Eigenvalues
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Diagonalization

AA is diagonalizable if there exists SS such that:

A=SΞ›Sβˆ’1A = S\Lambda S^{-1}

Where:

  • SS β€” matrix of eigenvectors (columns)
  • Ξ›\Lambda β€” diagonal matrix of eigenvalues

When Is It Possible?

AA is diagonalizable if and only if it has nn linearly independent eigenvectors.

  • Distinct eigenvalues β†’ always diagonalizable
  • Repeated eigenvalues β†’ may or may not be diagonalizable

Why It’s Useful

Ak=SΞ›kSβˆ’1A^k = S\Lambda^k S^{-1}

Raising a diagonal matrix to a power is trivial! Just raise each eigenvalue.

Similarity

AA and BB are similar if B=Mβˆ’1AMB = M^{-1}AM for some invertible MM. Similar matrices have:

  • Same eigenvalues
  • Same trace
  • Same determinant
  • Same rank

Diagonalization is a special case of similarity where B=Ξ›B = \Lambda.