Ch.15 Eigenvectors

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Diagonalizability

A transformation is diagonlizable if it has a diagonal representation with respect to the same basis for the codomain as domain.
A diagonalizable matrix is any matrix TT such that PTP1PTP^{-1} is diagonal for a nonsingular PP

Example 15.1

T=(6112111657)T=\begin{pmatrix}6&-1&-1\\2&11&-1\\-6&-5&7\end{pmatrix}
is diagonalizable using
P=(1/21/41/41/21/41/41/23/41/4)P1=(110011211)\begin{array}{cc}P=\begin{pmatrix}1/2&1/4&1/4\\-1/2&1/4&1/4\\-1/2&-3/4&1/4\end{pmatrix}&P^{-1}=\begin{pmatrix}1&-1&0\\0&1&-1\\2&1&1\end{pmatrix}\end{array}
to get this D=PTP1D=PTP^{-1}
D=(4000800012)D=\begin{pmatrix}4&0&0\\0&8&0\\0&0&12\end{pmatrix}

Example 15.2

Consider if the following is diagonalizable
N=(0010)N=\begin{pmatrix}0&0\\1&0\end{pmatrix}
Since N2N^2 is the zero matrix, for any map nn represented by NN with bases B,BB,B, the composition nnn\circ n is the zero map. This implies that any representation of nn with some bases B^,B^\hat{B},\hat{B} has a square that is the zero map. However, if there was some diagonal matix DD similar to NN, then we must have D2D^2 have diagonal entries be the square of the entries of DD, so cannot be a zero matrix. Thus, NN is not diagonalizable.

Diagonalization Theorem:
A transformation tt is diagonalizable iff there is a basis B=β1,...,βnB=\langle\vec{\beta}_1,...,\vec{\beta}_n\rangle and scalars λ1,...,λn\lambda_1,...,\lambda_n such that t(βi)=λiβit(\vec{\beta}_i)=\lambda_i\vec{\beta}_i for each ii.

Proof

If B=β1,...,βnB=\langle\vec{\beta}_1,...,\vec{\beta}_n\rangle is a basis then
t(βi)=λiβiRepB(t(βi))=λiRepB(βi)t(\vec{\beta}_i)=\lambda_i\vec{\beta}_i\iff\text{Rep}_B(t(\vec{\beta}_i))=\lambda_i\text{Rep}_B(\vec{\beta}_i)
which is equivalent to
RepB(t(βi))=λi(010)=(λ100λn)(010)=(0λi0)\text{Rep}_B(t(\vec{\beta}_i))=\lambda_i\begin{pmatrix}0\\\vdots\\1\\\vdots\\0\end{pmatrix}=\begin{pmatrix}\lambda_1&\cdots&0\\\vdots&\ddots&\vdots\\0&\cdots&\lambda_n\end{pmatrix}\begin{pmatrix}0\\\vdots\\1\\\vdots\\0\end{pmatrix}=\begin{pmatrix}0\\\vdots\\\lambda_i\\\vdots\\0\end{pmatrix}

Example 15.3

T=(4101)T=\begin{pmatrix}4&1\\0&-1\end{pmatrix} is not diagonal, but a similar matrix can be found that is diagonal.
If T=RepE2,E2(t)T=\text{Rep}_{\mathcal{E}_2,\mathcal{E}_2}(t) for t:R2R2t:\mathbb{R}^2\to\mathbb{R}^2, we want to find a basis B=β1,β2B=\langle\vec{\beta}_1,\vec{\beta}_2\rangle such that RepB,B(t)=(λ100λ2)\text{Rep}_{B,B}(t)=\begin{pmatrix}\lambda_1&0\\0&\lambda_2\end{pmatrix}

We want (4101)β1=λ1β1\begin{pmatrix}4&1\\0&-1\end{pmatrix}\vec{\beta}_1=\lambda_1\vec{\beta}_1 and (4101)β2=λ2β2\begin{pmatrix}4&1\\0&-1\end{pmatrix}\vec{\beta}_2=\lambda_2\vec{\beta}_2
Or, converting βk\vec{\beta}_k to a column vector, we want a scalar xCx\in\mathbb{C} such that
(4101)(b1b2)=x(b1b2)\begin{pmatrix}4&1\\0&-1\end{pmatrix}\begin{pmatrix}b_1\\b_2\end{pmatrix}=x\begin{pmatrix}b_1\\b_2\end{pmatrix}
has a solution for b1,b2b_1,b_2 that are not both zeroes.
Rewriting this as a linear system:
(4x)b1+b2=0(1x)b2=0\begin{array}{rrl}(4-x)b_1+&b_2&=0\\&(-1-x)b_2&=0\end{array}
If 1x0-1-x\ne0 and 4x04-x\ne0, then the only solution is that b1=b2=0b_1=b_2=0. So, one solution results from 1x=0x=1-1-x=0\rightarrow x=-1, resulting in b1=(1/5)b2b_1=(-1/5)b_2, and the other solution from 4x=0x=44-x=0\rightarrow x=4, resulting in b2=0b_2=0.
Thus, our basis is B=(15),(10)B=\langle\begin{pmatrix}-1\\5\end{pmatrix},\begin{pmatrix}1\\0\end{pmatrix}\rangle, which is diagonalizable to D=(1004)D=\begin{pmatrix}-1&0\\0&4\end{pmatrix}

Application of Diagonalization: Powers of Matrices

Using diagonalization, it is easy to compute powers of matrices. If A=DA=D is diagonal, then DnD^n is also diagonal, where the entries are the nnth powers of the entries of DD.
If AA is diagonalizable, then
A=PDP1A2=(PDP1)(PDP1)=PD(P1P)DP1=PDIDP1=PD2P1A3=(PDP1)(PD2P1)=PD(P1P)D2P1=PDID2P1=PD3P1An=PDnP1\begin{array}{lcl}A&=&PDP^{-1}\\A^2&=&(PDP^{-1})(PDP^{-1})=PD(P^{-1}P)DP^{-1}=PDIDP^{-1}=PD^2P^{-1}\\A^3&=&(PDP^{-1})(PD^2P^{-1})=PD(P^{-1}P)D^2P^{-1}=PDID^2P^{-1}=PD^3P^{-1}\\&\vdots\\A^n&=&PD^nP^{-1}\\\end{array}
Since DD is diagonal, PDnP1PD^nP^{-1} is much easier to compute than AnA^n

Example 15.4

Let A=(1214)A=\begin{pmatrix}1&2\\-1&4\end{pmatrix}. Find AnA^n.


We first evaluate PP and DD.
We must find xCx\in\mathbb{C} such that there are solutions to
(1214)(b1b2)=x(b1b2)\begin{pmatrix}1&2\\-1&4\end{pmatrix}\begin{pmatrix}b_1\\b_2\end{pmatrix}=x\begin{pmatrix}b_1\\b_2\end{pmatrix}
that are not b1=b2=0b_1=b_2=0.
The associated linear system is
(1x)b1+2b2=0b1+(4x)b2=0\begin{array}{rcr}(1-x)b_1&+&2b_2=0\\-b_1&+&(4-x)b_2=0\end{array}
Substituting for b1=(4x)b2b_1=(4-x)b_2
(1x)(4x)b2+2b2=(x25x+6)b2=0(1-x)(4-x)b_2+2b_2=(x^2-5x+6)b_2=0
For b2b_2 to be nonzero, we need x25x+6=0x^2-5x+6=0, which is true when x=2,3x=2,3.
When x=2x=2, we have b1=2b2b_1=2b_2, and if x=3x=3, we have b1=b2b_1=b_2. Thus, our basis is B=(21),(11)B=\langle\begin{pmatrix}2\\1\end{pmatrix},\begin{pmatrix}1\\1\end{pmatrix}\rangle and diagonal matrix D=(2003)D=\begin{pmatrix}2&0\\0&3\end{pmatrix}.
From this, we generate
P=(2111)P1=(1112)\begin{array}{cc}P=\begin{pmatrix}2&1\\1&1\end{pmatrix}&P^{-1}=\begin{pmatrix}1&-1\\-1&2\end{pmatrix}\end{array}
Thus, we have
An=PDnP1=(2111)(2n003n)(1112)=(2n+13n2n+1+23n2n3n2n+23n)A^n=PD^nP^{-1}=\begin{pmatrix}2&1\\1&1\end{pmatrix}\begin{pmatrix}2^n&0\\0&3^n\end{pmatrix}\begin{pmatrix}1&-1\\-1&2\end{pmatrix}=\begin{pmatrix}2^{n+1}-3^n&-2^{n+1}+2\cdot3^n\\2^n-3^n&-2^n+2\cdot3^n\end{pmatrix}


Eigenvalues and Eigenvectors

A transformation t:VVt:V\to V has a scalar eigenvalueλ\lambda if there is a nonzero eigenvectorζV\vec{\zeta}\in V such that t(ζ)=λζt(\vec{\zeta})=\lambda\cdot\vec{\zeta}.
Similarly, a square matrix TT has a scalar eigenvalueλ\lambda associated with the nonzero eigenvectorζ\vec{\zeta} if Tζ=λζT\vec{\zeta}=\lambda\cdot\vec{\zeta}

Example 15.5

The matrix
D=(4002)D=\begin{pmatrix}4&0\\0&2\end{pmatrix}
has an eigenvalue λ1=4\lambda_1=4 and λ2=2\lambda_2=2.
The first is associated with eigenvector e1\vec{e}_1
(4002)(10)=4(10)\begin{pmatrix}4&0\\0&2\end{pmatrix}\begin{pmatrix}1\\0\end{pmatrix}=4\cdot\begin{pmatrix}1\\0\end{pmatrix}
The second is asociated with e2\vec{e}_2
(4002)(01)=2(01)\begin{pmatrix}4&0\\0&2\end{pmatrix}\begin{pmatrix}0\\1\end{pmatrix}=2\cdot\begin{pmatrix}0\\1\end{pmatrix}

These matrices act on the specific vectors by rescaling.

Computing Eigenvalues and Eigenvectors

See the example below.

Example 15.6

Consider the matrix
T=(057277114)T=\begin{pmatrix}0&5&7\\-2&7&7\\-1&1&4\end{pmatrix}
We want to find scalars xx such that Tζ=xζT\vec{\zeta}=x\vec{\zeta} for some nonzero ζ\vec{\zeta}. Bring to the terms to the left
(057277114)(z1z2z3)x(z1z2z3)=0\begin{pmatrix}0&5&7\\-2&7&7\\-1&1&4\end{pmatrix}\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}-x\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}=\vec{0}
And factor out the vector
(0x5727x7114x)(z1z2z3)=(000)\begin{pmatrix}0-x&5&7\\-2&7-x&7\\-1&1&4-x\end{pmatrix}\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}=\begin{pmatrix}0\\0\\0\end{pmatrix}
This has nonzero solutions iff the matrix is singular, i.e. has a determinant of zero.
0=x5727x7114x=(x5)(x4)(x2)0=\begin{vmatrix}-x&5&7\\-2&7-x&7\\-1&1&4-x\end{vmatrix}=-(x-5)(x-4)(x-2)
So the eigenvalues of λ1=5,λ2=4,λ3=2\lambda_1=5,\lambda_2=4,\lambda_3=2
To find the associated eigenvectors, substitute each and solve.
For λ1=5\lambda_1=5
(557227111)(z1z2z3)=0\begin{pmatrix}-5&5&7\\-2&2&7\\-1&1&-1\end{pmatrix}\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}=\vec{0}
Gauss's Method yields the solutions to be
V5={(110)z2  z2C}V_5=\{\begin{pmatrix}1\\1\\0\end{pmatrix}z_2\space|\space z_2\in\mathbb{C}\}
For λ2=4\lambda_2=4
(457237110)(z1z2z3)=0\begin{pmatrix}-4&5&7\\-2&3&7\\-1&1&0\end{pmatrix}\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}=\vec{0}
The solutions are
V4={(771)z3  z3C}V_4=\{\begin{pmatrix}-7\\-7\\1\end{pmatrix}z_3\space|\space z_3\in\mathbb{C}\}
For λ3=2\lambda_3=2
(257257112)(z1z2z3)=0\begin{pmatrix}-2&5&7\\-2&5&7\\-1&1&2\end{pmatrix}\begin{pmatrix}z_1\\z_2\\z_3\end{pmatrix}=\vec{0}
gives
V2={(111)z3  z3C}V_2=\{\begin{pmatrix}1\\-1\\1\end{pmatrix}z_3\space|\space z_3\in\mathbb{C}\}

If the matrix is an n×nn\times n upper or lower triangular matrix with diagonal entries λ1,...,λn\lambda_1,...,\lambda_n, then its eigenvalues are λ1,...,λn\lambda_1,...,\lambda_n.

Two similar matrices have the same eigenvalues but different eigenvectors because the action is the same, but in different bases.

The characteristic polynomial of a square matrix TT is the determinant TxI|T-xI| where xx is a variable. The characteristic equation is TxI=0|T-xI|=0
For an upper or triangular n×nn\times n matrix with diagonal entries λ1,...,λn\lambda_1,...,\lambda_n, the characteristic polynomial is (λ1x)(λnx)(\lambda_1-x)\cdots(\lambda_n-x)

The eigenvalues of a square matrix are exactly the roots of the characteristic polynomial.

Proof

λ\lambda is an eigenvalue of TT iff there exists a nonzero v\vec{v} such that Tv=λvT\vec{v}=\lambda\vec{v}, or equivalently, (TλI)v=0(T-\lambda I)\vec{v}=0. Since v0\vec{v}\ne0, we must have (TλI)(T-\lambda I) be nonintertible, which is equivalent to TλI=0|T-\lambda I|=0

Two similar matrices have the same characteristic polynomial. In particular, they have the same eigenvalues.

Proof

Suppose T1T_1 and T2T_2 are similar and PP exists such that T2=PT1P1T_2=PT_1P^{-1}.
Then
T2xI=PT1P1xI=PT1P1xPP1=PT1P1P(xI)P1=P(T1xI)P1T_2-xI=PT_1P^{-1}-xI=PT_1P^{-1}-xPP^{-1}=PT_1P^{-1}-P(xI)P^{-1}=P(T_1-xI)P^{-1}
From T2xI=P(T1xI)P1T_2-xI=P(T_1-xI)P^{-1}, we obtain that T2xI=P(T1xI)P1=PT1xIP1=T1xI|T_2-xI|=|P(T_1-xI)P^{-1}|=|P||T_1-xI||P^{-1}|=|T_1-xI|

Since similar matrices are representations of the same map with respect to different bases, we define the characteristic polynomial of a linear mapt:VVt:V\to V as the characteristic polynomial of any matrix representation RepB,B(t)\text{Rep}_{B,B}(t) where BB is a basis of VV.
Note if tt or the matrix representation TT is of dimension nn, the characteristic polynomial has degree nn.

A nontrivial linear transformation has a characteristic polynomial with degree at least one, so must have at least one solution over the complex numbers. So, a nontrivial linear transformation must have at least one eigenvalue.

The eigenspace of a linear transformation tt associated with eigenvalue λ\lambda is Vλ={ζ  t(ζ)=λζ}V_\lambda=\{\vec{\zeta}\space|\space t(\vec{\zeta})=\lambda\vec{\zeta}\}. The eigenspace of a square matrix is analogous.

An eigenspace is a nontrivial subspace.

Proof

First, it is nonempty, since t(0)=λ0t(\vec{0})=\lambda\cdot\vec{0}. Because ζ\vec{\zeta} cannot be 0\vec{0}, VλV_\lambda must have more than just 0\vec{0}
Now, we must show closure under addition and multiplication.
t(c1ζ1++cnζn)=c1t(ζ1)++cnt(ζn)=c1λζ1++cnλζn&=λ(c1ζ1++cnζn)\begin{array}{rcl}t(c_1\vec{\zeta}_1+\cdots+c_n\vec{\zeta}_n)&=&c_1t(\vec{\zeta}_1)+\cdots+c_nt(\vec{\zeta}_n)\\&=&c_1\lambda\vec{\zeta}_1+\cdots+c_n\lambda\vec{\zeta}_n\&=&\lambda(c_1\vec{\zeta}_1+\cdots+c_n\vec{\zeta}_n)\end{array}

For any set of distinct eigenvalues, the set of associated eigenvectors (one per eigenvalue) is linear independent.

Proof

We use induction. The base case is 0 eigenvalues, in which case the set is empty, so is linearly independent.
Assume it holds true for some k0k\ge0 and consider eigenvalues λ1,...,λk+1\lambda_1,...,\lambda_{k+1} with associated eigenvectors v1,...,vk+1\vec{v}_1,...,\vec{v}_{k+1}.
Suppose 0=c1v1++ckvk+ck+1vk+1\vec{0}=c_1\vec{v}_1+\cdots+c_k\vec{v}_k+c_{k+1}\vec{v}_{k+1}
Derive two equations: one from multiplying λk+1\lambda_{k+1} on both sides and the other from applying the map
0=c1λk+1v1++ckλk+1vk+ck+1λk+1vk+1\vec{0}=c_1\lambda_{k+1}\vec{v}_1+\cdots+c_k\lambda_{k+1}\vec{v}_k+c_{k+1}\lambda_{k+1}\vec{v}_{k+1}
0=c1λ1v1++ckλkvk+vk+1λk+1vk+1\vec{0}=c_1\lambda_1\vec{v}_1+\cdots+c_k\lambda_k\vec{v}_k+v_{k+1}\lambda_{k+1}\vec{v}_{k+1}
and subtract
0=c1(λk+1λ1)v1++ck(λk+1λk)vk\vec{0}=c_1(\lambda_{k+1}-\lambda_1)\vec{v}_1+\cdots+c_k(\lambda_{k+1}-\lambda_k)\vec{v}_k
The vk+1\vec{v}_{k+1} term vanishes. By the indutive hypothesis, ci(λk+1λi)=0c_i(\lambda_{k+1}-\lambda_i)=0 for i=1,...,ki=1,...,k
However, since the eigenvalues are distinct, we must have c1=c2==ck=0c_1=c_2=\cdots=c_k=0. From this and the original equation, we have ck+1vk+1c_{k+1}\vec{v}_{k+1} so ck+1=0c_{k+1}=0 as well.

An n×nn\times n matrix with nn distinct eigenvalues is diagonalizable.

Proof

Call the nn distinct eigenvalues λ1,...,λn\lambda_1,...,\lambda_n. For i=1,...,ni=1,...,n we can find a non-zero eigenvector ζiCn\vec{\zeta}_i\in\mathbb{C}^n for the eigenvalue λi\lambda_i. From the previous theorem, they are all linearly independent, so they form a basis for Cn\mathbb{C}^n. Since this is a basis of eigenvectors, the matrix is diagonalizable.

Finally, we consider what happens if we have an n×nn\times n matrix TT with real coefficients.
If λR\lambda\in\mathbb{R} is an eigenvalue then the matrix TλIT-\lambda I is non-invertible and with real entries, then its nullspace must contain a nonzero real vector.
Therefore, for a real eigenvalue of a real n×nn\times n matrix we can always find a eigenvector in Rn\mathbb{R}^n. On the other hand, if the eigenvalue λ\lambda for the real matrix TT is not in R\mathbb{R}, then no eigenvector for λ\lambda is in Rn\mathbb{R}^n.


Notes

Matrices with the same eigenvalues need not be similar.

The characteristic polynomial of a 2×22\times2 matrix AA is
f(x)=x2Tr(A)+det(A)f(x)=x^2-\text{Tr}(A)+\text{det}(A)

Let λ\lambda be an eigenvalue of a square matrix AA.
The geometric multiplicity of λ\lambda is the dimension of the λ\lambda-eigenspace. The algebraic multiplicity of λ\lambda is the multiplicity as a root of the characteristic polynomial.
Note that under complex scalars, the sum of algebraic multiplicities is nn.

We can find this relationship about them:
1geometric multiplicity of λalgebraic multiplicity of λ1\le\text{geometric multiplicity of }\lambda\le\text{algebraic multiplicity of }\lambda
This means if the algebraic multilplicity is 11, then the geometric multiplicity is also 11.

Alternate Diagonalization Theorem:
Let AA be an n×nn\times n matrix. The following are equivalent:

  1. AA is diagonalizable
  2. the sum of the geometric multiplicities of the eigenvalues of AA equal nn
  3. for each eigenvalue, the geometric multiplicity equals the algebraic multiplicity

Trick for computing eigenvectors of 2×22\times2 matrices
Let AA be a 2×22\times2 matrix with an eigenvalue λ\lambda.
We know det(AλI)=0AλI\text{det}(A-\lambda I)=0\implies A-\lambda I is not invertible, so the two rows are linearly dependent. So, if the first row is not 00s, the second row is a scalar multiple of the first. Hence, in reduced row echelon form, the second row disappears, so it doesn't matter what it is.
If AλI=(ab)A-\lambda I=\begin{pmatrix}a&b\\*&*\end{pmatrix}, then (ba)\begin{pmatrix}-b\\a\end{pmatrix} and (ba)\begin{pmatrix}b\\-a\end{pmatrix} are both eigenvectors. Similar if the first row is 00s.
If AλI=(0000)A-\lambda I=\begin{pmatrix}0&0\\0&0\end{pmatrix}, then every non-zero vector is an eigenvector.

Conjugate eigenvalues correspond to conjugate eigenvectors; i.e. if v\vec{v} is an eigenvector with eigenvalue λ\lambda, vˉ\bar{\vec{v}} is an eigenvector with eigenvalue λ\overline{\lambda} because
Av=λvAv=Av=λv=λvA\vec{v}=\lambda\vec{v}\implies A\overline{\vec{v}}=\overline{A\vec{v}}=\overline{\lambda\vec{v}}=\overline{\lambda}\overline{\vec{v}}

Let AA be a 2×22\times2 matrix with complex, non-real eigenvalue λ\lambda and eigenvector v\vec{v}. Then A=PCP1A=PCP^{-1} where
P=(R(v)I(v)) and C=(R(λ)I(λ)I(λ)R(λ))P=\begin{pmatrix}|&|\\\mathscr{R}(\vec{v})&\mathscr{I}(\vec{v})\\|&|\end{pmatrix}\text{ and } C=\begin{pmatrix}\mathscr{R}(\lambda)&\mathscr{I}(\lambda)\\-\mathscr{I}(\lambda)&\mathscr{R}(\lambda)\end{pmatrix}
The matrix CC is a composition of rotation by arg(λ)-\arg{(\lambda)} and scaled by λ|\lambda|
C=(λ00λ)(cos(arg(λ))sin(arg(λ))sin(arg(λ))cos(arg(λ)))C=\begin{pmatrix}|\lambda|&0\\0&|\lambda|\end{pmatrix}\begin{pmatrix}\cos{(-\arg{(\lambda)})}&-\sin{(-\arg{(\lambda)})}\\\sin{(-\arg{(\lambda)})}&\cos{(-\arg{(\lambda)})}\end{pmatrix}
Thus, a 2×22\times2 matrix with complex eigenvalue λ\lambda is similar to (rotation by argument of λ\overline{\lambda}) composed with (scaled by λ|\lambda|), which is multiplication by λ\overline{\lambda} in CR2\mathbb{C}\sim\mathbb{R}^2

Examples

Diagonalization of a 3×33\times3 matrix

Example 15.7

Diagonalize A=(430210111)A=\begin{pmatrix}4&-3&0\\2&-1&0\\1&-1&1\end{pmatrix}


First find the characteristic polynomial
f(x)=det(AxI)=(1x)((4x)(1x)+6)=(x1)2(x2)f(x)=\text{det}(A-xI)=(1-x)((4-x)(-1-x)+6)=-(x-1)^2(x-2)
The eigenvalues are 1 and 2 with multiplicities 2 and 1, respectively.
First compute the 11-eigenspace:
(330220110)v=0Gaussian(110000000)v=0\begin{pmatrix}3&-3&0\\2&-2&0\\1&-1&0\end{pmatrix}\vec{v}=0\xrightarrow{\text{Gaussian}}\begin{pmatrix}1&-1&0\\0&0&0\\0&0&0\end{pmatrix}\vec{v}=0
Therefore, v=(xyz)=y(110)+z(001)\vec{v}=\begin{pmatrix}x\\y\\z\end{pmatrix}=y\begin{pmatrix}1\\1\\0\end{pmatrix}+z\begin{pmatrix}0\\0\\1\end{pmatrix} and a basis for the 11-eigenspace is
B1=(110),(001)B_1=\langle\begin{pmatrix}1\\1\\0\end{pmatrix},\begin{pmatrix}0\\0\\1\end{pmatrix}\rangle
For the 22-eigenspace:
(230230111)v=0Gaussian(103012000)v=0\begin{pmatrix}2&-3&0\\2&-3&0\\1&-1&-1\end{pmatrix}\vec{v}=0\xrightarrow{\text{Gaussian}}\begin{pmatrix}1&0&-3\\0&1&-2\\0&0&0\end{pmatrix}\vec{v}=0
Therefore, a basis for the 22-eigenspace is
B2=(321)B_2=\langle\begin{pmatrix}3\\2\\1\end{pmatrix}\rangle
The three basis vectors in B1B_1 and B2B_2 are linearly independent, so we have
A=PDP1 for P=(103102011), D=(100010002)A=PDP^{-1}\text{ for }P=\begin{pmatrix}1&0&3\\1&0&2\\0&1&1\end{pmatrix},\space D=\begin{pmatrix}1&0&0\\0&1&0\\0&0&2\end{pmatrix}

Non-Diagonalizable Matrices

Example 15.8

The matrix A=(1001)A=\begin{pmatrix}1&0\\0&1\end{pmatrix} has only one eigenvalue, 11.
Computing the 11-eigenspace,
(AI)v=(0100)v=0(A-I)\vec{v}=\begin{pmatrix}0&1\\0&0\end{pmatrix}\vec{v}=0
The eigenspace only contains multiples of (10)\begin{pmatrix}1\\0\end{pmatrix}. Since we need 2 linearly independent vectors for this to be diagonalizable, this is not.

Non-real eigenvalue

Example 15.9

Consider A=(1111)A=\begin{pmatrix}1&-1\\1&1\end{pmatrix}
The eigenvalues are 1±i1\pm i, a conjugate pair.
Let λ=1i\lambda=1-i. We compute an eigenvector v\vec{v}:
AλI=(i1)v=(1i)A-\lambda I=\begin{pmatrix}i&-1\\*&*\end{pmatrix}\rightarrow \vec{v}=\begin{pmatrix}1\\i\end{pmatrix}
Therefore,
P=(R(1i)I(1i))=(1001)C=(R(λ)I(λ)I(λ)R(λ))=(1111)\begin{array}{cc}P=\begin{pmatrix}\mathscr{R}\begin{pmatrix}1\\i\end{pmatrix}\mathscr{I}\begin{pmatrix}1\\i\end{pmatrix}\end{pmatrix}=\begin{pmatrix}1&0\\0&1\end{pmatrix}&C=\begin{pmatrix}\mathscr{R}(\lambda)&\mathscr{I}(\lambda)\\-\mathscr{I}(\lambda)&\mathscr{R}(\lambda)\end{pmatrix}=\begin{pmatrix}1&-1\\1&1\end{pmatrix}\end{array}

The matrix C=AC=A scales by a factor of λ=12+12=2|\lambda|=\sqrt{1^2+1^2}=\sqrt{2}, and the argument is π/4-\pi/4, therefore C=AC=A rotates by +π/4+\pi/4 (note that AA is 2\sqrt{2} times the rotation matrix by π/4\pi/4, so this matches)

If ACA\ne C, then CC scales by λ|\lambda| and rotates by arg(λ)-\arg{(\lambda)} in the standard basis, but AA does that in the basis formed by the columns of PP, i.e. the eigenvectors.
This is similar to the real eigenvalue case, where in A=PDP1A=PDP^{-1}, AA scales like DD, but under the basis formed from the columns of PP

Let AA be a real n×nn\times n matrix. Suppose each eigenvalue (real or complex), the geometric multiplicity equals the algebraic multiplicity. Then A=PCP1A=PCP^{-1}, where:

  1. CC is block diagonal, where the blocks are either a 1×11\times1 block containing the real eignevalue λk\lambda_k or a 2×22\times2 block containing the matrix (RλIλIλRλ)\begin{pmatrix}\mathscr{R}\lambda&\mathscr{I}\lambda\\-\mathscr{I}\lambda&\mathscr{R}\lambda\end{pmatrix} for non-real eigenvector λ\lambda
  2. The columns of PP form bases for the eigenspaces for the real eigenvectors or come in pairs (Rv,Iv)(\mathscr{R}\vec{v},\mathscr{I}\vec{v}) for non-real eigenvectors v\vec{v}
Example 15.10

Let A=(110110002)A=\begin{pmatrix}1&-1&0\\1&1&0\\0&0&2\end{pmatrix}. This is block diagonal. It acts on the xyxy-plane by scaling by 2\sqrt{2} and rotationg by π/4\pi/4. It acts on the zz-axis by scaling by 22.