Find a unitary matrix U such that U*AU is diagonal

In summary, to find a unitary matrix U such that U*AU is diagonal, we can arrange the columns of U as the eigenvectors of A in the same order as the eigenvalues in the diagonal matrix D.
  • #1
Kiefer
6
0
For the following matrix A, find a unitary matrix U such that U*AU is diagonal:
A =
1 2 2 2
2 1 2 2
2 2 1 2
2 2 2 1

I found the eigenvalues to be -1,-1,-1,7
and the eigenvectors to be (v1)=(-1,1,0,0),(v2)=(-1,0,1,0),(v3)=(-1,0,0,1),(v4)=(1,1,1,1)
Normalize these vectors: ||(v1)||=sqrt(2),||(v2)||=sqrt(2), ||(v3)||=sqrt(2), ||(v4)||=2
So a unitary matrix is
U=
1/sqrt(2) -1/sqrt(2) -1/sqrt(2) -1/sqrt(2)
1/sqrt(2) 0 0 1/2
0 1/sqrt(2) 0 1/2
0 0 1/sqrt(2) 1/2

But this does not satisfy U*AU is diagonal, so I'm thinking I want to change the order of the vectors. But how do I know which one is satisfies the condition? (trial and error is rather tedious)
 
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  • #2
U is simply the columns of eigenvectors arranged one next to the other, in the same order as the eigenvalues for the diagonal matrix.

For example, if the diagonal matrix:
[tex]D=U^{-1}AU=
\displaystyle\left[ {\begin{array}{*{20}{c}}
-1&0&0&0 \\
0&-1&0&0 \\
0&0&-1&0 \\
0&0&0&7
\end{array}} \right][/tex]
Then, the corresponding matrix U will have the first column as the eigenvector corresponding the eigenvalue, [itex]\lambda_1 = -1[/itex], and so on, with the last column of matrix U as the eigenvector corresponding to [itex]\lambda_4 = 7[/itex].
 
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1. What is a unitary matrix?

A unitary matrix is a square matrix whose conjugate transpose is equal to its inverse. In other words, if we denote a unitary matrix as U, then U*U* = I, where I is the identity matrix. This property makes unitary matrices useful in diagonalization and other mathematical operations.

2. What does it mean for U*AU to be diagonal?

When U*AU is diagonal, it means that the matrix A has been transformed into a diagonal matrix by the unitary matrix U. This is achieved by multiplying both sides of the equation by U-1, which cancels out U and leaves A in its diagonal form. This is a useful process in linear algebra as it simplifies the matrix and makes it easier to work with.

3. How do you find a unitary matrix U to diagonalize A?

The process of finding a unitary matrix U to diagonalize A involves finding the eigenvalues and eigenvectors of A. The eigenvectors of A are used to construct the columns of U, while the eigenvalues make up the diagonal elements of the resulting diagonal matrix. This process is known as diagonalization, and it is a fundamental concept in linear algebra.

4. What are the applications of diagonalization using unitary matrices?

Diagonalization using unitary matrices has many applications in various fields, including physics, engineering, and computer science. It is used for solving differential equations, optimizing systems, and developing efficient algorithms. It also has applications in quantum mechanics and signal processing.

5. Is there a unique unitary matrix U for diagonalizing A?

No, there are infinitely many unitary matrices that can diagonalize a given matrix A. This is because any unitary matrix multiplied by another unitary matrix will also result in a unitary matrix. Therefore, the choice of U is not unique, but any unitary matrix that satisfies the condition U*AU = D, where D is a diagonal matrix with the eigenvalues of A, will work.

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