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Week 5

The document discusses diagonalizing matrices by finding their eigenvalues and eigenspaces. It explains how to determine if a matrix is diagonalizable by checking if the geometric and algebraic multiplicities of its eigenvalues are equal. The document also discusses properties of symmetric matrices and applications of eigenvalues and eigenvectors.

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ali7911738
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6 views

Week 5

The document discusses diagonalizing matrices by finding their eigenvalues and eigenspaces. It explains how to determine if a matrix is diagonalizable by checking if the geometric and algebraic multiplicities of its eigenvalues are equal. The document also discusses properties of symmetric matrices and applications of eigenvalues and eigenvectors.

Uploaded by

ali7911738
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 14

Example 2

Consider the matrix 


1 2
A=
0 1
which has characteristic polynomial

1 2
=( 1)2
0 1

What are its eigenvalues and eigenspaces?

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Multiplicity of eigenvalue

The algebraic multiplicity of a particular eigenvalue k is m if

det(A I) = · · · (k )m · · ·

The geometric multiplicity of a particular eigenvalue k is the


dimension of the eigenspace Ek .

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Back to Example 2

Consider the matrix 


1 2
A=
0 1

Algebraic multiplicity=

Geometric multiplicity=

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Algebraic vs Geometric

For any eigenvalue:

1 6 geometric multiplicity 6 algebraic multiplicity

I The algebra tells us the maximum possible multiplicity


I The geometry tells us the actual multiplicity

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Diagonalisable

A linear transformation f : Rn ! Rn is diagonalisable if there is


a basis B for Rn such that [f ]BB is a diagonal matrix.

A matrix A is called diagonalisable if the corresponding linear


transformation is diagonalisable.

This happens exactly if we can find a basis for Rn consisting of


eigenvectors for A.

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Diagonalisability test

A matrix A is diagonalisable if and only if


I It has all real eigenvalues (no complex)
I Every eigenvalue has the maximum possible geometric
multiplicity

In other words, each eigenvalue has geometric multiplicity equal


to its algebraic multiplicity.

Special case: if the matrix has n distinct eigenvalues, then it is


diagonalisable.

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Example

What are the eigenvalues and eigenvectors of


2 3
1 1 1
A = 4 0 1 1 5?
0 1 1

Find characteristic polynomial:

1 1 1
det(A I) = 0 1 1
0 1 1
= ( 1)( 2)

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Working

Solve three systems of linear equations:


I Ax = 0x has solutions S = {t(0, 1, 1) : t 2 R}
I Ax = 1x has solutions S = {t(1, 0, 0) : t 2 R}
I Ax = 2x has solutions S = {t(2, 1, 1) : t 2 R}

So B = {(0, 1, 1), (1, 0, 0), (2, 1, 1)} is a basis for Rn of


eigenvectors.

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Working: Change of basis

The matrix 2 3
0 1 2
P = PSB = 4 1 0 1 5
1 0 1
and 2 3
0 0 0
P 1 AP = 4 0 1 0 5
0 0 2

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Summary

To diagonalise a matrix A
I Find the eigenvalues 1 , 2, . . ., k and their multiplicities
If some has geometric multiplicity too low then fail.
I Find a basis for each eigenspace E 1 , E 2 , . . . , E k
.
I Put the basis vectors into the columns of P
Note that P is a square matrix.

Then P 1 AP = D where D is the diagonal matrix of


eigenvalues.

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High powers

What is A5 , if A is diagonalisable?

A5 = (P DP 1
)(P DP 1
)(P DP 1
)(P DP 1
)(P DP 1
)
1 1 1 1 1
= P D(P P )D(P P )D(P P )D(P P )DP
1
= P DIDIDIDIDP
= P D5 P 1

If 2 3 2 3
0 0 5 0 0
1 1
D=4 0 2 0 5 D5 = 4 0 5
2 0 5
0 0 0 0 5
3 3

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Special Case

A matrix is symmetric if A = AT .

If A is a symmetric matrix, then


I Each eigenvalue of A is real
I Each eigenvalue has geometric multiplicity equal to
algebraic multiplicity
I Eigenvectors from distinct eigenspaces are orthogonal

In other words, symmetric matrices are diagonalisable.

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Applications

There are lots of applications of eigenvalues/eigenspaces to


I engineering (stress tensors)
I physics (mechanics)
I study of graphs (Google Page Rank)
I data analysis
I computer graphics (image compression)
This concludes our study of Linear Algebra.

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