How to prove that any idempotent matrix is diagonalizable?
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Do you know how the minimal polynomial relates to diagonalizability? – EuYu Dec 10 '13 at 01:41
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1Sorry, I don't know. Can you explain in some detail? – Lao-tzu Dec 10 '13 at 01:48
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4A linear operator is diagonalizable precisely when its minimal polynomial splits into distinct linear factors. This result makes it almost trivial to conclude an idempotent matrix is diagonalizable. If you do not know the result, then it gets a bit trickier. – EuYu Dec 10 '13 at 01:53
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Oh, thank you very much! I'll learn your result. – Lao-tzu Dec 10 '13 at 01:55
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You should be able to find the theorem in most standard linear algebra books. One reference I am quite fond of is Hoffman and Kunze. – EuYu Dec 10 '13 at 01:57
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OK, thank you again, I haven't use linear algebra long, so forget many theorems! – Lao-tzu Dec 10 '13 at 01:59
4 Answers
I will give two proofs of the result, one using minimal polynomials and one without.
Proof 1: Let $A:V\rightarrow V$ be an idempotent operator on the $n$ dimensional space $V$. Suppose that the rank of the operator is $r$. Then there exists $r$ linearly independent vectors $\{\mathbf{u}_1,\ \cdots,\ \mathbf{u}_r\}$ in the image of $A$. Suppose that each $\mathbf{u}_i$ is in the image under $\mathbf{v}_i$: $$\mathbf{u}_i = A\mathbf{v}_i$$ Applying $A$ to the above gives $$A\mathbf{u}_i = \underbrace{A^2\mathbf{v}_i = A\mathbf{v}_i}_\text{idempotent} = \mathbf{u}_i$$ It follows that each $\mathbf{u}_i$ is an eigenvector under the eigenvalue $1$.
On the other hand, we also have $n-r$ vectors forming a basis for the kernel. Together, the basis for the image and the kernel forms a basis of eigenvectors for $V$, that is: $$V = \mathrm{im}(A) \oplus \ker(A)$$ Therefore $A$ is diagonalizable. $\square$
Using minimal polynomials, we can prove the result much quicker.
Proof 2: A linear operator is diagonalizable if and only if its minimal polynomial splits into distinct linear factors. If $A$ is idempotent then $$A^2 = A \implies A(A-I) =0$$ This means that $p(x) = x(x-1)$ is an annihilating polynomial for $A$. It follows that the minimal polynomial must divide $p$ and hence must split. Therefore $A$ must be diagonalizable. $\square$
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1@Flaudre The minimal polynomial must divide any annihilating polynomial. Since $p(x) = x(x-1)$ is an annihilating polynomial which factors into distinct linear terms (which I abbreviate by saying it "splits"), it follows that the minimal polynomial must also factor into distinct linear terms, i.e., it splits (into distinct linear terms). – EuYu Nov 28 '16 at 07:15
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3@Flaudre Not necessarily. All you can say for certain is that it divides $x(x-1)$. It could be $x$, which is just the zero matrix. It could be $x-1$, which is the identity matrix. Or it could be $x(x-1)$, which corresponds to a matrix with both $0$ and $1$ as eigenvalues, for example: $$\begin{pmatrix}1 & 0 \ 0 & 0\end{pmatrix}.$$ All three cases are possible. – EuYu Nov 28 '16 at 09:28
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why in Proof 1, the third line from below leads to that A is diagonalizable?@EuYu – Sep 15 '17 at 16:23
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4@Idonotknow The decomposition $V = \mathrm{im}(A) \oplus \ker (A)$ is an explicit eigendecomposition for $A$. Every vector in $\mathrm{im}(A)$ is an eigenvector for $A$ with eigenvalue $1$. Every vector in $\ker (A)$ is an eigenvector for $A$ with eigenvalue $0$. Combining basis for $\mathrm{im}(A)$ and $\ker (A)$ gives us a basis for $V$, so we have a basis of eigenvectors for $A$, i.e., $A$ is diagonalizable. – EuYu Sep 16 '17 at 10:28
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Proof 1: How do you quickly get "therefore" conclusion from $\bigoplus$ condition? Proof 2: What do you mean "split"? – Kuo Jan 20 '24 at 07:17
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@Kuo Being diagonalizable means having a basis composed of eigenvectors. Every vector in the image is an eigenvector of eigenvalue 1. Every vector in the kernel is an eigenvector of eigenvalue 0. Being a direct sum means that the combined basis of each subspace forms a basis for the total space. For proof 2, "split" is generally synonymous with "factors" in such contexts. Most commonly, people reserve the term "split" specifically for factorizability into linear terms, where the terminology follows from the concept of a "splitting field". – EuYu Jan 20 '24 at 20:34
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@EuYu I see. For the direct sum $\bigoplus$, it actually focuses on the image space. If we can find so much as $ r = rank_{im(A)} $ eigenvectors, then we use them as column vectors to span $r$ dimensions of space $V$, and fill its rest of $n - r$ column space with some trivial independent vectors to fit its null(kernel) space, then we can get a diagonalizable matrix form $AV = V\Lambda$. This is similar to a Jordan matrix with maximum block size 1. For the minimal polynomial proof, right now I can not figure out what this about in first principle and how theses conceptions connect. – Kuo Jan 21 '24 at 07:16
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@EuYu I guess the minimal polynomial for diagonalizable matrix can not have $(x-\lambda)^d$ terms with $d > 1$, if so, I can relate this to a scenario that $A$ can not have generalized eigenvectors, that is, if $(A-\lambda I)^d v= 0$ , $d$ must be $1$. – Kuo Jan 21 '24 at 08:28
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@Kuo I think it's relatively straightforward to see that if $(x-\lambda)^d$ is the largest power dividing the minimal polynomial, then $d$ corresponds to the size of the largest Jordan block under $\lambda$. A matrix is diagonalizable iff all Jordan blocks are size $1$, which happens iff the minimal polynomial "splits". – EuYu Jan 21 '24 at 16:58
This is quite easy. For every vector $v$ one has $A^2v=Av$, so $Av$ is in the eigenspace for $\lambda=1$. Also $A(v-Av)=0$, so $v-Av$ is in the eigenspace for $\lambda=0$. (Define the eigenspace for$~\lambda$ as $\ker(A-\lambda I)$, even in case $\lambda$ should be no eigenvalue.) So $v=Av+(v-Av)$ is in the sum of those two eigenspaces; since $v$ was arbitrary, that sum is the whole space. This means $A$ is diagonalisable (eigenvalues $0,1$ only).
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"This means $A$ is diagonalizable." How? Is this condition necessary or sufficient for being diagonalizable? – Kuo Jan 20 '24 at 06:58
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"that sum [of eigenspaces] is the whole space" is the (or a) definition of being diagonalisable (with all eigenvalues among those of the eigenspaces). – Marc van Leeuwen Jan 21 '24 at 08:02
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I don't know if this will be helpful to the original poster (10 years late and likely using a different set of tools) but I found myself pondering this question myself while reading Fulton and Harris today. I think the following works:
Suppose that $A$ is an $n\times n$ matrix such that $A^k= I$. Let $G = \mathbb{Z}_k$ with generator $g\in G$. Then the map $\rho: G \to GL_n(\mathbb{C})$ given by $\rho(g) = A$ is a representation of $G$. Since $G$ is abelian, $V$ decomposes as a sum of 1-dimensional representations, say $$V = \bigoplus_{i=1}^n \mathrm{span}(v_i).$$ Now each of the subspaces $\mathrm{span}(v_i)$ is $G$-invariant and in particular, this means that each must be fixed by the matrix $A$ and thus $v_i$ is an eigenvector for $A$. Thus $V$ has a basis of eigenvectors and $A$ is diagonalizable.
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More generally, given a (unital) ring $R$, (left) $R$-module $M$, and idempotent (left) $R$-module endomorphism $T\colon M\to M$, the short exact sequence $$0\to \text{ker}\left(T\right)\hookrightarrow M\twoheadrightarrow \text{im}\left(T\right)\to 0$$ is split by the canonical inclusion $\text{im}\left(T\right)\to M$. The splitting lemma then constructs (explicitly in terms of the above maps) an isomorphism $$\psi\ \colon\ \text{ker}\left(T\right)\oplus \text{im}\left(T\right)\overset{\simeq}{\to} M$$ and the commutativity of the relevant diagram moreover ensures that $\psi^{-1}\circ T\circ\psi = 0_{\text{ker}\left(T\right)}\oplus 1_{\text{im}\left(T\right)}$.
(And if $\text{ker}\left(T\right)$ and $\text{im}\left(T\right)$ are free of finite rank, $T$ will then diagonalize in an appropriate basis of $M$.)
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