Eigendecomposition(matrix diagonalization) calculator

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313131313135151515151583137
2
2510
=Solve

  About Eigendecomposition(matrix diagonalization) calculator

This is a free online Eigendecomposition(matrix diagonalization) calculator with complete, detailed, step-by-step description of solutions, that performs operations with matrices up to 99x99 in size with matrix elements of this type: decimal numbers, fractions, complex numbers, variables.

To start the calculation, you need to first enter the size of the matrix in the input field that you can find from the very top of the screen, also there you can choose the desired method of calculation.

A little below you will find a matrix window in which you need to enter matrix elements using the keyboard. The matrix control panel is also located here, which simplifies work with matrices and contains the following control elements:

  • The first element allows you to expand the matrix window. This can be especially useful in cases where you need to perform calculations with very large matrices that do not fit completely. If the matrix is still not visible after expanding the window, you can change the scale of the matrix using the + / - buttons;
  • The second element performs the function of copying the matrix input to the memory buffer. This can be useful in cases where you often use the same matrix for calculations, or if you need to move matrices between operations;
  • And the last element inserts the previously copied matrix, which allows you to speed up the process of entering the matrix to just a few clicks, instead of doing it manually;

And further down you will find a toolbar that allows you to customize the calculator and make it easier to work with it. It is visually divided into three parts, each of which is responsible for the following functionality:

  • The first allows you to select the number format when the solution result is displayed. Also, here you can turn off comments to the solution of the problem if you have already understood how to solve this problem, and you use the calculator to speed up or check your own calculations. Or you can turn off the step-by-step solution entirely if you only need the result of the solution;
  • The second contains buttons that allow you to change the type of the matrix input field, erase its elements or the entire matrix, and the largest button with an equal sign, which will take you to the screen with the solution of the problem. All these buttons are duplicated by keys on the keyboard. To find out which key on the keyboard to press, simply hover over one of the buttons and a tooltip will appear with the name of the key. You can also use the arrow keys on your keyboard to move the cursor between matrix input fields;
  • And the last one allows you to choose the number of digits after the decimal point for rounding non-integer numbers. Also, here you can immediately see an example of how rounded fractions will look;

  What is the Eigendecomposition of a matrix?

Еigendecomposition is the factorization of a given square matrix into three matrices, one of which composed of eigenvectors and each column of this matrix is a certain eigenvector, the second matrix is called a diagonal matrix, and on its main diagonal pleaced eigenvalues of the original matrix and all other elements are equal to zero, and the third matrix is the inverse of the matrix composed of eigenvectors. It is important to note that the eigenvectors must be placed in the matrix composed of eigenvectors in the same column as the corresponding eigenvalues in the diagonal matrix. The product of the matrix composed of eigenvectors by the diagonal matrix and by the inverse matrix of the matrix composed of eigenvectors should give the original matrix.

  How to perform the Eigendecomposition of a matrix?

First, we need to find the eigenvalues and eigenvectors of the original matrix, which will allow us to compose the diagonal matrix and the matrix consisting of eigenvectors. Then we need to find the inverse matrix of the matrix consisting of eigenvectors.

  Example of Eigendecomposition of a matrix

Write the initial matrix
A
:
A
=
71
7
2
8
8
5
5
5
8
Eigendecomposition is a representation of the matrix
A
in the form
A
=
P
*
D
*
P
-1
0
;
The matrix
D
is a matrix of the same size as matrix
A
, in which eigenvalues of the matrix
A
are located on the main diagonal and all other elements are zero;
The order of placing the eigenvalues on the main diagonal does not matter, we will place them in ascending order;
The matrix
P
is a matrix of the same size as matrix
A
, formed from eigenvectors of matrix
A
;
Each column of matrix
P
is a certain eigenvector of matrix
A
;
It is important to note that the eigenvector must be placed in the matrix
P
in the same column as its corresponding eigenvalue in the matrix
D
;
The matrix
P
-1
0
is the matrix inverse of the matrix
P
;
To perform the eigendecomposition of the matrix
A
, need to do the following:
1)
Calculate the eigenvalues of the matrix A;
2)
If the number of eigenvalues is less than the size of the matrix A, eigendecomposition is impossible;
3)
Calculate the eigenvectors of the matrix A;
4)
Create a matrix D from the calculated eigenvalues;
5)
Create a matrix P from the calculated eigenvectors;
6)
Calculate the matrix inverse of the matrix P;
2
Eigenvectors
25
1
50
2
81
100
1
-
21
100
89
100
1
1
20
-1
1
25
1
3
Matrix D
D
=
72
1
10
0
0
0
12
1
50
0
0
0
2
22
25
4
Matrix P
P
=
25
1
50
2
81
100
1
-
21
100
89
100
1
1
20
-1
1
25
1
5
Matrix inverse
P
-1
0
=
1
25
-
2
25
1
25
1
100
51
100
-
51
100
0
53
100
23
50
Answer
A = P · D · P⁻¹
P
=
25
1
50
2
81
100
1
-
21
100
89
100
1
1
20
-1
1
25
1
D
=
72
1
10
0
0
0
12
1
50
0
0
0
2
22
25
P
-1
0
=
1
25
-
2
25
1
25
1
100
51
100
-
51
100
0
53
100
23
50
SIZE3×3

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