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A First Course in Linear Algebra, 2017a

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356 Spectral Theory<br />

7.2.1 Similarity and Diagonalization<br />

We beg<strong>in</strong> this section by recall<strong>in</strong>g the def<strong>in</strong>ition of similar matrices. Recall that if A,B are two n × n<br />

matrices, then they are similar if and only if there exists an <strong>in</strong>vertible matrix P such that<br />

A = P −1 BP<br />

In this case we write A ∼ B. The concept of similarity is an example of an equivalence relation.<br />

Lemma 7.13: Similarity is an Equivalence Relation<br />

Similarity is an equivalence relation, i.e. for n × n matrices A,B, and C,<br />

1. A ∼ A (reflexive)<br />

2. If A ∼ B,thenB ∼ A (symmetric)<br />

3. If A ∼ B and B ∼ C,thenA ∼ C (transitive)<br />

Proof. It is clear that A ∼ A, tak<strong>in</strong>gP = I.<br />

Now, if A ∼ B, then for some P <strong>in</strong>vertible,<br />

A = P −1 BP<br />

and so<br />

But then<br />

PAP −1 = B<br />

(<br />

P<br />

−1 ) −1<br />

AP −1 = B<br />

which shows that B ∼ A.<br />

Now suppose A ∼ B and B ∼ C. Then there exist <strong>in</strong>vertible matrices P,Q such that<br />

A = P −1 BP, B = Q −1 CQ<br />

Then,<br />

show<strong>in</strong>g that A is similar to C.<br />

A = P −1 ( Q −1 CQ ) P =(QP) −1 C (QP)<br />

♠<br />

Another important concept necessary to this section is the trace of a matrix. Consider the def<strong>in</strong>ition.<br />

Def<strong>in</strong>ition 7.14: Trace of a Matrix<br />

If A =[a ij ] is an n × n matrix, then the trace of A is<br />

trace(A)=<br />

n<br />

∑<br />

i=1<br />

a ii .

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