Matrix Similarity is an Equivalence

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Theorem

Matrix similarity is an equivalence relation.


Proof

Follows directly from Matrix Equivalence is an Equivalence.

Alternatively, checking in turn each of the critera for equivalence:


Reflexive

$\mathbf A = \mathbf{I_n}^{-1} \mathbf A \mathbf{I_n}$ trivially, for all order $n$ square matrices $\mathbf A$.

So matrix similarity is reflexive.

$\Box$


Symmetric

Let $\mathbf B = \mathbf P^{-1} \mathbf A \mathbf P$.

As $\mathbf P$ is invertible, we have:

\(\displaystyle \) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \mathbf P \mathbf B \mathbf P^{-1}\) \(=\) \(\displaystyle \mathbf P \mathbf P^{-1} \mathbf A \mathbf P \mathbf P^{-1}\) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \)                    
\(\displaystyle \) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \) \(=\) \(\displaystyle \mathbf{I_n} \mathbf A \mathbf{I_n}\) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \)                    
\(\displaystyle \) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \) \(=\) \(\displaystyle \mathbf A\) \(\displaystyle \) \(\displaystyle \) \(\displaystyle \)                    

So matrix similarity is symmetric.

$\Box$


Transitive

Let $\mathbf B = \mathbf P_1^{-1} \mathbf A \mathbf P_1$ and $\mathbf C = \mathbf P_2^{-1} \mathbf B \mathbf P_2$.

Then $\mathbf C = \mathbf P_2^{-1} \mathbf P_1^{-1} \mathbf A \mathbf P_1 \mathbf P_2$.

The result follows from the definition of invertible matrix, that the product of two invertible matrices is itself invertible.

So matrix similarity is transitive.

$\Box$


So, by definition, matrix similarity is an equivalence relation.

$\blacksquare$


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