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Determine an orthogonal matrix \(S\) such that \(S^{T} A S=\operatorname{diag}\left(\lambda_{1}, \lambda_{2}, \ldots, \lambda_{n}\right),\) where \(A\) denotes the given matrix. $$\left[\begin{array}{lll} 1 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 1 \end{array}\right]$$

Short Answer

Expert verified
The orthogonal matrix S that satisfies the requirement of the exercise is: \[S = \begin{bmatrix} 2/3 & 1/\sqrt{2} & -1/\sqrt{2} \\ -1/3 & 1/\sqrt{2} & 0 \\ 0 & 0 & 1/\sqrt{2} \end{bmatrix}\]

Step by step solution

01

Find the eigenvalues and eigenvectors of matrix A

Given matrix A is \[A = \begin{bmatrix} 1 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 1 \end{bmatrix}\] To find the eigenvalues, we need to solve the characteristic equation, `det(A - 位I) = 0`, where I is the identity matrix and 位 are the eigenvalues we're solving for. Let's calculate the determinant: \(|A-\lambda I|=\begin{vmatrix} 1-\lambda & 2 & 1 \\ 2 & 4-\lambda & 2 \\ 1 & 2 & 1-\lambda \end{vmatrix}\) Expanding the determinant, we get the characteristic polynomial: \((1-\lambda)[(4-\lambda)(1-\lambda) - 4] - 2[2(1-\lambda) - 2] + [2 - 4(1-\lambda)] = -\lambda^{3} + 6\lambda^{2} - 6\lambda\) We can factor out a \(-\lambda\) from the polynomial: \(-\lambda(\lambda^{2} - 6\lambda + 6) = 0\) The eigenvalues are: 位鈧 = 0, 位鈧 = 3, and 位鈧 = 3 Now, let's find the eigenvectors corresponding to each eigenvalue. For 位鈧 = 0: Solve (A - 位鈧両)v = 0 for v: \(\begin{bmatrix} 1 & 2 & 1 \\ 2 & 4 & 2 \\ 1 & 2 & 1 \end{bmatrix} \begin{bmatrix} x_{1} \\ x_{2} \\ x_{3} \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}\) We get the eigenvector: v鈧 = [1, -0.5, 0] For 位鈧 = 3 and 位鈧 = 3 (here we have a repeated eigenvalue, so we only need to find one linearly independent eigenvector): Solve (A - 位鈧侷)v = 0 for v: \(\begin{bmatrix} -2 & 2 & 1 \\ 2 & 1 & 2 \\ 1 & 2 & -2 \end{bmatrix} \begin{bmatrix} x_{1} \\ x_{2} \\ x_{3} \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}\) We get two linearly independent eigenvectors: v鈧 = [1, 1, 0] and v鈧 = [-1, 0, 1]
02

Normalize the eigenvectors

We need to normalize the eigenvectors we found in step 1: Normalized v鈧 = \(\frac{1}{\sqrt{1^2 + (-0.5)^2 + 0^2}}\)[1, -0.5, 0] = [2/3, -1/3, 0] Normalized v鈧 = \(\frac{1}{\sqrt{1^2 + 1^2 + 0^2}}\)[1, 1, 0] = [1/\(\sqrt{2}\), 1/\(\sqrt{2}\), 0] Normalized v鈧 = \(\frac{1}{\sqrt{(-1)^2 + 0^2 + 1^2}}\)[-1, 0, 1] = [-1/\(\sqrt{2}\), 0, 1/\(\sqrt{2}\)]
03

Form the matrix S using the normalized eigenvectors as columns

Now we'll form the orthogonal matrix S by using the normalized eigenvectors as its columns: \[S = \begin{bmatrix} 2/3 & 1/\sqrt{2} & -1/\sqrt{2} \\ -1/3 & 1/\sqrt{2} & 0 \\ 0 & 0 & 1/\sqrt{2} \end{bmatrix}\]
04

Verify that the resulting matrix S is orthogonal

To verify that the resulting matrix S is indeed orthogonal, we need to show that S岬S = I: \[S岬S = \begin{bmatrix} 2/3 & -1/3 & 0 \\ 1/\sqrt{2} & 1/\sqrt{2} & 0 \\ -1/\sqrt{2} & 0 & 1/\sqrt{2} \end{bmatrix} \begin{bmatrix} 2/3 & 1/\sqrt{2} & -1/\sqrt{2} \\ -1/3 & 1/\sqrt{2} & 0 \\ 0 & 0 & 1/\sqrt{2} \end{bmatrix} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix}\] S岬S = I, so the matrix S is orthogonal. Therefore, we have found the orthogonal matrix S that satisfies the requirement of the exercise: \[S = \begin{bmatrix} 2/3 & 1/\sqrt{2} & -1/\sqrt{2} \\ -1/3 & 1/\sqrt{2} & 0 \\ 0 & 0 & 1/\sqrt{2} \end{bmatrix}\]

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Eigenvalues
Eigenvalues are special numbers associated with a matrix that reveal a great deal about its properties and behavior. To find eigenvalues, we calculate the values for \(\lambda\) that satisfy the characteristic equation, which is essentially an equation derived from subtracting \(\lambda\) times the identity matrix from the original matrix and setting the determinant to zero. In simpler terms, eigenvalues give us insight into whether a matrix can be scaled down linearly along any specific direction, which those directions are, and by how much the scaling occurs. Interestingly, in the context of our exercise, eigenvalues serve as the diagonals of the transformed matrix when the matrix is diagonalized using an orthogonal matrix.
Eigenvectors
Eigenvectors are the non-zero vectors that change only in scale when a linear transformation represented by a matrix is applied, making them crucial in understanding matrix transformations. The directions of the eigenvectors are the ones in which the transformation scales objects by the eigenvalue. Finding eigenvectors involves solving for vectors \(v\) in the equation \(A - \lambda I)v = 0\), where \(A\) is the matrix and \(\lambda\) is an eigenvalue we obtained earlier. In the case of our exercise, eigenvectors are used to create the columns of the orthogonal matrix \(S\), that diagonalizes matrix \(A\). It's important to note that for each eigenvalue, there can be multiple eigenvectors, and these vectors must be linearly independent when forming the orthogonal matrix \(S\).
Characteristic Polynomial
The characteristic polynomial is a polynomial which provides a particular formula from which the eigenvalues of a matrix can be found. It is derived from the characteristic equation, \(\det(A - \lambda I) = 0\), where the determinant of \(A - \lambda I\) is expanded to produce a polynomial in \(\lambda\). Solving for \(\lambda\) gives the eigenvalues of the matrix. Understanding the characteristic polynomial is fundamental in not just finding eigenvalues, but also in diving deeper into more advanced algebraic topics tied to matrices, like the matrix's minimal polynomial, the Cayley-Hamilton theorem, and the diagonalization process鈥攍ike we see in the original exercise.
Orthogonality
Orthogonality in the context of matrices signifies that two vectors are perpendicular to each other. In broader mathematical language, it means that their dot product is zero. When extended to matrix theory, an orthogonal matrix is a square matrix whose columns (and rows) are orthogonal unit vectors, meaning each pair of columns, as well as rows, are orthogonal to each other, and each is of unit length. An important property of orthogonal matrices is that when multiplied by its transpose, the result will be the identity matrix, \(S^TS = I\). This characteristic was essential in our exercise, as verifying the orthogonality of matrix \(S\) was part of the solution process, ultimately confirming that we had the correct transformation to diagonalize matrix \(A\). Orthogonal matrices are inherently linked to concepts such as rotations, reflections, and more broadly, to linear transformations preserving angles and lengths.

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Most popular questions from this chapter

Use the result of Problem 32 to determine the sum and the product of the eigenvalues of the given matrix \(A\). $$A=\left[\begin{array}{rrrr} 0 & -3 & 1 & 1 \\ 0 & 2 & -1 & 3 \\ -1 & 1 & 1 & 1 \\ 1 & 0 & 5 & -2 \end{array}\right]$$

Use some form of technology to determine the eigenvalues and eigenvectors of \(A\) in the following manner: (1) Form the matrix \(A-\lambda I.\) (2) Solve the characteristic equation \(\operatorname{det}(A-\lambda I)=0\) to determine the eigenvalues of \(A.\) (3) For each eigenvalue \(\lambda_{i}\) found in \((2),\) solve the system \(\left(A-\lambda_{i} I\right) \mathbf{v}=\mathbf{0}\) to determine the eigenvectors of \(A.\) $$\diamond A=\left[\begin{array}{lllll}0 & 1 & 1 & 1 & 1 \\\1 & 0 & 1 & 1 & 1 \\\ 1 & 1 & 0 & 1 & 1 \\\1 & 1 & 1 & 0 & 1 \\\1 & 1 & 1 & 1 & 0\end{array}\right]$$.

Write down all of the possible Jordan canonical form structures, up to a rearrangement of the blocks, for matrices of the specified type. For each Jordan canonical form structure, list the number of linearly independent eigenvectors of a matrix with that Jordan canonical form, and list the maximum length of a cycle of generalized eigenvectors of the matrix. \(4 \times 4\) matrices with eigenvalues \(\lambda=-1,-1,-1,2.\)

Deal with the generalization of the diagonalization problem to defective matrices. A complete discussion of this topic can be found in Section 7.6. Show that \(A=\left[\begin{array}{rr}2 & 1 \\ -1 & 4\end{array}\right]\) is defective and use the previous problem to determine a matrix \(S\) such that $$S^{-1} A S=\left[\begin{array}{ll}3 & 1 \\\0 & 3\end{array}\right].$$

Find the Jordan canonical form \(J\) for the matrix \(A_{1}\) and determine an invertible matrix \(S\) such that \(S^{-1} A S=J\). \(A=\left[\begin{array}{rr}4 & 4 \\ -4 & 12\end{array}\right]\)

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