Friday, 13 July 2018

linear algebra - Understanding the formula for a diagonal matrix A=P1DP.



I'm trying to understand the procedure for finding the powers of a matrix using the diagonal relation An=P1DnP. Here's what I understand so far.





  • We find eigenvalues of A. The matrix D is formed with eigenvalues in
    the diagonal line and zeros everywhere else. The order of entering
    diagonal values doesn't matter.

  • The matrix P is a matrix that contains eigenvectors of A. Again, the order does not matter.



Is this right? I'm assuming matrix is nice (invertible etc). Am I right in thinking that the diagonal matrix itself isn't useful (i.e. doesn't give you A2 unless you find P and P1 too).


Answer



Indicating the eigenvalues along the diagonal D with λi=Dii we need that the corresponding eigenvectors vi are placed as the i-th column of the matrix P.




Therefore the order of the eigenvalues in D doesn't matter but the corresponding eigenvectors must be placed in P accordingly and viceversa.


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