Theorem (The Diagonalisation Theorem)
Let A be an n × n matrix. Then A is diagonalisable if and only if A has n
linearly independent eigenvectors.
P −1 AP is a diagonal matrix D if and only if the columns of P are n linearly
independent eigenvectors of A and the diagonal entries of D are the
eigenvalues of A corresponding to the eigenvectors of A in the same order.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 1 / 12
Example 1
Find a matrix P that diagonalises the matrix
−1 0 1
A = 3 0 −3 .
1 0 −1
The characteristic polynomial is given by
−1 − λ 0 1
det(A − λI) = det 3 −λ −3 .
1 0 −1 − λ
= (−1 − λ)(−λ)(−1 − λ) + λ
= −λ2 (λ + 2).
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 2 / 12
The eigenvalues of A are λ = 0 (of multiplicity 2) and λ = −2 (of
multiplicity 1).
The eigenspace E0 has a basis consisting of the vectors
0 1
p1 = 1 , p2 = 0
0 1
and the eigenspace E−2 has a basis consisting of the vector
−1
p3 = 3
1
It is easy to check that these vectors are linearly independent.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 3 / 12
So if we take
h i 0 1 −1
P = p1 p2 p3 = 1 0 3
0 1 1
then P is invertible.
0 0 0
It is easy to check that AP = PD where D = 0 0 0
0 0 −2
−1 0 1 0 1 −1 0 0 2
AP = 3 0 −3 1 0 3 = 0 0 −6
1 0 −1 0 1 1 0 0 −2
0 1 −1 0 0 0 0 0 2
PD = 1 0 3 0 0 0 = 0 0 −6 .
0 1 1 0 0 −2 0 0 −2
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 4 / 12
Example 2
Can you find a matrix P that diagonalises the matrix
0 1 0
A = 0 0 1?
2 −5 4
The characteristic polynomial is given by
−λ 1 0
det(A − λI) = det 0 −λ 1
2 −5 4 − λ
= (−λ) [−λ(4 − λ) + 5] − 1(−2)
= −λ3 + 4λ2 − 5λ + 2
= −(λ − 1)2 (λ − 2)
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 5 / 12
This means that A has eigenvalues λ = 1 (of multiplicity 2) and λ = 2 (of
multiplicity 1).
The corresponding eigenspaces are
1
1
E1 = Span 1 , E2 = Span 2 .
1
4
Note that although λ = 1 has multiplicity 2, the corresponding eigenspace
has dimension 1. This means that we can only find 2 linearly independent
eigenvectors, and by the Diagonalisation Theorem A is not diagonalisable.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 6 / 12
Example 3
Consider the matrix
2 −3 7
A = 0 5 1 .
0 0 1
Why is A diagonalisable?
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 7 / 12
Example 3
Consider the matrix
2 −3 7
A = 0 5 1 .
0 0 1
Why is A diagonalisable?
Since A is upper triangular, it’s easy to see that it has three distinct
eigenvalues: λ1 = 2, λ2 = 5 and λ3 = 1. Eigenvectors corresponding to
distinct eigenvalues are linearly independent, so A has three linearly
independent eigenvectors and is therefore diagonalisable.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 7 / 12
Example 3
Consider the matrix
2 −3 7
A = 0 5 1 .
0 0 1
Why is A diagonalisable?
Since A is upper triangular, it’s easy to see that it has three distinct
eigenvalues: λ1 = 2, λ2 = 5 and λ3 = 1. Eigenvectors corresponding to
distinct eigenvalues are linearly independent, so A has three linearly
independent eigenvectors and is therefore diagonalisable.
Theorem
If A is an n × n matrix with n distinct eigenvalues, then A is diagonalisable.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 7 / 12
Example 4
Is the matrix
4 0 0 0
0 4 0 0
A=
0 0 2 0
1 0 0 2
diagonalisable?
The eigenvalues are λ = 4 with multiplicity 2, and λ = 2 with multiplicity
2.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 8 / 12
The eigenspace E4 is found as follows:
0 0 0 0
0 0 0 0
E4 = Nul
0 0 −2 0
1 0 0 −2
0 2
1 0
= Span v1 = , v2 = ,
0 0
0 1
and has dimension 2.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 9 / 12
The eigenspace E2 is given by
2 0 0 0
0 2 0 0
E2 = Nul
0 0 0 0
1 0 0 0
0 0
0 0
= Span v3 = , v4 = ,
1 0
0 1
and has dimension 2.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 10 / 12
0 2 0 0
1 0 0 0
{v1 , v2 , v3 , v4 } = , , , is linearly independent.
0 0 1 0
0 1 0 1
h i
This implies that P = v1 v2 v3 v4 is invertible and A = PDP −1
where
0 2 0 0 4 0 0 0
1 0 0 0 0 4 0 0
P= and D = .
0 0 1 0 0 0 2 0
0 1 0 1 0 0 0 2
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 11 / 12
Theorem
Let A be an n × n matrix whose distinct eigenvalues are λ1 , λ2 , . . . , λp .
1 For 1 ≤ k ≤ p, the dimension of the eigenspace for λk is less than or
equal to its multiplicity.
2 The matrix A is diagonalisable if and only if the sum of the
dimensions of the distinct eigenspaces equals n.
3 If A is diagonalisable and Bk is a basis for the eigenspace
corresponding to λk for each k, then the total collection of vectors in
the sets B1 , B2 , . . . , Bp forms an eigenvector basis for Rn .
4 If P −1 AP = D for a diagonal matrix D, then P is the change of basis
matrix from eigenvector coordinates to standard coordinates.
Dr Scott Morrison (ANU) MATH1014 Notes Second Semester 2015 12 / 12