If D1 and D2 are two 3×3 diagonal matrices, then
Let A=⎡⎢ ⎢ ⎢⎣a110000a220000⋅0000ann⎤⎥ ⎥ ⎥⎦
B=⎡⎢ ⎢ ⎢⎣l110000l220000⋅0000lnn⎤⎥ ⎥ ⎥⎦
then, AB=⎡⎢ ⎢ ⎢⎣a11l110000a22l22000000000annlnn⎤⎥ ⎥ ⎥⎦
A±B=⎡⎢
⎢
⎢⎣a11±l1100a22±l220000⋅0000ann±lnn⎤⎥
⎥
⎥⎦
So, If D1 and D2 are 3×3 diagonal matrices, then D1D2,D1+D2 & D1−D2 are also diagonal matrices.
A2=⎡⎢ ⎢ ⎢ ⎢⎣a2110000a222000000000a2nn⎤⎥ ⎥ ⎥ ⎥⎦
∴D21+D22 is also a diagonal matrix.