5.

3 Diagonalization

Math 2331 – Linear Algebra

5.3 Diagonalization

Jiwen He

Department of Mathematics, University of Houston

[email protected]
math.uh.edu/⇠jiwenhe/math2331

Jiwen He, University of Houston Math 2331, Linear Algebra 1 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

5.3 Diagonalization

Diagonalization

Matrix Powers: Example

Diagonalizable

Diagonalization Theorem

Diagonalization: Examples

Jiwen He, University of Houston Math 2331, Linear Algebra 2 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization

The goal here is to develop a useful factorization A = PDP 1 ,

when A is n ⇥ n. We can use this to compute Ak quickly for large
k.

The matrix D is a diagonal matrix (i.e. entries o↵ the main

diagonal are all zeros).

Powers of Diagonal Matrix

D k is trivial to compute as the following example illustrates.

Example

5 0
Let D = . Compute D 2 and D 3 . In general, what is D k ,
0 4
where k is a positive integer?

Jiwen He, University of Houston Math 2331, Linear Algebra 3 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization (cont.)

Solution:
  
5 0 5 0 25 0
D2 = =
0 4 0 4 0 lb

  
52 0 5 0 0
D3 = D 2D = =
0 42 0 4 0

and in general,

5k 0
Dk =
0 4k

Jiwen He, University of Houston Math 2331, Linear Algebra 4 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Matrix Powers: Example

Example

6 1
Let A = . Find a formula for Ak given that
2 3
 
1 1 5 0
A = PDP 1 where P = ,D= and P 1 =
1 2 0 4

2 1
.
1 1

Solution:
A2 = PDP 1 PDP 1 = PD P 1P DP 1 = PDDP 1

= PD 2 P 1

Again
A3 = A2 A = PD 2 P 1 PDP 1 = PD 2 P 1P DP 1

= PD 3 P 1

Jiwen He, University of Houston Math 2331, Linear Algebra 5 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Matrix Powers: Example (cont.)

In general,
  
1 1 5k 0 2 1
Ak = PD k P 1 =
1 2 0 4k 1 1


2 · 5k 4k 5k + 4k
= .
2 · 5k 2 · 4k 5k + 2 · 4k

Diagonalizable
A square matrix A is said to be diagonalizable if A is similar to a
diagonal matrix, i.e. if A = PDP 1 where P is invertible and D is
a diagonal matrix.

Jiwen He, University of Houston Math 2331, Linear Algebra 6 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalizable

When is A diagonalizable? (The answer lies in examining the

eigenvalues and eigenvectors of A.)

Note that
     
6 1 1 1 6 1 1 1
=5 , =4
2 3 1 1 2 3 2 2

Altogether
    
6 1 1 1 5 4 1 1 0
= =
2 3 1 2 5 8 1 2 0

Equivalently,
    1
6 1 1 1 5 0 1 1
=
2 3 1 2 0 4 1 2

Jiwen He, University of Houston Math 2331, Linear Algebra 7 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalizable (cont.)
In general, eigenvector
⇥ p ⇤
A v1 v2 · · · vn =
2 3
1 0 ··· 0
⇥ ⇤6
6 0 2 ··· 0 7
7
v1 v2 · · · vn 6 .. .. .. 7
4 . . . 5
Ñ
n
0 0 ··· n
⇥ ⇤ eigenvalue
and if v1 v2 · · · vn is invertible, A equals
2 →
3 AzPD
1 0 ··· 0
⇥ ⇤6
6 0 2 ··· 0 77⇥ ⇤ 1
A 2
v1 v2 · · · vn 6 .. .. . . 7 v1 v2 · · · vn
4 . . . 5
Ip 0 0 ··· n
TF
#
Jiwen He, University of Houston Math 2331, Linear Algebra 8 / 18
 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization Theorem

Theorem (Diagonalization)
An n ⇥ n matrix A is diagonalizable if and only if A has n
linearly independent eigenvectors.

In fact, A = PDP 1 , with D a diagonal matrix, if and only if

the columns of P are n linearly independent eigenvectors of A.
In this case, the diagonal entries of D are eigenvalues of A
that correspond, respectively, to the eigenvectors in P.

Jiwen He, University of Houston Math 2331, Linear Algebra 9 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example
Example
Diagonalize the following matrix, if possible.
2 3
2 0 0
A= 4 1 2 1 5
1 0 1

Step 1. Find the eigenvalues of A.

2 3
2 0 0
det (A I ) = det 4 1 2 1 5
1 0 1

= (2 )2 (1 ) = 0.

Eigenvalues of A: = 1 and = 2.
Jiwen He, University of Houston Math 2331, Linear Algebra 10 / 18
 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example (cont.)

Step 2. Find three linearly independent eigenvectors of A.

By solving
(A I ) x = 0,
for each value of , we obtain the following:
basis WH 2 3 da adopts
cannon a @ un n
→
g. 0
Wynonna
Basis for = 1: v1 = 4 1 5
1
2
3 2 3
0 1
Basis for = 2: v2 = 4 1 5 , v3 = 4 0 5
0 1

Jiwen He, University of Houston Math 2331, Linear Algebra 11 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example (cont.)

Step 3: Construct P from the vectors in step 2.

2 3
0 0 1
P=4 1 1 0 5
1 0 1

Step 4: Construct D from the corresponding eigenvalues.

eigenvector column
2 3 ardors stentor
0 j
1 0
urn
D=4 0 2 0 5
0 0 2

Jiwen He, University of Houston Math 2331, Linear Algebra 12 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example (cont.)

check Ewood 5 riot

Misiones
Step 5: Check your work by verifying that AP = PD
2 32 3 2 3
2 0 0 0 0 1 0 0 2
AP = 4 1 2 1 5 4 1 1 0 5=4 1 2 0 5
1 0 1 1 0 1 1 0 2

2 32 3 2 3
0 0 1 1 0 0 0 0 2
PD = 4 1 1 0 54 0 2 0 5 = 4 1 2 0 5
1 0 1 0 0 2 1 0 2

Jiwen He, University of Houston Math 2331, Linear Algebra 13 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example
Example
Diagonalize the following matrix, if possible.
2 3
2 4 6
A= 04 2 2 5.
0 0 4

Since this matrix is triangular, the eigenvalues are 1 = 2 and

2 = 4. By solving (A I ) x = 0 for each eigenvalue, we would
find the following:
2 3 2 3
1 5
1 =2: 4
v1 = 0 , 5 2 =4: v2 = 1 5
4
0 1
Every eigenvector of A is a multiple of v1 or v2 which means there
are not three linearly independent eigenvectors of A and by
Theorem 5, A is not diagonalizable.
Jiwen He, University of Houston Math 2331, Linear Algebra 14 / 18
 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example
Example
3 2
2 0 0
Why is A = 4 2 6 0 5 diagonalizable?
3 2 1

Solution:
aaron eigenvalue riata sorts

Since A has three eigenvalues: owoaormwnohsoho.tw sofa

2 6 I
1 = , 2 = , 3 =
and since eigenvectors corresponding to distinct eigenvalues are
linearly independent, A has three linearly independent eigenvectors
and it is therefore diagonalizable.
Theorem (6)
An n ⇥ n matrix with n distinct eigenvalues is diagonalizable.
Jiwen He, University of Houston Math 2331, Linear Algebra 15 / 18
 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example

Example
Diagonalize the following matrix, if possible.
2 3
2 0 0 0
6 0 2 0 0 7
A=6 4 24
7
12 2 0 5
0 0 0 2

Solution: Eigenvalues: 2 and 2 (each with multiplicity 2).

Solving (A I ) x = 0 yields the following eigenspace basis sets.
32 2 3
1 0
6 0 7 6 1 7
Basis for = 2: v1 = 6 7
4 6 5 v2 = 6 7
4 3 5
0 0

Jiwen He, University of Houston Math 2331, Linear Algebra 16 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Example (cont.)

23 2 3
0 0
6 0 7 6 0 7
Basis for =2: v3 = 6 7
4 1 5 v4 = 6 7
4 0 5
0 1

{v1 , v2 , v3 , v4 } is linearly independent

) P = [v1 v2 v3 v4 ] is invertible

) A = PDP 1, where
2 3 2 3
1 0 0 0 2 0 0 0
6 0 1 0 0 7 6 0 2 0 0 7
P=6 4 6
7 and D=6 7.
3 1 0 5 4 0 0 2 0 5
0 0 0 1 0 0 0 2

Jiwen He, University of Houston Math 2331, Linear Algebra 17 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Theorem

Theorem (7)
Let A be an n ⇥ n matrix whose distinct eigenvalues are

✗
1, . . . , p .

a. For 1  k  p, the dimension of the eigenspace for k is less

than or equal to the multiplicity of the eigenvalue k .

b. The matrix A is diagonalizable if and only if the sum of the

dimensions of the distinct eigenspaces equals n, and this
happens if and only if the dimension of the eigenspace for
each k equals the multiplicity of k .

c. If A is diagonalizable and k is a basis for the eigenspace

corresponding to k for each k, then the total collection of
vectors in the sets 1 , . . . , p forms an eigenvector basis for
Rn .

Jiwen He, University of Houston Math 2331, Linear Algebra 18 / 18

 5.3 Diagonalization Diagonalization Theorem Examples

Diagonalization: Theorem

Theorem (7)
Let A be an n ⇥ n matrix whose distinct eigenvalues are
1, . . . , p .

✗
a. For 1  k  p, the dimension of the eigenspace for k is less
than or equal to the multiplicity of the eigenvalue k .

b. The matrix A is diagonalizable if and only if the sum of the

dimensions of the distinct eigenspaces equals n, and this
happens if and only if the dimension of the eigenspace for
each k equals the multiplicity of k .

c. If A is diagonalizable and k is a basis for the eigenspace

corresponding to k for each k, then the total collection of
vectors in the sets 1 , . . . , p forms an eigenvector basis for
Rn .

Jiwen He, University of Houston Math 2331, Linear Algebra 18 / 18

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