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Activity 7.1.2

Avg difficulty 2.5

Remember that the Sage command A.right_eigenmatrix() attempts to find a basis for Rm\real^m consisting of eigenvectors of AA. In particular, the assignment D, P = A.right_eigenmatrix() provides a diagonal matrix DD constructed from the eigenvalues of AA with the columns of PP containing the associated eigenvectors.

  1. For each of the following matrices, determine whether there is a basis for R2\real^2 consisting of eigenvectors of that matrix. When there is such a basis, form the matrices PP and DD and verify that the matrix equals PDP−1PDP^{-1}.

    1. [3−443]\begin{bmatrix} 3 & -4 \\ 4 & 3 \end{bmatrix}.

    2. [11−13]\begin{bmatrix} 1 & 1 \\ -1 & 3 \end{bmatrix}.

    3. [10−12]\begin{bmatrix} 1 & 0\\ -1 & 2 \end{bmatrix}.

    4. [9226]\begin{bmatrix} 9 & 2 \\ 2 & 6 \end{bmatrix}.

  2. For which of these examples is it possible to form an orthogonal basis for R2\real^2 consisting of eigenvectors?

  3. For any such matrix AA, find an orthonormal basis of eigenvectors and explain why A=QDQ−1A=QDQ^{-1} where QQ is an orthogonal matrix.

  4. Finally, explain why A=QDQTA=QDQ^T in this case.

  5. When A=QDQTA=QDQ^T, what is the relationship between AA and ATA^T?

Austin, Understanding Linear Algebra, §7.1 Symmetric matrices and variance, Activity 7.1.2

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.