Matrix diagonalization is an advanced but critical process in linear algebra, transforming a matrix into a diagonal form, making computations more straightforward.
It involves expressing a matrix in terms of its eigenvalues and eigenvectors.
Essential components of matrix diagonalization include:
- Eigenvalues: As previously mentioned, for matrices like the upper triangular one, these are the diagonal elements, such as in our example 3, 2, and 5.
- Eigenvectors: Vectors associated with each eigenvalue that satisfy the equation \(A\mathbf{v} = \lambda\mathbf{v}\), where \(A\) is the matrix, \(\lambda\) is the eigenvalue, and \(\mathbf{v}\) is the eigenvector.
When a matrix is diagonalizable, it can be expressed as \(PDP^{-1}\), where \(P\) contains the eigenvectors, \(D\) is a diagonal matrix of eigenvalues, and \(P^{-1}\) is the inverse of \(P\).
This representation simplifies many operations, such as matrix powers, making them easier to calculate.