Math. Methods in Elect.
Eng'g – ELE
Training Exercises: Diagonalization
SOLUTION
Question :
Let be a square matrix of order . Show that and have the same characteristic polynomial
and therefore the same eigenvalues.
( ) ( ) ( ( ) ) because ( )
( ) ( ) because ( ) ( )
( )
---------------------------------------------------------------------------------------------------------------------
Question :
Let and be matrices. We say that is similar to if there is an invertible
matrix such that . Show that if is similar to , then is similar to .
is similar to , then ( ) where such that is
invertible.
Therefore:
Finally, , then is similar to .
---------------------------------------------------------------------------------------------------------------------
Question :
Let ( ). For what value(s) of , if any, does has at least one repeated eigenvalue?
( ) | |
( )| | ( )( )( )
For , then is a repeated eigenvalue.
For , then is a repeated eigenvalue.
---------------------------------------------------------------------------------------------------------------------
1
Math. Methods in Elect. Eng'g – ELE
Question :
Let ( ). Find all eigenvalues of .
Eigenvalues of :
( ) | |
( )[ ( ) ] ( ) [ ( )]
( )( )
The eigenvalues of are: and (repeated eigenvalue)
The eigenvalues of are: ( ) ( ) and ( ) ( )
(repeated eigenvalue)
---------------------------------------------------------------------------------------------------------------------
Question :
Let ( ), where and are real numbers and .
a. Find all eigenvalues of .
b. For each eigenvalue of , determine the eigenspace .
c. Diagonalize the matrix .
a. Eigenvalues of :
( ) | |
( )
( ) ( )
The eigenvalues of are: and
2
Math. Methods in Elect. Eng'g – ELE
b. Eigenspace for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
General solution: ( ) ( ) ( )
Therefore: {( )}
Eigenspace for :
{( )} since is the complex conjugate of , it follows that the eigenspace is
obtained by conjugating the eigenspace .
c. | | , consequently is diagonalizable.
( )( )( )
---------------------------------------------------------------------------------------------------------------------
3
Math. Methods in Elect. Eng'g – ELE
Question :
Diagonalize the following matrices if possible.
a. ( )
Eigenvalues of :
( ) | |
[ ( )] ( )
( )( )
The eigenvalues of are , and .
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | ) ( | )
( | ) {
General solution: ( ) ( ) ( )
{( )}
4
Math. Methods in Elect. Eng'g – ELE
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
( )
( | ) {
General solution: ( ) ( ) ( )
{( )}
Since is the complex conjugate of , it follows that the eigenspace is obtained by
conjugating the eigenspace .
{( )}
| | , consequently is diagonalizable.
( )( )
( )
5
Math. Methods in Elect. Eng'g – ELE
b. ( )
Eigenvalues of :
( ) | |
( )
The eigenvalues of are and (repeated eigenvalue).
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
( | ) ( | )
( | ) {
General solution: ( ) ( ) ( )
{( )}
6
Math. Methods in Elect. Eng'g – ELE
Eigenvector for (repeated eigenvalue):
( ) ( )( ) ( )
( | ) ( | ) ( | )
General solution: ( ) ( ) ( ) ( )
{( ) ( )}
| | , consequently is diagonalizable.
( )( )
( )
---------------------------------------------------------------------------------------------------------------------
7
Math. Methods in Elect. Eng'g – ELE
Question :
Let ( ). Find .
Eigenvalues of :
( ) | |
The eigenvalues of are and
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
General solution: ( ) ( ) ( )
{( )}
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | ) {
General solution: ( ) ( ) ( )
{( )}
| | , consequently is diagonalizable.
( )( )( ) ( )
---------------------------------------------------------------------------------------------------------------------
8
Math. Methods in Elect. Eng'g – ELE
Question :
Let ( ). Show that has one positive eigenvalue and one
negative eigenvalue.
Let
Eigenvalues of :
( ) | |
( )
Consequently, is an eigenvalue of . Let and be the other two eigenvalues of .
( )( ) ( )
( )
Or because
Then . Consequently, one of the eigenvalues is positive and the other is negative.
---------------------------------------------------------------------------------------------------------------------
9
Math. Methods in Elect. Eng'g – ELE
Question :
Let ( ).
a. Find all eigenvalues of .
b. If is invertible, then find all the eigenvalues of .
a. Eigenvalues of :
( ) | |
( )( )( )
The eigenvalues of are: , and .
The eigenvalues of are: ( ) , ( ) ( ) and
( ) .
b. Since is not an eigenvalue of , then is invertible.
If is an eigenvalue of , then ⁄ is an eigenvalue of . Consequently, the eigenvalue of
are: ⁄ , ⁄ and ⁄ .
---------------------------------------------------------------------------------------------------------------------
10
Math. Methods in Elect. Eng'g – ELE
Question :
Let ( ) and ( ). For this exercise, you may use the fact
that both matrices have the same characteristic polynomial: ( ) ( ) ( )(
) .
a. Find all eigenvectors of .
b. Find all eigenvectors of .
c. Which matrix or is diagonalizable?
d. Diagonalize the matrix stated in part (c).
a. The eigenvalue of are the roots of the characteristic polynomial ( ) . Consequently,
the eigenvalues of are and (repeated eigenvalue).
( )
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
( | ) ( | ) ( | )
( | ) {
General solution: ( ) ( ) ( ) for a nonzero complex number .
11
Math. Methods in Elect. Eng'g – ELE
Eigenvector for (repeated eigenvalue):
( ) ( )( ) ( )
( | ) ( | ) ( | )
General solution: ( ) ( ) ( ) ( ) for any pair of complex numbers
and .
b. The eigenvalue of are the roots of the characteristic polynomial ( ) . Consequently,
the eigenvalues of are and (repeated eigenvalue).
( )
Eigenvector for :
( ) ( )( ) ( )
( | ) ( | ) ( | )
( | ) ( | ) {
General solution: ( ) ( ) ( ) for a nonzero complex number .
12
Math. Methods in Elect. Eng'g – ELE
Eigenvector for (repeated eigenvalue):
( ) ( )( ) ( )
( | ) ( | ) ( | )
( | ) ( | ) ( | )
General solution: ( ) ( ) ( ) for a nonzero complex number .
c. | | , consequently is diagonalizable.
For matrix , has one vector instead of two, consequently is not diagonalizable.
d. ( )( )( )
---------------------------------------------------------------------------------------------------------------------
13
Math. Methods in Elect. Eng'g – ELE
Question :
In each of the following cases, check if is invertible. If so, find an expression for as a
linear combination of positive powers of . If is not invertible, explain why not.
a. The matrix is a matrix with eigenvalues: , , and .
b. The matrix is a matrix with eigenvalues: , , and .
a. is an eigenvalue of , then is not invertible.
b. is not an eigenvalue of , then is invertible.
The characteristic polynomial of is: ( ) ( )( )( )
Cayley-Hamilton theorem: ( )
Therefore:
( )
Or is invertible, consequently
---------------------------------------------------------------------------------------------------------------------
14
