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Complete Matrix

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0% found this document useful (0 votes)
33 views71 pages

Complete Matrix

complete matrix

Uploaded by

akpranit6
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Engineering Mathematics -II

ENGINEERING MATHEMATICS -II


SUBJECT CODE: MA8251

(Regulation 2017)
Common to all branches of B.E

UNIT – I
MATRICES

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Engineering Mathematics -II

UNIT – I
MATRICES
1.1 INTRODUCTION
The definition of matrices and the basic operations related to them originated in a memoir of
Cayley in 1958.This grew out of a simple observation on bilinear transformation and theory of Algebraic
invariants .Subsequently a number of eminent mathematicians like Sylvester, Hamilton contributed to the
development of the theory. Heisenberg used matrices in quantum theory as early as1925 AD. The matrix
algebra is a kind of shorthand technique for translating complicated mathematical relationship in to compact
forms .It has high degree of applicability in most of the quantitative applied sciences and has become
indispensable tool. In Physical, Social and Biological Sciences, application of matrix algebra has become
highly wide –spread. In this chapter we shall discuss and solve the Eigen value problem 𝐴𝑋 = X
Definition
An arrangement of mn elements in a rectangular form having an ordered set of m rows and n
columns is called an m × n matrix A
𝑎11 𝑎12 𝑎13 ⋯ 𝑎1𝑛
𝐴 = [(𝑎21 𝑎22 𝑎23 ⋱ 𝑎2𝑛 )]
… ⋯ ….
In short A=[aij ] ,i = 1,2, … … m
j = 1,2, … … n
Here each aij is called an element of the matrix in, i th row and j th column.

Special Types of Matrices


Let A be Square Matrix of order n,
1. A = AT ,then it is called a symmetric matrix (𝑖. 𝑒) aij = aji for all i, j.
2. If the square matrix A = −AT , then it is called skew –symmetric matrix
(𝑖. 𝑒) aij = −aji for all i, j.
3. An 𝑚 × 1 matrix is called a column matrix.
4. An 1 × 𝑛 matrix is called a row matrix.
5. In the square matrix A=(aij ) the elements 𝑎11 , 𝑎22 , 𝑎33 , … , 𝑎𝑛𝑛 are called the diagonal elements of A and
the diagonal elements constitute the principal diagonal of the matrix A .
6. A square matrix is called a diagonal matrix if all the elements except the leading diagonal are zero (𝑖. 𝑒) In
a diagonal matrix aij = 0 if i ≠ j.
7. A square matrix A=(aij ) is called an upper triangular matrix if all the entries below the leading diagonal
are zero.
8. A square matrix A=(aij ) is called an lower triangular matrix if all the entries above the leading diagonal
are zero.

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Engineering Mathematics -II

9. A square matrix A is said to be singular if |A| = 0, otherwise it is a non –singular matrix.


1.2 CHARACTERISTIC EQUATION
If A is any square matrix of order n, the matrix A − λI where I is the unit matrix and λ be scaler
of order n can be formed as
𝑎11 − 𝜆 𝑎12 ⋯ 𝑎1𝑛
|A − λI| = | ⋮ ⋱ ⋮ | = 0 is called the characteristic equation of A.
𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 − 𝜆
Working Rule for Characteristic Equation
Type I: For 2 × 2 matrix
𝑎11 𝑎12 2
If 𝐴 = (𝑎 𝑎22 ), then the characteristic equation of A is 𝜆 − 𝑠1 𝜆 + 𝑠2 = 0
21

Where 𝑠1 =Sum of the leading diagonal elements =𝑎11 + 𝑎22


𝑠2 = |𝐴| =Determinant of a matrix A.
Type II: For 3 × 3 matrix
𝑎11 𝑎12 𝑎13
If 𝐴 = (𝑎21 𝑎22 𝑎23 ), then the characteristic equation of A is 𝜆3 − 𝑠1 𝜆2 + 𝑠2 𝜆 − 𝑠3 = 0
𝑎31 𝑎32 𝑎33
Where 𝑠1 =Sum of the leading diagonal elements =𝑎11 + 𝑎22 + 𝑎33
𝑠2 =Sum of minors of leading diagonal elements
𝑎22 𝑎23 𝑎11 𝑎13 𝑎11 𝑎12
= |𝑎 𝑎 | + |𝑎 𝑎 | + |𝑎 𝑎22 |
32 33 31 33 21

𝑠3 = |𝐴| = Determinant of a matrix A.


𝟏 𝟐
Example: 1.1 Find the characteristic equation of the matrix ( )
𝟎 𝟐
Solution:
The characteristic equation is 2 − s1  + s2 = 0
s1 = sum of the main diagonal element
= 1+2 =3
1 2
s2 = |A| = | | =2
0 2
Characteristic equation is 2 − 3 + 2 = 0
𝟏 −𝟐
Example: 1.2 Find the characteristic equation of the matrix ( )
−𝟓 𝟒
Solution:
The characteristic equation is 2 − s1  + s2 = 0
s1 = sum of the main diagonal element
= 1+4 =5
1 −2
s2 = |A| = | | = 4 − 10 = −6
−5 4
Characteristic equation is 2 − 5 − 6 = 0

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Engineering Mathematics -II

𝟐 𝟎 𝟏
Example: 1.3 Find the characteristic equation of the matrix (𝟎 𝟐 𝟎)
𝟏 𝟎 𝟐
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 = 0
s1 = sum of the main diagonal element
= 2+2+2= 6
s2 = sum of the minors of the main diagonalelement
2 0 2 1 2 0
=| |+| |+| | = 11
0 2 1 2 0 2
2 0 1
s3 = |A| = |0 2 0| = 2(4 − 0) − 0 + 1(0 − 2)
1 0 2
=8−2=6
Characteristic equation is 3 − 62 + 11 − 6 = 0
𝟐 𝟏 𝟏
Example: 1.4 Find the characteristic equation of the matrix (𝟏 𝟐 𝟏)
𝟎 𝟎 𝟏
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 = 0
s1 = sum of the main diagonal element
= 2+2+1= 5
s2 = sum of the minors of the main diagonalelement
2 1 2 1 2 1
=| |+| |+| |=7
0 1 0 1 1 2
2 1 1
| |
s3 = A = |1 2 1| = 2(2 − 0) − 1(1 − 0) + 1(0 − 0)
0 0 1
=4−1=3
Characteristic equation is 3 − 52 + 7 − 3 = 0
𝟎 −𝟐 −𝟐
Example: 1.5 Find the characteristic polynomial of the matrix (−𝟏 𝟏 𝟐)
−𝟏 −𝟏 𝟐
Solution:
The characteristic polynomial is 3 − s1 2 + s2  − s3
s1 = sum of the main diagonal element
= 0+1+2= 3
s2 = sum of the minors of the main diagonalelement
1 2 0 −2 0 −2
=| |+| |+| | =0
−1 2 −1 2 −1 1

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0 −2 −2
s3 = |A| = |−1 1 2 | = 0 + 2(−2 + 2) − 2(1 + 1)
−1 −1 2
= −4
Characteristic polynomial is 3 − 32 + 4
1.3 EIGEN VALUES AND EIGEN VECTORS
Definition
The values of λ obtained from the characteristic equation |A − λI| = 0 are called Eigenvalues of
‘A’.[or Latent values of A or characteristic values of A]
Definition
𝑥1
Let A be square matrix of order 3 and λ be scaler. The column matrix 𝑋 = (𝑥2 ) which satisfies
𝑥3
(A − λI)X = 0 is called Eigen vector or Latent vector or characteristic vector.
Linearly Dependent and Independent Eigenvectors
Let A be the matrix whose columns are Eigen vectors of A
* If |A| = 0 then the eigenvectors are linearly dependent.
* If |A| ≠ 0 then the eigenvectors are linearly independent.
𝟐 𝟐 𝟏
Example: 1.6 Find the Eigen values for the matrix (𝟏 𝟑 𝟏)
𝟏 𝟐 𝟐
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 2+3+2= 7
s2 = sum of the minors of the main diagonalelement
3 1 2 1 2 2
=| |+| |+| | = 4 + 3 + 4 = 11
2 2 1 2 1 3
2 2 1
s3 = |A| = |1 3 1| = 2(6 − 2) − 2(2 − 1) + 1(2 − 3)
1 2 2
= 8−2−1= 5
Characteristic equation is 3 − 72 + 11 − 5 = 0
⇒  = 1 , 2 − 6 + 5 = 0
⇒  = 1, ( − 1)( − 5) = 0
The Eigen values are  = 1, 1,5
−𝟐 𝟐 −𝟑
Example: 1.7 Determine the Eigen values for the matrix ( 𝟐 𝟏 −𝟔)
−𝟏 −𝟐 𝟎
Solution:
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Engineering Mathematics -II

The characteristic equation is 3 − s1 2 + s2  − s3 =0


s1 = sum of the main diagonal element
= −2 + 1 + 0 = −1
s2 = sum of the minors of the main diagonalelement
1 −6 −2 −3 −2 2
=| |+| |+| | = −12 − 3 − 6 = −21
−2 0 −1 0 2 1
−2 2 −3
s3 = |A| = | 2 1 −6| = −2(0 − 12) − 2(0 − 6) − 3(−4 + 1)
−1 −2 0
= 24 + 12 + 9 = 45
Characteristic equation is 3 + 2 − 21 − 45 = 0
⇒  = −3 , 2 − 2 − 15 = 0
⇒  = −3, ( + 3)( − 5) = 0
The Eigen values are  = −3, −3,5
Exercise: 1.1
Find the Eigen values for the following matrices:
3 4
1.( ) Ans:  = 5; −5
4 −3
2 −1
2.( ) Ans:  = 0,6
−8 4
−15 4 3
3.( 10 −12 6) Ans:  = −10, −20,5
20 −4 2
2 0 0
4.(0 2 0) Ans:  = 1,2,3
1 0 2
1 0 −1
5.(1 2 1 ) Ans:  = 1,2,3
2 2 3
Eigen values and Eigen vectors for Non – Symmetric matrix
𝟖 −𝟔 𝟐
Example: 1.8 Find the Eigen values and Eigen vectors for the matrix (−𝟔 𝟕 −𝟒)
𝟐 −𝟒 𝟑
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 8 + 7 + 3 = 18
s2 = sum of the minors of the main diagonalelement
7 −4 8 2 8 −6
=| |+| |+| | = 5 + 20 + 20 = 45
−4 3 2 3 −6 7
8 −6 2
s3 = |A| = |−6 7 −4| = 8(21 − 16) + 6(−18 + 8) + 2(24 − 14)
2 −4 3
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Engineering Mathematics -II

= 40 − 40 + 20 = 0
Characteristic equation is 3 − 182 + 45 = 0
⇒ (2 − 18 + 45) = 0
⇒  = 0, ( − 15)( − 3) = 0
⇒  = 0,3,15
To find the Eigen vectors:
𝑥1
Case( i) When  = 0 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
8−0 −6 2 𝑥1 0
⇒ ( −6 𝑥
7 − 0 −4 ) ( 2 ) = (0)
2 −4 3 − 0 𝑥3 0
8x1 − 6x2 + 2x3 = 0 … (1)
−6x1 + 7x2 − 4x3 = 0 … (2)
2x1 − 4x2 + 3x3 = 0 … (3)
From (1) and (2)
x1 2 x 3 x
= −12+32 = 56−36
24−14
x1 x x
= 202 = 203
10
x1 x2 x3
= =
1 2 2

1
X1 = (2)
3
𝑥1
Case (ii) When  = 3 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
8−3 −6 2 𝑥1 0
⇒ ( −6 7−3 −4 ) (𝑥2 ) = (0)
2 −4 3 − 3 𝑥3 0
5x1 − 6x2 + 2x3 = 0 … (4)
−6x1 + 4x2 − 4x3 = 0 … (5)
2x1 − 4x2 + 0x3 = 0 … (6)
From (4) and (5)
x1 2 x 3 x
= −12+20 = 20−36
24−8
x1 x2 3 x
= = −16
16 8
x1 x2 x
= = −23
2 1

2
X2 = ( 1 )
−2

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Engineering Mathematics -II

𝑥1
Case (iii) When  = 15 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
8 − 15 −6 2 𝑥1 0
⇒ ( −6 7 − 15 −4 ) (𝑥 2 ) = (0)
2 −4 3 − 15 𝑥 3 0
7x1 − 6x2 + 2x3 = 0 … (7)
−6x1 − 8x2 − 4x3 = 0 … (8)
2x1 − 4x2 − 12x3 = 0 … (9)
From (7) and (8)
x1 2 3x x
= −12−28 = 56−36
24+16
x1 2x x
= −40 = 203
40
x1 x2 x3
= =
2 −2 1

2
X3 = (−2)
1
1 2 2
Hence the corresponding Eigen vectors are X1 = 2 ; X2 = 1 ) ;
( ) ( X3 = −2)
(
3 −2 1
𝟕 −𝟐 𝟎
Example: 1.9 Determine the Eigen values and Eigen vectors of the matrix (−𝟐 𝟔 −𝟐)
𝟎 −𝟐 𝟓
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 = 0
s1 = sum of the main diagonal element
= 7 + 6 + 5 = 18
s2 = sum of the minors of the main diagonalelement
6 −2 7 0 7 −2
=| |+| |+| | = 26 + 35 + 38 = 99
−2 5 0 5 −2 6
7 −2 0
s3 = |A| = |−2 6 −2| = 182 − 20 + 0 = 162
0 −2 5
Characteristic equation is 3 − 182 + 99 − 162 = 0
⇒  = 3, (2 − 15 + 54) = 0
⇒  = 3, ( − 9)( − 6) = 0
⇒  = 3, 6, 9
To find the Eigen vectors:
𝑥1
Case (i) When  = 3 the eigen vector is given by(A − I)X = 0 where X = ( 2 )
𝑥
𝑥3

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Engineering Mathematics -II

7−3 −2 0 𝑥1 0
⇒ ( −2 6−3 −2 ) (𝑥2 ) = (0)
0 −2 5 − 3 𝑥3 0
4x1 − 2x2 + 0x3 = 0 … (1)
−2x1 + 3x2 − 2x3 = 0 … (2)
0x1 − 2x2 + 2x3 = 0 … (3)
From (1) and (2)
x1 x
2 3 x
= 0+8 = 12−4
4−0
x1 x2 x3
= =
4 8 8
x1 x2 x3
= =
1 2 2

1
X1 = (2)
2
𝑥1
Case (ii) When  = 6 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
7−6 −2 0 𝑥1 0
⇒ ( −2 6−6 −2 ) (𝑥 2 ) = ( 0)
0 −2 5 − 6 𝑥3 0
x1 − 2x2 + 0x3 = 0 … (4)
−2x1 + 0x2 − 2x3 = 0 … (5)
0x1 − 2x2 − x3 = 0 … (6)
From (4)and (5)
x1 2x 3 x
= 0+2 = 0−4
4−0
x1 x2 x
= = −43
4 2
x1 x2 x3
= =
2 1 −2

2
X2 = ( 1 )
−2
𝑥1
Case (iii) When  = 9 the eigen vector is given by A − I X = 0 where X = (𝑥2 )
( )
𝑥3
7−9 −2 0 𝑥1 0
⇒ ( −2 6−9 𝑥
−2 ) ( 2 ) = (0)
0 −2 5 − 9 𝑥3 0
−2x1 − 2x2 + 0x3 = 0 … (7)
−2x1 − 3x2 − 2x3 = 0 … (8)
0x1 − 2x2 − 4x3 = 0 … (9)
From (7) and (8)
x1 2 x 3 x
= 0−4 = 6−4
4−0

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Engineering Mathematics -II

x1 x x3
= −42 =
4 2
x1 x2 x3
= −2 =
2 1

2
X3 = (−2)
1
1 2 2
Hence the corresponding Eigen vectors are X1 = (2) ; X2 = ( 1 ) ; X 3 = (−2)
2 −2 1
𝟑 𝟏 𝟒
(
Example: 1.10 Determine the Eigen values and Eigen vectors of the matrix 𝟎 𝟐 𝟔)
𝟎 𝟎 𝟓
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 3 + 2 + 5 = 10
s2 = sum of the minors of the main diagonalelement
2 6 3 4 3 1
=| |+| |+| | = 10 + 15 + 6 = 31
0 5 0 5 0 2
3 1 4
s3 = |A| = |0 2 6| = 30
0 0 5
Characteristic equation is 3 − 102 + 31 − 30 = 0
⇒  = 2, (2 − 8 + 15) = 0
⇒  = 2, ( − 5)( − 3) = 0
⇒  = 2,3,5
To find the Eigen vectors:
𝑥1
Case( i) When  = 2 the eigen vector is given by A − I X = 0 where X = 2 )
( ) (𝑥
𝑥3
3−2 1 4 𝑥1 0
⇒( 0 2−2 𝑥
6 ) ( 2 ) = ( 0)
0 0 5 − 2 𝑥3 0
x1 + x2 + 4x3 = 0 … (1)
0x1 + 0x2 + 6x3 = 0 … (2)
0x1 + 0x2 + 3x3 = 0 … (3)
From (1) and (2)
x1 x2 x3
= =
6−0 0−6 0−0
x1 x x3
6
= −62 = 0
x1 x2 x3
= −1 =
1 0

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1
X1 = (−1)
0
𝑥1
Case (ii) When  = 3 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
3−3 1 4 𝑥1 0
⇒( 0 2−3 𝑥
6 ) ( 2 ) = ( 0)
0 0 5 − 3 𝑥3 0
0x1 + x2 + 4x3 = 0 … (4)
0x1 − x2 + 6x3 = 0 … (5)
0x1 + 0x2 + 2x3 = 0 … (6)
From (4) and (5)
x1 2 x 3 x
= 0−0 = 0−0
4+6
x1 x2 x3
= =
10 0 0
x1 x2 x3
= =
1 0 0

1
X 2 = ( 0)
0
𝑥1
Case (iii) When  = 5 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
3−5 1 4 𝑥1 0
⇒( 0 2−5 6 ) (𝑥2 ) = (0)
0 0 5 − 5 𝑥3 0
−2x1 + x2 + 4x3 = 0 … (7)
0x1 − 3x2 + 6x3 = 0 … (8)
0x1 + 0x2 + 0x3 = 0 … (9)
From (7) and (8)
x1 2 x 3 x
= 0+12 = 6−0
6+12
x1 x x3
= 122 =
18 6
x1 x2 x3
= =
3 2 1

3
X3 = (2)
1
1 1 3
Hence the corresponding Eigen vectors are X1 = (−1) ; X2 = (0) ; X 3 = (2)
0 0 1
𝐚 𝐛
Example: 1.11 Find the Eigen values and Eigen vectors of the matrix ( )
−𝐛 𝐚
Solution:
The characteristic equation is 2 − s1  + s2 = 0
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s1 = sum of the main diagonal element


= a+ a = 2a
a b|
s2 = |A| = | = a2 + b2
−b a
Characteristic equation is 2 − 2a + a2 + b2 = 0
−b±√b2 −4ac
= 2a

2a±√4a2 −4(a2 +b2)


= 2

2a±√−4b2
= 2
2a±i2b
= 2

= a ± ib
The Eigen values are  = a ± ib
To find the Eigen vectors:
x1
Case (i) When  = a + ib the eigen vector is given by(A − I)X = 0 where X = (x )
2

a − (a + ib) b x1 0
( ) (x )=( )
−b a − (a + ib) 2 0
−ibx1 + bx2 = 0 … (1)
−bx1 − ibx2 = 0 … (2)
∴ (1) ⇒ −𝑖𝑏x1 = −bx2
x1 x2 x1 x2
= ⇒ =
b ib 1 i
1
X1 = ( )
i
x1
Case (ii) When  = a − ib the eigen vector is given by(A − I)X = 0 where X = (x )
2

a − (a − ib) b x1 0
( ) (x )=( )
−b a − (a − ib) 2 0
ibx1 + bx2 = 0 … (3)
−bx1 + ibx2 = 0 … (4)
∴ (3) ⇒ 𝑖𝑏x1 = −bx2
x1 x2 x1 x2
= ⇒ =
−b ib −1 i
−1
X2 = ( )
i
Exercise: 1.2
Find the Eigen values and Eigenvectors of the following matrices:
1 0 0
1.(0 3 −1) Ans:  = 1; (1,0,0);  = 2; (0,1,1);  = 4; (0, −1,1)
0 −1 3

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2 4 −6
2.( 4 2 −6 ) Ans:  = −2; (1, −1,0);  = 9; (2,2, −1);  = −18; (1,1,4)
−6 −6 −15
2 2 0
3.( 2 1 1 ) Ans:  = 1; (2, −1, −4);  = 3; (2,1, −2);  = −4; (1, −3,13)
−7 2 −3
4 −20 −10
4.(−2 10 4 ) Ans:  = 0; (5,1,0);  = −1; (2,0,1);  = 2; (0,1, −2)
6 −30 −13
2 2 0
5.(2 2 0) Ans:  = 0; (1, −1,0);  = 1; (0,0,1);  = 4; (1,1,0)
0 0 1
Problems on Symmetric matrices with repeated Eigen values
𝟔 −𝟐 𝟐
Example: 1.12 Determine the Eigen values and Eigen vectors of the matrix (−𝟐 𝟑 −𝟏)
𝟐 −𝟏 𝟑
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 6 + 3 + 3 = 12
s2 = sum of the minors of the main diagonalelement
3 −1 6 2 6 −2
=| |+| |+| | = 8 + 14 + 14 = 36
−1 3 2 3 −2 3
6 −2 2
s3 = |A| = |−2 3 −1| = 32
2 −1 3
Characteristic equation is 3 − 122 + 36 − 32 = 0
⇒  = 2, (2 − 10 + 16) = 0
⇒  = 2, ( − 2)( − 8) = 0
⇒  = 2,2,8
To find the Eigen vectors:
𝑥1
Case (i) When  = 8 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
6−8 −2 2 𝑥1 0
⇒ ( −2 3−8 −1 ) ( 𝑥 2 ) = ( 0)
2 −1 3 − 8 𝑥3 0
−2x1 − 2x2 + 2x3 = 0 … (1)
−2x1 − 5x2 − x3 = 0 … (2)
2x1 − x2 − 5x3 = 0 … (3)
From (1) and (2)
x1 2x 3 x
= −4−2 = 10−4
2+10

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x1 x x3
= −62 =
12 6
x1 x2 x3
= −1 =
2 1

2
X1 = (−1)
1
𝑥1
Case (ii) When  = 2 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
6−2 −2 2 𝑥1 0
⇒ ( −2 3−2 𝑥
−1 ) ( 2 ) = (0)
2 −1 3 − 2 𝑥3 0
4x1 − 2x2 + 2x3 = 0 … (4)
−2x1 + x2 − x3 = 0 … (5)
2x1 − x2 + x3 = 0 … (6)
In (1) put x1 = 0 ⇒ −2x2 = −2x3
0
x2 x3
⇒ = ⇒ 𝑋2 = (1)
1 1
1
In (1) put x2 = 0 ⇒ 4x1 + 2x3 = 0
⇒ 4x1 = −2x3
−1
x x3
⇒ −11 = ⇒ 𝑋3 = ( 0 )
2
2
2 0 −1
Hence the corresponding Eigen vectors are X1 = (−1) ; X2 = (1) ; X3 = ( 0 )
1 1 2
𝟐 𝟐 𝟏
Example: 1.13 Find the Eigen values and Eigen vectors of the matrix (𝟏 𝟑 𝟏)
𝟏 𝟐 𝟐
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 2+3+2= 7
s2 = sum of the minors of the main diagonalelement
3 1 2 1 2 2
=| |+| |+| |= 4+3+4= 1
2 2 1 2 1 3
2 2 1
s3 = |A| = |1 3 1| = 5
1 2 2
Characteristic equation is 3 − 72 + 11 − 5 = 0
⇒  = 1, (2 − 6 + 5) = 0
⇒  = 1, ( − 1)( − 5) = 0
⇒  = 1, 1, 5
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To find the Eigen vectors:


𝑥1
Case (i) When  = 5 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2−5 2 1 𝑥1 0
⇒( 1 3−5 𝑥
1 ) ( 2 ) = ( 0)
1 2 2 − 5 𝑥3 0
−3x1 + 2x2 + x3 = 0 … (1)
x1 − 2x2 + x3 = 0 … (2)
x1 + 2x2 − 3x3 = 0 … (3)
From (1) and (2)
x1 2 x 3 x
= 1+3 = 6−2
2+2
x1 x2 x3
= =
4 4 4
x1 x2 x3
= =
1 1 1

1
X 1 = ( 1)
1
𝑥1
Case (ii) When  = 1 the eigen vector is given by A − I X = 0 where X = ( 2 )
( ) 𝑥
𝑥3
2−1 2 1 𝑥1 0
⇒( 1 3−1 𝑥
1 ) ( 2 ) = (0)
1 2 2 − 1 𝑥3 0
x1 + 2x2 + x3 = 0 … (4)
x1 + 2x2 + x3 = 0 … (5)
x1 + 2x2 + x3 = 0 … (6)
In (1) put x1 = 0 ⇒ 2x2 = −x3
0
x x3
⇒ −12 = ⇒ 𝑋2 = (−1)
2
2
In (1) put x2 = 0 => x1 = −x3
−1
x x3
⇒ −11 = ⇒ 𝑋 3 = ( 0)
1
1
1 0 −1
Hence the corresponding Eigen vectors are X1 = (1) ; X2 = (−1) ; X3 = ( 0 )
1 2 1
𝟔 −𝟔 𝟓
Example: 1.14 Find the Eigen values and Eigen vectors of the matrix (𝟏𝟒 −𝟏𝟑 𝟏𝟎)
𝟕 −𝟔 𝟒
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
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= 6 − 13 + 4 = −3
s2 = sum of the minors of the main diagonalelement
−13 10 5| | 6 −6
=| | + |6 + | = 8 − 11 + 6 = 3
−6 4 7 4 14 −13
6 −6 5
| | |
s3 = A = 14 −13 10| = −1
7 −6 4
Characteristic equation is 3 + 32 + 3 + 1 = 0
⇒  = −1, (2 + 2 + 1) = 0
⇒  = 1, ( + 1)( + 1) = 0
⇒  = −1, −1, −1
To find the Eigen vectors:
𝑥1
When  = −1 the Eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
6+1 −6 5 𝑥1 0
⇒ ( 14 −13 + 1 10 ) (𝑥2 ) = (0)
7 −6 4 + 1 𝑥3 0
7x1 − 6x2 + 5x3 = 0 … (1)
14x1 − 12x2 + 10x3 = 0 … (2)
7x1 − 6x2 + 5x3 = 0 … (3)
In (1) put x1 = 0 ⇒ −6x2 = −5x3
0
x2 x3
⇒ = ⇒ 𝑋1 = (5)
5 6
6
In (1) put x2 = 0 ⇒ 7x1 = −5x3
−5
x1 x3
⇒ = ⇒ 𝑋2 = ( 0 )
−5 7
7
In (1) put x3 = 0 ⇒ 7x1 = 6x2
6
x1 x2
⇒ 6 = 7 ⇒ 𝑋3 = (7)
0
0 −5 6
Hence the corresponding Eigen vectors are X1 = (5) ; X2 = ( 0 ) ; X 3 = ( 7)
6 7 0
𝟐 𝟏 𝟎
Example: 1.15 Find the Eigen values and Eigen vectors of the matrix (𝟎 𝟐 𝟏)
𝟎 𝟎 𝟐
Solution:
The characteristic equation s 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 2+2+2= 6

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s2 = sum of the minors of the main diagonalelement


2 1 2 0 2 1
=| |+| |+| | = 4 + 4 + 4 = 12
0 2 0 2 0 2
2 1 0
s3 = |A| = |0 2 1| = 8
0 0 2
Characteristic equation is 3 − 62 + 12 − 8 = 0
⇒  = 2, (2 − 4 + 4) = 0
⇒  = 2, ( − 2)( − 2) = 0
⇒  = 2 ,2, 2
To find the Eigen vectors:
𝑥1
When  = 2 the Eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2−2 1 0 𝑥1 0
⇒( 0 2−2 𝑥
1 ) ( 2 ) = ( 0)
0 0 2 − 2 𝑥3 0
0x1 + x2 + 0x3 = 0 … (1)
0x1 + 0x2 + x3 = 0 … (2)
0x1 + 0x2 + 0x3 = 0 … (3)
From (1) and (2)
x1 x2 x3
= =
1−0 0−0 0−0
x1 x2 x3
= =
1 0 0
1
Hence the corresponding Eigen vectors are X1 = X2 = X3 = (0)
0
Exercise: 1.3
Find the Eigen values and Eigenvectors of the following matrices:
2 2 1
1.(1 3 1) Ans:  = 1; (2, −1,0);  = 1; (1,0, −1);  = 5; (1,1,1)
1 2 2
2 1 1
2.(2 3 2) Ans:  = 1; (0,1, −1);  = 1; (1,0, −1);  = 7; (1,2,3)
3 3 4
1 2 2
3.( 0 2 1) Ans:  = 1; (1,1, −1);  = 1; (1,1, −1);  = 2; (2,1,0)
−1 2 2
−3 −9 −12
4.( 1 3 4 ) Ans:  = 0; (3, −1,0);  = 0; (3, −1,0);  = 1; (12, −4, −1)
0 0 1
−2 2 −3
5. ( 2 1 −6) Ans:  = −3; (3,0,1);  = −3; (−2,1,0);  = 5; (1,2, −1)
−1 −2 0
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1.4 PROPERTIES OF EIGEN VALUES AND EIGEN VECTORS


Property: 1(a) The sum of the Eigen values of a matrix is equal to the sum of the elements of the
principal (main) diagonal.
(or)
The sum of the Eigen values of a matrix is equal to the trace of the matrix.
1. (b) product of the Eigen values is equal to the determinant of the matrix.
Proof:
Let A be a square matrix of order 𝑛.
The characteristic equation of A is |𝐴 – 𝜆𝐼 | = 0
(𝑖. 𝑒. )𝜆𝑛 − 𝑆1 𝜆𝑛−1 + 𝑆2 𝜆𝑛−2 − ⋯ + (−1)𝑆𝑛 = 0 ... (1)
where S1 = Sum of the diagonal elements of A.
...
...
...
Sn = determinant of A.
We know the roots of the characteristic equation are called Eigen values of the given matrix.
Solving (1) we get 𝑛 roots.
Let the 𝑛 be 𝜆1 , 𝜆2 , … 𝜆𝑛 .
i.e., 𝜆1 , 𝜆2 , … 𝜆𝑛 . are the Eignvalues of A.
We know already,
λn − (Sum of the roots λn−1 + [sum of the product of the roots taken two at a time] λn−2 −
… + (−1)n (Product of the roots) = 0 ... (2)
Sum of the roots = 𝑆1 𝑏𝑦 (1)&(2)
(𝑖. 𝑒. ) 𝜆1 + 𝜆2 + ⋯ + 𝜆𝑛 = 𝑆1
(𝑖. 𝑒. ) 𝜆1 + 𝜆2 + ⋯ + 𝜆𝑛 = 𝑎11 + 𝑎22 + ⋯ + 𝑎𝑛𝑛
Sum of the Eigen values = Sum of the main diagonal elements
Product of the roots = Sn by (1)&(2)
(𝑖. 𝑒. )λ1 λ2 … λn = det of A
Product of the Eigen values = |A|

Property: 2 A square matrix A and its transpose 𝐀𝐓 have the same Eigenvalues.
(or)
A square matrix A and its transpose 𝐀𝐓 have the same characteristic values.
Proof:
Let A be a square matrix of order 𝑛.
The characteristic equation of A and AT are
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|A − λI| = 0 … … . (1)
and |AT − λI| = 0 … … . (2)
Since, the determinant value is unaltered by the interchange of rows and columns.
We know |A| = |AT |
Hence, (1) and (2) are identical.
∴ The Eigenvalues of A and AT are the same.
Property: 3 The characteristic roots of a triangular matrix are just the diagonal elements of the
matrix.
(or)
The Eigen values of a triangular matrix are just the diagonal elements of the matrix.
Proof: Let us consider the triangular Characteristic equation of is
matrix. |A − λI| = 0
𝑎11 0 0 𝑎11 − 𝜆 0 0
A = [𝑎21 𝑎22 0 ] i.e., | 𝑎21 𝑎22 − 𝜆 0 |=0
𝑎31 𝑎32 𝑎33 𝑎31 𝑎32 𝑎33 − 𝜆
On expansion it gives (𝑎11 − 𝜆)(𝑎22 − 𝜆)(𝑎33 − 𝜆) = 0
i.e., 𝜆 = 𝑎11 , 𝑎22 , 𝑎33
which are diagonal elements of the matrix A.
𝟏
Property: 4 If 𝝀 is an Eigenvalue of a matrix A, then 𝝀 , (𝝀 ≠ 𝟎) is the Eignvalue of 𝐀−𝟏 .

(or)
If 𝝀 is an Eigenvalue of a matrix A, what can you say about the Eigenvalue of matrix 𝐀−𝟏 . Prove your
statement.
Proof:
If X be the Eigenvector corresponding to 𝜆,
then 𝐴𝑋 = 𝜆𝑋 ... (i)
Pre multiplying both sides by A−1 , we get
A−1 AX = A−1 λX
(1) ⇒ X = λA−1 X
X = λA−1 X
1
÷λ ⇒ X = A−1 X
λ
1
(𝑖. 𝑒. ) A−1 X = λ X
1
This being of the same form as (i), shows that 𝜆 is an Eigenvalue of the inverse matrix A−1 .
𝟏
Property: 5 If 𝝀 is an Eigenvalue of an orthogonal matrix, then 𝝀 is an Eigenvalue.

Proof:

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Definition: Orthogonal matrix.


A square matrix A is said to be orthogonal if AAT = AT A = I
i.e., AT = A−1
Let A be an orthogonal matrix.
Given 𝜆 is an Eignevalue of A.
1
⇒ 𝜆 is an Eigenvalue of A−1

Since, AT = A−1
1
∴ 𝜆 is an Eigenvalue of AT

But, the matrices A and AT have the same Eigenvalues, since the determinants
|A − λI|and |AT − λI| are the same.
1
Hence, is also an Eigenvalue of A.
𝜆

Property: 6 If 𝝀𝟏 , 𝝀𝟐 , … 𝝀𝒏 . are the Eignvalues of a matrix A, then 𝐀𝐦 has the Eigenvalues


𝛌𝐦 𝐦 𝐦
𝟏 , 𝛌𝟐 , … . , 𝛌𝐧 (𝐦 𝐛𝐞𝐢𝐧𝐠 𝐚 𝐩𝐨𝐬𝐢𝐭𝐢𝐯𝐞 𝐢𝐧𝐭𝐞𝐠𝐞𝐫)

Proof:
Let 𝐴𝑖 be the Eigenvalue of A and 𝑋𝑖 the corresponding Eigenvector.
Then 𝐴𝑋𝑖 = 𝜆𝑖 𝑋𝑖 … (1)
We have A2 Xi = A(AXi )
= A(λi X i )
= λi A(X i )
= λi (λi X i )
= λ2i Xi
|∣| 1y A3 Xi = λ3i Xi
In general, Am Xi = λm
i Xi … . (2)
Hence, 𝜆𝑚 m
𝑖 is an Eigenvalue of A .

The corresponding Eigenvector is the same 𝑋𝑖 .


Note: If λ is the Eigenvalue of the matrix A then λ2 is the Eigenvalue of A2
Property: 7 The Eigen values of a real symmetric matrix are real numbers.
Proof:
Let λ be an Eigenvalue (may be complex) of the real symmetric matrix A. Let the corresponding
Eigenvector be X. Let A denote the transpose of A.
We have AX = λX
̅ , where the bar denoted that all elements of 𝑋′
Pre-multiplying this equation by 1 × 𝑛 matrix 𝑋′ ̅ are the

complex conjugate of those of 𝑋′, we get


X ′ AX = λX ′ X … . (1)
Taking the conjugate complex of this we get X′ AX = λX′X or
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X ′ A X = λ X′ X since, A = A for A is real.


Taking the transpose on both sides, we get

(X′AX)′ = (λ X′ X)′(𝑖. 𝑒. , )X ′ A′ X = λ X′ 𝑋

(𝑖. 𝑒. )X ′ A′ X = λ X′ 𝑋 since A′ = A for A is symmetric.

But, from (1), X ′ A X = λ X′ 𝑋 Hence λ X′ 𝑋 = λ X′ 𝑋

Since, X′ X is an 1 × 1 matrix whose only element is a positive value, λ = λ (𝑖. 𝑒. ) 𝜆 is real).


Property: 8 The Eigen vectors corresponding to distinct Eigen values of a real symmetric matrix are
orthogonal.
Proof:
For a real symmetric matrix A, the Eigen values are real.
Let 𝑋1 , 𝑋2 be Eigenvectors corresponding to two distinct eigen values 𝜆1 , 𝜆2 [𝜆1 , 𝜆2 are real]
AX1 = λ1 X1 … . (1)
AX2 = λ2 X2 … . (2)
Pre multiplying (1) by X 2 ′, we get
X 2 ′AX1 = X2 ′λ1 X1
= λ1 X2 ′X1
Pre-multiplying (2) by X1 ′, we get
X1 ′AX2 = λ2 X1 ′X2 … . (3)
But(X2 ′AX1 )′ = (λ1 X2 ′X1 )′
X1 ′A X2 = λ1 X1 ′X2
(𝑖. 𝑒) X1 ′A X2 = λ1 X1 ′X2 ..... (4) [∵ A′ = A]
From (3) and (4)
λ1 X1′ X2 = λ2 X1 ′ X2
(i.e.,)(λ1 − λ2 )X1′ X2 = O
λ1 ≠ λ2 , X1′ X2 = O
∴ X1 , X2 are orthogonal.
Property: 9 The similar matrices have same Eigen values.
Proof:
Let A, B be two similar matrices.
Then, there exists an non-singular matrix P such that B = P −1 AP
B − λI = P −1 AP − λI
= P −1 AP − P −1 λIP
= P −1 (A − λI)P
|B − λI| = |P −1 | |A − λI| |P|
= |A − λI| |P −1 P|

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= |A − λI| |I|
= |A − λI|
Therefore, A, B have the same characteristic polynomial and hence characteristic roots.
∴ They have same Eigen values.
Property: 10 If a real symmetric matrix of order 2 has equal Eigen values, then the matrix is a scalar
matrix.
Proof :
Rule 1 : A real symmetric matrix of order 𝑛 can always be diagonalised.
Rule 2 : If any diagonalized matrix with their diagonal elements are equal, then the matrix is a scalar matrix.
Given A real symmetric matrix ‘A’ of order 2 has equal Eigen values.
By Rule: 1 A can always be diagonalized, let λ1 and λ2 be their Eigenvalues then
λ1 0
we get the diagonlized matrix = [ ]
0 λ2
Givenλ1 = λ2
λ1 0
Therefore, we get = [ ]
0 λ2
By Rule: 2 The given matrix is a scalar matrix.
Property: 11 The Eigen vector X of a matrix A is not unique.
Proof :
Let λ be the Eigenvalue of A, then the corresponding Eigenvector X such that A X = λ X .
Multiply both sides by non-zero K,
K (AX) = K (λX)
⇒ A (KX) = λ (KX)
(𝑖. 𝑒. )an Eigenvector is determined by a multiplicative scalar.
(𝑖. 𝑒. ) Eigenvector is not unique.
Property: 12 𝝀𝟏 , 𝝀𝟐 , … 𝝀𝒏 be distinct Eigenvalues of an 𝒏 × 𝒏 matrix, then the corresponding
Eigenvectors 𝐗 𝟏 , 𝐗 𝟐 , … 𝐗 𝐧 form a linearly independent set.
Proof:
Let 𝜆1 , 𝜆2 , … 𝜆𝑚 (𝑚 ≤ 𝑛) be the distinct Eigen values of a square matrix A of order 𝑛.
Let X1 , X2 , … Xm be their corresponding Eigenvectors we have to prove ∑𝑚
𝑖=1 𝛼𝑖 X i =

0 implies each 𝛼𝑖 = 0, 𝑖 = 1,2, … , 𝑚


Multiplying ∑𝑚
𝑖=1 𝛼𝑖 X i = 0 by (A − 𝜆1 I), we get

(A − 𝜆1 I)𝛼1 X1 = 𝛼1 (𝐴X1 − 𝜆1 X1 ) = 𝛼1 (0) = 0


When ∑𝑚
𝑖=1 𝛼𝑖 X i = 0 Multiplied by

(A − 𝜆2 I)(A − 𝜆2 I) … (A − 𝜆𝑖−1 I)(A − 𝜆𝑖 I) (A − 𝜆𝑖+1 I) … (A − 𝜆𝑚 I)


We get, 𝛼𝑖 (𝜆𝑖 − 𝜆1 )(𝜆𝑖 − 𝜆2 ) … (𝜆𝑖 − 𝜆𝑖−1 )(𝜆𝑖 − 𝜆𝑖+1 ) … (𝜆𝑖 − 𝜆𝑚 ) = 0
Since, λ’s are distinct, 𝛼𝑖 = 0
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Since, 𝑖 is arbitrary, each 𝛼𝑖 = 0, 𝑖 = 1, 2, … , 𝑚


∑𝑚
𝑖=1 𝛼𝑖 X i = 0 implies each 𝛼𝑖 = 0, 𝑖 = 1,2, … , 𝑚

Hence, X1 , X2 , … Xm are linearly independent.


Property: 13 If two or more Eigen values are equal it may or may not be possible to get linearly
independent Eigenvectors corresponding to the equal roots.
Property: 14 Two Eigenvectors 𝐗 𝟏 and 𝐗 𝟐 are called orthogonal vectors if 𝑿𝟏𝑻 𝐗 𝟐 = 𝟎
Property: 15 If A and B are 𝒏 × 𝒏 matrices and B is a non singular matrix, then A and 𝑩−𝟏 𝐀𝐁 have
same eigenvalues.
Proof:
Characteristic polynomial of 𝐵−1 AB
= |B −1 AB − λI| = |B −1 AB − B −1 (λI)B|
= |B −1 (A − λI)B| = |B −1 ||A − λI||B|
= |B −1 | |B| |A − λI| = |B −1 B||A − λI|
= Characterisstisc polynomial of A
Hence, A and B −1 AB have same Eigenvalues.
Problems based on properties
−𝟐 𝟐 −𝟑
Example: 1.16 Find the sum and product of the Eigen values of the matrix[ 𝟐 𝟏 −𝟔]
−𝟏 −𝟐 𝟎
Solution:
Sum of the Eigen values =Sum of the main diagonal elements
= (−2) + (1) + (0)
= −1
−2 2 −3
Product of the Eigen values = | 2 1 −6|
−1 −2 0
= −2(0 − 12) − 2(0 − 6) − 3(−4 + 1)
= 24 + 12 + 9 = 45
𝟏 𝟐 𝟑
[
Example: 1.17 Find the sum and product of the Eigen values of the matrix A= −𝟏 𝟐 𝟏]
𝟏 𝟏 𝟏
Solution:
Sum of the Eigen values = Sum of its diagonal elements = 1 + 2 + 1 = 4
1 2 3
Product of Eigen values = |C| = |−1 2 1|
1 1 1
= 1(2 − 1) − 2(−1 − 1) + 3(−1 − 2)
= 1(1) − 2(−2) + 3(−3)
= 1 + 4 − 9 = −4

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𝟔 −𝟐 𝟐
Example: 1.18 The product of two Eigen values of the matrix 𝑨 = [−𝟐 𝟑 −𝟏]is 16. Find the third
𝟐 −𝟏 𝟑
Eigenvalue.
Solution:
Let Eigen values of the matrix A be 𝜆1 , 𝜆2 , 𝜆3 .
Given 𝜆1 𝜆2 = 16
We know that, 𝜆1 𝜆2 𝜆3 = |A|
[Product of the Eigen values is equal to the determinant of the matrix]
6 −2 2
∴ 𝜆1 𝜆2 𝜆3 = |−2 3 −1|
2 −1 3
= 6(9 − 1) + (−6 + 2) + 2(2 − 6)
= 6(8) + 2(−4) + 2(−4)
= 48 − 8 − 8
⇒ 𝜆1 𝜆2 𝜆3 = 32
⇒ 16 𝜆3 = 32
32
⇒ 𝜆3 = =2
16
𝟔 −𝟐 𝟐
Example: 1.19 Two of the Eigen values of [−𝟐 𝟑 −𝟏]are 2 and 8. Find the third Eigen value.
𝟐 −𝟏 𝟑
Solution:
We know that, Sum of the Eigen values = Sum of its diagonal elements
= 6 + 3 + 3 = 12
Given 𝜆1 = 2, 𝜆2 = 8, 𝜆3 = ?
We get, 𝜆1 + 𝜆2 + 𝜆3 = 12
2 + 8 + 𝜆3 = 12
𝜆3 = 12 − 10
𝜆3 = 2
∴ The third Eigenvalue = 2
𝟖 −𝟔 𝟐
[
Example: 1.20 If 3 and 15 are the two Eigen values of 𝑨 = −𝟔 𝟕 −𝟒] 𝐟𝐢𝐧𝐝 |𝐀|, without
𝟐 −𝟒 𝟑
expanding the determinant.
Solution:
Given 𝜆1 = 3, 𝜆2 = 15, 𝜆3 = ?
We know that, Sum of the Eigen values = Sum of the main diagonal elements
⇒ 𝜆1 + 𝜆2 + 𝜆3 = 8 + 7 + 3
3 + 15 + 𝜆3 = 18
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⇒ 𝜆3 = 0
We know that, Product of the Eigen values = |A|
⇒ (3)(15)(0) = |A|
⇒ |A| = (3)(15)(0)
⇒ |A| = 0
𝟑 𝟏𝟎 𝟓
Example: 1.21 If 2, 2, 3 are the Eigen values of 𝑨 = [ −𝟐 −𝟑 −𝟒] find the Eigen values of 𝐀𝐓 .
𝟑 𝟓 𝟕
Solution:
By Property “A square matrix A and its transpose AT have the same Eigen values”.
Hence, Eigen values of AT are 2, 2, 3
𝟏 𝟏
Example: 1.22 If the Eigen values of the matrix 𝑨 = [ ] are 𝟐, −𝟐 then find the Eigen values of
𝟑 −𝟏
𝐀𝐓 .
Solution:
Eigen values of 𝐴 = Eigen values 𝑜𝑓 AT
∴ Eigen values 𝑜𝑓 AT are 2, −2.
𝟐 𝟏 𝟎
Example: 1.23 Find the Eigen values of 𝐀 = [𝟎 𝟐 𝟏]without using the characteristic equation idea.
𝟎 𝟎 𝟐
Solution:
2 1 0
Given A = [0 2 1] clearly given matrix A is an upper triangular matrix. Then by property, the
0 0 2
characteristic roots of a triangular matrix are just the diagonal elements of the matrix.
Hence, the Eigen values are 2, 2, 2.
𝟐 𝟎 𝟎
Example: 1.24 Find the Eigen values of 𝐀 = [𝟏 𝟑 𝟎]
𝟎 𝟒 𝟒
Solution:
2 0 0
Given A = [1 3 0]
0 4 4
Clearly given matrix A is a lower triangular matrix
Hence, by property the Eigen values of A are 2, 3, 4.
𝟑 −𝟏 𝟏
Example: 1.25 Two of the Eigen values of 𝑨 = [−𝟏 𝟓 −𝟏] are 3 and 6. Find the Eigen values of
𝟏 −𝟏 𝟑
𝐀−𝟏 .
Solution:
Sum of the Eigen values = Sum of the main diagonal elements
= 3 + 5 + 3 = 11
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Let K be the third Eigen value


∴ 3 + 6 + 𝑘 = 11
⇒ 9 + 𝑘 = 11
⇒𝑘=2
1 1 1
∴ The Eigenvalues of A−1 are 2 , 3 , 6
𝟐 𝟐 𝟏
Example: 1.26 Two Eigen values of the matrix 𝐀 = [𝟏 𝟑 𝟏] are equal to 1 each. Find the
𝟏 𝟐 𝟐
Eigenvalues of 𝐀−𝟏 .
Solution:
2 2 1
Given A = [1 3 1]
1 2 2
Let the Eigen values of the matrix A be 𝜆1 , 𝜆2 , 𝜆3
Given condition is 𝜆2 = 𝜆3 = 1
We have, Sum of the Eigen values = Sum of the main diagonal elements
⇒ 𝜆1 + 𝜆2 + 𝜆3 = 2 + 3 + 2
⇒ 𝜆1 + 1 + 1 = 7
⇒ 𝜆1 + 2 = 7
⇒ 𝜆1 = 5
Hence, the Eigen values of A are 1, 1, 5
1 1 1 1
Eigen values of A−1 are 1 , 1 , 5 , i. e. , 1, 1, 5
𝟐 𝟏 𝟎
Example: 1.27 Find the Eigen values of the inverse of the matrix 𝐀 = [𝟎 𝟑 𝟒]
𝟎 𝟎 𝟒
Solution:
We know that, the given matrix is a upper triangular matrix.
Therefore, the Eigen values of A are 2, 3, 4
𝟏 𝟐 𝟑
𝟑
Example: 1.28 Find the Eigen values of 𝐀 given 𝐀 = [𝟎 𝟐 −𝟕]
𝟎 𝟎 𝟑
Solution:
1 2 3
Given A = [0 2 −7]
0 0 3
Clearly given A is an upper triangular matrix
Hence, the Eigen values are 1, 2, 3
(𝑖. 𝑒. ) The Eigen values of the given matrix A are 1, 2, 3.
By the property, the Eigen values of the matrix A3 are 13 , 23 , 33 . i.e., 1, 8, 27.

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Example: 1.29 If 1 & 2 are the Eigen values of a 𝟐 × 𝟐 matrix A, what are the Eigenvalues of 𝐀𝟑 and
𝐀−𝟏 ?
Solution:
We know that, if 𝜆1 , 𝜆2 , . … 𝜆𝑛 are the Eigenvalues of A, then 𝜆𝑚 𝑚 𝑚 m
1 , 𝜆2 … 𝜆𝑛 are the Eigenvalues of A .

Given 1 and 2 are the Eigen values of A.


1
∴ 12 and 22 i.e., 1 and 4 are the Eigen values of 𝐴2 ; 1 𝑎𝑛𝑑 are the Eigenvalues of A−1 .
2
𝟑 −𝟏
Example: 1.30 If 𝛼 𝐚𝐧𝐝 𝛽 are the Eigen values of [ ], form the matrix whose Eigenvalues are
−𝟏 𝟓
𝛼 𝟑 𝒂𝒏𝒅 𝛽 𝟑 .
Note: If 𝜆1 , 𝜆2 , . … 𝜆𝑛 are the Eigenvalues of A, then 𝜆𝑘1 , 𝜆𝑘2 , 𝜆𝑘3 … 𝜆𝑘𝑛 are the Eigenvalues of Ak for any
positive integer.
Solution:
3 −1
Let 𝐴 = ( ), Let 𝛼 , 𝛽 be the Eigen values of A
−1 5
⇒ A2 = A. A
3 −1 3 −1 10 −8
=( )( )=( )
−1 5 −1 5 −8 26
⇒ A3 = A2 A
10 −8 3 −1 38 −50
=( )( )=( )
−8 26 −1 5 −50 138
38 −50
Hence, the required matrix is ( )
−50 138
Example: 1.31 Form the matrix whose Eigen values are 𝜶 − 𝟓 , 𝜷 − 𝟓, 𝜸 − 𝟓 where 𝜶 , 𝜷, 𝜸 are the
−𝟏 −𝟐 −𝟑
Eigenvalues of 𝑨 = [ 𝟒 𝟓 −𝟔]
𝟕 −𝟖 𝟗
Solution:
Note: The matrix A − KI has the Eigen values 𝜆1 − 𝑘, 𝜆2 − 𝑘, . … 𝜆𝑛 − 𝑘.
−1 −2 −3 1 0 0
Hence, the required matrix is A − 5I = [ 4 5 −6 ] − 5 [ 0 1 0]
7 −8 9 0 0 1
−6 −2 −3
=[ 4 0 −6]
7 −8 4
𝟐 𝟐 𝟏
𝟏
Example: 1.32 Two Eigen values of 𝐀 = [𝟏 𝟑 𝟏] are equal and they are 𝟓 times to the third. Find
𝟏 𝟐 𝟐
them.
Solution:
Let the third Eigen value be 𝜆3 .
We know that, 𝜆1 + 𝜆2 + 𝜆3 = 2 + 3 + 2 = 7

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1 1
Given 𝜆1 = 𝜆2 … (2) 𝜆1 = 5 𝜆3 … (3) 𝜆2 = 5 𝜆3 … ( 4 )
(1) ⇒ 2𝜆1 + 𝜆3 = 7 by (2)
2
𝜆 + 𝜆3 = 7 by (3)
5 3
7
⇒ 𝜆 =7 ⇒ 𝜆3 = 5
5 3
1
(3) ⇒ 𝜆1 = 5 (5) = 1 ⇒ 𝜆3 = 5

(2) ⇒ 𝜆2 = 1 [∵ 𝜆1 = 𝜆2 ]

Hence, the Eigen values are 1, 1, 5.


𝟐 𝟎 𝟎
Example: 1.33 If 2, 3 are the Eigen values of [𝟎 𝟐 𝟎], find the value of a.
𝒂 𝟎 𝟐
Solution:
2 0 0
Let A = [0 2 0]
𝑎 0 2
Let 𝜆1 , 𝜆2 , 𝜆3 by the Eigenvalues of A.
Given 𝜆1 = 2, 𝜆2 = 3
We know that, 𝜆1 + 𝜆2 + 𝜆3 = Sum to the main diagonal elements
⇒ 2 + 3 + 𝜆3 = 2 + 2 + 2
⇒ 5 + 𝜆3 = 6
⇒ 𝜆3 = 1
We know that, 𝜆1 𝜆2 𝜆3 = |A|
2 0 0
⇒ (2)(3)(1) = |0 2 0|
𝑎 0 2
⇒ 6 = 2(4 − 0) − 0(0 − 0) + 1(0 − 2𝑎)
⇒ 6 = 8 − 2𝑎
⇒ 2𝑎 = 8 − 6 = 2
∴𝑎=1
Example: 1.34 If the Eigen values of A of order 𝟑 × 𝟑 are 2, 3 and 1, then find the Eigen values of
adjoint of A.
Solution:
Given the Eigen values of A are 2, 3, 1
1 1
The Eigen values of A−1 are , 3 , 1,
2

Formula: adj A = |A| A−1


|A| = Product of the Eigenvalues of 𝐴 = (2)(3)(1) = 6
∴ adj A = 6 A−1

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1 1
∴ The Eivenvalues of adj A are 6 (2) , 6 (3) , 6 (1), i. e. , 3, 2, 6

Example: 1.35 If 𝟐, −𝟏, −𝟑 are the Eigenvalues of the matrix A, then find the Eigenvalues of the matrix
𝐀𝟐 − 𝟐𝐈.
Solution:
Given the Eigen values of A are 2, −1, −3
The Eigen values of A2 − 2I are 2, −1, 7
Since 22 − 2(1) = 2, (−1)2 − 2(1) = −1, (−3)2 − 2(1) = 7
Example: 1.36 What are the Eigen values of the matrix 𝐀 + 𝟑𝐈 if the Eigenvalues of the matrix 𝑨 =
𝟏 −𝟐
[ ] are 6 and −𝟏? why ?
−𝟓 𝟒
Solution:
The Eigen values of A are 6 and −1
The Eigen values of A + 3I are 6 + 3and −1 + 3
i.e., The Eigen values of A + 3I are 9 and 2
Reason:
If 𝜆1 , 𝜆2 , … 𝜆𝑛 are Eigenvalues of A, then
𝜆1 + 𝑘, 𝜆2 + 𝑘, 𝜆𝑛 + 𝑘 are the Eigenvalues of A + kI, then
𝟓 𝟒]
Example: 1.37 Find the Eigen values of 𝟑𝐀 + 𝟐𝐈, where 𝑨 = [
𝟎 𝟐
Solution:
The Eigen values of A are 5 and 2.
The Eigen values of 3A + 2I are 3(5) + 2 and 3(2) + 2
(𝑖. 𝑒. ) The Eigen values of 3A +2𝐼 are 17 and 8
Exercise: 1.4
1 2 −2
1. If A = [ 1 0 3 ] , then find the sum and product of all Eigenvalues of A.
−2 −1 3
Ans: Sum = 4; Product = −13
2. Find the product of the Eigen values of
3 −4 4
(a) A = [1 −2 4] Ans: Product = −6
1 −1 3
1 2 −2
[
(b) A = 1 0 3] Ans: Product = −1
−2 −1 −3
1 1 3
3. If the Eigen values of the matrix 𝐴 = [1 5 1] are −2, 3, 6, then find the Eigenvalues of AT .
3 1 1
Ans: 2, 3, 6,

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1 3 4
4. Find the Eigen values of A = [0 2 5] Ans: 1, 2, 3
0 0 3
1 3 4
1 1
5. Find the Eigen values of the inverse of the matrix A = [0 2 5] Ans: 1, 2 , 3,
0 0 3
2 1 0
2
6. Find the Eigen values of A if A = [0 3 4] Ans: 4, 9, 16
0 0 4

3 2
7. Obtain the Eigen values of A3 where A = [ ] Ans: 1, 64
1 2
1.5 DIAGONALISATION OF A MATRIX BY ORTHOGONAL TRANSFORMATION
Orthogonal matrix
Definition
A matrix ‘A’ is said to be orthogonal if 𝐴𝐴𝑇 = 𝐴𝑇 𝐴 = 𝐼
𝐜𝐨𝐬𝛉 𝐬𝐢𝐧𝛉
Example: 1.38 Show that the following matrix is orthogonal ( )
−𝐬𝐢𝐧𝛉 𝐜𝐨𝐬𝛉
Solution:
cosθ sinθ
Let A = ( )
−sinθ cosθ
cosθ −sinθ
⇒ AT = ( )
sinθ cosθ
cosθ sinθ cosθ −sinθ
AAT = ( )( )
−sinθ cosθ sinθ cosθ

=( cos 2 θ + sin2 θ −cosθsinθ + cosθsinθ)


−sinθcosθ + sinθcosθ sin2 θ + cos 2 θ
1 0
=( ) =I
0 1
∴ A is orthogonal.
Modal Matrix
Modal matrix is a matrix in which each column specifies the eigenvectors of a matrix .It is
denoted by N.
A square matrix A with linearity independent Eigen vectors can be diagonalized by a similarly
transformation, 𝐷 = 𝑁 −1 𝐴𝑁, where N is the modal matrix .The diagonal matrix D has as its diagonal
elements, the Eigen values of A.
Normalized vector
Eigen vector 𝑋𝑟 is said to be normalized if each element of 𝑋𝑟 is being divided by the square root
𝑋
of the sum of the squares of all the elements of 𝑋𝑟 .i.e.,the normalized vector is |𝑋|

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𝑥1 𝑥1 /√𝑥12 + 𝑥22 + 𝑥32


𝑋𝑟 = [𝑥2 ] ; Normalized vector of 𝑋𝑟 = [𝑥2 /√𝑥12 + 𝑥22 + 𝑥32 ]
𝑥3
𝑥3 /√𝑥12 + 𝑥22 + 𝑥32
Working rule for diagonalization of a square matrix A using orthogonal reduction:
i) Find all the Eigen values of the symmetric matrix A.
ii) Find the Eigen vectors corresponding to each Eigen value.
iii) Find the normalized modal matrix N having normalized Eigen vectors as its column vectors.
iv) Find the diagonal matrix 𝐷 = 𝑁 𝑇 𝐴𝑁.The diagonal matrix D has Eigen values of A as its
diagonal elements.
𝟐 𝟏 −𝟏
Example: 1.39 Diagonalize the matrix ( 𝟏 𝟏 −𝟐)
−𝟏 −𝟐 𝟏
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 2+1+1= 4
s2 = sum of the minors of the main diagonalelement
1 −2 2 −1 2 1
=| |+| |+| | = −3 + 1 + 1 = −1
−2 1 −1 1 1 1
2 1 −1
s3 = |A| = | 1 1 −2| = −4
−1 −2 1
Characteristic equation is 3 − 42 −  + 4 = 0
⇒  = 1, (2 − 3 − 4) = 0
⇒  = 1, ( + 1)( − 4) = 0
⇒  = −1, 1, 4
To find the Eigen vectors:
𝑥1
Case (i) When  = 1 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2−1 1 −1 𝑥1 0
⇒( 1 1−1 −2 ) (𝑥 2 ) = (0)
−1 −2 1−1 𝑥 3 0
x1 + x2 − x3 = 0 … (1)
x1 + 0x2 − 2x3 = 0 … (2)
−x1 − 2x2 + 0x3 = 0 … (3)
From (1) and (2)
x1 2 x 3 x
= −1+2 = 0−1
−2−0
x1 x2 x
= = −13
−2 1

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−2
X1 = ( 1 )
−1
𝑥1
Case( ii) When  = −1 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2+1 1 −1 𝑥1 0
⇒( 1 1+1 𝑥
−2 ) ( 2 ) = (0)
−1 −2 1 + 1 𝑥3 0
3x1 + x2 − x3 = 0 … (4)
x1 + 2x2 − 2x3 = 0 … (5)
−x1 − 2x2 + 2x3 = 0 … (6)
From (4) and (5)
x1 2 x 3 x
= −1+6 = 6−1
−2+2
x1 x2 x3
= =
0 5 5
x1 x2 x3
= =
0 1 1

0
X 2 = ( 1)
1
𝑥1
Case (iii) When  = 4 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2−4 1 −1 𝑥1 0
⇒( 1 1−4 −2 ) (𝑥2 ) = (0)
−1 −2 1 − 4 𝑥3 0
−2x1 + x2 − x3 = 0 … (7)
x1 − 3x2 − 2x3 = 0 … (8)
−x1 − 2x2 − 3x3 = 0 … (9)
From (7) and (8)
x1 2 3x x
= −1−4 = 6−1
−2−3
x1 x x3
= −52 =
−5 5
x1 x2 x3
= −1 =
−1 1

−1
X3 = (−1)
1
−2 0 −1
Hence the corresponding Eigen vectors are X1 = ( 1 ) ; X2 = (1) ; X 3 = (−1)
−1 1 1
To check X1 , X2 & X3 are orthogonal
0
X1 T X 2 = (−2 1 −1) (1) = 0 + 1 − 1 = 0
1

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−1
X 2 T X 3 = (0 1 1) (−1) = 0 − 1 + 1 = 0
1
−2
X3 T X1 = (−1 −1 1) ( 1 ) = 2 − 1 − 1 = 0
−1
Normalized Eigen vectors are
−2 −1
√6
0 √3
1
1 −1
( √2 )
√6 1 √3
−1 1
√2
( √6 ) ( √3 )
Normalized modal matrix
−2 −1
0
√6 √3
1 1 −1
N= √6 √2 √3
−1 1 1
( √6 √2 √3 )
−2 1 −1
√6 √6 √6
T 1 1
N = 0
√2 √2
−1 −1 1
( √3 √3 √3 )

Thus the diagonal matrix D = N T AN


−2 1 −1 −2 −1
0
√6 √6 √6 2 1 −1 √6 √3
1 1 1 1 −1
= 0 (1 1 −2)
√2 √2 √6 √2 √3
−1 −1 1 −1 −2 1 −1 1 1
( √3 √3 √3 ) ( √6 √2 √3 )

1 0 0
= (0 −1 0)
0 0 4
𝟏𝟎 −𝟐 −𝟓
Example: 1.40 Diagonalize the matrix (−𝟐 𝟐 𝟑)
−𝟓 −𝟑 𝟓
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 10 + 2 + 5 = 17
s2 = sum of the minors of the main diagonalelement
2 3 10 −5 10 −2
=| |+| |+| | = 1 + 25 + 16 = 42
−3 5 −5 5 −2 2
10 −2 −5
s3 = |A| = |−2 2 3 | =0
−5 −3 5
Characteristic equation is 3 − 172 + 42 = 0

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⇒ (2 − 17 + 42) = 0


⇒  = 0, 3, 14
To find the Eigen vectors:
𝑥1
Case (i) When  = 0 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
10 − 0 −2 −5 𝑥1 0
⇒ ( −2 2−0 3 ) (𝑥 2 = 0)
) (
−5 −3 5 − 0 𝑥3 0
10x1 − 2x2 − 5x3 = 0 … (1)
−2x1 + 2x2 + 3x3 = 0 … (2)
−5x1 + 3x2 + 5x3 = 0 … (3)
From (1) and (2)
x1 2 3 x x
= 10−30 = 20−4
−6+10
x1 2 x x
4
= −20 = 163
x1 x x3
= −52 =
1 4

1
X1 = (−5)
4
𝑥1
Case (ii) When  = 3 the eigen vector is given by A − I X = 0 where X = (𝑥2 )
( )
𝑥3
10 − 3 −2 −5 𝑥1 0
⇒ ( −2 2−3 3 ) ( 𝑥 2 ) = ( 0)
−5 −3 5 − 3 𝑥3 0
7x1 − 2x2 − 5x3 = 0 … (4)
−2x1 − x2 + 3x3 = 0 … (5)
−5x1 + 3x2 + 2x3 = 0 … (6)
From (4) and (5)
x1 2 x 3 x
= 10−21 = −7−4
−6−5
x1 x2 x3
= =
−11 −11 −11
x1 x2 x3
= =
1 1 1

1
X2 = (1)
1
𝑥1
Case (iii) When  = 14 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
10 − 14 −2 −5 𝑥1 0
⇒ ( −2 2 − 14 3 ) (𝑥 2 = 0)
) (
−5 −3 5 − 14 𝑥3 0

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−4x1 − 2x2 − 5x3 = 0 … (7)


−2x1 − 12x2 + 3x3 = 0 … (8)
−5x1 + 3x2 − 9x3 = 0 … (9)
From (7) and (8)
x1 2 x 3 x
= 10+12 = 48−4
−6−60
x1 x x
= 222 = 443
−66
x1 x2 x3
= =
−6 2 4

−3
X3 = ( 1 )
2
1 1 −3
Hence the corresponding Eigen vectors are X1 = (−5) ; X2 = (1) ; X3 = ( 1 )
4 1 2
To check X1 , X2 & X3 are orthogonal
1
T
X 1 X 2 = (1 )
−5 4 (1) = 1 − 5 + 4 = 0
1
−3
T
X2 X 3 = (1 1 1) ( 1 ) = −3 + 1 + 2 = 0
2
1
X3 T X1 = (−3 1 2) (−5) = −3 − 5 + 8 = 0
4
Normalized Eigen vectors are
1 1 −3
√42 √3 √14
−5 1 1
√42 √3 √14
4 1 2
(√42 ) (√3) (√14)
Normalized modal matrix
1 1 −3
√42 √3 √14
−5 1 1
N=
√42 √3 √14
4 1 2
(√42 √3 √14)
1 −5 4
√42 √42 √42
T 1 1 1
N = √3 √3 √3
−3 1 2
(√14 √14 √14)

Thus the diagonal matrix D = N T AN

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1 −5 4 1 1 −3
√42 √42 √42 10 −2 −5 √42 √3 √14
1 1 1 −5 1 1
= (−2 2 3)
√3 √3 √3 √42 √3 √14
−3 1 2 −5 −3 5 4 1 2
(√14 √14 √14) (√42 √3 √14)

0 0 0
= (0 3 0 )
0 0 14
𝟔 −𝟐 𝟐
Example: 1.41 Diagonalize the matrix (−𝟐 𝟑 −𝟏)
𝟐 −𝟏 𝟑
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 6 + 3 + 3 = 12
s2 = sum of the minors of the main diagonalelement
3 −1 6 2 6 −2
=| |+| |+| | = 8 + 14 + 14 = 36
−1 3 2 3 −2 3
6 −2 2
s3 = |A| = |−2 3 −1| = 32
2 −1 3
Characteristic equation is 3 − 122 + 36 − 32 = 0
⇒  = 2, (2 − 10 + 16) = 0
⇒  = 2,2,8
To find the Eigen vectors:
𝑥1
Case (i) When  = 8 the eigen vector is given by(A − I)X = 0 where X = ( 2 )
𝑥
𝑥3
6−8 −2 2 𝑥1 0
⇒ ( −2 3−8 −1 ) (𝑥2 ) = (0)
2 −1 3 − 8 𝑥3 0
−2x1 − 2x2 + 2x3 = 0 … (1)
−2x1 − 5x2 − x3 = 0 … (2)
2x1 − x2 − 5x3 = 0 … (3)
From (1) and (2)
x1 2 3x x
= −4−2 = 10−4
2+10
x1 x x3
= −62 =
12 6
x1 x2 x3
= −1 =
2 1

2
X1 = (−1)
1

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𝑥1
Case (ii) When  = 2 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
6−2 −2 2 𝑥1 0
⇒ ( −2 3−2 −1 ) (𝑥2 ) = (0)
2 −1 3 − 2 𝑥3 0
4x1 − 2x2 + 2x3 = 0 … (4)
−2x1 + x2 − x3 = 0 … (5)
2x1 − x2 + x3 = 0 … (6)
Put x1 = 0 ⇒ −2x2 = −2x3
x2 x3
=
1 1

0
X2 = (1)
1
a
Case (iii) Let X3 = (b) be a new vector orthogonal to both X1 and X2
c
(𝑖. 𝑒) X1T X3 = 0 & X2T X 3 = 0
a a
(2 −1 1) (b) = 0 & (0 1 1) (b) = 0
c c
2a − b + c = 0 … (7)
a + b + c = 0 … (8)
From (7) and (8)
a b c
= 0−2 = 2
−1−1
a b c
= −2 = 2
−2
a b c
= −1 = 1
−1

−1
X3 = (−1)
1
2 0 −1
Hence the corresponding Eigen vectors are X1 = (−1) ; X2 = (1) ; X 3 = (−1)
1 1 1
Normalized Eigen vectors are
2 −1
√6
0 √3
1
−1 −1
( √2 )
√6 1 √3
1 1
√2
( √6 ) ( √3 )
Normalized modal matrix

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2 −1
0
√6 √3
−1 1 −1
N= √6 √2 √3
1 1 1
( √6 √2 √3 )
2 −1 1
√6 √6 √6
1 1
NT = 0
√2 √2
−1 −1 1
( √3 √3 √3 )

Thus the diagonal matrix D = N T AN


2 −1 1 2 −1
0
√6 √6 √6 6 −2 2 √6 √3
1 1 −1 1 −1
= 0 (−2 3 −1)
√2 √2 √6 √2 √3
−1 −1 1 2 −1 3 1 1 1
( √3 √3 √3 ) ( √6 √2 √3 )

8 0 0
= (0 2 0)
0 0 2

𝟑 𝟏 𝟏
Example: 1.42 Diagonalize the matrix (𝟏 𝟑 −𝟏)
𝟏 −𝟏 𝟑
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 3+3+3= 9
s2 = sum of the minors of the main diagonalelement
3 −1 3 1 3 1
=| |+| |+| | = 8 + 8 + 8 = 24
−1 3 1 3 1 3
3 1 1
s3 = |A| = |1 3 −1| = 16
1 −1 3
Characteristic equation is 3 − 92 + 24 − 16 = 0
⇒  = 1, (2 − 8 + 16) = 0
⇒  = 1, 4, 4
To find the Eigen vectors:
𝑥1
Case (i) When  = 1 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
3−1 1 1 𝑥1 0
⇒( 1 3−1 −1 ) (𝑥 2 ) = ( 0)
1 −1 3−1 𝑥 3 0
2x1 + x2 + x3 = 0 … (1)
x1 + 2x2 − x3 = 0 … (2)
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x1 − x2 + 2x3 = 0 … (3)
From (1) and (2)
x1 2 3x x
= 1+2 = 4−1
−1−2
x1 x2 x3
= =
−3 3 3
x1 x2 x3
= =
−1 1 1

−1
X1 = ( 1 )
1
𝑥1
Case (ii) When  = 4 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
3−4 1 1 𝑥1 0
⇒( 1 3−4 𝑥
−1 ) ( 2 ) = (0)
1 −1 3 − 4 𝑥3 0
−x1 + x2 + x3 = 0 … (4)
x1 − x2 − x3 = 0 … (5)
x1 − x2 − x3 = 0 … (6)
put x1 = 0 ⇒ x2 = −x3
x2 x
= −13
1

0
X2 = (−1)
1
a
b
Case (iii) Let X3 = ( ) be a new vector orthogonal to both X1 and X2
c
(𝑖. 𝑒) X1T X 3 = 0 & X2T X3 = 0
a a
(−1 1 1 ( ) = 0 & (0
) b −1 ) b
1 ( )=0
c c
−a + b + c = 0 … (7)
0a − b + c = 0 … (8)
From (7) and (8)
a b c
= 0+1 = 1+0
1+1
a b c
=1=1
2

2
X3 = (1)
1
−1 0 2
Hence the corresponding Eigen vectors are X1 = ( 1 ) ; X2 = (−1) ; X 3 = ( 1)
1 −1 1
Normalized Eigen vectors are

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Engineering Mathematics -II

−1 2
√3
0 √6
−1
1 1
( √2 )
√3 −1 √6
1 1
√2
( √3 ) ( √6 )
Normalized modal matrix
−1 2
0
√3 √6
1 −1 1
N= √3 √2 √6
1 −1 1
( √3 √2 √6 )
−1 1 1
√3 √3 √3
−1 −1
NT = 0
√2 √2
2 1 1
( √6 √6 √6 )

Thus the diagonal matrix D = N T AN


−1 1 1 −1 2
0
√3 √3 √3 3 1 1 √3 √6
−1 −1 1 −1 1
= 0 (1 3 −1)
√2 √2 √3 √2 √6
2 1 1 1 −1 3 1 −1 1
( √6 √ 6 √6 ) ( √3 √2 √ 6 )
1 0 0
= ( 0 4 0)
0 0 4
𝟑 −𝟏
Example: 1.43 Reduce the matrix A=( ) to the diagonal form, find 𝐀𝟑 .
−𝟏 𝟑
Solution:
The characteristic equation is 2 − s1  + s2 = 0
s1 = sum of the main diagonal element
= 3+3=6
3 −1
s2 = |A| = | | =9−1 =8
−1 3
Characteristic equation is 2 − 6 + 8 = 0
 = 2,4
To find the Eigen vectors:
x1
Case (i) When  = 2 the eigen vector is given by(A − I)X = 0 where X = (x )
2
3−2 −1 x1
⇒( ) (x )=0
−1 3−2 2

x1 − x2 = 0
−x1 + x2 = 0
x1 x2
=
1 1

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1
X1 = ( )
1
x1
Case (ii)When  = 4 the eigen vector is given by(A − I)X = 0 where X = (x )
2
3−4 −1 x1
⇒( ) (x )=0
−1 3−4 2

−x1 − x2 = 0
−x1 − x2 = 0
⇒ −x1 = x2
x1 x2
=
1 −1
1
X2 = ( )
−1
1 1
Hence the corresponding Eigen vectors are X1 = ( ) ; X2 = ( )
1 −1
To check X1 & X2 are orthogonal
1
X1 T X2 = (1 1) ( ) = 0
−1
1
X2 T X1 = (1 −1) ( ) = 0
1
Normalized Eigen vectors are
1 1
√2
(−1 ) (√12)
√2 √2

Normalized modal matrix


1 1

N= (√12 √2
−1)
√2 √2
1 1

N = T (√12 √2
−1)
√2 √2

Thus the diagonal matrix D = N T AN


1 1 1 1
2 √2 3 −1 √2 √2
= (√1 −1) (−1 )( 1 −1)
3
√2 √2 √2 √2

2 0
=( )
0 4
To find A3 : A3 = ND3 N T
1 1 1 1
8 0
(√12 √2 2 √2
= −1) (0 ) (√1 −1)
64
√2 √2 √2 √2

36 −28
=( )
−28 36

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Engineering Mathematics -II

Example: 1.44 Find the 3×3 square symmetric matrix A having Eigen values 2,3,6 and corresponding
Eigen vectors(𝟏 𝟎 −𝟏)𝐓 , (𝟏 𝟏 𝟏)𝐓 , 𝐚𝐧𝐝(𝟏 −𝟐 𝟏) 𝐓 .
Solution:
1 1 1
Given λ = 2,3,6; X1 = ( 0 ) ; X2 = (1) ; X3 = (−2)
−1 1 1
Normalized modal matrix
1 1 1 1 −1
0
√2 √3 √6 √2 √2
1 −2 T 1 1 1
N= 0 ; N =
√3 √6 √3 √3 √3
−1 1 1 1 −2 1
( √2 √3 √6 ) ( √6 √6 √6 )

2 0 0
D = (0 3 0)
0 0 6
D = N T AN ⇒ 𝐴 = 𝑁𝐷N T
1 −1 2 −2
0 0
√2 √2 √2 √2
2 0 0 1 1 1 3 3 3
T
DN = (0 3 0) =
0 0 6 √3 √3 √3 √3 √3 √3
1 −2 1 6 −12 6
(√6 √6 √6 ) (√6 √6 √6 )
1 1 1 2 −2
0
√2 √3 √6 √2 √2
1 −2 3 3 3
A = NDN T = 0
√3 √6 √3 √3 √3
−1 1 1 6 −12 6
( √2
√3 √6 ) (√6
√6 √6 )
1 + 1 + 1 0 + 1 − 2 −1 + 1 + 1
= ( 0+1−2 0+1+4 0+1−2 )
−1 + 1 + 1 1 + 0 − 2 1 + 1 + 1
3 −1 1
= (−1 5 −1)
1 −1 3
𝟏 𝟏 𝟑
Example: 1.45 Reduce the matrix A = (𝟏 𝟓 𝟏) to the diagonal form, find 𝐀𝟑 .
𝟑 𝟏 𝟏
Solution:
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 1+5+1= 7
s2 = sum of the minors of the main diagonalelement
5 1| |1 3| |1 1
=| + + |= 4−8+4= 0
1 1 3 1 1 5

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1 1 3
s3 = |A| = |1 5 1| = −36
3 1 1
Characteristic equation is 3 − 72 + 36 = 0
⇒  = 3 ; (2 − 4 − 12) = 0
⇒  = −2,6,3
To find the Eigen vectors:
𝑥1
Case (i) When  = −2 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1+2 1 3 𝑥1 0
⇒( 1 5+2 1 ) (𝑥 2 ) = (0)
3 1 1+2 𝑥 3 0
3x1 + x2 + 3x3 = 0 … (1)
x1 + 7x2 + x3 = 0 … (2)
3x1 + x2 + 3x3 = 0 … (3)
From (1) and (2)
x1 2 x
3 x
= 3−3 = 21−1
1−21
x1 x2 x
= = 203
−20 0
x1 x2 x3
= =
−1 0 1

−1
X1 = ( 0 )
1
𝑥1
Case (ii) When  = 3 the eigen vector is given by A − I X = 0 where X = 𝑥2 )
( ) (
𝑥3
1−3 1 3 𝑥1 0
⇒( 1 5−3 𝑥
1 ) ( 2 ) = (0)
3 1 1 − 3 𝑥3 0
−2x1 + x2 + 3x3 = 0 … (4)
x1 + 2x2 + x3 = 0 … (5)
3x1 + x2 − 2x3 = 0 … (6)
From (4) and (5)
x1 x2 3 x
= 3+2 = −4−1
1−6
x1 x2 x
= = −53
−5 5
x1 x x3
= −12 =
1 1

1
X2 = (−1)
1

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Engineering Mathematics -II

𝑥1
Case (iii) When  = 6 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1−6 1 3 𝑥1 0
⇒( 1 5−6 1 ) (𝑥2 ) = (0)
3 1 1 − 6 𝑥3 0
−5x1 + x2 + 3x3 = 0 … (7)
x1 − x2 + x3 = 0 … (8)
3x1 + x2 − 5x3 = 0 … (9)
From (7) and (8)
x1 2 x
3 x
= 3+5 = 5−1
1+3
x1 x2 x3
= =
4 8 4
x1 x2 x3
= =
1 2 1

1
X 3 = ( 2)
1
−1 1 1
Hence the corresponding Eigen vectors are X1 = ( 0 ) ; X 2 = (−1) ; X3 = (2)
1 1 1
To check X1 , X2 & X3 are orthogonal
1
X1 T X2 = (−1 0 1) (−1) = −1 + 0 + 1 = 0
1
1
X2 T X3 = (1 −1 1) (2) = 1 − 2 + 1 = 0
1
−1
T
( )
X3 X1 = 1 2 1 ( 0 ) = −1 + 0 + 1 = 0
1
Normalized Eigen vectors are
1 1
−1
√3 √6
√2 −1 2
(0)
1 √3 √6
1 1
√2
( √3 ) ( √6 )
Normalized modal matrix
−1 1 1
√2 √3 √6
−1 2
N= 0
√3 √6
1 1 1
( √2 √3 √6 )
−1 1
0
√2 √2
1 −1 1
NT = √3 √3 √3
1 2 1
( √6 √6 √6 )
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Engineering Mathematics -II

Thus the diagonal matrix D = N T AN


−1 1 −1 1 1
0
√2 √2 1 1 3 √2 √3 √6
1 −1 1 −1 2
= (1 5 1) 0
√3 √3 √3 √3 √6
1 2 1 3 1 1 1 1 1
( √6 √ 6 √6 ) ( √2 √3 √6 )

−2 0 0
⇒ D = ( 0 3 0)
0 0 6
−8 0 0
3 (
⇒ D = 0 27 0 )
0 0 216
A3 = ND3 N T
−1 1 1 −1 1
0
√2 √3 √6 −8 0 0 √2 √2
−1 2 1 −1 1
= 0 (0 27 0 )
√3 √6 √3 √3 √3
1 1 1 0 0 216 1 2 1
( √2 √3 √6 ) ( √6 √6 √6 )

41 63 49
= (63 153 63)
49 63 41
Exercise: 1.5
1. Diagonalise the following using orthogonal transformation
5 1 −1
a. A = ( 1 3 −1) Ans:𝐷(2,3,6)
−1 −1 3
2 2 0
b. A = (2 5 0) Ans:𝐷(1,3,6)
0 0 3
6 −2 2
c. A = (−2 3 −1) Ans:𝐷(8,2,2)
2 −1 3
1 −1 −12
(
d. A = −1 1 −1 ) Ans:𝐷(2,2, −1)
−1 −1 1
3 −1 1
2. a Reduce A = (−1 5 −1) to diagonal form by an orthogonal transformation and also findA4 .
1 −1 3
251 −405 235
Ans: A4 = (−405 891 −405)
235 −405 251
2 0 4
b. Reduce the matrix A=(0 6 0) to the diagonal form, find A3 .
4 0 2
104 0 112
3
Ans: A = ( 0 216 0 )
112 0 104

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Engineering Mathematics -II

1 1 1
c. Reduce the matrix A=( 0 2 1) to the diagonal form, find A4 .
−4 4 3
−99 115 65
Ans: A4 = (−100 116 65)
−160 160 81
3. Find the 3x3 square symmetric matrix A having Eigen values -2,1, 1 and corresponding Eigen
−1 1 1 0 1 1
vectors( 1 ) , (0) and ( 2 ) . Ans: A = (1 0 −1)
1 1 −1 1 −1 0
1.6 REDUCTION OF QUADRATIC FORM TO CANON ICAL FORM BY
ORTHOGONAL TRANSFORMATION
Linear Form
The expression of the form 𝑎1 𝑥1 + 𝑎2 𝑥2 + ⋯ +𝑎𝑛 𝑥𝑛 , where 𝑎1 , 𝑎2 … 𝑎𝑛 are constants is called
a linear form in the variables 𝑥1 , 𝑥2 … 𝑥𝑛 . This linear form can also be written as 𝑎1 𝑥1 + 𝑎2 𝑥2 + ⋯ +𝑎𝑛 𝑥𝑛 =
∑𝑛𝑖=1 𝑎𝑖 𝑥𝑖
Bilinear Form
Any expression which is linear and homogeneous in each of the sets of variables
{𝑥1 , 𝑥2 … … … … . . 𝑥𝑛 }, {𝑦1 , 𝑦2 , … … . 𝑦𝑛 } is called a bilinear form in these variables.
The general bilinear form of the two sets of variables {𝑥1 , 𝑥2 , 𝑥3 }𝑎𝑛𝑑 {𝑦1 , 𝑦2 , 𝑦3 } can be written as
𝑓(𝑥, 𝑦) = 𝑎11 𝑥1 𝑦1 + 𝑎12 𝑥1 𝑦2 + 𝑎13 𝑥1 𝑦3 +
𝑎21 𝑥2 𝑦1 + 𝑎22 𝑥2 𝑦2 + 𝑎23 𝑥2 𝑦3 + 𝑎31 𝑥3 𝑦1 + 𝑎32 𝑥3 𝑦2 + 𝑎33 𝑥3 𝑦3 … (1)
This bilinear form can written as 𝑓 (𝑥, 𝑦) = ∑3𝑖=1 ∑3𝑗=1 𝑎𝑖𝑗 𝑥𝑖 𝑦𝑗
Equation (1) can be written in matrix form as
𝑎11 𝑎12 𝑎13 𝑦1
𝑓 (𝑥, 𝑦) = (𝑥1 𝑥2
𝑥3 ) (𝑎21 𝑎22 𝑎23 ) (𝑦2 ) = 𝑋 ′ 𝐴𝑌
𝑎31 𝑎32 𝑎33 𝑦3
𝑥1 𝑦1
′ 𝑥 𝑦
Where 𝑋 is the transpose of 𝑋 = ( 2 ) 𝑎𝑛𝑑 𝑌 = ( 2 )
𝑥3 𝑦3
𝑎11 𝑎12 𝑎13
The matrix 𝐴 = (𝑎21 𝑎22 𝑎23 ) is called the matrix of the bilinear form.
𝑎31 𝑎32 𝑎33
Quadratic Form
A homogeneous polynomial of second degree in any number of variables is called a quadratic form.
The general Quadratic form in three variables {𝑥1 , 𝑥2 , 𝑥3 } is given by
𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑎11 𝑥12 + 𝑎12 𝑥1 𝑥2 + 𝑎13 𝑥1 𝑥3 +
𝑎21 𝑥1 𝑥2 + 𝑎22 𝑥22 + 𝑎23 𝑥2 𝑥3 + 𝑎31 𝑥3 𝑥1 + 𝑎32 𝑥2 𝑥2 + 𝑎33 𝑥32
This Quadratic form can written as 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = ∑3𝑖=1 ∑3𝑗=1 𝑎𝑖𝑗 𝑥𝑖 𝑦𝑗

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Engineering Mathematics -II

𝑎11 𝑎12 𝑎13 𝑥1


𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = (𝑥1 𝑥2 𝑥3 ) (𝑎21 𝑎22 𝑎23 ) (𝑥2 )
𝑎31 𝑎32 𝑎33 𝑥3
= 𝑋 ′ 𝐴𝑋
𝑥1
Where 𝑋 = (𝑥2 ) and A is called the matrix of the Quadratic form.
𝑥3
Note: To write the matrix of a quadratic form as
coeff. ofx 2 1/2coeff. ofxy 1/2coeff. ofxz
A = (1/2coeff. ofxy coeff. ofy 2 1/2coeff. ofyz )
1/2coeff. of xz 1/2coeff. ofyz coeff. of z 2

Example: 1.46 Write down the Quadratic form in to matrix form


(i)𝟐𝐱 𝟐 + 𝟑𝐲 𝟐 + 𝟔𝐱𝐲
Solution:
coeff. of x 2 1/2coeff. of xy
A=( )
1/2coeff. of xy coeff. ofy 2
2 3
=( )
3 3
(ii) 𝟐𝐱 𝟐 + 𝟓𝐲 𝟐 − 𝟔𝐳 𝟐 − 𝟐𝐱𝐲 − 𝐲𝐳 + 𝟖𝐳𝐱
Solution:
coeff. ofx 2 1/2coeff. ofxy 1/2coeff. ofxz
A = (1/2coeff. ofxy coeff. ofy 2 1/2coeff. ofyz )
1/2coeff. of xz 1/2coeff. ofyz coeff. of z 2
2 −1 4
=( −1 5 −1/2)
4 −1/2 −6
(iii) 𝟏𝟐 𝐱 𝟐𝟏 + 𝟒𝐱 𝟐𝟐 + 𝟓𝐱 𝟐𝟑 − 𝟒𝐱 𝟐 𝐱 𝟑 + 𝟔𝐱 𝟏 𝐱 𝟑 − 𝟖𝐱 𝟏 𝐱 𝟐
Solution:
coeff. of x12 1/2coeff. of x1 x2 1/2coeff. of x1 x3
A = (1/2coeff. of x1 x2 coeff. of x22 1/2coeff. of x2 x3 )
1/2coeff. of x1 x3 1/2coeff. of x2 x3 coeff. of x32
12 −4 3
(
= −4 4 −2)
3 −2 5
Example: 1.47 Write down the matrix form in to Quadratic form
𝟐 𝟏 −𝟑
(i)( 𝟏 −𝟐 𝟑)
−𝟑 −𝟐 𝟓
Solution:
Quadratic form is 2 x12 − 2x22 + 6x32 + 2x1 x2 − 6x1 x3 + 6x2 x3

47
Engineering Mathematics -II

𝟏 𝟏 𝟐
(ii)(𝟏 𝟑 𝟏)
𝟐 𝟏 𝟔
Solution:
Quadratic form is x12 + 3x22 + 6x32 + 2x1 x2 + 4x1 x3 + 2x2 x3 .
NATURE OF QUADRATIC FORM DETERMINED BY PRINCIPAL MINORS
𝑎11 𝑎12 𝑎13 ⋯ 𝑎1𝑛
Let A be a square matrix of order n say 𝐴 = [( 21 𝑎22 𝑎23
𝑎 ⋱ 𝑎2𝑛 )]
… ⋯ ….
The principal sub determinants of A are defined as below.
𝑠1 = 𝑎11
𝑎11 𝑎12
𝑠2 = |𝑎 |
21 𝑎22
𝑎11 𝑎12 𝑎13
𝑠3 = | 21 𝑎22 𝑎23 |
𝑎
𝑎31 𝑎32 𝑎33
...
...
...
𝑠𝑛 = |𝐴|
The quadratic form 𝑄 = 𝑋 𝑇 𝐴𝑋 is said to be
1. Positive definite: If 𝑠1, 𝑠2, 𝑠3………. 𝑠𝑛 > 0
2. Positive semidefinite: If 𝑠1, 𝑠2, 𝑠3………. 𝑠𝑛 ≥ 0 and atleast one 𝑠𝑖 = 0
3. Negative definite: If 𝑠1, 𝑠3, 𝑠5………. < 0 and𝑠2, 𝑠4, 𝑠6………. > 0
4. Negative semidefinite: If 𝑠1, 𝑠3, 𝑠5………. < 0 and𝑠2, 𝑠4, 𝑠6………. > 0 and atleast one 𝑠𝑖 = 0
5. Indefinite: In all other cases
Example: 1.48 Determine the nature of the Quadratic form 12𝐱 𝟐𝟏 + 𝟑𝐱 𝟐𝟐 + 𝟏𝟐𝐱 𝟐𝟑 + 𝟐𝐱 𝟏 𝐱 𝟐
Solution:
12 1 0
A=( 1 3 0)
0 0 12
𝑠1 = 𝑎11 =12 > 0
𝑎11 𝑎12 12 1
𝑠2 = |𝑎 𝑎 |=| | = 35 > 0
21 22 1 3
𝑎11 𝑎12 𝑎13 12 1 0
𝑠3 = |𝑎21 𝑎22 𝑎23 | = | 1 3 0 | = 430 > 0 , Postive definite
𝑎31 𝑎32 𝑎33 0 0 12
Example: 1.49 Determine the nature of the Quadratic form 𝐱 𝟐𝟏 + 𝟐𝐱 𝟐𝟐
Solution:
1 0 0
Let A = (0 2 0)
0 0 0
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Engineering Mathematics -II

𝑠1 = 𝑎11 = 1 > 0
𝑎11 𝑎12
𝑠2 = |𝑎 𝑎22 | = 2 > 0
21
𝑎11 𝑎12 𝑎13 1 0 0
𝑠3 = |𝑎21 𝑎22 𝑎23 | = |0 2 0| = 0 , Positive semidefinite
𝑎31 𝑎32 𝑎33 0 0 0
Example: 1.50 Determine the nature of the Quadratic form 𝐱 𝟐 − 𝐲 𝟐 + 𝟒𝐳 𝟐 + 𝟒𝐱𝐲 + 𝟐𝐲𝐳 + 𝟔𝐳𝐱
Solution:
1 2 3
Let A = (2 −1 1)
3 1 4
𝑠1 = 𝑎11 = 1 > 0
𝑎11 𝑎12
𝑠2 = |𝑎 𝑎22 | = −5 < 0
21
𝑎11 𝑎12 𝑎13 1 2 3
𝑠3 = |𝑎21 𝑎22 𝑎23 | = |2 −1 1| = 0 , Indefinite
𝑎31 𝑎32 𝑎33 3 1 4
Example: 1.51 Determine the nature of the Quadratic form 𝐱𝐲 + 𝐲𝐳 + 𝐳𝐱
Solution:
0 1/2 1/2
Let A = ( 1/2 0 1/2)
1/2 1/2 0
𝑠1 = 𝑎11 = 0
𝑎11 𝑎12
𝑠2 = |𝑎 𝑎22 | = −1/4 < 0
21

𝑎11 𝑎12 𝑎13 0 1/2 1/2


1
𝑎
𝑠3 = | 21 𝑎22 𝑎23 | = |1/2 0 1/2| = > 0 , Indefinite
4
𝑎31 𝑎32 𝑎33 1/2 1/2 0
RANK, INDEX AND SIGNATURE OF A REAL QUADRATIC FORMS
Let 𝑄 = 𝑋 𝑇 𝐴𝑋 be quadratic form and the corresponding canonical form is 𝑑1 𝑦1 2 + 𝑑2 𝑦2 2 + ⋯ +𝑑𝑛 𝑦𝑛 2 .
The rank of the matrix A is number of non –zero Eigen values of A. If the rank of A is ‘r’, the
canonical form of Q will contain only “r” terms .Some terms in the canonical form may be positive or zero or
negative.
The number of positive terms in the canonical form is called the index(p) of the quadratic form.
The excess of the number of positive terms over the number of negative terms in the canonical
form .i.e,𝑝 − (𝑟 − 𝑝) = 2𝑝 − 𝑟 is called the signature of the quadratic form and usually denoted by s. Thus
𝑠 = 2𝑝 − 𝑟.
Example: 1.52 Reduce the Quadratic form𝐱 𝟐𝟏 + 𝟐𝐱 𝟐𝟐 + 𝐱 𝟐𝟑 − 𝟐𝐱 𝟏 𝐱 𝟐 + 𝟐𝐱 𝟐 𝐱 𝟑 + 𝟔𝐱 𝟐 𝐱 𝟑 to canonical form
through an orthogonal transformation .Find the nature rank, index, signature and also find the non
zero set of values which makes this Quadratic form as zero.
Solution:

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Engineering Mathematics -II

1 −1 0
Given A = (−1 2 1)
0 1 1
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 1+2+1= 4
s2 = sum of the minors of the main diagonalelement
2 1 1 0 1 −1
=| |+| |+| | =1+1+1=3
1 1 0 1 −1 2
1 −1 0
| |
s3 = A = −1 2 1| = 0
|
0 1 1
Characteristic equation is 3 − 42 + 3 = 0
⇒  = 0 ; (2 − 4 + 3) = 0
⇒  = 0,1,3
To find the Eigen vectors:
𝑥1
Case (i) When  = 0 the eigen vector is given by A − I X = 0 where X = 2 )
( ) (𝑥
𝑥3
1 −1 0 𝑥1 0
𝑥
⇒ (−1 2 1) ( 2 ) = (0)
0 1 1 𝑥3 0
x1 − x2 + 0x3 = 0 … (1)
−x1 + 2x2 + x3 = 0 … (2)
0x1 + x2 + x3 = 0 … (3)
From (1) and (2)
x1 x x
= −12 = 2−1
3
−1
x1 x x3
= −12 =
−1 1

−1
X1 = (−1)
1
𝑥1
Case (ii) When  = 3 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1−3 −1 0 𝑥1 0
⇒ ( −1 2−3 𝑥
1 ) ( 2 ) = (0)
0 1 1 − 3 𝑥3 0
−2x1 − x2 + 0x3 = 0 … (4)
−x1 − x2 + x3 = 0 … (5)
0x1 + x2 − 2x3 = 0 … (6)
From (4) and (5)
x1 x2 3 x
= = 2−1
−1 2
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Engineering Mathematics -II

x1 x2 x3
= =
−1 2 1

−1
X2 = ( 2 )
1
𝑥1
Case (iii) When  = 1 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1−1 −1 0 𝑥1 0
⇒ ( −1 2−1 1 ) (𝑥2 ) = (0)
0 1 1 − 1 𝑥3 0
0x1 − x2 + 0x3 = 0 … (7)
−x1 + x2 + x3 = 0 … (8)
0x1 + x2 + 0x3 = 0 … (9)
From (7) and (8)
x1 2 x 3 x
= 0−0 = 0−1
−1−0
x1 x2 x
= = −13
−1 0
x1 x2 x3
= =
1 0 1

1
X 3 = ( 0)
1
1 −1 1
Hence the corresponding Eigen vectors are X1 = ( 1 ) ; X 2 = ( 2 ) ; X3 = (0)
−1 1 1
To check X1 , X2 & X3 are orthogonal
−1
X 1 T X 2 = (1 1 −1) ( 2 ) = −1 + 2 − 1 = 0
1
1
X2 T X 3 = (−1 2 1) (0) = −1 + 0 + 1 = 0
1
1
X 3 T X 1 = (1 0 1) ( 1 ) = 1 + 0 − 1 = 0
−1
Normalized Eigen vectors are
1 −1
1
√3 √6
1 2 √2
(0)
√3 √6 1
−1 1
√2
( √ 3 ) ( √6 )
Normalized modal matrix
1 −1 1
√3 √6 √2
1 2
N= 0
√3 √6
−1 1 1
( √3 √6 √2 )
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Engineering Mathematics -II

1 1 −1
√3 √3 √3
−1 2 1
NT = √6 √6 √6
1 1
0
( √2 √2 )

Thus the diagonal matrix D = N T AN


1 −1 1 1 1 −1
√3 √6 √2 1 −1 0 √3 √3 √3
1 2 −1 2 1
= 0 (−1 2 1)
√3 √6 √6 √6 √6
−1 1 1 0 1 1 1 1
0
( √3 √6 √2 ) ( √2 √2 )

0 0 0
D = (0 1
0)
3 0 0
y1
Canonical form = 𝑌 DY where Y = (y2 )
𝑇
y3
0 0 0 y1
𝑌 DY = (y1 , y2 , y3 ) (0 1 0) (y2 )
𝑇

0 0 3 y3
= 0𝑦1 2 + 𝑦2 2 + 3𝑦3 2
Rank = 2
Index = 2
Signature = 2 – 0 = 2
Nature is positive semi definite.
To find non zero set of values:
Consider the transformation X = NY
1 −1 1
x1 √3 √6 √2 y1
1 2
(x2 ) = 0 (y2 )
√3 √6
x3 −1 1 1 y3
( √3 √6 √2 )
y1 y2 y3
x1 = − +
√3 √6 √2
y1 2y2
x2 = + + 0y3
√3 √6
−y1 y2 y3
x3 = + +
√3 √6 √2
Put y2 = 0 & y3 = 0
y1 y1 −y1
x1 = ; x2 = ; x3 =
√ 3 √ 3 √3

Put y1 = √3
x1 = 1; x2 = 1; x3 = −1 which makes the Quadratic equation zero.

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Engineering Mathematics -II

Example: 1.53 Reduce the Quadratic form 𝐱 𝟐𝟏 + 𝐱 𝟐𝟐 + 𝐱 𝟐𝟑 − 𝟐𝐱 𝟏 𝐱 𝟐 to canonical form through an


orthogonal transformation .Find the nature rank,index,signature and also find the non zero set of
values which makes this Quadratic form as zero
Solution:
1 −1 0
A = (−1 1 0)
0 0 1
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 1+1+1= 3
s2 = sum of the minors of the main diagonalelement
1 0 1 0 1 −1
=| |+| |+| | =1+1+0=2
0 1 0 1 −1 1
1 −1 0
| |
s3 = A = |−1 1 0| = 0
0 0 1
Characteristic equation is 3 − 32 + 2 = 0
⇒  = 0 ; (2 − 3 + 2) = 0
⇒  = 0,1,2
To find the Eigen vectors:
𝑥1
Case (i) When  = 0 the eigen vector is given by A − I X = 0 where X = ( 2 )
( ) 𝑥
𝑥3
1 −1 0 𝑥1 0
⇒ (−1 1 0) (𝑥2 ) = (0)
0 0 1 𝑥3 0
x1 − x2 + 0x3 = 0 … (1)
−x1 + x2 + 0x3 = 0 … (2)
0x1 + 0x2 + x3 = 0 … (3)
From (1) and (2)
x1 2 x x3
= 0+1 =
1−0 0
x1 x2 x3
= =
1 1 0

1
X1 = (1)
0
𝑥1
Case (ii) When  = 1 the eigen vector is given by A − I X = 0 where X = 𝑥2 )
( ) (
𝑥3
1−1 −1 0 𝑥1 0
⇒ ( −1 1−1 𝑥
0 ) ( 2 ) = (0)
0 0 1 − 0 𝑥3 0
0x1 − x2 + 0x3 = 0 … (4)
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Engineering Mathematics -II

−x1 + 0x2 + 0x3 = 0 … (5)


0x1 + 0x2 + 0x3 = 0 … (6)
From (4) and (5)
x1 x2 x3
= =
0 0 −1

0
X2 = ( 0 )
−1
𝑥1
Case (iii) When  = 2 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1−2 −1 0 𝑥1 0
⇒ ( −1 1−2 0 ) ( 𝑥 2 ) = ( 0)
0 0 1 − 2 𝑥3 0
−x1 − x2 + 0x3 = 0 … (7)
−x1 − x2 + 0x3 = 0 … (8)
0x1 + 0x2 − x3 = 0 … (9)
From (7) and (8)
x1 x
2 3 x
= 0−1 = 0−0
1−0
x1 x x3
= −12 =
1 0

1
X3 = (−1)
0
1 0 1
Hence the corresponding Eigen vectors are X1 = (1) ; X2 = ( 0 ) ; X3 = (−1)
0 −1 0
To check X1 , X2 & X3 are orthogonal
0
X 1 T X 2 = (1
1 0) ( 0 ) = 0 + 0 + 0 = 0
−1
1
T
( )
X2 X 3 = 0 0 −1 −1) = 0 + 0 + 0 = 0
(
0
1
T
X3 X1 = (1 −1 0) (1) = 1 − 1 + 0 = 0
0
Normalized Eigen vectors are
1 1
√2 0 √2
( 1 )( )
0 ( )
−1
√2 −1 √2
0 0
Normalized modal matrix

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Engineering Mathematics -II

1 1
0
√2 √2
N= (1 0
−1)
√2 √2
0 −1 0
1 1
0
√2 √2
T
N = (0 0 −1)
1 1
0
√2 √2

Thus the diagonal matrix D = N T AN


1 1 1 1
0 1 −1 0 0
√2 √2 √2 √2
= (0 0 −1) (−1 1 0) ( 1 0
−1)
1 1 √2 √2
0 0 0 1
√2 √2 0 −1 0
0 0 0
D = (0 1 0)
0 0 2
y1
Canonical form = 𝑌 DY where Y = (y2 )
𝑇
y3
0 0 0 y1
𝑌 DY = (y1 , y2 , y3 ) (0 1 0) (y2 )
𝑇

0 0 2 y3
= 0𝑦1 2 + 𝑦2 2 + 2𝑦3 2
Rank = 2
Index = 2
Signature = 2 - 0 = 2
Nature is positive semi definite.
To find non zero set of values:
Consider the transformation X = NY
1 1
x1 0 y1
√2 √2
x
( 2) = ( 1 −1) (y2 )
0
x3 √2 y3
√2
0 −1 0
y1 y3
x1 = +0+
√2 √2
y1 y3
x2 = +0−
√2 √2
x3 = 0 − y2 − 0
Put y2 = 0 & y3 = 0
y1 y1
x1 = ; x2 = ; x3 = 0
√2 √2

Put y1 = √2
x1 = 1; x2 = 1; x3 = 0 which makes the Quadratic equation zero.

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Engineering Mathematics -II

Example: 1.54 Reduce the Quadratic form 𝟐𝐱 𝟐𝟏 + 𝐱 𝟐𝟐 + 𝐱 𝟐𝟑 + 𝟐𝐱 𝟏 𝐱 𝟐 − 𝟐𝐱 𝟏 𝐱 𝟑 − 𝟒𝐱 𝟐 𝐱 𝟑 to canonical form


through an orthogonal transformation .Find the nature rank, index, signature
Solution:
2 1 −1
A=( 1 1 −2)
−1 −2 1
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 2+1+1= 4
s2 = sum of the minors of the main diagonalelement
1 −2 2 −1 2 1
=| |+| |+| | = −3 + 1 + 1 = −1
−2 1 −1 1 1 1
2 1 −1
s3 = |A| = | 1 1 −2| = −4
−1 −2 1
Characteristic equation is 3 − 42 −  + 4 = 0
 = −1,1,4
To find the Eigen vectors:
𝑥1
Case (i) When  = −1 the Eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2+1 1 −1 𝑥1 0
⇒( 1 1+1 −2 ) (𝑥2 ) = (0)
−1 −2 1 + 1 𝑥3 0
3x1 + x2 − x3 = 0 … (1)

x1 + 2x2 − 2x3 = 0 … (2)


−x1 − 2x2 + 2x3 = 0 … (3)
From (1) and (2)
x1 2 x 3 x
= −1+6 = 6−1
−2+2
x1 x2 x3
= =
0 5 5

0
X 1 = ( 1)
1
𝑥1
Case (ii) When  = 1 the Eigen vector is given by(A − I)X = 0 where X = ( 2 )
𝑥
𝑥3
2−1 1 −1 𝑥1 0
⇒( 1 1 − 1 −2 ) (𝑥2 ) = (0)
−1 −2 1 − 1 𝑥3 0
x1 + x2 − x3 = 0 … (4)
x1 + 0x2 − 2x3 = 0 … (5)
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Engineering Mathematics -II

−x1 − 2x2 + 0x3 = 0 … (6)


From (4) and (5)
x1 2 3 x x
= −1+2 = 0−1
−2+0
x1 x2 x
= = −13
−2 1

2
X2 = (−1)
1
𝑥1
Case (iii) When  = 4 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
2−4 1 −1 𝑥1 0
⇒( 1 1 − 4 −2 ) (𝑥2 ) = (0)
−1 −2 1 − 4 𝑥3 0
−2x1 + x2 − x3 = 0 … (7)
x1 − 3x2 − 2x3 = 0 … (8)
−x1 − 2x2 − 3x3 = 0 … (9)
From (7) and (8)
x1 x2 x3
= =
−2−3 −1−4 6−1
x1 x2 x3
= −5 =
−5 5
x1 x2 x3
= = −1
1 1

1
X3 = ( 1 )
−1
0 2 1
Hence the corresponding Eigen vectors are X1 = (1) ; X2 = (−1) ; X3 = ( 1 )
1 1 −1
To check X1 , X2 & X3 are orthogonal
2
X 1 T X 2 = (01 1) (−1) = 0 − 1 + 1 = 0
1
1
X2 T X 3 = (2 −1 1) ( 1 ) = 2 − 1 − 1 = 0
−1
0
X3 T X1 = (1 1 −1) (1) = 0 + 1 − 1 = 0
1
Normalized Eigen vectors are
2 1
0 √6 √3
1
−1 1
( √2 )
1 √6 √3
1 −1
√2
( √6 ) ( √3 )
Normalized modal matrix

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Engineering Mathematics -II

2 1
0
√6 √3
1 −1 1
N= √2 √6 √3
1 1 −1
(√ 2 √6 √3 )
1 1
0
√2 √2
2 −1 1
NT = √6 √6 √6
1 1 −1
( √3 √3 √3 )

Thus the diagonal matrix D = N T AN


2 1 1 1
0 0
√6 √3 2 1 −1 √2 √2
1 −1 1 2 −1 1
= (1 1 −2)
√2 √6 √3 √6 √6 √6
1 1 −1 −1 −2 1 1 1 −1
( √2 √6 √3 ) ( √3 √3 √3 )

−1 0 0
D = ( 0 1 0)
0 0 4
y1
Canonical form = 𝑌 DY where Y = (y2 )
𝑇
y3
0 0 0 y1
𝑌 DY = (y1 , y2 , y3 ) (0 1 0) (y2 )
𝑇

0 0 3 y3
= −𝑦1 2 + 𝑦2 2 + 4𝑦3 2
Rank = 3
Index = 2
Signature = 2 – 1 = 1
Nature is indefinite.
Example: 1.55 Reduce the Quadratic form 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 𝟐𝒙𝒚 − 𝟐𝒚𝒛 − 𝟐𝒛𝒙 to canonical form through
an orthogonal transformation .Find the nature rank, index, signature.
Solution:
1 −1 −1
A = (−1 1 −1)
−1 −1 1
The characteristic equation is 3 − s1 2 + s2  − s3 =0
s1 = sum of the main diagonal element
= 1+1+1= 3
s2 = sum of the minors of the main diagonalelement
1 −1 1 −1 1 −1
=| |+| |+| |=0
−1 1 −1 1 −1 1
1 −1 −1
s3 = |A| = |−1 1 −1| = −4
−1 −1 1
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Engineering Mathematics -II

Characteristic equation is 3 − 32 + 4 = 0


 = −1,2,2
To find the Eigen vectors:
𝑥1
Case (i) When  = −1 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1+1 −1 −1 𝑥1 0
⇒ ( −1 1+1 −1 ) (𝑥 2 ) = (0)
−1 −1 1 + 1 𝑥3 0
2x1 − x2 − x3 = 0 … (1)
−x1 + 2x2 − x3 = 0 … (2)
−x1 − x2 + 2x3 = 0 … (3)
From (1) and (2)
x1 2 3x x
= 1+2 = 4−1
1+2
x1 x2 x3
= =
3 3 3

1
X1 = (1)
1
𝑥1
Case (ii) When  = 2 the eigen vector is given by(A − I)X = 0 where X = (𝑥2 )
𝑥3
1−2 −1 −1 𝑥1 0
⇒ ( −1 1−2 −1 ) ( 𝑥 2 ) = (0)
−1 −1 1−2 𝑥 3 0
−x1 − x2 − x3 = 0 … (4)
−x1 − x2 − x3 = 0 … (5)
−x1 − x2 − x3 = 0 … (6)
Put x1 = 0 ⇒ −x2 = x3
x2 x
= −13
1

0
X2 = (−1)
1
a
Case (iii) Let X3 = (b) be a new vector orthogonal to both X1 and X2
c
(𝑖. 𝑒) X1T X3 = 0 & X2T X3 = 0
a a
(1 1 1 ) (b ) = 0 & (0 −1 1) (b) = 0
c c
a + b + c = 0 … (7)
0a − b + c = 0 … (8)
From (7) and (8)

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a b c
= −1 = − −1+0
1+1
a b c
= −1 = −1
2

2
X3 = (−1)
−1
1 0 2
Hence the corresponding Eigen vectors are X1 = (1) ; X2 = (−1) ; X3 = (−1)
1 1 −1
Normalized Eigen vectors are
1 2
√3
0 √6
−1
1 −1
( √2 )
√3 1 √6
1 −1
√2
( √3 ) ( √6 )
Normalized modal matrix
1 2
0
√3 √6
1 −1 −1
N= √3 √2 √6
1 1 −1
( √3 √2 √6 )
1 1 1
√3 √3 √3
−1 1
NT = 0
√2 √2
2 −1 −1
( √6 √6 √6 )

Thus the diagonal matrix D = N T AN


1 1 1 1 2
0
√3 √3 √3 1 −1 −1 √3 √6
−1 1 1 −1 −1
= 0 (−1 1 −1)
√2 √2 √3 √2 √6
2 −1 −1 −1 −1 1 1 1 −1
( √6 √6 √6 ) (√3 √2 √6 )

−1 0 0
D = ( 0 2 0)
0 0 2
y1
𝑇
Canonical form = 𝑌 DY where Y = ( 2 )y
y3
0 0 0 y1
𝑌 DY = (y1 , y2 , y3 ) (0 1 0) (y2 )
𝑇

0 0 3 y3
= −𝑦1 2 + 2𝑦2 2 + 2𝑦3 2
Rank = 3
Index = 2
Signature = 2 – 1 = 1
Nature is indefinite.

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Exercise: 1.6
1. Reduce the Quadratic form2x12 + 5x22 + 3x32 + 4x1 x2 to canonical form through an orthogonal
transformation .Find the nature, rank, index, signature.
1 2
0
√5 √5
Ans: N = (2 0
1) 𝐶. 𝐹 = 𝑦1 2 + 3𝑦2 2 + 6𝑦3 2 ; R = 3, I = 3, S = 3, N: positive definite.
√5 √5
0 1 0
2. Reduce the Quadratic form 3x12 − 3x22 − 5x32 − 2x1 x2 − 6x2 x3 − 6x3 x1 to canonical form through an
orthogonal transformation .Find the nature, rank, index, signature.
−3 1
0
10 √14
3 2
Ans: N = 0 𝐶. 𝐹 = 4𝑦1 2 − 𝑦2 2 − 8𝑦3 2 ; R = 3, I = 1,S = - 1; N: Indefinite.
√35 √14
1 1 3
(√10 √35 √14)

3. Reduce the Quadratic form 3x12 + 2x22 + 3x32 − 2x1 x2 − 2x2 x3 to canonical form through an orthogonal
transformation .Find the nature, rank, index, signature
1 1 1
√6 √2 √3
2 −1
Ans: N = 0 𝐶. 𝐹 = 𝑦1 2 + 3𝑦2 2 + 4𝑦3 2 ; R = 3,I = 3,S = 3, N: positive definite.
√6 √3
1 −1 1
( √6 √2 √3 )

4. Reduce the Quadratic form 10x12 + 2x22 + 5x32 − 4x1 x2 + 6x2 x3 − 10x3 x1 to canonical form through an
orthogonal transformation .Find the nature, rank, index, signature.

1 1 −3
√42 √3 √14
−5 1 1
Ans: N = 𝐶. 𝐹 = 3𝑦2 2 + 14𝑦3 2 ; R = 2, I = 2, S = 2, N: positive semidefinite.
√42 √3 √14
4 1 2
(√42 √3 √14)

5. Reduce the Quadratic form 5x12 + 26x22 + 10x32 + 6x1 x2 + 4x2 x3 + 14x3 x1 to canonical form
through an orthogonal transformation .Find the nature, rank, index, signature.
−16 2 1
√378 √14 √27
1 −1 5
Ans: N = 𝐶. 𝐹 = 14𝑦2 2 + 27𝑦3 2 ; R = 2, I = 2, S = 2, N: positive semidefinite.
√378 √14 √27
11 3 1
(√378 √14 √27)

1.7 CAYLEY HAMILTON THEOREM


Cayley Hamilton Theorem
Statement: Every square matrix satisfies its own characteristic equation.
Uses of Cayley Hamilton Theorem:
To calculate (i) the positive integral power of A and
(ii) the inverse of a non-singular square matrix A.

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Problems based on Cayley – Hamilton theorem


𝟏 −𝟐
Example: 1.56 Show that the matrix [ ] satisfies its own characteristic equation.
𝟐 𝟏
Solution:
1 −2
Let A = [ ]
2 1
The characteristic equation of the given matrix is |A − λI| = 0
λ2 − S1 λ + S1 = 0
Where S1 = sum of the main diagonal elements.
=1+1=2
1 −2
S2 = |A| = | |=1+4=5
2 1
∴ The characteristic equation is λ2 − 2λ + 5 = 0
To prove: A2 − 2A + 5I = O
1 −2 1 −2 −3 −4
A2 = 𝐴𝐴 = ( )( )=( )
2 1 2 1 4 −3
−3 −4 1 −2 1 0
A2 − 2A + 5I = ( )− 2( ) +5( )
4 −3 2 1 0 1
−3 −4 −2 4 5 0
=( )+( )+( )
4 −3 −4 −2 0 5
0 0
=( )=O
0 0
Therefore, the given matrix satisfies its own characteristic equation.
−𝟐 −𝟏 𝟐
𝟒 −𝟏
Example: 1.57 Verify Cayley – Hamilton theorem find 𝐀 and 𝐀 [
when 𝐀 = −𝟏 𝟐 −𝟏]
𝟏 −𝟏 𝟐
Solution:
The characteristic equation of A is |A − λI| = 0
i.e., λ3 − S1 λ2 + S2 λ = 0 where
S1 = sum of its leading diagonal elements = 2 + 2 + 2 = 6
S2 = sum of the minors of its leading diagonal elements
2 −1 2 2 2 −1
=| |+| |+| |
−1 2 1 2 −1 2
= (4 − 1) + (4 − 2) + (4 − 1) = 3 + 2 + 3 = 8
S3 = |A| = 2(4 − 1) + 1(−2 + 1) + 2(1 − 2)
= 2(3) + 1(−1) + 2(−1) = 6 − 1 − 2 = 3
∴ The characteristic equation of A is λ3 − S1 λ2 + S2 λ − S3 = 0
𝑖. 𝑒. , λ3 − 6λ2 + 8λ − 3 = 0
By Cayley-Hamilton theorem
[Every square matrix satisfies its own characteristic equation]
(𝑖. 𝑒. ) A3 − 6A2 + 8A − 3I = 0 … (1)
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Verification:
−2 −1 2 −2 −1 2 7 −6 9
A2 = 𝐴 × 𝐴 = [−1 2 −1] [−1 2 −1] = [−5 6 −6]
1 −1 2 1 −1 2 5 −5 7
−2 −1 2 7 −6 9 29 −28 38
3 2 [ ] [ ] [
A = 𝐴 × A = −1 2 −1 −5 6 −6 = −22 23 −28]
1 −1 2 5 −5 7 22 −22 29
29 −28 38 7 −6 9
3 2
∴ A − 6A + 8A − 3I = [−22 23 −28] − 6 [−5 6 −6]
22 −22 29 5 −5 7
−2 −1 2 1 0 0
+8 [−1 2 −1] − 3 [0 1 0]
1 −1 2 0 0 1
29 −28 38 42 −36 54 16 −8 16 3 0 0
= [−22 23 −28 ] − [ −30 36 −36 ] + [ −8 16 −8 ] − [ 0 3 0]
22 −22 29 30 −30 42 8 −8 16 0 0 3
0 0 0
= [0 0 0 ] = O
0 0 0
To find 𝐀𝟒 :
(1) ⇒ A3 − 6A2 − 8A + 3I … (2)
Multiply A on both sides, we get
A4 = 6A3 − 8A2 + 3A = 6[6A2 − 8A + 3I ] − 8A2 + 3A by (2)
= 36A2 − 48A + 18I − 8A2 + 3A
A4 = 28A2 − 45A + 18I … (3)
7 −6 9 2 −1 2 1 0 0
(1) ⇒ 4
A = 28 [−5 6 −6] − 45 [−1 2 −1] + 18 [0 1 0]
5 −5 7 1 −1 2 0 0 1
196 −168 252 90 −45 90 18 0 0
= [−140 168 −168] − [−45 90 −45] + [ 0 18 0 ]
140 −140 196 45 −45 90 0 0 18
124 −123 162
= [−95 96 −123]
95 −95 124
To find 𝐀−𝟏 :
(1) × A−1 ⇒ A2 − 6A + 8I − 3 A−1 = O
3 A−1 = A2 − 6A + 8I
7 −6 9 2 −1 2 1 0 0
−1
3 A = [−5 6 −6] − 6 [−1 2 −1] + 8 [0 1 0]
5 −5 7 1 −1 2 0 0 1
7 −6 9 −12 6 −12 8 0 0
= [−5 6 −6] + [ 6 −12 6 ] + [0 8 0]
5 −5 7 −6 6 −12 0 0 8
3 0 −3 3 0 −3
1
3 A−1 =[ 1 2 0 ]⇒ A−1 = 3 [ 1 2 0]
−1 1 3 −1 1 3
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𝟏 −𝟏 𝟒
Example: 1.58 Find 𝐀−𝟏 if 𝐀 = [𝟑 𝟐 −𝟏], using Cayley- Hamilton theorem.
𝟐 𝟏 −𝟏
Solution:
The characteristic equation of A is |A − λI| = 0
(𝑖. 𝑒. ) λ3 − S1 λ2 + S2 λ − S3 = 0 where
S1 = sum of its leading diagonal elements
= 1 + 2 + (−1) = 2
S2 = sum of the minors of its leading diagonal elements
2 −1 1 4 1 −1
=| |+| |+| |
1 −1 2 −1 3 2
= (−2 + 1) + (−1 − 8) + (2 + 3)
= (−1) + (−9) + 5 = −5
1 −1 4
S3 = |A| = |3 2 −1|
2 1 −1
= 1(−2 + 1) + 1(−3 + 2) + (3 − 4)
= 1(−1) + 1(−1) + 4(−1)
= −1 − 1 − 4 = −6
∴ The Characteristic equation is λ3 − 2λ2 − 5λ + 6 = 0
By Cayley Hamilton Theorem we get
[Every square matrix satisfies its own characteristic equation]
∴ A3 − 2A2 − 5A + 6I = O … (1)
To find 𝐀−𝟏
(1) × A−1 ⇒ A2 − 2A − 5I + 6 A−1 = O
A2 − 2A − 5I + 6 A−1 = O
6 A−1 = −A2 + 2A + 5I
1
A−1 = [−A2 + 2A + 5I] … (2)
6
A2 = A × A
1 −1 4 1 −1 4
= [3 2 −1] [3 2 −1]
2 1 −1 2 1 −1
1 − 3 + 8 −1 − 2 + 4 4 + 1 − 4 6 1 1
= [3 + 6 − 2 −3 + 4 − 1 12 − 2 + 1] = [7 0 11]
2 + 3 − 2 −2 + 2 − 1 8 − 1 + 1 3 −1 8
−6 −1 −1 1 −1 4 1 0 0
−A2 + 2A + 5I = [−7 0 −11] + 2 [3 2 −1] + 5 [0 1 0]
−3 1 −8 2 1 −1 0 0 1
−6 −1 −1 2 −2 8 5 0 0
= [−7 0 −11] + [6 4 −2] + [0 5 0]
−3 1 −8 4 2 −2 0 0 5
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Engineering Mathematics -II

1 −3 7
= [−1 9 −13]
1 3 −5
1 −3 7
1
From (2) ⇒ A−1 = 6 [−1 9 −13]
1 3 −5
𝟏 𝟐
Example: 1.59 If 𝑨 = [ ], then find 𝐀𝐧 interms of A and I.
𝟎 𝟐
Solution:
1 2
Let 𝐴 = [ ]
0 2
The characteristic equation of A is |A − λI| = 0
S1 = sum of its leading diagonal elements
=1+2=3
1 2
S2 = |A| = | | =2−0 =2
0 2
Therefore, the characteristic equation of A is
λ2 − 3λ + 2 = 0
⇒ (λ − 2)(λ − 1) = 0
⇒ λ = 2, λ = 1
Hence, the Eigen values of A are 1, 2.
To find 𝐀𝐧
When λn is divided by λ2 − 3λ + 2
Let the quotient be Q(λ) and remainder be 𝑎λ + b.
λn = (λ2 − 3λ + 2)Q(λ) + 𝑎λ + b ... (1)
when λ = 1 when λ = 2
1n = 𝑎 + b 2n = 2𝑎 + b
2𝑎 + b = 2n ..... (2)
𝑎 + b = 2n ..... (3)
Solving (2) and (3), we get
(2) – (3) ⇒ 𝑎 = 2n − 1n
(2) – 2 × (3) ⇒ 𝑏 = −2n + 2(1n )
i.e., 𝑎 = 2n − 1n
𝑏 = 2(1n ) − 2n
Since, A2 − 3A + 2I = O by Cayley-Hamilton Theorem
(1) ⇒ An = 𝑎𝐴 + 𝑏I
An = (2n − 1n )A + [2(1n ) − 2n ]I
Example: 1.60 Use Cayley – Hamilton theorem to find the value of the matrix given by
(i)𝐟(𝐀) = 𝐀𝟖 − 𝟓𝐀𝟕 + 𝟕𝐀𝟔 − 𝟑𝐀𝟓 + 𝐀𝟒 − 𝟓𝐀𝟑 + 𝟖𝐀𝟐 − 𝟐𝐀 + 𝐈

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𝟐 𝟏 𝟏
(𝐢𝐢)𝐀𝟖 − 𝟓𝐀𝟕 + 𝟕𝐀𝟔 − 𝟑𝐀𝟓 + 𝟖𝐀𝟒 − 𝟓𝐀𝟑 + 𝟖𝐀𝟐 − 𝟐𝐀 + 𝐈 if the matrix 𝑨 = [𝟎 𝟏 𝟎]
𝟏 𝟏 𝟐
Solution:
The characteristic equation of A is |A − λI| = 0
λ3 − S1 λ2 + S2 λ − S3 = 0 where
S1 = sum of the main diagonal elements
= 2+1+2= 5
S2 = sum of the minors of main diagonal elements
1 0 2 1 2 1
=| |+| |+| |
1 2 1 2 0 1
= (2 − 0) + ( 4 − 1) + (2 − 0) = 2 + 3 + 2 = 7
= (−1) + (−9) + 5 = −5
2 1 1
S3 = |A| = |0 1 0|
1 1 2
= 2(2 − 0) − 1(0 − 0) + 1(0 − 1) = 4 − 1 = 3
Therefore, the characteristic equation is λ3 − 5λ2 + 7λ − 3 = 0
By C – H theorem, we get
A3 − 5A2 + 7A − 3I = 0 … (1)
Let i) 𝑓(A) = A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I
ii) g(A) = A8 − 5A7 + 7A6 − 3A5 + 8A4 − 5A3 + 8A2 − 2A + I
(i) A5 + A
A3 − 5A2 + 7A − 3I A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I
A8 − 5A7 + 7A6 − 3A5
(−) A4 − 5A3 + 8A2 − 2A
A4 − 5A3 + 7A2 − 3A
(−) A2 + A + 1 I
𝑓(𝐴) = (A3 − 5A2 + 7A − 3I )(A2 + A) + A2 + A + I
= 𝑂 + A2 + A + I by (1)
= A2 + A + I ... (2)
2 1 1 2 1 1
Now, A2 = [0 1 0] [0 1 0]
1 1 2 1 1 2
5 4 4
= 0 1 0]
[
4 4 5
5 4 4 2 1 1 1 0 0
2
∴ A + A + I = [0 1 0 ] + [0 1 0 ] + [0 1 0]
4 4 5 1 1 2 0 0 1

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8 5 5
= [0 3 0]
5 5 8
(ii) A5 + 8A + 35I

A3 − 5A2 + 7A − 3I A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + 1 I


A8 − 5A7 + 7A6 − 3A5
(−) 8A4 − 5A3 + 8A2 − 2A
8A4 − 40A3 + 56A2 − 24A
(−) 35A3 − A2 + 22A + 1 I
35A3 − 175 A2 + 245A − 105I
(−) 127 A2 − 223A + 106 I

g(𝐴) = (A3 − 5A2 + 7A − 3I)(A4 + 8A + 35I) + 127A2 − 223A + 106I


= 𝑂 + 127A2 − 223A + 106 I
= 127A2 − 223A + 106 I
5 4 4 2 1 1 1 0 0
= 127 [0 1 0] − 223 [0 1 0 ] + 106 [ 0 1 0]
4 4 5 1 1 2 0 0 1
295 285 285
g(𝐴) = [ 0 10 0 ]
285 285 295
𝟏 𝟒
Example: 1.61 Use Cayley Hamilton theorem for the matrix 𝑨 = [ ] to express as a linear
𝟐 𝟑
polynomial in “A” is 𝐀𝟓 − 𝟒𝐀𝟒 − 𝟕𝐀𝟑 + 𝟏𝟏𝐀𝟐 − 𝐀 + 𝟏𝟎 𝐈
Solution:
1 4
Given A = [ ]
2 3
The characteristic equation of A is |A − λI| = 0
i.e., λ2 − S1 λ + S2 = 0 where
S1 = sum of the main diagonal elements
=1+3=4
1 4
S2 = |A| = | | = 3 − 8 = −5
2 3
∴ The characteristic equation A is λ2 − 4λ − 5 = 0
By Cayley Hamilton Theorem we get
A2 − 4A + 5 I = 𝑂 ... (1)
To find: (i) A5 − 4A4 − 7A3 + 11A2 − A + 10 I
A3 − 2A + 3I
A2 − 4A + 5 I = 𝑂
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A5 − 4A4 − 7A3 − 11A2 − A − 10I


A5 − 4A4 − 7A3
−2A3 − 11A2 − A
−2A3 − 8A2 − 10A
3A2 − 11A − 10I
3A2 − 12A − 15I
A + 5I

∴ A5 − 4A4 − 7A3 + 11A2 − A + 10 I = (A2 + 4A − 5I)(A3 − 2A + 3I) + A + 5I


= 0 + A + 5I = A + 5I by (1)
which is a linear polynomial in A.
𝟏 𝟎 𝟑
Example: 1.62 Using Cayley Hamilton theorem find 𝐀−𝟏 when 𝑨 = [𝟐 𝟏 −𝟏]
𝟏 −𝟏 𝟏
Solution:
The Characteristic equation of A is |A − λI| = 0
λ3 − S1 λ2 + S2 λ − S3 = 0 where
S1 = sum of the main diagonal elements = 1 + 1 + 1 = 3
S2 = Sum of the minors of the main diagonal elements.
1 −1 1 3 1 0
=| |+| |+| |
−1 1 1 1 2 1
= (1 − 1) + (1 − 3) + (1 − 0)
= 0 − 2 + 1 = −1
1 0 3
S3 = |A| = |2 1 −1|
1 −1 1
= 1(1 − 1) − 0(2 + 1) + 3(−2 − 1)
= 0 − 0 + 3(−3) = −9
∴ The characteristic equation A is λ3 − 3λ2 − λ + 9 = 0
By Cayley - Hamilton Theorem every square matrix satisfies its own Characteristic equation
∴ A3 − 3A2 − A + 9 I = 𝑂
−1
A−1 = [A2 − 3A − I] ... (1)
9

1 0 3 1 0 3
2
A = [2 1 −1] [2 1 −1]
1 −1 1 1 −1 1
1+0+3 0+0−3 3+0+3 4 −3 6
= [2 + 2 − 1 0 + 1 + 1 6 − 1 − 1 ] = [3 2 4]
1−2+1 0−1−1 3+1+1 0 −2 5

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−3 0 −9
−3𝐴 = [−6 −3 3 ]
−3 3 −3
4 −3 6 −3 0 −9 1 0 0
−1
(1) ⇒ 𝐴−1 = [(3 2 4) + (−6 −3 −3) − (0 1 0)]
9
0 −2 5 −3 3 −3 0 0 1
0 −3 −3
−1
= 9 [−3 −2 7 ]
−3 1 1
0 3 3
1
= [3 2 −7]
9
3 −1 −1
𝟏 𝟑 𝟕
Example: 1.63 Verify Cayley- Hamilton for the matrix A= [𝟒 𝟐 𝟑]
𝟏 𝟐 𝟏
Solution :
1 3 7
Given A = [4 2 3]
1 2 1
The characteristic equation A is |𝐴 − 𝜆𝐼 | = 0
𝜆3 − 𝑆1 𝜆2 + 𝑆2 λ𝑆3 = 0 ⋯ (1) where
S1 = Sum of the main diagonal elements
= 1+2+1= 4
S2 = Sum of the minors of its leading diagonal elements
2 3 1 7 1 3
=| |+| |+| |
2 1 1 1 4 2
= (2 − 6) + (1 − 7) + (2 − 12)
= −4 − 6 − 10 = −20
1 3 7
| |
𝑆3 = 𝐴 = |4 2 3|
1 2 1
= 1(2 − 6) − 3(4 − 3) + 7(8 − 2)
= −4 − 3(1) + 7(6)
= −4 − 3 + 42 = 35
∴ (1) ⇒ 𝜆3 − 4𝜆2 − 20𝜆 − 35 = 0
By Cayley –Hamilton theorem
(2) ⇒ 𝐴3 − 4𝐴2 − 20𝐴 − 351 = 𝑂
To find 𝐴2 𝑎𝑛𝑑 𝐴3 :
1 3 7 1 3 7
2
𝐴 = [4 2 3 ] [4 2 3]
1 2 1 1 2 1
1 + 12 + 7 3 + 6 + 14 7 + 9 + 7
=[ 4+8+3 12 + 4 + 6 28 + 6 + 3]
1+8+1 3+4+2 7+6+1

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20 23 23
= [15 22 37]
10 9 14
20 23 23 1 3 7
𝐴3 = [15 22 37] [4 2 3]
10 9 14 1 2 1
20 + 92 + 23 60 + 46 + 46 140 + 69 + 23
= [15 + 88 + 37 45 + 44 + 74 105 + 66 + 37]
10 + 36 + 14 30 + 18 + 28 + 70 + 27 + 14
135 152 232
= [140 163 208]
60 76 111
𝐴3 − 4𝐴2 − 20𝐴 − 35 𝐼
135 152 232 20 23 23 1 3 7 1 0 0
= [140 163 208] − 4 [15 22 37] − 20 [4 2 3] − 35 [0 1 0]
60 76 111 10 9 14 1 2 1 0 0 1
135 152 232 −80 −92 −92 −20 −60 −140 −35 0 0
= [140 163 208] + [−60 −88 −148] + [−80 −40 −60 ] + [ 0 −35 0 ]
60 76 111 −40 −36 −56 −20 −40 −20 0 0 −35
0 0 0
= [0 0 0 ]
0 0 0
∴ The given matrix A satisfies its own characteristic equation.
Hence, cayley Hamilton theorem is verified.
Exercise: 1.8
1.Verify Cayley – Hamilton Theorem and find its inverse.
7 2 −2 1 −3 −2 2
(𝑎) [−6 −1 2 ] 𝐀𝐧𝒔: 𝐴−1 = [6 5 −2]
3
6 2 −1 −6 −2 5
3 1 1 1 7 −2 −3
(𝑏) [−1 5 −1] −1 [1
𝐀𝐧𝒔: 𝐴 = 4 1]
20
1 −1 3 −2 2 8
1 0 1
1 0 −2 1
( 𝐶 ) [2 −1 −1 −2
2 4] 𝐀𝐧𝒔: 𝐴 2
0 0 2 1
[ 0 0
2]
1 −3 2
(𝑑 ) [ 1 2
] 𝐀𝐧𝒔: 𝐴−1 = [ ]
4 3 5 4 −1
4 3 1 1 5 −1 −7
( 𝑒 ) [2 1 −2] 𝐀𝐧𝒔: 𝐴−1 = [−4 3 10 ]
11
1 2 1 3 −5 −2
1 2 −2 3 −4 2
( 𝑓 ) [2 −1
5 −4] 𝐀𝐧𝒔: 𝐴 = [−2 1 0]
3 7 −5 −1 −1 1

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1 3 7 1 −4 11 −5
( 𝑔 ) [4 2 3 ] 𝐀𝐧𝒔: 𝐴−1 = [−1 −6 25 ]
35
1 2 1 6 1 −10
1 2 2
2. If A = [2 1 2] , then prove that 𝐴3 − 3𝐴2 − 9𝐴 − 5𝐼 = 0 Hence, find 𝐴4 .
2 2 1
209 208 208
4
𝐴𝐧𝒔: 𝐴 = [208 209 208]
208 208 209
7 2
3. Find 𝐴𝑛 using Cayley –Hamilton theorem, taking A = [ ] also find A3 .
3 6
9n −4n 7 2 9.4n −4.9n 1 0 463 266
𝐀𝐧𝒔: An = [ 5 ] [ ]+[ ][ ] and A3 = [ ]
3 6 5 0 1 399 330
2 1 2 16 32 577
4 [ ]
4. Calculate A for the matrix A = 0 2 3 𝐀𝐧𝒔: 180 16 609]
[
0 0 5 0 0 625
3 −1 1 4
5. Verify Cayley –Hamilton theorem for the matrix (i) A= [ ] (ii) A = [ ]
−1 5 2 3
1 4 41 84
6. Using cayley –Hamilton theorem, compute 𝐴3 for A= [ ] 𝐀𝐧𝒔: [ ]
2 3 42 83
1 2 1
7. Given that A = [0 1 −1] , Express 𝐴6 − 5𝐴5 + 8𝐴4 − 2𝐴3 − 9𝐴2 + 35𝐴 + 6𝐼
3 −1 1
as a linear polynomial in A, using cayley Hamilton theorem. 𝐀𝐧𝒔: 4A +42 𝐼
0 0 2 −34 0 −20
8. Obtain the matrix 𝐴6 −25𝐴2 + 122𝐴 𝑤ℎ𝑒𝑟𝑒 𝐴 = [ 2 1 0] 𝐀𝐧𝒔: [−20 −54 0 ]
−1 −1 3 10 10 −74
1 0 3
9. Given that A = [2 1 −1] , compute the value of
1 −1 1
0 0 0
(𝐴6 − 5𝐴5 + 8𝐴4 − 2𝐴3 − 9𝐴2 + 31𝐴 − 36 𝐼 ), using Cayley − Hamilton theorem. 𝐀𝐧𝒔: [0 0 0]
0 0 0
5 3],
10. Find 𝐴𝑛 , using Cayley Hamilton theorem, when A = [ Hence find 𝐴4 .
1 3
6𝑛 −2𝑛 5 3 (3)2𝑛 −6𝑛 1 0 976 960
𝐀𝐧𝒔: 𝐴𝑛 = [ 4 ] [ ]+[ ][ ],[ ]
1 3 2 0 1 320 336
7 3
11. Find 𝐴𝑛 , using Cayley Hamilton theorem, when A = [ ] , Also find A3 .
2 6
9𝑛 −4𝑛 7 3 9.4𝑛 −4.9𝑛 1 0 463 399
𝐀𝐧𝒔: 𝐴𝑛 = [ 5 ] [ ]+[ ][ ],[ ]
2 6 5 0 1 266 330

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