Lesson 115 — Diagonalization
Decomposition A = PDP⁻¹. Conditions of diagonalizability, construction algorithm, matrix powers, matrix exponential and applications in dynamical systems.
Used in: 3.º year advanced HS · Equiv. Lineare Algebra LK German · Equiv. Math III Japanese · Equiv. H2 Mathematics Singaporean
Rigorous notation, full derivation, hypotheses
Spectral decomposition — definition and theory
Fundamental definition
"A matrix is diagonalizable if it is similar to a diagonal matrix — there exists an invertible such that is diagonal." — Beezer, A First Course in Linear Algebra, §SD
Equivalent conditions
"An matrix is diagonalizable if and only if has linearly independent eigenvectors." — Beezer, A First Course in Linear Algebra, §SD Theorem DED
Cases guaranteeing diagonalizability
Sufficient conditions for diagonalizability. Real symmetric: P orthogonal (Spectral Theorem, L116). Normal: P unitary.
Diagonalization algorithm
- Compute the characteristic polynomial and find the roots with algebraic multiplicities .
- For each , solve and find a basis for . Verify .
- If : form with the eigenvectors as columns and (respecting column order).
- If : is not diagonalizable — resort to Jordan form.
Immediate applications
For any analytic function : with .
Worked examples
Exercise list
45 exercises · 11 with worked solution (25%)
- Ex. 115.1Application
Diagonalize .
- Ex. 115.2Application
Diagonalize .
- Ex. 115.3ApplicationAnswer key
Is diagonalizable? Justify.
- Ex. 115.4Understanding
Is diagonalizable?
- Ex. 115.5Application
Check whether is diagonalizable over and over .
- Ex. 115.6Application
Diagonalize .
- Ex. 115.7Application
Diagonalize the symmetric matrix and verify that is orthogonal.
- Ex. 115.8Application
Diagonalize .
- Ex. 115.9Application
Determine whether is diagonalizable.
- Ex. 115.10UnderstandingAnswer key
Is the projection diagonalizable?
- Ex. 115.11UnderstandingAnswer key
For which values of is the matrix diagonalizable?
- Ex. 115.12ChallengeAnswer key
Determine the eigenvalues of and decide: is it diagonalizable over ? Over ?
- Ex. 115.13ApplicationAnswer key
Use diagonalization to compute , with .
- Ex. 115.14Application
Compute for (Fibonacci matrix) via eigenvalues.
- Ex. 115.15Proof
Prove by induction that for all .
- Ex. 115.16Application
Compute for . Interpret geometrically.
- Ex. 115.17Application
Compute for .
- Ex. 115.18Application
Compute for .
- Ex. 115.19ApplicationAnswer key
Verify that for .
- Ex. 115.20Application
With (eigenvalues 3 and 1), compute in terms of .
- Ex. 115.21ApplicationAnswer key
Solve with , .
- Ex. 115.22Application
Solve with .
- Ex. 115.23Application
Show that for the Fibonacci sequence, where .
- Ex. 115.24Challenge
If is diagonalizable and is a polynomial, show that with .
- Ex. 115.25Modeling
Markov chain of weather: . Compute via diagonalization and find the stationary distribution.
- Ex. 115.26Modeling
Coupled mass-spring system of 2 masses with stiffness matrix (unit masses). Find the normal modes and the natural frequencies of vibration.
- Ex. 115.27ModelingAnswer key
Leslie matrix of population of 2 age groups: . Compute the dominant eigenvalue and interpret as population growth rate.
- Ex. 115.28Modeling
Simplified PageRank: 4 pages with transition matrix . Find the stationary distribution (eigenvector of ).
- Ex. 115.29Modeling
Covariance matrix of 2 assets: . Diagonalize and interpret the eigenvectors as principal risk directions.
- Ex. 115.30Modeling
Discrete control system with . Determine if the system is stable by checking the spectral radius .
- Ex. 115.31Modeling
In recurrent neural networks, exploding/vanishing gradients occur when the spectral radius of the layer's Jacobian is or . Explain the mechanism via diagonalization and suggest an architectural solution.
- Ex. 115.32Modeling
Model of drainage of two coupled tanks: . Solve with and determine when .
- Ex. 115.33Modeling
In an information diffusion network, the discrete dynamics is where is symmetric with eigenvalues . Interpret what happens to for large .
- Ex. 115.34Understanding
Why is an matrix with distinct eigenvalues (over ) always diagonalizable?
- Ex. 115.35ProofAnswer key
Prove that eigenvectors corresponding to distinct eigenvalues are linearly independent.
- Ex. 115.36Proof
Is every matrix with and diagonalizable? Justify.
- Ex. 115.37Challenge
Find a non-diagonalizable matrix with eigenvalue 5 of algebraic multiplicity 2.
- Ex. 115.38Proof
Prove that similar matrices have the same characteristic polynomial (and thus the same eigenvalues).
- Ex. 115.39ChallengeAnswer key
Show that if is diagonalizable and is a polynomial, then is diagonalizable with eigenvalues .
- Ex. 115.40Challenge
If is diagonalizable, prove that is also diagonalizable (with the same eigenvalues).
- Ex. 115.41Understanding
If with orthogonal and real diagonal, prove that is symmetric.
- Ex. 115.42Understanding
If is diagonalizable with eigenvalues , what is the relation between , and the eigenvalues?
- Ex. 115.43Challenge
Show that and have the same nonzero eigenvalues (even though ).
- Ex. 115.44ProofAnswer key
If is diagonalizable and invertible, prove that is also diagonalizable with eigenvalues .
- Ex. 115.45Challenge
System of chemical reactions with equations , . Solve via diagonalization and find the equilibrium.
Sources
- A First Course in Linear Algebra — Robert A. Beezer · 2022 · EN · GNU FDL. Primary reference: §SD (Similar Matrices and Diagonalization) with rigorous definitions and numbered exercises.
- Linear Algebra Done Right (4th ed) — Sheldon Axler · 2024 · EN · CC-BY-NC. Ch. 5C–5D: diagonalizable operators, polynomials and functions of operators.
- Linear Algebra — Jim Hefferon · 2022 · EN · CC-BY-SA. Ch. 5 §II: diagonalization, introductory Jordan, examples of dynamical systems.