Diagonalization

Definition. A matrix
is said similar to a matrix
nonsingular matrix
such that

if there is a

Example 1. Let
,

] and

]. Then | |

,
[

] and

][

][

][

Thus

is similar to

Similar matrices have the following elementary properties:

1.
is similar to
2. If
is similar to

, then

is similar to

3. If

, then

is similar to

is similar to

Definition. We shall say that a matrix

diagonal matrix.

.
then

is diagonalizable if it is similar to a

Theorem 1. Similar matrices have the same eigenvalues.

Proof. Let

and

be similar.

is similar to

Then
)
(
(
(
( )
(
( )

( )

and
)

)
(

(
)
(
(

)
)

)
)

Theorem 2. An
matrix
[
linearly independent eigenvectors.
Reamark. If

(
(

] is diagonalizable if and only if it has

is a diagonalizable matrix, then

], where

Example 2. Let

].

Hence

To find all eigenvectors of

are eigenvalues of

)(

].

are eigenvalues of

associated with

we form the linear system

or

][ ]

[ ]

and
are given by [ ] ,

Hence all eigenvectors associated with

Similarly, for
(

)
(

or {

.
and
are given by [

Hence all eigenvectors associated with

and

],

any

[ ] is eigenvector associated with

nonzero number. In particular

we obtain

All solutions this system are given

Vectors

any nonzero

[ ] is eigenvector associated with

number. In particular

linearly independent, because from

.
or

we have

Thus
[

] . On the other hand, if we let

] Note that for P you can take the matrix

Indeed
[

Example 3. Let

][
]. Then

][
[

]
].

Therefore

is eigenvalues of
[

or

][ ]

[ ]

and

are vectors of the form [ ]

Eigenvectors associated with

Such vectors are linearly dependent. Since does not have two linearly
independent vectors, we conclude that is not diagonalizable.
Theorem . If the roots of the characteristic polynomial of an
distinct, then
[ ] is diagonalizable.
[

Example 4. Let

]. Then

matrix are all

] and

have the roots

The roots

are distinct. Therefore

diagonalizable and

Definition. A nonsingular matrix

is

is called an orthogonal matrix if

.
We can also say that a nonsingular matrix

is orthogonal if

Example 5. . Let

then
[

=[
[
Hence

][

is an orthogonal matrix.

Theorem . The
matrix is orthogonal if only if if the columns (rows) of
form an orthonormal set of vectors in .
Theorem . If
is a symmetric
matrix such that

matrix, then there exists an orthogonal

is a diagonal matrix.