Diagonalization of Matrices

Diagonalization is the process of converting a matrix into a diagonal matrix, making it easier to compute powers or solve differential equations. A matrix \( A \) is diagonalizable if it can be written as:

\[ A = PDP^{-1} \]

Where \( P \) is a matrix containing the eigenvectors of \( A \), and \( D \) is a diagonal matrix of eigenvalues. This makes matrix powers and other operations simpler to calculate.

Example: Diagonalizing a Matrix

Consider the matrix:

\[ A = \begin{bmatrix} 4 & 1 \\ 2 & 3 \end{bmatrix} \]

To diagonalize this matrix, we find its eigenvalues and eigenvectors:

The characteristic equation is:

\[ \text{det}(A - \lambda I) = 0 \]

Solving this, we get the eigenvalues \( \lambda = 5 \) and \( \lambda = 2 \). Next, we find the eigenvectors associated with these eigenvalues.

Applications

Diagonalization is widely used in differential equations, systems of linear equations, and even in quantum mechanics. It also makes calculating matrix powers \( A^n \) much easier, which is important in many fields of applied mathematics.

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