Ludium
Sign In
Linear Algebra
Solving Linear Systems
01Row Picture, Column Picture & Matrix Form02Row Picture vs Column Picture in 3D03Singular vs Non-Singular Matrices04Two Ways to Compute AxProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01Gaussian Elimination & Back Substitution02Elimination Matrices03Permutation Matrices and InversesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
015 Views of Matrix Multiplication02Matrix Inverses and Singularity03Gauss-Jordan Elimination for InversesProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Product Inverse & Transpose Rules02A = LU Factorization03Gaussian Elimination: ⅓n³ Operation Count04Permutation Matrices: P⁻¹ = PᵀProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Permutation Matrices and PA = LU02Why RᵀR Is Always Symmetric03Vector Spaces and Subspaces04The Column Space of a MatrixProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Vector Spaces & Subspaces
01Vector Spaces and Subspaces02Column Space of a Matrix03Null Space of a MatrixProblem set0/10Problem set 20/10Practice∞
01Rank, Pivots, and Free Variables02Special Solutions of the Null Space03Reading the Null Space from RREFProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solvability of Ax = b02Particular Solutions and the Null Space03Rank and the Four Cases of Ax = bProblem set0/10Problem set 20/10MIT problem set0/8Practice∞
01Linear Independence & the Null Space02Basis and Dimension03The Rank-Nullity TheoremProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Rank and the Four Fundamental Subspaces02Four Bases from One Row Reduction03Matrices as Vector SpacesProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Dimension Formula for Subspaces02Differential Equations as Linear Algebra03Rank-One Matrices and Outer Products04The Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
01The Incidence Matrix as Difference Operator02The Incidence Matrix of a Graph03The Equilibrium Equation AᵀCAx = fProblem set0/10Problem set 20/10MIT problem set0/1Practice∞
Orthogonality & Least Squares
01Orthogonal Subspaces02Null Space as Orthogonal Complement03The Normal EquationsProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
01The Projection Matrix P = aaᵀ/aᵀa02Projection onto Subspaces03Projection and Least SquaresProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Complementary Projections: P and I−P02Least Squares and the Normal Equations03Least Squares as Projection04Invertibility of AᵀAProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Orthogonal Matrices02Projections onto Orthonormal Bases03The Gram-Schmidt Process04QR Factorization from Gram-SchmidtProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Determinants
01The Three Axioms of the Determinant02Determinant Properties from Three Axioms03Determinants via Elimination04Multiplicative and Transpose PropertiesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01The Permutation Formula for Determinants02Cofactor Expansion03Periodic Determinants of Tridiagonal MatricesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01The Cofactor Formula for Matrix Inverses02Cramer's Rule03Determinants as VolumeProblem set0/10Problem set 20/10MIT problem set0/4Practice∞
Eigenvalues & Dynamics
01Eigenvalues and Eigenvectors02Finding Eigenvalues and Eigenvectors03Complex Eigenvalues and Defective MatricesProblem set0/10Problem set 20/10MIT problem set0/2Practice∞
01Diagonalization: A = SΛS⁻¹02Matrix Powers and the Stability Theorem03Defective Matrices and Multiplicity04Eigenvalues and the Fibonacci SequenceProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
01Solving du/dt = Au with Eigenvalues02Eigenvalue Stability in the Complex Plane03The Matrix Exponential e^(At)04The Companion MatrixProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01Why 1 Is Always an Eigenvalue of Markov Matrices02Markov Chain Steady States via Eigenvalues03Markov Matrices and Steady States04Orthonormal Bases and Fourier CoefficientsProblem set0/10Problem set 20/10MIT problem set0/7Practice∞
Symmetric Matrices & the SVD
01The Spectral Theorem02Why Symmetric Matrices Have Real Eigenvalues03Sylvester's Law of Inertia04Testing Positive DefinitenessProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Conjugate Transpose02Inverse of the Fourier Matrix03The FFT FactorizationProblem set0/10Problem set 20/10Practice∞
01Positive Definite Matrices02Positive Definiteness via Pivots03The Hessian and Positive Definiteness04Principal Axis Theorem and the EllipsoidProblem set0/10Problem set 20/10MIT problem set0/6Practice∞
01Closure Properties of Positive Definite Matrices02Matrix Similarity and Invariant Eigenvalues03Why Eigenvalues Don't Classify Similarity04Jordan Canonical FormProblem set0/10Problem set 20/10MIT problem set0/5Practice∞
01The Singular Value Decomposition02Reducing SVD to A^T A03Computing the SVD: Two Worked Examples04SVD and the Four Fundamental SubspacesProblem set0/10Problem set 20/10MIT problem set0/3Practice∞
Linear Transformations & Applications
01Defining Linear Transformations02Basis, Coordinates, and Linear Maps03How a Linear Map Becomes a MatrixProblem set0/10Problem set 20/10Practice∞
01Image Compression as a Change of Basis02Choosing a Basis: JPEG, Fourier, and Wavelets03Change of Basis and Image Compression04Change of Basis and DiagonalizationProblem set0/10Problem set 20/10Practice∞
01Matrix Inverses and the Four Subspaces02One-Sided Inverses and Projections03The Pseudo-Inverse04The Pseudo-Inverse via the SVDProblem set0/10Problem set 20/10Practice∞

Matrix Similarity and Invariant Eigenvalues

Why does the change of basis B = M⁻¹AM leave the eigenvalues untouched, even as it shuffles the eigenvectors to M⁻¹x?


Loading…

←Previous Closure Properties of Positive Definite MatricesNext Why Eigenvalues Don't Classify Similarity →

Your summary note

    1. 1

      The definition B=M−1AMB=M^{-1}AMB=M−1AM

      Write the definition of similarity for n×nn\times nn×n matrices AAA and BBB with an invertible MMM, and record that it sorts matrices into equivalence classes.

    2. 2

      Diagonalization as one member of the family

      Record S−1AS=ΛS^{-1}AS=\LambdaS−1AS=Λ with SSS the eigenvector matrix, and mark Λ\LambdaΛ as the nicest representative among all matrices M−1AMM^{-1}AMM−1AM.

    3. 3

      Worked example of a non-diagonal similar matrix

      Compute M−1AMM^{-1}AMM−1AM with M=(1401)M=\begin{pmatrix} 1 & 4 \\ 0 & 1 \end{pmatrix}M=(10​41​) to obtain B=(−2−1516)B=\begin{pmatrix} -2 & -15 \\ 1 & 6 \end{pmatrix}B=(−21​−156​), then confirm trace 444 and determinant 333 against eigenvalues 333 and 111.

    4. 4

      Eigenvalue invariance with eigenvectors M−1xM^{-1}xM−1x

      Reproduce the proof starting from Ax=λxAx=\lambda xAx=λx, inserting MM−1=IMM^{-1}=IMM−1=I, multiplying on the left by M−1M^{-1}M−1, and arriving at B(M−1x)=λ(M−1x)B(M^{-1}x)=\lambda(M^{-1}x)B(M−1x)=λ(M−1x).

    Attempt 1 of 2