algorithm: diagonalize a matrix
Problem
Let be a matrix.
Suppose is diagonalizable (cf. criterias: diagonalizable Matrix).
Then to diagonalize it, one has to find an invertible matrix and a diagonal matrix
such that
Steps
- determine the eigenvalues - if you only have to find the diagonal form, then you are done:
Set
where are the eigenvalues
- determine the eigenspace
- find a basis consisting of eigenvectors: find a basis for each Eigenspace. Then a Basis of
is given by taking the union of the basis
- Suppose
form a basis consisting of eigenvectors (regarded as column vector), where
is the eigenvalue for
. Then consider the matrix
as basis change from to the standard basis
Then we get
and
Hence to determine it remains to compute the inverse of