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#1 2013-01-25 11:38:41

From: Bumpkinland
Registered: 2009-04-12
Posts: 109,489

Diagonalizing a matrix.


Before going on with a new idea I suggest a look at "Matrix Moves" in this thread.

Supposing we have the stochastic matrix

The central problems of Linear Algebra are the solution of a simultaneous set of linear equations or Ax = b and determining the eigenvalues of a matrix.

The eigenvalues are usually computed using a computer and we will not break with tradition, they are

There is a little theorem that says if a square matrix has distinct eigenvalues then it is diagonalizable. So this one is diagonalizable.

To do it we need the Eigenvectors of A:

To check whether we have diagonalized it we plug in to

Okay, so what? The useful fact is that to get A^k we only now need the following matrix equation.

Now D^k is easy to get because to raise a matrix with just diagonal elements like D to the kth power you just take each element and raise it to the kth power.

So if we wanted A^10 we would compute

And we are done!

In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.


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