I read in G. Strang's Linear Algebra and its Applications that, if $A$ and $B$ are diagonalisable matrices of the form such that $AB=BA$, then their eigenvector matrices $S_1$ and $S_2$ (such that $A=S_1\Lambda_1S_1^{-1}$ and $B=S_2\Lambda_2 S_2^{-1}$) can be chosen to be equal: $S_1=S_2$.

How can it be proved?

I have found a proof here, but it is not clear to me how to see that $C$ is diagonalisable as $DCD^{-1}=Q$. Matrix $C$ obviously is the matrix with the coordinates of $B\mathbf{x}$ with respect to the basis $\{\mathbf{x}_1,...,\mathbf{x}_k\}$ of the eigenspaceof $V_\lambda (A)$, but I do not see how we can know that it is diagonalisable.

Thank you very much for any explanation of the linked proof or other proof!!!

EDIT: Corrected statement of the lemma I am interested in. See comments below by the users whom I thank for what they have noticed.


Solution 1:

Proposition. Diagonalizable matrices share the same eigenvector matrix $S$ if and only if $AB = BA$.

Proof. If the same $S$ diagonalizes both $A = S\Lambda_1S^{-1}$ and $B = S\Lambda_2S^{-1}$, we can multiply in either order: $$AB = S\Lambda_1S^{-1}S\Lambda_2S^{-1}= S\Lambda_1\Lambda_2S^{-1} \;\text{and}\; BA = S\Lambda_2S^{-1}S\Lambda_1S^{-1}= S\Lambda_2\Lambda_1S^{-1}.$$ Since $\Lambda_1\Lambda_2 = \Lambda_2\Lambda_1$ (diagonal matrices always commute) we have $AB = BA$.

In the opposite direction, suppose $AB = BA$. Starting from $Ax =\lambda x$, we have $$ABx = BAx = B\lambda x =\lambda Bx.$$

Thus $x$ and $Bx$ are both eigenvectors of $A$, sharing the same $\lambda$ (or else $Bx = 0$). If we assume for convenience that the eigenvalues of $A$ are distinct (the eigenspaces are all one-dimensional), then $Bx$ must be a multiple of $x$. In other words $x$ is an eigenvector of $B$ as well as $A$. The proof with repeated eigenvalues is a little longer.

Solution 2:

The idea is to show that you can find a basis consisting of vectors that are eigenvectors of both $A$ and $B$. Then a proof goes by induction on the dimension of the space (or the size of the matrices, if you prefer that). The key observation is the following.

Let $V$ be the whole space ($\Bbb{C}^n$ or $\Bbb{R}^n$, depending). Let $\lambda$ be an eigenvalue of $A$. Consider the corresponding eigenspace $V_\lambda$. Then it follows that $B(V_\lambda)\subseteq V_\lambda$. This is because for all $x\in V_\lambda$ we have $$ A(Bx)=(AB)x=(BA)x=B(Ax)=B(\lambda x)=\lambda (Bx) $$ proving that $Bx\in V_\lambda$.

This holds for all eigenvalues of $A$. If there is more than one eigenspace, then they all have dimensions $<\dim V$, and induction hypothesis kicks in: by the above observation it is enough to settle the question for all those smaller spaces as by diagnoalizablity of $A$ the whole space is a direct sum of $V_\lambda$:s.

OTOH, if one of the $V_\lambda$:s is the whole space, then $A$ is a scalar matrix, and thus diagonalized by any matrix $S$. In that case it suffices to simply diagonalize $B$.

The base case of $1\times 1$ matrices is trivial.


[Edit]

What seems to be missing from the above is that the subspace $V_\lambda$ also has a basis consisting of eigenvectors of $B$. This can be shown as follows. Diagonalizability of $A$ means that $$ V=V_\lambda\oplus\left(\bigoplus_{\mu\neq\lambda}V_\mu\right) $$ is a sum of eigenspaces of $A$. Call that other summand $V_{\neq\lambda}$. Both $V_\lambda$ and $V_{\neq\lambda}$ are stable under $B$, because the above argument also shows that $B(V_\mu)\subseteq V_\mu$ for all $\mu$. If $\beta$ is any eigenvalue of $B$, and $U_\beta$ is the corresponding eigenspace, then any vector $y\in U_\beta$ can be uniquely written in the form $y=y_1+y_2$ with $y_1\in V_\lambda$, $y_2\in V_{\neq\lambda}$. Here $By=\beta y=(\beta y_1)+(\beta y_2)$. But as $By_1\in V_\lambda$ and $By_2\in V_{\neq\lambda}$ we must have $By= By_1+By_2$. By the direct sum property we can conclude that $By_1=\beta y_1$ and $By_2=\beta y_2$. Therefore $$ U_\beta=(U_\beta\cap V_\lambda)\oplus (U_\beta\cap V_{\neq\lambda}). $$ The claim follows from this. [\Edit].