Diagonalization of Matrix
|
|
- Patrick Patterson
- 5 years ago
- Views:
Transcription
1 of Matrix King Saud University August 29, 2018 of Matrix
2 Table of contents 1 2 of Matrix
3 Definition If A M n (R) and λ R. We say that λ is an eigenvalue of the matrix A if there is X R n \ {0} such that AX = λx. In this case, we say that X is an eigenvector of the matrix A with respect to the eigenvalue λ. of Matrix
4 Theorem If A M n (R) and λ R. λ is an eigenvalue the matrix A if and only if λi A = 0. of Matrix
5 Definition If A M n (R), the polynomial q A (λ) = λi A is called the characteristic equation of the matrix A. of Matrix
6 Example Find the eigenvalues of the following matrix A = 1 2 1, A = 4 5 2, A = of Matrix
7 Theorem If A M n (R) and v 1,..., v m are eigenvectors for different eigenvalues λ 1,..., λ m, then v 1,..., v m are linearly independent. Proof We do the proof by induction. The result is true for m = 1. We assume the result for m and let v 1,..., v m+1 eigenvectors for different eigenvalues λ 1,..., λ m+1. of Matrix
8 If then Also we have Then a 1 v a m v m + a m+1 v m+1 = 0 a 1 λ 1 v a m λ m v m + a m+1 λ m+1 v m+1 = 0 a 1 λ m+1 v a m λ m+1 v m + a m+1 λ m+1 v m+1 = 0 a 1 (λ 1 λ m+1 )v a m (λ m λ m+1 )v m = 0. Since (λ j λ m+1 0 for all j = 1,... m, then a 1 =... = a m = 0 and so a m+1 = 0. of Matrix
9 Definition We say that a matrix A M n (R) is diagonalizable if there exists an invertible matrix P M n (R) such that the matrix P 1 AP is diagonal. of Matrix
10 Remark If X 1,..., X n are the columns of the matrix P, then the columns of the matrix AP are: AX 1,..., AX n. Moreover if λ λ D = λ n then the columns of the matrix PD are: λ 1 X 1,..., λ n X n. Then P 1 AP = D PD = AP and the columns of the matrix P form a basis of R n and eigenvectors of the matrix A. of Matrix
11 Theorem The matrix A M n (R) is diagonalizable if and only if it has n eigenvectors linearly independent, then these vectors form a basis of the vector space R n. of Matrix
12 Examples Prove that the following matrices are diagonalizable and find an invertible matrix P M n (R) such that the matrix P 1 AP is diagonal and find A A = 1 2 1, A = 4 5 2, A = of Matrix
13 Definition Let A M n (R) and λ an eigenvalue of the matrix A. We define E λ = {X R n ; AX = λx } This space is called called the eigenspace associated to the eigenvalue λ. of Matrix
14 Remark If λ is an eigenvalue of the matrix A M n (R), then E λ = {X R n ; AX = λx } is vector sub-space of R n. Its dimension is called the the geometric multiplicity of λ. of Matrix
15 Definition If A M n (R) and the characteristic function q A (λ) = (λ λ 1 ) m Q(λ) such that Q(λ 1 ) 0 we say that m is the algebraic multiplicity of the eigenvalue λ 1. of Matrix
16 Theorem If A M n (R) and the characteristic function q A (λ) = C(λ λ 1 ) m 1... (λ λ p ) mp then A is diagonalizable if and only if the algebraic and geometric multiplicities are the same. of Matrix
17 Remark Special case If A M n (R) and has n different eigenvalues, then A is diagonalizable. of Matrix
18 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal. ( ) 5 4 A = 4 3 Solution The characteristic function of the matrix A is q A (λ) = 5 λ λ = (1 λ)2. Then the matrix is not diagonalizable. of Matrix
19 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal. ( ) 10 6 A = Solution The characteristic function of the matrix A is q A (λ) = 10 λ λ = (λ 2)(1 + λ). Then the matrix is diagonalizable. of Matrix
20 E 1 = ( 2, 3) and E 2 = (1, ( 2). ) 1 0 The diagonal matrix is D = 0 2 ( ) 2 1 and the matrix P is P =. 3 2 of Matrix
21 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal A = Solution The characteristic function of the matrix A is 5 λ 0 4 q A (λ) = 2 1 λ λ = (1 λ)3. Then the matrix is not diagonalizable. of Matrix
22 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal A = Solution The characteristic function of the matrix A is 1 λ 0 0 q A (λ) = 1 1 λ λ = (1 λ)2 (2 λ). of Matrix
23 E 1 = (0, 1, 0), (1, 0, 1) and E 2 = (0, 1, 1). Then the matrix is diagonalizable the diagonal matrix is D = and the matrix P is P = of Matrix
24 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal A = Solution The characteristic function of the matrix A is 5 λ q A (λ) = 0 3 λ λ 0 = (5 λ)(3 λ)(2 λ) λ The matrix is diagonalizable if and only if the dimension of the vector space E 2 is 2. of Matrix
25 E 2 = (1, 1, 1, 0), ( 1, 2, 0, 1). Then the matrix A is diagonalizable. E 5 = (1, 0, 0, 0) and E 3 = (3, 2, 0, 0) The diagonal matrix is D = and the matrix P is P = of Matrix
26 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal A = Solution The characteristic function of the matrix A is 2 λ 2 1 q A (λ) = 1 3 λ λ = (λ 1)2 (λ 5). of Matrix
27 E 1 = (1, 0, 1), ( 2, 1, 0), E 5 = (1, 1, 1). Then the matrix A is diagonalizable The diagonal matrix is D = and the matrix P is P = of Matrix
28 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal A = Solution The characteristic function of the matrix A is 7 λ 4 16 q A (λ) = 2 5 λ λ = (λ 3)2 (λ 1). E 3 = (1, 1, 0), (4, 0, 1), E 1 = (2, 1, 1). Then the matrix A is diagonalizable. of Matrix
29 1 0 0 The diagonal matrix is D = and the matrix P is P = of Matrix
30 Exercise Show if the following matrix is diagonalizable and find the matrix P such that the matrix P 1 AP is diagonal. A = Solution The characteristic function of the matrix A is 1 2 λ q A (λ) = 0 1 λ λ 1 = (1 λ)(2 λ) λ The matrix is diagonalizable if and only if the dimension the vector space E 2 is 3. E 2 = ( 1, 1, 0, 2), Mongi ( 1, 0, BLEL 1, 0). of Matrix
Remark By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.
Sec 6 Eigenvalues and Eigenvectors Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called an eigenvalue of A if there is a nontrivial
More informationRemark 1 By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.
Sec 5 Eigenvectors and Eigenvalues In this chapter, vector means column vector Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called
More informationLecture 15, 16: Diagonalization
Lecture 15, 16: Diagonalization Motivation: Eigenvalues and Eigenvectors are easy to compute for diagonal matrices. Hence, we would like (if possible) to convert matrix A into a diagonal matrix. Suppose
More informationRecall : Eigenvalues and Eigenvectors
Recall : Eigenvalues and Eigenvectors Let A be an n n matrix. If a nonzero vector x in R n satisfies Ax λx for a scalar λ, then : The scalar λ is called an eigenvalue of A. The vector x is called an eigenvector
More informationDIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix
DIAGONALIZATION Definition We say that a matrix A of size n n is diagonalizable if there is a basis of R n consisting of eigenvectors of A ie if there are n linearly independent vectors v v n such that
More informationDiagonalization. MATH 322, Linear Algebra I. J. Robert Buchanan. Spring Department of Mathematics
Diagonalization MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Motivation Today we consider two fundamental questions: Given an n n matrix A, does there exist a basis
More informationEigenvalues and Eigenvectors 7.2 Diagonalization
Eigenvalues and Eigenvectors 7.2 Diagonalization November 8 Goals Suppose A is square matrix of order n. Provide necessary and sufficient condition when there is an invertible matrix P such that P 1 AP
More informationMath 3191 Applied Linear Algebra
Math 9 Applied Linear Algebra Lecture 9: Diagonalization Stephen Billups University of Colorado at Denver Math 9Applied Linear Algebra p./9 Section. Diagonalization The goal here is to develop a useful
More informationExercise Set 7.2. Skills
Orthogonally diagonalizable matrix Spectral decomposition (or eigenvalue decomposition) Schur decomposition Subdiagonal Upper Hessenburg form Upper Hessenburg decomposition Skills Be able to recognize
More informationJordan Canonical Form Homework Solutions
Jordan Canonical Form Homework Solutions For each of the following, put the matrix in Jordan canonical form and find the matrix S such that S AS = J. [ ]. A = A λi = λ λ = ( λ) = λ λ = λ =, Since we have
More informationMath 315: Linear Algebra Solutions to Assignment 7
Math 5: Linear Algebra s to Assignment 7 # Find the eigenvalues of the following matrices. (a.) 4 0 0 0 (b.) 0 0 9 5 4. (a.) The characteristic polynomial det(λi A) = (λ )(λ )(λ ), so the eigenvalues are
More informationDefinition (T -invariant subspace) Example. Example
Eigenvalues, Eigenvectors, Similarity, and Diagonalization We now turn our attention to linear transformations of the form T : V V. To better understand the effect of T on the vector space V, we begin
More informationCity Suburbs. : population distribution after m years
Section 5.3 Diagonalization of Matrices Definition Example: stochastic matrix To City Suburbs From City Suburbs.85.03 = A.15.97 City.15.85 Suburbs.97.03 probability matrix of a sample person s residence
More informationEigenvalue and Eigenvector Homework
Eigenvalue and Eigenvector Homework Olena Bormashenko November 4, 2 For each of the matrices A below, do the following:. Find the characteristic polynomial of A, and use it to find all the eigenvalues
More informationHomework sheet 4: EIGENVALUES AND EIGENVECTORS. DIAGONALIZATION (with solutions) Year ? Why or why not? 6 9
Bachelor in Statistics and Business Universidad Carlos III de Madrid Mathematical Methods II María Barbero Liñán Homework sheet 4: EIGENVALUES AND EIGENVECTORS DIAGONALIZATION (with solutions) Year - Is
More informationLINEAR ALGEBRA 1, 2012-I PARTIAL EXAM 3 SOLUTIONS TO PRACTICE PROBLEMS
LINEAR ALGEBRA, -I PARTIAL EXAM SOLUTIONS TO PRACTICE PROBLEMS Problem (a) For each of the two matrices below, (i) determine whether it is diagonalizable, (ii) determine whether it is orthogonally diagonalizable,
More informationand let s calculate the image of some vectors under the transformation T.
Chapter 5 Eigenvalues and Eigenvectors 5. Eigenvalues and Eigenvectors Let T : R n R n be a linear transformation. Then T can be represented by a matrix (the standard matrix), and we can write T ( v) =
More informationA = 3 1. We conclude that the algebraic multiplicity of the eigenvalues are both one, that is,
65 Diagonalizable Matrices It is useful to introduce few more concepts, that are common in the literature Definition 65 The characteristic polynomial of an n n matrix A is the function p(λ) det(a λi) Example
More informationAnnouncements Monday, November 06
Announcements Monday, November 06 This week s quiz: covers Sections 5 and 52 Midterm 3, on November 7th (next Friday) Exam covers: Sections 3,32,5,52,53 and 55 Section 53 Diagonalization Motivation: Difference
More informationMAC Module 12 Eigenvalues and Eigenvectors. Learning Objectives. Upon completing this module, you should be able to:
MAC Module Eigenvalues and Eigenvectors Learning Objectives Upon completing this module, you should be able to: Solve the eigenvalue problem by finding the eigenvalues and the corresponding eigenvectors
More informationMAC Module 12 Eigenvalues and Eigenvectors
MAC 23 Module 2 Eigenvalues and Eigenvectors Learning Objectives Upon completing this module, you should be able to:. Solve the eigenvalue problem by finding the eigenvalues and the corresponding eigenvectors
More informationEigenvalues and Eigenvectors
Eigenvalues and Eigenvectors week -2 Fall 26 Eigenvalues and eigenvectors The most simple linear transformation from R n to R n may be the transformation of the form: T (x,,, x n ) (λ x, λ 2,, λ n x n
More informationft-uiowa-math2550 Assignment NOTRequiredJustHWformatOfQuizReviewForExam3part2 due 12/31/2014 at 07:10pm CST
me me ft-uiowa-math2550 Assignment NOTRequiredJustHWformatOfQuizReviewForExam3part2 due 12/31/2014 at 07:10pm CST 1. (1 pt) local/library/ui/eigentf.pg A is n n an matrices.. There are an infinite number
More informationLecture 3 Eigenvalues and Eigenvectors
Lecture 3 Eigenvalues and Eigenvectors Eivind Eriksen BI Norwegian School of Management Department of Economics September 10, 2010 Eivind Eriksen (BI Dept of Economics) Lecture 3 Eigenvalues and Eigenvectors
More informationEigenvalues and Eigenvectors
Eigenvalues and Eigenvectors Philippe B. Laval KSU Fall 2015 Philippe B. Laval (KSU) Eigenvalues and Eigenvectors Fall 2015 1 / 14 Introduction We define eigenvalues and eigenvectors. We discuss how to
More information22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices
m:33 Notes: 7. Diagonalization of Symmetric Matrices Dennis Roseman University of Iowa Iowa City, IA http://www.math.uiowa.edu/ roseman May 3, Symmetric matrices Definition. A symmetric matrix is a matrix
More informationLinear Algebra. Rekha Santhanam. April 3, Johns Hopkins Univ. Rekha Santhanam (Johns Hopkins Univ.) Linear Algebra April 3, / 7
Linear Algebra Rekha Santhanam Johns Hopkins Univ. April 3, 2009 Rekha Santhanam (Johns Hopkins Univ.) Linear Algebra April 3, 2009 1 / 7 Dynamical Systems Denote owl and wood rat populations at time k
More informationDiagonalization. Hung-yi Lee
Diagonalization Hung-yi Lee Review If Av = λv (v is a vector, λ is a scalar) v is an eigenvector of A excluding zero vector λ is an eigenvalue of A that corresponds to v Eigenvectors corresponding to λ
More informationEcon Slides from Lecture 7
Econ 205 Sobel Econ 205 - Slides from Lecture 7 Joel Sobel August 31, 2010 Linear Algebra: Main Theory A linear combination of a collection of vectors {x 1,..., x k } is a vector of the form k λ ix i for
More informationICS 6N Computational Linear Algebra Eigenvalues and Eigenvectors
ICS 6N Computational Linear Algebra Eigenvalues and Eigenvectors Xiaohui Xie University of California, Irvine xhx@uci.edu Xiaohui Xie (UCI) ICS 6N 1 / 34 The powers of matrix Consider the following dynamic
More informationLecture 12: Diagonalization
Lecture : Diagonalization A square matrix D is called diagonal if all but diagonal entries are zero: a a D a n 5 n n. () Diagonal matrices are the simplest matrices that are basically equivalent to vectors
More information(the matrix with b 1 and b 2 as columns). If x is a vector in R 2, then its coordinate vector [x] B relative to B satisfies the formula.
4 Diagonalization 4 Change of basis Let B (b,b ) be an ordered basis for R and let B b b (the matrix with b and b as columns) If x is a vector in R, then its coordinate vector x B relative to B satisfies
More informationMath 205, Summer I, Week 4b:
Math 205, Summer I, 2016 Week 4b: Chapter 5, Sections 6, 7 and 8 (5.5 is NOT on the syllabus) 5.6 Eigenvalues and Eigenvectors 5.7 Eigenspaces, nondefective matrices 5.8 Diagonalization [*** See next slide
More informationTMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013
TMA4115 - Calculus 3 Lecture 21, April 3 Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 www.ntnu.no TMA4115 - Calculus 3, Lecture 21 Review of last week s lecture Last week
More informationAMS10 HW7 Solutions. All credit is given for effort. (-5 pts for any missing sections) Problem 1 (20 pts) Consider the following matrix 2 A =
AMS1 HW Solutions All credit is given for effort. (- pts for any missing sections) Problem 1 ( pts) Consider the following matrix 1 1 9 a. Calculate the eigenvalues of A. Eigenvalues are 1 1.1, 9.81,.1
More informationTherefore, A and B have the same characteristic polynomial and hence, the same eigenvalues.
Similar Matrices and Diagonalization Page 1 Theorem If A and B are n n matrices, which are similar, then they have the same characteristic equation and hence the same eigenvalues. Proof Let A and B be
More informationLinear Algebra II Lecture 13
Linear Algebra II Lecture 13 Xi Chen 1 1 University of Alberta November 14, 2014 Outline 1 2 If v is an eigenvector of T : V V corresponding to λ, then v is an eigenvector of T m corresponding to λ m since
More information4. Linear transformations as a vector space 17
4 Linear transformations as a vector space 17 d) 1 2 0 0 1 2 0 0 1 0 0 0 1 2 3 4 32 Let a linear transformation in R 2 be the reflection in the line = x 2 Find its matrix 33 For each linear transformation
More informationDiagonalization. P. Danziger. u B = A 1. B u S.
7., 8., 8.2 Diagonalization P. Danziger Change of Basis Given a basis of R n, B {v,..., v n }, we have seen that the matrix whose columns consist of these vectors can be thought of as a change of basis
More informationMATH 304 Linear Algebra Lecture 33: Bases of eigenvectors. Diagonalization.
MATH 304 Linear Algebra Lecture 33: Bases of eigenvectors. Diagonalization. Eigenvalues and eigenvectors of an operator Definition. Let V be a vector space and L : V V be a linear operator. A number λ
More informationMAT 1302B Mathematical Methods II
MAT 1302B Mathematical Methods II Alistair Savage Mathematics and Statistics University of Ottawa Winter 2015 Lecture 19 Alistair Savage (uottawa) MAT 1302B Mathematical Methods II Winter 2015 Lecture
More informationSpring 2019 Exam 2 3/27/19 Time Limit: / Problem Points Score. Total: 280
Math 307 Spring 2019 Exam 2 3/27/19 Time Limit: / Name (Print): Problem Points Score 1 15 2 20 3 35 4 30 5 10 6 20 7 20 8 20 9 20 10 20 11 10 12 10 13 10 14 10 15 10 16 10 17 10 Total: 280 Math 307 Exam
More informationFinal A. Problem Points Score Total 100. Math115A Nadja Hempel 03/23/2017
Final A Math115A Nadja Hempel 03/23/2017 nadja@math.ucla.edu Name: UID: Problem Points Score 1 10 2 20 3 5 4 5 5 9 6 5 7 7 8 13 9 16 10 10 Total 100 1 2 Exercise 1. (10pt) Let T : V V be a linear transformation.
More informationMath Camp Notes: Linear Algebra II
Math Camp Notes: Linear Algebra II Eigenvalues Let A be a square matrix. An eigenvalue is a number λ which when subtracted from the diagonal elements of the matrix A creates a singular matrix. In other
More informationJordan Canonical Form
Jordan Canonical Form Massoud Malek Jordan normal form or Jordan canonical form (named in honor of Camille Jordan) shows that by changing the basis, a given square matrix M can be transformed into a certain
More informationLecture Notes: Eigenvalues and Eigenvectors. 1 Definitions. 2 Finding All Eigenvalues
Lecture Notes: Eigenvalues and Eigenvectors Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Definitions Let A be an n n matrix. If there
More information3.3 Eigenvalues and Eigenvectors
.. EIGENVALUES AND EIGENVECTORS 27. Eigenvalues and Eigenvectors In this section, we assume A is an n n matrix and x is an n vector... Definitions In general, the product Ax results is another n vector
More informationLecture 11: Diagonalization
Lecture 11: Elif Tan Ankara University Elif Tan (Ankara University) Lecture 11 1 / 11 Definition The n n matrix A is diagonalizableif there exits nonsingular matrix P d 1 0 0. such that P 1 AP = D, where
More informationStudy Guide for Linear Algebra Exam 2
Study Guide for Linear Algebra Exam 2 Term Vector Space Definition A Vector Space is a nonempty set V of objects, on which are defined two operations, called addition and multiplication by scalars (real
More information235 Final exam review questions
5 Final exam review questions Paul Hacking December 4, 0 () Let A be an n n matrix and T : R n R n, T (x) = Ax the linear transformation with matrix A. What does it mean to say that a vector v R n is an
More informationProperties of Linear Transformations from R n to R m
Properties of Linear Transformations from R n to R m MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Topic Overview Relationship between the properties of a matrix transformation
More informationEigenvalues and Eigenvectors
Eigenvalues and Eigenvectors Definition 0 Let A R n n be an n n real matrix A number λ R is a real eigenvalue of A if there exists a nonzero vector v R n such that A v = λ v The vector v is called an eigenvector
More informationQuestion: Given an n x n matrix A, how do we find its eigenvalues? Idea: Suppose c is an eigenvalue of A, then what is the determinant of A-cI?
Section 5. The Characteristic Polynomial Question: Given an n x n matrix A, how do we find its eigenvalues? Idea: Suppose c is an eigenvalue of A, then what is the determinant of A-cI? Property The eigenvalues
More informationName: Final Exam MATH 3320
Name: Final Exam MATH 3320 Directions: Make sure to show all necessary work to receive full credit. If you need extra space please use the back of the sheet with appropriate labeling. (1) State the following
More informationMath Matrix Algebra
Math 44 - Matrix Algebra Review notes - 4 (Alberto Bressan, Spring 27) Review of complex numbers In this chapter we shall need to work with complex numbers z C These can be written in the form z = a+ib,
More informationSchur s Triangularization Theorem. Math 422
Schur s Triangularization Theorem Math 4 The characteristic polynomial p (t) of a square complex matrix A splits as a product of linear factors of the form (t λ) m Of course, finding these factors is a
More informationChapter 3. Determinants and Eigenvalues
Chapter 3. Determinants and Eigenvalues 3.1. Determinants With each square matrix we can associate a real number called the determinant of the matrix. Determinants have important applications to the theory
More informationc c c c c c c c c c a 3x3 matrix C= has a determinant determined by
Linear Algebra Determinants and Eigenvalues Introduction: Many important geometric and algebraic properties of square matrices are associated with a single real number revealed by what s known as the determinant.
More informationEigenvalues, Eigenvectors, and Diagonalization
Math 240 TA: Shuyi Weng Winter 207 February 23, 207 Eigenvalues, Eigenvectors, and Diagonalization The concepts of eigenvalues, eigenvectors, and diagonalization are best studied with examples. We will
More informationa 11 a 12 a 11 a 12 a 13 a 21 a 22 a 23 . a 31 a 32 a 33 a 12 a 21 a 23 a 31 a = = = = 12
24 8 Matrices Determinant of 2 2 matrix Given a 2 2 matrix [ ] a a A = 2 a 2 a 22 the real number a a 22 a 2 a 2 is determinant and denoted by det(a) = a a 2 a 2 a 22 Example 8 Find determinant of 2 2
More information1. In this problem, if the statement is always true, circle T; otherwise, circle F.
Math 1553, Extra Practice for Midterm 3 (sections 45-65) Solutions 1 In this problem, if the statement is always true, circle T; otherwise, circle F a) T F If A is a square matrix and the homogeneous equation
More informationICS 6N Computational Linear Algebra Symmetric Matrices and Orthogonal Diagonalization
ICS 6N Computational Linear Algebra Symmetric Matrices and Orthogonal Diagonalization Xiaohui Xie University of California, Irvine xhx@uci.edu Xiaohui Xie (UCI) ICS 6N 1 / 21 Symmetric matrices An n n
More informationHW2 - Due 01/30. Each answer must be mathematically justified. Don t forget your name.
HW2 - Due 0/30 Each answer must be mathematically justified. Don t forget your name. Problem. Use the row reduction algorithm to find the inverse of the matrix 0 0, 2 3 5 if it exists. Double check your
More informationUnit 5. Matrix diagonaliza1on
Unit 5. Matrix diagonaliza1on Linear Algebra and Op1miza1on Msc Bioinforma1cs for Health Sciences Eduardo Eyras Pompeu Fabra University 218-219 hlp://comprna.upf.edu/courses/master_mat/ We have seen before
More informationEigenvalues and Eigenvectors
5 Eigenvalues and Eigenvectors 5.2 THE CHARACTERISTIC EQUATION DETERMINANATS nn Let A be an matrix, let U be any echelon form obtained from A by row replacements and row interchanges (without scaling),
More information1. Linear systems of equations. Chapters 7-8: Linear Algebra. Solution(s) of a linear system of equations (continued)
1 A linear system of equations of the form Sections 75, 78 & 81 a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2 a m1 x 1 + a m2 x 2 + + a mn x n = b m can be written in matrix
More informationMath 108b: Notes on the Spectral Theorem
Math 108b: Notes on the Spectral Theorem From section 6.3, we know that every linear operator T on a finite dimensional inner product space V has an adjoint. (T is defined as the unique linear operator
More informationMath 314/ Exam 2 Blue Exam Solutions December 4, 2008 Instructor: Dr. S. Cooper. Name:
Math 34/84 - Exam Blue Exam Solutions December 4, 8 Instructor: Dr. S. Cooper Name: Read each question carefully. Be sure to show all of your work and not just your final conclusion. You may not use your
More informationLinear Algebra II Lecture 22
Linear Algebra II Lecture 22 Xi Chen University of Alberta March 4, 24 Outline Characteristic Polynomial, Eigenvalue, Eigenvector and Eigenvalue, Eigenvector and Let T : V V be a linear endomorphism. We
More informationMath 2331 Linear Algebra
5. Eigenvectors & Eigenvalues Math 233 Linear Algebra 5. Eigenvectors & Eigenvalues Shang-Huan Chiu Department of Mathematics, University of Houston schiu@math.uh.edu math.uh.edu/ schiu/ Shang-Huan Chiu,
More informationDM554 Linear and Integer Programming. Lecture 9. Diagonalization. Marco Chiarandini
DM554 Linear and Integer Programming Lecture 9 Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. More on 2. 3. 2 Resume Linear transformations and
More informationComputationally, diagonal matrices are the easiest to work with. With this idea in mind, we introduce similarity:
Diagonalization We have seen that diagonal and triangular matrices are much easier to work with than are most matrices For example, determinants and eigenvalues are easy to compute, and multiplication
More informationThe Jordan Normal Form and its Applications
The and its Applications Jeremy IMPACT Brigham Young University A square matrix A is a linear operator on {R, C} n. A is diagonalizable if and only if it has n linearly independent eigenvectors. What happens
More informationAnnouncements Wednesday, November 01
Announcements Wednesday, November 01 WeBWorK 3.1, 3.2 are due today at 11:59pm. The quiz on Friday covers 3.1, 3.2. My office is Skiles 244. Rabinoffice hours are Monday, 1 3pm and Tuesday, 9 11am. Section
More information5.3.5 The eigenvalues are 3, 2, 3 (i.e., the diagonal entries of D) with corresponding eigenvalues. Null(A 3I) = Null( ), 0 0
535 The eigenvalues are 3,, 3 (ie, the diagonal entries of D) with corresponding eigenvalues,, 538 The matrix is upper triangular so the eigenvalues are simply the diagonal entries, namely 3, 3 The corresponding
More informationFurther Mathematical Methods (Linear Algebra) 2002
Further Mathematical Methods (Linear Algebra) 2002 Solutions For Problem Sheet 4 In this Problem Sheet, we revised how to find the eigenvalues and eigenvectors of a matrix and the circumstances under which
More informationEE5120 Linear Algebra: Tutorial 6, July-Dec Covers sec 4.2, 5.1, 5.2 of GS
EE0 Linear Algebra: Tutorial 6, July-Dec 07-8 Covers sec 4.,.,. of GS. State True or False with proper explanation: (a) All vectors are eigenvectors of the Identity matrix. (b) Any matrix can be diagonalized.
More informationLecture 11: Eigenvalues and Eigenvectors
Lecture : Eigenvalues and Eigenvectors De nition.. Let A be a square matrix (or linear transformation). A number λ is called an eigenvalue of A if there exists a non-zero vector u such that A u λ u. ()
More informationMath 205, Summer I, Week 4b: Continued. Chapter 5, Section 8
Math 205, Summer I, 2016 Week 4b: Continued Chapter 5, Section 8 2 5.8 Diagonalization [reprint, week04: Eigenvalues and Eigenvectors] + diagonaliization 1. 5.8 Eigenspaces, Diagonalization A vector v
More informationLecture 10 - Eigenvalues problem
Lecture 10 - Eigenvalues problem Department of Computer Science University of Houston February 28, 2008 1 Lecture 10 - Eigenvalues problem Introduction Eigenvalue problems form an important class of problems
More informationMathematical Methods for Engineers 1 (AMS10/10A)
Mathematical Methods for Engineers 1 (AMS10/10A) Quiz 5 - Friday May 27th (2016) 2:00-3:10 PM AMS 10 AMS 10A Name: Student ID: Multiple Choice Questions (3 points each; only one correct answer per question)
More informationMath 217: Eigenspaces and Characteristic Polynomials Professor Karen Smith
Math 217: Eigenspaces and Characteristic Polynomials Professor Karen Smith (c)2015 UM Math Dept licensed under a Creative Commons By-NC-SA 4.0 International License. Definition: Let V T V be a linear transformation.
More informationEXAM. Exam #3. Math 2360, Spring April 24, 2001 ANSWERS
EXAM Exam #3 Math 2360, Spring 200 April 24, 200 ANSWERS i 40 pts Problem In this problem, we will work in the vectorspace P 3 = { ax 2 + bx + c a, b, c R }, the space of polynomials of degree less than
More informationEigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvecto
7.1 November 6 7.1 Eigenvalues and Eigenvecto Goals Suppose A is square matrix of order n. Eigenvalues of A will be defined. Eigenvectors of A, corresponding to each eigenvalue, will be defined. Eigenspaces
More informationJordan Normal Form and Singular Decomposition
University of Debrecen Diagonalization and eigenvalues Diagonalization We have seen that if A is an n n square matrix, then A is diagonalizable if and only if for all λ eigenvalues of A we have dim(u λ
More informationReview Notes for Linear Algebra True or False Last Updated: January 25, 2010
Review Notes for Linear Algebra True or False Last Updated: January 25, 2010 Chapter 3 [ Eigenvalues and Eigenvectors ] 31 If A is an n n matrix, then A can have at most n eigenvalues The characteristic
More informationMATH 1553-C MIDTERM EXAMINATION 3
MATH 553-C MIDTERM EXAMINATION 3 Name GT Email @gatech.edu Please read all instructions carefully before beginning. Please leave your GT ID card on your desk until your TA scans your exam. Each problem
More informationDimension. Eigenvalue and eigenvector
Dimension. Eigenvalue and eigenvector Math 112, week 9 Goals: Bases, dimension, rank-nullity theorem. Eigenvalue and eigenvector. Suggested Textbook Readings: Sections 4.5, 4.6, 5.1, 5.2 Week 9: Dimension,
More informationMATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP)
MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) Definition 01 If T (x) = Ax is a linear transformation from R n to R m then Nul (T ) = {x R n : T (x) = 0} = Nul (A) Ran (T ) = {Ax R m : x R n } = {b R m
More informationLINEAR ALGEBRA BOOT CAMP WEEK 2: LINEAR OPERATORS
LINEAR ALGEBRA BOOT CAMP WEEK 2: LINEAR OPERATORS Unless otherwise stated, all vector spaces in this worksheet are finite dimensional and the scalar field F has characteristic zero. The following are facts
More informationChapter 5 Eigenvalues and Eigenvectors
Chapter 5 Eigenvalues and Eigenvectors Outline 5.1 Eigenvalues and Eigenvectors 5.2 Diagonalization 5.3 Complex Vector Spaces 2 5.1 Eigenvalues and Eigenvectors Eigenvalue and Eigenvector If A is a n n
More informationGeneralized Eigenvectors and Jordan Form
Generalized Eigenvectors and Jordan Form We have seen that an n n matrix A is diagonalizable precisely when the dimensions of its eigenspaces sum to n. So if A is not diagonalizable, there is at least
More informationMATH 221, Spring Homework 10 Solutions
MATH 22, Spring 28 - Homework Solutions Due Tuesday, May Section 52 Page 279, Problem 2: 4 λ A λi = and the characteristic polynomial is det(a λi) = ( 4 λ)( λ) ( )(6) = λ 6 λ 2 +λ+2 The solutions to the
More informationMon Mar matrix eigenspaces. Announcements: Warm-up Exercise:
Math 227-4 Week notes We will not necessarily finish the material from a given day's notes on that day We may also add or subtract some material as the week progresses, but these notes represent an in-depth
More informationMath 314H Solutions to Homework # 3
Math 34H Solutions to Homework # 3 Complete the exercises from the second maple assignment which can be downloaded from my linear algebra course web page Attach printouts of your work on this problem to
More informationAnnouncements Monday, November 13
Announcements Monday, November 13 The third midterm is on this Friday, November 17 The exam covers 31, 32, 51, 52, 53, and 55 About half the problems will be conceptual, and the other half computational
More informationEcon 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms. 1 Diagonalization and Change of Basis
Econ 204 Supplement to Section 3.6 Diagonalization and Quadratic Forms De La Fuente notes that, if an n n matrix has n distinct eigenvalues, it can be diagonalized. In this supplement, we will provide
More informationMATH 220 FINAL EXAMINATION December 13, Name ID # Section #
MATH 22 FINAL EXAMINATION December 3, 2 Name ID # Section # There are??multiple choice questions. Each problem is worth 5 points. Four possible answers are given for each problem, only one of which is
More informationMA 265 FINAL EXAM Fall 2012
MA 265 FINAL EXAM Fall 22 NAME: INSTRUCTOR S NAME:. There are a total of 25 problems. You should show work on the exam sheet, and pencil in the correct answer on the scantron. 2. No books, notes, or calculators
More informationLECTURE VII: THE JORDAN CANONICAL FORM MAT FALL 2006 PRINCETON UNIVERSITY. [See also Appendix B in the book]
LECTURE VII: THE JORDAN CANONICAL FORM MAT 204 - FALL 2006 PRINCETON UNIVERSITY ALFONSO SORRENTINO [See also Appendix B in the book] 1 Introduction In Lecture IV we have introduced the concept of eigenvalue
More information