caley hamilton theorem
let B be a square matrix with characteristic polynomial Pb(t) then
Pb(b) = 0 as a matrix eq
find Pb(t) then sub in B for t and times constant no matrix part by I
equivalence relation
~ on a set X is a bianry relation (between 2 elements) with the following properties
- a ~a (reflexivity)
- if a ~ b then b ~ a (symmetry)
- if a ~ b and b ~ c then a ~ c (transitivity)
similar
2 square matrices A and B of same size are similar if there exists an invertible matrix M such that A = MBM^-1
similarity and equivalence
similarity is an equivalence relation A~B if A and B are similar
similarity and eigenvalues
similar matrices have the same eigenvalues
(but not the other way round - same eigenvalues dont mean similar)
diagonalisable
a square matrix A is diagonalisable if A is similar to a diagonal matrix D
A = MDM^-1
D has λs diagonal and 0s elsewhere
facts about diagonalisable
diagonalisable and eigenvectors
A is diagonalisable iff it has n linearly independent eigenvectors
diagonalisable and geometric multiplicity
dimV = k for A to be diagonalisable
for a matrix to be diagonalisable for each λ we must have dimV = k in this case
∑ ki = ∑dimVλi = n
V = Vλ1 ⊕ Vλ2 ⊕…
solving a system of differential eq using diagonalisation
d/dt v = Av
d/dt M^-1v = M^-1AMM^-1v
d/dt w = D w
as D = M^-1AM and w = M^-1v
can then solve easily and v = Mw so convert back
eigenvectors eigenvalues and LI
eigenvectors that correspond to distinct eigenvalues of A are LI
if λ1 ≠ λ2 ≠ …≠ λn
then {v1,v2..vn} are LI
eigenvalues and diagonalisation
if all eigenvalues are distinct the matrix A is diagonalisable
remark about diagonalisation and complex