Past exam of the mathematics course of the University of Cambridge / 2015 / ia / Paper 1 / 7A (Vectors and Matrices)

The characteristic polynomials, in the convention $\det (\lambda I-T)$, areSolving the eigenvalue equations gives the complete eigenspacesEvery nonzero vector in a listed eigenspace is an eigenvector, and these are all the eigenvectors. For $A$, the repeated eigenvalue $2$ has a two-dimensional eigenspace; for $B$, all three eigenvalues are simple. The three displayed generating vectors form a basis because their column matrixhas determinant $2$. Thus both matrices are diagonalizable, with diagonal entries $(1,2,2)$ for $A$ and $(2,4,6)$ for $B$ in this basis.

Suppose $C=S{\Lambda }_C{S}^{-1}$ and $D=S{\Lambda }_D{S}^{-1}$ for an invertible $S$ and diagonal matrices ${\Lambda }_C,{\Lambda }_D$. Since diagonal matrices commute,Therefore simultaneous diagonalization implies commutation. This argument works over either $\mathbb{R}$ or $\mathbb{C}$ and explains why simultaneous diagonalization produces commuting operators.

Let $Dx=\lambda x$ with $x\ne 0$. Commutation givesThus $Cx$ belongs to the eigenspace $E_{\lambda }(D)$, with the zero vector allowed. Since $D$ has $n$ distinct eigenvalues, each eigenspace is one-dimensional. Hence $Cx=\mu x$ for some scalar $\mu$. This is the fact that commuting maps preserve eigenspaces.

The standard linear independence theorem for eigenvectors belonging to distinct eigenvalues supplies a basis $x_1,\dots ,x_n$ of eigenvectors of $D$. The preceding argument makes every one an eigenvector of $C$ as well. Their column matrix therefore simultaneously diagonalizes $C$ and $D$. This is simple spectrum gives simultaneous diagonalization.

For real matrices, this conclusion always holds over $\mathbb{C}$; a real common basis follows when the distinct eigenvalues of $D$ are real. Real matrix entries alone do not ensure a real eigenbasis: a quarter-turn of ${\mathbb{R}}^2$, with $C=D$, has eigenvalues $\pm i$. The matrices in this question have real spectra, so their common basis is real.

Direct multiplication givesTake $D=B$ and $C=A$ in the preceding result: $B$ has the three distinct eigenvalues $2,4,6$ and the matrices commute. The common eigenbasis from part (i) givesIndeed $AS=S\mathrm{diag}(1,2,2)$ and $BS=S\mathrm{diag}(2,4,6)$, and $\det S=2\ne 0$. These equalities directly verify the simultaneous diagonalization.