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Matrix diagonalization


In linear algebra, a square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P such that P−1AP is a diagonal matrix. If V is a finite-dimensional vector space, then a linear map T : VV is called diagonalizable if there exists an ordered basis of V with respect to which T is represented by a diagonal matrix. Diagonalization is the process of finding a corresponding diagonal matrix for a diagonalizable matrix or linear map. A square matrix that is not diagonalizable is called defective.

Diagonalizable matrices and maps are of interest because diagonal matrices are especially easy to handle: their eigenvalues and eigenvectors are known, one can raise a diagonal matrix to a power by simply raising the diagonal entries to that same power, and the determinant of a diagonal matrix is simply the product of all entries. Geometrically, a diagonalizable matrix is an inhomogeneous dilation (or anisotropic scaling) — it scales the space, as does a homogeneous dilation, but by a different factor in each direction, determined by the scale factors on each axis (diagonal entries).

The fundamental fact about diagonalizable maps and matrices is expressed by the following:

Another characterization: A matrix or linear map is diagonalizable over the field F if and only if its minimal polynomial is a product of distinct linear factors over F. (Put in another way, a matrix is diagonalizable if and only if all of its elementary divisors are linear.)


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