Diagonalization and Similarity

Eigenvalues and Eigenvectors

• For an n × n matrix A, a scalar λ is called an eigenvalue if there exists a vector x such that Ax = λx. Then,
x is called an eigenvector corresponding to λ.
Determining Eigenvalues and Eigenvectors
• To find the eigenvalues of an n×n matrix A, we find the roots of the characteristic polynomial of A, det(A−λI).

• To find the eigenvectors of an n × n matrix A corresponding to an eigenvalue λ, we find a basis for the null
space of A − λI, or solve (A − λI)x = 0.
• Even for real matrices, eigenvalues and eigenvectors can be complex
• For triangular matrices, the eigenvalues are the diagonal entries

• Diagonal matrices are triangular

• Symmetric matrices have real eigenvalues
• It is customary to report eigenvectors as unit vectors

Algebraic and Geometric Multiplicity

• The algebraic multiplicity of an eigenvalue is the number of times that eigenvalue is repeated for a matrix
• The eigenspace corresponding to an eigenvalue λ denoted Eλ is the nullspace of A−λI. Eλ = x : (A − λI)x = 0
• The geometric multiplicity of an eigenvalue is the dimension of its eigenspace Eλ
 
2 0 0
• A = 0 2 0
0 0 2
λ = 2 with algebraic multiplicity3.     
1 0 0
null(A − λI) = null(A − 2I) = {0 , 1 , 0}. The geometric multiplicity of its eigenvalue is 3, as that is
0 0 1
the dimension of its eigenspace.
 
2 1 0
• A = 0 2 0
0 0 2
λ = 2 with algebraic multiplicity 3.   
1 0
null(A − λI) = null(A − 2I) = {0 , 0}. The geometric multiplicity of its eigenvalue is 2.
0 1
 
2 1 0
• A = 0 2 1
0 0 2
λ = 2 with algebraic multiplicity of 3. 
1
null(A − λI) = null(A − 2I) = {0}. The geometric multiplicity of its eigenvalue is 1, as that is the
0
dimension of its eigenspace.
• A matrix is defective if, for any eigenvalue, its geometric multiplicity is less than its algebraic multiplicity.

1
Invariant Subspaces
• The eigenspaces of A are invariant subspaces of A. That is, x ∈ Eλ → Ax ∈ Eλ
Similarity
• To n × n matrices A and B are similar if there is an invertible matrix transformation T such that B = T −1 AT .
This transformation T is called a similarity transformation
• Similar matrices have the same eigenvalues, but generally not the same eigenvalues
Diagonalization
• A matrix A is diagonalizable if it is non-defective. The diagonalization is given by A = XΛX −1 , where the
columns of X are the eigenvectors of A and Λ is a diagonalizable matrix with the corresponding eigenvalues
of A on the diagonal
 
2 1 1
• A = 0 −1 2
0 0 7
λ1 = 2, λ2 = −1, λ3 = 7    
0 1 1 1
E1 = null(A − 2I) = null(0 −3 2) = 0
0 0 5 0
   
3 1 1 −1
E2 = null(A + I) = null(0 0 2) =  3 
0 0 8  0  
−5 1 1 1
E3 = null(A − 7I) = null( 0 −8 2) = 1
0 0 0 4
   −1  
1 −1 1 2 0 0 1 −1 1 2 1 1
XΛX −1 = 0 3 1 0 −1 0 0 3 1 = 0 −1 2 = A
0 0 4 0 0 7 0 0 4 0 0 7
Matrix Powers
• Similarity transformations give an efficient method for computing the powers of a matrix: An = (XΛX −1 )n =
XΛn X −1
 
2 1 1
• A = 0 −1 2, find A3
0 0 7
−1
A3 = XΛ3 X   −1  
1 −1 1 8 0 0 1 −1 1 8 3 83
XΛ3 X −1 = 0 3 1 0 −1 0  0 3 1 = 0 −1 86  = A3
0 0 4 0 0 343 0 0 4 0 0 343