The diagonal matrix will be the eigenvalues of , such that:
where are the eigenvalues, and .
The invertible matrix P will be the corresponding eigenvectors, such that:
where is the eigenvector corresponding to the eigenvalue . The first thing that we need to do is to determine the eigenvalues of . To do this, we take:
.
From this, we get:
Computing the determinant, we get that and therefore the eigenvalues are:
Next, we must compute the eigenvectors corresponding to these eigenvalues. To do this we must solve:
for each eigenvalue/eigenvector combination.
For :
Solving this, we get that
For :
Solving this, we get that
For :
Solving this, we get that
Now that we have the eigenvalues and eigenvectors, we can put these into matrices to get and !
To check that these matrices are correct, we can compute . When we do this calculation, we see that
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