Math 3412: Advanced Linear Algebra

5. Diagonable Matrices
Chapter 5: Diagonable Matrices
It is an important fact of linear algebra that not every square ma-
trix is diagonable. In this chapter, we consider the essential aspects of
5.1 The Eigenspaces of a Matrix . . . . . . . . . . . . . . . . . . . .105 diagonability. In particular, we prove four if-and-only-if statements char-
acterizing diagonable matrices in various ways. These statements reveal
5.2 Diagonability: Two Basic Results . . . . . . . . . . . . . 107
important differences between matrices which are diagonable and those
5.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110 which are not.
5.4 Eigenvalue Multiplicities . . . . . . . . . . . . . . . . . . . . . . . 112
5.1. The Eigenspaces of a Matrix
5.5 The Spectral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 116
In this section we study the eigenspaces for a square matrix A. In
5.6 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
particular, we show that if λ1 , λ2 , . . ., λk are distinct eigenvalues for A
then the sum of their corresponding eigenspaces is direct. We emphasize
that these results apply to all matrices, not just the diagonable ones.
R. McEachin
Proposition 5.1.1. Let A ∈ Cn×n and let {λ1 , λ2 , . . . , λk } be a family
Department of Mathematics of distinct eigenvalues for A. Let also {z1 , z2 , . . . , zk } be a family of
University of the West Indies corresponding eigenvectors for A, so that zi 6= 0 and Azi = λi zi for
Mona Campus each i. Then {z1 , z2 , . . . , zk } is linearly independent.
Kingston 7, Jamaica
Proof. We prove by induction on k. If k = 1 then {z1 } is linearly
September, 2016 independent because z1 6= 0. Suppose now k ≥ 1 and the conclusion
holds for any k eigenvectors corresponding to distinct eigenvalues of A.
Let {λ1 , λ2 , . . . , λk+1 } be a family of distinct eigenvalues for A and let
{z1 , z2 , . . . , zk+1 } be a family of corresponding eigenvectors. Suppose
also that
α1 z1 + α2 z2 + · · · + αk zk + αk+1 zk+1 = 0 (5.1)

105
for some scalars α1 , α2 , . . ., αk , αk+1 . Mapping both sides through A,
A(α1 z1 + α2 z2 + · · · + αk zk + αk+1 zk+1 = A0
α1 Az1 + α2 Az2 + · · · + αk Azk + αk+1 Azk+1 = 0
α1 λ1 z1 + α2 λ2 z2 + · · · + αk λk zk + αk+1 λk+1 zk+1 = 0 (5.2)
Multiplying (5.1) by −λk+1 and adding to (5.2),
α1 (λ1 − λk+1 )z1 + α2 (λ2 − λk+1 )z2 + · · · + αk (λk − λk+1 )zk = 0.
By our induction hypothesis, {z1 , z2 , . . . , zk } is linearly independent. It
follows that αi (λi − λk+1 ) = 0 for 1 ≤ i ≤ k. Since λ1 , λ2 , . . ., λk , λk+1
are distinct, λi − λk+1 6= 0 for 1 ≤ i ≤ k. Therefore, αi = 0 for 1 ≤ i ≤ k.
Thus (5.1) reduces to αk+1 zk+1 = 0. Since zk+1 is a nonzero vector, we
also have αk+1 = 0. In summary, then, (5.1) has only the trivial solution.
Thus {z1 , z2 , . . . , zk+1 } is linearly independent.
We now prove the main result in this section.
Theorem 5.1.2. Let A ∈ Cn×n and let λ1 , λ2 , . . ., λk be distinct eigen-
Pk
values of A. Then the sum i=1 ker(A − λi I) is direct.
Proof. Let i be a fixed index. We show that
X matrices, not just the diagonable ones.
ker(A − λi I) ∩ ker(A − λj I) = {0}
j6=i
P P
Let z ∈ ker(A − λi I) ∩ j6=i ker(A − λj I). Since z ∈ j6=i ker(A − λj I),
there are zj ∈ ker(A − λj I) for each j 6= i such that
z = z1 + · · · + zi−1 + zi+1 + · · · + zk . (5.3)
But z ∈ ker(A−λi I) as well. Set zi = −z and note that zi ∈ ker(A−λi I).
Substituting for z in (5.3),
−zi = z1 + · · · + zi−1 + zi+1 + · · · + zk
0 = z1 + · · · + zi−1 + zi + zi+1 + · · · + zk (5.4)
106
Suppose for the sake of contradiction that not all vectors on the right
side above are 0. Let zj1 , zj2 , . . ., zjp be those which are nonzero. Thus
0 = zj1 +zj2 +· · ·+zjp where each zj` 6= 0 and zj` ∈ ker(A−λj` I) for all `.
It follows that A = {zj1 , zj2 , . . . , zjp } is linearly dependent. But this is
impossible because A is a set of eigenvectors corresponding to distinct
eigenvalues of A. Thus A is linearly independent by Proposition 5.1.1.
It follows that all vectors on the right side of (5.4) are 0. In particular,
zi = −z = 0. Thus z = 0.
Suppose now λ1 , λ2 , . . ., λk are distinct eigenvalues for some square
matrix A. Since the vector-space sum of their corresponding eigenspaces
is always direct, the following result is immediate.
Corollary 5.1.3. Let A ∈ Cn×n , and let λ1 , λ2 , . . ., λk be distinct
eigenvalues for A. Then


dim ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I)
= ν(A − λ1 I) + ν(A − λ2 I) + · · · + ν(A − λk I).
Recall that, for each i, ν(A − λi I) is the dimension of ker(A − λi I). Thus
ν(A − λi I) is the dimension of the eigenspace corresponding to λi .
In closing, we recall that the foregoing results apply to all square
Exercise Set 5.1
1. Let A ∈ C n×n
, let µ ∈ C, and set B = A − µI. If σ(A) =
{λ1 , λ2 , . . . , λk }, what is σ(B)? [State and prove a conjecture.]
2. Let A ∈ C3×3 , let −2 ∈ σ(A), and suppose ν(A + 2I) = 3. What
is A?
5.2. Diagonability: Two Basic Results
In this section we give two important results characterizing diago-
nable matrices. These give basic insight into the structure of diagonable
107
matrices. They also form the foundation for the rest of this chapter.
Before proceeding, we note the following. Recall that
A = diag(λ1 , λ2 , . . . , λn )
is the n × n diagonal matrix whose i, i-entry is λi . One verifies that
each ei is an eigenvector for A corresponding to the eigenvalue λi , where
ei denotes the ith standard basis vector for Cn .
Definition 5.2.1. Let A ∈ Cn×n . We say A is diagonable to mean that
A = S −1 DS for some invertible S ∈ Cn×n and diagonal D ∈ Cn×n .
Since A = S −1 DS if and only if SAS −1 = D, we may say that
A is diagonable if and only if there is some invertible matrix S such
that SAS −1 is diagonal. This observation may also be interpreted in the
context of linear mappings. Let A ∈ Cn×n and let T : Cn → Cn be the
mapping such that Tz = Az for all z ∈ Cn . Then A is the matrix for T
relative to E. Also, as explained in Section 2.5, SAS −1 is the matrix for T
relative to another basis, consisting of the vectors whose coordinates form
the columns of S −1 . It follows that A is diagonable if and only if there
is some basis for Cn in which T has a diagonal matrix.
Theorem 5.2.2. Let A ∈ Cn×n . Then A is diagonable if and only if some
family of eigenvectors for A forms a basis for Cn .
Proof. (⇒) Let A be diagonable. Thus A = S −1 DS for some invertible S
and diagonal D. Let D = diag(λ1 , λ2 , . . . , λn ). Define also vj = S −1 ej
for all j, so that each vj is the jth column of S −1 . Since S −1 is invertible,
its columns form a basis for Cn . That is, {v1 , v2 , . . . , vn } is a basis
for Cn . We now show that each vj is also an eigenvector for A. Since
{v1 , v2 , . . . , vn } is linearly independent, each vj must be nonzero. Also,
for any j,
−1 −1 −1 −1
Avj = (S DS)(S ej ) = S Dej = S (λj ej ) = λj S
Thus vj is an eigenvector for A corresponding to the eigenvalue λj .
108
(⇐) Let {v1 , v2 , . . . , vn } be a family of eigenvectors for A forming
a basis for Cn . Let also λ1 , λ2 , . . ., λn be corresponding eigenvalues
(which are not necessarily distinct) and define S −1 = [v1 v2 · · · vn ].
(5.5) Since the columns of S −1 form a basis for Cn , S −1 is indeed invertible.
Also, S −1 ej = vj and hence Svj = ej for all j. Define D = SAS −1 . We
show that D is diagonal. The jth column of D is given by Dej . But
Dej = SAS −1 ej = SAvj = S(λj vj ) = λj Svj = λj ej .
Thus the jth column of D contains λj in the jth position and zeroes
above and below it. It follows that D = diag(λ1 , λ2 , . . . , λn ). Therefore,
A is diagonable.
We now give our second result characterizing diagonable matrices.
Theorem 5.2.3. Let A ∈ Cn×n and let λ1 , λ2 , . . . , λk be the distinct
eigenvalues of A. Then A is diagonable if and only if
ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I) = Cn . (5.6)
It has already been shown (see Theorem 5.1.2) that the sum ker(A −
λ1 I) + ker(A − λ2 I) + · · · + ker(A − λk I) is direct. With this result, we
show that A is diagonable if and only if this sum comprises all of Cn .
Proof. (⇒) Suppose A is diagonable. Then some family of eigenvectors
for A forms a basis for Cn . Let B be such a family, and note that each
eigenvector in B corresponds to some λi . For each i, let Bi consist of the
eigenvectors in B corresponding to λi , and let ri denote the cardinality
Pk
of Bi . Thus {B1 , B2 , . . . , Bk } is a partition of B and i=1 ri = n. Since
each Bi is a linearly independent subset of ker(A − λi I), it follows that
ν(A − λi I) ≥ ri for all i. By Corollary 5.1.3,
 
−1
dim ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I)
ej = λj vj .
= ν(A − λ1 I) + ν(A − λ2 I) + · · · + ν(A − λk I)
≥ r1 + r2 + · · · + rk = n.
109
Thus ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I) is a subspace of Cn By Theorem 5.2.3, A is therefore not diagonable.
having dimension at least n. It follows that this sum is all of Cn .
(⇐) Suppose now that (5.6) holds. For each i, let Bi be a basis for Example 5.3.2. Let
ker(A − λi I), and set B = B1 ∪ B2 ∪ · · · ∪ Bk . Clearly, B is a family of  
5 −2 −1
eigenvectors for A. Also, B is a basis for ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ A =  4 −1 −2  .
· · · ⊕ ker(A − λk I) = Cn by Corollary 3.4.4. Then A is diagonable by −2 2 4
Theorem 5.2.2.
One verifies that pA (z) = z 3 − 8z 2 + 21z − 18 = (z − 2)(z − 3)2 . Thus
In summary, let A be an n × n matrix. To say that A is diagonable,
σ(A) = {2, 3}. Also, the eigenspaces corresponding to λ = 2 and λ = 3
or able to be diagonalized, means that one is able to find a basis for Cn
have respective bases
consisting of eigenvectors for A. Equivalently, A is diagonable if and only
      
if Cn decomposes as the direct sum of the eigenspaces of A.  1   1 1 
B1 =  2  , B2 =  1  ,  0 
   
−1 0 2
5.3. Examples

In this section, we analyze two 3 × 3 matrices A. Each time, we use Thus ν(A − 2I) = 1 and ν(A − 3I) = 2. Since ker(A − 2I) ⊕ ker(A − 3I)
results from the last two sections to determine whether A is diagonable. has dimension ν(A − 2I) + ν(A − 3I) = 3,

ker(A − 2I) ⊕ ker(A − 3I) = C3 .

Example 5.3.1. Let
  By Theorem 5.2.3, A is therefore diagonable. Define B = B1 ∪ B2 .
6 −2 −11
A =  3 −1 −3  . Clearly, B is a basis for C3 consisting of eigenvectors for A. Define also
−1 2 4    
1 1 1 2 0 0
S −1 =  2 1 0  , D = 0 3 0
One verifies that pA (z) = z 3 − 9z 2 + 15z + 25 = (z − 5)2 (z + 1). Thus
−1 0 2 0 0 3
σ(A) = {5, −1}. Also, the eigenspaces corresponding to λ = 5 and
λ = −1 have respective bases Computing S = (S −1 )−1 by the usual methods, one verifies that
        
 2   1  1 1 1 2 0 0 −2 2 1
B1 =  1  , B2 =  −2  A = S −1 DS =  2 1 0   0 3 0   4 −3 −2 
   
0 1 −1 0 2 0 0 3 −1 1 1

Thus ν(A − 5I) = 1 and ν(A + I) = 1. Since ker(A − 5I) ⊕ ker(A + I)

has dimension ν(A − 5I) + ν(A + I) = 2, Exercise Set 5.3
In each problem below, a matrix A is given. Diagonalize A (by
ker(A − 5I) ⊕ ker(A + I) 6= C3 . factoring it as S −1 DS) or determine that it is not diagonable.

110 111
  
1. A =
2 −1 Let A ∈ Cn×n . Then A is the matrix for some linear mapping
1 4 T : Cn → Cn . Indeed, defining T so that Tz = Az for all z, we know
  that A is the matrix for T relative to E. If B ∼ A then B = SAS −1
1 2 for some invertible matrix S. In this case B also represents T, this time
2. A =
3 6 relative to a basis consisting of the columns of S −1 . Since A and B each
  represent T relative to some basis, we might expect them to have many
−2 −1 −1
properties in common. We call such properties “similarity invariants”.
3. A =  7 2 3 
Our first result is to show that the characteristic polynomial of a matrix
10 2 5
is a similarity invariant.
 
−1 −4 3
4. A =  −1 5 −5  Theorem 5.4.3. Let A, B ∈ Cn×n and suppose that A ∼ B. Then
−2 11 −10 pA = pB .

Proof. By hypothesis, there is some invertible S such that A = SBS −1 .

5.4. Eigenvalue Multiplicities
Let z ∈ C. Since A − zI = SBS −1 − zI = S(B − zI)S −1 ,
In this section we introduce the algebraic and geometric multiplicities
of an eigenvalue and establish an important relationship between them. |A − zI| = |S(B − zI)S −1 | = |S| |B − zI| |S −1 |
We then relate these ideas to the diagonability of a matrix. = |S| |S −1 | |B − zI| = |SS −1 (B − zI)| = |B − zI|

Definition 5.4.1. Let A ∈ Cn×n , let λ1 , λ2 , . . . , λk be the distinct Therefore, (−1)n |A − zI| = (−1)n |B − zI| and hence pA (z) = pB (z). It
eigenvalues of A, and let pA (z) = (z − λ1 )n1 (z − λ2 )n2 · · · (z − λk )nk be follows that pA and pB are polynomials of degree n such that pA (z) =
the characteristic polynomial of A. For each i, we define pB (z) for all z ∈ C. Therefore, pA = pB .

1) the geometric multiplicity of λi to be ν(A − λi I), and
2) the algebraic multiplicity of λi to be ni .
Note that the geometric multiplicity of λi is the dimension of its cor-
responding eigenspace. Also, given the form of pA above, the algebraic
multiplicity of λi is the highest power of z − λi which divides pA (z).
Our main result is that, for any λ ∈ σ(A), the geometric multiplicity
of λ can never exceed its algebraic multiplicity. Before proving this, we
introduce the notion of “similarity”.
Definition 5.4.2. Let A, B ∈ Cn×n . We say A is similar to B, and write
A ∼ B, to mean that A = SBS −1 for some invertible matrix S.
Let A ∈ Cn×n . By the foregoing result, the characteristic polynomial
of A is a similarity invariant. It follows that the spectrum of A is a
similarity invariant, and for each λ ∈ σ(A) the algebraic multiplicity of λ
is also a similarity invariant. Finally, one may prove (see the exercise
set below) that for each λ ∈ σ(A) the geometric multiplicity of λ is a
similarity invariant as well.
Proposition 5.4.4. Let A ∈ Cn×n , let λ ∈ σ(A), and suppose λ has
geometric multiplicity m. Then A is similar to a matrix of the form
 
λI F
B= (5.7)
O H

112 113
where λI denotes the m × m matrix diag(λ, λ, . . . , λ). It should be noted that each of the last two results apply to all square
matrices, not just the diagonable ones. However, these results allow us
Proof. By hypothesis, ker(A−λI) has dimension m. Let {z1 , z2 , . . . , zm } to formulate another characterization of diagonable matrices.
be a basis for ker(A−λI) and extend it to {z1 , z2 , . . . , zn }, a basis for Cn .
Define S −1 = [z1 z2 · · · zn ]. Since the columns of S −1 form a basis for Cn , Corollary 5.4.6. Let A ∈ Cn×n and let λ1 , λ2 , . . . , λk be the distinct
S −1 is, indeed, invertible. Define B = SAS −1 and note that A = S −1 BS eigenvalues of A. For each i, let mi and ni denote the respective geometric
as well. Then B ∼ A and A ∼ B. To show that B has the form in (5.7) and algebraic multiplicities of λi . Then A is diagonable if and only if
we determine each of its first m columns. Since zj ∈ ker(A − λI) for mi = ni for all i.
j = 1, 2, . . ., m, we have Azj = λzj for j = 1, 2, . . ., m. Furthermore, let
ej denote the jth standard basis vector for Cn . Since z1 , z2 , . . . zn are Proof. By Corollary 5.1.3, the sum
the columns of S −1 , we have S −1 ej = zj and hence Szj = ej for all j.
Then for j = 1, 2, . . ., m, ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I) (4.2)
Pk Pk
Bej = SAS −1 ej = SAzj = S(λzj ) = λSzj = λej . has dimension i=1 ν(A − λi I) = i=1 mi . On the other hand, our
hypotheses imply that
That is, for 1 ≤ j ≤ m, the jth column of B has λ in the jth position
and zeroes above and below. It follows that B has the form in (5.7). pA (z) = (z − λ1 )n1 (z − λ2 )n2 · · · (z − λk )nk .
We are now ready to prove our main result.
Since pA is a polynomial of degree n and the right side above is a poly-
Pk Pk
nomial of degree i=1 ni , we have i=1 ni = n. Suppose now that
Theorem 5.4.5. Let A ∈ Cn×n , let λ ∈ σ(A), and let m0 and n0 denote
mj < nj for some j. Since by our last result mi ≤ ni for all i, we
the respective geometric and algebraic multiplicities of λ. Then m0 ≤ n0 . Pk Pk
have i=1 mi < i=1 ni = n. This implies that the subspace sum (4.2)
Proof. By our last result, A is similar to a matrix of the form is a proper subspace of Cn and not all of Cn . In this case, A is not
  diagonable by Theorem 5.2.3. Otherwise, mi = ni for all i. Thus
Pk Pk
λI F i=1 mi = i=1 ni = n and it follows that the subspace sum (4.2)
B= ,
O H is all of Cn . In this case, A is diagonable.
where λI is the m0 × m0 matrix diag(λ, λ, . . . , λ). Since A ∼ B we have
Exercise Set 5.4
pA = pB , and by Theorem 4.5.4 we have pB = pλ pH . (Here, pλ denotes  
1 4 9
the characteristic polynomial of λI.) Thus pA = pλ pH . Furthermore,
1) Let A =  −3 4 7 .
 
pλ (z) = (−1)m0 |λI − zI| = (−1)m0  diag(λ − z, λ − z, . . . , λ − z) 1 0 1
= (−1)m0 (λ − z)m0 = (z − λ)m0 . a) Given that 2 ∈ σ(A), find the algebraic and geometric multi-
plicities of 2.
Thus pA (z) = (z − λ)m0 pH (z). Since, by definition, n0 is the largest b) Find the algebraic and geometric multiplicities for each λ ∈
power such that (z − λ)n0 divides pA (z), this means that m0 ≤ n0 . σ(A).

114 115
 2) Show that similarity is an equivalence relation on Cn×n .
3) Let A, B ∈ Cn×n and suppose A ∼ B.
a) Show that An ∼ B n for all n ∈ N.
b) Show that q(A) ∼ q(B) for any polynomial q.
4) Let A, B ∈ Cn×n and suppose B is invertible. Show that ν(AB) =
ν(A) and ν(BA) = ν(A).
5) Let A ∈ Cn×n and let λ ∈ σ(A). Show that the geometric multiplic-
ity of λ is a similarity invariant. [Hint: See Problem 4 above.]
6) Let A ∈ Cn×n and suppose that σ(A) consists of n distinct eigen-
values for A. Show that A is diagonable.
5.5. The Spectral Theorem
In this section, we present one of the major structure theorems in
linear algebra, called the spectral theorem for diagonable matrices. We
begin by reviewing and extending some of our earlier results concerning
projections and subspace decompositions.
Recall that we say subspaces M1 , M2 ≤ Cn are complementary to
mean that M1 ⊕ M2 = Cn . Also, we say that projections P1 , P2 ∈ Cn×n
are complementary to mean that P1 + P2 = I. Such subspaces and
projections are related in the following way. Given complementary sub-
spaces M1 , M2 ∈ Cn , let P1 be the projection on M1 along M2 and
let P2 be the projection on M2 along M1 . Then P1 and P2 are com-
plementary projections such that range P1 = M1 and range P2 = M2 .
(See also the discussion following Theorem 4.1.3.) On the other hand,
given complementary projections P1 and P2 , define M1 = range P1 and
M2 = range P2 . Then M1 and M2 are complementary subspaces in Cn .
(See also Theorem 4.1.5.) In this way, each pair of complementary sub-
spaces may be identified with a pair of complementary projections and
vice-versa.
How can we extend these relationships to the case with three or more
subspaces and three or more projections? On one hand, it is natural to
replace a pair of complementary subspaces with a family of k subspaces
116
{M1 , M2 , . . . , Mk } such that M1 ⊕ M2 ⊕ · · · ⊕ Mk = Cn . On the other
hand, it is natural to replace a pair of complementary projections with a
family of projections {P1 , P2 , . . . , Pk } such that P1 + P2 + · · · + Pk = I.
However, it turns out that more is required in this case. In fact, when
P1 and P2 are complementary projections we also have P1 P2 = O and
P2 P1 = O. (See Problem 6 in Exercise Set 4.1.) As it happens, when
considering the case with k projections it is appropriate to require Pi Pj =
O whenever i 6= j. In this case, we call such a family a resolution of the
identity.
Definition 5.5.1. Let P1 , P2 , . . . , Pk ∈ Cn×n and suppose that each Pi is
a projection. We say that {P1 , P2 , . . . , Pk } is a resolution of the identity
P
to mean that Pi Pj = O whenever i 6= j and ki=1 Pi = I.
We may now extend the relationships reviewed in the second para-
graph of this section to the case with three or more subspaces and three
or more projections.
Theorem 5.5.2. Let {M1 , M2 , . . . , Mk } be a direct-sum decomposition
P
of Cn and for each i let Pi be the projection on Mi along j6=i Mj . Then
{P1 , P2 , . . . , Pk } is a resolution of the identity.
Proof. To see that P1 + P2 + · · · + Pk = I, let z ∈ Cn and write z =
z1 ⊕ z2 ⊕ · · · ⊕ zk . For each i note that Pi z = zi because zi ∈ range Pi
and zj ∈ ker Pi when j 6= i. Then
X k  X k X k
Pi z = Pi z = zi = z.
i=1 i=1 i=1
Pk
Pk
That is, i=1 Pi z = Iz for all z. Thus i=1 Pi = I. To see that
Pi Pj = O when i 6= j, let i 6= j and let z = z1 ⊕ z2 ⊕ · · · ⊕ zk as before.
Then Pi Pj z = Pi (Pj z) = Pi zj = 0. It follows that Pi Pj z = Oz for all z
and hence that Pi Pj = O.
The foregoing result shows how each subspace decomposition of Cn
leads to a resolution of the identity. We now show how each resolution
of the identity leads to a subspace decomposition of Cn .
117
 Pk
Theorem 5.5.3. Let {P1 , P2 , . . . , Pk } be a resolution of the identity and of the identity. We show that i=1 λi Pi = A. Let z ∈ Cn , and write
for each i define Mi = range Pi . Then the family {M1 , M2 , . . . , Mk } z = z1 ⊕ z2 ⊕ · · · ⊕ zk . Clearly, Pi z = zi for all i. Thus
forms a direct-sum decomposition of Cn .
X
k  X
k X
k
Pk λi P i z = λi P i z = λi zi .
Proof. To show that the sum i=1 Mi is direct, let i be a fixed index
P i=1 i=1 i=1
and let z ∈ Mi ∩ j6=i Mj . Since z ∈ Mi we have Pi z = z. Since
P P
z ∈ j6=i Mj there are zj ∈ Mj for all j 6= i such that z = j6=i zj . On the other hand,
Noting that zj = Pj zj for all j 6= i, we have
X
k  Xk k
X
X  X  X X Az = A zi = Azi = λi zi .
z = Pi z = Pi zj = Pi Pj zj = Pi Pj zj = Ozj = 0 i=1 i=1 i=1
j6=i j6=i j6=i j6=i
Pk

Pk It follows that Az = n
i=1 λi Pi z for all z ∈ C . Therefore, A =
It follows that the sum i=1 Mi is direct. To show that this sum is all Pk
of Cn , it suffices to show that Cn ≤ M1 ⊕ M2 ⊕ · · · ⊕ Mk . Let z ∈ Cn i=1 λi Pi
(⇐) Suppose now {λ1 , λ2 , . . . , λk } is a family of distinct scalars,
and define zi = Pi z for all i. Then zi ∈ Mi for all i, and P
{P1 , P2 , . . . , Pk } is a resolution of the identity, and A = ki=1 λi Pi . To
X
k  k
X k
X show that A is diagonable, we show that some family of eigenvectors for A
z = Iz = Pi z = Pi z = zi . forms a basis for Cn . For each i, let Bi be a basis for range Pi and set
i=1 i=1 i=1 Sk
B = i=1 Bi . Since
Thus z ∈ M1 ⊕ M2 ⊕ · · · ⊕ Mk .
range P1 ⊕ range P2 ⊕ · · · ⊕ range Pk = Cn ,
In summary, the last two results together show how a direct-sum
decomposition of Cn leads to a resolution of the identity and vice-versa.
B is a basis for Cn. Suppose now z ∈ B, so that z ∈ Bi for some i. Since
We may now prove our main theorem, the spectral theorem for diagonable
Bi is linearly independent we must have z 6= 0. Also, z ∈ range Pi , and
matrices.
z ∈ ker Pj for any j 6= i. Thus Pi z = z and Pj z = 0 for any j 6= i. Then
Theorem 5.5.4. Let A ∈ Cn×n . Then A is diagonable if and only if X
k  k
X
there are distinct scalars λ1 , λ2 , . . ., λk and a resolution of the identity Az = λj P j z = λj Pj z = λi Pi z = λi z.
P
{P1 , P2 , . . . , Pk } such that A = ki=1 λi Pi . j=1 j=1

Proof. (⇒) Suppose A is diagonable, and let λ1 , λ2 , . . ., λk denote the That is, z is an eigenvector for A. It follows that B is a basis for Cn
distinct eigenvalues of A. By Theorem 5.2.3, consisting of eigenvectors for A. Then A is diagonable.

ker(A − λ1 I) ⊕ ker(A − λ2 I) ⊕ · · · ⊕ ker(A − λk I) = Cn .
For i = 1, 2, . . . k, let Pi be the projection on ker(A − λi I) along
P
j6=i ker(A − λj I). By Theorem 5.5.2, {P1 , P2 , . . . , Pk } is a resolution
Let A ∈ Cn×n and suppose A is diagonable. By the foregoing result,
there are distinct scalars λ1 , λ2 , . . ., λk and a resolution of the identity
P P
{P1 , P2 , . . . , Pk } such that A = ki=1 λi Pi . We call ki=1 λi Pi a spectral
resolution for A.

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 5.6. Examples Clearly, B1 ∪ B2 is a basis for C3 consisting of eigenvectors for A. Thus
A is diagonable and hence has a spectral resolution.
In this section, we present two examples illustrating the results of
Let P1 be the projection on ker(A − 2I) along ker(A − 3I) while P2
the preceding sections.
is its complement. Let also S −1 be the matrix whose columns are the
Example 5.6.1. Let vectors in B (listed in the order shown) and compute S = (S −1 )−1 . Thus
 
2 2    
A= 1 1 1 −2 2 1
5 −1
S −1 =  2 1 0, S =  4 −3 −2 
One verifies that A has eigenvalues λ1 = −3 and λ2 = 4, and correspond-
−1 0 2 −1 1 1
ing eigenvectors z1 = [2, −5]T and z2 = [1, 1]T . Clearly, {z1 , z2 } is a basis
for C2 consisting of eigenvectors for A. Thus A is diagonable and hence Then  
has a spectral resolution. −2 2 1
Let P1 be the projection on ker(A + 3I) along ker(A − 4I) while P2 is P1 = S −1 diag(1, 0, 0) S =  −4 4 2 
its complement. Define S −1 = [z1 z2 ] and compute S = (S −1 )−1 . Thus 2 −2 −1
 
    3 −2 −1
2 1 1 1 −1
−1
S = , S= P2 = S −1 diag(0, 1, 1) S =  4 −3 −2 
−5 1 7 5 2 −2 2 2
Then P1 = S −1 diag(1, 0) S and P2 = S −1 diag(0, 1) S. That is, By the spectral theorem, A = λ1 P1 + λ2 P2 = 2P1 + 3P2 .
      
2 1 1 0 1 1 −1 1 2 −2
P1 = · = , Exercise Set 5.6
−5 1 0 0 7 5 2 7 −5 5
       In each problem below, a diagonable matrix A and its spectrum are
2 1 0 0 1 1 −1 1 5 2
P2 = · = given. Find a spectral resolution for A.
−5 1 0 1 7 5 2 7 5 2  
−7 −3
By the spectral theorem, A = λ1 P1 + λ2 P2 = −3P1 + 4P2 . 1) A = ; σ(A) = {−4, −1}.
6 2
 
Example 5.6.2. Let 0 1
2) A = ; σ(A) = {i, −i}.
  −1 0
5 −2 −1  
A =  4 −1 −2  . 3 1 1
−2 2 4 3) A =  −6 8 3 ; σ(A) = {4, 5}.
4 −2 3
One verifies that σ(A) = {2, 3}, and ker(A − 2I) and ker(A − 3I) have
respective bases
     
 1   1 1 
B1 =  2  , B2 =  1  ,  0  .
   
−1 0 2

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