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4.3 Orthogonal Diagonalization

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39 views11 pages

4.3 Orthogonal Diagonalization

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rahimfikri5
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CHAPTER 4.

3
ORTHOGONAL DIAGONALIZATION
ORTHOGONAL DIAGONALIZATION PROBLEM

First, need to investigate the orthogonal matrix P


DEFINITION OF ORTHOGONAL MATRIX
ORTHOGONAL MATRIX- example

Therefore, to determine whether a matrix P is orthogonal


or not, calculate PTP, if it is the identity matrix I, then P is
an orthogonal matrix.
MATRICES THAT CAN BE ORTHOGONALLY DIAGONALIZABLE
– The theory

P(PTAP)PT = P(D)PT

Therefore, symmetric matrices are orthogonally diagonalizable


CONDITION FOR ORTHOGONAL DIAGONALIZABLE
and PROPERTY OF SYMMETRIC MATRICES
Theorem 7.3.1

Theorem 7.3.2

The result of the theorem will be observed in example 2


STEPS FOR ORTHOGONALLY DIAGONALZING A SYMMETRIC
MATRICES
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRIX
- an example

Find a matrix P that orthogonally diagonalizes the matrix A


ORTHOGONALLY DIAGONALZING A SYMMETRIC
MATRICES- an example

Note that u1,u2 are orthogonal to u3, by theorem 7.3.2


We only need to apply the Gram-Schmidt process to u1 and u2
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRICES- an example

Apply the Gram-Schmidt process to u1 and u2, normalizing , we get


 − 1
  2
v 1 = u1 =  1  v1 = 2

0  
 u2 , v1 
v 2 = u2 - 2
v 1 where  u2 , v1  = - 1(-1) + 0(1) + 1(0) = 1
v1
 1
− 2 
- 1  − 1 - 1  1 
=  1 
0 -  1 =
 0 -
 
2  2 

1  
0   
1   0 
 
 
 − 21 
  2 3
=  − 21  v2 = ( − 21 )2 + ( − 21 )2 + 1 =
2
 1 
 
 − 1 − 1 
v1 1    12
Normalizing, q1 = = 1= 2 
v1 2   0 

0    
 − 21   
− 2 23 

 − 2 ( 2 )
 2 
− 1 
v2 1  1
2 3
 16
q2 = = − 2 =  2 3  =  2 3 ( 2 )  =  6 
2 2 2
3 
v2      2 
2  1 
     
2 2 2
 3   3
( 2
)
 
 6 
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRICES- an example ( cont.)

Apply the Gram-Schmidt process to u3


1
v 3 = u3 = 1 v1 = 3
2

1
1  1 
v 1   3

Normalizing , q 3 = 3 = 1 = 1

v3 3  3

1 1
 3 

D=

 2 0 0
D=  
 0 2 0 
0 0 8
 

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