Beruflich Dokumente
Kultur Dokumente
K. Mutangi
03 March 2016
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
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
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
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
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
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
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
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
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
Solution
4 2
|A I | = (4 )(1 ) + 2
= 1 1
2 5 + 6 = 0
( 2)( 3) = 0
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)