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Matrix Diagonalization Overview

Diagonalization is the process of transforming a matrix A into a similar diagonal matrix P-1AP by changing bases to the eigenvectors of A. For a matrix to be diagonalizable, its eigenvectors must be linearly independent. If the eigenvectors are linearly independent, they form a basis that allows the matrix to be transformed into a diagonal form with the eigenvalues along the main diagonal. If the eigenvectors are not linearly independent, the matrix cannot be diagonalized and is instead similar to an upper triangular Jordan normal form containing the eigenvalues.

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122 views5 pages

Matrix Diagonalization Overview

Diagonalization is the process of transforming a matrix A into a similar diagonal matrix P-1AP by changing bases to the eigenvectors of A. For a matrix to be diagonalizable, its eigenvectors must be linearly independent. If the eigenvectors are linearly independent, they form a basis that allows the matrix to be transformed into a diagonal form with the eigenvalues along the main diagonal. If the eigenvectors are not linearly independent, the matrix cannot be diagonalized and is instead similar to an upper triangular Jordan normal form containing the eigenvalues.

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engelsruiz
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© Attribution Non-Commercial (BY-NC)
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Diagonalization

Diagonalization is the process of transforming matrix A to a similar matrix P-1 AP which has only non-zero elements along its main diagonal. We assume that the roots of the characteristic equation of matrix A are real for all eigenvalues and that the geometric multiplicity equals the algebraic multiplicity. Then the matrix A can be transformed to a diagonal form. Above, it was shown that the eigenvectors of A form a basis. Say that matrix P is a matrix with columns consisting of these n independent eigenvectors of A, i.e.

Since all vectors vi are linearly independent, P is non-singular and

Hence A is diagonalisable. On the other hand if A is diagonalisable then it has linearly independent eigenvectors. Indeed, D clearly has n independent eigenvectors, the basis vectors e1, e2, ..., en. Previously we have shown this implies that P-1 ej is an eigenvector of A. Since P is invertible all the vectors P -1 ej are linearly independent. Note that if all eigenvalues are different then the eigenvectors are linearly independent. Hence in this case it is easy to see that the matrix is diagonal. Here is an example of a diagonlisable matrix.

Here is an example of a non-diagonlisable matrix.

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Generalized eigenvectors

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The Jordan Normal Form


When looking at diagonalization of matrices we looked for a basis made up of eigenvectors. But we were faced with the case that such basis does not always exist. In such cases we seek to find a general basis, which consists of eigenvectors and generalised eigenvectors. Then we can show that the matrix is similar to so-called Jordan normal form of a matrix

The Jordan normal form is an upper triangular matrix consisting of repeated (grouped) eigenvalues on the main diagonal. The n entries on the main diagonal of the Jordan normal form matrix J, equal the n eigenvalues (which are repeated according to their algebraic multiplicity. The elements in the superdiagonal (the diagonal one row above and parallel to the main diagonal) of J equal either a 0 or 1. The number of zeros is one less than the number of linearly independent eigenvectors of A. The Jordan normal form is important when the geometric multiplicity is less than the algebraic multiplicity as there are not enough eigenvectors in the basis. First we will look at the case of a 3x3 matrix, which has only one eigenvalue hence the algebraic multiplicity is 3. If the geometric multiplicity is 1

For a more general case the matrix will look like

Have a look at a detailed example of the Jordan Normal Form.

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