Perturb each diagonal position of a Jordan normal form matrix by a different arbitrarily small scalar, avoiding the finitely many collisions between diagonal entries. The resulting upper triangular matrix has distinct eigenvalues, hence is diagonalizable. Conjugate back to approximate any complex matrix. Continuous identities proved for diagonalizable matrices can therefore extend to all matrices.
Expanding the characteristic polynomial gives
Solving the three nullspace systems gives the eigenvalues and eigenspaces
For example, at the first two equations force and ; at they force and ; at they force .
Putting these eigenvectors in columns proves their linear independence:
Hence is a diagonalizable matrix over the reals.
Choose the orientation of the Berezin integral so that
Here the product has increasing ; this explicitly fixes the otherwise convention-dependent overall sign in the compact measure notation.
Since is a diagonalizable matrix, write with . Make the independent changes and . The Grassmann change-of-variables formula gives the two factors and , so the complete measure is unchanged. The exponent becomes . Each summand is even and squares to zero, and the different even summands commute. Consequently,
Only the term containing every generator survives the Berezin integral. Hence the Grassmann Gaussian integral is
Zero eigenvalues give zero on both sides, so invertibility of is unnecessary. In fact the identity extends to all ordinary matrices: the top-degree coefficient of the exponential is the alternating determinant expansion. The assumption that is a diagonalizable matrix makes the proof especially transparent.
The three linearly independent eigenvectors still form a basis, so the same coefficient calculation applies to this diagonalizable matrix matrix. The general solution is
A repeated eigenvalue alone does not create a polynomial factor in time; that factor is needed only when a nontrivial Jordan block prevents a full eigenvector basis.
A matrix is a diagonalizable matrix if there is an invertible matrix for which is diagonal. Its columns then form a basis of eigenvectors, and the diagonal entries are their corresponding eigenvalues.
Here the given eigenvectors form an orthonormal basis. Put them into the columns of :
Define . Its entries are
This proves the claimed diagonalization of a matrix, rather than merely guessing it:
The trace follows directly from this factorization:
because each column of has unit length. Trace is the sum of the eigenvalues, with multiplicity.
For the particular matrix, . If , every contributes one and contributes zero. If , precisely and contribute zero; the other terms contribute one. Thus
Applying this identity to a nonzero eigenvector gives
Every eigenvalue is therefore or .
If is the multiplicity of , the trace formula for a diagonalizable matrix and the zero diagonal give
so . Up to ordering, the required diagonal form is
For this means just . For , the eigendirections are also transparent: the all-ones vector has eigenvalue , and the -dimensional subspace whose coordinate sum is zero has eigenvalue , since . The spectrum consists of one collective mode and zero-sum modes.
Eigenvectors belonging to distinct eigenvalues are linearly independent. With distinct eigenvalues there are eigenvectors forming a basis, and the matrix is diagonalizable. In this eigenbasis, the Rayleigh quotient is a weighted average of the eigenvalues, so it is maximized by choosing in the eigenspace of the largest eigenvalue.
The matrix exponential is the absolutely convergent power series
It converges in any finite-dimensional operator norm, since . Termwise differentiation gives , , so the solution is . Also , proving invertibility without requiring itself to be invertible.
The question's expansion in eigenvectors tacitly needs an eigenbasis: an invertible matrix alone need not be a diagonalizable matrix. The exponential solution and the singular-value arguments remain valid without that assumption.
Under an orthogonal change of coordinates represented by , the component matrix changes by
Thus is similar to , so its characteristic polynomial, eigenvalues, and their algebraic multiplicities are unchanged.
If is symmetric, the spectral theorem for real symmetric matrices makes it diagonalizable, so algebraic and geometric multiplicities agree. Consequently the dimensions of its eigenspaces are also independent of the coordinate frame.
For the stated tensor, choose a unit eigenvector belonging to the simple eigenvalue . Its perpendicular plane is the eigenspace of , so
Hence
For every nonnegative integer ,
Consequently, if , then
By the divisibility characterization of the minimal polynomial,
Interchanging and also gives . Therefore the Minimal polynomials of AB and BA can differ only in the exponent of the factor , and that exponent differs by at most one.
If is diagonalizable, its minimal polynomial has no repeated roots. The preceding divisibility says that every nonzero Jordan block of has size one and every zero-eigenvalue block has size at most two. Squaring preserves the one-dimensional nonzero blocks and sends every size-at-most-two nilpotent block to zero. Thus the Jordan normal form of is diagonal, so
An eigenvalue of a matrix is a scalar for which for some nonzero eigenvector . Its corresponding eigenspace is
Write . The displayed matrix is the outer product , so
Its column space is contained in and is nonzero because . Hence is a rank-one matrix.
The vector is an eigenvector with eigenvalue , and every vector in the orthogonal complement has eigenvalue . Thus
Since is a direct sum of these eigenspaces, has an eigenbasis and is therefore a diagonalizable.
The map is an involution, so
If is an eigenvalue of , then . Hence every eigenvalue belongs to
Because has distinct roots, the transform is diagonalizable; which fourth roots occur and their multiplicities depend on .