Are all matrices diagonalizable?
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[ \begin{aligned} |A - \lambda I| &= \end{aligned} \]
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix} \end{aligned} \]
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[ \begin{aligned} |A - \lambda I| &= \begin{vmatrix} -\lambda & 1\\ -1 & -\lambda \end{vmatrix}\\\\ &= \lambda^2 + 1 \end{aligned} \]
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[
\begin{aligned}
|A - \lambda I| &= \begin{vmatrix}
-\lambda & 1\\
-1 & -\lambda
\end{vmatrix}\\\\
&= \lambda^2 + 1
\end{aligned}
\]
This polynomial doesn’t have real roots
\[
A = \begin{bmatrix}
0 & 1\\
-1 & 0
\end{bmatrix}
\]
\[
\begin{aligned}
|A - \lambda I| &= \begin{vmatrix}
-\lambda & 1\\
-1 & -\lambda
\end{vmatrix}\\\\
&= \lambda^2 + 1
\end{aligned}
\]
This polynomial doesn’t have real roots
No eigenvalues \(\implies\) no eigenvectors
If the characteristic polynomial of a matrix \(A\) does not have \(n\) eigenvalues, then the matrix is not diagonalizable.
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
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
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?
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \quad \quad \quad \quad \quad \quad \quad \quad \alpha_1 v_1 + \alpha_2 v_2 &= 0 \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \quad \quad \quad \quad \quad \quad \quad \quad \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0 \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0 \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0 \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0 \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0\\\\ \alpha_2 (\lambda_2 - \lambda_1) v_2 &= 0\\\\ \end{aligned} \]
Let \((\lambda_1, v_1)\) and \((\lambda_2, v_2)\) be two eigenpairs of \(A\)
\(\lambda_1 \neq \lambda_2\)
\[ \begin{aligned} \alpha_1 v_1 + \alpha_2 v_2 &= 0\\\\ (A - \lambda_1 I)(\alpha_1 v_1 + \alpha_2 v_2) &= 0\\\\ \alpha_1 (A - \lambda_1 I)v_1 + \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (A - \lambda_1 I)v_2 &= 0\\\\ \alpha_2 (\lambda_2 v_2 - \lambda_1v_2) &= 0\\\\ \alpha_2 (\lambda_2 - \lambda_1) v_2 &= 0\\\\ \implies \alpha_2 = \alpha_1 &= 0 \end{aligned} \]
If an \(n \times n\) matrix \(A\) has \(n\) distinct distinct eigenvalues, then it is diagonalizable.
What if a matrix has \(n\) eigenvalues but some of them repeat?
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\]
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\]
\[
|A - \lambda I| = (\lambda - 2)^2
\]
\(\lambda = 2\) is the only eigenvalue
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\] \(\lambda = 2\) is the only eigenvalue of \(A\)
\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0 \quad \quad\\\\ \end{aligned} \]
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\] \(\lambda = 2\) is the only eigenvalue of \(A\)
\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix} \end{aligned} \]
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\] \(\lambda = 2\) is the only eigenvalue of \(A\)
\[ \begin{aligned} (A - 2I)\begin{bmatrix} v_1\\ v_2 \end{bmatrix} &= 0\\\\ \begin{bmatrix} 0 & 1\\ 0 & 0 \end{bmatrix} \begin{bmatrix} v_1\\v_2 \end{bmatrix} &= \begin{bmatrix} 0\\ 0 \end{bmatrix}\\\\ v_2 &= 0 \end{aligned} \]
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\] \(\lambda = 2\) 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 \(\lambda = 2\)
\[
A = \begin{bmatrix}
2 & 1\\
0 & 2
\end{bmatrix}
\] \(\lambda = 2\) 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
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.