Exercise 1 : Diagonalisation with a degenerate eigenvalue
Consider the real symmetric matrix
A=211121112=1+J,J=111111111.
Question 1
Calculate J2 in terms of J. Deduce the possible eigenvalues of J, then those of A, and verify the result using the characteristic polynomial of A.
Solution
Every entry of J2 is 1+1+1=3, so J2=3J. If Jv=μv with v=0, then μ2v=3μv, hence μ=0 or μ=3. The vector (1,1,1) satisfies J(1,1,1)=3(1,1,1), while every vector whose components sum to zero satisfies Jv=0. The eigenvalues of A=1+J are therefore 4 and 1.
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:
The eigenvalue 1 has multiplicity two, while the eigenvalue 4 is simple. We verify that their sum 1+1+4=6 equals the trace of A.
Question 2
Determine the eigenspaces E4 and E1 and their dimensions. Give an orthonormal basis of each. Is this basis unique?
Solution
The eigenspace E4 is the line spanned by ∣v1⟩=31(1,1,1). The eigenspace E1 is the kernel of A−1=J, that is, the plane with equation x+y+z=0, of dimension 2, equal to the multiplicity of the eigenvalue. To obtain an orthonormal basis, begin with (1,−1,0), which lies in the plane, then seek a vector in the plane orthogonal to it, of the form (1,1,c) with 1+1+c=0, namely (1,1,−2). We obtain
∣v2⟩=211−10,∣v3⟩=6111−2.
This basis of E1 is not unique: any pair cosα∣v2⟩+sinα∣v3⟩,−sinα∣v2⟩+cosα∣v3⟩ is also suitable, as is, more generally, any orthonormal basis of the plane. Only the eigenspace is determined by the matrix. We verify that E1 is orthogonal to E4, as predicted by the spectral theorem.
Question 3
Calculate the spectral projectors P4 and P1 onto the two eigenspaces. Do they depend on the choice of basis? Write the spectral decomposition of A and verify it.
Solution
We have P4=∣v1⟩⟨v1∣=31J. To find P1, we could calculate ∣v2⟩⟨v2∣+∣v3⟩⟨v3∣, but it is simpler to use the completeness relation P1+P4=1:P1=1−31J=312−1−1−12−1−1−12.
The projector onto a subspace depends only on the subspace, not on the orthonormal basis chosen to calculate it: P1 is the same for every α. The spectral decomposition is
A=4P4+1⋅P1=34J+1−31J=1+J,
which is indeed the original matrix. We also verify that P4P1=31J−91J2=31J−31J=0: the two projectors are orthogonal.
Question 4
Write an orthogonal matrix O such that OTAO is diagonal.
Solution
Take the three orthonormal eigenvectors as the columns of O:O=31313121−2106161−62,OTAO=400010001.
Since its columns are orthonormal, O is orthogonal, and OTAO is the matrix of A 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 O.