Kamrul Sir Lecture-11-17 Matrix.
Kamrul Sir Lecture-11-17 Matrix.
Lecture: 11-17
Some Types of Matrix
Matrix: A rectangular array of numbers enclosed by a pair of 1 st or 3rd bracket and subject to certain rules of
operations is called a matrix.
2 3 5
Example: A=[ ] is a matrix.
1 −1 4
Square matrix: A matrix A=[𝑎𝑖𝑗 ] is called a square matrix if the number of row = number of column i,e. i=j.
1 2
Example: A=[ ] is a 2 × 2 square matrix
3 4
Unit/ Identity matrix: A square matrix A all of whose non-diagonal elements are zero and also all the
diagonal elements are unity is called a unity/ identity matrix and it is denoted by I.
1 0
Example: I=[ ] is a 2 × 2 unit matrix.
0 1
Diagonal matrix: A square matrix A is said to be a diagonal matrix if all its non-diagonal elements are zero.
3 0
Example: A=[ ] is a 2 × 2 diagonal matrix.
0 4
Scalar matrix: A diagonal matrix whose all the diagonal elements are equal is called a scalar matrix.
3 0
Example: A=[ ] is a 2 × 2 scalar matrix
0 3
Zero/Null matrix: A matrix whose all the elements are zero is called a zero/null matrix.
0 0
Example: A=[ ]is a 2 × 2 zero matrix.
0 0
Commutative matrix: Two square matrices A and B are said to be commutative if AB = BA.
1 −2 3 2
Example: A=[ ], B = [ ] are 2 × 2 commutative matrices.
−1 3 1 1
Anti-commutative matrix: Two square matrices A and B are said to be anti-commutative if AB = - BA.
Upper triangular matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be upper triangular matrix if. i > j be zero.
𝑎11 𝑎12 𝑎13
Example: A=[ 0 𝑎22 𝑎23 ]is a 3 × 3 upper triangular matrix.
0 0 𝑎33
Lower triangular matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be lower triangular matrix if. i < j be zero.
𝑎11 0 0
Example: A=[𝑎21 𝑎22 0 ]is a 3 × 3 lower triangular matrix.
𝑎31 𝑎32 𝑎33
Idempotent matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be idempotent matrix if. A2 = A.
1 0
Example: A=[ ]is a 2 × 2 idempotent matrix.
0 1
Involuntary matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be involuntary matrix if. A2 = I.
1 2
Example: A=[ ]is a 2 × 2 involuntary matrix.
0 −1
Transpose of a matrix: Let A=[𝑎𝑖𝑗 ] be an 𝑚 × 𝑛matrix. If we interchange row by column and column by
row, then we obtain an 𝑛 × 𝑚matrix. This matrix is called the transpose matrix of A and it is denoted by 𝐴′.
ME/Math 1221 (MHU) 2
1 2 3 1 4 7
Example: if A=[4 5 6] then 𝐴′= [2 5 8] .
7 8 9 3 6 9
Symmetric matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be symmetric matrix if 𝐴′ = 𝐴
i,e. 𝑎𝑖𝑗 = 𝑎𝑗𝑖 for all i and j
1 2 3
Example: A=[2 4 6]is a 3 × 3 symmetric matrix.
3 6 9
Skew symmetric matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be skew symmetric matrix if 𝐴′ = −𝐴
i,e. 𝑎𝑖𝑗 = −𝑎𝑗𝑖 for all i and j.
0 −2 3
Example: A=[ 2 0 4]is a 3 × 3 skew symmetric matrix.
−3 −4 0
̅ = 𝐴.
Hermitian matrix: A square matrix A=[𝑎𝑖𝑗 ] is called hermitian matrix if 𝐴′
1 1−𝑖 2
Example: A=[1 + 𝑖 3 𝑖 ]is a 3 × 3 hermitian matrix.
2 −𝑖 0
̅ = −𝐴.
Skew hermitian matrix: A square matrix A=[𝑎𝑖𝑗 ] is called skew hermitian matrix if 𝐴′
0 1−𝑖 2
Example: A=[−1 − 𝑖 0 𝑖 ]is a 3 × 3 skew hermitian matrix.
−2 𝑖 0
Conjugates of a matrix: Let A=[𝑎𝑖𝑗 ] be a matrix with complex number, then the matrix form by the
conjugates of the elements is called the Conjugates of the matrix A and it is denoted by 𝐴̅.
1 + 2𝑖 3𝑖 1 − 2𝑖 −3𝑖
Example: If A=[ ] then 𝐴̅= [ ].
3𝑖 2 − 3𝑖 −3𝑖 2 + 3𝑖
Orthogonal matrix: A square matrix A=[𝑎𝑖𝑗 ] is called orthogonal matrix if 𝐴′𝐴 = 𝐼.
𝑐𝑜𝑠 𝜃 𝑠𝑖𝑛 𝜃
Example: A=[ ] is orthogonal matrix.
− 𝑠𝑖𝑛 𝜃 𝑐𝑜𝑠 𝜃
̅ 𝐴 = 𝐼.
Unitary matrix: A square matrix A=[𝑎𝑖𝑗 ] is said to be unitary matrix if 𝐴′
1+𝑖 −1+𝑖
2 2
Example: A=[1+𝑖 1−𝑖
]is a unitary matrix.
2 2
Trace of a matrix : The sum of the diagonal elements of square matrix is called trace of matrix.
Let 𝐴 = [𝑎𝑖𝑗 ] be a square matrix of order n, then the trace of 𝐴 = ∑𝑛𝑖=1 𝑎𝑖𝑖 = 𝑎11 + 𝑎22 + ⋯ ⋯ + 𝑎𝑛𝑛 .
Theorem-1: Show that the matrix multiplication is associative.
Or, Assuming that A, B, C, are conferrable for products, then prove that 𝑨(𝑩𝑪) = (𝑨𝑩)𝑪.
Proof: Let, A=[𝑎𝑖𝑗 ] be of order 𝑚 × 𝑛, 𝐵 = [𝑏𝑗𝑘 ] be of order 𝑛 × 𝑝 and 𝐶 = [𝑐𝑘𝑟 ] be of order 𝑝 × 𝑞.
Now, 𝐴𝐵 = [𝑎𝑖𝑗 ][𝑏𝑗𝑘 ] = [𝑑𝑖𝑘 ] (say) where 𝑑𝑖𝑘 = ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 ........................... (i)
Then, (𝐴𝐵)𝐶 = [𝑑𝑖𝑘 ][𝑐𝑘𝑟 ] = [𝑒𝑖𝑟 ] (say) where 𝑒𝑖𝑟 = ∑𝑝𝑘=1 𝑑𝑖𝑘 𝑐𝑘𝑟 = ∑𝑝𝑘=1(∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 )𝑐𝑘𝑟 [from (i)]
i,e; (i,r) th element of (𝐴𝐵)𝐶 = ∑𝑝𝑘=1 ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 𝑐𝑘𝑟 ..................... (ii)
2
ME/Math 1221 (MHU) 3
𝑝
Again 𝐵𝐶 = [𝑏𝑗𝑘 ][𝑐𝑘𝑟 ] = [ℎ𝑗𝑟 ] (say) where ℎ𝑗𝑟 = ∑𝑘=1 𝑏𝑗𝑘 𝑐𝑘𝑟 ........................... (iii)
Then 𝐴(𝐵𝐶 ) = [𝑎𝑖𝑗 ][ℎ𝑗𝑟 ] = [𝑔𝑖𝑟 ] (say) where 𝑔𝑖𝑟 = ∑𝑛𝑗=1 𝑎𝑖𝑗 ℎ𝑗𝑟 = ∑𝑛𝑗=1 𝑎𝑖𝑗 (∑𝑝𝑘=1 𝑏𝑗𝑘 𝑐𝑘𝑟 )
i,e; (i,r) th element of 𝐴(𝐵𝐶) = ∑𝑝𝑘=1 ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 𝑐𝑘𝑟 ............(iv) [Since the summation can be interchanged]
Thus from (ii) and (iv) we get, 𝐴(𝐵𝐶) = (𝐴𝐵)𝐶 which is the condition of associative law.
Hence matrix multiplication is associative (proved).
Theorem-2: The transpose of the product of two matrices is the product reverse order of their transpose.
i, e; (𝑨𝑩)′ = 𝑩′𝑨′.
Proof: Let, A=[𝑎𝑖𝑗 ] be of order 𝑚 × 𝑛 and 𝐵 = [𝑏𝑗𝑘 ] be of order 𝑛 × 𝑝
Now, 𝐴𝐵 = [𝑎𝑖𝑗 ][𝑏𝑗𝑘 ] = [𝑑𝑖𝑘 ] (say) where 𝑑𝑖𝑘 = ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 .............................. (i)
∴ (𝑖, 𝑘 )th element of 𝐴𝐵 = ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘
Now, (𝑘, 𝑖 )th element of ( AB ) = (𝑖, 𝑘 )th element of 𝐴𝐵 = ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 .
𝑎𝑖1
𝑎𝑖2
′
Also, i-th column of 𝐴 = i-th row of 𝐴 = ⋮
⋮
𝑎
( 𝑖𝑛 )
and k-th row of 𝐵′ = k-th column of 𝐵 = (𝑏1𝑘 𝑏2𝑘 ⋯⋯ 𝑏𝑛𝑘 )
𝑎𝑖1
𝑎𝑖2
∴ (𝑘, 𝑖 )th element of 𝐵′𝐴′ = (𝑏1𝑘 𝑏2𝑘 ⋯ ⋯ 𝑏𝑛𝑘 ) ⋮ = 𝑏1𝑘 𝑎𝑖1 + 𝑏2𝑘 𝑎𝑖2 + ⋯ ⋯ + 𝑏𝑛𝑘 𝑎𝑖𝑛
⋮
(𝑎𝑖𝑛 )
= 𝑎𝑖1 𝑏1𝑘 + 𝑎𝑖2 𝑏2𝑘 + ⋯ ⋯ + 𝑎𝑖𝑛 𝑏𝑛𝑘
= ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑏𝑗𝑘 = (𝐴𝐵)′
∴ 𝐵′𝐴′ = (𝐴𝐵)′
Hence (𝐴𝐵)′ = 𝐵′𝐴′ Proved.
Theorem-3: Show that the diagonal elements of a skew symmetric matrix are zero.
Proof: Let, A=[𝑎𝑖𝑗 ] be a skew symmetric matrix. Then by definition we know 𝑎𝑖𝑗 = −𝑎𝑗𝑖 for all i and j.
Since in diagonal elements i = j.
So, 𝑎𝑖𝑖 = −𝑎𝑖𝑖
or, 𝑎𝑖𝑖 + 𝑎𝑖𝑖 = 0
or, 2𝑎𝑖𝑖 = 0
or, 𝑎𝑖𝑖 = 0
Hence the diagonal elements of a skew symmetric matrix are zero. Proved.
ME/Math 1221 (MHU) 4
1 2 3
Example-1: Find the adjoint matrix of 𝐴 = [2 3 2].
3 3 4
1 2 3
Solution: We have, 𝐴 = [2 3 2]
3 3 4
3 2
Cofactor of 𝛼11 = (−1)1+1 | | = 12 − 6 = 6
3 4
2 2
Cofactor of 𝛼12 = (−1)1+2 | | = −(8 − 6) = −2
3 4
2 3
Cofactor of 𝛼13 = (−1)1+3 | | = 6 − 9 = −3
3 3
2 3
Cofactor of 𝛼21 = (−1)2+1 | | = −(8 − 9) = 1
3 4
1 3
Cofactor of 𝛼22 = (−1)4 | | = 4 − 9 = −5
3 4
1 2
Cofactor of 𝛼23 = (−1)5 | | = −(3 − 6) = 3
3 3
2 3
Cofactor of 𝛼31 = (−1)4 | | = 4 − 9 = −5
3 2
1 3
Cofactor of 𝛼32 = (−1)5 | | = −(2 − 6) = 4
2 2
1 2
Cofactor of 𝛼33 = (−1)6 | | = 3 − 4 = −1
2 3
𝛼11 𝛼12 𝛼13 6 −2 −3
∴Cofactor matrix of A= [𝛼21 𝛼22 𝛼23 ] = [ 1 −5 3 ]
𝛼31 𝛼32 𝛼33 −5 4 −1
6 1 −5
Hence, adj A= [−2 −5 4 ] Ans.
−3 3 −1
Theorem: For any n-square matrix A, Prove that A.(adj A) = (adj A) A = |𝐴|. 𝐼𝑛 .
Proof: Let A be any n-square matrix
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ME/Math 1221 (MHU) 5
Inverse of a Matrix
Definition: For any n-square non-singular matrix A, the inverse is 𝐴−1 = 𝑎𝑑𝑗𝐴
|𝐴|
.
Singular and non-singular Matrix: Any square matrix A is said to be singular if |𝐴| = 0 and it is said to be
non-singular if |𝐴| ≠ 0.
1 2 −1
Problem-1: Find the inverse of 𝐴 = [−1 1 2 ].
2 −1 1
1 2 −1
Solution: We have, 𝐴 = [−1 1 2]
2 −1 1
1 2 −1
| |
Now, 𝐴 = −1 1| 2 | = 1(1 + 2) + 2(4 + 1) − 1(1 − 2) = 14
2 −1 1
1 2
Cofactor of 𝑎11 = (−1)1+1 | |=1+2= 3
−1 1
−1 2
Cofactor of 𝑎12 = (−1)3 | | = −(−1 − 4) = 5
2 1
−1 1
Cofactor of 𝑎13 = (−1)4 | | = 1 − 2 = −1
2 −1
2 −1
Cofactor of 𝑎21 = (−1)3 | | = −(2 − 1) = −1
−1 1
1 −1
Cofactor of 𝑎22 = (−1)4 | |=3
2 1
1 2
Cofactor of 𝑎23 = (−1)5 | |=5
2 −1
2 −1
Cofactor of 𝑎31 = (−1)4 | |=5
1 2
1 −1
Cofactor of 𝑎32 = (−1)5 | | = −1
−1 2
1 2
Cofactor of 𝑎33 = (−1)6 | | = 1+2 = 3
−1 1
3 5 −1
∴ Cofactor matrix =[−1 3 5]
5 −1 3
3 −1 5
∴ adj A =[ 5 3 −1]
−1 5 3
3 −1 5
3 −1 5 14 14 14
−1 𝑎𝑑𝑗𝐴 1 5 3 −1
Hence 𝐴 = |𝐴|
= 14 [ 5 3 −1] = 14 14 14
Ans.
−1 5 3 −1 5 3
[ 14 14 14 ]
1 −1 1
H.W. Problem-2: If 𝐴 = [2 −1 0]then find 𝐴2and show that 𝐴2 = 𝐴−1 .
1 0 0
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ME/Math 1221 (MHU) 7
Rank of a Matrix
Definition: The rank of a matrix A is said to be r if
(i) Every minor of A of order r+1 is zero.
(ii) There is at least one minor of A of order r does not zero.
and it is denoted by 𝜌(𝐴) = 𝑟.
Note: The rank of a null matrix is zero.
Methods for determination of rank: We can find the rank of a matrix by the following methods generally
(i) By the help of minor.
(ii) By reducing the given matrix to canonical/ Normal form.
(iii) By reducing the matrix to Echelon form.
1 2 3
Problem-1: Find the rank of 𝐴 = [2 3 4].
3 5 7
1 2 3
Solution: We have, 𝐴 = [2 3 4]
3 5 7
1 2 3
Minor of order 3 is = |2 3 4| = 0
3 5 7
1 2
Minor of order 2 is = | | = −1 ≠ 0
2 3
Hence the required rank is 𝜌(𝐴) = 2.
1 3 4
Problem-2: Find the rank of 𝐴 = [ ].
2 6 8
1 3 4
Solution: We have, 𝐴 = [ ]
2 6 8
We can form square sub-matrices of order 1, 2.
1 3 3 4 1 4
Minor of order 2 are: | | = 0, | | = 0, | |=0
2 6 6 8 2 8
Minor of order 1 are: |1| = 1 ≠ 0,
Hence the required rank is 𝜌(𝐴) = 1.
Normal form of a matrix: By means of elementary transformations, any matrix A of rank r > 0 can be
𝐼 0
reduced to one of the forms [𝐼𝑟 ], [ 𝑟 ], [𝐼𝑟 0], [𝐼𝑟 ] is called its normal form.
0 0 0
2 3 −1 −1
1 −1 −2 −4
Problem-3: Find the rank of 𝐴 = [ ] by reducing canonical/ Normal form.
3 1 3 −2
6 3 0 −7
2 3 −1 −1
1 −1 −2 −4
Solution: We have, 𝐴 = [ ]
3 1 3 −2
6 3 0 −7
Apply elementary transformation as follows:
2 3 −1 −1 1 −1 −2 −4
1 −1 −2 −4 2 3 −1 −1
𝐴=[ ] R21 [ ]
3 1 3 −2 3 1 3 −2
6 3 0 −7 6 3 0 −7
1 0 0 0 1 0 0 0
2 5 3 7 0 5 3 7
[ ] R21(-2), R31(-3), R41(-6), [ ]
C21(1), C31(2), C41(4) 3 4 9 10 0 4 9 10
6 9 12 17 0 9 12 17
ME/Math 1221 (MHU) 8
1 0 0 0 1 0 0 0
0 5 3 7 0 1 3 7
[ ] C2(1/5) [ ]
R4 = R2+R3- R4 0 4 9 10 0 4⁄5 9 10
0 0 0 0 0 0 0 0
1 0 0 0 1 0 0 0
0 1 0 0 0 1 0 0
[ 4⁄ 33⁄ 22⁄ ] R32(-4/5) [ 33⁄ 22⁄ ]
C32(-3), C42(-7) 0 5 5 5 0 0 5 5
0 0 0 0 0 0 0 0
1 0 0 0 1 0 0 0
0 1 0 0 0 1 0 0 𝐼3 0
[ 22 ] [ ] [ ]
C3 (5/33) 0 0 1 ⁄5 C43(-22/5) 0 0 1 0 0 0
0 0 0 0 0 0 0 0
Which is the required canonical/ Normal form.
Hence the required rank is 𝜌(𝐴) = 3. Ans.
1 −1 3 6
Problem-4: Find the rank of 𝑃 = [1 3 −3 −4] by reducing canonical/ Normal form.
5 3 3 1
1 −1 3 6
Solution: We have, 𝑃 = [1 3 −3 −4]
5 3 3 1
Apply elementary transformation as follows:
1 −1 3 6 1 0 0 0
[1 3 −3 −4] [1 4 −6 −10]
5 3 3 1 C21(1), C31(-3), C41(-6) 5 8 −12 −29
1 0 0 0 1 0 0 0
[0 4 −6 −10] [0 4 −6 −10]
0 8 −12 −29 R32(-2) 0 0 0 −9
R21(-1), R31(-5)
1 0 0 0 1 0 0 0
[0 1 −6 −10] [0 1 0 0 ]
C2(1/4) 0 0 0 −9 C32(6), C42(10), 0 0 0 −9
1 0 0 0 1 0 0 0
[0 1 0 0 ] [0 1 0 0] [𝐼3 0]
0 0 −9 0 C3(-1/9) 0 0 1 0
C34
Which is the required canonical/ Normal form.
Hence the required rank is 𝜌(𝑃) = 3. Ans.
−2 −1 −3 −1
1 2 3 −1
H.W. Problem-5 Find the rank of 𝐴 = [ ] by reducing canonical/ Normal form. Ans. 2
1 0 1 1
0 1 1 −1
1 0 2 1
0 1 −2 1
H.W. Problem-6 Find the rank of 𝑃 = [ ] by reducing canonical/ Normal form. Ans. 3
1 −1 4 0
2 2 8 0
3 −2 0 1
0 2 2 1
H.W. Problem-7 Find the rank of 𝐴 = [ ] by reducing canonical/ Normal form. Ans. 4
1 −2 −3 2
0 1 2 1
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ME/Math 1221 (MHU) 9
Augmented matrix: The matrix is of the form [𝐴: 𝐵] is called the augmented matrix of the given system of
linear equation 𝐴𝑋 = 𝐵. It is denoted by 𝑨∗
𝑎11 𝑎12 ⋯ ⋯ 𝑎1𝑛 : 𝑏1
𝑎 𝑎22 ⋯ ⋯ 𝑎2𝑛 : 𝑏2
So, 𝑨∗ = [ 21 ].
⋮ ⋮ ⋮ ⋮ ⋮
𝑎𝑚1 𝑎𝑚2 ⋯ ⋯ 𝑎𝑚𝑛 ⋮ 𝑏𝑚
Also, since 𝜌(𝐴) = 𝜌(𝐴∗ ) = 2 <no. of variable, So, the system has infinitely many solutions.
Number of free variables = number of variables – rank =4-2 =2
Let, z and w be the free variable.
For the general solution put z =a and w=b
then from the Echelon form of the matrix we can be written as
𝑥 + 2𝑦 − 3𝑧 + 2𝑤 = 2 .................. (i)
𝑦 − 2𝑧 + 2𝑤 = 1 ...........................(ii)
from Eq. (ii) 𝑦 − 2𝑎 + 2𝑏 = 1
or, 𝑦 = 1 + 2𝑎 − 2𝑏
From Eq.(i) 𝑥 + 2(1 + 2𝑎 − 2𝑏) − 3𝑎 + 2𝑏 = 2
or, 𝑥 = −𝑎 + 2𝑏
Hence the general solution is 𝑥 = −𝑎 + 2𝑏
𝑦 = 1 + 2𝑎 − 2𝑏
𝑧=𝑎
𝑤=𝑏
Problem-2: Solve the following equations by matrix method
2𝑥 + 𝑦 − 2𝑧 = 10
3𝑥 + 2𝑦 + 2𝑧 = 1
5𝑥 + 4𝑦 + 3𝑧 = 4
Solution: The given equations can be written in the form 𝐴𝑋 = 𝐵
2 1 −2 𝑥 10
Where, 𝐴 = [3 2 2 ], 𝑋 = [𝑦] and 𝐵 = [ 1 ]
5 4 3 𝑧 4
R2=R2(2)+R1(-3)
2 1 −2 ∶ 10 2 1 −2 ∶ 10
The augmented matrix A* is 𝑨∗ = [3 2 2∶ 1] [0 1 10 ∶ −28]
5 4 3 ∶ 4 0 3 16 ∶ −42
R3=R3(2)+R1(-5)
R32(-3)
2 1 −2 ∶ 10
[0 1 10 ∶ −28]
0 0 −14 ∶ 42
Since the rank of the matrix A and A* are same. So, the system is consistent and has solution.
Since 𝜌(𝐴) = 𝜌(𝐴∗ ) = 3 =no. of variable, So, the system has unique solution.
then from the Echelon form of the matrix we can be written as
2𝑥 + 𝑦 − 2𝑧 = 10 .................. (i)
𝑦 + 10𝑧 = −28 ...........................(ii)
−14𝑧 = 42 ................................(iii)
from Eq. (iii) 𝑧 = −3
From Eq.(ii) 𝑦 + 10(−3) = −28
or, 𝑦 = 2
From Eq.(i) 2𝑥 + 2 + 6 = 10
or, 𝑥 = 1
Hence the solution is 𝑥 = 1, 𝑦 = 2, 𝑧 = −3 Ans.
1 1 2 1 ∶ 5 1 1 2 1 ∶ 5
The augmented matrix A* is 𝑨∗ = [2 3 −1 −2 ∶ 2] [0 1 −5 −4 ∶ −8 ]
4 5 3 0 ∶ 7 R21(-2) R31(-4) 0 1 −5 −4 ∶ −13
R32(-1) 1 1 2 1 ∶ 5
[0 1 −5 −4 ∶ −8]
0 0 0 0 ∶ −5
Since the rank of the matrix A and A* are not same. So, the system is inconsistent and has no solution.
Problem-4: Determine the condition on a, b and c, so that the system has a solution
𝑥 + 2𝑦 − 3𝑧 = 𝑎
3𝑥 − 𝑦 + 2𝑧 = 𝑏
𝑥 − 5𝑦 + 8𝑧 = 𝑐
Solution: The given equations can be written in the form 𝐴𝑋 = 𝐵
1 2 −3 𝑥 𝑎
Where, 𝐴 = [3 −1 2 ], 𝑋 = [𝑦] and 𝐵 = [𝑏]
1 −5 8 𝑧 𝑐
1 2 −3 : 𝑎 R21(-3) 1 2 −3 : 𝑎
The augmented matrix A* is A∗ = [3 −1 2 : 𝑏] [0 −7 11 : 𝑏 − 3𝑎]
1 −5 8 : 𝑐 R31(-1) 0 −7 11 : 𝑐 − 𝑎
R32(-1) 1 2 −3 : 𝑎
[0 −7 11 : 𝑏 − 3𝑎 ]
0 0 0 : 2𝑎 − 𝑏 + 𝑐
If 2𝑎 − 𝑏 + 𝑐 = 0 then the rank of the matrix A and A* are same. So, the system is consistent and has
solution.
Hence the required condition is 2𝑎 − 𝑏 + 𝑐 = 0.
Problem-5: For what values of 𝜆, the system
𝑥 + 𝑦 + 𝜆𝑧 = 2
3𝑥 + 4𝑦 + 2𝑧 = 𝜆
2𝑥 + 3𝑦 − 𝑧 = 1
has (i) a unique solution
(ii) no solution
(iii) more than one solution.
Solution: The given equations can be written in the form 𝐴𝑋 = 𝐵
1 1 𝜆 𝑥 2
Where, 𝐴 = [3 4 2 ], 𝑋 = [𝑦] and 𝐵 = [𝜆 ]
2 3 −1 𝑧 1
1 1 𝜆 : 2 1 1 𝜆 : 2
* ∗
The augmented matrix A is A = [3 4 2 : 𝜆 ] [0 1 2 − 3𝜆 : 𝜆 − 6]
2 3 −1 : 1 R21(-3) R 0 1 −1 − 2𝜆 : −3
31(-2)
R32(-1)
ME/Math 1221 (MHU) 12
1 1 𝜆 : 2
[0 1 2 − 3𝜆 : 𝜆 − 6]
0 0 𝜆−3 : 3−𝜆
Definition: If A is a square matrix of order n then a non-zero vector V in Rn is called an eigen vector of A if
AV is a scalar multiple of V that is 𝐴𝑉 = 𝜆𝑉 for some scalar 𝜆. Here the scalar 𝜆 is called an
eigen value of A and V is called the eigen vector of A corresponding to 𝜆.
Also, the eigen vector are called characteristic vectors and eigen values are called characteristic
values or roots.
Characteristic polynomial and Characteristic equation: Suppose A is a square matrix of order n then by
definition of eigen value 𝜆 and its corresponding eigen vector V we can write
𝐴𝑉 = 𝜆𝑉 Equivalently 𝐴𝑉 = 𝜆𝐼𝑉 where I is an identity matrix.
or, 𝐴𝑉 − 𝜆𝐼𝑉 = 0
or, (𝐴 − 𝜆𝐼 )𝑉 = 0................. (i)
In equation (i) the matrix (𝐴 − 𝜆𝐼 ) is called Characteristic matrix of A and the determinant of
the Characteristic matrix(𝐴 − 𝜆𝐼 ) is called Characteristic polynomial of A. Hence the equation
|𝐴 − 𝜆𝐼 | = 0 is called Characteristic equation.
1 0 −2
Problem-1: Find the eigen values and the corresponding eigen vectors of the matrix: 𝐴 = [ 0 0 0 ].
−2 0 4
Solution: We Know, the Characteristic equation |𝜆𝐼 − 𝐴| = 0
12
ME/Math 1221 (MHU) 13
𝜆−1 0 2
or, | 0 𝜆 0 |=0
2 0 𝜆−4
or, (𝜆 − 1)𝜆(𝜆 − 4) + 2(−2𝜆) = 0
or, 𝜆2 (𝜆 − 5) = 0
or, 𝜆 = 0,0,5 which are eigen values of A.
𝑥
Now the eigen vectors of A can be determined from the equation 𝜆𝐼 − 𝐴 𝑋 = 0 where 𝑋 = 𝑦]
[ ] [
𝑧
𝜆−1 0 2 𝑥 0
then [ 0 𝜆 0 ] [ 𝑦 ] = 0]
[
2 0 𝜆−4 𝑧 0
or,(𝜆 − 1)𝑥 + 0. 𝑦 + 2𝑧 = 0
0. 𝑥 + 𝜆. 𝑦 + 0. 𝑧 = 0
2𝑥 + 0. 𝑦 + (𝜆 − 4)𝑧 = 0
Now for the eigen value, 𝜆 = 0
𝑥 + 0. 𝑦 − 2𝑧 = 0 ................ (i)
In (i) the free variables are y and z,
Let, y=1, z=0 and y=0, z=1
then we get, x=0, y=1, z=0 and x=2, y=0,z=1.
0 2
Thus [1] and [0] are two linearly independent eigen vectors corresponding to the eigen value 𝜆 = 0, 0.
0 1
Again, for the eigen value, 𝜆 = 5
2𝑥 + 0. 𝑦 + 𝑧 = 0
} ................ (ii)
5𝑦 + 0. 𝑧 = 0
In (ii) the free variable is z,
Let, z=-2
then we get, x=1, y=0, z=-2
1
Thus [ 0 ] is an eigen vectors corresponding to the eigen value 𝜆 = 5.
−2
2 2 1
Problem-2: Find the eigen values and the corresponding eigen vectors of the matrix: 𝐴 = [1 3 1].
1 2 2
Solution: We Know, the Characteristic equation |𝐴 − 𝜆𝐼 | = 0
2−𝜆 2 1
or, | 1 3−𝜆 1 |=0
1 2 2−𝜆
or, (2 − 𝜆)(6 − 5𝜆 + 𝜆2 − 2) − 2(2 − 𝜆 − 1) + 1(2 − 3 + 𝜆) = 0
or, (2 − 𝜆)(𝜆2 − 5𝜆 − 4) − 2(1 − 𝜆) + (𝜆 − 1) = 0
or, (2 − 𝜆)(𝜆 − 4)(𝜆 − 1) + 3(𝜆 − 1) = 0
or, (𝜆 − 1)(−𝜆2 + 6𝜆 − 8 + 3) = 0
or, (𝜆 − 1)(𝜆 − 1)(𝜆 − 5) = 0
or, 𝜆 = 1, 1,5 which are eigen values of A.
ME/Math 1221 (MHU) 14
𝑥
Let, 𝑋 = [𝑦] be the eigen vector of A corresponding to 𝜆.
𝑧
Now the eigen vectors of A can be determined from the equation [𝐴 − 𝜆𝐼 ]𝑋 = 0
2−𝜆 2 1 𝑥 0
then [ 1 3−𝜆 1 ] [𝑦 ] = 0]................... (i)
[
1 2 2−𝜆 𝑧 0
For 𝜆 = 1we get from Eq. (i).
1 2 1 𝑥 0
=[1 2 1] [𝑦] = [0]
1 2 1 𝑧 0
1 2 1 𝑥 0
[0 0 0 ] [𝑦 ] = [ 0]
R21(-1)
0 0 0 𝑧 0
R31(-1)
1 −2 1 𝑥 0
[0 −4 4 ] [𝑦] = [0]
R21(3)
0 4 −4 𝑧 0
R31(-1)
1 −2 1 𝑥 0
[0 −4 4] [𝑦] = [0]
R32(1) 0 0 0 𝑧 0
𝑥 − 2𝑦 + 𝑧 = 0
or, } ......................... (iii)
−4𝑦 + 4𝑧 = 0
Since in (iii) two equation and three variables
So, free variables are 3-2=1. Let, z is free variables and taking 𝑧 = 𝑎.
then we get, from (iii) 𝑥 = 𝑎, 𝑦 = 𝑎, 𝑧 = 𝑎.
𝑎
Thus, the eigen vectors corresponding to the eigen value 𝜆 = 5, is [𝑎]
𝑎
14
ME/Math 1221 (MHU) 15
H.W. Problem-3: Find the eigen values and the corresponding eigen vectors of the matrix:
4 6 6
𝐴=[1 3 2 ].
−1 −4 −3
H.W. Problem-4: Find the eigen values and the corresponding eigen vectors of the matrix:
5 2 0
𝐴 = [−1 3 0 ]. [𝜆 = 5,3, −1]
0 2 −1
H.W. Problem-5: Find the eigen values and the corresponding eigen vectors of the matrix:
1 −3 3
𝐴 = [3 −5 3]. [𝜆 = 4, −2, −2]
6 −6 4
Theorem: State and Prove Calley-Hamilton theorem
Statement: Every square matrix satisfy its characteristic equation.
Thus if |𝐴 − 𝜆𝐼 | = 𝜆𝑛 + 𝑎𝑛−1 𝜆𝑛−1 + 𝑎𝑛−2 𝜆𝑛−2 + ⋯ ⋯ + 𝑎0 = 0 is the characteristic equation of the matrix
A.
Then 𝐴𝑛 + 𝑎𝑛−1 𝐴𝑛−1 + 𝑎𝑛−2 𝐴𝑛−2 + ⋯ ⋯ + 𝑎0 𝐼𝑛 = 0.
Proof: Let, A be any arbitrary n square matrix. Then |𝐴 − 𝜆𝐼 | be it characteristic polynomial.
Suppose, |𝐴 − 𝜆𝐼 | = 𝜆𝑛 + 𝑎𝑛−1 𝜆𝑛−1 + 𝑎𝑛−2 𝜆𝑛−2 + ⋯ ⋯ + 𝑎0
Then adj(𝐴 − 𝜆𝐼) is a polynomial in 𝜆 of degree not exceeding (n-1).
Since the element of adj(𝐴 − 𝜆𝐼) are co-factor of the matrix (𝐴 − 𝜆𝐼).
Thus, adj(𝐴 − 𝜆𝐼) = 𝐵𝑛−1 𝜆𝑛−1 + 𝐵𝑛−2 𝜆𝑛−2 + ⋯ ⋯ + 𝐵0 .Where 𝐵𝑖 are n square matrices independent of 𝜆.
But we know that,
(𝐴 − 𝜆𝐼) adj(𝐴 − 𝜆𝐼) = |𝐴 − 𝜆𝐼 |𝐼𝑛
or, (𝐴 − 𝜆𝐼)(𝐵𝑛−1 𝜆𝑛−1 + 𝐵𝑛−2 𝜆𝑛−2 + ⋯ ⋯ + 𝐵0 ) = (𝜆𝑛 + 𝑎𝑛−1 𝜆𝑛−1 + 𝑎𝑛−2 𝜆𝑛−2 + ⋯ ⋯ + 𝑎0 )𝐼𝑛
Now, Equating the co-efficients of corresponding power of 𝜆 we get,
−𝐵𝑛−1 = 𝐼𝑛
𝐴𝐵𝑛−1 − 𝐵𝑛−2 = 𝑎𝑛−1 𝐼𝑛
⋯⋯⋯⋯⋯⋯⋯
⋯⋯⋯⋯⋯⋯⋯
𝐴𝐵1 − 𝐵0 = 𝑎1 𝐼𝑛
𝐴𝐵0 = 𝑎0 𝐼𝑛
Now multiplying the above matrix equation by 𝐴𝑛 , 𝐴𝑛−1 , 𝐴𝑛−2 , ⋯ ⋯ ⋯ ,1 respectively.
−𝐴𝑛 𝐵𝑛−1 = 𝐴𝑛
𝐴𝑛 𝐵𝑛−1 − 𝐴𝑛−1 𝐵𝑛−2 = 𝐴𝑛−1 𝑎𝑛−1
𝐴𝑛−1 𝐵𝑛−2 − 𝐴𝑛−2 𝐵𝑛−3 = 𝐴𝑛−2 𝑎𝑛−2
⋯⋯⋯⋯⋯⋯⋯
⋯⋯⋯⋯⋯⋯⋯
𝐴2 𝐵1 − 𝐴𝐵0 = 𝐴𝑎1
𝐴𝐵0 = 𝑎0 𝐼𝑛
Adding the above equation, 𝐴𝑛 + 𝑎𝑛−1 𝐴𝑛−1 + 𝑎𝑛−2 𝐴𝑛−2 + ⋯ ⋯ + 𝑎0 𝐼𝑛 = 0
So, A is a root of its characteristics polynomial. Hence the theorem is proved.
ME/Math 1221 (MHU) 16
1 2 3
Problem-5: Find the characteristic equation of the matrix 𝐴 = [2 −1 1]and verify Calley-Hamilton
3 1 1
theorem.
Solution: We Know, the Characteristic equation |𝜆𝐼 − 𝐴| = 0
𝜆 − 1 −2 −3
or, | −2 𝜆 + 1 −1 | = 0
−3 −1 𝜆 − 1
or, (𝜆 − 1)(𝜆2 − 1 − 1) + 2(2𝜆 + 2 − 3) − 3(2 + 3𝜆 + 3) = 0
or, 𝜆3 − 𝜆2 − 15𝜆 − 15 = 0 Ans.
Now in order to verify Calley-Hamilton theorem we have to show that 𝐴3 − 𝐴2 − 15𝐴 − 15𝐼 = 0.
1 2 3
So, Given 𝐴 = [2 −1 1],
3 1 1
1 2 3 1 2 3 14 3 8
2
∴ 𝐴 = [2 −1 1] [2 −1 1] = [ 3 6 6 ]
3 1 1 3 1 1 8 6 11
14 3 8 1 2 3 44 33 53
and 𝐴3 = 𝐴2 . 𝐴 = [ 3 6 6 ] [2 −1 1] = [33 6 21]
8 6 11 3 1 1 53 21 41
44 33 53 14 3 8 1 2 3 1 0 0
Now, 𝐴3 − 𝐴2 − 15𝐴 − 15𝐼 = [33 6 21] − [ 3 6 6 ] − 15 [2 −1 1] − 15 [0 1 0]
53 21 41 8 6 11 3 1 1 0 0 1
44 − 14 − 15 − 15 33 − 3 − 30 − 0 53 − 8 − 45 − 0 0 0 0
= [ 33 − 3 − 30 − 0 6 − 6 + 15 − 15 21 − 6 − 15 − 0 ] = [0 0 0] = 0
53 − 8 − 45 − 0 21 − 6 − 15 − 0 41 − 11 − 15 − 15 0 0 0
i,e. 𝐴3 − 𝐴2 − 15𝐴 − 15𝐼 = 0
Hence the Calley-Hamilton theorem is verified.
1+𝑥 1 2
Problem-6: Define matric polynomials. Compute 𝑓(𝐴) if 𝑓(𝑥) = 1−𝑥 and 𝐴 = ( ).
2 1
1+𝑥
Solution: Given 𝑓(𝑥) = 1−𝑥
1+𝐴 𝐼+𝐴
∴ 𝑓(𝐴) = 1−𝐴 = 𝐼−𝐴
1 0 1 2
( )+( )
0 1 2 1
= 1 0 1 2
( )−( )
0 1 2 1
2 2
(
2 2
) 2 2 0 −2 −1
= 0 −2 =( )( )
(
−2 0
) 2 2 −2 0
0 −2
Let, 𝐵 = ( ) then, |𝐵| = −4, Cofactor of 𝑏11 = 0, 𝑏12 = 2, 𝑏21 = 2, 𝑏22 = 0.
−2 0
1
0 2 0 2 0 −2
Cofactor matrix of 𝐵 = ( ) ∴ 𝑎𝑑𝑗𝐵 = ( ) ∴ 𝐵−1 = ( 1 )
2 0 2 0 −2 0
1
2 2 0 − −1 −1
2
Therefore 𝑓(𝐴) = ( )( 1 )=( ) Ans.
2 2 − 0 −1 −1
2
16