HIT121 Engineering Maths 2

K. Mutangi

03 March 2016

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Diagonalisation of matrices
We wish to diagonalise an n n matrix A so that it reects the
simple properties of a diagonal matrix. Let D denote a general
n n diagonal matrix, then

0 0

1
0 2 0
D=



0 0 0 n
and the eigenvalues of D are 1 , 2 , . . . , n

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Diagonalisation of matrices
Their corresponding eigenvectors are as follows:

0

1 0 0

0
0 1 0

0

0 0 0

X1 = , X2 = , , Xn1 = , Xn =






1

0 0 1
0

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra
Diagonalisation of matrices
m
0 0

1
0 m 0
Note that D m =
2 and



0 0 0 m
n
1 1 1

D 1 = diag , ,...,
1 2 n
Theorem
Diagonalisation of an n n matrix: Let the n n matrix A have n
eigenvalues 1 , 2 , . . . , n , not all of which need to be distinct and
let there be n corresponding distinct eigenvectors X1 , X2 , . . . , Xn so
that
AXi = i Xi , i = 1, 2, . . . , n
Dene the matrix P = [X1 X2 Xn ], then P 1 AP = D. Note
that P is composed of eigenvectors of A.
K. Mutangi HIT121 Engineering Maths 2
Linear Algebra

Remarks about diagonalisation

(i) An n n matrix can be diagonalised provided it possesses n

linearly independent eigenvectors.
(ii) A symmetric matrix can always be diagonalised.
(iii) The diagonalising matrix for a real n n matrix may contain
complex elements.
(iv) A diagonalising matrix is not unique because its form depends
on the order in which the eigenvectors of A are used to form
columns.

Note that since D = P 1 AP , by simple matrix manipulation,

it follows that A = PDP 1

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Multiples of A can easily be calculated from the previous

relationaship as follows:

A2 = (PDP 1 )(PDP 1 ) = PDP 1 PDP 1 = PD 2 P 1

A3 = PD 2 P 1 PDP 1 = PD 3 P 1
.. ..
. .
Am = PD m P 1

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra
Example
2 1 1

Diagonalise the matrix A = 3 2 3 and use the result to

3 1 2
nd A 5

Solution
It has already been shown that the eigenvalues are
1 = 2, 2 = 1, 3 = 1 and the corresponding eigenvectors are:
1 1 0

X1 = 1 , X2 = 0 , and X3 = 1
1 1 1
Hence the diagonalising
matrix Pis given by
1 1 0
P = [X1 X2 X3 ] = 1 0 1
1 1 1
K. Mutangi HIT121 Engineering Maths 2
Linear Algebra

1 1 1 2 0 0

P 1 = 0 1 1 and D = P 1 AP = 0 1 0
1 0 1 0 0 1

1 1 0 25 0 0 1 1 1

PD 5 P 1 = 1 0 1 0 15 0 0 1 1
1 1 1 0 0 (1)5 1 0 1
32 31 31

= 33 32 33 = A5
33 31 32

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Theorem
An n n matrix A is diagonalisable if all the roots of Pn () are real
and distinct.

Fact
Note that if the roots of Pn () are all real, then A can be
diagonalised if and only if for each eigenvalue of multiplicity k,
we can nd k linearly independent eigenvectors.

Example
0 0 1

Let A = 0 1 2 . Show that A cannot be diagonalised.

0 0 1

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Solution

0 1
 
 
|A I | =  0 1 2
 
 
0 0 1 


 1 2   0 1
   
+ 1 

= 
0 1 0 0
 
 
= [(1 )2 ] = (1 )2 = 0

Eigenvalues are 1 = 0, 2 = 3 = 1. Its clear that 2 = 1

has multiplicity 2 and A is diagonalisable if we can nd two
linearly independent eigenvectors corresponding to 2 = 1.

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Case 2 = 1
1 0 1 x1 0

0 0 2 x2 = 0
0 0 0 x3 0
which gives the following equations:
x1 + x3 = 0, x3 = 0 and x1 = 0. x2 is a free variable in this case
leaving us with the following eigenvector:
0 0 0

X2 = k2 = k2 1 = 1 , if we let k2 = 1
0 0 0

We cannot nd another linearly independent vector for 2 = 1.

Hence A cannot be diagonalised.

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Diagonalisation of symmetric matrices:

Theorem
All the roots of the characteristic polynomial of a real symmetric
matrix are real numbers.

If A is a symmetric n n matrix and all the eigenvalues of A

are distinct, then A is diagonalisable.
Theorem
If A is a symmetric n n matrix, then eigenvectors that belong to
distinct eigenvalues of A are orthogonal.

Denition
A square matrix A is called orthogonal if A1 = AT OR if
AT A = I n .
K. Mutangi HIT121 Engineering Maths 2
Linear Algebra

Theorem
If A is a symmetric n n matrix, then there exists an orthogonal
matrix P such that P 1 AP = P T AP = D, a diagonal matrix. The
eigenvalues of A lie on the main diagonal of D.

Example
1 2 1

Show that the eigenvectors of A = 2 1 1 are orthogonal.

1 1 2
Soultion P () = 3 42 + 4 = 0 which gives
1 = 1, 2 = 1, 3 = 4 and the corresponding eigenvectors are:
u = (1, 1, 0), v = (1, 1, 2), w = (1, 1, 1). To show
orthogonality, nd their dot products: u v = u w = v w = 0.

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Application of eigenvalues and eigenvectors

Eigenvalues can be used in solving systems of dierential
equations.

Example
Solve the following system of linear equations
dx1
x 1 = = 4x1 + 2x2
dt
x 2 = x1 + x2 (1)
with initial conditions x1 (0) = 1 and x2 (0) = 0

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Solution
Express (1) in matrix form as X = AX , implying that we can
express it as follows:
x 1 4 2 x1 4 2
      
= , A=
x 2 1 1 x2 1 1

In order to nd the diagonalising matrix P , we nd the eigenvalues

and eigenvectors of A.

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Solution

 4 2
 
|A I |  = (4 )(1 ) + 2

=  1 1


2 5 + 6 = 0
( 2)( 3) = 0

giving eigenvalues 1 = 2 and 2 = 3.

Case:1 = 2
2 2 x1 0
    
= . Which gives the following
1 1 x2 0
equations: x1 + x2 = 0 and x1 x2 = 0suggesting
 that
1
x1 = x2 , hence the eigenvector is X1 = .
1

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Case: 2 = 3
1 2 x1 0
    
= , x1 + 2x2 = 0, x1 2x2 =
1 2 x2 0
2
 
0.Thus x1 = 2 and x2 = 1, hence X2 = . Thus the
1 
1 2 2 0
  
diagonalising vector P = with D = .
1 1 0 3
But A = PDP 1 and X = AX = PDP 1 . We premultiply by P 1
to obtain
P 1 X = DP 1 X (2)

K. Mutangi HIT121 Engineering Maths 2

Linear Algebra

Let y = P 1 X , implies that (2) becomes

y = Dy (3)
C1 e 2t
 
Solving, we get y (t ) = . We then do a
C2 e 3t
back-transformation to obtain the following:
1 2 C1 e 2t C1 e 2t 2C2 e 3t
    
X = Py =
C2 e 3t C1 e 2t + C2 e 3t
=
1 1
Hence x1 (t ) = C1 e 2t 2C2 e 3t
x2 (t ) = C1 e 2t + C2 e 3t

Using the initial conditions: x1 (0) = C1 2C2 = 1 and

x2 (0) = C1 + C2 = 0 giving C1 = 1 and C2 = 1 hence we have
the following solution: x1 (t ) = 2e 3t e 2t and x2 (t ) = e 2t e 3t
K. Mutangi HIT121 Engineering Maths 2