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Theme 2 — Hilbert Spaces and Dirac Notation

Diagonalisation with a degenerate eigenvalue

Keywords: diagonalisation · degenerate eigenvalue · eigenspace · orthonormal basis · spectral projectors · spectral decomposition

Exercise 1 : Diagonalisation with a degenerate eigenvalue

Consider the real symmetric matrix

A=(211121112)=1+J,J=(111111111).\begin{aligned} A=\begin{pmatrix}2&1&1\\1&2&1\\1&1&2\end{pmatrix}=\mathbf{1}+J, \qquad J=\begin{pmatrix}1&1&1\\1&1&1\\1&1&1\end{pmatrix}. \end{aligned}
Question 1
Calculate J2J^2 in terms of JJ. Deduce the possible eigenvalues of JJ, then those of AA, and verify the result using the characteristic polynomial of AA.

Solution
Every entry of J2J^2 is 1+1+1=31+1+1=3, so J2=3JJ^2=3J. If Jv=μvJ\mathbf v=\mu\mathbf v with v≠0\mathbf v\neq0, then μ2v=3μv\mu^2\mathbf v=3\mu\mathbf v, hence μ=0\mu=0 or μ=3\mu=3. The vector (1,1,1)(1,1,1) satisfies J(1,1,1)=3(1,1,1)J(1,1,1)=3(1,1,1), while every vector whose components sum to zero satisfies Jv=0J\mathbf v=0. The eigenvalues of A=1+JA=\mathbf{1}+J are therefore 44 and 11.

To calculate the characteristic polynomial, subtract the second column from the first and the third column from the second, which does not change the determinant:

det⁡(A−λ1)=∣2−λ1112−λ1112−λ∣=∣1−λ01−(1−λ)1−λ10−(1−λ)2−λ∣.\begin{aligned} \det(A-\lambda\mathbf{1})=\begin{vmatrix}2-\lambda&1&1\\1&2-\lambda&1\\1&1&2-\lambda\end{vmatrix} =\begin{vmatrix}1-\lambda&0&1\\-(1-\lambda)&1-\lambda&1\\0&-(1-\lambda)&2-\lambda\end{vmatrix}. \end{aligned}

Factoring (1−λ)(1-\lambda) out of each of the first two columns leaves

(1−λ)2∣101−1110−12−λ∣=(1−λ)2[(2−λ+1)+1]=(1−λ)2(4−λ).\begin{aligned} (1-\lambda)^2\begin{vmatrix}1&0&1\\-1&1&1\\0&-1&2-\lambda\end{vmatrix}=(1-\lambda)^2\bigl[(2-\lambda+1)+1\bigr]=(1-\lambda)^2(4-\lambda). \end{aligned}

The eigenvalue 11 has multiplicity two, while the eigenvalue 44 is simple. We verify that their sum 1+1+4=61+1+4=6 equals the trace of AA.

Question 2
Determine the eigenspaces E4E_4 and E1E_1 and their dimensions. Give an orthonormal basis of each. Is this basis unique?

Solution
The eigenspace E4E_4 is the line spanned by ∣v1⟩=13(1,1,1)\ket{v_1}=\frac{1}{\sqrt3}(1,1,1). The eigenspace E1E_1 is the kernel of A−1=JA-\mathbf{1}=J, that is, the plane with equation x+y+z=0x+y+z=0, of dimension 22, equal to the multiplicity of the eigenvalue. To obtain an orthonormal basis, begin with (1,−1,0)(1,-1,0), which lies in the plane, then seek a vector in the plane orthogonal to it, of the form (1,1,c)(1,1,c) with 1+1+c=01+1+c=0, namely (1,1,−2)(1,1,-2). We obtain

∣v2⟩=12(1−10),∣v3⟩=16(11−2).\ket{v_2}=\frac{1}{\sqrt2}\begin{pmatrix}1\\-1\\0\end{pmatrix},\qquad \ket{v_3}=\frac{1}{\sqrt6}\begin{pmatrix}1\\1\\-2\end{pmatrix}.

This basis of E1E_1 is not unique: any pair cos⁡α∣v2⟩+sin⁡α∣v3⟩\cos\alpha\ket{v_2}+\sin\alpha\ket{v_3}, −sin⁡α∣v2⟩+cos⁡α∣v3⟩-\sin\alpha\ket{v_2}+\cos\alpha\ket{v_3} is also suitable, as is, more generally, any orthonormal basis of the plane. Only the eigenspace is determined by the matrix. We verify that E1E_1 is orthogonal to E4E_4, as predicted by the spectral theorem.

Question 3
Calculate the spectral projectors P4P_4 and P1P_1 onto the two eigenspaces. Do they depend on the choice of basis? Write the spectral decomposition of AA and verify it.

Solution
We have P4=∣v1⟩⟨v1∣=13JP_4=\ket{v_1}\bra{v_1}=\frac13J. To find P1P_1, we could calculate ∣v2⟩⟨v2∣+∣v3⟩⟨v3∣\ket{v_2}\bra{v_2}+\ket{v_3}\bra{v_3}, but it is simpler to use the completeness relation P1+P4=1P_1+P_4=\mathbf{1}:

P1=1−13J=13(2−1−1−12−1−1−12).\begin{aligned} P_1=\mathbf{1}-\frac13J=\frac13\begin{pmatrix}2&-1&-1\\-1&2&-1\\-1&-1&2\end{pmatrix}. \end{aligned}

The projector onto a subspace depends only on the subspace, not on the orthonormal basis chosen to calculate it: P1P_1 is the same for every α\alpha. The spectral decomposition is

A=4P4+1⋅P1=43J+1−13J=1+J,A=4P_4+1\cdot P_1=\frac43J+\mathbf{1}-\frac13J=\mathbf{1}+J,

which is indeed the original matrix. We also verify that P4P1=13J−19J2=13J−13J=0P_4P_1=\frac13J-\frac19J^2=\frac13J-\frac13J=0: the two projectors are orthogonal.

Question 4
Write an orthogonal matrix OO such that OTAOO^{\mathsf T}AO is diagonal.

Solution
Take the three orthonormal eigenvectors as the columns of OO:

O=(13121613−1216130−26),OTAO=(400010001).\begin{aligned} O=\begin{pmatrix}\frac{1}{\sqrt3}&\frac{1}{\sqrt2}&\frac{1}{\sqrt6}\\[2pt] \frac{1}{\sqrt3}&-\frac{1}{\sqrt2}&\frac{1}{\sqrt6}\\[2pt] \frac{1}{\sqrt3}&0&-\frac{2}{\sqrt6}\end{pmatrix}, \qquad O^{\mathsf T}AO=\begin{pmatrix}4&0&0\\0&1&0\\0&0&1\end{pmatrix}. \end{aligned}

Since its columns are orthonormal, OO is orthogonal, and OTAOO^{\mathsf T}AO is the matrix of AA in the eigenvector basis, by the change-of-basis formula. The order of the eigenvalues on the diagonal is the order of the columns of OO.