Thursday, July 7, 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 $n\times n$ 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:



$\begin{pmatrix}2&1&1&1\\1&2&1&1\\1&1&2&1\\1&1&1&2\end{pmatrix}$


Answer



The matrix is $(d-1)I + J$ 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 $(d-1)I + J$ are the same and the eigenvalues are each $d-1$ greater. (Convince yourself that this works.)



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



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