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Definition: Diagonalizability of Linear Operators

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

$T$ is diagonalizable if there exists an ordered basis $\beta $ of $V $ s.t. $[ T ]_{ \beta } $ is a diagonal matrix.

Definition: Diagonalizability of Matrices

Let $A_{n \times n} \in M_{n \times n}(F)$.

$L_A : F^n \to F^n $ of $F^n /F$ s.t.

$[ L_A ]_{ \gamma }$ is a diagonal matrix.

A square matrix $A $ is called diagonalizable if $L_A $ is diagonalizable.

Equivalently,

$A$ is diagonalizable if exists an invertible matrix $Q$ s.t. $\inv{ Q }AQ$ is a diagonal matrix.

Remarks

To diagonalize a matrix or a linear operator is to find a basis of eigenvectors and the correspoding eigenvalues.

Example

$L_A : F^jkn_{\beta \neq \gamma} \to F^n_{\beta \neq \gamma} $

$L_A(v) = Av, \forall v \in F^n $

$v = {\Vcr{ a_1 }{ a_2 }{ \vdots }{ a_n }} \in F^n$

$[ L_A ]_{ \beta } = A \if \beta = { e_1, e_2, …, e_{ n }}$

$[ L_A ]_{ \gamma } = B $

$B = \inv{ Q }A Q$

Remarks

$T: V \to V $, assume that $T $ is diagonalizable.

$\implies $ ordered basis $\beta = \set{ x_1, x_2, …, x_{ n }} $ s.t.

$[ T ]_{ \beta } = {\Mee{ \lambda_1 }{ 0 }{ 0 }{ 0 }{ \ddots }{ 0 }{ 0 }{ 0 }{ \lambda_n }} $

$\lambda_i$ are not necessarily distinct.

$T(x_1) = \lambda x_1 + 0 x_2 + … + 0 x_n$

$\implies T(x_1) = \lambda _ 1 x_1$ and $x_1 \neq 0$

$\implies \lambda_1 $is an eigenvalue of $T$ and $x_1 $ is a corresponding eigenvector.

Conclusion: That basis $\beta $ is a basis where every vector in $\beta $ is a eigenvector, and the diagonal entries of $[ T ]_{ \beta } $ are the corresponding eigenvalues.

Remarks

$T: V \to V $, assume that $\set{ v_1, v_2, …, v_{ n }} $ be a basis of $V $ s.t. $v_i $ is an eigenvector corresponding to eigenvalue of $t_i $ of $T $.

$$T(v_1) = t_1v_1 = t_1 v_1 + 0v_2 + … + 0v_{ n } \br T(v_2) = t_2v_2 = 0 v_1 + t_2v_2 + … + 0v_{ n } \br \vdots \br T(v_n) = t_nv_n = 0 v_1 + 0v_2 + … + t_nv_{ n }$$

Theorem 5.1

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

Then $T$ is diagonalizable $\iff $

There exists an ordered basis $\beta = \set{ x_1, x_2, …, x_{ n }}$.

Consisting of eigenvector of $T $ each $x_i $ is an eigenvector of $T$. In this case, $[ T ]_{ \beta }$ is a diagonal matrix with the diagonal entries as corresponding eigenvalue.

Theorem 5.5

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

Let $\lambda_1, \lambda_2, …, \lambda_{ k }$ be distinct eigenvalues of $T , k \leq n$.

If $x_1, x_2, …, x_{ k } $ are corresponding eigenvector, then $\set{ x_1, x_2, …, x_{ k }}$ is linearly independent.

Proof
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$k = 1, \lambda_1, x_1, x_1 \neq 0 , x_1$ is linearly independent.

Assume that the statement is true for any $(k-1) $ number of distinct eigenvalue.

Consider:

$a_1x_1 + a_2x_2 + … + a_{ k }x_{ k } = 0, a_i \in F$

Apply $(T- \lambda_a I_v)$ on both side.

$$\begin{align*} (T- \lambda_k I_v)(a_ix_i) i \neq k \br &= a_i (T x_i - \lambda_k x_i) \br &= a_i(\lambda_i x_i - \lambda_k x_i) \br &= a_i(\lambda_i - \lambda_k)x_i \end{align*}$$

since, $\lambda_i - \lambda_k \neq 0$

$a_1(\lambda_1 - \lambda_k)x_1 + a_2(\lambda_2 - \lambda_k)x_2 + … + a_{ k }(\lambda_k - \lambda_k)x_{ k } = 0, a_i \in F$

$\therefore a_i (\lambda_i - \lambda_k) = 0 (i = 1, 2, …, k - 1) \implies a_i = 0, \lambda_i \neq \lambda_k$

using (i) and (ii) we get $a_kx_k = 0 $

$\because x_k $ is an eigenvector. $x_k \neq 0$ $\therefore \set{ x_k }$ is linearly independent $\implies a_k = 0 $

Corollary

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

$T$ has $n$-distinct eigenvalues $\implies T$ is diagonalizable.

Proof
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$\lambda_1 \neq \lambda_2 \neq … \neq \lambda_k$ eigenvalues

$x_1, $x_2, …, $x_{ n }$ eigenvectors

$\beta = \set{ x_1, x_2, …, x_{ n }}$ is linearly independent.

Notice $\abs{ \beta } = n = \dim V $

$\therefore \beta$ is a basis of $V $

$\beta $ is a basis of $V$ consisting only eigenvectors of $T $, hence $T $ is diagonalizable.

Definition: Split

A polynomial $f(x)$ with coefficients in a field F is called split over $F$, if $f(x)$ can be written as a product of $n $ linear polynomial with coefficient in $F$.

i.e. $f(x) = a(x- a_1)(x - a_2)(x- a_3) … (x - a_n)$

note: $f$ is called a split of over if it can be completely factored into linear factors over $F$.

Example

$x^2 + 2x -3 = (x+3)(x -1) = 5(x-2)^2(x-3)x^3$

Example

$5(x-2)(x-3)x^3 = 5(x-2)(x-2)(x-3)xxx$

Definition: Algebraic Multiplicity

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

Let $\lambda $ be an eigenvalue of $T $, then a positive integer $k \geq 1 $ is called the algebraic multiplicity of $\lambda $, if $(\lambda - t)^k $ is a factor of the characteristic polynomial.

Definition: Eigenspaces

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

$\lambda \in F $ is an eigenvalue of $T $, we define a subspace $E_ \lambda \subseteq V $ as $E_ \lambda = \set{ x \in V | T(x) = \lambda x } =N(T - \lambda I_v)$.

$E_ \lambda$ is called the eigenspace of $\lambda. $

Definition: Geometric Multiplicity

The geometric multiplicity of $\lambda$ is defined as the $\dim E _ \lambda$.

Theorem 5.7

Let $T$ be an linear operator on a finite-dimensional vector space $V$,

$\lambda $ is an eigenvalue of $T $, the algebraic multiplicity of $\lambda $ is $m $, then $1 \leq \dim E_{ \lambda } \leq m$.

Proof
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$0 \neq v \in E_ \lambda \implies \dim E_ \lambda \geq 1 $.

$\dim E_\lambda = p$.

Let $\set{ v_1, v_2, …, v_{ p }}$ be a basis of $E_\lambda \subseteq V $

Extend this basis to a basis $\set{ v_1, v_2, …, v_{ p+1 }, v_{p +1}, v_{p+2}, …, v_{ n }} = \beta$ of $V $.

$[ T ]_{ beta }$ observe that $v_1, _2, …, _{ p } $ are all eigenvectors of with respect to $\lambda$.

$\therefore T(v_1) = \lambda v_1 = \lambda \cdot v_1 + 0 \cdot v_2 + … + 0 \cdot v_n$ $T(v_2) = \lambda v_2 =0 \cdot v_1 + \lambda \cdot v_2 + … + 0 \cdot v_n$ $T(v_p) = \lambda v_p =0 \cdot v_1 + 0 \cdot v_2 + … + \lambda \cdot v_p + … + 0 \cdot v_n$

$T(v_{p + 1}) = \sum_{ i=1 }^{ n } a_{i_{p+1}}v_i$

$T(v_n) = \sum_{ i=1 }^{ n } a_{in} v_i $

$A = [ T ]_{ \beta } = {\Mww{ \lambda I_p }{ B }{ 0 }{ C }}$

$(A - tI_n) = {\Mww{ \lambda I_p - t I_p }{ B }{ 0 }{ C - t I_{n-p}}}$

$\begin{align*} \det(A - tI_n) &= \det (\lambda I_p - t I_p) \det (c - t I_{n - p}) \br &= \det ((\lambda - t) I_p) \det(c- t I_{n-p}) \br &= (\lambda -t)^p \det I_p \det(c - t I_ {n - p}) \br &= (\lambda - t)^p g(t), \text{ where } g(t) = \det(c- I_{n-p}) \end{align*}$

Lemma

Let $T$ be an linear operator on a finite-dimensional vector space $V$, let $\lambda_1, \lambda_2, …, \lambda_{ k } $ be distinct eigenvalues of $T $. Let $v_i \in E_ { \lambda_i }$ for $i = 1,2, … ,k .$

If $$v_1 + v_2 + … + v_{ k } = 0 $$ then $$v_1 = v_2 = … = v_k = 0 $$

Proof
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By contradiction, assume that there is at least one $v_i$ say $v_{i_1} \neq 0 , i \in \set{ 1, 2, …, k }$,

i.e. $v_{i_1} $ is an eigenvector contradiction to $\lambda_{i_ 1} $

Let $v_{i_1}, v\{ i_2 }, …, v\{ i_{m}} $ are all non-zero vectors, from $E_{ \lambda_{i _ 1}}, E_ { \lambda { i_ 2 }}, … , E_ { \lambda { i_ m }} $, respectively, and the remaining ones are all zero vectors.

$i_1, i_2, …, i_{ m } \in \set{ 1, 2, …, k } $

$\therefore $ the equation $(i) $ looks like the following,

$v_{i_1} + v_{i_2} + … + v_{i_ m } = 0 $(ii)

Since $v_{i_1} \neq 0, v_{i_2} \neq 0, …, v_{i_n} \neq 0$.

Then all eigenvector for corresponding to distinct eigenvalues, and that is contradiction to (ii) since eigenvectors from different eigenvalues are linearly independent.

Theorem 5.8

Let $T$ be an linear operator on a finite-dimensional vector space $V, \lambda_1, \lambda_2, …, \lambda_{ k } $ are distinct eigenvalues of $T $.

Let $S_i $ be a linearly independent subset of $E_{ \lambda_i } $ for $i = 1, 2, …, k $.

Then $\underset{i=1}{\overset{k} \cup} S_i$ is also linearly independent.

Proof
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Let $\dim E_{ \lambda _ i } = n_i , i - 1, 2, …, k$

Let $S_i \subseteq E_ { \lambda_ i } $

$S_i = \set{ v_{i1}, v _{i2}, …, v_{in_i}} , i = 1, 2, …, k$

want to prove $S_i $ linearly independent.

To that end consider the following equation:

$\sum_{ i=1 }^{ k } \sum_{ j = 1 }^{ n_i } a_{ij}v_{ij} = 0$

Let $w_i = \sum_{ j=1 }^{ n_i } a_{ij}v_{ij}, i = 1, 2 , …, k$

Then $w_i \in E_ { \lambda _ i }$, since $v_{i1}, v_{ i2 }, …, v_{ in_i } \in S_i \subseteq E_{ \lambda_ i }$ and $E_ { \lambda_i } is a subspace$

$\therefore $ we get from (i) $\sum_{ i= 1 }^{ k } w_i = 0, w_i \in E_ {\lambda_i}$.

By previous theorem we then get

$w_i = 0, \forall i = 1, 2, …, k $

i.e. $\sum_{ j=1 }^{ n_i } a_{ij} v_{ij} = 0 \forall i = 1, 2, …, k$ since $S_i = \set{ v_{i_1}, v_{i_2}, …, v_{in_i}} $ is linearly independent from (iii) we get

$a_{ij} = 0 \forall i = 1, 2, …, n and j = 1, 2, …, n_i $

$\therefore \underset{i = 1}{\overset{k} \cup} S_i $ is linearly independent.

Theorem 5.9

Let $T$ be an linear operator on a finite-dimensional vector space $V$, let $\lambda_1, \lambda_2, …, \lambda_{ k }$ are distinct eigenvalues of $T$, then

  1. $T $ is diagonalizable $\iff \forall \lambda_i, $ algebraic multiplicity$(\lambda_i) =$ geometric multiplicity$(\lambda_i), i = 1, 2, …, k $.
  2. If $T $ is diagonalizable and if $\beta_1, \beta_2, …, \beta_{ k } $ are basis of $E_{ \lambda_1}, E_{ \lambda_2}, …, E_{ \lambda_{ k }} $ respectively, $\beta = \beta_1 \cup \beta_2 \cup … \cup \beta_k $ is a basis of $V $.
Proof
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$T $ is diagonalizable $\iff \exists$ a basis $\beta $ consisting of eigenvectors of $T $.

$\dim V = n $

let $f(t)$ be the characteristic polynomial of $T $.

$deg(f(t)) = n$o $\lambda_1, \lambda_2, …, \lambda_{ k }$ are the distinct roots of $f(t)=(\lambda_1)^{a_1} + (\lambda_2)^{a_2} + … + (\lambda_k)^{a_k}$

where $a_i = $ algebraic multiplicity of $\lambda_i $

$\therefore deg(f(t)) = n $

$\because a_1, a_2, …, a_{ k } = n (*)$

Part 1 that algebraic multiplicity$(\lambda_i)$ = geometric multiplicity $(\lambda_i) , \forall i = 1, 2, …, k$

$\therefore$ geometric multiplicity $(\lambda_i) = a_i, \forall i = 1, 2, …, k$

Recall that, geometric multiplicity$(\lambda_i) = \dim E_ { \lambda_i } $

$\therefore$ let $\beta_i $ be basis of $E_ { \lambda_i } $ Then $\abs{ \beta_i } = a_i, i = 1, 2, …, k $

Then $\beta_1 \cup \beta_2 \cup … \cup \beta_k $ is a linearly independent set by the previous theorem.

Now, observe that $\beta_i \cap \beta_j = \emptyset $ since $i \neq j $.

$\therefore \abs{ \beta_1 \cup \beta_2 \cup … \cup \beta_k} = \abs{ \beta_1 } + \abs{ \beta_2 } + … + \abs{ \beta_K } = n = \dim V by (*)$

$\therefore \underset{i = 1}{\overset{k} \cup} \beta_i $ is a basis of $V $ consisting of eigenvector of $T $. Hence T is diagonalizable.

Part 2

Assume that $T $ is diagonalizable. Then exists an ordered basis $\beta $ of $V $ s.t. [ T ]_{ \beta } is a diagonalizable matrix.

Let $\beta $ = \set{ v_{11}, v_{12}, …, v_{1n_1}, v_{21}, v_{22}, …, v_{2n_2}, …, v_{k1}, v_{k2}, …, v_{kn_k}}

where , $v_{i1}, v_{i2}, …, v_{in_i}$ are eigenvector corresponding to the eigenvalues $\lambda_i \forall i = 1, 2, …, k$.

$\therefore $ geo.mult.$(\lambda_i) = n_i$ … (*)

$T(v_{11}) = \lambda_1v_{11} $

$\vdots $

$T(v_{1n_1}) = \lambda_1v_{1n_i} $

$\vdots $

(you get the idea…)

$\det([ T ]_{ \beta } - tI_n) = (\lambda_1 -t)^{n_1}(\lambda_2-t)^{n_2}…(\lambda_k -t)^{n_k}$

$\therefore$ alg.mult.$(\lambda_i) = n_i = $ geo.mult.$(\lambda_i)$

Note: Test for Diagonalization

Let $T $ be a linear operator on an $n $-dimensional vector space $V $. Then $T $ is diagonalizable if and only if both of the following conditions hold.

For each eigenvalue $\lambda$ of $T $, $\text{alg.mult.}(T) = \text{geo.mult.}(T)$.

These same conditions can be used to test if a square matrix $A $ is diagonalizable because diagonalizability of $A $ is equivalent to diagonalizability of the operator $L_A $.

If $T $ is diagonalizable, and $\beta_1, \beta_2, …, \beta_{ k } $ are ordered bases for the eigenspaces of $T $.

Then the union $\beta = \beta_1 \cup \beta_2 \cup … \cup \beta_k $ is an ordered bases for $V $ consisting of eigenvectors of $T $, and hence $[T]_ \beta $ is a diagonal matrix.

Example

We test the matrix $$A = {\Mee{ 3 }{ 1 }{ 0 }{ 0 }{ 3 }{ 0 }{ 0 }{ 0 }{ 4 }} \in M_{3 \times 3}(R) $$ for diagonalizability.

The characteristic polynomial of $A $ is $\det(A - t I) = 0(t - 4)(t- 3)^2$, which splits.

A has eigenvalues $\lambda_1 = 4, \lambda_2 = 3$ with algebraic multiplicities $1$ and $2$, respectively.

Since $\lambda_1 $ has alg.mult. $1 $, by theorem 5.7, geo.mult. = 1 = alg.mult.

Then we check $\lambda_2. Since

$$A - \lambda_2I = {\Mee{ 0 }{ 1 }{ 0 }{ 0 }{ 0 }{ 0 }{ 0 }{ 0 }{ 1 }}$$

has $\rank{ 2 }$, we see that $\nullity{ A - \lambda_2 I } = 3 - \rank{ A - \lambda_2 I } = 1 $, which is not the alg.mult. of $\lambda_2 $.

$\therefore A $ is not diagonalizable.

Example: Finding the $Q$

Let $$A = {\Mww{ 0 }{ -2 }{ 1 }{ 3 }} $$ We show that $A $ is diagonalizable and find a $2 \times 2 $ matrix $Q $ s.t. $\inv{ Q }A Q $ is a diagonal matrix.

$A - \lambda I = (t -1)(t- 2) $, and hence $A $ has two distinct eigenvalues, $\lambda_1 = 1 $ and $\lambda_2 = 2 $. By applying the corollary to theorem 5.5 to the operator $L_A $, we see that $A $ is diagonalizable.

Moreover,

$$\gamma_1 = \set{{\Vcw{ -2 }{ 1 }}}, \gamma_2 = \set{{\Vcw{ -1 }{ 1 }}} $$

are bases for the eigenspaces $E_{\lambda_1} $ and $E_{ \lambda_2 } $, respectively. Therefore

$\gamma = \gamma_1 \cup \gamma_2 = \set{{\Vcw{ -2 }{ 1 }}, {\Vcw{ -1 }{ 1 }}} $

is an ordered basis for $\R^2 $ consisting of eigenvector of $A $. Let

$$ Q = {\Mww{ -2 }{ -1 }{ 1 }{ 1 }} $$

the matrix whose columns are the vectors in $\gamma$. Then, by the corollary to theorem 2.23,

$$ D = \inv{ Q }AQ = [ L_A ]_{ \beta } = {\Mww{ 1 }{ 0 }{ 0 }{ 2 }} $$