

         2       4 0   4 0       4.4 + 0.0 4.0 + 0.6       42 0
     A       =               =                         =          .
                 0 6   0 6       0.4 + 6.0 0.0 + 6.6       0 62
Powers of Diagonal Matrices
   Find A2 and A3 if
                                            4 0
                                   A   =          .
                                            0 6
   Solution:

         2         4 0      4 0        4.4 + 0.0 4.0 + 0.6              42 0
     A       =                     =                               =               .
                   0 6      0 6        0.4 + 6.0 0.0 + 6.6              0 62




             3              42 0       4 0            42 . 4 + 0. 0 4 . 0 + 0. 6
         A       = A2 A =                     =
                            0 62       0 6            0.4 + 6.0 0.0 + 62 .6

                                           43 0
                                   =              .
                                           0 63
Powers of Diagonal Matrices


   What about A23 ?
Powers of Diagonal Matrices


   What about A23 ?


   Based on the above pattern:

                             23       423 0
                         A        =            .
                                       0 623
Powers of Diagonal Matrices


   What about A23 ?


   Based on the above pattern:

                               23       423 0
                           A        =                .
                                         0 623
   For a general exponent k ,

                                k=      4k 0
                                        0 6k
                            A                    .
Observations




    1. Raising a diagonal matrix to a power is same as raising the
       diagonal elements to the same power and the result is still a
       diagonal matrix.
Observations




    1. Raising a diagonal matrix to a power is same as raising the
       diagonal elements to the same power and the result is still a
       diagonal matrix.
    2. Please note that this will work for any diagonal matrix (3 × 3 or
       any size)
Observations




    1. Raising a diagonal matrix to a power is same as raising the
       diagonal elements to the same power and the result is still a
       diagonal matrix.
    2. Please note that this will work for any diagonal matrix (3 × 3 or
       any size)
    3. DO NOT do this to a general matrix (even a triangular matrix)
Example


  Find A3 if
                        1   0   0   0
                                       
                       0   2   0   0   
                   =                   .
                                       
               A
                       0   0   3   0   
                        0   0   0   4
Example


  Find A3 if
                            1   0   0   0
                                           
                           0   2   0   0   
                       =                   .
                                           
                   A
                           0   0   3   0   
                            0   0   0   4


                            1   0 0 0
                                               

                   3
                           0   8 0 0           
                       =                       .
                                               
               A
                           0   0 27 0          
                            0   0 0 64
Diagonalization

   A square matrix A is diagonalizable if
    1. A is similar to a diagonal matrix D which means
Diagonalization

   A square matrix A is diagonalizable if
    1. A is similar to a diagonal matrix D which means
    2. We can write A = PDP −1 for some invertible matrix P .
Diagonalization

   A square matrix A is diagonalizable if
    1. A is similar to a diagonal matrix D which means
    2. We can write A = PDP −1 for some invertible matrix P .

   If A = PDP −1 what is A2 ?
             2
         A       = (PDP −1 )(PDP −1 ) = PD (P −1 P ) DP −1 = PD 2 P −1
                                                I
Diagonalization

   A square matrix A is diagonalizable if
    1. A is similar to a diagonal matrix D which means
    2. We can write A = PDP −1 for some invertible matrix P .

   If A = PDP −1 what is A2 ?
               2
          A        = (PDP −1 )(PDP −1 ) = PD (P −1 P ) DP −1 = PD 2 P −1
                                                  I
   Similarly,
           3
         A     = (PD 2 P −1 )(PDP −1 ) = PD 2 (P −1 P ) DP −1 = PD 3 P −1
                        A2                            I
   and so on
Taking Advantage of Diagonal Matrix


   To nd Ak of any square matrix A,
    1. Diagonalize A, in other words factorize A as PDP −1 for
       suitable D and invertible P .
Taking Advantage of Diagonal Matrix


   To nd Ak of any square matrix A,
    1. Diagonalize A, in other words factorize A as PDP −1 for
       suitable D and invertible P .
    2. Raise the diagonal entries of D to k , no change to P and P −1 .
Taking Advantage of Diagonal Matrix


   To nd Ak of any square matrix A,
    1. Diagonalize A, in other words factorize A as PDP −1 for
       suitable D and invertible P .
    2. Raise the diagonal entries of D to k , no change to P and P −1 .
    3. Find the product PD k P −1 .


   The following theorem says when exactly we can diagonalize a
   square matrix A. (very important)
The Diagonalization Theorem



   Theorem
   An n   ×n   matrix A is diagonalizable if and only if A has

   n linearly independent eigenvectors.
The Diagonalization Theorem



   Theorem
   An n   ×n   matrix A is diagonalizable if and only if A has

   n linearly independent eigenvectors.


   A   = PDP −1 ,   where D is a diagonal matrix, if and only if the

   columns of P are n linearly independent eigenvectors of A.
The Diagonalization Theorem



   Theorem
   An n   ×n   matrix A is diagonalizable if and only if A has

   n linearly independent eigenvectors.


   A   = PDP −1 ,   where D is a diagonal matrix, if and only if the

   columns of P are n linearly independent eigenvectors of A.


   If this is done, the diagonal entries of D are the eigenvalues of A

   that correspond to the respective eigenvectors in P .
Notes


    1. You can arrange the eigenvalues of A in any order you like to
       form D .
Notes


    1. You can arrange the eigenvalues of A in any order you like to
       form D .
    2. Arrange the linearly independent eigenvectors of A as columns
       to form P . This should correspond to how you write D .
Notes


    1. You can arrange the eigenvalues of A in any order you like to
       form D .
    2. Arrange the linearly independent eigenvectors of A as columns
       to form P . This should correspond to how you write D .
    3. This means the rst column in P must be the eigenvector of
       the rst eigenvalue in D , the second column in P the
       eigenvector corresponding to the second eigenvalue in D and
       so on. This is very important.
Notes


    1. You can arrange the eigenvalues of A in any order you like to
       form D .
    2. Arrange the linearly independent eigenvectors of A as columns
       to form P . This should correspond to how you write D .
    3. This means the rst column in P must be the eigenvector of
       the rst eigenvalue in D , the second column in P the
       eigenvector corresponding to the second eigenvalue in D and
       so on. This is very important.
    4. Of course, you could write P rst and arrange the eigenvalues
       of D accordingly.
Example 2, section 5.3

   Let A = PDP −1 . For the given P and D , compute A4 .
                           2    −3          1 0
                   P   =             ,D =
                           −3   5           0 1 /2
Example 2, section 5.3

   Let A = PDP −1 . For the given P and D , compute A4 .
                            2    −3          1 0
                    P   =             ,D =
                            −3   5           0 1 /2
   Solution: Since A = PDP −1 , A4 = PD 4 P −1
Example 2, section 5.3

   Let A = PDP −1 . For the given P and D , compute A4 .
                               2    −3          1 0
                    P      =             ,D =
                               −3   5           0 1 /2
   Solution: Since A = PDP −1 , A4 = PD 4 P −1

                       4       14  0            1 0
                   D       =               =
                               0 (1/2)4         0 1/16
Example 2, section 5.3

   Let A = PDP −1 . For the given P and D , compute A4 .
                               2    −3          1 0
                    P      =             ,D =
                               −3   5           0 1 /2
   Solution: Since A = PDP −1 , A4 = PD 4 P −1

                       4       14  0            1 0
                   D       =               =
                               0 (1/2)4         0 1/16
   Here det P = 10 − 9 = 1, we can nd P −1 . (interchange the main
   diagonals, change signs of o diagonals, divide by det P = 1)
Example 2, section 5.3

   Let A = PDP −1 . For the given P and D , compute A4 .
                               2    −3              1 0
                    P      =                 ,D =
                               −3    5              0 1 /2
   Solution: Since A = PDP −1 , A4 = PD 4 P −1

                       4       14  0                1 0
                   D       =                   =
                               0 (1/2)4             0 1/16
   Here det P = 10 − 9 = 1, we can nd P −1 . (interchange the main
   diagonals, change signs of o diagonals, divide by det P = 1)

                                    −1       5 3
                                P        =
                                             3 2
Example 2, section 5.3
   A
       4 = PD 4 P −1 =⇒


                     4       2        −3   1 0      5 3
                   A     =
                             −3       5    0 1/16   3 2
                                  P          D4     P −1
Example 2, section 5.3
   A
       4 = PD 4 P −1 =⇒


                     4       2        −3         1 0           5 3
                   A     =
                             −3       5          0 1/16        3 2
                                  P                D4          P −1

                                   2       −3/16        5 3
                             =
                                  −3        5/16        3 2
                                          PD 4          P −1
Example 2, section 5.3
   A
       4 = PD 4 P −1 =⇒


                     4        2         −3         1 0            5 3
                   A     =
                              −3        5          0 1/16         3 2
                                    P                 D4          P −1

                                     2       −3/16         5 3
                              =
                                    −3        5/16         3 2
                                            PD 4           P −1
                                   10 − 9/16          6 − 6/16
                          =
                                  −15 + 15/16        −9 + 10/16
                                               PD 4 P −1
Example 2, section 5.3
   A
       4 = PD 4 P −1 =⇒


                     4        2         −3         1 0                 5 3
                   A     =
                              −3        5          0 1/16              3 2
                                    P                 D4               P −1

                                     2       −3/16          5 3
                              =
                                    −3        5/16          3 2
                                            PD 4                P −1
                                   10 − 9/16          6 − 6/16
                          =
                                  −15 + 15/16        −9 + 10/16
                                               PD 4 P −1
                   151/16            90/16                  1     151          90
              =                                      =
                   −225/16          −134/16                16     −225        −134
Example 4, section 5.3 (slightly modied)
             −2   12
   Let A =           . Use the factorization PDP −1 to compute A6
             −1    5
   where
                              3 4          2 0
                      P   =         ,D =
                              1 1          0 1
Example 4, section 5.3 (slightly modied)
             −2   12
   Let A =           . Use the factorization PDP −1 to compute A6
             −1    5
   where
                                  3 4           2 0
                       P      =          ,D =
                                  1 1           0 1
   Solution: Since A = PDP −1 , A6 = PD 6 P −1

                          6       26 0          64 0
                      D       =            =
                                  0 16           0 1
Example 4, section 5.3 (slightly modied)
             −2   12
   Let A =           . Use the factorization PDP −1 to compute A6
             −1    5
   where
                                  3 4           2 0
                       P      =          ,D =
                                  1 1           0 1
   Solution: Since A = PDP −1 , A6 = PD 6 P −1

                          6       26 0          64 0
                      D       =            =
                                  0 16           0 1
   Here det P = 3 − 4 = −1, we can nd P −1 . (interchange the main
   diagonal entries, change signs of o diagonal entries, divide by
   det P = −1)
                              −1     −1 4
                            P    =
                                      1 −3
Example 2, section 5.3

   A
       6 = PD 6 P −1 =⇒


                      6       3 4   64 0   −1     4
                    A     =
                              1 1    0 1   1      −3
                               P     D6        P −1
Example 2, section 5.3

   A
       6 = PD 6 P −1 =⇒


                      6           3 4         64 0             −1     4
                    A     =
                                  1 1          0 1             1      −3
                                   P           D6                  P −1

                                   192 4            −1     4
                              =
                                   64 1             1      −3
                                       PD 6             P −1
Example 2, section 5.3

   A
       6 = PD 6 P −1 =⇒


                      6           3 4         64 0               −1     4
                    A     =
                                  1 1          0 1               1      −3
                                   P            D6                   P −1

                                   192 4             −1      4
                              =
                                   64 1               1      −3
                                       PD 6               P −1
                                         −188        756
                                   =
                                         −63         253
                                              PD 6 P −1
Example 6, section 5.3
   The matrix A is factored in the form PDP −1 . Find the eigenvalues
   of A and the basis for each eigenspace.
         4 0   −2           −2   0   −1        5 0 0         0 0    1
                                                                 
        2 5   4    =     0    1   2       0 5 0       2 1    4   
         0 0   5            1    0   0         0 0 4        −1 0   −2
Example 6, section 5.3
   The matrix A is factored in the form PDP −1 . Find the eigenvalues
   of A and the basis for each eigenspace.
         4 0   −2           −2   0   −1        5 0 0         0 0    1
                                                                 
        2 5   4    =     0    1   2       0 5 0       2 1    4   
         0 0   5            1    0   0         0 0 4        −1 0   −2

   Solution: The eigenvalues of A are the entries of the diagonal
   matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has
   multiplicity 2 (repeated).
Example 6, section 5.3
   The matrix A is factored in the form PDP −1 . Find the eigenvalues
   of A and the basis for each eigenspace.
         4 0   −2           −2   0   −1        5 0 0         0 0    1
                                                                 
        2 5   4    =     0    1   2       0 5 0       2 1    4   
         0 0   5            1    0   0         0 0 4        −1 0   −2

   Solution: The eigenvalues of A are the entries of the diagonal
   matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has
   multiplicity 2 (repeated).
   The eigenvectors of λ = 5 are (the rst 2 columns of P )
     −2         0
               
    0 , 1 
      1         0
Example 6, section 5.3
   The matrix A is factored in the form PDP −1 . Find the eigenvalues
   of A and the basis for each eigenspace.
         4 0   −2           −2   0   −1        5 0 0         0 0    1
                                                                 
        2 5   4    =     0    1   2       0 5 0       2 1    4   
         0 0   5            1    0   0         0 0 4        −1 0   −2

   Solution: The eigenvalues of A are the entries of the diagonal
   matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has
   multiplicity 2 (repeated).
   The eigenvectors of λ = 5 are (the rst 2 columns of P )
     −2         0
               
    0 , 1 
      1         0
                                                         −1
                                                            

   An eigenvector of λ = 4 is (the last column of P )  2 
                                                          0
Steps to Diagonalize an n × n Matrix

    1. First nd the eigenvalues of A using the char. equation (from
       sec 5.2). Eigenvalues will be provided in the problem for
       dicult 3 × 3 matrices and larger matrices that are not
       triangular.
Steps to Diagonalize an n × n Matrix

    1. First nd the eigenvalues of A using the char. equation (from
       sec 5.2). Eigenvalues will be provided in the problem for
       dicult 3 × 3 matrices and larger matrices that are not
       triangular.
    2. Find the eigenvectors for each eigenvalue (based on sec 5.1).
Steps to Diagonalize an n × n Matrix

    1. First nd the eigenvalues of A using the char. equation (from
       sec 5.2). Eigenvalues will be provided in the problem for
       dicult 3 × 3 matrices and larger matrices that are not
       triangular.
    2. Find the eigenvectors for each eigenvalue (based on sec 5.1).
    3. Make sure you have n linearly independent eigenvectors.
       Otherwise you cannot diagonalize.
Steps to Diagonalize an n × n Matrix

    1. First nd the eigenvalues of A using the char. equation (from
       sec 5.2). Eigenvalues will be provided in the problem for
       dicult 3 × 3 matrices and larger matrices that are not
       triangular.
    2. Find the eigenvectors for each eigenvalue (based on sec 5.1).
    3. Make sure you have n linearly independent eigenvectors.
       Otherwise you cannot diagonalize.
    4. If you are successful with step 3, write P and D carefully.
       (Make sure that the columns of P and D correspond to
       eachother)
Steps to Diagonalize an n × n Matrix

    1. First nd the eigenvalues of A using the char. equation (from
       sec 5.2). Eigenvalues will be provided in the problem for
       dicult 3 × 3 matrices and larger matrices that are not
       triangular.
    2. Find the eigenvectors for each eigenvalue (based on sec 5.1).
    3. Make sure you have n linearly independent eigenvectors.
       Otherwise you cannot diagonalize.
    4. If you are successful with step 3, write P and D carefully.
       (Make sure that the columns of P and D correspond to
       eachother)
    5. For a 2 × 2 matrix, compute P −1 . For 3 × 3 and larger matrices,
       compute the products AP and PD and make sure they are
       exactly the same.
Important



   Theorem
   An n   ×n   matrix with n distinct eigenvalues is diagonalizable.
Important



   Theorem
   An n   ×n   matrix with n distinct eigenvalues is diagonalizable.




   This is because (from section 5.1)
   Theorem
   The eigenvectors corresponding to distinct eigenvalues are linearly

   independent
Important


    1. If there are no repeated eigenvalues, diagonalization is
       guaranteed.
Important


    1. If there are no repeated eigenvalues, diagonalization is
       guaranteed.
    2. Presence of repeated eigenvalues immediately does not mean
       that diagonalization fails.
Important


    1. If there are no repeated eigenvalues, diagonalization is
       guaranteed.
    2. Presence of repeated eigenvalues immediately does not mean
       that diagonalization fails.
    3. If you can get enough linearly independent eigenvectors from
       the repeated eigenvalue, we can still diagonalize.
Important


    1. If there are no repeated eigenvalues, diagonalization is
       guaranteed.
    2. Presence of repeated eigenvalues immediately does not mean
       that diagonalization fails.
    3. If you can get enough linearly independent eigenvectors from
       the repeated eigenvalue, we can still diagonalize.
    4. For example, suppose a 3 × 3 matrix has eigenvalues 2, 2, and
       4. If we can get 2 linearly independent eigenvectors for
       eigenvalue 2, we are good. If the eigenvalue 2 gives only one
       eigenvector, diagonalization fails.
Example 8, section 5.3

                     5 1
   Diagonalize A =         if possible.
                     0 5
Example 8, section 5.3

                     5 1
   Diagonalize A =          if possible.
                     0 5

   Solution: What are the eigenvalues of A?
Example 8, section 5.3

                      5 1
   Diagonalize A =            if possible.
                      0 5

   Solution: What are the eigenvalues of A?
   We can write the char.equation and solve if necessary. Look
   carefully at A. It is triangular. The eigenvalues are thus λ = 5, 5.
Example 8, section 5.3

                       5 1
   Diagonalize A =             if possible.
                       0 5

   Solution: What are the eigenvalues of A?
   We can write the char.equation and solve if necessary. Look
   carefully at A. It is triangular. The eigenvalues are thus λ = 5, 5.

   Since 5 is a repeated eigenvalue there is a possibility that
   diagonalization may fail. But we have to nd the eigenvectors to
   conrm this. Start with the matrix A − 5I .
                              5 1        5 0        0 1
                 A   − 5I =         −           =
                              0 5        0 5        0 0
Example 8, section 5.3



   From the rst row, x2 = 0 and x1 is free.
Example 8, section 5.3



   From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is
                         x1       x1          1
                              =        = x1       .
                         x2        0          0
Example 8, section 5.3



   From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is
                         x1           x1           1
                              =             = x1       .
                         x2           0            0

                                           1
   Fix x1 = 1 and an eigenvector is          .
                                           0
Example 8, section 5.3



   From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is
                         x1           x1           1
                              =             = x1       .
                         x2           0            0

                                           1
   Fix x1 = 1 and an eigenvector is          .
                                           0
   We are unable to nd another eigenvector for λ = 5 so that we have
   2 linearly independent eigenvectors. So A is NOT diagonalizable.
Example 10, section 5.3
                     2 3
   Diagonalize A =          if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues.
Example 10, section 5.3
                     2 3
   Diagonalize A =          if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues. So,
                            2−λ 3
                                          =0
                              4 1−λ
Example 10, section 5.3
                     2 3
   Diagonalize A =          if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues. So,
                            2−λ 3
                                          =0
                              4 1−λ
                       =⇒ (2 − λ)(1 − λ) − 12 = 0
                         =⇒ 2 − 3λ + λ2 − 12 = 0
Example 10, section 5.3
                     2 3
   Diagonalize A =          if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues. So,
                            2−λ 3
                                          =0
                              4 1−λ
                       =⇒ (2 − λ)(1 − λ) − 12 = 0
                         =⇒ 2 − 3λ + λ2 − 12 = 0


                           =⇒ λ2 − 3λ − 10 = 0
Example 10, section 5.3
                     2 3
   Diagonalize A =           if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues. So,
                            2−λ 3
                                          =0
                              4 1−λ
                       =⇒ (2 − λ)(1 − λ) − 12 = 0
                         =⇒ 2 − 3λ + λ2 − 12 = 0


                           =⇒ λ2 − 3λ − 10 = 0


                           =⇒ (λ − 5)(λ + 2) = 0
                             =⇒ λ = 5, λ = −2
Example 10, section 5.3
                     2 3
   Diagonalize A =           if possible.
                     4 1

   Solution: We have to write the char.equation and solve to nd the
   eigenvalues. So,
                            2−λ 3
                                          =0
                              4 1−λ
                        =⇒ (2 − λ)(1 − λ) − 12 = 0
                         =⇒ 2 − 3λ + λ2 − 12 = 0


                           =⇒ λ2 − 3λ − 10 = 0


                           =⇒ (λ − 5)(λ + 2) = 0
                             =⇒ λ = 5, λ = −2
   Since we have distinct eigenvalues, we can surely diagonalize A.
   First nd an eigenvector for each eigenvalue.
Example 10, section 5.3
   For λ = 5,
                             2 3       5 0       −3   3
                A   − 5I =         −         =
                             4 1       0 5       4    −4
Example 10, section 5.3
   For λ = 5,
                              2 3          5 0               −3       3
                A   − 5I =            −              =
                              4 1          0 5               4        −4

   Divide the rst row by -3, second row by 4
                                  1   −1   R 2−R 1       1       −1
                     A   − 5I =            −− −
                                           − −→
                                  1   −1                 0        0
Example 10, section 5.3
   For λ = 5,
                               2 3                   5 0               −3       3
                 A   − 5I =                 −                  =
                               4 1                   0 5               4        −4

   Divide the rst row by -3, second row by 4
                                    1       −1       R 2−R 1       1       −1
                      A   − 5I =                     −− −
                                                     − −→
                                    1       −1                     0        0
   x2   is a free variable and from rst row, x1 = x2 .
                               x1               x2                 1
                                        =             = x2             .
                               x2               x2                 1
Example 10, section 5.3
   For λ = 5,
                               2 3                   5 0               −3       3
                 A   − 5I =                 −                  =
                               4 1                   0 5               4        −4

   Divide the rst row by -3, second row by 4
                                    1       −1       R 2−R 1       1       −1
                      A   − 5I =                     −− −
                                                     − −→
                                    1       −1                     0        0
   x2   is a free variable and from rst row, x1 = x2 .
                               x1               x2                 1
                                        =             = x2             .
                               x2               x2                 1

                                            1
   An eigenvector for λ = 5 is                .
                                            1
Example 10, section 5.3

   For λ = −2,
                              2 3       2 0       4 3
                 A   + 2I =         +         =
                              4 1       0 2       4 3
Example 10, section 5.3

   For λ = −2,
                               2 3       2 0           4 3
                 A   + 2I =          +             =
                               4 1       0 2           4 3

                                   4 3   R 2−R 1   4 3
                      A   + 2I =         −− −
                                         − −→
                                   4 3             0 0
Example 10, section 5.3

   For λ = −2,
                                  2 3              2 0               4 3
                   A   + 2I =               +                =
                                  4 1              0 2               4 3

                                         4 3       R 2−R 1   4 3
                        A   + 2I =                 −− −
                                                   − −→
                                         4 3                 0 0
   x2   is a free variable and from rst row, x1 = − 3 x2 .
                                                     4

                             x1           − 3 x2
                                            4                −3
                                                              4
                                     =               = x2             .
                             x2            x2                    1
Example 10, section 5.3

   For λ = −2,
                                  2 3              2 0               4 3
                   A   + 2I =               +                =
                                  4 1              0 2               4 3

                                         4 3       R 2−R 1   4 3
                        A   + 2I =                 −− −
                                                   − −→
                                         4 3                 0 0
   x2   is a free variable and from rst row, x1 = − 3 x2 .
                                                     4

                             x1           − 3 x2
                                            4                −3
                                                              4
                                     =               = x2                .
                             x2            x2                    1

                                                                     −3
   Pick x2 = 4 and an eigenvector for λ = −2 is                              .
                                                                     4
Example 10, section 5.3
   We can now write P using these 2 eigenvectors as columns.
                                     1   −3
                             P   =            .
                                     1   4
   D  would be the eigenvalues written as diagonal entries, in the same
   order
                                   5 0
                            D =             .
                                   0 −2
Example 10, section 5.3
   We can now write P using these 2 eigenvectors as columns.
                                      1   −3
                              P   =            .
                                      1   4
   D  would be the eigenvalues written as diagonal entries, in the same
   order
                                   5 0
                            D =             .
                                   0 −2
   Also since det P = 7,
                             −1       4 /7 3 /7
                         P        =
                                      −1/7 1/7
Example 10, section 5.3
   We can now write P using these 2 eigenvectors as columns.
                                         1    −3
                                 P   =             .
                                         1    4
   D  would be the eigenvalues written as diagonal entries, in the same
   order
                                   5 0
                            D =             .
                                   0 −2
   Also since det P = 7,
                                −1       4 /7 3 /7
                            P        =
                                         −1/7 1/7

                   −1       1   −3        5   0        4/7 3/7
             PDP        =
                            1    4        0   −2       −1/7 1/7
Example 10, section 5.3
   We can now write P using these 2 eigenvectors as columns.
                                            1   −3
                                  P   =              .
                                            1   4
   D  would be the eigenvalues written as diagonal entries, in the same
   order
                                   5 0
                            D =             .
                                   0 −2
   Also since det P = 7,
                                 −1        4 /7 3 /7
                            P         =
                                           −1/7 1/7

                   −1       1    −3         5   0        4/7 3/7
             PDP        =
                            1     4         0   −2       −1/7 1/7

                        5   6             4/7 3/7            2 3
                =                                        =
                        5   −8            −1/7 1/7           4 1
Example 12, section 5.3

                       4 2 2
                              

   Diagonalize A =    2 4 2      if possible if λ = 2, 8 are the
                       2 2 4
   eigenvalues.
Example 12, section 5.3

                       4 2 2
                              

   Diagonalize A =    2 4 2      if possible if λ = 2, 8 are the
                       2 2 4
   eigenvalues.

   Solution: Only 2 eigenvalues λ = 2, 8 are given. This means one of
   these could be repeated. One way to check is to nd the trace of
   the matrix which is 4+4+4=12 and the sum of the eigenvalues
   which is 2+8+?. Since they must be same ? must be 2.
Example 12, section 5.3

                       4 2 2
                              

   Diagonalize A =    2 4 2      if possible if λ = 2, 8 are the
                       2 2 4
   eigenvalues.

   Solution: Only 2 eigenvalues λ = 2, 8 are given. This means one of
   these could be repeated. One way to check is to nd the trace of
   the matrix which is 4+4+4=12 and the sum of the eigenvalues
   which is 2+8+?. Since they must be same ? must be 2.


   Since we have repeated eigenvalue 2, it is possible (not already
   sure) that A may not be diagonalizable. Finding the eigenvectors
   for λ = 2 is the only way to nd out.
Example 12, section 5.3
   For λ = 5,
                         4 2 2         2 0 0           2 2 2
                                                          

          A   − 2I =    2 4 2   −   0 2 0   =     2 2 2   
                         2 2 4         0 0 2           2 2 2
Example 12, section 5.3
   For λ = 5,
                       4 2 2      2 0 0           2 2 2
                                                     

          A − 2I =  2    4 2 − 0 2 0   =     2 2 2   
                       2 2 4      0 0 2           2 2 2
   Divide all rows by 2
                        1 1 1
                              

             A − 2I =  1  1 1
                        1 1 1
Example 12, section 5.3
   For λ = 5,
                       4 2 2        2 0 0           2 2 2
                                                   

          A − 2I =  2    4 2 − 0 2 0  =  2 2 2 
                       2 2 4        0 0 2           2 2 2
   Divide all rows by 2
                        1 1 1                      1 1 1
                                                      
                                 R 2−R 1,R 3−R 1 
             A − 2I =  1  1 1  − −−−−−−−−
                                  −           → 0 0 0 
                        1 1 1                      0 0 0
Example 12, section 5.3
   For λ = 5,
                       4 2 2          2 0 0           2 2 2
                                                         

          A − 2I =  2    4 2 − 0 2 0  =  2 2 2 
                       2 2 4          0 0 2           2 2 2
   Divide all rows by 2
                        1 1 1                        1 1 1
                                                         
                                   R 2−R 1,R 3−R 1 
             A − 2I =  1  1 1  − −−−−−−−−
                                    −           → 0 0 0 
                        1 1 1                        0 0 0
   x2 and x3 are free variable and from rst row, x1 = −x2 − x3 .
Example 12, section 5.3
   For λ = 5,
                       4 2 2           2 0 0           2 2 2
                                                         

          A − 2I =  2    4 2 − 0 2 0  =  2 2 2 
                       2 2 4           0 0 2           2 2 2
   Divide all rows by 2
                        1 1 1                         1 1 1
                                                          
                                    R 2−R 1,R 3−R 1 
             A − 2I =  1  1 1  − −−−−−−−−
                                     −           → 0 0 0 
                        1 1 1                         0 0 0
   x2 and x3 are free variable and from rst row, x1 = −x2 − x3 .

                                              −1         −1
                                                     
                x1        −x2 − x3
              x2  =      x2      = x2  1  + x3  0  .
                x3          x3                 0          1
Example 12, section 5.3
   For λ = 5,
                       4 2 2           2 0 0           2 2 2
                                                          

           A − 2I =  2   4 2 − 0 2 0  =  2 2 2 
                       2 2 4           0 0 2           2 2 2
   Divide all rows by 2
                        1 1 1                         1 1 1
                                                          
                                    R 2−R 1,R 3−R 1 
             A − 2I =  1   1 1  − −−−−−−−−
                                     −           → 0 0 0 
                        1 1 1                         0 0 0
    x2 and x3 are free variable and from rst row, x1 = −x2 − x3 .

                                              −1         −1
                                                     
                x1        −x2 − x3
              x2  =       x2     = x2  1  + x3  0  .
                x3           x3                0          1
   A linearlyindependent set of eigenvectors for λ = 2 is
      −1        −1
                  
    1  ,  0 .
       0        1
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1
                       

A−8I =  −2      1 1 
            1 1 −2
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1                    1 −2 1
                                              
                           R 2+2R 1
A−8I =  −2      1 1  =⇒  0 −3 3 
            1 1 −2 R 3−R 1 0 3 −3
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1                   1 −2 1               1   −2    1
                                                                   

A−8I =   −2 1        1  R 2+2R 1  0 −3 3  R=⇒ 2  0
                            =⇒
                                                    3+R
                                                              −3    3
            1 1 −2 R 3−R 1 0 3 −3
                                                                        
                                                          0   0     0
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1                   1 −2 1               1       −2   1
                                                                      

A−8I =   −2 1        1  R 2+2R 1  0 −3 3  R=⇒ 2  0
                            =⇒
                                                    3+R
                                                                  −3   3
            1 1 −2 R 3−R 1 0 3 −3
                                                                           
                                                          0       0    0
x3    is a free variable. From second row, x2 = x3 . From rst row,
x1   = 2x2 − x3 = x3
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1                   1 −2 1               1       −2   1
                                                                      

A−8I =   −2 1        1  R 2+2R 1  0 −3 3  R=⇒ 2  0
                            =⇒
                                                    3+R
                                                                  −3   3
            1 1 −2 R 3−R 1 0 3 −3
                                                                           
                                                          0       0    0
x3    is a free variable. From second row, x2 = x3 . From rst row,
x1   = 2x2 − x3 = x3
                                                     1
                                                    
                           x1           x3
                        x2  =  x3  = x3         1   
                           x3           x3           1
This means A is diagonalizable. We have to nd an eigenvector for
λ = 8. For λ = 8,
                 4 2 2         8 0 0         −4 2      2
                                                     

     A − 8I =  2  4 2  −  0 8 0  =  2 −4 2 
                 2 2 4         0 0 8          2 2 −4
Divide all rows by 2 and interchange the rst 2 rows
            1 −2 1                   1 −2 1               1       −2   1
                                                                      

A−8I =   −2 1        1  R 2+2R 1  0 −3 3  R=⇒ 2  0
                            =⇒
                                                    3+R
                                                                  −3   3
            1 1 −2 R 3−R 1 0 3 −3
                                                                           
                                                          0       0    0
x3    is a free variable. From second row, x2 = x3 . From rst row,
x1   = 2x2 − x3 = x3
                                                         1
                                                        
                           x1               x3
                        x2  =  x3  = x3             1   
                           x3               x3           1
                              1
                                           

An eigenvector for λ = 8 is  1 .
                              1
Example 10, section 5.3
   We can now write P using these 3 eigenvectors as columns.
                              −1 −1 1
                                          

                        P = 1      0 1 .
                               0 1 1
Example 10, section 5.3
   We can now write P using these 3 eigenvectors as columns.
                                −1 −1 1
                                            

                         P = 1       0 1 .
                                 0 1 1
   D would be the eigenvalues written as diagonal entries, in the same
   order
                                  2 0 0
                                          

                          D = 0     2 0 .
                                  0 0 8
Example 10, section 5.3
   We can now write P using these 3 eigenvectors as columns.
                                −1 −1 1
                                            

                         P = 1       0 1 .
                                 0 1 1
   D would be the eigenvalues written as diagonal entries, in the same
   order
                                  2 0 0
                                          

                          D = 0     2 0 .
                                  0 0 8
   Find the products AP and PD (you must nd these clearly).
                 4 2 2        −1 −1 1            −2 −2 8
                                                          

          AP =  2   4 2  1 0 1  =  2 0 8 
                 2 2 4         0 1 1              0 2 8
Example 10, section 5.3
   We can now write P using these 3 eigenvectors as columns.
                                −1 −1 1
                                            

                         P = 1       0 1 .
                                 0 1 1
   D would be the eigenvalues written as diagonal entries, in the same
   order
                                  2 0 0
                                          

                          D = 0     2 0 .
                                  0 0 8
   Find the products AP and PD (you must nd these clearly).
                 4 2 2        −1 −1 1            −2 −2 8
                                                          

          AP =  2   4 2  1 0 1  =  2 0 8 
                 2 2 4         0 1 1              0 2 8
                   −1 −1   1        2 0 0           −2 −2   8
                                                           

         PD   =   1   0   1      0 2 0   =     2   0   8   
                   0   1   1        0 0 8           0   2   8

Más contenido relacionado

La actualidad más candente

systems of linear equations & matrices
systems of linear equations & matricessystems of linear equations & matrices
systems of linear equations & matrices
Student
 
Ode powerpoint presentation1
Ode powerpoint presentation1Ode powerpoint presentation1
Ode powerpoint presentation1
Pokkarn Narkhede
 

La actualidad más candente (20)

Differential equations
Differential equationsDifferential equations
Differential equations
 
first order ode with its application
 first order ode with its application first order ode with its application
first order ode with its application
 
systems of linear equations & matrices
systems of linear equations & matricessystems of linear equations & matrices
systems of linear equations & matrices
 
Ordinary differential equation
Ordinary differential equationOrdinary differential equation
Ordinary differential equation
 
ppt on Vector spaces (VCLA) by dhrumil patel and harshid panchal
ppt on Vector spaces (VCLA) by dhrumil patel and harshid panchalppt on Vector spaces (VCLA) by dhrumil patel and harshid panchal
ppt on Vector spaces (VCLA) by dhrumil patel and harshid panchal
 
introduction to differential equations
introduction to differential equationsintroduction to differential equations
introduction to differential equations
 
Matrix Algebra seminar ppt
Matrix Algebra seminar pptMatrix Algebra seminar ppt
Matrix Algebra seminar ppt
 
Ode powerpoint presentation1
Ode powerpoint presentation1Ode powerpoint presentation1
Ode powerpoint presentation1
 
Matrices and System of Linear Equations ppt
Matrices and System of Linear Equations pptMatrices and System of Linear Equations ppt
Matrices and System of Linear Equations ppt
 
rank of matrix
rank of matrixrank of matrix
rank of matrix
 
Rank of a matrix
Rank of a matrixRank of a matrix
Rank of a matrix
 
Independence, basis and dimension
Independence, basis and dimensionIndependence, basis and dimension
Independence, basis and dimension
 
Differential equations
Differential equationsDifferential equations
Differential equations
 
Rank nullity theorem
Rank nullity theoremRank nullity theorem
Rank nullity theorem
 
Triple integrals and applications
Triple integrals and applicationsTriple integrals and applications
Triple integrals and applications
 
Differential equations of first order
Differential equations of first orderDifferential equations of first order
Differential equations of first order
 
Maths-->>Eigenvalues and eigenvectors
Maths-->>Eigenvalues and eigenvectorsMaths-->>Eigenvalues and eigenvectors
Maths-->>Eigenvalues and eigenvectors
 
Vector spaces
Vector spaces Vector spaces
Vector spaces
 
Linear transformation.ppt
Linear transformation.pptLinear transformation.ppt
Linear transformation.ppt
 
Eigenvalue problems .ppt
Eigenvalue problems .pptEigenvalue problems .ppt
Eigenvalue problems .ppt
 

Destacado

Determinants, Properties and IMT
Determinants, Properties and IMTDeterminants, Properties and IMT
Determinants, Properties and IMT
Prasanth George
 
Systems of Linear Equations
Systems of Linear EquationsSystems of Linear Equations
Systems of Linear Equations
Prasanth George
 
Systems of Linear Equations, RREF
Systems of Linear Equations, RREFSystems of Linear Equations, RREF
Systems of Linear Equations, RREF
Prasanth George
 
Orthogonal sets and basis
Orthogonal sets and basisOrthogonal sets and basis
Orthogonal sets and basis
Prasanth George
 
Linear Transformations, Matrix Algebra
Linear Transformations, Matrix AlgebraLinear Transformations, Matrix Algebra
Linear Transformations, Matrix Algebra
Prasanth George
 
Linear Combination, Matrix Equations
Linear Combination, Matrix EquationsLinear Combination, Matrix Equations
Linear Combination, Matrix Equations
Prasanth George
 
Eigenvalues and eigenvectors of symmetric matrices
Eigenvalues and eigenvectors of symmetric matricesEigenvalues and eigenvectors of symmetric matrices
Eigenvalues and eigenvectors of symmetric matrices
Ivan Mateev
 

Destacado (19)

Determinants, Properties and IMT
Determinants, Properties and IMTDeterminants, Properties and IMT
Determinants, Properties and IMT
 
Systems of Linear Equations
Systems of Linear EquationsSystems of Linear Equations
Systems of Linear Equations
 
Complex Eigenvalues
Complex EigenvaluesComplex Eigenvalues
Complex Eigenvalues
 
Systems of Linear Equations, RREF
Systems of Linear Equations, RREFSystems of Linear Equations, RREF
Systems of Linear Equations, RREF
 
Orthogonal Decomp. Thm
Orthogonal Decomp. ThmOrthogonal Decomp. Thm
Orthogonal Decomp. Thm
 
Orthogonal sets and basis
Orthogonal sets and basisOrthogonal sets and basis
Orthogonal sets and basis
 
Orthogonal Projection
Orthogonal ProjectionOrthogonal Projection
Orthogonal Projection
 
Linear (in)dependence
Linear (in)dependenceLinear (in)dependence
Linear (in)dependence
 
Linear Transformations, Matrix Algebra
Linear Transformations, Matrix AlgebraLinear Transformations, Matrix Algebra
Linear Transformations, Matrix Algebra
 
Linear Combination, Matrix Equations
Linear Combination, Matrix EquationsLinear Combination, Matrix Equations
Linear Combination, Matrix Equations
 
Vector Spaces,subspaces,Span,Basis
Vector Spaces,subspaces,Span,BasisVector Spaces,subspaces,Span,Basis
Vector Spaces,subspaces,Span,Basis
 
Eighan values and diagonalization
Eighan values and diagonalization Eighan values and diagonalization
Eighan values and diagonalization
 
Lecture 11 diagonalization & complex eigenvalues - 5-3 & 5-5
Lecture  11   diagonalization & complex eigenvalues -  5-3 & 5-5Lecture  11   diagonalization & complex eigenvalues -  5-3 & 5-5
Lecture 11 diagonalization & complex eigenvalues - 5-3 & 5-5
 
Bba i-bm-u-2- matrix -
Bba i-bm-u-2- matrix -Bba i-bm-u-2- matrix -
Bba i-bm-u-2- matrix -
 
Lesson 12: Linear Independence
Lesson 12: Linear IndependenceLesson 12: Linear Independence
Lesson 12: Linear Independence
 
Linear Transformations
Linear TransformationsLinear Transformations
Linear Transformations
 
Catálogo de Produtos Azenka Cosmetics
Catálogo de Produtos Azenka CosmeticsCatálogo de Produtos Azenka Cosmetics
Catálogo de Produtos Azenka Cosmetics
 
Vector Spaces
Vector SpacesVector Spaces
Vector Spaces
 
Eigenvalues and eigenvectors of symmetric matrices
Eigenvalues and eigenvectors of symmetric matricesEigenvalues and eigenvectors of symmetric matrices
Eigenvalues and eigenvectors of symmetric matrices
 

Similar a Diagonalization

Null space, Rank and nullity theorem
Null space, Rank and nullity theoremNull space, Rank and nullity theorem
Null space, Rank and nullity theorem
Ronak Machhi
 
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docx
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docxSection 0.7 Quadratic Equations from Precalculus Prerequisite.docx
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docx
bagotjesusa
 
Eigen value and vector of linear transformation.pptx
Eigen value and vector of linear transformation.pptxEigen value and vector of linear transformation.pptx
Eigen value and vector of linear transformation.pptx
AtulTiwari892261
 
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
Maths Assignment Help
 

Similar a Diagonalization (20)

Eigen value and vectors
Eigen value and vectorsEigen value and vectors
Eigen value and vectors
 
Chapter 3: Linear Systems and Matrices - Part 3/Slides
Chapter 3: Linear Systems and Matrices - Part 3/SlidesChapter 3: Linear Systems and Matrices - Part 3/Slides
Chapter 3: Linear Systems and Matrices - Part 3/Slides
 
On Fully Indecomposable Quaternion Doubly Stochastic Matrices
On Fully Indecomposable Quaternion Doubly Stochastic MatricesOn Fully Indecomposable Quaternion Doubly Stochastic Matrices
On Fully Indecomposable Quaternion Doubly Stochastic Matrices
 
MODULE_05-Matrix Decomposition.pptx
MODULE_05-Matrix Decomposition.pptxMODULE_05-Matrix Decomposition.pptx
MODULE_05-Matrix Decomposition.pptx
 
Class 10 mathematics compendium
Class 10 mathematics compendiumClass 10 mathematics compendium
Class 10 mathematics compendium
 
Eigen value , eigen vectors, caley hamilton theorem
Eigen value , eigen vectors, caley hamilton theoremEigen value , eigen vectors, caley hamilton theorem
Eigen value , eigen vectors, caley hamilton theorem
 
Engg maths k notes(4)
Engg maths k notes(4)Engg maths k notes(4)
Engg maths k notes(4)
 
Null space, Rank and nullity theorem
Null space, Rank and nullity theoremNull space, Rank and nullity theorem
Null space, Rank and nullity theorem
 
CMSC 56 | Lecture 17: Matrices
CMSC 56 | Lecture 17: MatricesCMSC 56 | Lecture 17: Matrices
CMSC 56 | Lecture 17: Matrices
 
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docx
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docxSection 0.7 Quadratic Equations from Precalculus Prerequisite.docx
Section 0.7 Quadratic Equations from Precalculus Prerequisite.docx
 
Eigen value and vector of linear transformation.pptx
Eigen value and vector of linear transformation.pptxEigen value and vector of linear transformation.pptx
Eigen value and vector of linear transformation.pptx
 
Mtc ssample05
Mtc ssample05Mtc ssample05
Mtc ssample05
 
Mtc ssample05
Mtc ssample05Mtc ssample05
Mtc ssample05
 
Matrixprop
MatrixpropMatrixprop
Matrixprop
 
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
Unlock Your Mathematical Potential with MathAssignmentHelp.com! 🧮✨
 
Vector Algebra.pptx
Vector Algebra.pptxVector Algebra.pptx
Vector Algebra.pptx
 
Linear Algebra Assignment help
Linear Algebra Assignment helpLinear Algebra Assignment help
Linear Algebra Assignment help
 
Chpt 2-sets v.3
Chpt 2-sets v.3Chpt 2-sets v.3
Chpt 2-sets v.3
 
Linear Algebra.pptx
Linear Algebra.pptxLinear Algebra.pptx
Linear Algebra.pptx
 
Matrices & Determinants
Matrices & DeterminantsMatrices & Determinants
Matrices & Determinants
 

Más de Prasanth George

Finding eigenvalues, char poly
Finding eigenvalues, char polyFinding eigenvalues, char poly
Finding eigenvalues, char poly
Prasanth George
 
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
Prasanth George
 
Subspace, Col Space, basis
Subspace, Col Space, basisSubspace, Col Space, basis
Subspace, Col Space, basis
Prasanth George
 
Matrix multiplication, inverse
Matrix multiplication, inverseMatrix multiplication, inverse
Matrix multiplication, inverse
Prasanth George
 

Más de Prasanth George (9)

Finding eigenvalues, char poly
Finding eigenvalues, char polyFinding eigenvalues, char poly
Finding eigenvalues, char poly
 
Eigenvalues - Contd
Eigenvalues - ContdEigenvalues - Contd
Eigenvalues - Contd
 
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
Eigenvalues and Eigenvectors (Tacoma Narrows Bridge video included)
 
Cofactors, Applications
Cofactors, ApplicationsCofactors, Applications
Cofactors, Applications
 
Determinants
DeterminantsDeterminants
Determinants
 
IMT, col space again
IMT, col space againIMT, col space again
IMT, col space again
 
Subspace, Col Space, basis
Subspace, Col Space, basisSubspace, Col Space, basis
Subspace, Col Space, basis
 
Matrix Inverse, IMT
Matrix Inverse, IMTMatrix Inverse, IMT
Matrix Inverse, IMT
 
Matrix multiplication, inverse
Matrix multiplication, inverseMatrix multiplication, inverse
Matrix multiplication, inverse
 

Último

Último (20)

How to Add New Custom Addons Path in Odoo 17
How to Add New Custom Addons Path in Odoo 17How to Add New Custom Addons Path in Odoo 17
How to Add New Custom Addons Path in Odoo 17
 
Wellbeing inclusion and digital dystopias.pptx
Wellbeing inclusion and digital dystopias.pptxWellbeing inclusion and digital dystopias.pptx
Wellbeing inclusion and digital dystopias.pptx
 
This PowerPoint helps students to consider the concept of infinity.
This PowerPoint helps students to consider the concept of infinity.This PowerPoint helps students to consider the concept of infinity.
This PowerPoint helps students to consider the concept of infinity.
 
How to Manage Global Discount in Odoo 17 POS
How to Manage Global Discount in Odoo 17 POSHow to Manage Global Discount in Odoo 17 POS
How to Manage Global Discount in Odoo 17 POS
 
Exploring_the_Narrative_Style_of_Amitav_Ghoshs_Gun_Island.pptx
Exploring_the_Narrative_Style_of_Amitav_Ghoshs_Gun_Island.pptxExploring_the_Narrative_Style_of_Amitav_Ghoshs_Gun_Island.pptx
Exploring_the_Narrative_Style_of_Amitav_Ghoshs_Gun_Island.pptx
 
TỔNG ÔN TẬP THI VÀO LỚP 10 MÔN TIẾNG ANH NĂM HỌC 2023 - 2024 CÓ ĐÁP ÁN (NGỮ Â...
TỔNG ÔN TẬP THI VÀO LỚP 10 MÔN TIẾNG ANH NĂM HỌC 2023 - 2024 CÓ ĐÁP ÁN (NGỮ Â...TỔNG ÔN TẬP THI VÀO LỚP 10 MÔN TIẾNG ANH NĂM HỌC 2023 - 2024 CÓ ĐÁP ÁN (NGỮ Â...
TỔNG ÔN TẬP THI VÀO LỚP 10 MÔN TIẾNG ANH NĂM HỌC 2023 - 2024 CÓ ĐÁP ÁN (NGỮ Â...
 
ICT role in 21st century education and it's challenges.
ICT role in 21st century education and it's challenges.ICT role in 21st century education and it's challenges.
ICT role in 21st century education and it's challenges.
 
Application orientated numerical on hev.ppt
Application orientated numerical on hev.pptApplication orientated numerical on hev.ppt
Application orientated numerical on hev.ppt
 
2024-NATIONAL-LEARNING-CAMP-AND-OTHER.pptx
2024-NATIONAL-LEARNING-CAMP-AND-OTHER.pptx2024-NATIONAL-LEARNING-CAMP-AND-OTHER.pptx
2024-NATIONAL-LEARNING-CAMP-AND-OTHER.pptx
 
FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024
 
REMIFENTANIL: An Ultra short acting opioid.pptx
REMIFENTANIL: An Ultra short acting opioid.pptxREMIFENTANIL: An Ultra short acting opioid.pptx
REMIFENTANIL: An Ultra short acting opioid.pptx
 
Mehran University Newsletter Vol-X, Issue-I, 2024
Mehran University Newsletter Vol-X, Issue-I, 2024Mehran University Newsletter Vol-X, Issue-I, 2024
Mehran University Newsletter Vol-X, Issue-I, 2024
 
HMCS Max Bernays Pre-Deployment Brief (May 2024).pptx
HMCS Max Bernays Pre-Deployment Brief (May 2024).pptxHMCS Max Bernays Pre-Deployment Brief (May 2024).pptx
HMCS Max Bernays Pre-Deployment Brief (May 2024).pptx
 
Accessible Digital Futures project (20/03/2024)
Accessible Digital Futures project (20/03/2024)Accessible Digital Futures project (20/03/2024)
Accessible Digital Futures project (20/03/2024)
 
On_Translating_a_Tamil_Poem_by_A_K_Ramanujan.pptx
On_Translating_a_Tamil_Poem_by_A_K_Ramanujan.pptxOn_Translating_a_Tamil_Poem_by_A_K_Ramanujan.pptx
On_Translating_a_Tamil_Poem_by_A_K_Ramanujan.pptx
 
How to setup Pycharm environment for Odoo 17.pptx
How to setup Pycharm environment for Odoo 17.pptxHow to setup Pycharm environment for Odoo 17.pptx
How to setup Pycharm environment for Odoo 17.pptx
 
Holdier Curriculum Vitae (April 2024).pdf
Holdier Curriculum Vitae (April 2024).pdfHoldier Curriculum Vitae (April 2024).pdf
Holdier Curriculum Vitae (April 2024).pdf
 
General Principles of Intellectual Property: Concepts of Intellectual Proper...
General Principles of Intellectual Property: Concepts of Intellectual  Proper...General Principles of Intellectual Property: Concepts of Intellectual  Proper...
General Principles of Intellectual Property: Concepts of Intellectual Proper...
 
Towards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptxTowards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptx
 
Basic Civil Engineering first year Notes- Chapter 4 Building.pptx
Basic Civil Engineering first year Notes- Chapter 4 Building.pptxBasic Civil Engineering first year Notes- Chapter 4 Building.pptx
Basic Civil Engineering first year Notes- Chapter 4 Building.pptx
 

Diagonalization

  • 1. Announcements Quiz 4 will be on Thurs Feb 18 on sec 3.3, 5.1 and 5.2. Check the grade sheet for any mistakes or omissions.
  • 2. Last Class 1. Characteristic equation and characteristic polynomial of a square matrtix.
  • 3. Last Class 1. Characteristic equation and characteristic polynomial of a square matrtix. 2. Finding eigenvalues of a 2 × 2 matrix and the char.polynomial of a 3 × 3 matrix.
  • 4. Last Class 1. Characteristic equation and characteristic polynomial of a square matrtix. 2. Finding eigenvalues of a 2 × 2 matrix and the char.polynomial of a 3 × 3 matrix. 3. The char.equation of a 2 × 2 matrix is a quadratic equation which can be factorized (or use formula for solving quad. equation) to give the eigenvalues.
  • 5. Section 5.3 Diagonalization 1. To factorize the given matrix A in the form A = PDP −1 where D and P gives information about the eigenvalues and eigenvectors.
  • 6. Section 5.3 Diagonalization 1. To factorize the given matrix A in the form A = PDP −1 where D and P gives information about the eigenvalues and eigenvectors. 2. Useful in computing higher powers of A quickly (without multiplying A many times)
  • 7. Section 5.3 Diagonalization 1. To factorize the given matrix A in the form A = PDP −1 where D and P gives information about the eigenvalues and eigenvectors. 2. Useful in computing higher powers of A quickly (without multiplying A many times) 3. This factorization is very useful in "decoupling" complicated dynamical systems (dierential equations)
  • 8. Section 5.3 Diagonalization 1. To factorize the given matrix A in the form A = PDP −1 where D and P gives information about the eigenvalues and eigenvectors. 2. Useful in computing higher powers of A quickly (without multiplying A many times) 3. This factorization is very useful in decoupling complicated dynamical systems (dierential equations) 4. D in the above factorization stands for a diagonal matrix. Properties of diagonal matrices make life a lot easier.
  • 9. Powers of Diagonal Matrices Find A2 and A3 if 4 0 A = . 0 6
  • 10. Powers of Diagonal Matrices Find A2 and A3 if 4 0 A = . 0 6 Solution: 2 4 0 4 0 4.4 + 0.0 4.0 + 0.6 42 0 A = = = . 0 6 0 6 0.4 + 6.0 0.0 + 6.6 0 62
  • 11. Powers of Diagonal Matrices Find A2 and A3 if 4 0 A = . 0 6 Solution: 2 4 0 4 0 4.4 + 0.0 4.0 + 0.6 42 0 A = = = . 0 6 0 6 0.4 + 6.0 0.0 + 6.6 0 62 3 42 0 4 0 42 . 4 + 0. 0 4 . 0 + 0. 6 A = A2 A = = 0 62 0 6 0.4 + 6.0 0.0 + 62 .6 43 0 = . 0 63
  • 12. Powers of Diagonal Matrices What about A23 ?
  • 13. Powers of Diagonal Matrices What about A23 ? Based on the above pattern: 23 423 0 A = . 0 623
  • 14. Powers of Diagonal Matrices What about A23 ? Based on the above pattern: 23 423 0 A = . 0 623 For a general exponent k , k= 4k 0 0 6k A .
  • 15. Observations 1. Raising a diagonal matrix to a power is same as raising the diagonal elements to the same power and the result is still a diagonal matrix.
  • 16. Observations 1. Raising a diagonal matrix to a power is same as raising the diagonal elements to the same power and the result is still a diagonal matrix. 2. Please note that this will work for any diagonal matrix (3 × 3 or any size)
  • 17. Observations 1. Raising a diagonal matrix to a power is same as raising the diagonal elements to the same power and the result is still a diagonal matrix. 2. Please note that this will work for any diagonal matrix (3 × 3 or any size) 3. DO NOT do this to a general matrix (even a triangular matrix)
  • 18. Example Find A3 if 1 0 0 0    0 2 0 0  = .   A  0 0 3 0  0 0 0 4
  • 19. Example Find A3 if 1 0 0 0    0 2 0 0  = .   A  0 0 3 0  0 0 0 4 1 0 0 0   3  0 8 0 0  = .   A  0 0 27 0  0 0 0 64
  • 20. Diagonalization A square matrix A is diagonalizable if 1. A is similar to a diagonal matrix D which means
  • 21. Diagonalization A square matrix A is diagonalizable if 1. A is similar to a diagonal matrix D which means 2. We can write A = PDP −1 for some invertible matrix P .
  • 22. Diagonalization A square matrix A is diagonalizable if 1. A is similar to a diagonal matrix D which means 2. We can write A = PDP −1 for some invertible matrix P . If A = PDP −1 what is A2 ? 2 A = (PDP −1 )(PDP −1 ) = PD (P −1 P ) DP −1 = PD 2 P −1 I
  • 23. Diagonalization A square matrix A is diagonalizable if 1. A is similar to a diagonal matrix D which means 2. We can write A = PDP −1 for some invertible matrix P . If A = PDP −1 what is A2 ? 2 A = (PDP −1 )(PDP −1 ) = PD (P −1 P ) DP −1 = PD 2 P −1 I Similarly, 3 A = (PD 2 P −1 )(PDP −1 ) = PD 2 (P −1 P ) DP −1 = PD 3 P −1 A2 I and so on
  • 24. Taking Advantage of Diagonal Matrix To nd Ak of any square matrix A, 1. Diagonalize A, in other words factorize A as PDP −1 for suitable D and invertible P .
  • 25. Taking Advantage of Diagonal Matrix To nd Ak of any square matrix A, 1. Diagonalize A, in other words factorize A as PDP −1 for suitable D and invertible P . 2. Raise the diagonal entries of D to k , no change to P and P −1 .
  • 26. Taking Advantage of Diagonal Matrix To nd Ak of any square matrix A, 1. Diagonalize A, in other words factorize A as PDP −1 for suitable D and invertible P . 2. Raise the diagonal entries of D to k , no change to P and P −1 . 3. Find the product PD k P −1 . The following theorem says when exactly we can diagonalize a square matrix A. (very important)
  • 27. The Diagonalization Theorem Theorem An n ×n matrix A is diagonalizable if and only if A has n linearly independent eigenvectors.
  • 28. The Diagonalization Theorem Theorem An n ×n matrix A is diagonalizable if and only if A has n linearly independent eigenvectors. A = PDP −1 , where D is a diagonal matrix, if and only if the columns of P are n linearly independent eigenvectors of A.
  • 29. The Diagonalization Theorem Theorem An n ×n matrix A is diagonalizable if and only if A has n linearly independent eigenvectors. A = PDP −1 , where D is a diagonal matrix, if and only if the columns of P are n linearly independent eigenvectors of A. If this is done, the diagonal entries of D are the eigenvalues of A that correspond to the respective eigenvectors in P .
  • 30. Notes 1. You can arrange the eigenvalues of A in any order you like to form D .
  • 31. Notes 1. You can arrange the eigenvalues of A in any order you like to form D . 2. Arrange the linearly independent eigenvectors of A as columns to form P . This should correspond to how you write D .
  • 32. Notes 1. You can arrange the eigenvalues of A in any order you like to form D . 2. Arrange the linearly independent eigenvectors of A as columns to form P . This should correspond to how you write D . 3. This means the rst column in P must be the eigenvector of the rst eigenvalue in D , the second column in P the eigenvector corresponding to the second eigenvalue in D and so on. This is very important.
  • 33. Notes 1. You can arrange the eigenvalues of A in any order you like to form D . 2. Arrange the linearly independent eigenvectors of A as columns to form P . This should correspond to how you write D . 3. This means the rst column in P must be the eigenvector of the rst eigenvalue in D , the second column in P the eigenvector corresponding to the second eigenvalue in D and so on. This is very important. 4. Of course, you could write P rst and arrange the eigenvalues of D accordingly.
  • 34. Example 2, section 5.3 Let A = PDP −1 . For the given P and D , compute A4 . 2 −3 1 0 P = ,D = −3 5 0 1 /2
  • 35. Example 2, section 5.3 Let A = PDP −1 . For the given P and D , compute A4 . 2 −3 1 0 P = ,D = −3 5 0 1 /2 Solution: Since A = PDP −1 , A4 = PD 4 P −1
  • 36. Example 2, section 5.3 Let A = PDP −1 . For the given P and D , compute A4 . 2 −3 1 0 P = ,D = −3 5 0 1 /2 Solution: Since A = PDP −1 , A4 = PD 4 P −1 4 14 0 1 0 D = = 0 (1/2)4 0 1/16
  • 37. Example 2, section 5.3 Let A = PDP −1 . For the given P and D , compute A4 . 2 −3 1 0 P = ,D = −3 5 0 1 /2 Solution: Since A = PDP −1 , A4 = PD 4 P −1 4 14 0 1 0 D = = 0 (1/2)4 0 1/16 Here det P = 10 − 9 = 1, we can nd P −1 . (interchange the main diagonals, change signs of o diagonals, divide by det P = 1)
  • 38. Example 2, section 5.3 Let A = PDP −1 . For the given P and D , compute A4 . 2 −3 1 0 P = ,D = −3 5 0 1 /2 Solution: Since A = PDP −1 , A4 = PD 4 P −1 4 14 0 1 0 D = = 0 (1/2)4 0 1/16 Here det P = 10 − 9 = 1, we can nd P −1 . (interchange the main diagonals, change signs of o diagonals, divide by det P = 1) −1 5 3 P = 3 2
  • 39. Example 2, section 5.3 A 4 = PD 4 P −1 =⇒ 4 2 −3 1 0 5 3 A = −3 5 0 1/16 3 2 P D4 P −1
  • 40. Example 2, section 5.3 A 4 = PD 4 P −1 =⇒ 4 2 −3 1 0 5 3 A = −3 5 0 1/16 3 2 P D4 P −1 2 −3/16 5 3 = −3 5/16 3 2 PD 4 P −1
  • 41. Example 2, section 5.3 A 4 = PD 4 P −1 =⇒ 4 2 −3 1 0 5 3 A = −3 5 0 1/16 3 2 P D4 P −1 2 −3/16 5 3 = −3 5/16 3 2 PD 4 P −1 10 − 9/16 6 − 6/16 = −15 + 15/16 −9 + 10/16 PD 4 P −1
  • 42. Example 2, section 5.3 A 4 = PD 4 P −1 =⇒ 4 2 −3 1 0 5 3 A = −3 5 0 1/16 3 2 P D4 P −1 2 −3/16 5 3 = −3 5/16 3 2 PD 4 P −1 10 − 9/16 6 − 6/16 = −15 + 15/16 −9 + 10/16 PD 4 P −1 151/16 90/16 1 151 90 = = −225/16 −134/16 16 −225 −134
  • 43. Example 4, section 5.3 (slightly modied) −2 12 Let A = . Use the factorization PDP −1 to compute A6 −1 5 where 3 4 2 0 P = ,D = 1 1 0 1
  • 44. Example 4, section 5.3 (slightly modied) −2 12 Let A = . Use the factorization PDP −1 to compute A6 −1 5 where 3 4 2 0 P = ,D = 1 1 0 1 Solution: Since A = PDP −1 , A6 = PD 6 P −1 6 26 0 64 0 D = = 0 16 0 1
  • 45. Example 4, section 5.3 (slightly modied) −2 12 Let A = . Use the factorization PDP −1 to compute A6 −1 5 where 3 4 2 0 P = ,D = 1 1 0 1 Solution: Since A = PDP −1 , A6 = PD 6 P −1 6 26 0 64 0 D = = 0 16 0 1 Here det P = 3 − 4 = −1, we can nd P −1 . (interchange the main diagonal entries, change signs of o diagonal entries, divide by det P = −1) −1 −1 4 P = 1 −3
  • 46. Example 2, section 5.3 A 6 = PD 6 P −1 =⇒ 6 3 4 64 0 −1 4 A = 1 1 0 1 1 −3 P D6 P −1
  • 47. Example 2, section 5.3 A 6 = PD 6 P −1 =⇒ 6 3 4 64 0 −1 4 A = 1 1 0 1 1 −3 P D6 P −1 192 4 −1 4 = 64 1 1 −3 PD 6 P −1
  • 48. Example 2, section 5.3 A 6 = PD 6 P −1 =⇒ 6 3 4 64 0 −1 4 A = 1 1 0 1 1 −3 P D6 P −1 192 4 −1 4 = 64 1 1 −3 PD 6 P −1 −188 756 = −63 253 PD 6 P −1
  • 49. Example 6, section 5.3 The matrix A is factored in the form PDP −1 . Find the eigenvalues of A and the basis for each eigenspace. 4 0 −2 −2 0 −1 5 0 0 0 0 1        2 5 4 = 0 1 2  0 5 0  2 1 4  0 0 5 1 0 0 0 0 4 −1 0 −2
  • 50. Example 6, section 5.3 The matrix A is factored in the form PDP −1 . Find the eigenvalues of A and the basis for each eigenspace. 4 0 −2 −2 0 −1 5 0 0 0 0 1        2 5 4 = 0 1 2  0 5 0  2 1 4  0 0 5 1 0 0 0 0 4 −1 0 −2 Solution: The eigenvalues of A are the entries of the diagonal matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has multiplicity 2 (repeated).
  • 51. Example 6, section 5.3 The matrix A is factored in the form PDP −1 . Find the eigenvalues of A and the basis for each eigenspace. 4 0 −2 −2 0 −1 5 0 0 0 0 1        2 5 4 = 0 1 2  0 5 0  2 1 4  0 0 5 1 0 0 0 0 4 −1 0 −2 Solution: The eigenvalues of A are the entries of the diagonal matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has multiplicity 2 (repeated). The eigenvectors of λ = 5 are (the rst 2 columns of P ) −2 0      0 , 1  1 0
  • 52. Example 6, section 5.3 The matrix A is factored in the form PDP −1 . Find the eigenvalues of A and the basis for each eigenspace. 4 0 −2 −2 0 −1 5 0 0 0 0 1        2 5 4 = 0 1 2  0 5 0  2 1 4  0 0 5 1 0 0 0 0 4 −1 0 −2 Solution: The eigenvalues of A are the entries of the diagonal matrix D . Here the eigenvalues are λ = 5, 5, 4. Note that 5 has multiplicity 2 (repeated). The eigenvectors of λ = 5 are (the rst 2 columns of P ) −2 0      0 , 1  1 0 −1   An eigenvector of λ = 4 is (the last column of P )  2  0
  • 53. Steps to Diagonalize an n × n Matrix 1. First nd the eigenvalues of A using the char. equation (from sec 5.2). Eigenvalues will be provided in the problem for dicult 3 × 3 matrices and larger matrices that are not triangular.
  • 54. Steps to Diagonalize an n × n Matrix 1. First nd the eigenvalues of A using the char. equation (from sec 5.2). Eigenvalues will be provided in the problem for dicult 3 × 3 matrices and larger matrices that are not triangular. 2. Find the eigenvectors for each eigenvalue (based on sec 5.1).
  • 55. Steps to Diagonalize an n × n Matrix 1. First nd the eigenvalues of A using the char. equation (from sec 5.2). Eigenvalues will be provided in the problem for dicult 3 × 3 matrices and larger matrices that are not triangular. 2. Find the eigenvectors for each eigenvalue (based on sec 5.1). 3. Make sure you have n linearly independent eigenvectors. Otherwise you cannot diagonalize.
  • 56. Steps to Diagonalize an n × n Matrix 1. First nd the eigenvalues of A using the char. equation (from sec 5.2). Eigenvalues will be provided in the problem for dicult 3 × 3 matrices and larger matrices that are not triangular. 2. Find the eigenvectors for each eigenvalue (based on sec 5.1). 3. Make sure you have n linearly independent eigenvectors. Otherwise you cannot diagonalize. 4. If you are successful with step 3, write P and D carefully. (Make sure that the columns of P and D correspond to eachother)
  • 57. Steps to Diagonalize an n × n Matrix 1. First nd the eigenvalues of A using the char. equation (from sec 5.2). Eigenvalues will be provided in the problem for dicult 3 × 3 matrices and larger matrices that are not triangular. 2. Find the eigenvectors for each eigenvalue (based on sec 5.1). 3. Make sure you have n linearly independent eigenvectors. Otherwise you cannot diagonalize. 4. If you are successful with step 3, write P and D carefully. (Make sure that the columns of P and D correspond to eachother) 5. For a 2 × 2 matrix, compute P −1 . For 3 × 3 and larger matrices, compute the products AP and PD and make sure they are exactly the same.
  • 58. Important Theorem An n ×n matrix with n distinct eigenvalues is diagonalizable.
  • 59. Important Theorem An n ×n matrix with n distinct eigenvalues is diagonalizable. This is because (from section 5.1) Theorem The eigenvectors corresponding to distinct eigenvalues are linearly independent
  • 60. Important 1. If there are no repeated eigenvalues, diagonalization is guaranteed.
  • 61. Important 1. If there are no repeated eigenvalues, diagonalization is guaranteed. 2. Presence of repeated eigenvalues immediately does not mean that diagonalization fails.
  • 62. Important 1. If there are no repeated eigenvalues, diagonalization is guaranteed. 2. Presence of repeated eigenvalues immediately does not mean that diagonalization fails. 3. If you can get enough linearly independent eigenvectors from the repeated eigenvalue, we can still diagonalize.
  • 63. Important 1. If there are no repeated eigenvalues, diagonalization is guaranteed. 2. Presence of repeated eigenvalues immediately does not mean that diagonalization fails. 3. If you can get enough linearly independent eigenvectors from the repeated eigenvalue, we can still diagonalize. 4. For example, suppose a 3 × 3 matrix has eigenvalues 2, 2, and 4. If we can get 2 linearly independent eigenvectors for eigenvalue 2, we are good. If the eigenvalue 2 gives only one eigenvector, diagonalization fails.
  • 64. Example 8, section 5.3 5 1 Diagonalize A = if possible. 0 5
  • 65. Example 8, section 5.3 5 1 Diagonalize A = if possible. 0 5 Solution: What are the eigenvalues of A?
  • 66. Example 8, section 5.3 5 1 Diagonalize A = if possible. 0 5 Solution: What are the eigenvalues of A? We can write the char.equation and solve if necessary. Look carefully at A. It is triangular. The eigenvalues are thus λ = 5, 5.
  • 67. Example 8, section 5.3 5 1 Diagonalize A = if possible. 0 5 Solution: What are the eigenvalues of A? We can write the char.equation and solve if necessary. Look carefully at A. It is triangular. The eigenvalues are thus λ = 5, 5. Since 5 is a repeated eigenvalue there is a possibility that diagonalization may fail. But we have to nd the eigenvectors to conrm this. Start with the matrix A − 5I . 5 1 5 0 0 1 A − 5I = − = 0 5 0 5 0 0
  • 68. Example 8, section 5.3 From the rst row, x2 = 0 and x1 is free.
  • 69. Example 8, section 5.3 From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is x1 x1 1 = = x1 . x2 0 0
  • 70. Example 8, section 5.3 From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is x1 x1 1 = = x1 . x2 0 0 1 Fix x1 = 1 and an eigenvector is . 0
  • 71. Example 8, section 5.3 From the rst row, x2 = 0 and x1 is free. Thus an eigenvector is x1 x1 1 = = x1 . x2 0 0 1 Fix x1 = 1 and an eigenvector is . 0 We are unable to nd another eigenvector for λ = 5 so that we have 2 linearly independent eigenvectors. So A is NOT diagonalizable.
  • 72. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues.
  • 73. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues. So, 2−λ 3 =0 4 1−λ
  • 74. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues. So, 2−λ 3 =0 4 1−λ =⇒ (2 − λ)(1 − λ) − 12 = 0 =⇒ 2 − 3λ + λ2 − 12 = 0
  • 75. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues. So, 2−λ 3 =0 4 1−λ =⇒ (2 − λ)(1 − λ) − 12 = 0 =⇒ 2 − 3λ + λ2 − 12 = 0 =⇒ λ2 − 3λ − 10 = 0
  • 76. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues. So, 2−λ 3 =0 4 1−λ =⇒ (2 − λ)(1 − λ) − 12 = 0 =⇒ 2 − 3λ + λ2 − 12 = 0 =⇒ λ2 − 3λ − 10 = 0 =⇒ (λ − 5)(λ + 2) = 0 =⇒ λ = 5, λ = −2
  • 77. Example 10, section 5.3 2 3 Diagonalize A = if possible. 4 1 Solution: We have to write the char.equation and solve to nd the eigenvalues. So, 2−λ 3 =0 4 1−λ =⇒ (2 − λ)(1 − λ) − 12 = 0 =⇒ 2 − 3λ + λ2 − 12 = 0 =⇒ λ2 − 3λ − 10 = 0 =⇒ (λ − 5)(λ + 2) = 0 =⇒ λ = 5, λ = −2 Since we have distinct eigenvalues, we can surely diagonalize A. First nd an eigenvector for each eigenvalue.
  • 78. Example 10, section 5.3 For λ = 5, 2 3 5 0 −3 3 A − 5I = − = 4 1 0 5 4 −4
  • 79. Example 10, section 5.3 For λ = 5, 2 3 5 0 −3 3 A − 5I = − = 4 1 0 5 4 −4 Divide the rst row by -3, second row by 4 1 −1 R 2−R 1 1 −1 A − 5I = −− − − −→ 1 −1 0 0
  • 80. Example 10, section 5.3 For λ = 5, 2 3 5 0 −3 3 A − 5I = − = 4 1 0 5 4 −4 Divide the rst row by -3, second row by 4 1 −1 R 2−R 1 1 −1 A − 5I = −− − − −→ 1 −1 0 0 x2 is a free variable and from rst row, x1 = x2 . x1 x2 1 = = x2 . x2 x2 1
  • 81. Example 10, section 5.3 For λ = 5, 2 3 5 0 −3 3 A − 5I = − = 4 1 0 5 4 −4 Divide the rst row by -3, second row by 4 1 −1 R 2−R 1 1 −1 A − 5I = −− − − −→ 1 −1 0 0 x2 is a free variable and from rst row, x1 = x2 . x1 x2 1 = = x2 . x2 x2 1 1 An eigenvector for λ = 5 is . 1
  • 82. Example 10, section 5.3 For λ = −2, 2 3 2 0 4 3 A + 2I = + = 4 1 0 2 4 3
  • 83. Example 10, section 5.3 For λ = −2, 2 3 2 0 4 3 A + 2I = + = 4 1 0 2 4 3 4 3 R 2−R 1 4 3 A + 2I = −− − − −→ 4 3 0 0
  • 84. Example 10, section 5.3 For λ = −2, 2 3 2 0 4 3 A + 2I = + = 4 1 0 2 4 3 4 3 R 2−R 1 4 3 A + 2I = −− − − −→ 4 3 0 0 x2 is a free variable and from rst row, x1 = − 3 x2 . 4 x1 − 3 x2 4 −3 4 = = x2 . x2 x2 1
  • 85. Example 10, section 5.3 For λ = −2, 2 3 2 0 4 3 A + 2I = + = 4 1 0 2 4 3 4 3 R 2−R 1 4 3 A + 2I = −− − − −→ 4 3 0 0 x2 is a free variable and from rst row, x1 = − 3 x2 . 4 x1 − 3 x2 4 −3 4 = = x2 . x2 x2 1 −3 Pick x2 = 4 and an eigenvector for λ = −2 is . 4
  • 86. Example 10, section 5.3 We can now write P using these 2 eigenvectors as columns. 1 −3 P = . 1 4 D would be the eigenvalues written as diagonal entries, in the same order 5 0 D = . 0 −2
  • 87. Example 10, section 5.3 We can now write P using these 2 eigenvectors as columns. 1 −3 P = . 1 4 D would be the eigenvalues written as diagonal entries, in the same order 5 0 D = . 0 −2 Also since det P = 7, −1 4 /7 3 /7 P = −1/7 1/7
  • 88. Example 10, section 5.3 We can now write P using these 2 eigenvectors as columns. 1 −3 P = . 1 4 D would be the eigenvalues written as diagonal entries, in the same order 5 0 D = . 0 −2 Also since det P = 7, −1 4 /7 3 /7 P = −1/7 1/7 −1 1 −3 5 0 4/7 3/7 PDP = 1 4 0 −2 −1/7 1/7
  • 89. Example 10, section 5.3 We can now write P using these 2 eigenvectors as columns. 1 −3 P = . 1 4 D would be the eigenvalues written as diagonal entries, in the same order 5 0 D = . 0 −2 Also since det P = 7, −1 4 /7 3 /7 P = −1/7 1/7 −1 1 −3 5 0 4/7 3/7 PDP = 1 4 0 −2 −1/7 1/7 5 6 4/7 3/7 2 3 = = 5 −8 −1/7 1/7 4 1
  • 90. Example 12, section 5.3 4 2 2   Diagonalize A =  2 4 2  if possible if λ = 2, 8 are the 2 2 4 eigenvalues.
  • 91. Example 12, section 5.3 4 2 2   Diagonalize A =  2 4 2  if possible if λ = 2, 8 are the 2 2 4 eigenvalues. Solution: Only 2 eigenvalues λ = 2, 8 are given. This means one of these could be repeated. One way to check is to nd the trace of the matrix which is 4+4+4=12 and the sum of the eigenvalues which is 2+8+?. Since they must be same ? must be 2.
  • 92. Example 12, section 5.3 4 2 2   Diagonalize A =  2 4 2  if possible if λ = 2, 8 are the 2 2 4 eigenvalues. Solution: Only 2 eigenvalues λ = 2, 8 are given. This means one of these could be repeated. One way to check is to nd the trace of the matrix which is 4+4+4=12 and the sum of the eigenvalues which is 2+8+?. Since they must be same ? must be 2. Since we have repeated eigenvalue 2, it is possible (not already sure) that A may not be diagonalizable. Finding the eigenvectors for λ = 2 is the only way to nd out.
  • 93. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0 = 2 2 2  2 2 4 0 0 2 2 2 2
  • 94. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0 = 2 2 2  2 2 4 0 0 2 2 2 2 Divide all rows by 2 1 1 1   A − 2I =  1 1 1 1 1 1
  • 95. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0  =  2 2 2  2 2 4 0 0 2 2 2 2 Divide all rows by 2 1 1 1 1 1 1     R 2−R 1,R 3−R 1  A − 2I =  1 1 1  − −−−−−−−− − → 0 0 0  1 1 1 0 0 0
  • 96. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0  =  2 2 2  2 2 4 0 0 2 2 2 2 Divide all rows by 2 1 1 1 1 1 1     R 2−R 1,R 3−R 1  A − 2I =  1 1 1  − −−−−−−−− − → 0 0 0  1 1 1 0 0 0 x2 and x3 are free variable and from rst row, x1 = −x2 − x3 .
  • 97. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0  =  2 2 2  2 2 4 0 0 2 2 2 2 Divide all rows by 2 1 1 1 1 1 1     R 2−R 1,R 3−R 1  A − 2I =  1 1 1  − −−−−−−−− − → 0 0 0  1 1 1 0 0 0 x2 and x3 are free variable and from rst row, x1 = −x2 − x3 . −1 −1         x1 −x2 − x3  x2  =  x2  = x2  1  + x3  0  . x3 x3 0 1
  • 98. Example 12, section 5.3 For λ = 5, 4 2 2 2 0 0 2 2 2       A − 2I =  2 4 2 − 0 2 0  =  2 2 2  2 2 4 0 0 2 2 2 2 Divide all rows by 2 1 1 1 1 1 1     R 2−R 1,R 3−R 1  A − 2I =  1 1 1  − −−−−−−−− − → 0 0 0  1 1 1 0 0 0 x2 and x3 are free variable and from rst row, x1 = −x2 − x3 . −1 −1         x1 −x2 − x3  x2  =  x2  = x2  1  + x3  0  . x3 x3 0 1 A linearlyindependent set of eigenvectors for λ = 2 is −1 −1     1  ,  0 . 0 1
  • 99. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4
  • 100. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1   A−8I =  −2 1 1  1 1 −2
  • 101. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1 1 −2 1     R 2+2R 1 A−8I =  −2 1 1  =⇒  0 −3 3  1 1 −2 R 3−R 1 0 3 −3
  • 102. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1 1 −2 1 1 −2 1       A−8I =  −2 1 1  R 2+2R 1  0 −3 3  R=⇒ 2  0 =⇒ 3+R −3 3 1 1 −2 R 3−R 1 0 3 −3  0 0 0
  • 103. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1 1 −2 1 1 −2 1       A−8I =  −2 1 1  R 2+2R 1  0 −3 3  R=⇒ 2  0 =⇒ 3+R −3 3 1 1 −2 R 3−R 1 0 3 −3  0 0 0 x3 is a free variable. From second row, x2 = x3 . From rst row, x1 = 2x2 − x3 = x3
  • 104. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1 1 −2 1 1 −2 1       A−8I =  −2 1 1  R 2+2R 1  0 −3 3  R=⇒ 2  0 =⇒ 3+R −3 3 1 1 −2 R 3−R 1 0 3 −3  0 0 0 x3 is a free variable. From second row, x2 = x3 . From rst row, x1 = 2x2 − x3 = x3 1       x1 x3  x2  =  x3  = x3  1  x3 x3 1
  • 105. This means A is diagonalizable. We have to nd an eigenvector for λ = 8. For λ = 8, 4 2 2 8 0 0 −4 2 2       A − 8I =  2 4 2  −  0 8 0  =  2 −4 2  2 2 4 0 0 8 2 2 −4 Divide all rows by 2 and interchange the rst 2 rows 1 −2 1 1 −2 1 1 −2 1       A−8I =  −2 1 1  R 2+2R 1  0 −3 3  R=⇒ 2  0 =⇒ 3+R −3 3 1 1 −2 R 3−R 1 0 3 −3  0 0 0 x3 is a free variable. From second row, x2 = x3 . From rst row, x1 = 2x2 − x3 = x3 1       x1 x3  x2  =  x3  = x3  1  x3 x3 1 1   An eigenvector for λ = 8 is  1 . 1
  • 106. Example 10, section 5.3 We can now write P using these 3 eigenvectors as columns. −1 −1 1   P = 1 0 1 . 0 1 1
  • 107. Example 10, section 5.3 We can now write P using these 3 eigenvectors as columns. −1 −1 1   P = 1 0 1 . 0 1 1 D would be the eigenvalues written as diagonal entries, in the same order 2 0 0   D = 0 2 0 . 0 0 8
  • 108. Example 10, section 5.3 We can now write P using these 3 eigenvectors as columns. −1 −1 1   P = 1 0 1 . 0 1 1 D would be the eigenvalues written as diagonal entries, in the same order 2 0 0   D = 0 2 0 . 0 0 8 Find the products AP and PD (you must nd these clearly). 4 2 2 −1 −1 1 −2 −2 8      AP =  2 4 2  1 0 1  =  2 0 8  2 2 4 0 1 1 0 2 8
  • 109. Example 10, section 5.3 We can now write P using these 3 eigenvectors as columns. −1 −1 1   P = 1 0 1 . 0 1 1 D would be the eigenvalues written as diagonal entries, in the same order 2 0 0   D = 0 2 0 . 0 0 8 Find the products AP and PD (you must nd these clearly). 4 2 2 −1 −1 1 −2 −2 8      AP =  2 4 2  1 0 1  =  2 0 8  2 2 4 0 1 1 0 2 8 −1 −1 1 2 0 0 −2 −2 8      PD = 1 0 1  0 2 0 = 2 0 8  0 1 1 0 0 8 0 2 8