Diagonalization of a Matrix:

Definition of diagonalization of a matrix: A matrix A is diagonalizable if there exists a nonsingular matrix P and a diagonal matrix D such that D = P 1 AP . Example: Let
4 A= 3 6 . 5
61 5 1 2 = P 1 AP, 1

Then,
2 D = 0 0 1 = 1 1 2 4 1 3
1

where
2 D = 0 0 1 , P = 1 1 2 . 1

Theorem:

An n n matrix A is diagonalizable if and only if it has n linearly independent eigenvector. [proof:]

:

A is diagonalizable. Then, there exists a nonsingular matrix P and a diagonal matrix

1 0 0 2 D= 0 0 0 0 , n

such that

D = P 1 AP AP = PD A[ col1 ( P ) col 2 ( P ) col n ( P )] = [ col1 ( P ) 1 0 col 2 ( P ) col n ( P )] 0 0

2
0

0 0 n

. Then,
Acol j ( P ) = j col j ( P ), j =1,2, , n.

That is,
col1 ( P ), col 2 ( P ), , col n ( P )

are eigenvectors associated with the eigenvalues 1 , 2 , , n . Since P is nonsingular, thus col1 ( P), col 2 ( P), , col n ( P) are linearly independent.
:

Let x1 , x 2 , , x n be n linearly independent eigenvectors of A associated with the eigenvalues 1 , 2 , , n . That is,
Ax j = j x j , j =1,2, , n.

Thus, let
P = [ x1 x2 x n ] (i.e., col j ( P) = x j )

and
1 0 0 2 D= 0 0 0 0 . n 1 0 xn ] 0 0 2 0 = PD . 0 n 0

Since

Ax j = j x j ,

AP = A[ x1

x2

x n ] = [ x1

x2

Thus,
P 1 AP = P 1 PD = D , P 1 exists because x1 , x 2 , , x n are linearly independent and thus P is

nonsingular.

Important result:

An n n matrix A is diagonalizable if all the roots of its characteristic

2

equation are real and distinct.

Example: Let
4 A= 3 6 . 5

Find the nonsingular matrix P and the diagonal matrix D such that

D = P 1 AP and find A n , n is any positive integer.

[solution:] We need to find the eigenvalues and eigenvectors of A first. The characteristic equation of A is
det(I A) =

+4
3

= ( +1)( 2 ) = 0 .

= 1 or 2 .

By the above important result, A is diagonalizable. Then, 1. As = 2 ,

1 Ax = 2 x ( 2 I A) x = 0 x = r , r R. 1

2. As = 1 ,
2 Ax = x ( I A) x = 0 x = t , t R. 1

Thus,
1 2 1 and 1

are two linearly independent eigenvectors of A. Let

1 P = 1 2 2 and D = 1 0 0 . 1

Then, by the above theorem,

D = P 1 AP .

To find A n ,
2 n Dn = 0 0 = P 1 AP P 1 AP P 1 AP = P 1 A n P n ( 1)

)(

) (

n times
Multiplied by P and P 1 on the both sides,
PD P
n 1

= PP A PP
n

2 n + 2 ( 1) n +1 = n +1 n 2 + ( 1)

1 2 2 n =A = 1 1 0
n

] [2

+ 2 ( 1) n +1 n +1 2 + ( 1)
n +1

0 1 2 1 ( 1) n 1

n +1

Note (very important):

If A is an n n diagonalizable matrix, then there exists an nonsingular matrix P such that D = P 1 AP , where col1 ( P), col 2 ( P), , col n ( P) are n linearly independent eigenvectors of A and the diagonal elements of the diagonal matrix D are the eigenvalues of A associated with these eigenvectors.

Note:
where

For any n n diagonalizable matrix A,

D = P 1 AP, then

A k = PD k P 1 , k =1,2,

k 1 0 0 k 2 Dk = 0 0

0 0 . k n

Example:
5 3 3 diagonalizable? 1

Is A =

[solution:]

det(I A) =

5
3

+1

= ( 2) = 0 .
2

Then, = 2, 2 . As = 2,

( 2 I A) x = 0

1 x = t , t R. 1 1

Therefore, all the eigenvectors are spanned by . There does not exist two linearly 1 independent eigenvectors. By the previous theorem, A is not diagonalizable.

Note:

An n n matrix may fail to be diagonalizable since Not all roots of its characteristic equation are real numbers. It does not have n linearly independent eigenvectors.

Note:

The set S j consisting of both all eigenvectors of an n n matrix A associated with eigenvalue j and zero vector 0 is a subspace of R n . S j is called the eigenspace associated with j .