Linear Algebra - Quadratic Forms
Linear Algebra - Quadratic Forms
Telecommunication Engineering
FH2021
Engineering Mathematics IV
Course Outcome
At the end of the topic, student should be able to Reduce the Quadratic form to a canonical form using congruent and
orthogonal transformations
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Mr. Ashwin Chavan | Quadratic forms
Homogeneous polynomial of second degree in N variables is called a quadratic form
1. 𝑎𝑥 2 + 𝑏𝑦 2 + 2𝑐𝑥𝑦
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Mr. Ashwin Chavan | Quadratic forms
Homogeneous polynomial of second degree in N variables is called a quadratic form
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Mr. Ashwin Chavan | Quadratic forms
Homogeneous polynomial of second degree in N variables is called a quadratic form
1. Express 2𝑥12 − 3𝑥22 + 4𝑥32 + 𝑥42 − 2𝑥1 𝑥2 + 3𝑥1 𝑥3 − 4𝑥1 𝑥4 − 5𝑥2 𝑥3 + 6𝑥2 𝑥4 + 𝑥3 𝑥4 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑓𝑜𝑟𝑚
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Mr. Ashwin Chavan | Quadratic forms
Linear Transformation of a Quadratic Form
Example: Express each of the following transformations
𝑥1 = 2𝑦1 − 3𝑦2 , 𝑥2 = 4𝑦1 + 𝑦2 𝑎𝑛𝑑 𝑦1 = 𝑧1 − 2𝑧2 , 𝑦2 = 2𝑧1 + 3𝑧2
In the form and find the composite transformation which expresses 𝑥1 𝑎𝑛𝑑 𝑥2 𝑖𝑛 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 𝑧1 𝑎𝑛𝑑 𝑧2
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Mr. Ashwin Chavan | Quadratic forms
Linear Transformation of a Quadratic Form
Consider the quadratic form 𝑋 ′ 𝐴𝑋, and the non singular transformation 𝑋 = 𝑃𝑌. [A is symmetric]
Congruence of a Square Matrix: A square matrix B of order n is said to be congruent to another square
matrix A of the same order, if there exists a non-singular matrix P such that 𝐵 = 𝑃’𝐴𝑃
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Mr. Ashwin Chavan | Quadratic forms
Example 01: Reduce the following quadratic form to a diagonal form through congruent transformation ;
6𝑥12 + 3𝑥22 + 3𝑥32 − 4𝑥1 𝑥2 + 4𝑥1 𝑥3 − 2𝑥2 𝑥3 [Find diagonal matrix=P’AP]
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Mr. Ashwin Chavan | Quadratic forms
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Mr. Ashwin Chavan | Quadratic forms
Example 02: Reduce the following quadratic form to a diagonal form through congruent transformation ;
6𝑥12 + 3𝑥22 + 14𝑥32 + 4𝑥1 𝑥2 + 18𝑥1 𝑥3 + 4𝑥2 𝑥3 [Find diagonal matrix=P’AP]
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Mr. Ashwin Chavan | Quadratic forms
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Mr. Ashwin Chavan | Quadratic forms
Rank, Index, Signature and Value class
• Rank (r): Number of non zero rows in B matrix is the rank of given quadratic form matrix
• Index (s): Number of positive square in 𝑌 ′𝐵𝑌 is called Index
• Signature: Let s be the number of positive squares then 𝑟 − 𝑠 will be the number of
negative squares. Then difference between positive and negative squares is called
signature of the quadratic form: 𝑆𝑖𝑔𝑛𝑎𝑟𝑢𝑟𝑒 = 𝑠 − 𝑟 − 𝑠 = 2𝑠 − 𝑟
• Value Class: 1) Positive definite: If all squared term of 𝑌 ′𝐵𝑌 are positive
2) Negative definite: If all squared term of 𝑌 ′𝐵𝑌 are negative
3) Positive semi definite: If all squared term of 𝑌 ′𝐵𝑌 are either positive or zero
4) Negative semi definite: If all squared term of 𝑌 ′𝐵𝑌 are either Negative or zero
5) Indefinite: Otherwise
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Mr. Ashwin Chavan | Quadratic forms
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Mr. Ashwin Chavan | Quadratic forms
Ex.02: Reduce the following quadratic form 21𝑥12 + 11𝑥22 + 2𝑥32 − 8𝑥2 𝑥3 + 12𝑥3 𝑥1 − 30𝑥1 𝑥2 to normal
form / canonical form through congruent transformations. Also find its rank, signature, Also show that it is
positive semi definite. Find the non zero set of values of 𝑥1 , 𝑥2 𝑎𝑛𝑑 𝑥3 which will make quadratic form zero.
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Mr. Ashwin Chavan | Quadratic forms
Ex.02: Reduce the following quadratic form 21𝑥12 + 11𝑥22 + 2𝑥32 − 8𝑥2 𝑥3 + 12𝑥3 𝑥1 − 30𝑥1 𝑥2 to normal
form / canonical form through congruent transformations. Also find its rank, signature, Also show that it is
positive semi definite. Find the non zero set of values of 𝑥1 , 𝑥2 𝑎𝑛𝑑 𝑥3 which will make quadratic form zero.
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Mr. Ashwin Chavan | Quadratic forms
Ex.03: Reduce the following quadratic form 𝑥12 + 2𝑥22 + 3𝑥32 + 2𝑥2 𝑥3 − 2𝑥3 𝑥1 + 2𝑥1 𝑥2 to indefinite form.
Also find its rank, signature,
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Mr. Ashwin Chavan | Quadratic forms
Ex.03: Reduce the following quadratic form 𝑥12 + 2𝑥22 + 3𝑥32 + 2𝑥2 𝑥3 − 2𝑥3 𝑥1 + 2𝑥1 𝑥2 to indefinite form.
Also find its rank, signature.
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Mr. Ashwin Chavan | Quadratic forms
Ex.04: Reduce the following quadratic form 𝑥 2 − 2𝑦 2 + 10𝑧 2 − 10𝑥𝑦 + 4𝑥𝑧 − 2𝑦𝑧, to canonical form. Also
find its rank, signature, index and value class.
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Mr. Ashwin Chavan | Quadratic forms
Ex.04: Reduce the following quadratic form 𝑥 2 − 2𝑦 2 + 10𝑧 2 − 10𝑥𝑦 + 4𝑥𝑧 − 2𝑦𝑧, to canonical form. Also
find its rank, signature, index and value class.
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Mr. Ashwin Chavan | Quadratic forms
Singular Value Decomposition [SVD]
1. 𝐹𝑖𝑛𝑑 𝐴’𝐴
2. Find Eigen values of 𝐴’𝐴
3. Arrange them in descending order, find their square roots and denote them by
𝜎1 𝑎𝑛𝑑 𝜎2 and find diagonal matrix D with them
4. Find Eigen vectors of 𝐴’𝐴, call them
𝑣1 𝑎𝑛𝑑 𝑣2 . 𝑁𝑜𝑡𝑒 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒𝑦 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.
5. Normalise 𝑣1 𝑎𝑛𝑑 𝑣2 by dividing by their norms. And find the matrix 𝑉 =
[𝑣1 , 𝑣2 ]
1 1
6. To find 𝑈 = 𝑢1 , 𝑢2 , 𝑓𝑖𝑛𝑑 𝑢1 = 𝐴𝑣1 , 𝑢2 = 𝐴𝑣2
𝜎1 𝜎2
7. Then A can be expressed as 𝐴 = 𝑈𝐷𝑉′
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Mr. Ashwin Chavan | Quadratic forms
4 4
Ex.01: Find Singular value decomposition of 𝐴 =
−3 3
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Mr. Ashwin Chavan | Quadratic forms
4 4
Ex.01: Find Singular value decomposition of 𝐴 =
−3 3
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Mr. Ashwin Chavan | Quadratic forms
2 3
Ex.02: Find Singular value decomposition of 𝐴 =
0 2
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Mr. Ashwin Chavan | Quadratic forms
2 3
Ex.02: Find Singular value decomposition of 𝐴 =
0 2
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Mr. Ashwin Chavan | Quadratic forms
1 1
Ex.03: Find Singular value decomposition of 𝐴 = 1 1
1 −1
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Mr. Ashwin Chavan | Quadratic forms
1 1
Ex.03: Find Singular value decomposition of 𝐴 = 1 1
1 −1
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Mr. Ashwin Chavan | Quadratic forms