Concept:
Diagonalization of matrix:
If a square matrix Q of order n has n linearly independent Eigen vectors, then matrix P can be found such that \({P^{ - 1}}QP\) is a diagonal matrix.
Let Q be a square matrix of order 3.
Let λ1, λ2, and λ3 be Eigen values of matrix Q and \({X_1} = \left[ {\begin{array}{*{20}{c}} {{x_1}}\\ {{y_1}}\\ {{z_1}} \end{array}} \right],\;{X_2} = \left[ {\begin{array}{*{20}{c}} {{x_2}}\\ {{y_2}}\\ {{z_2}} \end{array}} \right],\;{X_3} = \left[ {\begin{array}{*{20}{c}} {{x_3}}\\ {{y_3}}\\ {{z_3}} \end{array}} \right]\) be the corresponding Eigen vectors.
Let denote the square matrix \(\left[ {\begin{array}{*{20}{c}} {{X_1}}&{{X_2}}&{{X_3}} \end{array}} \right] = \left[ {\begin{array}{*{20}{c}} {{x_1}}&{{x_2}}&{{x_3}}\\ {{y_1}}&{{y_2}}&{{y_3}}\\ {{z_1}}&{{z_2}}&{{z_3}} \end{array}} \right]\) by P.
Now, the given matrix A can be diagonalized by \(D = {P^{ - 1}}QP\)
Or the matrix A can be represented by \(Q = PD{P^{ - 1}}\)
Where D is the diagonal matrix and it is represented by \(D = \left[ {\begin{array}{*{20}{c}} {{\lambda _1}}&0&0\\ 0&{{\lambda _2}}&0\\ 0&0&{{\lambda _3}} \end{array}} \right]\)
Properties of Eigen values:
The sum of Eigen values of a matrix A is equal to the trace of that matrix A
The product of Eigen values of a matrix A is equal to the determinant of that matrix A
Calculation:
\(P = \left[ {\begin{array}{*{20}{c}} 1&3\\ 0&1 \end{array}} \right]\)
\({P^{ - 1}} = \left[ {\begin{array}{*{20}{c}} 1&{ - 3}\\ 0&1 \end{array}} \right]\)
The Eigen values of A = 2, -2
The Eigen vectors of \(A = \left[ {\begin{array}{*{20}{c}} 1\\ 0 \end{array}} \right],\;\left[ {\begin{array}{*{20}{c}} 3\\ 1 \end{array}} \right]\)
The Eigen values of A5 = 25, -25 = 32, -32
The Eigen vectors of \({A^5} = \left[ {\begin{array}{*{20}{c}} 1\\ 0 \end{array}} \right],\;\left[ {\begin{array}{*{20}{c}} 3\\ 1 \end{array}} \right]\)
A5 = P D P-1
\( = \left[ {\begin{array}{*{20}{c}} 1&3\\ 0&1 \end{array}} \right]\left[ {\begin{array}{*{20}{c}} {32}&0\\ 0&{ - 32} \end{array}} \right]\left[ {\begin{array}{*{20}{c}} 1&{ - 3}\\ 0&1 \end{array}} \right]\)
\( = \left[ {\begin{array}{*{20}{c}} {32}&{ - 96}\\ 0&{ - 32} \end{array}} \right]\left[ {\begin{array}{*{20}{c}} 1&{ - 3}\\ 0&1 \end{array}} \right]\)
\( = \left[ {\begin{array}{*{20}{c}} {32}&{ - 192}\\ 0&{ - 32} \end{array}} \right]\)