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0 0 0
0
2
0 0
0 0
3
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0
n
_
_
whose diagonal elements are the eigenvalues. By appropriate numbering of the eigenvalues and eigenvec-
tors, it is possible to arrange the columns of the matrix R so that
1
2
...
n
.
Left Eigenvectors
A vector
l so that
l
T
A =
l
T
is called a left eigenvector for A corresponding to the eigenvalue . If
1
,
2
, ...,
r
are the eigenvalues and
l
1
,
l
2
, ...,
l
r
are the corresponding left eigenvectors, then is easy to see that the set of left eigenvectors form
a basis of a vector space. If this vector space is of dimension n, then we can construct an n n matrix L
whose rows are the components of the left eigenvectors, which has the property that
LA = L
It is possible to choose the left eigenvectors
l
1
,
l
2
, ... and right eigenvectors r
1
, r
2
, ... so that
l
i
r
j
=
_
_
_
_
_
_
1 if i = j
0 otherwise
This is easily done if we dene L = R
1
and dene the components of the left eigenvectors to be the
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elements of the respective rows of L. Beginning with AR = R and multiplying both sides on the left by
R
1
, we obtain
R
1
AR =
and multiplying on the right by R
1
, we have
R
1
A = R
1
which implies that any row of R
1
satises the properties of a left eigenvector.
Diagonalization of a Matrix
Given an n n matrix A, we say that A is diagonalizable if there is a matrix X so that
X
1
AX =
where
=
_
1
0 0 0
0
2
0 0
0 0
3
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0
n
_
_
It is clear from the above discussions that if all the eigenvalues are real and district, then we can use the
matrix of right eigenvectors R as X.
References
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All contents copyright (c) 1996, 1997, 1998, 1999, 2000
Computer Science Department, University of California, Davis
All rights reserved.
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