DIAGONALIZATION BY SIMILARITY TRANSFORMATIONS

The correct choice of a coordinate system (or basis) often can simplify the form of an
equation or the analysis of a particular problem. For example, consider the obliquely
oriented ellipse in Figure 7.2.1 whose equation in the xy-coordinate system is
By rotating the xy-coordinate system counterclockwise through an angle of 45

into a uv -coordinate system by means of (5.6.13) on p. 326, the cross-product term is

eliminated, and the equation of the ellipse simplies to become

Similarity
Two n n matrices A and B are said to be similar whenever there exists a nonsingular
matrix P such that
The product
is called a similarity transformation on A.

A Fundamental Problem. Given a square matrix A, reduce it to the simplest possible

form by means of a similarity transformation.
Diagonal matrices have the simplest form, so we rst ask, Is every square matrix
similar to a diagonal matrix? Linear algebra and matrix theory would be simpler
subjects if this were true, but its not. For example, consider

which is false. Thus A, as well as any other nonzero nilpotent matrix, is not similar to a
diagonal matrix. Nonzero nilpotent matrices are not the only ones that cant be
diagonalized, but, as we will see, nilpotent matrices play a particularly important role in
nondiagonalizability.
So, if not all square matrices can be diagonalized by a similarity transformation, what
are the characteristics of those that can? An answer is easily derived by examining the
equation

implies that P must be a matrix whose columns constitute n linearly independent

eigenvectors, and D is a diagonal matrix whose diagonal entries are the corresponding
eigenvalues. Its straightforward to reverse the above argument to prove the converse
i.e., if there exists a linearly independent set of n eigenvectors that are used as columns
to build a nonsingular matrix P, and if D is the diagonal matrix whose diagonal entries
are the corresponding eigenvalues, then P^(1) AP = D. Below is a summary.

Since not all square matrices are diagonalizable, its natural to inquire about the next
best thingi.e., can every square matrix be triangularized by similarity? This time the
answer is yes, but before explaining why, we need to make the following observation.
Similarity Preserves Eigenvalues
Row reductions dont preserve eigenvalues (try a simple example). However, similar
matrices have the same characteristic polynomial, so they have the same eigenvalues
with the same multiplicities. Caution! Similar matrices need not have the same
eigenvectors.

In the context of linear operators, this means that the eigenvalues of a matrix
representation of an operator L are invariant under a change of basis. In other words, the
eigenvalues are intrinsic to L in the sense that they are independent of any coordinate
representation. Now we can establish the fact that every square matrix can be
triangularized by a similarity transformation. In fact, as Issai Schur realized in 1909, the
similarity transformation always can be made to be unitary.

The CayleyHamilton theorem asserts that every square matrix satises its own
characteristic equation p() = 0. That is, p(A) = 0.
Problem: Show how the CayleyHamilton theorem follows from Schurs
triangularization theorem.
Solution: Schurs theorem insures the existence of a unitary U such thatU AU = T is
triangular, and the development allows for the eigenvalues A to appear in any given
order on the diagonal of T. So, if (A) = {1 , 2 , . . . , k } with i repeated ai times,
then there is a unitary U such that

and thus p(A) = 0.

Schurs theorem is not the complete story on triangularizing by similarity. By allowing
nonunitary similarity transformations, the structure of the uppertriangular matrix T can
be simplied to contain zeros everywhere except on the diagonal and the superdiagonal
(the diagonal immediately above the main diagonal). This is the Jordan form developed
on p. 590, but some of the seeds are sown here.

Example:

Determining whether or not Ann is diagonalizable is equivalent to determining whether

or not A has a complete linearly independent set of eigenvectors, and this can be done if
you are willing and able to compute all of the eigenvalues and eigenvectors for A. But
this brute force approach can be a monumental task. Fortunately, there are some
theoretical tools to help determine how many linearly independent eigenvectors a given
matrix possesses.
Independent Eigenvectors
Let {1 , 2 , . . . , k } be a set of distinct eigenvalues for A.
If {(1 , x1 ), (2 , x2 ), . . . , (k , xk )} is a set of eigenpairs for A, then S = {x1 ,
x2 , . . . , xk } is a linearly independent set. (7.2.3)
If Bi is a basis for N (A i I), then B = B1 B2 Bk is a linearly
independent set.
(7.2.4)

These results lead to the following characterization of diagonalizability.

If Ann happens to have n distinct eigenvalues, then each eigenvalue is simple. This
means that geo multA () = alg multA () = 1 for each , so (7.2.5) produces the
following corollary guaranteeing diagonalizability.
Distinct Eigenvalues
If no eigenvalue of A is repeated, then A is diagonalizable. (7.2.6)
Caution! The converse is not true.

An elegant and more geometrical way of expressing diagonalizability is now presented

to help simplify subsequent analyses and pave the way for extensions.