Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(Darren Dugan) #1

8.16 DIAGONALISATION OF MATRICES


Diagonalise the matrix

A=




103


0 − 20


301



.


The matrixAis symmetric and so may be diagonalised by a transformation of the form
A′=S†AS,whereShas the normalised eigenvectors ofAas its columns. We have already
found these eigenvectors in subsection 8.14.1, and so we can write straightaway


S=


1



2




10 − 1


0



20


10 1



.


We note that although the eigenvalues ofAare degenerate, its three eigenvectors are
linearly independent and soAcan still be diagonalised. Thus, calculatingS†ASwe obtain


S†AS=


1


2




101


0



20


− 101






103


0 − 20


301






10 − 1


0



20


10 1




=




40 0


0 − 20


00 − 2



,


which is diagonal, as required, and has as its diagonal elements the eigenvalues ofA.


If a matrixAis diagonalised by the similarity transformationA′=S−^1 AS,so

thatA′= diag(λ 1 ,λ 2 ,...,λN), then we have immediately


TrA′=TrA=

∑N

i=1

λi, (8.102)

|A′|=|A|=

∏N

i=1

λi, (8.103)

since the eigenvalues of the matrix are unchanged by the transformation. More-


over, these results may be used to prove the rather usefultrace formula


|expA|= exp(TrA), (8.104)

where the exponential of a matrix is as defined in (8.38).


Prove the trace formula (8.104).

At the outset, we note that for the similarity transformationA′=S−^1 AS, we have


(A′)n=(S−^1 AS)(S−^1 AS)···(S−^1 AS)=S−^1 AnS.

Thus, from (8.38), we obtain expA′=S−^1 (expA)S, from which it follows that|expA′|=

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