Eigenvalue and Eigenvector

Diagonalization

Diagonalization of Matrix

Mongi BLEL

King Saud University

February 12, 2021

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Table of contents

1 Eigenvalue and Eigenvector

2 Diagonalization

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Eigenvalue and Eigenvector

Definition
If A ∈ Mn (R) and λ ∈ R.
λ is called an eigenvalue of the matrix A if there is X ∈ Rn \ {0}
such that
AX = λX .
The corresponding nonzero X are called eigenvectors of the matrix
A.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

   
1 1 1
If A is the matrix A = , then the vector X = is an
−3 5 1
eigenvector for A because AX = 2X . The corresponding eigenvalue
is λ = 2.
Remark Note that if AX = λ and c is any real number, then
A(cX ) = cAX = c(λX ) = λ(cX ). Then, if X is an eigenvector
of A, then so is cX for any nonzero number c.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

The eigenvalue equation can be rewritten as (A − λI )X = 0. The

eigenvalues of A are the values of λ for which the above equation
has nontrivial solutions. There are nontrivial solutions if and only if
det(A − λI ) = 0.
Theorem
If A ∈ Mn (R) and λ ∈ R. λ is an eigenvalue the matrix A if and
only if det(A − λI ) = 0.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Definition
If A ∈ Mn (R), the polynomial

qA (λ) = |A − λI |

is called the characteristic polynomial of the matrix A and the

equation qA (λ) = 0 is called the characteristic equation of A. The
eigenvalues of A are the roots of its characteristic polynomial.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

 
1 3
Find all of the eigenvalues and eigenvectors of A = .
2 2
1−λ 3
Compute the characteristic polynomial qA (λ) = =
2 2−λ
 
3
(λ + 1)(λ − 4). The roots of qA (λ) are −1 and 4. X1 = is an
−2
 
1
eigenvector for A with respect to the eigenvalue −1 and X2 =
1
is an eigenvector for A with respect to the eigenvalue 4.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example
Find 
the eigenvalues 
of the following
 matrix
  
1 −1 0 5 4 2 −1 4 −2
A = −1 2 −1, A = 4 5 2, A = −3 4 0 .
0 −1 1 2 2 2 −3 1 3

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Definition
If A is a matrix with characteristic polynomial p(),
If A is a matrix with characteristic polynomial qA (λ), the
multiplicity of a root λ of qA is called the algebraic multiplicity of
the eigenvalue λ.
 
1 0 0
Example Let A = −1 1 −1. The characteristic function of
1 0 2
the matrix A is

λ−1 0 0
qA (λ) = 1 λ−1 1 = (λ − 1)2 (2 − λ).
−1 0 λ−2
The eigenvalue λ = 1 has algebraic multiplicity 2, while λ = 2 has
algebraic multiplicity 1.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Definition
Let A ∈ Mn (R) and λ an eigenvalue of the matrix A. The set

Eλ = {X ∈ Rn ; AX = λX }
is called the eigenspace of A associated to the eigenvalue λ.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Remark
If λ is an eigenvalue of the matrix A ∈ Mn (R), then
Eλ = {X ∈ Rn ; AX = λX } is vector sub-space of Rn . Its
dimension is called the the geometric multiplicity of λ.

The geometric multiplicity of λ is the number of linearly independent

eigenvectors corresponding to λ.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Theorem
The geometric multiplicity of an eigenvalue is less than or equal to
its algebraic multiplicity.

Definition
A matrix that has an eigenvalue whose geometric multiplicity is
less than its algebraic multiplicity is called defective.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Theorem
If A ∈ Mn (R) and X1 , . . . , Xm are eigenvectors for different
eigenvalues λ1 , . . . , λm , then X1 , . . . , Xm are linearly independent.

Proof
The proof is by induction. The result is true for m = 1.
Assume the result true for m and let X1 , . . . , Xm+1 be eigenvectors
for different eigenvalues λ1 , . . . , λm+1 .

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

If a1 X1 + . . . am Xm + am+1 Xm+1 = 0, then

a1 λ1 X1 + . . . am λm Xm + am+1 λm+1 Xm+1 = 0. Also we have
a1 λm+1 X1 + . . . am λm+1 Xm + am+1 λm+1 Xm+1 = 0. Then
a1 (λ1 − λm+1 )X1 + . . . + am (λm − λm+1 )Xm = 0. Since
(λj − λm+1 ) 6= 0 for all j = 1, . . . m, then a1 = . . . = am = 0 and
so am+1 = 0.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Definition
A matrix A ∈ Mn (R) is called diagonalizable if there exists an
invertible matrix P ∈ Mn (R) such that the matrix P −1 AP is
diagonal .

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Remark
If X1 , . . . , Xn are the columns of the matrix P, then the columns of
the matrix AP are: AX1 , . . . , AXn .
Moreover if  
λ1 0 . . . . . . 0

 0 λ2 0 . . . .. 
 . 
D =  ... ..
. ..
. .. 

0 .
 .. ..
 
.
. . . . ..

. 0
0 ... ... 0 λn
then the columns of the matrix PD are: λ1 X1 , . . . , λn Xn .
Then P −1 AP = D ⇐⇒ PD = AP and the columns of the matrix
P form a basis of Rn of eigenvectors of the matrix A.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Theorem
A matrix A ∈ Mn (R) is diagonalizable if and only if it has n
eigenvectors linearly independent. These vectors form a basis of
the vector space Rn .

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Examples
Prove that the following matrices are diagonalizable and find an
invertible matrix P ∈ Mn (R) such that the matrix P −1 AP is
diagonal 15
 and find A .    
1 −1 0 5 4 2 −1 4 −2
A = −1 2 −1, A = 4 5 2, A = −3 4 0 .
0 −1 1 2 2 2 −3 1 3

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Theorem
If A ∈ Mn (R) and the characteristic function

qA (λ) = C (λ − λ1 )m1 . . . (λ − λp )mp

then A is diagonalizable if and only if the algebraic and geometric

multiplicities are equal.

Remark
For example, if a matrix A ∈ Mn (R) and has n different
eigenvalues, then A is diagonalizable.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

 
5 4
Consider the matrix A = . The characteristic polynomial
−4 −3
of the matrix A is
5−λ 4
qA (λ) = = (1 − λ)2 .
−4 −3 − λ

Then the matrix is not diagonalizable.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

 
−10 −6
Consider the matrix A = . The characteristic polyno-
18 11
mial of the matrix A is

−10 − λ −6
qA (λ) = = (λ − 2)(1 + λ).
18 11 − λ
Then the matrix is diagonalizable.
E−1 = h(−2, 3)i and E2 = h(1,
 −2)i.
−1 0
The diagonal matrix is D =
0 2
 
−2 1
and the matrix P is P = .
3 −2

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example


5 0 4
Consider the matrix A =  2 1 5 . The characteristic poly-
−4 0 −3
nomial of the matrix A is
5−λ 0 4
qA (λ) = 2 1−λ 5 = (1 − λ)3 .
−4 0 −3 − λ

Then the matrix is not diagonalizable.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

1 0 0
Consider the matrix A = −1 1 −1. The characteristic poly-
1 0 2
nomial of the matrix A is
1−λ 0 0
qA (λ) = −1 1 − λ −1 = (1 − λ)2 (2 − λ).
1 0 2−λ
E1 = h(0, 1, 0), (1, 0, −1)i and E2 = h(0, 1, −1)i.
Then the matrix is diagonalizable.
 
1 0 0
the diagonal matrix is D = 0 1 0
0 0 2
 
0 1 0
and P = 1 0 1 .
0 −1 −1
Mongi BLEL Diagonalization of Matrix
 Eigenvalue and Eigenvector
Diagonalization

Example
 
5 −3 0 9
0 3 1 −2
Consider the matrix A = 0
.
0 2 0
0 0 0 2
The characteristic polynomial of the matrix A is

5 − λ −3 0 9
0 3−λ 1 −2
qA (λ) = = (5 − λ)(3 − λ)(2 − λ)2 .
0 0 2−λ 0
0 0 0 2−λ

The matrix is diagonalizable if and only if the dimension of the vector

space E2 is 2.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

E2 = h(1, 1, −1, 0), (−1, 2, 0, 1)i.

Then the matrix A is diagonalizable.
E5 = h(1, 0, 0, 0)i and E3 = h(3,
 2, 0, 0)i. 
5 0 0 0
0 3 0 0
The diagonal matrix is D =  0 0 2 0


0 0 0 2
 
1 3 1 −1
0 2 1 2
and P = 0 0 −1 0 .


0 0 0 1

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

 
2 2 −1
Consider the matrix A =  1 3 −1.
−1 −2 2
The characteristic polynomial of the matrix A is

2−λ 2 −1
qA (λ) = 1 3 − λ −1 = −(λ − 1)2 (λ − 5).
−1 −2 2 − λ

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

E1 = h(1, 0, 1), (−2, 1, 0)i, E5 = h(1, 1, −1)i.

Then the matrix A is diagonalizable.
   
1 0 0 1 −2 1
The diagonal matrix is D = 0 1 0 and P = 0 1 1
0 0 5 1 0 −1

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

 
7 4 16
Consider the matrix A =  2 5 8 .
−2 −2 −5
The characteristic polynomial of the matrix A is

7−λ 4 16
qA (λ) = 2 5−λ 8 = −(λ − 3)2 (λ − 1).
−2 −2 −5 − λ
E3 = h(1, −1, 0), (4, 0, −1)i, E1 = h(2, 1, −1)i.
Then the matrix A is diagonalizable.

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization


1 0 0
The diagonal matrix is D = 0 3 0 and the matrix P is P =
0 0 3
 
2 1 4
 1 −1 0 
−1 0 −1

Mongi BLEL Diagonalization of Matrix

 Eigenvalue and Eigenvector
Diagonalization

Example

2 −1 0 12
 
0 1 0 12 
Consider the matrix A = −1 1 1 −1. The characteristic


1 −1 1 3
polynomial of the matrix A is
1
2 − λ −1 0 2
1
0 1−λ 0
qA (λ) = 2 = (1 − λ)(2 − λ)3 .
−1 1 1 − λ −1
1 −1 1 3−λ

The matrix is diagonalizable if and only if the dimension the vector

space E2 is 3.
E2 = h(−1, 1, 0, 2), (−1, 0, 1, 0)i. Then the matrix is not diagonal-
izable.

Mongi BLEL Diagonalization of Matrix