ENGINEERING MATHEMATICS - II

UNIT-I

MATRICES
 SYLLABUS
 Characteristic equation
 Eigen values and eigen vectors of a real
matrix
 Properties
 Cayley-Hamilton theorem
 Orthogonal transformation of a
symmetric matrix to diagonal form
 Quadratic form
Reduction of quadratic form to canonical
form by orthogonal transformation.
 APPLICATIONS
 In physics related applications, matrices are applied in
the study of electrical circuits, quantum mechanics
and optics.
 In the calculation of battery power outputs, resistor
conversion of electrical energy into another useful
energy, these matrices play a major role in
calculations.
 Especially in solving the problems using Kirchhoff's
laws of voltage and current, the matrices are essential.
 In computer based applications, matrices play a vital
role in the projection of three dimensional image into
a two dimensional screen, creating the realistic
seeming motions.
 APPLICATIONS
 Stochastic matrices and Eigen vector solvers are used
in the page rank algorithms which are used in the
ranking of web pages in Google search.
 The matrix calculus is used in the generalization of
analytical notions like exponentials and derivatives to
their higher dimensions.
 One of the most important usages of matrices in
computer side applications are encryption of message
codes.
 Matrices and their inverse matrices are used for a
programmer for coding or encrypting a message.
 DEFINITION
Matrix:
A system of equation arranged in a
rectangular form along m-rows and n-columns
bounded by the brackets
[ ] or ( )
 a11 a12 a13 ......... a1n 
a a a ......... a 
 21 22 23 2 n 
. 
A  
. 
. 
 

 am1 am 2 am 3 ........ amn  
 TYPES OF MATRICES
 Square matrix
In a matrix, number of rows is equal to
number of columns (i.e) n=m is called as square
matrix.
 Row matrix
A matrix having a single row is called a row
matrix. (i.e) (1xn)
 Column matrix
A matrix having a single column is called a
column matrix. (i.e) (mx1).
 TYPES OF MATRICES
 Diagonal matrix
In a square matrix, all the elements except the main
diagonal are zeros is called a diagonal matrix.
 Unit matrix (or) Identity matrix
A diagonal matrix of order n which has unity for all
its diagonal elements. It is denoted by I.
 Upper triangular matrix
A square matrix in which all the elements below the
main diagonal elements are zeros.
 Lower triangular matrix
A square matrix in which all the elements above the
main diagonal elements are zeros.
 TYPES OF MATRICES
 Transpose of a matrix
A matrix got from any matrix A, by
interchanging its rows and columns is called the
transpose of the matrix and denoted by AT
 Symmetric matrix
A square matrix A  a  is said to be
ij

symmetric when a  a for all i & j. (i.e) A  AT

ij ji

 Skew Symmetric matrix

A square matrix A  a  is said to be Skew
ij

symmetric when a  a for all i & j. (i.e) A   AT

ij ji
 TYPES OF MATRICES

 Singular matrix
A square matrix A is said to be singular if
the determinant value of A is zero.
(i.e) A  0
 characteristic equation
 Theequation 𝐴 − λ𝐼 = 0 is called the
characteristic equation of the matrix A.

 The determinant 𝐴 − λ𝐼 = 0 when

expanded will give a polynomial, which we
call as characteristic polynomial of matrix
A.
 Working Rule to find
characteristic Equation
 Let A be any square matrix of order n.
The characteristic equation of A is
𝐴 − λ𝐼 = 0
 For 2 × 2 matrix, the Characteristic
Equation is
λ2 − 𝑆1 λ+ 𝑆2 = 0
where
𝑆1 = sum of the main diagonal elements.
𝑆2 = 𝐴
For 3 × 3 matrix
λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
𝑆1 = sum of the main diagonal elements.
𝑆2 = sum of the minors of main
diagonal elements
𝑆3 = 𝐴
 PROBLEM 1
 Find the Characteristic Equation of the
1 2
matrix .
0 2
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
1 2 1 0
−λ =0
0 2 0 1
1−λ 2
=0
0 2−λ
1−λ 2−λ −0=0
λ2 − 3λ + 2 = 0 is the required
characteristic equation.
 PROBLEM 2
 Find the Characteristic Equation of the
1 4
matrix .
2 3
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ2 − 𝑆1 λ+ 𝑆2 = 0 where
𝑆1 = 1 + 3
1 4
𝑆2 = 𝐴 = = −5
2 3
Hence the C.E is λ2 − 4λ − 5 = 0
 PROBLEM 3
2 −3 1
 Find the C.E of the matrix 3 1 3 .
−5 2 −4
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
𝑆1 = 2 + 1 − 4 = −1
𝑆2 = Sum of the minors of the main
diagonal elements
1 3 2 1 2 −3
= + +
2 −4 −5 −4 3 1
Continued…
𝑆2 = −2

2 −3 1
𝑆3 = 𝐴 = 3 1 3 =0
−5 2 −4

Hence the C.E is λ3 + λ2 − 2λ = 0

 PRACTICE PROBLEMS
2 1
 Find the C.E of the matrix .
−1 2
−2 2
 Find the C.E of the matrix .
2 1
1 0 −2
 Find the C.E of the matrix 2 2 4 .
0 0 2
3 2 −1
 Find the C.E of the matrix 2 1 0 .
4 −1 6
 EIGEN VALUES

 Let 𝐴 = 𝑎𝑖𝑗 be a square matrix. The

characteristic equation of 𝐴 is 𝐴 − λ𝐼 = 0.

 The roots of the characteristic equation are

called Eigen values of 𝐴.
 EIGEN VECTORS
Let 𝐴 = 𝑎𝑖𝑗 be a square matrix. If there
exists a non zero vector
𝑥1
𝑥2
𝑋 = ⋮ such that 𝐴𝑋 = λ𝑋, then the
𝑥𝑛
vector 𝑋 is called an Eigen vector of 𝐴
corresponding to the Eigen value λ.
 Working rule to find
Eigenvalues and Eigenvectors

 Find the characteristic equation 𝐴 − λ𝐼 = 0

 Solving the C.E we get characteristic roots.

They are called Eigenvalues.

 To find Eigenvectors solve 𝐴 − λ𝐼 𝑋 = 0 for

the different values of λ.
Problems on Non-Symmetric matrices
with Non-Repeated Eigen values
Problem 1
Find the Eigenvalues and Eigenvectors of the
1 1
matrix .
3 −1
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ2 − 𝑆1 λ+ 𝑆2 = 0 where
𝑆1 = 1 − 1 = 0
1 1
𝑆2 = 𝐴 = = −4
3 −1
Hence the C.E is λ2 − 4 = 0.
Continued…
To solve the C.E λ2 = 4⇒ λ = ±2.
Hence the Eigenvalues are −2,2
To find the Eigenvectors 𝐴 − λ𝐼 𝑋 = 0
1 1 1 0 𝑥1 0
−λ 𝑥 =
3 −1 0 1 2 0
1−λ 1 𝑥1 0
= → (𝐴)
3 −1 − λ 𝑥2 0
Case 1:
If λ=-2 then equation (𝐴) becomes
3 1 𝑥1 0
𝑥 =
3 1 2 0
Continued…
3𝑥1 + 𝑥2 = 0.
3𝑥1 + 𝑥2 = 0.
i.e., 3𝑥1 + 𝑥2 = 0
3𝑥1 = −𝑥2
𝑥1 𝑥2 1
= . Hence 𝑋1 =
1 −3 −3
Case 2:
If λ=2 then equation (𝐴) becomes
−1 1 𝑥1 0
=
3 −3 𝑥2 0
Continued…
−𝑥1 + 𝑥2 = 0.

3𝑥1 −3𝑥2 = 0.

⇒𝑥1 − 𝑥2 = 0.

𝑥1 = 𝑥2
𝑥1 𝑥2
= .
1 1
1
Hence 𝑋2 =
1
 Problem 2
1 0 −1
Find the Eigenvalues and Eigenvectors of 1 2 1
2 2 3
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
𝑆1 = 1 + 2 + 3 = 6
𝑆2 = Sum of the minors of the main
diagonal elements
2 1 1 −1 1 0
= + +
2 3 2 3 1 2
Continued…
𝑆2 = 11
1 0 −1
𝑆3 = 𝐴 = 1 2 1 = 6
2 2 3
Hence the C.E is λ3 − 6λ2 + 11λ − 6 = 0
If λ = 1, then λ3 − 6λ2 + 11λ − 6 = 0.
∴ λ = 1 is a root.
By synthetic division,
1 1 -6 11 -6
0 1 -5 6
1 -5 6 0
Continued….
Other roots are given by λ2 − 5λ + 6 = 0

(λ-3)(λ-2)=0⇒ λ = 2,3

Hence the Eigen values are λ = 1,2,3.

To find the Eigen vectors, solve 𝐴 − λ𝐼 𝑋 = 0

1 0 −1 1 0 0 𝑥1 0
1 2 1 −λ 0 1 0 𝑥2 = 0 ⇒ (A)
2 2 3 0 0 1 𝑥3 0
Case (i).
If λ = 1 then equation (A) becomes
0 0 −1 𝑥1 0
1 1 1 𝑥2 = 0
2 2 2 𝑥3 0
Continued….

𝑥3 = 0 → 1
𝑥1 + 𝑥2 + 𝑥3 = 0 → 2
2𝑥1 + 2𝑥2 + 2𝑥3 = 0 → 3

Since (2) and (3) are same, solving (1) and (2) by rule of
cross multiplication

𝑥1 𝑥2 𝑥3
0 −1 0 0
1 1 1 1
Continued….
𝑥1 𝑥2 𝑥3
= =
1 −1 0
1
Hence a corresponding Eigen vector is 𝑋1 = −1
0
Case (ii): If λ = 2 then equation (A) becomes
−1 0 −1 𝑥1 0
1 0 1 𝑥2 = 0
2 2 1 𝑥3 0

−𝑥1 − 𝑥3 = 0 → 4
𝑥1 + 𝑥3 = 0 → 5
2𝑥1 + 2𝑥2 + 2𝑥3 = 0 → 6
Since (4) and (5) are same, solving (5) and (6) by rule of cross
multiplication
𝑥1 𝑥2 𝑥3
0 1 1 0
2 1 2 2
Continued….
𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
= = ⇒ = =
−2 1 2 2 −1 −2
2
Hence a corresponding Eigen vector is 𝑋2 = −1
−2
Case (ii). If λ = 3 then equation (A) becomes
−2 0 −1 𝑥1 0
1 −1 1 𝑥2 = 0
2 2 0 𝑥3 0

−2𝑥1 + 0𝑥2 − 𝑥3 = 0 → 7
𝑥1 − 𝑥2 + 𝑥3 = 0 → 8
2𝑥1 + 2𝑥2 + 0𝑥3 = 0 → 9
solving (8) and (9) by rule of cross multiplication
𝑥1 𝑥2 𝑥3
−1 1 1 −1
2 0 2 2
Continued….

𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
= = ⇒ = =
−2 2 4 1 −1 −2
1
Hence a corresponding Eigen vector is 𝑋3 = −1
−2
Problems on non-symmetric matrices
with Repeated Eigen Values
problem 1
Find all the Eigenvalues & Eigenvectors of the matrix
−2 2 −3
2 1 −6
−1 −2 0
Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
𝑆1 = −2 + 1 + 0 = −1
𝑆2 = Sum of the minors of the main
diagonal elements
1 −6 −2 −3 −2 2
= + + = −21
−2 0 −1 0 2 1
𝑆2 = −21
−2 2 −3
𝑆3 = 𝐴 = 2 1 −6 = 45
−1 −2 0
Continued…3
Hence the C.E is λ + λ2 − 21λ − 45 = 0
If λ = −3, then λ3 + λ2 − 21λ − 45 = 0.
∴ λ = −3 is a root.
By synthetic division,

-3 1 1 -21 -45
0 -3 6 45
1 -2 -15 0

Other roots are given by λ2 − 2λ − 15 = 0

(λ-5)(λ + 3)=0⇒ λ = 2,3
Hence the Eigen values are λ = −3, −3,5.
To find the Eigen vectors, solve A − λI X = 0
−2 2 −3 1 0 0 x1 0
2 1 −6 − λ 0 1 0 x2 = 0 ⇒ (A)
−1 −2 0 0 0 1 x3 0
Continued…
Case (i)
If λ = −3 then equation (A) becomes
1 2 −3 x1 0
2 4 −6 x2 = 0
−1 −2 3 x3 0

x1 + 2x2 − 3x3 = 0 → 1
2x1 + 4x2 − 6x3 = 0 → 2
−x1 − 2x2 + 3x3 = 0 → 3
Since (1),(2) and (3) are same, x1 + 2x2 − 3x3 = 0
𝑥 𝑥
Put 𝑥1 = 0, 2𝑥2 = 3𝑥3 ⇒ 2 = 3
3 2
0
Hence the corresponding Eigen vector is 𝑋1 = 3
2
Continued…
Put 𝑥2 = 0, 𝑥1 −3𝑥2 = 0
𝑥 𝑥
𝑥1 = 3𝑥2 ⇒ 1 = 3
3 1
3
Hence the corresponding Eigen vector is 𝑋2 = 0
1
Case (ii). If λ = 5 then equation (A) becomes
−7 2 −3 𝑥1 0
2 −4 −6 𝑥2 = 0
−1 −2 −5 𝑥3 0

−7𝑥1 +2𝑥2 −3𝑥3 = 0 → 4

2𝑥1 −4𝑥2 −6𝑥3 = 0 → 5
−𝑥1 − 2𝑥2 − 5𝑥3 = 0 → 6
solving (4) and (5) by rule of cross multiplication
𝑥1 𝑥2 𝑥3
2 −3 −7 2
−4 −6 2 −4
Continued…

𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
= = ⇒ = =
−24 −48 24 1 2 −1
1
Hence a corresponding Eigen vector is 𝑋3 = 2
−1
 problem 2
Find all the Eigenvalues & Eigenvectors of the matrix
 6 6 5 
 
14  13 10 
 7 6 4 
 

Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
S1  Sum of the main diagonal elements
 6  (13)  4
 3
Continued…
S 2  Sum of the minors of the main diagonal elements
 13 10 6 5 6 6
  
6 4 7 4 14  13
 (52  60)  (24  35)  (78  84)
 8  (11)  6
 14  11
3
S3  A
 6 6 5 
 
 14  13 10 
 7 6 4 
 
 6(52  60)  6(56  70)  (84  91)
 6(8)  6(14)  5(7)
 48  84  35
 1
Continued…
Therefore the Characteristic equation is

3  32  3  1  0
To solve the characteristic equation
3  32  3  1  0
If   1 then 3  32  3  1  1  3  3  1  0
If   1 then 3  32  3  1  1  3  3  1  0
   1 is a root.
By synthetic division,

1 3 3 1
1
0 1  2 1

1 2 1 0
Continued…
Other roots are given by

2  2  1  0
(  1) 2  0
i.e.,   1 and   1
Hence the Eigen values are -1,-1,-1
To find the Eigen vectors, solve A − λI X = 0
 A  I  X  0
 6  6 5   1 0 0   x1  0
       
 14  13 10 
  0 1 0    x2   0 
 7  6 4   0 0 1   x3  0
6   6 5   x1  0
 14  13   10   x   0 ...( A)
   2  
 7 6 4     x3  0
 Continued…
When   1 we get
 7  6 5   x1  0
14  12 10  x   0
   2  
 7  6 5   x3  0
7 x1  6 x2  5 x3  0.....................(1)
14 x1  12 x2  10 x3  0...............(2)    ( B)
7 x1  6 x2  5 x3  0.....................(3)
Here (1) , (2) and (3) are same equations
i.e., 7 x1  6 x2  5 x3  0
Continued…
Put x1  0 in ( B ), we get
 6 x2  5 x3  0
i.e., 6 x2  5 x3
x2 x3

5 6
0 
Hence the corresponding Eigen vector is X 1  5
6
Continued…
Put x2  0 in ( B ), we get
7 x1  5 x3  0
i.e., 7 x1  5 x3
x1 x3

5 7
  5

Hence the corresponding Eigen vector is X 2   0  
 7 
Continued…
Put x3  0 in ( B), we get
7 x1  6 x2  0 i.e., 7 x1  6 x2
x1 x2

6 7
6 
Hence the corresponding Eigen vector is X 3  7 
0
The Eigen valuesare  1,1,1
0    5 6 
The Eigen vectors are X 1  5 , X 2   0  and X 3  7 
6  7  0
 Problems on symmetric matrices with NON
Repeated Eigen Values
problem 1
 7 2 0 
  2 6  2
Find the Eigenvalues & Eigenvectors of the matrix  
 0  2 5 

Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
S1  Sum of the main diagonal elements
 7  6  5  18
S 2  Sum of the minors of the
main diagonal elements
6 2 7 0 7 2  (30  4)  (35  0)  (42  4)
  
2 5 0 5 2 6  26  35  38  99
Continued…
7 2 0
S3  A   2 6 2
0 2 5
 7(30  4)  2 10  0   0
 162
 The characteric eqation is
  18  99  162  0
3 2
Continued…
To solve the characteristic equation

If   1 then 3  182  99  162  0

If   1 then 3  182  99  162  0
If   2 then 3  182  99  162  0
If   2 then 3  182  99  162  0
If   3 then 3  182  99  162  0
   3 is a root of 3  182  99  162
By synthetic division
1  18 99  162
3
0 3  45 162
1  15 54 0
Continued…
3  182  99  162  0
i.e) (  3)(  15  54)  0
2

(  3) (  9) (  6)  0
  3,6,9
Hence the Eigenvalues of the matrixis 3,6,9
To find the Eigen vectors, solve A − λI X = 0

 7  2 0   1 0 0   x1  0
       
   2 6  2     0 1 0    x2    0 
  0  2 5   0 0 1    x  0 
   3   
Continued…
7   2 0   x1  0
 2 6    2   x2   0.......... . A

 0  2 5     x3  0

Case (1). If   3 thenthe equation( A) becomes

 4  2 0   x1  0 
  2 3  2   x   0 
  2   
 0  2 2   x3  0
4 x1  2 x2  0 x3  0 (1)
 2 x1  3 x2  2 x3  0 ( 2)
0 x1  2 x2  2 x3  0 (3)
Continued…
Solving(2) and (3) we get
x1  x2 x3
 
64 40 40
x1  x2 x3
 
2 4 4
x1  x2 x3
 
1 2 2 1 
Hence a corresponding Eigen vector is X 1  2
2
Case (2). If λ  6 then the equation (A) becomes

 1  2 0   x1  0 
  2 0  2   x   0 
  2   
 0  2  1   x3  0
Continued…
x1  2 x2  0 x3  0 ( 4)
 2 x1  0 x2  2 x3  0 (5)
0 x1  2 x2  x3  0 ( 6)

Solving (5) and (6) we get

x1  x2 x3
 
04 20 40
Hence the corresponding Eigenvector is
x1 x2 x3 2
 
4 2 4 X 2   1 
 2
x1 x2 x3
 
2 1 2
Continued…
Case (3). If λ  9 then the equation (A) becomes
 2  2 0   x1  0 
  2  3  2   x   0 
  2   
 0  2  4  x3  0

 2 x1  2 x2  0 x3  0 (7 )
 2 x1  3 x2  2 x3  0 (8)
0 x1  2 x2  4 x3  0 (9)

solving (8) and (9) we get

Continued…
x1  x2 x3
i.e.,  
12  4 8  0 4  0
x1 x2 x3
i.e.,  
8 8 4
x1 x2 x3
i.e.,  
2 2 1
2
Hence the corresponding Eigen vector is X 3   2
 1 
Problems on symmetric matrices with Repeated
Eigen Values
problem 1
Find the Eigenvalues & Eigenvectors of the matrix
0 1 1
1 0 1
1 1 0

Solution:
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
where
𝑆1 = 0 + 0 + 0 = 0
𝑆2 = Sum of the minors of the main
diagonal elements
0 1 0 1 0 1
= + + = −3
1 0 1 0 1 0
𝑆2 = −3
Continued…
−2 2 −3
𝑆3 = 𝐴 = 2 1 −6 = 2
−1 −2 0

Hence the C.E is λ3 − 3λ − 2 = 0

If λ = −1, then λ2 − 3λ − 2 = 0.
∴ λ = −1 is a root.
By synthetic division,

-1 1 0 -3 -2
0 -1 1 2
1 -1 -2 0
Other roots are given by λ2 − λ − 2=0
Continued…
(λ + 1)(λ − 2)=0⇒ λ = −1,2
Hence the Eigen values are λ = −1, −1,2.

To find the Eigen vectors, solve A − λI X = 0

0 1 1 1 0 0 x1 0
1 0 1 −λ 0 1 0 x2 = 0 ⇒ (A)
1 1 0 0 0 1 x3 0

Case (i).
If λ = 2 then equation (A) becomes
−2 1 1 x1 0
1 −2 1 x2 = 0
1 1 −2 x3 0
−2x1 + x2 + x3 = 0 → 1
x1 − 2x2 + x3 = 0 → 2
x1 + x2 − 2x3 = 0 → 3
Continued…

solving (1) and (2) by rule of cross multiplication

𝑥1 𝑥2 𝑥3
1 1 −2 1
−2 1 1 −2

𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
= = ⇒ = =
3 3 3 1 1 1
1
Hence a corresponding Eigen vector is 𝑋1 = 1
1
Continued…
Case (ii):
If λ = −1 then equation (A) becomes
1 1 1 𝑥1 0
1 1 1 𝑥2 = 0
1 1 1 𝑥3 0

𝑥1 +𝑥2 +𝑥3 = 0 → 4
𝑥1 +𝑥2 +𝑥3 = 0 → 5
𝑥1 +𝑥2 +𝑥3 = 0 → 6
𝑥2 𝑥3
Put 𝑥1 = 0, 𝑥2 = −𝑥3 ⇒ =
1 −1
0
Hence the corresponding Eigen vector is 𝑋2 = 1
−1
Continued…
𝑙
Let 𝑋3 = 𝑚 as 𝑋3 is orthogonal to 𝑋1 &𝑋2 . Since the given
𝑛
matrix is symmetric.
𝑙
1 1 1 𝑚 = 0 ⇒ 𝑙 + 𝑚 + 𝑛 = 0 → (7)
𝑛
𝑙
0 1 −1 𝑚 = 0 ⇒ 0𝑙 + 𝑚 − 𝑛 = 0 → (8)
𝑛
solving (7) and (8) by rule of cross multiplication
l m n
1 1 1 1
1 −1 0 1
𝑙 𝑚 𝑛 𝑙 𝑚 𝑛
= = ⇒ = =
−2 1 1 2 −1 −1
Continued…

Hence the corresponding Eigen vector is

2
𝑋3 = −1
−1
 Properties of eigen values
 PROPERTY : 1

(i) The sum of the Eigen values of a matrix is the sum of the elements
of the main diagonal .
(or) The sum of the Eigen values of a matrix is equal to the trace
of the matrix.
(ii) Product of the eigen values of a matrix is equal to the determinant
of the matrix.

 PROPERTY : 2

A square matrix A and its transpose AT have the same Eigen values.
 Properties of eigen values
 PROPERTY : 3

If  is an eigen value of a matrix A, then

1
(  0) is the eigen value of A-1


 PROPERTY : 4

If  is an eigen value of an orthogonal matrix A, then

1
(   0) is also its eigen value


 PROPERTY : 5
 Properties of eigen values
 PROPERTY : 6

 PROPERTY : 7

• PROPERTY : 8
 Properties of eigen values
 PROPERTY : 9

 PROPERTY : 10
Problems on Properties of
eigen values
1. The product of two Eigen values of the matrix
 2 1 1 
A   1 2  1 is 16. Find the third Eigenvalue.
 1  1 2 

Solution :
Let the Eigenvalues of the matrix A be 1 , 2 , 3 .
Given λ1 λ2  16
We know that λ1 λ2 λ3  A
Continued…
[Product of the Eigenvalue s is equal to the
determinant of the matrix]
6 2 2
1 2 3   2 3 1
2 1 3
 6(9  1)  2(6  2)  2(2  6)
 6(8)  2( 4)  2(4)
 48  8  8
 32
Continued…

1 2 3  32
16 3  32
32
3  2
16
 Problem 2

2 1 0
2. Find the Eigen values A  0 2 1  without
0 0 2
using the characteristic equation idea.
 Solution:
2 1 0
Given : A  0 2 1  clearly given matrix is an
0 0 2
upper triangular matrix. Then by property, the
characteristic roots of a triangular matrix are just
the diagonal elements of the matrix.

Hence the Eigenvalues are 2, 2, 2.

 Problem 3
 3 1 1 
3. Two of the Eigen values of A   1 5  1 are 3
 1  1 3 
and 6. Find the Eigenvalue A 1.

Solution:
sum of the Eigenvalues
 sum of the main diagonal elements
 353
 11
Continued…
Let k be the third Eigenvalue
 3  6  k  11
9  k  11
k 2
Rule : If Eigenvalues of A are 1 , 2 , 3 .
1 1 1
-1
then the Eigenvalues of A are , , .
1 2 3
1 1 1
The Eigenvalues of A are , , .
-1

2 3 6
Problem 4
Problem 5
 2 1 0
Problem 6
If A =  0 3 4  then find the eigen values of A-1 and A2-2I.
 0 0 4 

Solution:

In a triangular matrix, the main diagonal values are the eigen values of the
matrix.

 2, 3, 4 are the eigen values of A.

 Hence the eigen values of A-1 are 1/2, 1/3, 1/4

The eigen values of A2 are (2)2, (3)2, (4)2 = 4, 9, 16.

The eigen values of A2-2I are 4 – 2, 9 –2, 16–2 = 2, 7, 14

 CAYLEY-HAMILTON THEOREM

Every square matrix A satisfies its own characteristic

equation |A-I| = 0, so that if
n + an-1n-1 + … + a1 + a0 = 0
then
An + an-1An-1 + … + a1A + a0I= 0

Uses:

(i) to calculate positive integral powers

(ii) to calculate the inverse of a square matrix.

 Problem 1
Verify the Cayley Hamilton Theorem for a matrix
 2 1 1 
A   1 2  1 and find its inverse
 1  1 2 
Solution:
 2 1 1 
Given A   1 2  1
 1  1 2 
Characteristics equation is A - I  0
(ie) 3  62  9  4  0
To verify Cayley Hamilton Theorem we want to prove
A3  6 A 2  9 A  4 I  0
Continued…
 6 5 5 
Now A 2   5 6  5
 5  5 6 

 22  21 21 
A 3   21 22  21
 21  21 22 
A3  6 A 2  9 A  4 I 0
 Cayley Hamilton Theorem is verified
Continued…
To find A -1 :
A  6 A  9 A  4I  0
3 2

(multiply by A ) A1 -1

1 2
 A  6 A  9I
4

3 1  1
1 
 1 3 1
4
 1 1 3 
 Problem 2
Use Cayley Hamilton Theorem find A 4 for a matrix
2  1 1
A  0 1 2
1 0 1 
Solution:
2  1 1 
Let A  0 1 2
1 0 1 

The Characteristics equation is A - I  0

(ie) 3  42  4  1  0
Continued…
By the Characteristics equation we have

A3  4 A 2  4 A  I  0

multiply by A

(ie) A4  4 A3  4 A2  A  0

A4  4 A3  4 A2  A.......... .....(1)
Continued…
5  3 1 
Now A 2  2 1 4
3  1 2

11  8 0
A 3   8  1 8
 8  4 3
22  19  5
Using A 3 and A 2 in (1) we have A4  24  9 14 
19  12 3 
 Problem 3

Using Cayley-Hamilton theorem, evaluate the matrix polynomial

A8  5 A7  7 A6  3 A5  A4  5 A3  8 A2  2 A  I
 2 1 1
for A=  
 0 1 0.
 1 1 2
 

Solution:

The characteristics equation is λ3 – S1 λ2 + S2 λ – S3 = 0.

S1 = Sum of the main diagonal elements = 5;
S2 = Sum of the minors of the main diagonal elements = 7;
𝑆3 = 𝐴 =3
Continued…
The Characteristic equation is λ3 – 5λ2 + 7λ – 3 = 0
By Cayley-Hamilton theorem , A3 – 5A2 + 7A – 3I = 0 -------(1)
Let P(A) = ,

D(A) = A3 – 5A2 + 7A – 3I
Continued…
 Diagonalisation
Similar and Diagonalizable

Two n x n matrices A and B are said to be

similar if there exists an invertible n x n matrix
P such that B = P-1AP

This is called the similarity transformation

A matrix is diagonalizable if it is similar to a
diagonal matrix
 ORTHOGONAL TRANSFROMATION OF A
SYMMETRIC MATRIX TO DIAGONAL
FORM
Let A be any square matrix of order n
Step 1: to find the characteristic equation

Step 2: to solve the characteristic equation

Step 3: to find the eigen vectors

Step 4: form the Model matrix M whose columns

are the eigenvectors of A

Step 5: find NT

Step 6: calculate AN

Step 7: calculate D = NT A N
 ORTHOGONAL TRANSFROMATION OF A
SYMMETRIC MATRIX TO DIAGONAL
FORM- problems
 8 6 2 
Diagonalise the matrix  6 7  4 and hence A4 .
 2  4 3 
Solution:
 8 6 2 
Let A   6 7  4
 2  4 3 
Step 1 : To find the Characteristic equation
The Characteristic equation of A is A  I  0
Continued…

i.e., 3  S12  S 2   S 3  0
where
S1  Sum of the main diagonal elements  8  7  3  18
S 2  Sum of the minors of the main diagonal elements
7 4 8 2 8 6
  
4 3 2 3 6 7
 (21  16)  (24  4)  (56  36)  5  20  20  45
8 6 2
S3  A   6 7 4
2 4 3
 Continued…
 8(21  16)  6(18  8)  2(24  14)
 8(5)  6(10)  2(10)
 40  60  20  0
 the characteristic equation is 3  182  45  0
Step 2 : To find the roots of the charecteristic eqn
3  182  45  0
 2  18  45  0
   15  3  0
  0,   3,   15
 Continued…
Hence the Eigen values of the matrix is 0, 3, 15
Step 3 : To find the Eigen vectors :
To find the Eigen vectors solve  A  I  X  0
8    6 2   x1  0
   x   0 
 6 7 4   2  
 2      x3  0
 4 3 
Case (1). If λ  0 then
 8  6 2   x1  0 
  6 7  4   x   0 
   2  
 2  4 3   x3  0
Continued…
8 x1  6 x2  2 x3  0 (1)
 6 x1  7 x2  4 x3  0 ( 2)
2 x1  4 x2  3 x3  0 (3)
Solving(1) and ( 2) we get
x1 x2 x3
 
24  14  12  32 56  36
x1 x x
 2  3
10 20 20
x1 x x
 2  3
1 2 2
Continued…
1 
Hence the corresponding Eigen vector is X 1  2
2
Case (2). If   3 then
 5  6 2   x1  0 
  6 4  4   x   0 
   2  
 2  4 0   x3  0

5 x1  6 x2  2 x3  0 ( 4)
 6 x1  4 x2  4 x3  0 (5)
2 x1  4 x2  0 x3  0 ( 6)
Continued…
Solving(5) and (6) we get
x1 x2 x3
 
0  16  8  0 24  8
x1 x2 x3
 
 16  8 16
x1 x2 x3
 
2 1 2
2
Hence the corresponding Eigenvector is X 2   1 
 2
Continued…
Solving(5) and (6) we get
x1 x2 x3
 
0  16  8  0 24  8
x1 x2 x3
 
 16  8 16
x1 x2 x3
 
2 1 2
2
Hence the corresponding Eigenvector is X 2   1 
 2
Continued…
Case (3).
If λ  3 then
 7  6 2   x1  0 
  6  8  4   x   0 
   2  
 2  4  12  x3  0

 7 x1  6 x2  2 x3  0 (7 )
 6 x1  8 x2  4 x3  0 (8)
2 x1  4 x2  12x3  0 (9)
Continued…
solving(8) and (9) we get

x1 x2 x3
i.e.,  
96  16  8  72 24  16
x1 x2 x3
i.e.,  
80  80 40
x1 x2 x3
i.e.,  
2 2 1
1 
Hence the corresponding Eigenvector is X 3    1 
 2
Continued…
solving(8) and (9) we get

x1 x2 x3
i.e.,  
96  16  8  72 24  16
x1 x2 x3
i.e.,  
80  80 40
x1 x2 x3
i.e.,  
2 2 1
1 
Hence the corresponding Eigenvector is X 3    1 
 2
 Continued…
The set of Eigen vectors are,
1   2   2 
X 1  2 , X 2   1  , X 3   2
2  2  1 

X X2  2 2 4  0
T
1

X1 X 3  2  4  2  0
T

X 2 X1  4  2  2  0
T

Hence the Eigen vectors are orthogonal to each other.

Continued…
Step 4 : To form normalised matrix N.
1 2 2
3 3 3
2 1 - 2
N 
3 3 3
2 -2 1
 3 3 3 
1 2 2
 2 1  2
1
3
2  2 1 
Continued…
Step 5 : Find N T .
1 2 2
N  2 1  2
T 1
3
2  2 1 
Step 6 : Calculate AN
 8  6 2  1 2 2
AN   6 7  4 2 1  2
  1
3
 2  4 3  2  2 1 
Continued…
 8  6 2  1 2 2

   6 7  4  2 1 1
 2
3
 2  4 3  2  2 1 
 8  12  4 16  6  4 16  12  2 
1
  6  14  8  12  7  8  12  14  4
3
 2  8  6 446 4  8  3 
0 6 30  0 2 10 
 0 3  30  0 1
1
 10
3
0  6 15  0  2 5 
Continued…
Step 7 : Calculate N T AN
1 2 2  0 2 10 
1
N AN  2
T
1  2 0 1  10
3
2 2 1  0 2 5 
0 2  2  4 10  20  10
1
 0 4  1  4 20  10  10
3
0 4  2  2 20  20  5 
0 0 0  0 0 0 
1
 0 9 0   0 3 0 
3
0 0 45 0 0 15
Continued…

0 0 0 
i.e., D  N T AN  0 3 0 
0 0 15
The diagonal elements are the Eigen values of A.
Step 8 : To find A 4
D  N T AN
 A4  N D4 NT
1 2 2  0 0 0  1 2 2 
1
 2 0 34  1
 2 1 0  2 1  2
3 4 3
2 2 1  0 0 15  2 2 1 
Continued…
1 2 2  0 0 0  1 2 2
 2 1  2 0 81
1
0  2 1  2
9
2  2 1  0 0 50625 2  2 1 
0 162 101250  1 2 2
 0 81  101250 2 1  2
1
9
0  162 50625  2  2 1 
0  324  202500 0  162  202500 0  324  101250
  0  162  202500 0  81  202500 0  162  101250
1
9
 0  324  101250 0  162  101250 0  324  50625 
Continued…

 202824  202338 100926 

1 
  202338 202581  101412
9
 100926  101412 50949 
 22536  22482 11214 
  22482 22509  11268
 11214  11268 5661 
 Problem 2

Diagonalise the matrix by means of an orthogonal transformation.

Solution:

The symmetric matrix A=

The characteristic equation is λ3 – S1 λ2 + S2 λ – S3 = 0.

S1 = Sum of the main diagonal elements =9;

S2 = Sum of the minors of the main diagonal elements = 24;
𝑆3 = 𝐴 =16
Continued…
The characteristic equation is λ3 – 9λ2 + 24λ – 16 = 0.

λ = 1, 4, 4

3   1 1   x1 
Consider   
 1 3 1   x2   0
  
 1 1 3     x3 


(3   ) x1  x2  x3  0 

1x1  (3   ) x2  1x3  0     (1)
1x1  1x2  (3   ) x3  0 

Continued…
Case (1) :  = 1

Substituting =1 in (1) we get

2 x1  x2  x3  0
1x1  2 x2  1x3  0
1x1  1x2  2 x3  0

Solving by cross multiplication we get

x1  1 , x2 1, x3 1.

The eigen vector is

Continued…
Case (2) :  = 4

Substituting =4 in (1) we get

All the above equations are reduced to an equation

x1  x2  x3  0
Assume  x3  1
0 
 
The eigen vector is X 2  1 
 -1
 
Continued…
a 
 
Let the third eigen vector be X 3   b 
c 
 

and should be orthogonal with and

a
 
X 1T X 3   1 1 1   b   0   a  b  c  0
c 
 
a 
 
X 2T X 3   0 1 1   b   0  b  c  0
c 
 
Solving the above equations, we get
 Continued…

The Normalised modal matrix is

N AN 
T

 1 1 1   1 2
   0 
3 
 3 1 
3 3 6
3 1 1 0 0
 1  1   1 1 1  
 0   1 3 1   
  0 4 0   D(1, 4, 4)
6 
0 0 4 
 2 2   3 2
 2 1 1   1 1 3   1 1 1 
   
 6 6 6  3 2 6
Quadratic form
&Canonical form
 Rank, index, signature of
the quadratic forms
Rank (r ) of the Quadratic form :

The number of non zero terms in the resulting canonical

form is called rank of the Quadratic form

Index (p) of the Quadratic form :

The number of positive terms in the resulting canonical

form is called index of the Quadratic form

Signature of the Quadratic form :

The Signature (s) of the Quadratic form = 2p-r

Nature of quadratic forms
 REDUCTION OF QUADRATIC FORM TO CANONICAL
FORM BY ORTHOGONAL TRANSFORMATION
Let A be any square matrix of order n
1. Write the matrix of the given QF

2. To find the characteristic equation

3. To solve the characteristic equation

4. To find the eigen vectors orthogonal to each other

5. Form the Normalized Model matrix N

6. Find NT
7. D= NT A N

8. Canonical from [y1 y2 y3] [D] [y1 y2 y3]T

 problem 1
Write down the quadratic form corresponding to the matrix

Solution:
The quadratic form of A is given by

 0 5  1  x1 
X AX   x1 x2 x3 
T
 5 1 6   x  = 0 x 2  x 2  2 x 2  10 x x  12x x  2x x
  2 1 2 3 1 2 2 3 1 3
 1 6 2   
 x 3 
 problem 2
Write down the matrix form corresponding to the quadratic form

2 x 2 + 8 z 2 + 4 xy + 10 xz - 2 yz

Solution:
The matrix of the quadratic form is given by
a11 = coeff of x 2 = 2 , a 22 = coeff of y 2 = 0 , a 33 = coeff of z 2 = 8
1 4 1 10
a12 =a 21 = (coeff of xy) = =2, a13 = a 31 = (coeff of xz) = =5
2 2 2 2
1 -2
a 23 =a 32 = (coeff of yz) = =-1
2 2
2 2 5
A   2 0  1
5 1 8 
 problem 3
Find the Rank, index and signature of the quadratic form
whose canonical form is x12 + 2 x22 - 3 x32

Solution:

Rank (r) = Number of Non zero terms in the C.F = 3

Index (p) = Number of Positive terms in the C.F = 2

Signature (s) = 2p – r =1
 problem 4
Identify the Nature, Rank, Index and Signature of the
quadratic form

Solution:
The matrix of the quadratic form is given by
0 1 1
A  1 0 1 
1 1 0 
Continued…
The characteristics equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elements = 0
S2 = Sum of the minors of the main diagonal element

 (0  1)  (0  1)  (0  1)  3
𝑆3 = 𝐴 =2
The characteristics equation is λ3 –3λ – 2 = 0.
(λ +1)2( λ–2)=0.
 Eigen values are λ = –1,–1, 2.
Nature: indefinite

Rank (r) = Number of non zero eigen values = 3.

Index (p) = Number of positive eigen values = 1.

Signature (s) = 2p – r =2(1) – 3= –1.

Problem-5
2 x1  4 x2  12 x3  0..........(3)
 Problem-6
Reduce the Q.F 10 x12  2 x22  5 x32  6 x2 x3  10 x3 x1  4 x1 x2 .
to a canonical form and hence find rank, index, signature.
Solution:
The matrix of the Q.F is
 10  2  5
A   2 2 3 
  5 3 5 
The C.E of A is 𝐴 − λ𝐼 = 0
⇒ λ3 − 𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0
Where s1  10  2  5  17
s2  10  9  50  25  20  4  42
s3  10  10  20  0
 Continued…
 The characteristic equation is   17  42  0
3 2

To find the Eigenvalue s :

  17  42  0
3 2

   17  42  0
2

  0,3,14
To find the Eigen vectors solve  A  I X  0
10   x1  2 x 2  5 x 3  0
 2 x1  2   x 2  3 x 3  0
 5 x1  3 x 2  5   x 3  0
 Continued…
Case 1 : when   0
10x1  2 x2  5 x3  0 (1)
 2 x1  2 x2  3 x3  0 (2)
 5 x1  3 x2  5 x3  0 (3)
Solving(1) and ( 2) we get
x1 x2 x3
 
4  20 16
x1 x2 x3
 
1 5 4
1
Hence the corresponding Eigenvector is X 1   5
 4 
Continued…
case 2 : When   3 the eigenvector is
7 x1  2 x2  5 x3  0 (4)
 2 x1  x2  3 x3  0 (5)
 5 x1  3 x2  2 x3  0 (6)
Solving( 4) and (5) we get
x1 x2 x3
 
 11  11  11
x1 x2 x3
 
1 1 1
1
Hence the corresponding Eigenvector is X 2  1
1
Continued…
case 3 : When   14 the eigenvector is
 4 x1  2 x2  5 x3  0 (7)
 2 x1  12x2  3x3  0 (8)
 5 x1  3x2  9 x3  0 (9)
Solving (7) and (8) we get
x1 x2 x3
 
 66 22 44
x1 x2 x3
 
3 1 2  3
Hence a corresponding Eigenvector is X 3   1 
 2 
Continued…

To find model matrix

The normalised model matrix is

 1 1 -3   1 -5 4 
   
 42 3 14   42 42 42 
-5 1 1  1 1 1 
N NT  
 42 3 14   3 3 3 
 4 1 2   -3 1 2 
   
 42 3 14   14 14 14 
Continued…
0 0 0 
N T A N  0 3 0   D
0 0 14
0 0 0  y1 
   
Now Y DY   y1 y2 y3 0 3 0  y2 
T

0 0 14 y3 
 0 y12  3 y22  14 y32

which is the required canonical form.

Continued…

Rank  2
Index  2
Signature  2
Nature  Positive semi definite