MATH 2220 LINEAR ALGEBRA FOR

ENGINEERING
Diagonalization

Section 5. 2

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Definition
If A and B are square matrices, then we say that B is similar to A if
there is an invertible matrix P such that B = P −1 AP.
Note that if B is similar to A, then it is also true that A is similar to B
since we can express A as A = Q −1 BQ by taking Q = P −1 . This being
the case, we will usually say that A and B are similar matrices if either
is similar to the other.
Definition
A square matrix A is said to be diagonalizable if it is similar to some
diagonal matrix; that is, if there exists an invertible matrix P such that
P −1 AP is diagonal. In this case the matrix P is said to diagonalize A.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Theorem
If A is an n × n matrix, the following statements are equivalent.
(a) A is diagonalizable.
(b) A has n linearly independent eigenvectors.

Theorem
(a) If λ1 , λ2 , . . . , λk are distinct eigenvalues of a matrix A, and if
v1 , v2 , . . . , vk are corresponding eigenvectors, then {v1 , v2 , . . . , vk } is a
linearly independent set.
(b) An n × n matrix with n distinct eigenvalues is diagonalizable.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Example
Find a matrix P that diagonalizes
 
0 0 −2
A= 1 2 1 
1 0 3

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
the characteristic equation of A is

(λ − 1)(λ − 2)2 = 0

and we found the following bases for the eigenspaces:

     
−1 0 −2
λ = 2 : p1 =  0  , p2 =  1  ; λ = 1 : p3 =  1 
1 0 1

There are three basis vectors in total, so the matrix

 
−1 0 −2
P= 0 1 1 
1 0 1

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
As a check, you should verify that
    
1 0 2 0 0 −2 −1 0 −2 2 0 0
P −1 AP =  1 1 1  1 2 1  0 1 1 = 0 2 0
−1 0 −1 1 0 3 1 0 1 0 0 1

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Example
Show that the following matrix is not diagonalizable:
 
1 0 0
A= 1 2 0 
−3 5 2

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
The characteristic polynomial of A is

λ−1 0 0
det(λI − A) = −1 λ − 2 0 = (λ − 1)(λ − 2)2
3 −5 λ − 2

so the characteristic equation is

(λ − 1)(λ − 2)2 = 0

and the distinct eigenvalues of A are λ = 1 and λ = 2. We leave it for

you to show that bases for the eigenspaces are
 1   
8 0
λ = 1 : p1 =  − 18  ; λ = 2 : p2 =  0 
1 1

Since A is a 3 × 3 matrix and there are only two basis vectors in total,
A is not diagonalizable
MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz
Example
The eigenvalues of a triangular matrix are the entries on its main
diagonal. Thus, a triangular matrix with distinct entries on the main
diagonal is diagonalizable. For example,
 
−1 2 4 0
 0 3 1 7 
A=  0 0 5

8 
0 0 0 −2

is a diagonalizable matrix with eigenvalues

λ1 = −1, λ2 = 3, λ3 = 5, λ4 = −2.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Theorem
If k is a positive integer, λ is an eigenvalue of a matrix A, and x is a
corresponding eigenvector, then λk is an eigenvalue of Ak and x is a
corresponding eigenvector.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Example
We found the eigenvalues and corresponding eigenvectors of the
matrix  
1 0 0
A= 1 2 0 
−3 5 2
Do the same for A7

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
We know that the eigenvalues of A are λ = 1 and λ = 2, so the
eigenvalues of A7 are λ = 17 = 1 and λ = 27 = 128. The eigenvectors
p1 and p2 obtained corresponding to the eigenvalues λ = 1 and λ = 2
of A are also the eigenvectors corresponding to the eigenvalues λ = 1
and λ = 128 of A7 .

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Computing Powers of a Matrix
The problem of computing powers of a matrix is greatly simplified
when the matrix is diagonalizable. To see why this is so, suppose that
A is a diagonalizable n × n matrix, that P diagonalizes A, and that
 
λ1 0 · · · 0
 0 λ2 · · · 0 
P −1 AP =  . ..  = D
 
. ..
 . . . 
0 0 · · · λn

Squaring both sides of this equation yields

 2 
λ1 0 · · · 0
 2  0 λ 2 · · · 0 
2
P −1 AP =  .  = D2
 
.. ..
 .. . . 
0 0 · · · λ2n

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Computing Powers of a Matrix

We can rewrite the left side of this equation as

 2
P −1 AP = P −1 APP −1 AP = P −1 AIAP = P −1 A2 P

from which we obtain the relationship P −1 A2 P = D 2 . More generally, if

k is a positive integer, then a similar computation will show that
 k 
λ1 0 · · · 0
 0 λk · · · 0 
−1 k k 2
P A P=D = .
 
. .. .. 
 . . . 
0 0 · · · λkn

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Computing Powers of a Matrix

which we can rewrite as

λk1 0 · · · 0
 
 0 λk2 · · · 0 
Ak = PD k P −1 = P 
 −1
P

.. .. ..
 . . . 
0 0 · · · λkn

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Example
To find A13 , where  
0 0 −2
A= 1 2 1 
1 0 3

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
We showed in previous Example that the matrix A is diagonalized by
 
−1 0 −2
P= 0 1 1 
1 0 1

and that  
2 0 0
D = P −1 AP =  0 2 0 
0 0 1

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Solution
Thus,
   13  
−1 0 −2 2 0 0 1 0 2
A13 = PD 13 P −1 = 0 1 1  0 213 0   1 1 1 
1 0 1 0 0 1 13 −1 0 −1
 
−8190 0 −16382
=  8191 8192 8191 
8191 0 16383

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

There is some terminology that is related to these ideas. If λ0
is an eigenvalue of an n × n matrix A, then the dimension of the
eigenspace corresponding to λ0 is called the geometric multiplic-
ity of λ0 , and the number of times that λ − λ0 appears as a factor
in the characteristic polynomial of A is called the algebraic multi-
plicity of λ0 . The following theorem, which we state without proof,
summarizes the preceding discussion.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz

Theorem
If A is a square matrix, then:
(a) For every eigenvalue of A, the geometric multiplicity is less than or
equal to the algebraic multiplicity.
(b) A is diagonalizable if and only if the geometric multiplicity of every
eigenvalue is equal to the algebraic multiplicity.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Diagonaliz