Given a matrix
with non zero entries only on the leading diagonal, it is very easy to find powers of
If for example,
then
A matrix
is said to be diagonalizable if we can find a matrix
such that
or equivalently
where
is a diagonal matrix with non zero entries only on the leading diagonal. Of course only square matrices can be diagonalized, but a wide range of square matrices can be diagonalized. If a matrix is diagonalizable, then
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since when the brackets are removed each occurrence of
reduces to the identity matrix.
The matrix
exists in the case when the
times
matrix
has
independent eigenvectors. The eigenvectors form a linearly independent set, so a matrix
whose columns consist of them can be inverted then
found using![]()
Example: The matrix
has eigenvalues 1 and 3 with eigenvectors
and
so that
and![]()
D is the matrix with diagonal entries equal to the eigenvalues, with the eigenvalues in the column of that corresponding eigenvector:![]()
is then given by
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