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03 - Similarity and Diagonalization

Linear algebra II

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kirabirasteven81
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8 views

03 - Similarity and Diagonalization

Linear algebra II

Uploaded by

kirabirasteven81
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Advanced Linear Algebra

Alvin Lin
January 2019 - May 2019

Similarity and Diagonalization


Let A, B be n × n matrices. A is similar to B (A ∼ B) if there is an invertible matrix
P such that B = P −1 AP . If A ∼ B, then:

1. det(A) = det(B)

2. A and B have the same characteristic polynomial.

We can prove the first statement by taking the determinant the similarity definition.

B = P −1 AP
det(B) = det(P −1 AP )
= det(P −1 ) det(A) det(P )
1
= det(A) det(P )
det(P )
= det(A)

We can prove that similar matrices have the same characteristic polynomial in the
same way.

det(B − λI) = det(P −1 AP − λI)


= det(P −1 AP − λP −1 IP )
= det P −1 (A − λI)P
 

= det(A − λI)

1
Diagonalization
An n × n matrix A is diagonalizable if there is a diagonal matrix D such that
A ∼ D. An n × n matrix is diagonalizable if and only if A has n linearly independent
eigenvectors.

P −1 AP = D
AP = P D
 
λ1 . . . 0
A p~1 . . . p~n = p~1 . . . p~n  ... .. .. 
   
. .
0 . . . λn
   
Ap~1 . . . Ap~n = λ1 p~1 . . . λn p~n

Example
If possible, find a matrix P that diagonalizes
 
−1 0 1
A =  3 0 −3
1 0 −1

2
First we need to find the eigenvalues and eigenvectors of A. For brevity, we will skip
the steps necessary to do this.
   
0 1
λ1 = λ2 = 0 p~ = s 1 + t 0
  
0 1
   
0 1
p~1 = 1
  p~2 = 0

1 1
 
−1
λ3 = −2 p~ = s 3 

1
 
−1
p~3 =  3 
1
 
0 1 −1
P = 1 0 3 
0 1 1
D = P −1 AP
   −1   
0 0 0 0 1 −1 −1 0 1 0 1 −1
0 0 0  = 1 0 3   3 0 −3 1 0 3 
0 0 −2 0 1 1 1 0 −1 0 1 1

Example
 
0 1
Let A = . Compute A10 .
2 1

D = P −1 AP
D2 = (P −1 AP )(P −1 AP )
= P −1 A2 P
D10 = P −1 A10 P
A10 = P D10 P −1

3
To use this argument, we need to compute the eigenvalues and eigenvectors of A.

det(A − λI) = 0
−λ 1
=0
2 1−λ
−λ(1 − λ) − 2 = 0
λ2 − λ − 2 = 0
(λ + 1)(λ − 2) = 0
λ1 = −1 λ2 = 2
 
1
p~1 =
−1
 
1
p~2 =
2
 
1 1
P =
−1 2
 
−1 0
D=
0 2
  10  −1
10 1 1 −1 0 1 1
A =
−1 2 0 2 −1 2
 2 −1
   
1 1  10 10 3 3
= (−1) 0 0 2 1 1
−1 2 3 3
 
342 341
=
682 683

You can find all my notes at http://omgimanerd.tech/notes. If you have any


questions, comments, or concerns, please contact me at [email protected]

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