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.
$\blacksquare$
Sources
- Seth Warner: Modern Algebra (1965): $\S 29$
- Thomas A. Whitelaw: An Introduction to Abstract Algebra (1978)... (previous)... (next): $\S 16$ (Worked Example)