Definition.
Diagonal matrix
A diagonal matrix is a square matrix whose non-diagonal entries are all zero. For instance, here is a diagonal matrix:
Diagonal matrices are usually denoted by a bold uppercase letter .
Example.
Identity matrix
The identity matrix is a classic example of a diagonal matrix. Here's the identity matrix:
Theorem.
Transpose of a diagonal matrix equals itself
If is a diagonal matrix, then:
Proof. By theoremlink, taking the transpose of a square matrix does not change the diagonal entries. Since diagonal matrices are square matrices whose non-diagonal entries are all zero by definitionlink, we conclude that the transpose of a diagonal matrix is itself. This completes the proof.
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Theorem.
Product of a matrix and a diagonal matrix
Consider an matrix and an diagonal matrix below:
Where the columns of matrix are represented by vectors , , , .
The product is:
Proof. Let matrix be represented as:
The product is:
This completes the proof.
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Example.
Computing the product of a matrix and a diagonal matrix
Compute the following matrix product:
Solution. Let denote the left matrix. We multiply the first column of by and the second column by to get:
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Theorem.
Product of a diagonal matrix and a matrix
Consider an matrix and an diagonal matrix below:
Where is represented as a collection of row vectors.
The product is:
Proof. Let be an matrix represented as row vectors and be a diagonal matrix:
This completes the proof.
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Example.
Finding the product of a diagonal matrix and a matrix
Compute the following matrix product:
Proof. The matrix product is:
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Theorem.
Taking the power of diagonal matrices
Consider the following diagonal matrix:
Raising to the power of some positive integer involves raising the diagonal entries to the power of , that is:
Proof. We prove this by induction. Consider the base case when , which is trivially true:
We now assume the theorem holds when the power is raised to , that is:
Our goal is to show that the theorem holds when the power is raised to . This is quite easy because:
We now use the inductive assumption to get:
By the principle of mathematical induction, the theorem holds for the general case. This completes the proof.
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Example.
Computing the power of an 2x2 matrix
Consider the following diagonal matrix:
Compute .
Solution. can easily be computed by raising each diagonal entry to the power of like so:
This is a very neat property of diagonal matrices because taking powers of numbers is computationally much cheaper than matrix multiplication!
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Theorem.
Diagonal matrix is a triangular matrix
Proof. Diagonal matrix is a lower triangular matrix because all the values above the diagonal entries are zero. Similarly, is also an upper triangular matrix because all the values below the diagonal entries are zero. This completes the proof.
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Theorem.
Determinant of a diagonal matrix is equal to the product of its diagonal entries
If is a diagonal matrix, then the determinant of is equal to the product of its diagonal entries.
Proof. Since a diagonal matrix is triangular, theoremlink applies. This completes the proof.
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Theorem.
Diagonal matrix is invertible if and only if every diagonal entry is non-zero
Let be a diagonal matrix. is invertiblelink if and only if every diagonal entry of is non-zero.
Proof. Since a diagonal matrix is triangular, theoremlink applies. This completes the proof.
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Theorem.
Product of two diagonal matrices is also diagonal
If and are diagonal matrices, then their product is a diagonal matrix whose diagonal entry contains pairwise products of the diagonal entries of and .
Proof. Let and be the following diagonal matrices:
The product is:
This completes the proof.
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Theorem.
Product of a triangular matrix and a diagonal matrix
Let be a triangular matrix and be a diagonal matrix:
if is upper triangular, then and are upper triangular matrices.
if is lower triangular, then and are lower triangular matrix.
Note that the diagonals of and are equal to the pairwise products of the diagonal entries of and .
Proof. Let be an upper triangular matrix and be a diagonal matrix. is also an upper triangular matrix by theoremlink, which means that the product is upper triangular by theoremlink. We can also apply the same theoremlink to conclude that is upper triangular. Finally, by theoremlink, the diagonal entries of and will be the pairwise products of the diagonal entries of and . The proof for the lower triangular case is analogous. This completes the proof.
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Theorem.
Inverse of a diagonal matrix
Let be a diagonal matrix:
If every diagonal entry of is non-zero, then is computed by:
This also means that the inverse of a diagonal matrix is also diagonal.
Proof. Suppose we have an diagonal matrix and another matrix below:
Our goal is to show that . The product is:
By theoremlink, taking the product of two diagonal matrices involves multiplying the corresponding diagonal entries:
Because , we have that by definitionlink of inverse matrices. This completes the proof.
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Example.
Finding the inverse of a diagonal matrix
Find the inverse of the following diagonal matrix:
Solution. The inverse of is a diagonal matrix whose diagonal entries are the reciprocal:
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