CH 7

Chapter 7
Eigenvalues and Eigenvectors

7.1 Eigenvalues and Eigenvectors
7.2 Diagonalization
7.3 Symmetric Matrices and Orthogonal Diagonalization
Elementary Linear Algebra
R. Larsen et al. (6 Edition)
1/53
7.1 Eigenvalues and Eigenvectors
Eigenvalue problem:
If A is an nn matrix, do there exist nonzero vectors x in R
n

such that Ax is a scalar multiple of x
Eigenvalue and eigenvector:
Aan nn matrix
a scalar
x a nonzero vector in R
n

x Ax =
Eigenvalue
Eigenvector
Geometrical Interpretation
Elementary Linear Algebra: Section 7.1, pp.421-422
2/53
Ex 1: (Verifying eigenvalues and eigenvectors)
(
=
1 0
0 2
A
(
=
0
1
1
x
1 1
2
0
1
2
0
2
0
1
1 0
0 2
x Ax =
(
=
(
=
(
=
Eigenvalue
2 2
) 1 (
1
0
1
1
0
1
0
1 0
0 2
x Ax =
(
=
(
=
(
=
Eigenvalue
Eigenvector
Eigenvector
(
=
1
0
2
x
Elementary Linear Algebra: Section 7.1, p.423
3/53
Thm 7.1: (The eigenspace of A corresponding to )
If A is an nn matrix with an eigenvalue , then the set of all
eigenvectors of together with the zero vector is a subspace of
R
n
. This subspace is called the eigenspace of .
Pf:
x
1
and x
2
are eigenvectors corresponding to
) , . . (
2 2 1 1
x Ax x Ax e i = =
) to ing correspond r eigenvecto an is . . (
) ( ) ( ) 1 (
2 1
2 1 2 1 2 1 2 1
x x e i
x x x x Ax Ax x x A
+
+ = + = + = +
) to ing correspond r eigenvecto an is . . (
) ( ) ( ) ( ) ( ) 2 (
1
1 1 1 1

cx e i
cx x c Ax c cx A = = =
4/53
Ex 3: (An example of eigenspaces in the plane)
Find the eigenvalues and corresponding eigenspaces of
(
=
1 0
0 1
A
(
=
(
=
y
x
y
x
A
1 0
0 1
v
If ) , ( v y x =
(
=
(
=
(
0
1
0 0 1 0
0 1 x x x
For a vector on the x-axis
Eigenvalue
1
1
=
Sol:
5/53
For a vector on the y-axis
(
=
(
=
(
y y y
0
1
0 0

1 0
0 1
Eigenvalue
1
2
=
Geometrically, multiplying a vector (x, y)
in R
2
by the matrix A corresponds to a
reflection in the y-axis.
The eigenspace corresponding to is the x-axis.
The eigenspace corresponding to is the y-axis.
1
1
=
1
2
=
6/53
Thm 7.2: (Finding eigenvalues and eigenvectors of a matrix AeM
nn
)
0 ) I det( = A
(1) An eigenvalue of A is a scalar such that .
(2) The eigenvectors of A corresponding to are the nonzero
solutions of .
Characteristic polynomial of AeM
nn
:
0 1
1
1
) I ( ) I det( c c c A A
n
n
n
+ + + + = =

Characteristic equation of A:
0 ) I det( = A
0 ) I ( = x A
Let A is an nn matrix.
If has nonzero solutions iff . 0 ) I ( = x A
0 ) I det( = A
0 ) I ( = = x A x Ax
Note:
(homogeneous system)
7/53
Ex 4: (Finding eigenvalues and eigenvectors)
(
=
5 1
12 2
A
Sol: Characteristic equation:
0 ) 2 )( 1 ( 2 3
5 1
12 2
) I det(
2
= + + = + + =
+
A
2 , 1 : s Eigenvalue
2 1
= =
2 , 1 =
8/53
2 ) 2 (
2
=
0 ,
1
3 3

0 0
3 1
~
3 1
12 4
0
0
3 1
12 4
) I (
2
1
2
1
2
=
(
=
(
=
(
=
(
=
t t
t
t
x
x
x
x
x A
1 ) 1 (
1
=
0 ,
1
4 4

0 0
4 1
~
4 1
12 3
0
0
4 1
12 3
) I (
2
1
2
1
1
=
(
=
(
=
(
=
(
=
t t
t
t
x
x
x
x
x A

: Check x Ax
i
=
9/53
(
(
=
2 0 0
0 2 0
0 1 2
A

0 ) 2 (
2 0 0
0 2 0
0 1 2
I
3
= =
A
Eigenvalue:
2 =
Ex 5: (Finding eigenvalues and eigenvectors)
Find the eigenvalues and corresponding eigenvectors for
the matrix A. What is the dimension of the eigenspace of
each eigenvalue?
10/53
The eigenspace of A corresponding to :
2 =
(
(
(
=
(
(
(
(
(
(

=
0
0
0
0 0 0
0 0 0
0 1 0
) I (
3
2
1
x
x
x
x A
0 , ,
1
0
0
0
0
1
0
0 0 0
0 0 0
0 1 0
~
0 0 0
0 0 0
0 1 0
3
2
1
=
(
(
(
+
(
(
(
=
(
(
(
=
(
(
(
(
(
(
(
(
(

t s t s
t
s
x
x
x
2 to ing correspond A of eigenspace the : ,

1
0
0
0
0
1
=
e
(
(
(
+
(
(
(
R t s t s
Thus, the dimension of its eigenspace is 2.
11/53
Notes:
(1) If an eigenvalue
1
occurs as a multiple root (k times) for
the characteristic polynominal, then
1
has multiplicity k.
(2) The multiplicity of an eigenvalue is greater than or equal
to the dimension of its eigenspace.
12/53
Ex 6Find the eigenvalues of the matrix A and find a basis
for each of the corresponding eigenspaces.
(
(
(
(
=
3 0 0 1
0 2 0 1
10 5 1 0
0 0 0 1
A
0 ) 3 )( 2 ( ) 1 (
3 0 0 1
0 2 0 1
10 5 1 0
0 0 0 1
I
2
= =

A
3 , 2 , 1 : s Eigenvalue
3 2 1
= = =
13/53
1 ) 1 (
1
=
(
(
(
(
=
(
(
(
(
(
(
(
(

=
0
0
0
0
2 0 0 1
0 1 0 1
10 5 0 0
0 0 0 0
) I (
4
3
2
1
1
x
x
x
x
x A
0 , ,
1
2
0
2
0
0
1
0
2
2
0 0 0 0
0 0 0 0
2 1 0 0
2 0 0 1
~
2 0 0 1
0 1 0 1
10 5 0 0
0 0 0 0
4
3
2
1
=
(
(
(
(
+
(
(
(
(
=
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(

t s t s
t
t
s
t
x
x
x
x

1
2
0
2
,
0
0
1
0
(
(
(
(
(
(
(
(
is a basis for the eigenspace

of A corresponding to
1 =
14/53
2 ) 2 (
2
=
(
(
(
(
=
(
(
(
(
(
(
(
(

=
0
0
0
0
1 0 0 1
0 0 0 1
10 5 1 0
0 0 0 1
) I (
4
3
2
1
2
x
x
x
x
x A
0 ,
0
1
5
0
0
5
0
0 0 0 0
1 0 0 0
0 5 1 0
0 0 0 1
~
1 0 0 1
0 0 0 1
10 5 1 0
0 0 0 1
4
3
2
1
=
(
(
(
(
=
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(

t t
t
t
x
x
x
x

0
1
5
0
(
(
(
(

2 =
15/53
3 ) 3 (
3
=
(
(
(
(
=
(
(
(
(
(
(
(
(

=
0
0
0
0
0 0 0 1
0 1 0 1
10 5 2 0
0 0 0 2
) I (
4
3
2
1
3
x
x
x
x
x A
0 ,
1
0
5
0
0
5
0
0 0 0 0
0 1 0 0
5 0 1 0
0 0 0 1
~
0 0 0 1
0 1 0 1
10 5 2 0
0 0 0 2
4
3
2
1
=
(
(
(
(
=
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(

t t
t
t
x
x
x
x

1
0
5
0
(
(
(
(

3 =
16/53
Thm 7.3: (Eigenvalues of triangular matrices)
If A is an nn triangular matrix, then its eigenvalues are
the entries on its main diagonal.
Ex 7: (Finding eigenvalues for diagonal and triangular matrices)
(
(
(
=
3 3 5
0 1 1
0 0 2
) ( A a
(
(
(
(
=
3 0 0 0 0
0 4 0 0 0
0 0 0 0 0
0 0 0 2 0
0 0 0 0 1
) ( A b
Sol:
) 3 )( 1 )( 2 (
3 3 5
0 1 1
0 0 2
I ) ( + =
+

A a
3 , 1 , 2
3 2 1
= = =
3 , 4 , 0 , 2 , 1 ) (
5 4 3 2 1
= = = = = b
17/53
Eigenvalues and eigenvectors of linear transformations:
. of eigenspace the called
is vector) zero (with the of rs eigenvecto all setof the and
, to ing correspond of r eigenvecto an called is vector The
. ) ( such that vector nonzero a is there if :
n nsformatio linear tra a of eigenvalue an called is number A
T
T V V T
x
x x x =
18/53
Ex 8: (Finding eigenvalues and eigenspaces)
.
2 0 0
0 1 3
0 3 1

s eigenspace ing correspond and s eigenvalue the Find
(
(
(
= A
Sol:
) 4 ( ) 2 (
2 0 0
0 1 3
0 3 1
2
+ =
+

=
A I
2 , 4 : s eigenvalue
2 1
= =
2 for Basis )} 1 , 0 , 0 ( ), 0 , 1 , 1 {(
4 for Basis )} 0 , 1 , 1 {(
follows. as are s eigenvalue two for these s eigenspace The
2 2
1 1
= =
= =
B
B
19/53
Notes:
)} 1 , 0 , 0 ( ), 0 , 1 , 1 ( ), 0 , 1 , 1 {( '

diagonal. is , basis the to relative
of matrix the , Then 8. Ex. in found rs eigenvecto t independen
linear three of up made of basis the be let and 8, Ex. in A is
matrix standard n whose nsformatio linear tra the be Let (1)
3
3 3
=
B
B'
T A'
R B'
R T:R

(
(
=
2 0 0
0 2 0
0 0 4
' A
A of rs Eigenvecto
A of s Eigenvalue
. of s eigenvalue the are matrix the of entries diagonal main The (2) A A'
20/53
Keywords in Section 7.1:
eigenvalue problem:
eigenvalue:
eigenvector:
characteristic polynomial:
characteristic equation:
eigenspace:
multiplicity:
21/53
7.2 Diagonalization
Diagonalization problem:
For a square matrix A, does there exist an invertible matrix P
such that P
-1
AP is diagonal?
Diagonalizable matrix:
A square matrix A is called diagonalizable if there exists an
invertible matrix P such that P
-1
AP is a diagonal matrix.
(P diagonalizes A)
Notes:
(1) If there exists an invertible matrix P such that ,
then two square matrices A and B are called similar.
(2) The eigenvalue problem is related closely to the
diagonalization problem.

AP P B
1
=
22/53
Thm 7.4: (Similar matrices have the same eigenvalues)
If A and B are similar nn matrices, then they have the
same eigenvalues.
Pf:
AP P B B A
1
similar are and
=
A
A P P A P P P A P
P A P AP P P P AP P B
=
= = =
= = =

I
I I I
) I ( I I I
1 1 1
1 1 1 1

A and B have the same characteristic polynomial.
Thus A and B have the same eigenvalues.
23/53
Ex 1: (A diagonalizable matrix)
(
(
=
2 0 0
0 1 3
0 3 1
A
0 ) 2 )( 4 (
2 0 0
0 1 3
0 3 1
I
2
= + =
+

=
A
3 2 1
= = =
Ex.5) p.403 (See
0
1
1
: r Eigenvecto 4 ) 1 (
1
(
(
(
= = p
24/53
Ex.5) p.403 (See
1
0
0
,
0
1
1
: igenvector E 2 ) 2 (
3 2
(
(
(
=
(
(
(
= = p p
(
(
(
=
(
(
(
= =

2 0 0
0 2 0
0 0 4

1 0 0
0 1 1
0 1 1
] [
1
3 2 1
AP P p p p P
(
(
(
=
(
(
(
= =
(
(
(
=
(
(
(
= =
4 0 0
0 2 0
0 0 2

0 1 0
1 0 1
1 0 1
] [ (2)
2 0 0
0 4 0
0 0 2

1 0 0
0 1 1
0 1 1
] [ (1)
1
1 3 2
1
3 1 2
AP P p p p P
AP P p p p P
Notes:
25/53
Thm 7.5: (Condition for diagonalization)
An nn matrix A is diagonalizable if and only if
it has n linearly independent eigenvectors.
Pf:
able diagonaliz is ) ( A
) , , , ( and ] [ Let
diagonal is s.t. invertible an exists there
2 1 2 1
1
n n
diag D p p p P
AP P D P
= =
=

] [
0 0
0 0
0 0
] [
2 2 1 1
2
1
2 1
n n
n
n
p p p
p p p PD

=
(
(
(
(
=
26/53
] [ ] [
2 1 2 1 n n
Ap Ap Ap p p p A AP = =
) of rs eigenvecto are of tor column vec the . . (
, , 2 , 1 ,
A P p e i
n i p Ap
PD AP
i
i i i

= =
=
t. independen linearly are , , , invertible is

2 1 n
p p p P
rs. eigenvecto t independen linearly has n A
n
n
p p p n A

, , s eigenvalue ing correspond h wit

, , rs eigenvecto t independen linearly has ) (
2 1
2 1
:
n i p Ap
i i i
, , 2 , 1 , i.e. = =
] [ Let
2 1 n
p p p P =
27/53
PD p p p
p p p
Ap Ap Ap
p p p A AP
n
n
n n
n
n
=
(
(
(
(
=
=
=
=
0 0
0 0
0 0
] [
] [
] [
] [
2
1
2 1
2 2 1 1
2 1
2 1
able diagonaliz is
invertible is t independen linearly are , , ,
1
1 1
A
D AP P
P p p p
n

Note: If n linearly independent vectors do not exist,
then an nn matrix A is not diagonalizable.
28/53
Ex 4: (A matrix that is not diagonalizable)
(
=
1 0
2 1

able. diagonaliz not is matrix following that the Show
A
0 ) 1 (
1 0
2 1
I
2
= =
A
1 : Eigenvalue
1
=
(
=
(

= =
0
1
: r Eigenvecto
0 0
1 0
~
0 0
2 0
I
1
p A I A
A does not have two (n=2) linearly independent eigenvectors,
so A is not diagonalizable.
29/53
Steps for diagonalizing an nn square matrix:
Step 2: Let
] [
2 1 n
p p p P =
Step 1: Find n linearly independent eigenvectors
for A with corresponding eigenvalues
n
p p p , , ,
2 1

Step 3:
n i p Ap D AP P
i i i
n
, , 2 , 1 , where ,
0 0
0 0
0 0
2
1
1
= =
(
(
(
(
= =

n
, , ,
2 1

Note:
The order of the eigenvalues used to form P will determine
the order in which the eigenvalues appear on the main diagonal of D.
30/53
Ex 5: (Diagonalizing a matrix)
diagonal. is such that matrix a Find
1 1 3
1 3 1
1 1 1

1
AP P P
A
(
(
(

=
0 ) 3 )( 2 )( 2 (
1 1 3
1 3 1
1 1 1
I = + =
+

A
3 2 1
= = =
31/53
2
1
=
(
(
(
(
=
0 0 0
0 1 0
1 0 1
~
3 1 3
1 1 1
1 1 1
I
1
A
(
(
(
=
(
(
(
=
(
(
(
=
(
(
(
1
0
1
: r Eigenvecto
1
0
1
0
1
3
2
1
p t
t
t
x
x
x
2
2
=
(
(

(
(
=
0 0 0
1 0
0 1
~
1 1 3
1 5 1
1 1 3
I
4
1
4
1
2
A
(
(
(
=
(
(
(
=
(
(
(
=
(
(
(
4
1
1
: r Eigenvecto
4
1
1
2 4
1
4
1
4
1
3
2
1
p t
t
t
t
x
x
x
32/53
3
3
=
(
(
(
(
=
0 0 0
1 1 0
1 0 1
~
4 1 3
1 0 1
1 1 2
I
3
A
(
(
(
=
(
(
(
=
(
(
(
=
(
(
(
1
1
1
: r Eigenvecto
1
1
1
3
3
2
1
p t
t
t
t
x
x
x
(
(
(
=
(
(
(

= =
3 0 0
0 2 0
0 0 2

1 4 1
1 1 0
1 1 1
] [ Let
1
3 2 1
AP P
p p p P
33/53
Notes: k is a positive integer
(
(
(
(
=
(
(
(
(
=
k
n
k
k
k
n
d
d
d
D
d
d
d
D
0 0
0 0
0 0

0 0
0 0
0 0
) 1 (
2
1
2
1
1
1
1
1 1 1 1
1 1 1
1
1

) ( ) ( ) (
) ( ) )( (
) (
) 2 (
=
=
=
=
=
=
=
P PD A
P A P
AP AA P
AP PP PP A PP A P
AP P AP P AP P
AP P D
AP P D
k k
k
k k
34/53
Thm 7.6: (Sufficient conditions for diagonalization)
If an nn matrix A has n distinct eigenvalues, then the
corresponding eigenvectors are linearly independent and
A is diagonalizable.
35/53
Ex 7: (Determining whether a matrix is diagonalizable)
(
(
(
=
3 0 0
1 0 0
1 2 1
A
Sol: Because A is a triangular matrix,
its eigenvalues are the main diagonal entries.
3 , 0 , 1
3 2 1
= = =
These three values are distinct, so A is diagonalizable. (Thm.7.6)
36/53
Ex 8: (Finding a diagonalizing matrix for a linear transformation)
diagonal. is to relative
for matrix the such that for basis a Find
) 3 3 ( ) (
by given n nsformatio linear tra the be Let
3
3 2 1 3 2 1 3 2 1 3 2 1
3 3
B
T R B
x x x , x x , x x x x ,x ,x x T
R T:R
+ + + =
Sol:
| |
(
(
(

= =
1 1 3
1 3 1
1 1 1
) ( ) ( ) (
by given is for matrix standard The
3 2 1
e T e T e T A
T
From Ex. 5, there are three distinct eigenvalues

so A is diagonalizable. (Thm. 7.6)
3 , 2 , 2
3 2 1
= = =
37/53
| |
| |
| |
(
(
(
=
=
=
=
3 0 0
0 2 0
0 0 2
] [ ] [ ] [
] [ ] [ ] [
] ) ( [ )] ( [ ] ) ( [
3 3 2 2 1 1
3 2 1
3 2 1
B B B
B B B
B B B
p p p
Ap Ap Ap
p T p T p T D

The matrix for T relative to this basis is
)} 1 , 1 , 1 ( ), 4 , 1 , 1 ( ), 1 , 0 , 1 {( } , , {
3 2 1
= = p p p B
Thus, the three linearly independent eigenvectors found in Ex. 5

can be used to form the basis B. That is
) 1 , 1 , 1 ( ), 4 , 1 , 1 ( ), 1 , 0 , 1 (
3 2 1
= = = p p p
38/53
diagonalization problem:
diagonalization:
diagonalizable matrix:
39/53
7.3 Symmetric Matrices and Orthogonal Diagonalization
Symmetric matrix:
A square matrix A is symmetric if it is equal to its transpose:
T
A A=
Ex 1: (Symmetric matrices and nonsymetric matrices)
(
(
=
5 0 2
0 3 1
2 1 0
A
(
=
1 3
3 4
B
(
(
=
5 0 1
0 4 1
1 2 3
C
(symmetric)
(symmetric)
(nonsymmetric)
40/53
Thm 7.7: (Eigenvalues of symmetric matrices)
If A is an nn symmetric matrix, then the following properties
are true.
(1) A is diagonalizable.
(2) All eigenvalues of A are real.
(3) If is an eigenvalue of A with multiplicity k, then has k
linearly independent eigenvectors. That is, the eigenspace
of has dimension k.

41/53
Ex 2:
Prove that a symmetric matrix is diagonalizable.
(
=
b c
c a
A
Pf: Characteristic equation:
0 ) (
2 2
= + + =

= c ab b a
b c
c a
A I
0 >
2 2
2 2 2
2 2 2 2 2
4 ) (
4 2
4 4 2 ) ( 4 ) (
c b a
c b ab a
c ab b ab a c ab b a
+ =
+ + =
+ + + = +
As a quadratic in , this polynomial has a discriminant of
42/53
0 4 ) ( (1)
2 2
= + c b a
0 , = = c b a
diagonal. of matrix a is
0
0
(
=
a
a
A
0 4 ) ( ) 2 (
2 2
> + c b a
The characteristic polynomial of A has two distinct real roots,
which implies that A has two distinct real eigenvalues. Thus,
A is diagonalizable.
43/53
A square matrix P is called orthogonal if it is invertible and
Orthogonal matrix:
T
P P =
1
.
0 1
1 0
because orthogonal is
0 1
1 0
(a)
1
(

= =
(
=
T
P P P
Ex 4: (Orthogonal matrices)
.
5
3
0
5
4
0 1 0
5
4
0
5
3
because orthogonal is
5
3
0
5
4
0 1 0
5
4
0
5
3
(b)
1
(
(
(
(
(
= =
(
(
(
(
(

=
T
P P P
44/53
Thm 7.8: (Properties of orthogonal matrices)
An nn matrix P is orthogonal if and only if
its column vectors form an orthogonal set.
45/53
Ex 5: (An orthogonal matrix)
(
(
(
5 3
5
5 3
4
5 3
2
5
1
5
2
3
2
3
2
3
1
0 P
Sol: If P is a orthogonal matrix, then
I
1
= =
T T
PP P P
I
1 0 0
0 1 0
0 0 1
0
0
5 3
5
3
2
5 3
4
5
1
3
2
5 3
2
5
2
3
1
5 3
5
5 3
4
5 3
2
5
1
5
2
3
2
3
2
3
1
=
(
(
=
(
(
(
(
(
(
T
PP
(
(
(
=
(
(
(
=
(
(
(
5 3
5
3
2
3
5 3
4
5
1
3
2
2
5 3
2
5
2
3
1
1
0 , , Let p p p
46/53
1
0
roduces p
3 2 1
3 2 3 1 2 1
= = =
= = =
p p p
p p p p p p
set. l orthonorma an is } , , {
3 2 1
p p p
47/53
Thm 7.9: (Properties of symmetric matrices)
Let A be an nn symmetric matrix. If
1
and
2
are distinct
eigenvalues of A, then their corresponding eigenvectors x
1
and x
2
are orthogonal.
48/53 Elementary Linear Algebra: Section 7.3, p.452
. orthogonal are s eigenvalue distinct to ing correspond

0 1
1 0
of rs eigenvecto any two that Show
(
= A
Ex 6: (Eigenvectors of a symmetric matrix)
Sol: Characteristic function
0 ) 4 )( 2 ( 8 6
3 1
1 3
I
2
= = + =

=
A
4 , 2 : s Eigenvalue
2 1
= =
0 ,
1
1
x
0 0
1 1
~
1 1
1 1
I 2 (1)
1 1 1
=
(
=
(

= = s s A
0 ,
1
1
x
0 0
1 1
~
1 1
1 1
I 4 (2)
2 2 2
=
(
=
(

= = t t A
. orthogonal are x and x 0 x x
2 1 2 1
= =
(
= st st
t
t
s
s
49/53
Thm 7.10: (Fundamental theorem of symmetric matrices)
Let A be an nn matrix. Then A is orthogonally diagonalizable
and has real eigenvalue if and only if A is symmetric.
Orthogonal diagonalization of a symmetric matrix:
Let A be an nn symmetric matrix.
(1) Find all eigenvalues of A and determine the multiplicity of each.
(2) For each eigenvalue of multiplicity 1, choose a unit eigenvector.
(3) For each eigenvalue of multiplicity k>2, find a set of k linearly
independent eigenvectors. If this set is not orthonormal, apply Gram-
Schmidt orthonormalization process.
(4) The composite of steps 2 and 3 produces an orthonormal set of n
eigenvectors. Use these eigenvectors to form the columns of P. The
matrix will be diagonal.

D AP P AP P
T
= =
1
50/53
Ex 7: (Determining whether a matrix is orthogonally diagonalizable)
(
(
=
1 1 1
1 0 1
1 1 1
1
A
(
(
=
0 8 1
8 1 2
1 2 5
2
A
(
=
1 0 2
0 2 3
3
A
(
=
2 0
0 0
4
A
Orthogonally
diagonalizable
Symmetric
matrix
51/53
Ex 9: (Orthogonal diagonalization)
(
(
(

=
1 4 2
4 1 2
2 2 2

A. es diagonaliz that matrix orthogonal an Find
A
P
Sol:
0 ) 6 ( ) 3 ( ) 1 (
2
= + = A I
) 2 of ty multiplici a has ( 3 , 6
2 1
= =
) , , ( ) 2 , 2 , 1 ( , 6 ) 2 (
3
2
3
2
3
1
1
1
1 1 1

= = = =
v
v
u v
) 1 , 0 , 2 ( ), 0 , 1 , 2 ( , 3 ) 3 (
3 2 2
= = = v v
Linear Independent
52/53
Gram-Schmidt Process:
) 1 , , ( ), 0 , 1 , 2 (
5
4
5
2
2
2 2
2 3
3 3 2 2

=
= = = w
w w
w v
v w v w
) , , ( ), 0 , , (
5 3
5
5 3
4
5 3
2
3
3
3
5
1
5
2
2
2
2

= = = =
w
w
u
w
w
u
(
(
(
= =

5 3
5
3
2
5 3
4
5
1
3
2
5 3
2
5
2
3
1
3 2 1
0
] [ (4) p p p P
(
(
(
= =

3 0 0
0 3 0
0 0 6

1
AP P AP P
T
53/53
symmetric matrix:
orthogonal matrix:
orthonormal set:
orthogonal diagonalization:

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CH 7

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Chapter 7

Eigenvalues and Eigenvectors

Elementary Linear Algebra: Section 7.1, p.426

2 to ing correspond A of eigenspace the : ,

is a basis for the eigenspace

is a basis for the eigenspace

is a basis for the eigenspace

t. independen linearly are , , , invertible is

, , s eigenvalue ing correspond h wit

Elementary Linear Algebra: Section 7.2, p.439

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