Section 4.5 Diagonal Matrices
A matrix whose only nonzero entries lie on the main diagonal is called a diagonal matrix. The simplest example of a diagonal matrix is the identity matrix
\begin{equation}
I =
\begin{pmatrix}
1 \amp 0 \amp ...\amp 0\\
0 \amp 1 \amp ...\amp 0\\
\vdots \amp \vdots \amp \ddots \amp \vdots\\
0 \amp 0 \amp ...\amp 1
\end{pmatrix}\text{.}\tag{4.5.1}
\end{equation}
It is easy to find the eigenvalues and eigenvectors of a diagonal matrix! For example, consider the matrix
\begin{equation}
A =
\begin{pmatrix}
\lambda \amp 0 \amp 0\\
0 \amp \mu \amp 0\\
0 \amp 0 \amp \nu
\end{pmatrix}\text{.}\tag{4.5.2}
\end{equation}
The eigenvalues of \(A\) are clearly \(\{\lambda,\mu,\nu\}\text{,}\) and the corresponding eigenvectors are clearly just the standard basis \(\left\{\begin{pmatrix}1\\0\\0 \end{pmatrix} , \begin{pmatrix}0\\1\\0 \end{pmatrix} , \begin{pmatrix}0\\0\\1 \end{pmatrix} \right\}\text{.}\)