MLF | Lecture | Week-4

Lecture Outline

Tests for Diagonalizability




Are all matrices diagonalizable?



Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]



Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]

\[ \begin{aligned} |A - \lambda I| &= \end{aligned} \]

Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]

\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix} \end{aligned} \]

Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]

\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix}\\\\ &= \lambda^2 + 1 \end{aligned} \]

Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]

\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix}\\\\ &= \lambda^2 + 1 \end{aligned} \]

This polynomial doesn’t have real roots

Negative test


\[ A = \begin{bmatrix} 0 & 1\\ -1 & 0 \end{bmatrix} \]

\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix}\\\\ &= \lambda^2 + 1 \end{aligned} \]

This polynomial doesn’t have real roots


No eigenvalues \(\implies\) no eigenvectors

Negative test




If the characteristic polynomial of a matrix \(A\) does not have \(n\) eigenvalues, then the matrix is not diagonalizable.




Negative test




If the characteristic polynomial of a matrix \(A\) does not have \(n\) eigenvalues, then the matrix is not diagonalizable.




Note-1: the \(n\) eigenvalues need not be distinct

Note-2: this is true only for real vector spaces

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)



Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)



Are \(v_1\) and \(v_2\) linearly independent?

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \quad \quad \quad \quad \quad \quad \quad \quad \alpha_1 v_1 + \alpha_2 v_2 &= 0 \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \quad \quad \quad \quad \quad \quad \quad \quad \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0 \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0 \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0 \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0 \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0\\\\ \alpha_2 (\lambda_2 - \lambda_1) v_2 &= 0\\\\ \end{aligned} \]

Positive Test



Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)


\(\lambda_1 \neq \lambda_2\)

\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0\\\\ \alpha_2 (\lambda_2 - \lambda_1) v_2 &= 0\\\\ \implies \alpha_2 = \alpha_1 &= 0 \end{aligned} \]

Positive Test




If an \(n \times n\) matrix \(A\) has \(n\) distinct distinct eigenvalues, then it is diagonalizable.




No man’s land



What if a matrix has \(n\) eigenvalues but some of them repeat?



No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \]



No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \]



\[ |A - \lambda I| = (\lambda - 2)^2 \]

\(\lambda = 2\) is the only eigenvalue

No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \] \(\lambda = 2\) is the only eigenvalue of \(A\)

\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0 \quad \quad\\\\ \end{aligned} \]

No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \] \(\lambda = 2\) is the only eigenvalue of \(A\)

\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix} \end{aligned} \]

No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \] \(\lambda = 2\) is the only eigenvalue of \(A\)

\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix}\\\\ v_2 &= 0 \end{aligned} \]

No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \] \(\lambda = 2\) is the only eigenvalue of \(A\)

\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix}\\\\ v_2 &= 0 \end{aligned} \] \(\text{span} \left( \begin{bmatrix}1\\0\end{bmatrix} \right)\) is the eigenspace corresponding to \(\lambda = 2\)

No man’s land



\[ A = \begin{bmatrix} 2 & 1\\ 0 & 2 \end{bmatrix} \] \(\lambda = 2\) is the only eigenvalue of \(A\)

\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix}\\\\ v_2 &= 0 \end{aligned} \] \(\text{span} \left( \begin{bmatrix}1\\0\end{bmatrix} \right)\) is the eigenspace corresponding to \(\lambda = 2\)

Since we don’t have two linearly independent eigenvectors, \(A\) is not diagonalizable

Summary


Tests for diagonalizability:

  • Negative test: if a matrix doesn’t have \(n\) eigenvalues, it is not diagonalizable.

  • Positive test: if a matrix has \(n\) distinct eigenvalues, then it is diagonalizable.

  • Inconclusive: If a matrix has \(n\) eigenvalues, but with repetitions, then the test is inconclusive.