Diagonalization of matrices

A square matrix A is said to be diagonalizable, if there exists a non-singular matrix S such that S1AS is a
diagonal matrix. When such a matrix S exists, we say that the matrix S diagonalizes the matrix A.
The matrix S is called the similarity matrix.

Modal matrix

A square matrix obtained by using, as its columns, any set of linearly independent eigenvectors (or
normalized eigenvectors) of a matrix A is called a Modal matrix of A, and may be denoted by N.

DIAGONALIZATION OF A SQUARE MATRIX (by similarity transformation)

Theorem : If A is a square matrix of order n and N is its modal matrix having n linearly independent
1
eigen vectors as its columns, then N AN D , where D is the diagonal matrix containing the eigen
values of A as its diagonal elements.

Proof : Consider a matrix A R n x n having n linearly independent eigenvectors X 1 , X 2 ,..., X n with

corresponding eigenvalues 1 , 2 ,..., n .

The modal matrix of A, N [ X 1 X 2 ... X n ] .

1 0 0
0 0
Now, A N A[ X 1 X 2 ... X n ] [1 X 1 2 X 2 ... n X n ] [ X 1 X 2 ... X n ] 2
ND


0 0 0 n
where D D(1 , 2 ,..., n ) is the diagonal matrix containing the eigenvalues of A as its diagonal entries.
This implies that A N DN 1 and N 1 AN D .

Note(s) :

The matrices A and D are similar matrices.

1
The transformation A N AN D is called the similarity transformation.
1
The process of finding the modal matrix N and effecting the similarity transformation N AN , to
produce a diagonal matrix, is called diagonalization.
1r 0 0

0 r
0
For a diagonalizable matrix A, we can write A ND N , where D r
r r 1 2


0 0 0 nr
Result : Let P be an orthogonal matrix P such that PT AP is a diagonal matrix. Then, A is symmetric.

Proof : Let PT AP D . Since P is orthogonal, we get A PDP T . Since

AT ( PDPT )T PDPT A , the matrix A is symmetric.

DIAGONALIZATION OF A SYMMETRIC MATRIX (by orthogonal transformation)

Theorem : Let A be a real symmetric square matrix of order n. Since A is a real symmetric matrix, the
eigenvectors are not only linearly independent but also pairwise orthogonal. Let N be the modal matrix
whose columns are the normalized eigen vectors of A. Then

(i) N is an orthogonal matrix, and

(ii) NT AN D , where D is the diagonal matrix whose diagonal entries are eigen values of A.
That is, the similarity transformation is called an orthogonal transformation.
Problems for practice :

7 2 0
1. Diagonalize the symmetric matrix A 2 6 2 . Hence find A4 .

0 2 5
2 0 4
2. Diagonalize the symmetric matrix A 0 6 0 by orthogonal transformation.

4 0 2
3. Check whether the following matrices are diagonalizable or not?

(a) 4 1 Ans : Yes

A
3 2
(b) 3 10 5 Ans : No
A 2 3 4
3 5 7
(c) 6 6 5 Ans : No
A 14 13 10
7 6 4
(d) 5 5 9 Ans : No
A 8 9 18
2 3 7
(e) 2 2 1 Ans : Yes
A 1 3 1
1 2 2