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diagonalization
Let be a finite-dimensional linear space over a field , and a linear transformation. To diagonalize is to find a basis of that consists of eigenvectors. The transformation is called diagonalizable if such a basis exists. The choice of terminology reflects the fact that the matrix of a linear transformation relative to a given basis is diagonal if and only if that basis consists of eigenvectors.
Next, we give necessary and sufficient conditions for to be diagonalizable. For set
It isn’t hard to show that is a subspace of , and that this subspace is non-trivial if and only if is an eigenvalue of . In that case, is called the eigenspace associated to .
Proposition 1.
A transformation is diagonalizable if and only if
where the sum is taken over all eigenvalues of the transformation.
The Matrix Approach.
As was already mentioned, the term “diagonalize” comes from a matrix-based perspective. Let be a matrix representation of relative to some basis . Let
be a matrix whose column vectors are eigenvectors expressed relative to . Thus,
where is the eigenvalue associated to . The above equations are more succinctly as the matrix equation
where is the diagonal matrix with in the -th position. Now the eigenvectors in question form a basis, if and only if is invertible. In that case, we may write
| (1) |
Thus in the matrix-based approach, to “diagonalize” a matrix is to find an invertible matrix and a diagonal matrix such that equation (1) is satisfied.
Subtleties.
There are two fundamental reasons why a transformation can fail to be diagonalizable.
1. The characteristic polynomial of does not factor into linear factors over .
2. There exists an eigenvalue , such that the kernel of is strictly greater than the kernel of . Equivalently, there exists an invariant subspace where acts as a nilpotent transformation plus some multiple of the identity. Such subspaces manifest as non-trivial Jordan blocks in the Jordan canonical form of the transformation.
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