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MATH
[1251]

Examples from Diagonalisation

All examples from Diagonalisation.

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A real matrix with complex eigenvalues

For

A=(2−112),A= \begin{pmatrix} 2&-1\\ 1&2 \end{pmatrix},

the characteristic polynomial is

pA(λ)=(2−λ)2+1=λ2−4λ+5.p_A(\lambda)=(2-\lambda)^2+1 =\lambda^2-4\lambda+5.

Its eigenvalues are λ=2+i\lambda=2+i and λ=2−i\lambda=2-i. For λ=2+i\lambda=2+i,

A−(2+i)I=(−i−11−i),A-(2+i)I= \begin{pmatrix} -i&-1\\ 1&-i \end{pmatrix},

and solving (A−(2+i)I)v=0(A-(2+i)I)v=0 gives

v=α(i1).v=\alpha\begin{pmatrix}i\\1\end{pmatrix}.

The conjugate eigenvalue has eigenvector (−i1)\begin{pmatrix}-i\\1\end{pmatrix}. These two eigenvectors are independent over C\mathbb C, so the matrix is diagonalisable over C\mathbb C although it has no real eigenvalues. Discarding the complex roots of a real matrix would miss this diagonalisation.

A repeated eigenvalue without enough modes

Let

A=(3−111).A= \begin{pmatrix} 3&-1\\ 1&1 \end{pmatrix}.

Then

pA(λ)=(3−λ)(1−λ)+1=(λ−2)2.p_A(\lambda) =(3-\lambda)(1-\lambda)+1 =(\lambda-2)^2.

The only eigenvalue is 22. Solving

(A−2I)v=(1−11−1)v=0(A-2I)v= \begin{pmatrix} 1&-1\\ 1&-1 \end{pmatrix}v=0

gives

E2=span⁡{(11)}.E_2=\operatorname{span}\left\{\begin{pmatrix}1\\1\end{pmatrix}\right\}.

The algebraic multiplicity is 22, but the geometric multiplicity is dim⁡(E2)=1\dim(E_2)=1. There is only one independent eigenvector, so no eigenbasis of R2\mathbb R^2 exists and AA is not diagonalisable over either R\mathbb R or C\mathbb C.

[routine]

  1. [1]:Eigenspace
  2. [2]:Diagonalisation

A triangular matrix with an eigenbasis

For

A=(123045006),A= \begin{pmatrix} 1&2&3\\ 0&4&5\\ 0&0&6 \end{pmatrix},

the eigenvalues are the diagonal entries 11, 44 and 66. They are distinct, so the corresponding eigenvectors are independent. Solving (A−λI)v=0(A-\lambda I)v=0 gives v1=(1,0,0)Tv_1=(1,0,0)^{\mathsf T} for λ=1\lambda=1. For λ=4\lambda=4, the last two equations give z=0z=0 and the first gives 3x=2y3x=2y, so choose v2=(2,3,0)Tv_2=(2,3,0)^{\mathsf T}. For λ=6\lambda=6, the second equation gives 2y=5z2y=5z; taking z=10z=10 gives y=25y=25 and the first equation then gives x=16x=16. Thus one choice is

v1=(100),v2=(230),v3=(162510).v_1= \begin{pmatrix}1\\0\\0\end{pmatrix}, \qquad v_2= \begin{pmatrix}2\\3\\0\end{pmatrix}, \qquad v_3= \begin{pmatrix}16\\25\\10\end{pmatrix}.

With

P=(121603250010),D=(100040006),P= \begin{pmatrix} 1&2&16\\ 0&3&25\\ 0&0&10 \end{pmatrix}, \qquad D= \begin{pmatrix} 1&0&0\\ 0&4&0\\ 0&0&6 \end{pmatrix},

the column checks Avj=λjvjAv_j=\lambda_jv_j give AP=PDAP=PD and hence

A=PDP−1.A=PDP^{-1}.

Orthonormal eigenvectors

For

A=(1111),A= \begin{pmatrix} 1&1\\ 1&1 \end{pmatrix},

the eigenvectors

u1=(11),u2=(−11)u_1=\begin{pmatrix}1\\1\end{pmatrix}, \qquad u_2=\begin{pmatrix}-1\\1\end{pmatrix}

are perpendicular and have length 2\sqrt2. Normalising them gives

u^1=12(11),u^2=12(−11).\widehat u_1=\frac1{\sqrt2}\begin{pmatrix}1\\1\end{pmatrix}, \qquad \widehat u_2=\frac1{\sqrt2}\begin{pmatrix}-1\\1\end{pmatrix}.

Thus Q=(u^1 u^2)Q=(\widehat u_1\ \widehat u_2) is orthogonal and

QTAQ=(2000).Q^{\mathsf T}AQ= \begin{pmatrix} 2&0\\ 0&0 \end{pmatrix}.

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