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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

A=PDP1A = PDP^{-1}
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Rigorous notation, full derivation, hypotheses

Spectral decomposition — definition and theory

Fundamental definition

"A matrix AA is diagonalizable if it is similar to a diagonal matrix — there exists an invertible PP such that P1APP^{-1}AP is diagonal." — Beezer, A First Course in Linear Algebra, §SD

Equivalent conditions

"An n×nn \times n matrix AA is diagonalizable if and only if AA has nn linearly independent eigenvectors." — Beezer, A First Course in Linear Algebra, §SD Theorem DED

Cases guaranteeing diagonalizability

n distinct eigenvaluesA real symmetricA normal (AA* = A*A)DIAGONALIZABLE(over C or with P orthogonal)

Sufficient conditions for diagonalizability. Real symmetric: P orthogonal (Spectral Theorem, L116). Normal: P unitary.

Diagonalization algorithm

  1. Compute the characteristic polynomial pA(λ)=det(AλI)p_A(\lambda) = \det(A - \lambda I) and find the roots λ1,,λk\lambda_1, \ldots, \lambda_k with algebraic multiplicities ma(λi)m_a(\lambda_i).
  2. For each λi\lambda_i, solve (AλiI)v=0(A - \lambda_i I)v = 0 and find a basis for Eλi=ker(AλiI)E_{\lambda_i} = \ker(A - \lambda_i I). Verify mg(λi)=dimEλim_g(\lambda_i) = \dim E_{\lambda_i}.
  3. If mg(λi)=n\sum m_g(\lambda_i) = n: form PP with the eigenvectors as columns and D=diag(λ1,,λn)D = \operatorname{diag}(\lambda_1, \ldots, \lambda_n) (respecting column order).
  4. If mg(λi)<n\sum m_g(\lambda_i) < n: AA is not diagonalizable — resort to Jordan form.

Immediate applications

Ak=PDkP1,Dk=diag(λ1k,,λnk)A^k = P D^k P^{-1}, \quad D^k = \operatorname{diag}(\lambda_1^k, \ldots, \lambda_n^k)
what this means · Matrix power via diagonalization: D^k has the eigenvalues raised to k on the diagonal.
eAt=PeDtP1,eDt=diag(eλ1t,,eλnt)e^{At} = P e^{Dt} P^{-1}, \quad e^{Dt} = \operatorname{diag}(e^{\lambda_1 t}, \ldots, e^{\lambda_n t})
what this means · Matrix exponential: each eigenvalue lambda_i generates e^{lambda_i t} on the diagonal.

For any analytic function ff: f(A)=Pf(D)P1f(A) = Pf(D)P^{-1} with f(D)=diag(f(λi))f(D) = \operatorname{diag}(f(\lambda_i)).

Worked examples

Exercise list

45 exercises · 11 with worked solution (25%)

Application 18Understanding 6Modeling 9Challenge 7Proof 5
  1. Ex. 115.1Application

    Diagonalize A=(2112)A = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix}.

  2. Ex. 115.2Application

    Diagonalize A=(4123)A = \begin{pmatrix} 4 & 1 \\ 2 & 3 \end{pmatrix}.

  3. Ex. 115.3ApplicationAnswer key

    Is A=(3003)A = \begin{pmatrix} 3 & 0 \\ 0 & 3 \end{pmatrix} diagonalizable? Justify.

  4. Ex. 115.4Understanding

    Is A=(3103)A = \begin{pmatrix} 3 & 1 \\ 0 & 3 \end{pmatrix} diagonalizable?

  5. Ex. 115.5Application

    Check whether A=(0110)A = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix} is diagonalizable over R\mathbb{R} and over C\mathbb{C}.

  6. Ex. 115.6Application

    Diagonalize A=(5142)A = \begin{pmatrix} 5 & -1 \\ 4 & 2 \end{pmatrix}.

  7. Ex. 115.7Application

    Diagonalize the symmetric matrix A=(2332)A = \begin{pmatrix} 2 & 3 \\ 3 & 2 \end{pmatrix} and verify that PP is orthogonal.

  8. Ex. 115.8Application

    Diagonalize A=(120210003)A = \begin{pmatrix} 1 & 2 & 0 \\ 2 & 1 & 0 \\ 0 & 0 & 3 \end{pmatrix}.

  9. Ex. 115.9Application

    Determine whether A=diag(1,2,3)A = \operatorname{diag}(1, 2, 3) is diagonalizable.

  10. Ex. 115.10UnderstandingAnswer key

    Is the projection P=(1000)P = \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix} diagonalizable?

  11. Ex. 115.11UnderstandingAnswer key

    For which values of a,bRa, b \in \mathbb{R} is the matrix (ab0a)\begin{pmatrix} a & b \\ 0 & a \end{pmatrix} diagonalizable?

  12. Ex. 115.12ChallengeAnswer key

    Determine the eigenvalues of C=(010001100)C = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix} and decide: is it diagonalizable over R\mathbb{R}? Over C\mathbb{C}?

  13. Ex. 115.13ApplicationAnswer key

    Use diagonalization to compute A10A^{10}, with A=(2101)A = \begin{pmatrix} 2 & 1 \\ 0 & 1 \end{pmatrix}.

  14. Ex. 115.14Application

    Compute A100A^{100} for A=(1110)A = \begin{pmatrix} 1 & 1 \\ 1 & 0 \end{pmatrix} (Fibonacci matrix) via eigenvalues.

  15. Ex. 115.15Proof

    Prove by induction that Ak=PDkP1A^k = PD^kP^{-1} for all kNk \in \mathbb{N}.

  16. Ex. 115.16Application

    Compute eAte^{At} for A=(0110)A = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}. Interpret geometrically.

  17. Ex. 115.17Application

    Compute A\sqrt{A} for A=(4009)A = \begin{pmatrix} 4 & 0 \\ 0 & 9 \end{pmatrix}.

  18. Ex. 115.18Application

    Compute cosA\cos A for A=(0ππ0)A = \begin{pmatrix} 0 & \pi \\ -\pi & 0 \end{pmatrix}.

  19. Ex. 115.19ApplicationAnswer key

    Verify that Ak0A^k \to 0 for A=(0,5000,3)A = \begin{pmatrix} 0{,}5 & 0 \\ 0 & 0{,}3 \end{pmatrix}.

  20. Ex. 115.20Application

    With A=(2112)A = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix} (eigenvalues 3 and 1), compute Ak(20)A^k \begin{pmatrix} 2 \\ 0 \end{pmatrix} in terms of kk.

  21. Ex. 115.21ApplicationAnswer key

    Solve x˙=Ax\dot{x} = Ax with A=(1002)A = \begin{pmatrix} -1 & 0 \\ 0 & -2 \end{pmatrix}, x(0)=(1,1)Tx(0) = (1, 1)^T.

  22. Ex. 115.22Application

    Solve x˙=Ax\dot{x} = Ax with A=(0123)A = \begin{pmatrix} 0 & 1 \\ -2 & -3 \end{pmatrix}.

  23. Ex. 115.23Application

    Show that Fn=15(ϕnψn)F_n = \frac{1}{\sqrt{5}}\left(\phi^n - \psi^n\right) for the Fibonacci sequence, where ϕ=1+52\phi = \frac{1+\sqrt{5}}{2}.

  24. Ex. 115.24Challenge

    If AA is diagonalizable and ff is a polynomial, show that f(A)=Pf(D)P1f(A) = Pf(D)P^{-1} with f(D)=diag(f(λ1),,f(λn))f(D) = \operatorname{diag}(f(\lambda_1), \ldots, f(\lambda_n)).

  25. Ex. 115.25Modeling

    Markov chain of weather: M=(0,70,30,40,6)M = \begin{pmatrix} 0{,}7 & 0{,}3 \\ 0{,}4 & 0{,}6 \end{pmatrix}. Compute M10M^{10} via diagonalization and find the stationary distribution.

  26. Ex. 115.26Modeling

    Coupled mass-spring system of 2 masses with stiffness matrix K=(2112)K = \begin{pmatrix} 2 & -1 \\ -1 & 2 \end{pmatrix} (unit masses). Find the normal modes and the natural frequencies of vibration.

  27. Ex. 115.27ModelingAnswer key

    Leslie matrix of population of 2 age groups: L=(01,20,40)L = \begin{pmatrix} 0 & 1{,}2 \\ 0{,}4 & 0 \end{pmatrix}. Compute the dominant eigenvalue and interpret as population growth rate.

  28. Ex. 115.28Modeling

    Simplified PageRank: 4 pages with transition matrix P=14(0111101111011110)P = \frac{1}{4}\begin{pmatrix} 0 & 1 & 1 & 1 \\ 1 & 0 & 1 & 1 \\ 1 & 1 & 0 & 1 \\ 1 & 1 & 1 & 0 \end{pmatrix}. Find the stationary distribution (eigenvector of λ=1\lambda = 1).

  29. Ex. 115.29Modeling

    Covariance matrix of 2 assets: Σ=(4223)\Sigma = \begin{pmatrix} 4 & 2 \\ 2 & 3 \end{pmatrix}. Diagonalize Σ\Sigma and interpret the eigenvectors as principal risk directions.

  30. Ex. 115.30Modeling

    Discrete control system xk+1=Axkx_{k+1} = Ax_k with A=(0,50,30,10,4)A = \begin{pmatrix} 0{,}5 & 0{,}3 \\ 0{,}1 & 0{,}4 \end{pmatrix}. Determine if the system is stable by checking the spectral radius ρ(A)=maxλi\rho(A) = \max|\lambda_i|.

  31. Ex. 115.31Modeling

    In recurrent neural networks, exploding/vanishing gradients occur when the spectral radius ρ(J)\rho(J) of the layer's Jacobian is >1> 1 or <1< 1. Explain the mechanism via diagonalization and suggest an architectural solution.

  32. Ex. 115.32Modeling

    Model of drainage of two coupled tanks: A=(2101)A = \begin{pmatrix} -2 & 1 \\ 0 & -1 \end{pmatrix}. Solve x˙=Ax\dot{x} = Ax with x(0)=(1,2)Tx(0) = (1, 2)^T and determine when x(t)<0,01\|x(t)\| < 0{,}01.

  33. Ex. 115.33Modeling

    In an information diffusion network, the discrete dynamics is xk+1=Wxkx_{k+1} = Wx_k where WW is symmetric with eigenvalues 1,0,8,0,21, 0{,}8, 0{,}2. Interpret what happens to xkx_k for large kk.

  34. Ex. 115.34Understanding

    Why is an n×nn \times n matrix with nn distinct eigenvalues (over C\mathbb{C}) always diagonalizable?

  35. Ex. 115.35ProofAnswer key

    Prove that eigenvectors corresponding to distinct eigenvalues are linearly independent.

  36. Ex. 115.36Proof

    Is every 2×22 \times 2 matrix with detA=0\det A = 0 and trA0\operatorname{tr} A \neq 0 diagonalizable? Justify.

  37. Ex. 115.37Challenge

    Find a 2×22 \times 2 non-diagonalizable matrix with eigenvalue 5 of algebraic multiplicity 2.

  38. Ex. 115.38Proof

    Prove that similar matrices have the same characteristic polynomial (and thus the same eigenvalues).

  39. Ex. 115.39ChallengeAnswer key

    Show that if AA is diagonalizable and ff is a polynomial, then f(A)f(A) is diagonalizable with eigenvalues f(λi)f(\lambda_i).

  40. Ex. 115.40Challenge

    If AA is diagonalizable, prove that ATA^T is also diagonalizable (with the same eigenvalues).

  41. Ex. 115.41Understanding

    If A=QDQTA = QDQ^T with QQ orthogonal and DD real diagonal, prove that AA is symmetric.

  42. Ex. 115.42Understanding

    If AA is diagonalizable with eigenvalues λ1,,λn\lambda_1, \ldots, \lambda_n, what is the relation between trA\operatorname{tr} A, detA\det A and the eigenvalues?

  43. Ex. 115.43Challenge

    Show that ABAB and BABA have the same nonzero eigenvalues (even though ABBAAB \neq BA).

  44. Ex. 115.44ProofAnswer key

    If AA is diagonalizable and invertible, prove that A1A^{-1} is also diagonalizable with eigenvalues 1/λi1/\lambda_i.

  45. Ex. 115.45Challenge

    System of chemical reactions ABA \rightleftharpoons B with equations c˙A=k1cA+k1cB\dot{c}_A = -k_1 c_A + k_{-1}c_B, c˙B=k1cAk1cB\dot{c}_B = k_1 c_A - k_{-1}c_B. 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.

Updated on 2026-05-11 · Author(s): Clube da Matemática

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