Problem: Suppose M is the matrix 3−24−262423. Follow the steps to find the orthogonal diagonalization of M
(a) Find the eigenvalues of M and their correspondent eigenspaces.
(b) Find the orthonormal basis of each eigenspace.
(c) Find the orthogonal diagonalization of M.
Solution:
(a) The characteristic equation is given by
3−λ−24−26−λ2423−λ=−(λ+2)(λ−7)2
Therefore the eigenvalues are λ1=−2,λ2=7. The eigenspace associated to λ=−2 is the solution set of
5−24−282425x1x2x3=000⟹x1x2x3=x221−2,
that is, the subspace V1 spanned by 21−2. The eigenspace associated to λ=7 is the solution set of
−4−24−2−1242−4⟹x1x2x3=x11−20+x3021,
that is the subspace V2 spanned by 1−20 and 021. Remark: The dimension of each eigenspace is equal to the algebraic multiplicity of each eigenvalue in the characteristic equation. The eigenspaces are mutually orthogonal.
(b) The orthonormal basis for V1 is formed by
21−2∼2/31/3−2/3.
The orthonormal basis for V2 is formed by
1−20∼1/5−2/50,021−(−4/5)1/5−2/50=4/5−2/51∼4/452/455/45.
(c) Put P=2/31/3−2/31/5−2/504/452/455/45 and D=−200070007. Then M=PDPT.