Ma5158 Unit I Complete
Ma5158 Unit I Complete
UNIT I - MATRICES
Faculty
Department of Mathematics
Anna University, Chennai
Contents
Eigen values and eigen vectors
Characteristic equation and eigen values
I Synthetic division
Examples
Practice Problems and MCQs
x
n
a11 a12 ... a1n x1 y1
a21 a22 ... a2n x2 y2
Y = AX = ...
=
... ... ... ... ...
am1 am2 ... amn xn ym
(A − λI)X = 0nx1 .
Here 0n×1 is the zero matrix of order n × 1. X = 0nx1 is a trivial solution
of this system. We are interested only in the non-zero solutions of this
system.
Solution: We have to find the first root by trial and error. We know
that the constant term of a polynomial is the product of its roots. Here
the constant term is -4. Its factors are ±1, ±2, ±4. First we will try
whether −1 is a root.
We use the following steps:
polynomial.
Strictly for University Departments only 6
1 −5 8 −4
−1 −1 6 − 14
1 −6 14 − 18
1 −5 8 −4
−1 −1 6 − 14
1 −6 14 − 18
The last number below the horizontal line is always the remainder! The
remainder in this case is −18. That means λ = −1 is not a root of the
cubic equation λ3 − 5λ2 + 8λ − 4 = 0.
Now let us try whether 1 is a root of λ3 − 5λ2 + 8λ − 4 = 0 using
synthetic division.
1 −5 8 −4
1 1 −4 4
1 −4 4 0
a11 a12 a13
For a 3 × 3 matrix A = a21 a22 a23 , the characteristic equation
a31 a32 a33
|A − λI| = 0, without expanding the determinant, can be written as
λ2 − 3λ − 10 = (λ − 5)(λ + 2).
Therefore, the roots of the characteristic equation are λ = 5, −2.
Therefore the eigen values of A are λ = 5, −2.
1 2 2
Example 2. Find the eigen values of the matrix A = 0 2 1 .
−1 2 2
1 −5 8 −4
1 1 −4 4
1 −4 4 0
The other two roots are 2, 2. Therefore the eigen values of A are
λ = 1, 2, 2.
x1
x2
A non-zero solution X = ... of the system (A − λI)X = 0nx1 is
xn
called eigen vector of A corresponding to an eigen-value λ of A.
The problem of finding the eigen values and eigen vectors of a matrix A is
called an eigen value problem.
xn yn
linearly independent if they do not lie on the same line passing through
the origin or equivalently one is not a constant multiple of the other. If
they are not linearly independent, they are said to be
linearly dependent.
2 −4
Example: Consider the vectors X = Y = and
3 11
−2/3
Z= in R2 .
−1
The vectors X and Y are linearly independent since they are not a
constant multiple of each other.
Strictly for University Departments only 19
The vectors Y and Z are linearly independent.
1
The vectors X and Z are linearly dependent since Z = − X or
3
X = −3Z.
Geometrically, the vectors X and Z lie on the same line passing
through the origin in R2 but Y lies on a different line passing through
the origin.
Similarly, three vectors X1 , X2 , X3 in Rn are said to be linearly
independent if they do not lie on the same line or on the same plane
passing through the origin. i.e. they should lie in a three dimensional
space. In particular we cannot write X1 = a1 X2 + a2 X3 or
X2 = b1 X1 + b2 X3 or X3 = c1 X1 + c2 X2 for some constants
a1 , a2 , b1 , b2 , c1 , c2 , with atleast one of the ai ’s, bi ’s and ci ’s non-zero.
Example
3. Find the eigen
values and eigen vectors of the matrix
3 −1 1
A = −1 5 −1 .
1 −1 3
3 − λ −1 1
−1 5 − λ −1 =0
1 −1 3 − λ
i.e. λ3 − 11λ2 + 36λ − 36 = 0 is the characteristic equation of A..
1 − 11 36 − 36
2 2 − 18 36
1 −9 18 0
3 − λ −1 1 x1 0
−1 5 − λ −1 x2 = 0 (1)
1 −1 3 − λ x3 0
When λ = 2 in (1), we have the following system of equations:
Equations (2) and (4) are the same. Therefore, from equations (2) and
(3) we have
x1 x2 x3
= =
1−3 −(−1 + 1) 3−1
or
x1 x2 x3
= =
−2 0 2
or
x1 x2 x3
= =
−1 0 1
−x2 + x3 = 0 (5)
−x1 + 2x2 − x3 = 0 (6)
x1 − x2 = 0 (7)
−3x1 − x2 + x3 = 0 (8)
x1 + x2 + x3 = 0 (9)
x1 − x2 − 3x3 = 0 (10)
As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations (8)
and (9) we have
x1 x2 x3
= =
(−1 − 1) −(−3 − 1) −3 + 1
Example
4. Find the
eigen values and eigen vectors of the matrix
−2 2 −3
A= 2 1 −6 .
−1 −2 0
−2 − λ 2 −3
2 1 − λ −6 = 0
−1 −2 −λ
3 2
i.e. λ + λ − 21λ − 45 = 0 is the characteristic equation of A..
1 1 − 21 − 45
5 5 30 45
1 6 9 0
As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations
(12) and (13) we have
x1 x2 x3
= =
−12 − 12 −(42 + 6) 28 − 4
or
x1 x2 x3
= =
−24 −48 24
or
x1 x2 x3
= =
1 2 −1
Note: In this case we are able to find two linearly independent eigen
vectors corresponding to the eigen value λ = −3, which is repeated two
times.
In the next example we will see that this is not the case always.
Example
5. Find the eigen values and eigen vectors of the matrix
1 2 2
A = 0 2 1 .
−1 2 2
Solution: Step 1: The characteristic equation of A is |A − λI| = 0.
1−λ 2 2
0 2−λ 1 = 0 i.e. λ3 − 5λ2 + 8λ − 4 = 0 is the
−1 2 2−λ
characteristic equation of A..
Step 2: The eigen values of A (roots of this characteristic equation) are
λ = 1, 2, 2.
x1 = x2 = −x3 .
Choose x3 = 1.
−1
Then an eigen vector corresponding to the eigen value λ = 1 is −1.
1
Note: In this case we are able to find only one linearly independent
eigen vector corresponding to the eigen value 2, which is repeated two
times.
1. (c)
2. (c)
Contents
Properties
Examples
Practice Problems and MCQs
1. Transpose: Any square matrix A and its transpose AT have the same
eigen values.
|AT − λI| = 0
2. Triangular matrix: The eigen values of a triangular matrix are just the
diagonal elements of the matrix.
a11 a12 ... a1n
0 a22 ... a2n
Proof: Let A = ... ... ...
be an upper triangular matrix.
...
0 0 ... ann
Then, expanding the determinant |A − λI| along the first column, we get
|A − λI| = (a11 − λ)(a22 − λ) · · · (ann − λ). Therefore, from
|A − λI| = 0, we see that the eigen values of A are λ = a11 , a22 , ..., ann .
AX = λX
=⇒ A2 X = λX =⇒ A(AX) = A(λX) = λX
=⇒ λ2 X = λX =⇒ (λ2 − λ)X = 0
Since X 6= 0, we have λ2 − λ = 0.
Therefore, either λ = 0 or λ = 1.
Strictly for University Departments only 53
Powers of A
2 3 −2
Example 2. Given A = −2 1 1 find the sum and product of the
1 0 2
eigen values of A.
AX = λX.
Suppose A−1 exists. Then, pre-multiplying both the sides of the above
equation by A−1 , we get
8. Similar matrices: Similar matrices have the same set of eigen values.
Proof: Let A and B be similar matrices. Then B = P −1 AP for a
non-singular matrix P.
The characteristic polynomial of B is |B − λI| = |P −1 AP − λI|
= |P −1 AP − P −1 (λI)P | = |P −1 (A − λI)P | = |P −1 ||A − λI||P |
= |A − λI|
which is the characteristic polynomial of A. Therefore, A and B have the
same eigen values.
8 −4
Example 3: Given A = find the eigen values of A−1 .
2 2
8 −2 1
Example 4. If A = 0 0 11, find the eigen values of (i) A3 , (ii)
0 0 9
A−1 , if A−1 exists.
Solution: A is a triangular matrix. Therefore the eigen values of A are
the principal diagonal elements, namely 8, 0, 9.
The eigen values of A3 are 83 , 0, 93 .
|A|
This proves that is an eigen value of adj A.
λ
xn yn
be orthogonal, if their dot product is zero.
i.e. if X · Y = x1 y1 + x2 y2+ ...+ xn yn = 0 or
y1
y2
X T Y = x1 x2 .. xn
.. = 0.
yn
2 1
Example: X = −1 and Y = 4 are orthogonal in R3 as
2 1
X · Y = 2 · 1 + (−1) · 4 + 2 · 1 = 0.
=⇒ (λ2 − λ1 )X1T X2 = 0
2 1
1. If A = find the eigen values of A8 , 15A, A−1 .
1 2
3 8 −2
2. If A = 0 −1 11 find the sum of the squares of the eigenvalues
0 0 6
of A.
3. If
the product of the
two eigen values of the matrix
6 −2 2
A = −2 3
−1 is 16, find the third eigen value.
2 −1 3
1. (b)
2. (c)
3. (b)
Contents
Cayley-Hamilton Theorem
I Verification of Cayley-Hamilton theorem
Applications
I Finding the inverse of a matrix
I Finding the polynomial expressions in A
Examples
Practice Problems and MCQs
By Cayley-Hamilton theorem
(−1)n An + k1 An−1 + ..... + kn−1 A + kn In = 0. Therefore
P (A) = Remainder, which is a polynomial in A of degree atmost (n − 1).
This makes the computation of P (A) very simple.
Strictly for University Departments only 76
Examples
Example
1: Verify
Cayley Hamilton theorem for the matrix
2 5
A= and hence find A−1 .
1 −3
Solution:
The characteristic equation of A is |A − λI| = 0
2−λ 5
=0
1 −3 − λ
A3 − 3A2 − A + 9I = 0 (26)
A3 = 3A2 + A − 9I
A4 = 3A3 + A2 − 9A
4 −9 21 4 −3 6 9 0 27
A4 = 3 11 −2 11 + 3 2 4 − 18 9 −9
1 −7 7 0 −2 5 9 −9 9
12 + 4 − 9 −27 − 3 63 + 6 − 27
= 33 + 3 − 18 −6 + 2 − 9 33 + 4 + 9
3−9 −21 − 2 + 9 21 + 5 − 9
7 −30 42
=⇒ A4 = 18 −13 46
−6 −14 17
Strictly for University Departments only 82
Example
3: Using Cayley-Hamilton
theorem determine A−1 , A−2 , A−3 if
4 6 6
A= 1 3 2 .
−1 −4 −3
Solution:
The characteristic equation of A is |A − λI| = 0
4−λ 6 6
1 3−λ 2 =0
−1 −4 −3 − λ
λ3 − (sum of the diagonal elements of A)λ2 +
(sum of the minors of the diagonal elements)λ − |A| = 0
λ3 − (4 + 3 − 3)λ2 + (−1 − 6 + 6)λ − (−4) = 0
or λ3 − 4λ2 − λ + 4 = 0
By Cayley Hamilton theorem A satisfies A3 − 4A2 − A + 4I = 0
1−λ 4
=0
3 2−λ
(1 − λ)(2 − λ) − 12 = 0
λ2 − 3λ − 10 = 0
Now,
2 1 4 1 4 13 12
A = =
3 2 3 2 9 16
We obtain
1 1 3
1. Find the characteristic equation of the matrix A = 1 3 −3
−2 −4 −4
and hence find its inverse.
2 1 1
2. Find the characteristic equation of the matrix A = 0 1 0 and
1 1 2
−1
hence compute A . Also find the matrix represented by
A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I.
1. (d)
2. (c)
Contents
Similarity transformation
Diagonalization process
Application: Finding powers of a matrix using
diagonalization
Examples
Practice Problems and MCQ’s
eigen vectors and the sequence of the eigen vectors are fixed, then
This is the only linearly independent eigen vector (upto scalar multiples)
corresponding to the repeated eigen value λ = 2.
Therefore, in this case we are able to find only two linearly independent
eigen vectors in total.
Since we do not have three linearly independent eigen vectors for A,
A is not diagonalizable .
P −1 AP = D
Then
(P −1 AP )2 = D2
P −1 A(P P −1 )AP = D2
P −1 A2 P = D2 .
Similarly, P −1 A3 P = D3
In general, P −1 Am P = Dm
0 0 0 ... λm n
4−λ 1
=0
2 3−λ
(4 − λ)(3 − λ) − 2 = 0
i.e., (λ − 2)(λ − 5) = 0
2x1 + x2 = 0
x2 = −2x1
Take x1 = 1, then x2 = −2.
1
Hence X1 = is an eigen vector of A corresponding to
−2
the eigen value λ = 2.
−x1 + x2 = 0
x2 = x1
We take x1 = 1 so that x2 = 1.
1
Then X2 = is an eigen vector of A corresponding to the
1
eigen value λ = 5.
Hence the modal matrix is
1 1
P = [X1 X2 ] = .
−2 1
26 0
6 6 −1 1 1 1 1 −1
A = PD P =
0 56
−2 13 2 1
6 1 64 15625 1 −1
A =
3 −128 15625 2 1
1 31314 15561
=
3 31122 15753
6 10438 5187
∴A =
10374 5251
2x1 + 6x2 + x3 = 0
x1 + 3x2 + 0 = 0
4x3 = 0
=⇒ x3 = 0 and x1 = −3x2
Take x2 = 1. Then x1 = −3.
−3
The vector X1 = 1 is an eigen vector corresponding to the
0
eigen-value λ = −1 of A.
−2x1 + 6x2 + x3 = 0
x1 − x2 = 0
=⇒ x1 = x2 ;
and x3 = −4x2
Take x1 = 1. Then x2 = 1 and x3 = −4
1
The vector X2 = 1 is an eigen vector corresponding to the
−4
eigen-value λ = 3.
−3x1 + 6x2 + x3 = 0
x1 − 2x2 = 0
−x3 = 0
=⇒ x3 = 0
and x1 = 2x2
Take x2 = 1 so that x1 = 2. We have x3 = 0.
2
The vector X3 = 1 is an eigen vector corresponding to the eigen
0
value λ = 4.
Step 5: To find A8 .
Since P −1 AP = D, we have A = P DP −1 .
Therefore, A8 = P D8 P −1 .
Since the determinant of the coefficient matrix is zero, at the most only
two of these equations are linearly independent. Therefore, from equations
(2) and (3) we have
x1 x2 x3
= =
2+2 −(−3 − 1) 6−2
or
x1 x2 x3
= =
4 4 4
or
x1 x2 x3
= =
1 1 1
x1 + 2x2 + x3 = 0 (31)
x1 + 2x2 + x3 = 0 (32)
x1 + 2x2 + x3 = 0 (33)
x1 + 2x2 + x3 = 0 (34)
Consider
1/4 1/2 1/4 2 2 1 1 −1 −2
P −1 AP = −1/4 −1/2 3/4 1 3 1 1 0 1
−1/4 1/2 −1/4 1 2 2 1 1 0
5 0 0
= 0 1 0 = D.
0 0 1
1. (b)
2. (b)
Contents
Preliminaries. Orthogonal vectors
Orthogonal reduction / diagonalization using an
orthogonal matrix
Examples
Practice Problems and MCQ’s
As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations
(6) and (7) we have
x1 x2 x3
= =
(−4 − 1) −(−2 − 3) 1−6
or
x1 x2 x3
= =
−5 5 −5
or
x1 x2 x3
= =
1 −1 1
As the determinant of the coefficient matrix is zero, at the most only two
of these equations are linearly independent. Therefore, from equations
(9) and (10) we have
x1 x2 x3
= =
(5 − 1) −(−5 − 3) 1+3
which is a diagonal matrix whose diagonal entries are the eigen values of
A. Thus we have diagonalized A using an orthogonal matrix P .
x1 − x2 + x3 = 0. (52)
which is a diagonal matrix whose diagonal entries are the eigen values of
A. Thus we have diagonalized A using an orthogonal matrix P .
2. If P is orthogonal then P −1 is
(a) P
(b) P T
(c) P −1 does not exist
(d) None of the above
1. (b)
2. (b)
Contents
Quadratic forms and symmetric matrices
Orthogonal reduction of a quadratic form to its
canonical form
Rank, index, signature and nature of a quadratic form
Examples
Practice Problems and MCQs
X n
n X n X
X n
bij xi xj = aij xi xj .
j=1 i=1 j=1 i=1
xn
xn
a11 a12 ... a1n x1
a21 a22 ... a2n x2
X T AX = (x1 x2 . . . xn ) .
.. .. .. ..
.. . . . .
an1 an2 · · · ann xn
n X
X n Xn Xn
= aij xi xj = bij xi xj
j=1 i=1 j=1 i=1
is a quadratic form.
Strictly for University Departments only 163
Here the coefficient bii of x2i is aii , for i = 1, 2, ..., n.
a11 x21 +a22 x22 +· · ·+ann x2n +2a12 x1 x2 +2a13 x1 x3 +· · ·+2a(n−1)n xn−1 xn .
xn
Consider the quadratic form
n X
X n
T
X AX = aij xi xj .
j=1 i=1
Quadratic form
(in x1 , x2 , . . . , xn ) −→ real symmetric matrix A
↓ orthogonal reduction
1/3 2/3 2/3 8 −6 2 1/3 2/3 2/3
= 2/3
1/3 −2/3−6 7 −4 2/3 1/3 −2/3
2/3 −2/3 1/3 2 −4 3 2/3 −2/3 1/3
0 0 0
=0 3 0 =D
0 0 15
X T AX = X T P DP T X = (P T X)T DP T X
y1
Let Y = y2 = P T X
y
3
y1 1/3 2/3 2/3 x1
Y = y2 = 2/3 1/3 −2/3 x2
y3 2/3 −2/3 1/3 x3
Then
0 0 0 y1
X T AX = Y T DY = (y1 y2 y3 ) 0 3 0 y2 = 0y12 + 3y22 + 15y32
0 0 15 y3
y1 = x1 /3 + 2x2 /3 + 2x3 /3
y2 = 2x1 /3 + x2 /3 − 2x3 /3
y3 = 2x1 /3 − 2x2 /3 + x3 /3.
Solution:
Step 1:
The real symmetric matrix of the quadratic form is
2 0 4
A= 0 6 0
4 0 2
Step 2: The characteristic equation of A is |A − λI| = 0.
2−λ 0 4
0 6−λ 0 =0
4 0 2−λ
i.e. λ3 − 10λ2 + 12λ + 72 = 0
Consider
−1
√1
√1 0 √ √1 0
2 0 4
√12 2
√1 0
2 2
P T AP = 0 6 0 0 0 1
2 2
−1 √1
0 1 0 4 0 2 √
2 2
0
x2 = y3
x3 = √1 (−y1 + y2 ).
2
1 − λ −2 2
−2 1 − λ −2 =0
2 −2 1 − λ
The characteristic equation of A is λ3 − 3λ2 − 9λ − 5 = 0
The eigen values of A are λ = −1, −1, 5.
x1 − x2 + x3 = 0
x y z
= =
−1 1 2
√ √ √
1/ √3 1/√2 −1/√ 6
P =−1/√ 3 1/ 2 1/√ 6
1/ 3 0 2/ 6
P is orthogonal. P P T = I implies P −1 = P T
Consider
√1 −1 √1 √1 √1 −1
√ √
3 3 3 1 −2 2 3 2 6
√1 √1 −1 √1 √1
P T AP = 2 2
0 −2 1 −2 √3 2 6
−1 √1 √2 2 −2 1 √1 1
√
6 6 6 3
0 √
6
1. Reduce the quadratic form 6x21 + 3x22 + 3x23 − 4x1 x2 − 2x2 x3 + 4x3 x1
into its canonical form .
1. (a)
2. (a)
3. (d)