Complete Matrix
Complete Matrix
(Regulation 2017)
Common to all branches of B.E
UNIT – I
MATRICES
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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.
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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 − 62 + 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 − 52 + 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 − 32 + 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 − 72 + 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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= 40 − 40 + 20 = 0
Characteristic equation is 3 − 182 + 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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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 − 182 + 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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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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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 − 102 + 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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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 − 122 + 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 − 72 + 11 − 5 = 0
⇒ = 1, (2 − 6 + 5) = 0
⇒ = 1, ( − 1)( − 5) = 0
⇒ = 1, 1, 5
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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 + 32 + 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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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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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
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 .
(X′AX)′ = (λ X′ X)′(𝑖. 𝑒. , )X ′ A′ X = λ X′ 𝑋
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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 =
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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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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 .
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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 ]
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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
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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 )
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 − 172 + 42 = 0
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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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−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)
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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 − 122 + 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 )
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 − 92 + 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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−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 )
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
N= (√12 √2
−1)
√2 √2
1 1
N = T (√12 √2
−1)
√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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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 − 72 + 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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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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−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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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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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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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
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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 − 42 + 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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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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1 1 −1
√3 √3 √3
−1 2 1
NT = √6 √6 √6
1 1
0
( √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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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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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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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
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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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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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 )
−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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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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Engineering Mathematics -II
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 )
−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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Engineering Mathematics -II
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)
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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
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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