Similar Matrices, Diagonalizable

Diagonalizable

A matrix M is diagonalizable if it is similar to a diagonal matrix.  Don't confuse this with the process of converting a matrix into row-echelon form.  Both processes create a diagonal matrix, but they are otherwise unrelated.

Once again, M is diagonalizable if PM/P = D, where P is nonsingular and D is diagonal.

Let's look at the eigen vectors of D.  Take a unit coordinate vector and multiply by D to get a scaled version of that vector.  Thus D has n independent eigen vectors, one for each coordinate.

In the last section we showed that eigen vectors in one matrix map onto the eigen vectors of a similar matrix, and this map preserves linear independence.  Therefore every diagonalizable matrix (which is similar to a diagonal matrix) has n independent eigen vectors.

Conversely, let M have n independent eigen vectors.  Let P map the unit basis onto these n independent vectors.  Apply M, which scales these vectors, then apply P inverse, which pulls the vectors back to the coordinate axes.  The composite is a matrix that scales the coordinate vectors, in other words, a diagonal matrix.  Therefore a matrix is diagonalizable iff it has n independent eigen vectors.

An example of a matrix with too few eigen vectors is [1,1|0,1].  It has one eigen value, 1, and one eigen vector, the y axis.  It is not similar to a diagonal matrix, i.e. not diagonalizable.

If D is the identity matrix, or a scale multiple of the identity matrix, it commutes with P.  Write PM = DP = PD and cancel P on the left to get M = D.  Only the identity matrix is similar to itself.