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A First Course in Linear Algebra, 2017a

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362 Spectral Theory<br />

In this case, the matrix A has one eigenvalue of multiplicity two, but only one basic eigenvector. In<br />

order to diagonalize A, we need to construct an <strong>in</strong>vertible 2 × 2matrixP. However, because A only has<br />

one basic eigenvector, we cannot construct this P. Notice that if we were to use X 1 as both columns of P,<br />

P would not be <strong>in</strong>vertible. For this reason, we cannot repeat eigenvectors <strong>in</strong> P.<br />

Hence this matrix cannot be diagonalized.<br />

♠<br />

The idea that a matrix may not be diagonalizable suggests that conditions exist to determ<strong>in</strong>e when it<br />

is possible to diagonalize a matrix. We saw earlier <strong>in</strong> Corollary 7.21 that an n × n matrix with n dist<strong>in</strong>ct<br />

eigenvalues is diagonalizable. It turns out that there are other useful diagonalizability tests.<br />

<strong>First</strong> we need the follow<strong>in</strong>g def<strong>in</strong>ition.<br />

Def<strong>in</strong>ition 7.23: Eigenspace<br />

Let A be an n × n matrix and λ ∈ R. The eigenspace of A correspond<strong>in</strong>g to λ, written E λ (A) is the<br />

set of all eigenvectors correspond<strong>in</strong>g to λ.<br />

In other words, the eigenspace E λ (A) is all X such that AX = λX. Notice that this set can be written<br />

E λ (A)=null(λI − A), show<strong>in</strong>g that E λ (A) is a subspace of R n .<br />

Recall that the multiplicity of an eigenvalue λ is the number of times that it occurs as a root of the<br />

characteristic polynomial.<br />

Consider now the follow<strong>in</strong>g lemma.<br />

Lemma 7.24: Dimension of the Eigenspace<br />

If A is an n × n matrix, then<br />

where λ is an eigenvalue of A of multiplicity m.<br />

dim(E λ (A)) ≤ m<br />

This result tells us that if λ is an eigenvalue of A, then the number of l<strong>in</strong>early <strong>in</strong>dependent λ-eigenvectors<br />

is never more than the multiplicity of λ. We now use this fact to provide a useful diagonalizability condition.<br />

Theorem 7.25: Diagonalizability Condition<br />

Let A be an n × n matrix A. Then A is diagonalizable if and only if for each eigenvalue λ of A,<br />

dim(E λ (A)) is equal to the multiplicity of λ.

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