TOPICS
Search

Matrix Diagonalization


Matrix diagonalization is a similarity transformation that puts a square matrix into diagonal matrix form. Over a specified field, it is possible precisely when there is a vector basis of eigenvectors. Knowing the eigenvalues alone does not suffice.

For a diagonalizable matrix A, the eigen decomposition is

 A=PDP^(-1),
(1)

where P is a matrix composed of the eigenvectors of A, D is the diagonal matrix constructed from the corresponding eigenvalues, and P^(-1) is the matrix inverse of P. According to the eigen decomposition theorem, an initial matrix equation

 AX=Y
(2)

can then be written

 PDP^(-1)X=Y
(3)

with P nonsingular. Premultiplying both sides by P^(-1) gives

 DP^(-1)X=P^(-1)Y.
(4)

Since the same linear transformation P^(-1) is being applied to both X and Y, solving the original system is equivalent to solving the transformed system

 DX^'=Y^',
(5)

where X^'=P^(-1)X and Y^'=P^(-1)Y. This change of vector basis makes the transformed system diagonal, so each coordinate can be treated separately. The matrix P records how these coordinates relate to those in the original vector basis. A square matrix without enough linearly independent eigenvectors does not admit this procedure (Axler 2024, pp. 165-166).


See also

Diagonal Matrix, Eigen Decomposition, Eigen Decomposition Theorem, Eigenvalue, Eigenvector, Jacobi Transformation, Matrix, Orthogonal Diagonalization

Explore with Wolfram|Alpha

References

Arfken, G. "Diagonalization of Matrices." §4.6 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 217-229, 1985.Axler, S. Linear Algebra Done Right, 4th ed. Cham, Switzerland: Springer, 2024. https://doi.org/10.1007/978-3-031-41026-0. https://linear.axler.net/LADR4e.pdf.

Referenced on Wolfram|Alpha

Matrix Diagonalization

Cite this as:

Weisstein, Eric W. "Matrix Diagonalization." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MatrixDiagonalization.html

Subject classifications