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How to diagonalize a matrix

User Hollownest
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Answer: To diagonalize a matrix, we need to transform it into a diagonal matrix by finding an invertible matrix P such that P^-1AP = D, where A is the original matrix and D is the diagonal matrix. The diagonal elements of D are the eigenvalues of A, and the columns of P are the corresponding eigenvectors of A.

Here are the steps to diagonalize a matrix:

Find the eigenvalues of the matrix A by solving the characteristic equation det(A - λI) = 0, where I is the identity matrix and λ is an eigenvalue.

For each eigenvalue, find a basis for the corresponding eigenspace by solving the system of linear equations (A - λI)x = 0. This will give us a set of linearly independent eigenvectors for each eigenvalue.

Construct the matrix P whose columns are the eigenvectors found in step 2. The matrix P must be invertible, which means the eigenvectors must form a basis for the vector space.

Compute the inverse of the matrix P^-1.

Form the diagonal matrix D whose diagonal entries are the eigenvalues found in step 1.

Compute the product P^-1AP = D. This is the diagonalization of the matrix A.

Note that not all matrices can be diagonalized. A matrix can only be diagonalized if it has n linearly independent eigenvectors, where n is the dimension of the matrix.

Explanation:

User Nick Iliev
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