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MATH 235 Assignment 6

Jamie Klassen, Waterloo ID 20347528 June 20, 2015

1. For each of the following symmetric matrices, find an orthogonal matrix P and diagonal matrix D such that P T AP = D.

(a)

A = 6 3

The characteristic polynomial of A is

2

3

C(λ) = det 6 3 λ

2

3 λ = (2 λ)(6 λ) 3 · 3 = λ 2 4λ 21 = (λ 7)(λ + 3)

Thus the eigenvalues are λ 1 = 7 and λ 2 = 3, each with algebraic multiplicity 1. For λ 1 = 7 we get

(b)

A 7I

1

0

Hence a basis for E λ 1 is 3 = { v 1 }. For λ 2 = 3 we get

1

3

0

A + 3I

1 1/3

0 0

Hence a basis for E λ 2 is 3 = { v 2 }. Note that v 1 · v 2 = 3 · 1+ 1 · (3) = 3 3 = 0 so v 1 and v 2 are orthogonal.

We normalize the vectors to get the orthonormal basis

1

3/ 10

1/ 10 , 3/ 10

1/ 10

Hence we get

A =

6

4

2

4

12

4

2

4

6

P = 3/ 10

10

1/

The characteristic polynomial of A is

C(λ) = det

6 λ

4

2

4

12 λ

4

2

4

6 λ

1/ 10 10

3/

and

D = P T AP =

7

0

3

0

= (6 λ)((12 λ)(6 λ) (4)(4)) 4(4(6 λ) (4)(2)) + (2)(4(4) (12 λ)(2))

= λ 3 + 24λ 2 144λ + 256

= (16 λ)(λ 4) 2

1

Thus the eigenvalues are λ 1 = 16 with algebraic multiplicity 1 and λ 2 = 4 with algebraic multiplicity 2. λ 1 = 16 we get

Hence a basis for E λ 1 is

1

2

1

1

A 16I 0

0

= {

v 1 }. For λ 2 = 4 we get

0

1

0

1

2

0

For

Hence a basis for E λ 2 is

 


1

0 ,

1

2

1

1

0


A 4I 0

2

0

0 0

1

1

0

0

= { v 2 , v 3 }. Observe that both v 2 and v 3 are orthogonal to v 1 but not to

each other. Thus we apply the Gram-Schmidt procedure to { v 2 , v 3 } to get an orthonormal basis for E λ 2 .

2 =   0

1

1

w

w 3 = v

3

v 3 , w 2

w 2 2

w 2 =

2

1

0

2

2

 

1

1

0 =

1

1

1

Thus {w 2 , w 3 } is an orthogonal basis for E λ 2 and so { v 1 , w 2 , w 3 } is an orthogonal basis for R 3 of eigenvectors of A. We normalize the vectors to get the basis

Hence we get

(c)

1

A = 2

1

2

2

2

1

2

1

6

P = 2/ 6

1/

1/ 6


1/ 2

0

1/ 2

1/

2/ 6 ,

6

1/ 6

1/ 3

1/

1/

3

3

The characteristic polynomial of A is

C(λ) = det

1 λ

2

1

2

2 λ

2

1

2

1 λ

1/ 2

0

1/ 2

 

,

and

1/ 3

1/

1/

3

3


D = P T AP = 0

16

0

4

0 0

0

0

4

= (1 λ)((2 λ)(1 λ) (2)(2)) 2(2(1 λ) (2)1) + (2(2) (2 λ)1)

= λ 3 + 4λ 2 + 4λ 16

= (λ 4)(λ 2)(λ + 2)

Thus the eigenvalues are λ 1 = 4, λ 2 = 2 and λ 3 = 2, each with algebraic multiplicity 1. For λ 1 = 4 we get

A 4I 0

1

1

0 0

0

2

1

2

0

Hence a basis for E λ 1 is

Hence a basis for E λ 2 is

Hence a basis for E λ 3 is

 

1

2

1


= {

v 1 }. For λ 2 = 2 we get

 


 
1

0


 

1


1

1

1


A 2I

0

1

0

0

1

0

1

0

0

= { v 2 }. For λ 3 = 2 we get

A + 2I 0

0

1

0 0

1

1

1

0

= { v 3 }. Because each are eigenvectors for distinct eigenvalues of a symmetric matrix

we know that { v 1 , v 2 , v 3 } is an orthogonal basis for R 2 of eigenvectors of A. We normalize the vectors to get the basis

Hence we get

P =

1/

2/

6

6

1/ 6

1/

1/


2

0

2

1/

2/ 6 ,

6

1/ 6

1/ 3

1/ 3

1/

3

1/

1/

2

0

2

 

,

and

1/ 3

1/

1/

3

3


D = P T AP = 0

0

2

0 0

4

0

0

2

2. Let A be a symmetric matrix. Prove that A 2 = I if and only if all eigenvalues of A are ±1.

Suppose A 2 = I . Then if (λ, v) is an eigenpair of A we have

v = I v = A 2 v = A(A v) = A(λ v) = λA v = λ 2 v

so (1 λ 2 ) v = 0 and since v

has roots λ = ±1 as required.

On the other hand, suppose all eigenvalues of A are ±1. Then find an orthogonal matrix P such that P T AP = D :=

diag(1,

, 1) where the eigenvalues of A have been arranged so that all the 1’s come first and the 1’s

come after. Then we have D 2 =

I = D 2 = (P T AP ) 2 = P T AP P T AP = P T A 2 P

since P T P = I by orthogonality of P . Multiplying on the left by P and on the right by P T gives

= 0 by assumption (as an eigenvector) we must have 0 = 1 λ 2 = (1 + λ)(1 λ) which

, 1, 1,

diag(1 2 ,

1 2 , (1) 2 ,

,

(1) 2 ) = I so

A 2 = PP T A 2 PP T = PP T = I

as required.

3. Prove that every n × n matrix A with real eigenvalues is orthogonally similar to a lower triangular matrix T .

Since the determinant is preserved by taking the transpose and transpose is linear and I is symmetric we have

det(A T λI = det((A λI) T ) = det(A λI)

so A and A T have the same characteristic polynomial and thus the same eigenvalues. Therefore A T has real eigenvalues and so by the triangularization theorem there exists an orthogonal matrix P and an upper triangular matrix T so that P T A T P = T . Taking transposes in this equation gives P T AP = T T and since T is upper triangular, T T is lower triangular and therefore we have shown that A is orthogonally similar to a lower triangular matrix as required.

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4. Prove or disprove: if A M n×n (R) is a diagonalizable matrix such that eigenvectors corresponding to different eigen- values are orthogonal, then A is symmetric.

, λ k }. Find a basis B i for each E λ i and apply the Gram-Schmidt procedure

and normalize to get an orthonormal basis C i for each E λ i . Then C = C 1 ∪ ··· ∪ C k is an orthonormal set of vectors containing as many elements as B 1 ∪ ··· ∪ B k which was a basis for R n since A was assumed to be diagonalizable.

Moreover C consists entirely of eigenvectors of A. Therefore if C = { v 1 ,

Then by a theorem in the textbook since A is orthogonally

Enumerate the eigenvalues of A as {λ 1 ,

, v n } then the matrix P = v 1 ···

v n

is an orthogonal matrix such that P T AP is diagonal. diagonalizable it is symmetric, as required.

5. (a)

Prove that if A is a 3 × 3 upper triangular orthogonal matrix, then A is diagonal.

Write A = 0

a

0

b

d

0

c

e . Then since A is orthogonal we have A T A = I and therefore f

(b)

1

0

0

0

1

0

a

0

0 = A T A = b

c

1

0

d

e

0

0

f

a

0

0

b

d

0

a 2

c

e = ab

f

ac

ab + d 2

bc + de

b 2

ac bc + de c 2 + e 2 + f 2

Comparing the top left entries we get a 2 = 1 so in particular a

and since a

comparing the middle entries and using b = 0 gives d 2

middle entries and using b = c = 0 we get de = 0 and we can finally conclude that e = 0 as well. In conclusion b = c = e = 0 so A is indeed diagonal.

Prove that if B is a 3 × 3 orthogonal matrix with all real eigenvalues, then B is orthogonally diagonalizable.

By the triangularization theorem, since B has all real eigenvalues, there exists an orthogonal matrix P and an

Taking transposes in this equation gives P T B T P = T T .

= 0 and therefore comparing the right-hand

= 0 we conclude that b = 0. Similarly comparing the top right entries gives ac = 0 so c = 0. Finally

= 0. Comparing the top middle entries gives ab = 0

= 1 so d

upper triangular matrix T such that P T BP = T . Therefore

T T T = (P T B T P )(P T BP) = P T B T BP = P T P = I

since both B and P are orthogonal. Therefore T is a 3 × 3 upper triangular orthogonal matrix and so by part (a) T is in fact diagonal, so we have used P to orthogonally diagonalize B as required.

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