CHAPTER 4.
3
ORTHOGONAL DIAGONALIZATION
ORTHOGONAL DIAGONALIZATION PROBLEM
First, need to investigate the orthogonal matrix P
DEFINITION OF ORTHOGONAL MATRIX
ORTHOGONAL MATRIX- example
Therefore, to determine whether a matrix P is orthogonal
or not, calculate PTP, if it is the identity matrix I, then P is
an orthogonal matrix.
MATRICES THAT CAN BE ORTHOGONALLY DIAGONALIZABLE
– The theory
P(PTAP)PT = P(D)PT
Therefore, symmetric matrices are orthogonally diagonalizable
CONDITION FOR ORTHOGONAL DIAGONALIZABLE
and PROPERTY OF SYMMETRIC MATRICES
Theorem 7.3.1
Theorem 7.3.2
The result of the theorem will be observed in example 2
STEPS FOR ORTHOGONALLY DIAGONALZING A SYMMETRIC
MATRICES
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRIX
- an example
Find a matrix P that orthogonally diagonalizes the matrix A
ORTHOGONALLY DIAGONALZING A SYMMETRIC
MATRICES- an example
Note that u1,u2 are orthogonal to u3, by theorem 7.3.2
We only need to apply the Gram-Schmidt process to u1 and u2
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRICES- an example
Apply the Gram-Schmidt process to u1 and u2, normalizing , we get
− 1
2
v 1 = u1 = 1 v1 = 2
0
u2 , v1
v 2 = u2 - 2
v 1 where u2 , v1 = - 1(-1) + 0(1) + 1(0) = 1
v1
1
− 2
- 1 − 1 - 1 1
= 1
0 - 1 =
0 -
2 2
1
0
1 0
− 21
2 3
= − 21 v2 = ( − 21 )2 + ( − 21 )2 + 1 =
2
1
− 1 − 1
v1 1 12
Normalizing, q1 = = 1= 2
v1 2 0
0
− 21
− 2 23
− 2 ( 2 )
2
− 1
v2 1 1
2 3
16
q2 = = − 2 = 2 3 = 2 3 ( 2 ) = 6
2 2 2
3
v2 2
2 1
2 2 2
3 3
( 2
)
6
ORTHOGONALLY DIAGONALZING A SYMMETRIC MATRICES- an example ( cont.)
Apply the Gram-Schmidt process to u3
1
v 3 = u3 = 1 v1 = 3
2
1
1 1
v 1 3
Normalizing , q 3 = 3 = 1 = 1
v3 3 3
1 1
3
D=
2 0 0
D=
0 2 0
0 0 8
