Linear algebra and differential equations (Math 54): Lecture 13 - - PowerPoint PPT Presentation

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Linear algebra and differential equations (Math 54): Lecture 13 - - PowerPoint PPT Presentation

Linear algebra and differential equations (Math 54): Lecture 13 Vivek Shende March 7, 2019 Hello and welcome to class! Hello and welcome to class! Last time Hello and welcome to class! Last time We began discussing eigenvalues and


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Linear algebra and differential equations (Math 54): Lecture 13

Vivek Shende March 7, 2019

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Hello and welcome to class!

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SLIDE 3

Hello and welcome to class!

Last time

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SLIDE 4

Hello and welcome to class!

Last time

We began discussing eigenvalues and eigenvectors.

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SLIDE 5

Hello and welcome to class!

Last time

We began discussing eigenvalues and eigenvectors.

This time

We’ll see more examples, and study the question of when there is a basis of eigenvectors.

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SLIDE 6

Review: Eigenvectors and eigenvalues

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SLIDE 7

Review: Eigenvectors and eigenvalues

If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ.

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SLIDE 8

Review: Eigenvectors and eigenvalues

If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ. The eigenvalues can be determined by solving the characteristic equation det(T − λI) = 0.

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SLIDE 9

Review: Eigenvectors and eigenvalues

If T : V → V is a linear transformation — perhaps V = Rn and T is given by a matrix — and Tv = λv then v is said to be an eigenvector of T with eigenvalue λ. The eigenvalues can be determined by solving the characteristic equation det(T − λI) = 0. The eigenvectors for a given eigenvalue λ can be determined by finding the kernel of T − λI, by row reduction.

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SLIDE 10

Review: diagonalization

If B is a basis for V consisting of eigenvectors of T : V → V ,

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Review: diagonalization

If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal.

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SLIDE 12

Review: diagonalization

If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis,

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Review: diagonalization

If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis, and B = [b1, b2, . . . , bn] is the matrix whose columns are the basis vectors

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Review: diagonalization

If B is a basis for V consisting of eigenvectors of T : V → V , then the matrix [T]B is diagonal. If V = Rn, [T] is the matrix of T in the standard basis, and B = [b1, b2, . . . , bn] is the matrix whose columns are the basis vectors then [T]B = B−1[T]B

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SLIDE 15

Review: diagonalization

A square matrix M can be written as M = X · (diagonal matrix) · X −1

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Review: diagonalization

A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M

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SLIDE 17

Review: diagonalization

A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M in which case we take X = [b1, b2, . . . , bn]

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SLIDE 18

Review: diagonalization

A square matrix M can be written as M = X · (diagonal matrix) · X −1 exactly when there’s a basis of eigenvectors B for M in which case we take X = [b1, b2, . . . , bn] This is good for computing the powers of M: Mn = X · (diagonal matrix)n · X −1

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SLIDE 19

Basis independence

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Basis independence

Note that the notions of eigenvector and eigenvalue

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Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv

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SLIDE 22

Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T

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SLIDE 23

Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in.

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Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis.

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Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis. The characteristic polynomial also does not depend on the basis.

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Basis independence

Note that the notions of eigenvector and eigenvalue Tv = λv depend only on the linear transformation T and not on the basis you write T in. Of course, the way that you write down the eigenvectors does depend on the basis. The characteristic polynomial also does not depend on the basis. Indeed, changing basis always amounts to a transformation M → B−1MB, and det(M − λI) = det(B−1(M − λI)B) = det(B−1MB − λ)

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Example

Consider the matrix 1 1

  • .
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Example

Consider the matrix 1 1

  • .

Its characteristic equation is:

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SLIDE 29

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.
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SLIDE 30

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are

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SLIDE 31

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1.

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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1

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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • .
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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by

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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1).

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SLIDE 36

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1). Eigenvectors of eigenvalue −1

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SLIDE 37

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1

  • .
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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1

  • . It’s

spanned by

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SLIDE 39

Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1

  • . It’s

spanned by (1, −1).

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Example

Consider the matrix 1 1

  • .

Its characteristic equation is: 0 = det −λ 1 1 −λ

  • = λ2 − 1.

So its eigenvalues are 1, −1. Eigenvectors of eigenvalue 1 form the kernel of −1 1 1 −1

  • . It’s

spanned by (1, 1). Eigenvectors of eigenvalue −1 form the kernel of 1 1 1 1

  • . It’s

spanned by (1, −1). There is a basis of real eigenvectors.

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Example

Consider the matrix   1 1 1  .

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SLIDE 42

Example

Consider the matrix   1 1 1  . Its characteristic equation is:

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SLIDE 43

Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3

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Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3 This has one real solution: λ = 1.

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Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1

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Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of   −1 1 −1 1 1 −1  .

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Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of   −1 1 −1 1 1 −1  . This is spanned by (1, 1, 1).

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Example

Consider the matrix   1 1 1  . Its characteristic equation is: 0 = det   −λ 1 −λ 1 1 −λ   = 1 − λ3 This has one real solution: λ = 1. Eigenvectors of eigenvalue 1 form the kernel of   −1 1 −1 1 1 −1  . This is spanned by (1, 1, 1). There is no basis of real eigenvectors.

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SLIDE 49

Example

Consider the matrix

  • 1

−1

  • .
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Example

Consider the matrix

  • 1

−1

  • .

Its characteristic equation is:

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SLIDE 51

Example

Consider the matrix

  • 1

−1

  • .

Its characteristic equation is: 0 = det −λ 1 −1 −λ

  • = λ2 + 1. This

has

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SLIDE 52

Example

Consider the matrix

  • 1

−1

  • .

Its characteristic equation is: 0 = det −λ 1 −1 −λ

  • = λ2 + 1. This

has no real solutions, so there are no real eigenvalues or nonzero eigenvectors.

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SLIDE 53

Example

Consider the matrix

  • 1

−1

  • .

Its characteristic equation is: 0 = det −λ 1 −1 −λ

  • = λ2 + 1. This

has no real solutions, so there are no real eigenvalues or nonzero eigenvectors. There is no basis of real eigenvectors.

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Example

Consider the matrix 1 1 1

  • .
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Example

Consider the matrix 1 1 1

  • .

Characteristic equation:

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.
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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1

  • .
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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1

  • . This

is spanned by

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1

  • . This

is spanned by (1, 0).

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Example

Consider the matrix 1 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of 1

  • . This

is spanned by (1, 0). There is no basis of real eigenvectors.

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Example

Consider the matrix 1 1

  • .
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Example

Consider the matrix 1 1

  • .

Characteristic equation:

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SLIDE 66

Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.
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SLIDE 67

Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are

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SLIDE 68

Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1

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Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1

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Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of

  • .
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Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of

  • . This

is all vectors in R2.

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SLIDE 72

Example

Consider the matrix 1 1

  • .

Characteristic equation: 0 = det 1 − λ 1 − λ

  • = λ2 − 2λ + 1.

So the eigenvalues are λ = 1 The eigenvectors of eigenvalue 1 are the kernel of

  • . This

is all vectors in R2. There is a basis of real eigenvectors.

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SLIDE 73

Example

Consider the linear transformation

d dx : Pn → Pn.

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SLIDE 74

Example

Consider the linear transformation

d dx : Pn → Pn.

Constant polynomials are eigenvectors of eigenvalue zero.

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SLIDE 75

Example

Consider the linear transformation

d dx : Pn → Pn.

Constant polynomials are eigenvectors of eigenvalue zero. There are no others:

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SLIDE 76

Example

Consider the linear transformation

d dx : Pn → Pn.

Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial

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SLIDE 77

Example

Consider the linear transformation

d dx : Pn → Pn.

Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial so any eigenvector must have eigenvalue zero

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SLIDE 78

Example

Consider the linear transformation

d dx : Pn → Pn.

Constant polynomials are eigenvectors of eigenvalue zero. There are no others: the derivative lowers the degree of a polynomial so any eigenvector must have eigenvalue zero hence be a constant.

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SLIDE 79

Example

Or, we pick a basis, say 1, x, x2, . . .

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SLIDE 80

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

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SLIDE 81

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:

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Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4      

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Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0.

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SLIDE 84

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0. So 0 is the

  • nly eigenvalue.
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SLIDE 85

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0. So 0 is the

  • nly eigenvalue.

The corresponding eigenspace is

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SLIDE 86

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0. So 0 is the

  • nly eigenvalue.

The corresponding eigenspace is in this basis

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SLIDE 87

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0. So 0 is the

  • nly eigenvalue.

The corresponding eigenspace is in this basis spanned by (1, 0, 0, 0, 0).

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SLIDE 88

Example

Or, we pick a basis, say 1, x, x2, . . . and write the matrix of

d dx .

I’ll write the case P4:       1 2 3 4       The characteristic equation of this matrix is −λ5 = 0. So 0 is the

  • nly eigenvalue.

The corresponding eigenspace is in this basis spanned by (1, 0, 0, 0, 0). These are the constant polynomials.

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SLIDE 89

When is there a basis of eigenvectors?

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SLIDE 90

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation,

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SLIDE 91

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi

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SLIDE 92

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.

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SLIDE 93

When is there a basis of eigenvectors?

Proof.

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SLIDE 94

When is there a basis of eigenvectors?

Proof.

We check n = 2.

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SLIDE 95

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well.

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SLIDE 96

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0,

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SLIDE 97

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0,

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SLIDE 98

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0.

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SLIDE 99

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0.

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SLIDE 100

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0

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SLIDE 101

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2.

slide-102
SLIDE 102

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0,

slide-103
SLIDE 103

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction.

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SLIDE 104

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract

1 λ2 times the second equation from the first.

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SLIDE 105

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract

1 λ2 times the second equation from the first.

We find c1(1 − λ1/λ2)v1 = 0.

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SLIDE 106

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract

1 λ2 times the second equation from the first.

We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2,

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SLIDE 107

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract

1 λ2 times the second equation from the first.

We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2, this implies v1 = 0,

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SLIDE 108

When is there a basis of eigenvectors?

Proof.

We check n = 2. Assume v1, v2 are linearly dependent, i.e. c1v1 + c2v2 = 0 where c1, c2 are constants not both zero. Applying T, we have λ1c1v1 + λ2c2v2 = 0 as well. If c1 = 0, then we can conclude v2 = 0, which is a contradiction since we assumed the vi = 0. So c1 = 0. If λ2 = 0, then λ1c1v1 = 0 but λ1 = 0 since λ1 = λ2. Then since c1 = 0, we have v1 = 0. This is a contradiction. Otherwise, subtract

1 λ2 times the second equation from the first.

We find c1(1 − λ1/λ2)v1 = 0. Since λ1 = λ2, this implies v1 = 0, which is a contradiction.

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SLIDE 109

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi.

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SLIDE 110

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero.

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SLIDE 111

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0

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SLIDE 112

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality).

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SLIDE 113

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them.

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SLIDE 114

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =

  • i>1

ci(λi − λ1)vi This is a nontrivial

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SLIDE 115

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =

  • i>1

ci(λi − λ1)vi This is a nontrivial — since λi = λ1 —

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SLIDE 116

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =

  • i>1

ci(λi − λ1)vi This is a nontrivial — since λi = λ1 — linear combination of fewer

  • f the basis vectors.
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SLIDE 117

When is there a basis of eigenvectors?

More generally, consider a minimal dependent subset of the vi. There must be at least two, since each vi was nonzero. Then 0 = civi where all the ci = 0 (by minimality). For notational convenience assume v1 is among them. Applying T, we also have 0 = ciλivi. By minimality, none of the λi can be zero. But then we subtract λ1 times the first equation from the second, getting 0 =

  • i>1

ci(λi − λ1)vi This is a nontrivial — since λi = λ1 — linear combination of fewer

  • f the basis vectors. This contradicts minimality.
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SLIDE 118

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation,

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SLIDE 119

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi

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SLIDE 120

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.

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SLIDE 121

When is there a basis of eigenvectors?

Theorem

Let T : V → V be a linear transformation, and suppose v1, . . . , vn are nonzero eigenvectors, Tvi = λivi If the eigenvalues λi are distinct, then the eigenvectors vi are linearly independent.

Corollary

If the characteristic equation of an n × n matrix has n distinct real solutions, then there is a basis of real eigenvectors.

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SLIDE 122

When is there a basis of eigenvectors?

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SLIDE 123

When is there a basis of eigenvectors?

This is not a necessary condition:

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SLIDE 124

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution

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SLIDE 125

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix.

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SLIDE 126

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix.

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SLIDE 127

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue,

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SLIDE 128

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI,

slide-129
SLIDE 129

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI, i.e., the space spanned by the eigenvectors of eigenvalue λ,

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SLIDE 130

When is there a basis of eigenvectors?

This is not a necessary condition: the identity matrix has characteristic equation (1 − λ)n, which has only one real solution but any basis is a basis of eigenvectors for the identity matrix. If T : V → V is a linear transformation and λ is an eigenvalue, we say that the kernel of T − λI, i.e., the space spanned by the eigenvectors of eigenvalue λ, is the eigenspace of eigenvalue λ.

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SLIDE 131

Example

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SLIDE 132

Example

The matrix   1 2 2   has eigenvalues

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SLIDE 133

Example

The matrix   1 2 2   has eigenvalues 1, 2.

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SLIDE 134

Example

The matrix   1 2 2   has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is

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SLIDE 135

Example

The matrix   1 2 2   has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1.

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SLIDE 136

Example

The matrix   1 2 2   has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1. The eigenspace of eigenvalue 2 is

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SLIDE 137

Example

The matrix   1 2 2   has eigenvalues 1, 2. The eigenspace of eigenvalue 1 is spanned by e1. The eigenspace of eigenvalue 2 is spanned by e2, e3.

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SLIDE 138

When is there a basis of eigenvectors?

One can show (although I won’t here):

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SLIDE 139

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation.

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SLIDE 140

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

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SLIDE 141

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T.

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SLIDE 142

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V .

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SLIDE 143

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the

multiplicity of λ as a root of the characteristic polynomial.

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SLIDE 144

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the

multiplicity of λ as a root of the characteristic polynomial.

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SLIDE 145

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the

multiplicity of λ as a root of the characteristic polynomial. This is harder to check than the condition that the characteristic equation has distinct solutions,

slide-146
SLIDE 146

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the

multiplicity of λ as a root of the characteristic polynomial. This is harder to check than the condition that the characteristic equation has distinct solutions, since you have to actually determine the eigenspaces

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SLIDE 147

When is there a basis of eigenvectors?

One can show (although I won’t here):

Theorem

Let T : V → V be a linear transformation. The following are equivalent.

◮ There’s a basis for V consisting of eigenvectors for T. ◮ The eigenspaces of T span V . ◮ The eigenspace of eigenvalue λ has dimension equal to the

multiplicity of λ as a root of the characteristic polynomial. This is harder to check than the condition that the characteristic equation has distinct solutions, since you have to actually determine the eigenspaces (or at least their dimensions).