Friday, May 6, 2016

linear algebra - How to find eigenvectors/eigenvalues of a matrix where each diagonal entry is scalar d and all other entries are 1


How would you find eigenvalues/eigenvectors of a n×n matrix where each diagonal entry is scalar d and all other entries are 1 ? I am looking for a decomposition but cannot find anything for this.
For example:


(2111121111211112)


Answer



The matrix is (d1)I+J where I is the identity matrix and J is the all-ones matrix, so once you have the eigenvectors and eigenvalues of J the eigenvectors of (d1)I+J are the same and the eigenvalues are each d1 greater. (Convince yourself that this works.)


But J has rank 1, so it has eigenvalue 0 with multiplicity n1. The last eigenvalue is n, and it's quite easy to write down all the eigenvectors.


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