Matrix Theory, Math6304

Lecture Notes from September 6, 2012

taken by Nathaniel Hammen

Last Time (9/4/12)

Diagonalization: conditions for diagonalization
Eigenvalue Multiplicity: algebraic and geometric multiplicity

1 Further Review
1.1 Warm-up questions
1.1.1 Question. If A 2 Mn has only one eigenvalue (of multiplicity n) and is diagonalizable,
what is A?
Answer. Because A is diagonalizable, there exists an invertible S 2 Mn such that S 1 AS is
diagonal. In fact, because all eigenvalues are , we have
1 1 1 1
A = S(S AS)S = S IS = SS = I
0
1.1.2 Question. Let A 2 Mn and f (t) = det(I + tA). What is f (t) in terms of A?
Answer. The i, jth entry of (I + tA) is i,j + tai,j , so
X n
Y
f (t) = det(I + tA) = sgn( ) ( (j),j + ta (j),j )
2Sn j=1
n n
!
X Y X Y
= sgn( ) (j),j +t a (j),j (i),i + o(t2 )
2Sn j=1 j=1 i6=j

where Sn is the set of permutations of n elements and sgn( ) is +1 if is an even permutation

and -1 if is an odd permutation. Di↵erentiating f (t) gives
n
!
X X Y
f 0 (t) = sgn( ) a (j),j (i),i + o(t)
2Sn j=1 i6=j
n
X
= aj,j + o(t) = tr(A) + o(t)
j=1

1
1.5.31
 Lemma. Two matrices A 2 Mn and B 2 Mm are diagonalizable i↵
A 0
C= 2 Mn+m is diagonalizable.
0 B
Proof. First we assume A 2 Mn and B 2 Mm are diagonalizable. Then 9S1 2 Mn , S2 2 Mm
such that S1 and S2 are invertible and S 1 AS and S 1 BS are diagonal matrices.
 
S1 0 1 S1 1 0
Let S = . Then S =
0 S2 0 S2 1

and  
1 A 0 S1 1 AS1 0
S S= 1
0 B 0 S2 BS2
which is a diagonal matrix, so C is diagonalizable.
Conversely, assume that C is diagonalizable. Then 9S 2 Mn+m such that S is invertible and
D = S 1 CS is a diagonal matrix. Write S = [s1 s2 . . . sn+m ] with each sj 2 Cn+m . Then,
because SD = CS, each sj is an eigenvector for C. Each sj may then be written as

xj
sj = with xj 2 Cn and yj 2 Cm
yj

Then, the block form of C and the fact that Csj = implies that Axj= j xj and Byj = j yj .
j sj
X
If we let X = [x1 x2 . . . xn+m ] and Y = [y1 y2 . . . yn+m ] then S = . The matrix S is
Y
invertible, so rank(S) = n + m. By the dimensions of X and Y , we also have rank(X)  n
and rank(Y )  m. When looking at row rank, we see that

n + m = rank(S)  rank(X) + rank(Y )  n + m

so rank(X) + rank(Y ) = n + m. This can only occur if rank(X) = n and rank(Y ) = m.

Thus X contains n linearly independent columns, each of which is an eigenvector for A, and Y
contains m linearly independent columns, each of which is an eigenvector for B. Thus, we have
bases of eigenvectors of A and B, and we conclude that A and B are diagonalizable.

1.5.32 Theorem. Let A, B 2 Mn be diagonalizable. Then AB = BA if and only if A and B

are simultaneously diagonalizable.

Proof. We have already shown that if A and B are simultaneously diagonalizable then AB = BA.
All that remains to show is the converse. Assume that AB = BA. Because A is diagonalizable,
9S 2 Mn such that S is invertible and D = S 1 AS is diagonal. We may multiply S by an
invertible matrix to permute elements on the diagonal of D, so we may assume without loss of
generality that
2 3
1 I m1 0 ... 0
6 .. 7
6 0 2 I m2 . 7
D=6 . .. 7 with j 6= k 8j 6= k
4 .. . 0 5
0 ... 0 r I mr

3
where Im is the m ⇥ m identity and mj is the multiplicity of j. Because AB = BA, we have
1 1 1 1 1 1
(S AS)(S BS) = S ABS = S BAS = (S BS)(S AS).
If we let C = (S 1 BS), then the above gives that DC = CD. If we denote C = [ci,j ]ni,j=1
and D = [di,j ]ni,j=1 , then by the diagonal structure of D we have di,i ci,j = ci,j dj,j . Then
(di,i dj,j )ci,j = 0 implies that if di,i 6= dj,j then ci,j = 0. By the block structure of D, this
implies that C is block diagonal with blocks of the same size. That is
2 3
C1 0 . . . 0
6 .. 7
6 0 C2 . 7
C=6 . . 7 with Cj 2 Mmj 8j
4 .. .. 0 5
0 . . . 0 Cr
Because B is diagonalizable, 9R 2 Mn such that R is invertible and R 1 BR is diagonal. Then
R 1 SCS 1
R = R 1 SS 1
BSS 1
R = R 1 BR
so C is diagonalizable. From the previous lemma, we deduce that each block Cj is diagonalizable.
Thus, for each j, 9Tj 2 Mmj such that each Tj is invertible and Tj 1 Cj Tj is diagonal.
2 3 2 3
T1 0 . . . 0 T1 1 0 . . . 0
6 .. 7 6 .. 7
6 0 T2 . 7 1 6 0 T2 1 . 7
Let T = 6 . . 7 . Then T = 6 . . 7
4 .. .. 0 5 4 .. .. 0 5
0 . . . 0 Tr 0 ... 0 Tr 1
and 2 3
T 1 1 C1 T 1 0 ... 0
6 .. 7
1 1 1 6 0 T 2 1 C2 T 2 . 7
T S BST = T CT = 6 .. .. 7
4 . . 0 5
0 ... 0 T r 1 Cr T r
which is a diagonal matrix. Also
1 1
T S AST = T 1 DT
2 3
T 1 1 1 I m1 T 1 0 ... 0
6 1 .. 7
6 0 T 2 2 I m2 T 2 . 7
=6 . .. 7
4 .
. . 0 5
1
0 ... 0 Tr r I mr T r
2 3
1 I m1 0 ... 0
6 .. 7
6 0 2 I m2 . 7
=6 . .. 7
4 .. . 0 5
0 ... 0 r I mr

= D.
Thus, T 1 S 1 AST and T 1 S 1
BST are both diagonal matrices, so A and B are simultaneously
diagonalizable by ST 2 Mn .

4
 We want to make this equivalence more general.
1.5.33 Remark. Let A 2 Mn and consider polynomials

p(A) = p0 I + p1 A + · · · + pr Ar and
q(A) = q0 I + q1 A + · · · + qs As with r, s 2 N.

Then p(A)q(A) = q(A)p(A). Thus the family of all polynomials of A is commuting. If S 2 Mn

is invertible, then S 1 Ak S = (S 1 AS)k for any integer value of k, so
1
S p(A)S = S 1 (p0 I + p1 A + · · · + pr Ar )S
= p0 S 1 IS + p1 S 1 AS + · · · + pr S 1 Ar S
= p0 I + p1 S 1 AS + · · · + pr (S 1 AS)r
= p(S 1 AS)

Thus, if S diagonalizes A, then p(S 1 AS) is a polynomial of a diagonal matrix, which is diagonal.
Thus, if S diagonalizes A, then S 1 p(A)S is diagonal, so S diagonalizes all polynomials of A
simultaneously.