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MATH
[1251]

Proofs from Diagonalisation

All proofs from Diagonalisation.

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Let v1,…,vnv_1,\ldots,v_n be eigenvectors for distinct eigenvalues λ1,…,λn\lambda_1,\ldots,\lambda_n and suppose

c1v1+⋯+cnvn=0.c_1v_1+\cdots+c_nv_n=0.

To isolate one coefficient, fix kk and apply

Bk=∏j≠k(A−λjI)B_k=\prod_{j\neq k}(A-\lambda_jI)

to both sides. The factors commute because each is a polynomial in AA. Every term except the kkth is killed by one factor, while

Bkvk=∏j≠k(λk−λj)vk.B_kv_k=\prod_{j\neq k}(\lambda_k-\lambda_j)v_k.

Thus the transformed relation is

0=ck(∏j≠k(λk−λj))vk.0=c_k\left(\prod_{j\neq k}(\lambda_k-\lambda_j)\right)v_k.

The scalar product is non-zero and vk≠0v_k\ne0, so ck=0c_k=0. Since kk was arbitrary, all coefficients vanish.

If v1,…,vnv_1,\ldots,v_n are independent eigenvectors, let

P=(v1⋯vn),D=diag⁡(λ1,…,λn).P=\begin{pmatrix}v_1&\cdots&v_n\end{pmatrix}, \qquad D=\operatorname{diag}(\lambda_1,\ldots,\lambda_n).

The matrix PP is invertible and applying AA to each column gives AP=PDAP=PD. Hence P−1AP=DP^{-1}AP=D.

Conversely, if P−1AP=DP^{-1}AP=D, then AP=PDAP=PD. The columns of PP are therefore eigenvectors corresponding to the diagonal entries of DD. Since PP is invertible, its columns are linearly independent.