Let $A$ and $B$ be $n\times n$ matrices.
Suppose that $A$ and $B$ have the same eigenvalues $\lambda_1, \dots, \lambda_n$ with the same corresponding eigenvectors $\mathbf{x}_1, \dots, \mathbf{x}_n$.
Prove that if the eigenvectors $\mathbf{x}_1, \dots, \mathbf{x}_n$ are linearly independent, then $A=B$.

Determine all $2\times 2$ matrices $A$ such that $A$ has eigenvalues $2$ and $-1$ with corresponding eigenvectors
\[\begin{bmatrix}
1 \\
0
\end{bmatrix} \text{ and } \begin{bmatrix}
2 \\
1
\end{bmatrix},\]
respectively.

Let
\[A=\begin{bmatrix}
2 & -1 & -1 \\
-1 &2 &-1 \\
-1 & -1 & 2
\end{bmatrix}.\]
Determine whether the matrix $A$ is diagonalizable. If it is diagonalizable, then diagonalize $A$.
That is, find a nonsingular matrix $A$ and a diagonal matrix $D$ such that $S^{-1}AS=D$.

A complex square ($n\times n$) matrix $A$ is called normal if
\[A^* A=A A^*,\]
where $A^*$ denotes the conjugate transpose of $A$, that is $A^*=\bar{A}^{\trans}$.
A matrix $A$ is said to be nilpotent if there exists a positive integer $k$ such that $A^k$ is the zero matrix.

(a) Prove that if $A$ is both normal and nilpotent, then $A$ is the zero matrix.
You may use the fact that every normal matrix is diagonalizable.

(b) Give a proof of (a) without referring to eigenvalues and diagonalization.

(c) Let $A, B$ be $n\times n$ complex matrices. Prove that if $A$ is normal and $B$ is nilpotent such that $A+B=I$, then $A=I$, where $I$ is the $n\times n$ identity matrix.

Let $P_1$ be the vector space of all real polynomials of degree $1$ or less. Consider the linear transformation $T: P_1 \to P_1$ defined by
\[T(ax+b)=(3a+b)x+a+3,\]
for any $ax+b\in P_1$.

(a) With respect to the basis $B=\{1, x\}$, find the matrix of the linear transformation $T$.

(b) Find a basis $B’$ of the vector space $P_1$ such that the matrix of $T$ with respect to $B’$ is a diagonal matrix.

(c) Express $f(x)=5x+3$ as a linear combination of basis vectors of $B’$.

Let
\[A=\begin{bmatrix}
1 & 3 & 3 \\
-3 &-5 &-3 \\
3 & 3 & 1
\end{bmatrix} \text{ and } B=\begin{bmatrix}
2 & 4 & 3 \\
-4 &-6 &-3 \\
3 & 3 & 1
\end{bmatrix}.\]
For this problem, you may use the fact that both matrices have the same characteristic polynomial:
\[p_A(\lambda)=p_B(\lambda)=-(\lambda-1)(\lambda+2)^2.\]

(a) Find all eigenvectors of $A$.

(b) Find all eigenvectors of $B$.

(c) Which matrix $A$ or $B$ is diagonalizable?

(d) Diagonalize the matrix stated in (d), i.e., find an invertible matrix $P$ and a diagonal matrix $D$ such that $A=PDP^{-1}$ or $B=PDP^{-1}$.

(Stanford University Linear Algebra Final Exam Problem)

In this post, we explain how to diagonalize a matrix if it is diagonalizable.

As an example, we solve the following problem.

Diagonalize the matrix
\[A=\begin{bmatrix}
4 & -3 & -3 \\
3 &-2 &-3 \\
-1 & 1 & 2
\end{bmatrix}\]
by finding a nonsingular matrix $S$ and a diagonal matrix $D$ such that $S^{-1}AS=D$.

(Update 6/20/2017. A new example problem was added.)
Read solution

Answer the following two questions with justification.

(a) Does there exist a $2 \times 2$ matrix $A$ with $A^3=O$ but $A^2 \neq O$? Here $O$ denotes the $2 \times 2$ zero matrix.

(b) Does there exist a $3 \times 3$ real matrix $B$ such that $B^2=A$ where
\[A=\begin{bmatrix}
1 & -1 & 0 \\
-1 &2 &-1 \\
0 & -1 & 1
\end{bmatrix}\,\,\,\,?\]