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System Equation Module 7

The document discusses special types of matrices, including symmetric, skew-symmetric, diagonal, upper triangular, and lower triangular matrices. It also covers the characteristic equation and the concepts of eigenvalues and eigenvectors, providing examples and exercises for practice. Additionally, it outlines properties of eigenvalues, such as their relationship to the trace and determinant of the matrix.

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0% found this document useful (0 votes)
115 views68 pages

System Equation Module 7

The document discusses special types of matrices, including symmetric, skew-symmetric, diagonal, upper triangular, and lower triangular matrices. It also covers the characteristic equation and the concepts of eigenvalues and eigenvectors, providing examples and exercises for practice. Additionally, it outlines properties of eigenvalues, such as their relationship to the trace and determinant of the matrix.

Uploaded by

ak3official7tsm
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

Engineering Mathematics -II

Special Types of Matrices


Let A be Square Matrix of order n,
1. ,then it is called a symmetric matrix ( ) for all .
2. If the square matrix , then it is called skew –symmetric matrix
( ) for all .
3. An matrix is called a column matrix.
4. An matrix is called a row matrix.
5. In the square matrix A= the elements 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 ( ) In
a diagonal matrix if .
7. A square matrix A= is called an upper triangular matrix if all the entries below the leading diagonal are
zero.
8. A square matrix A= is called an lower triangular matrix if all the entries above the leading diagonal are
zero.

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

1.2 CHARACTERISTIC EQUATION


If A is any square matrix of order n, the matrix where I is the unit matrix and be scaler
of order n can be formed as

is called the characteristic equation of A.


Working Rule for Characteristic Equation
Type I: For matrix

If , then the characteristic equation of A is


Where Sum of the leading diagonal elements =
Determinant of a matrix A.
Type II: For matrix

If , then the characteristic equation of A is


Where Sum of the leading diagonal elements =
Sum of minors of leading diagonal elements

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Engineering Mathematics -II

Determinant of a matrix A.

Example: 1.1 Find the characteristic equation of the matrix


Solution:
The characteristic equation is

Characteristic equation is

Example: 1.2 Find the characteristic equation of the matrix


Solution:
The characteristic equation is

Characteristic equation is

Example: 1.3 Find the characteristic equation of the matrix


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

=8−2=6

Characteristic equation is 3− 6 2+ 11 − 6 = 0 Example:

1.4 Find the characteristic equation of the matrix


Solution:

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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

=4−1=3

Characteristic equation is 3− 5 2+ 7 −3=0

Example: 1.5 Find the characteristic polynomial of the matrix


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

Characteristic polynomial is
1.3 EIGEN VALUES AND EIGEN VECTORS Definition
The values of obtained from the characteristic equation are called Eigenvalues of
‘A’.[or Latent values of A or characteristic values of A]

Definition

Let A be square matrix of order 3 and be scaler. The column matrix which satisfies
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 then the eigenvectors are linearly dependent.

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* If then the eigenvectors are linearly independent. Example:

1.6 Find the Eigen values for the matrix


Solution:
The characteristic equation is =0

Characteristic equation is

The Eigen values are

Example: 1.7 Determine the Eigen values for the matrix


Solution:
The characteristic equation is =0

Characteristic equation is

The Eigen values are


Exercise: 1.1
Find the Eigen values for the following matrices:

1. Ans:

2. Ans:
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Engineering Mathematics -II

3. Ans:

4. Ans:

5. Ans:
Eigen values and Eigen vectors for Non – Symmetric matrix

Example: 1.8 Find the Eigen values and Eigen vectors for the matrix
Solution:
The characteristic equation is =0

= 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:

Case( i) When = 0 the eigen vector is given by

8x1 − 6x2 + 2x3 = 0 … (1)


−6x1 + 7x2 − 4x3 = 0 … (2)
2x1 − 4x2 + 3x3 = 0 … (3)
From (1) and (2)

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Case (ii) When = 3 the eigen vector is given by

5x1 − 6x2 + 2x3 = 0 … (4)


−6x1 + 4x2 − 4x3 = 0 … (5)
2x1 − 4x2 + 0x3 = 0 … (6)
From (4) and (5)

Case (iii) When the eigen vector is given by

From (7) and (8)

Hence the corresponding Eigen vectors are

Example: 1.9 Determine the Eigen values and Eigen vectors of the matrix
Solution:
The characteristic equation is =0

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Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

4x1 − 2x2 + 0x3 = 0 … (1)


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

Case (ii) When = 6 the eigen vector is given by

x1 − 2x2 + 0x3 = 0 … (4)


−2x1 + 0x2 − 2x3 = 0 … (5)
0x1 − 2x2 − x3 = 0 … (6)
From (4)and (5)

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Case (iii) When = 9 the eigen vector is given by

−2x1 − 2x2 + 0x3 = 0 … (7)


−2x1 − 3x2 − 2x3 = 0 … (8)
0x1 − 2x2 − 4x3 = 0 … (9)
From (7) and (8)

Hence the corresponding Eigen vectors are

Example: 1.10 Determine the Eigen values and Eigen vectors of the matrix
Solution:
The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case( i) When the eigen vector is given by

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From (1) and (2)

Case (ii) When = 3 the eigen vector is given by

0x1 + x2 + 4x3 = 0 … (4)


0x1 − x2 + 6x3 = 0 … (5)
0x1 + 0x2 + 2x3 = 0 … (6)
From (4) and (5)

Case (iii) When = 5 the eigen vector is given by


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)

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Engineering Mathematics -II

Hence the corresponding Eigen vectors are

Example: 1.11 Find the Eigen values and Eigen vectors of the matrix
Solution:

The characteristic equation is 2 − s1 + s2 = 0

= a+ a = 2a

Characteristic equation is

The Eigen values are To find the Eigen


vectors:

Case (i) When the eigen vector is given by

Case (ii) When the eigen vector is given by

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Engineering Mathematics -II

Exercise: 1.2
Find the Eigen values and Eigenvectors of the following matrices:

1. Ans:

2. Ans:

3. Ans:

4. Ans:

5. Ans:
Problems on Symmetric matrices with repeated Eigen values

Example: 1.12 Determine the Eigen values and Eigen vectors of the matrix
Solution:
The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

From (1) and (2)


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Engineering Mathematics -II

Case (ii) When the eigen vector is given by

Hence the corresponding Eigen vectors are

Example: 1.13 Find the Eigen values and Eigen vectors of the matrix
Solution:
The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case (i) When = 5 the eigen vector is given by


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−3x1 + 2x2 + x3 = 0 … (1)


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

Case (ii) When = 1 the eigen vector is given by


2−1 2 1 𝑥1 0
⇒( 1 3−1 1 ) (𝑥2) = (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

In (1) put x2 = 0 => x1 = −x3

Hence the corresponding Eigen vectors are

Example: 1.14 Find the Eigen values and Eigen vectors of the matrix
Solution:

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

s1 = sum of the main diagonal element

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Engineering Mathematics -II

Characteristic equation is

To find the Eigen vectors:

When the Eigen vector is given by

Hence the corresponding Eigen vectors are

Example: 1.15 Find the Eigen values and Eigen vectors of the matrix
Solution:
The characteristic equation s =0

s2 = sum of the minors of the main diagonalelement

2 1 0
s3 = |A| = |0 2 1| = 8
0 0 2
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Engineering Mathematics -II

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:

When = 2 the Eigen vector is given by

0x1 + x2 + 0x3 = 0 … (1)


0x1 + 0x2 + x3 = 0 … (2)
0x1 + 0x2 + 0x3 = 0 … (3)
From (1) and (2)

Hence the corresponding Eigen vectors are

Exercise: 1.3
Find the Eigen values and Eigenvectors of the following matrices:

1. Ans: = 1; (2, −1,0); = 1; (1,0, −1); = 5; (1,1,1)

2. Ans: = 1; (0,1, −1); = 1; (1,0, −1); = 7; (1,2,3)

3. Ans: = 1; (1,1, −1); = 1; (1,1, −1); = 2; (2,1,0)

4. Ans: = 0; (3, −1,0); = 0; (3, −1,0); = 1; (12,−4, −1)

Ans: = −3; (3,0,1); = −3; (−2,1,0); = 5; (1,2, −1)


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.
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Engineering Mathematics -II

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 − 𝑆1𝜆𝑛−1 + 𝑆2𝜆𝑛−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 = 𝑆1𝑏𝑦 (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 = Snby (1)&(2)

(𝑖. 𝑒. )λ1λ2 … 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
|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.
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Engineering Mathematics -II

∴ 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 − 𝜆 0 0
i.e., | 𝑎21 𝑎22 − 𝜆 0 |=0
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.

Property: 4 If 𝝀 is an Eigenvalue of a matrix A, then 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−1AX = A−1λX

(1) ⇒ X = λA−1X
X = λA−1X

This being of the same form as (i), shows that is an Eigenvalue of the inverse matrix A−1.

Property: 5 If 𝝀 is an Eigenvalue of an orthogonal matrix, then is an Eigenvalue.


Proof:
Definition: Orthogonal matrix.
A square matrix A is said to be orthogonal if AAT = ATA = I
i.e., AT = A−1
Let A be an orthogonal matrix.
Given 𝜆 is an Eignevalue of A.

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Engineering Mathematics -II

Since, AT = A−1 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.

Hence, is also an Eigenvalue of A.


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

Proof:
Let 𝐴𝑖 be the Eigenvalue of A and 𝑋𝑖 the corresponding Eigenvector.

Then 𝐴𝑋𝑖 = 𝜆𝑖𝑋𝑖 … (1)


We have A2Xi = A(AXi)

= A(λiXi)
= λiA(Xi)

= λi(λiXi)

= λ2i Xi

|∣| 1y A3Xi = λ3i Xi


In general,
Hence, 𝜆𝑚𝑖 is an Eigenvalue of Am.

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

Pre-multiplying this equation by 1 × 𝑛 matrix 𝑋′, where the bar denoted that all elements of 𝑋′ are the
complex conjugate of those of 𝑋′, we get

Taking the conjugate complex of this we get X′ AX = λX′X or


since, A = A for A is real.
Taking the transpose on both sides, we get

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Engineering Mathematics -II

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 = λ1X1 … . (1)

AX2 = λ2X2 … . (2) Pre


multiplying (1) by , we get

X2′AX1 = X2′λ1X1

= λ1X2′X1
Pre-multiplying (2) by X1′, we get

But(X2′AX1)′ = (λ1X2′X1)′

(𝑖. 𝑒) X1′A X2 = λ1X1′X2 ..... (4) [∵ A′ = A]


From (3) and (4)

(i.e.,)(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−1AP − λI
= P−1AP − P−1 λIP
= P−1(A − λI)P
|B − λI| = |P−1| |A − λI| |P|
= |A − λI| |P−1P|

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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

we get the diagonlized matrix


Givenλ1 = λ2

Therefore, we get
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 𝐗𝟏, 𝐗𝟐 , … 𝐗𝐧 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
0 implies each 𝛼𝑖 = 0, 𝑖 = 1,2, … , 𝑚

(A − 𝜆1I)𝛼1X1 = 𝛼1(𝐴X1 − 𝜆1X1 ) = 𝛼1(0) = 0 When

∑𝑚𝑖=1 𝛼𝑖 Xi = 0 Multiplied by

(A − 𝜆2I)(A − 𝜆2I) … (A − 𝜆𝑖−1I)(A − 𝜆𝑖I) (A − 𝜆𝑖+1I) … (A − 𝜆𝑚I)

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We get, 𝛼𝑖(𝜆𝑖 − 𝜆1)(𝜆𝑖 − 𝜆2) … (𝜆𝑖 − 𝜆𝑖−1)(𝜆𝑖 − 𝜆𝑖+1) … (𝜆𝑖 − 𝜆𝑚) = 0


Since, λ’s are distinct, 𝛼𝑖 = 0
Since, 𝑖 is arbitrary, 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 𝐗𝟏and 𝐗𝟐 are called orthogonal vectors if 𝑿 𝟏𝑻 𝐗𝟐 = 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−1B||A − λI|
= Characterisstisc polynomial of A
Hence, A and B−1 AB have same Eigenvalues.
Problems based on properties

Example: 1.16 Find the sum and product of the Eigen values of the matrix
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

Example: 1.17 Find the sum and product of the Eigen values of the matrix A
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
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= 1(2 − 1) − 2(−1 − 1) + 3(−1 − 2)


= 1(1) − 2(−2) + 3(−3)
= 1 + 4 − 9 = −4

Example: 1.18 The product of two Eigen values of the matrix is 16. Find the third
Eigenvalue.
Solution:
Let Eigen values of the matrix A be 𝜆1, 𝜆2, 𝜆3.
Given 𝜆1𝜆2 = 16

We know that, 𝜆1𝜆2𝜆3 = |A|


[Product of the Eigen values is equal to the determinant of the matrix]

= 6(9 − 1) + (−6 + 2) + 2(2 − 6)


= 6(8) + 2(−4) + 2(−4)
= 48 − 8 − 8

⇒ 𝜆1𝜆2𝜆3 = 32
⇒ 16 𝜆3 = 32

Example: 1.19 Two of the Eigen values of 2 and 8. Find the third Eigen value.
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

Example: 1.20 If 3 and 15 are the two Eigen values of , without


expanding the determinant.
Solution:
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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
⇒ 𝜆3 = 0
We know that, Product of the Eigen values = |A|
⇒ (3)(15)(0) = |A|
⇒ |A| = (3)(15)(0) ⇒ |A| =
0

Example: 1.21 If 2, 2, 3 are the Eigen values of find the Eigen values of 𝐀𝐓.
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

Example: 1.22 If the Eigen values of the matrix are 𝟐, −𝟐 then find the Eigen values of
𝐀𝐓 .
Solution:
Eigen values of 𝐴 = Eigen values 𝑜𝑓 AT ∴
Eigen values 𝑜𝑓 AT are 2, −2.

Example: 1.23 Find the Eigen values of without using the characteristic equation idea.
Solution:

Given clearly given matrix A is an upper triangular matrix. Then by property, the
characteristic roots of a triangular matrix are just the diagonal elements of the matrix.
Hence, the Eigen values are 2, 2, 2.

Example: 1.24 Find the Eigen values of


Solution:

Given
Clearly given matrix A is a lower triangular matrix
Hence, by property the Eigen values of A are 2, 3, 4.

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Example: 1.25 Two of the Eigen values of are 3 and 6. Find the Eigen values of
𝐀−𝟏.
Solution:
Sum of the Eigen values = Sum of the main diagonal elements
= 3 + 5 + 3 = 11
Let K be the third Eigen value
∴ 3 + 6 + 𝑘 = 11
⇒ 9 + 𝑘 = 11
⇒𝑘=2

∴ The Eigenvalues of

Example: 1.26 Two Eigen values of the matrix are equal to 1 each. Find the
Eigenvalues of 𝐀−𝟏.
Solution:

Given
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 + 𝜆 2 + 𝜆3 = 2 + 3 + 2
⇒ 𝜆1 + 1 + 1 = 7
⇒ 𝜆1 + 2 = 7
⇒ 𝜆1 = 5
Hence, the Eigen values of A are 1, 1, 5

Eigen values of A−1 are

Example: 1.27 Find the Eigen values of the inverse of the matrix
Solution:
We know that, the given matrix is a upper triangular matrix.
Therefore, the Eigen values of A are 2, 3, 4

Example: 1.28 Find the Eigen values of 𝐀𝟑given


Solution:
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Given
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 i.e., 1, 8, 27.
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 are the Eigenvalues of Am.
Given 1 and 2 are the Eigen values of A.

∴ 12 and 22 i.e., 1 and 4 are the Eigen values of are the Eigenvalues of A−1. Example: 1.30

If 𝛼 𝐚𝐧𝐝 𝛽 are the Eigen values of , form the matrix whose Eigenvalues are
𝛼𝟑 𝒂𝒏𝒅 𝛽𝟑.

Note: If 𝜆1, 𝜆2, . … 𝜆𝑛 are the Eigenvalues of A, then are the Eigenvalues of Ak for any
positive integer.
Solution:

Let be the Eigen values of A


⇒ A2 = A. A

⇒ A3 = A2A

Hence, the required matrix is


Example: 1.31 Form the matrix whose Eigen values are 𝜶 − 𝟓 , 𝜷 − 𝟓, 𝜸 − 𝟓 where 𝜶 , 𝜷, 𝜸 are the

Eigenvalues of
Solution:

Note: The matrix A − KI has the Eigen values 𝜆1 − 𝑘, 𝜆2 − 𝑘, . … 𝜆𝑛 − 𝑘.

Hence, the required matrix is

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Example: 1.32 Two Eigen values of are equal and they are times to the third. Find
them.
Solution:
Let the third Eigen value be 𝜆3.

We know that, 𝜆1 + 𝜆2 + 𝜆3 = 2 + 3 + 2 = 7

Given
(1) ⇒ 2𝜆1 + 𝜆3 = 7 by (2)

by (3)
⇒ 𝜆3 = 5

(3) ⇒ ⇒ 𝜆3 = 5

(2) ⇒ 𝜆2 = 1 [∵ 𝜆1 = 𝜆2]

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

Example: 1.33 If 2, 3 are the Eigen values of , find the value of a.


Solution:

Let
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
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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

The Eigen values of


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

∴ The Eivenvalues of adj A are 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 =

are 6 and −𝟏? why ?


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 Example:

1.37 Find the Eigen values of 𝟑𝐀 + 𝟐𝐈, where


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. If A .
Ans: Sum = 4; Product = −13

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2. Find the product of the Eigen values of

Ans: Product = −6

Ans: Product = −1

3. If the Eigen values of the matrix then find the Eigenvalues of AT.
Ans: 2, 3, 6,

4. Find the Eigen values of Ans: 1, 2, 3

5. Find the Eigen values of the inverse of the matrix Ans:

6. Find the Eigen values of Ans: 4, 9, 16

7. Obtain the Eigen values of Ans: 1, 64


1.5 DIAGONALISATION OF A MATRIX BY ORTHOGONAL TRANSFORMATION

Orthogonal matrix Definition


A matrix ‘A’ is said to be orthogonal if 𝐴𝐴𝑇 = 𝐴𝑇𝐴 = 𝐼

Example: 1.38 Show that the following matrix is orthogonal


Solution:

Let

∴ 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−1𝐴𝑁, where N is the modal matrix .The diagonal matrix D has as its diagonal
elements, the Eigen values of A.
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Normalized vector
Eigen vector 𝑋𝑟 is said to be normalized if each element of 𝑋𝑟 is being divided by the square root of

the sum of the squares of all the elements of 𝑋𝑟.i.e.,the normalized vector is

; Normalized vector of
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 .The diagonal matrix D has Eigen values of A as its
diagonal elements.

Example: 1.39 Diagonalize the matrix


Solution:
The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

From (1) and (2)

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Case( ii) When = −1 the eigen vector is given by


2+1 1 −1 𝑥1 0
⇒( 1 1+1 −2 ) (𝑥2) = (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)

Case (iii) When = 4 the eigen vector is given by


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)

Hence the corresponding Eigen vectors are


To check X1, X2& X3 are orthogonal

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Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix


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

Example: 1.40 Diagonalize the matrix


Solution:
The characteristic equation is =0

Characteristic equation is
⇒ ( 2− 17 + 42) = 0
⇒ = 0, 3, 14
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To find the Eigen vectors:

Case (i) When = 0 the eigen vector is given by

10x1 − 2x2 − 5x3 = 0 … (1)


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

Case (ii) When = 3 the eigen vector is given by

7x1 − 2x2 − 5x3 = 0 … (4)


−2x1 − x2 + 3x3 = 0 … (5)
−5x1 + 3x2 + 2x3 = 0 … (6)
From (4) and (5)

Case (iii) When = 14 the eigen vector is given by

From (7) and (8)

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Hence the corresponding Eigen vectors are


To check are orthogonal

Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix

Example: 1.41 Diagonalize the matrix


Solution:

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The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

Case (ii) When the eigen vector is given by

Put

Case (iii) Let be a new vector orthogonal to both

From (7) and (8)


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Hence the corresponding Eigen vectors are


Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix

Example: 1.42 Diagonalize the matrix


Solution:
The characteristic equation is =0

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Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

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

Case (ii) When = 4 the eigen vector is given by


3−4 1 1 𝑥1 0
⇒( 1 3−4 −1 ) (𝑥2) = (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

Case (iii) Let be a new vector orthogonal to both X1and X2


a a
(−1 1 1)(b) = 0 & (0 −1
1) (b) = 0 c c

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−a + b + c = 0 … (7) 0a
− b + c = 0 … (8)
From (7) and (8)

Hence the corresponding Eigen vectors are


Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix


−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 )

Example: 1.43 Reduce the matrix A= to the diagonal form, find .


Solution:
The characteristic equation is

= 3+3=6

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Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

Case (ii)When = 4 the eigen vector is given by


3−4 −1 x1 =0
⇒ ( −1 3 − 4)(x2)

−x1 − x2 = 0

−x1 − x2 = 0
⇒ −x1 = x2

Hence the corresponding Eigen vectors are


To check X1& X2 are orthogonal
X1TX2 = (1 1)

X2TX1 = (1 −1)(1) = 0
1
Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix D = NTAN


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To find A3: A3 = ND3NT

Example: 1.44 Find the 3 3 square symmetric matrix A having Eigen values 2,3,6 and corresponding
Eigen vectors .
Solution:

Given
Normalized modal matrix

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Example: 1.45 Reduce the matrix A to the diagonal form, find .


Solution:
The characteristic equation is =0

Characteristic equation is 3− 7 2+ 36 = 0

⇒ =3;( 2− 4 − 12) = 0
⇒ = −2,6,3
To find the Eigen vectors:

Case (i) When = −2 the eigen vector is given by

3x1 + x2 + 3x3 = 0 … (1)


x1 + 7x2 + x3 = 0 … (2)
3x1 + x2 + 3x3 = 0 … (3)
From (1) and (2)

Case (ii) When = 3 the eigen vector is given by


1−3 1 3 𝑥1 0
⇒( 1 5−3 1 ) (𝑥2) = (0)
3 1 1 − 3 𝑥3 0
−2x1 + x2 + 3x3 = 0 … (4)

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x1 + 2x2 + x3 = 0 … (5)
3x1 + x2 − 2x3 = 0 … (6)
From (4) and (5)

Case (iii) When the eigen vector is given by

From (7) and (8)

Hence the corresponding Eigen vectors are


To check are orthogonal
Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix

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−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 )

Exercise: 1.5 1.
Diagonalise the following using orthogonal transformation

a. Ans:

b. Ans:

c. Ans:

d. Ans:

2. a Reduce A to diagonal form by an orthogonal transformation and also find .

Ans:

b. Reduce the matrix A= to the diagonal form, find .

Ans:

c. Reduce the matrix A= to the diagonal form, find A4.

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Ans:
3. Find the 3x3 square symmetric matrix A having Eigen values -2,1, 1 and corresponding Eigen

vectors . Ans:
1.6 REDUCTION OF QUADRATIC FORM TO CANON ICAL FORM BY
ORTHOGONAL TRANSFORMATION Linear Form
The expression of the form 𝑎1𝑥1 + 𝑎2𝑥2 + ⋯ +𝑎𝑛𝑥𝑛, 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 𝑎1𝑥1 + 𝑎2𝑥2 + ⋯ +𝑎𝑛𝑥𝑛 =

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) = 𝑎11𝑥1𝑦1 + 𝑎12𝑥1𝑦2 + 𝑎13𝑥1𝑦3+

𝑎21𝑥2𝑦1 + 𝑎22𝑥2𝑦2 + 𝑎23𝑥2𝑦3 + 𝑎31𝑥3𝑦1 + 𝑎32𝑥3𝑦2 + 𝑎33𝑥3𝑦3 … (1)


This bilinear form can written as
Equation (1) can be written in matrix form as

Where 𝑋′ is the transpose of

The matrix is called the matrix of the bilinear form.


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) = 𝑎11𝑥12 + 𝑎12𝑥1𝑥2 + 𝑎13𝑥1𝑥3+

𝑎21𝑥1𝑥2 + 𝑎22𝑥22 + 𝑎23𝑥2𝑥3 + 𝑎31𝑥3𝑥1 + 𝑎32𝑥2𝑥2 + 𝑎33𝑥32


This Quadratic form can written as

= 𝑋′𝐴𝑋

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Where and A is called the matrix of the Quadratic form.

Note: To write the matrix of a quadratic form as

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


(i)𝟐𝐱𝟐 + 𝟑𝐲𝟐 + 𝟔𝐱𝐲 Solution:

(ii) 𝟐𝐱𝟐 + 𝟓𝐲𝟐 − 𝟔𝐳𝟐 − 𝟐𝐱𝐲 − 𝐲𝐳 + 𝟖𝐳𝐱 Solution:


coeff. ofx2 1/2coeff. ofxy 1/2coeff. ofxz
A = (1/2coeff. ofxy coeff. ofy2 1/2coeff. ofyz ) 1/2coeff. of xz
1/2coeff. ofyz coeff. of z2
2 −1 4
= (−1 5 −1/2)
4 −1/2 −6

(iii) 𝟏𝟐 𝐱𝟐𝟏 + 𝟒𝐱𝟐𝟐 + 𝟓𝐱𝟐𝟑 − 𝟒𝐱𝟐𝐱𝟑 + 𝟔𝐱𝟏𝐱𝟑 − 𝟖𝐱𝟏𝐱𝟐


Solution:

coeff. of x12 1/2coeff. of x1x2 1/2coeff. of x1x3


A = (1/2coeff. of x1x2 coeff. of x22 1/2coeff. of x2x3) 1/2coeff. of x1x3
1/2coeff. of x2x3 coeff. of x32
12 −4 3
= (−4 4 −2)
3 −2 5
Example: 1.47 Write down the matrix form in to Quadratic form

Solution:
Quadratic form is 2 x12 − 2x22 + 6x32 + 2x1x2 − 6x1x3 + 6x2x3

Solution:
Quadratic form is .

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NATURE OF QUADRATIC FORM DETERMINED BY PRINCIPAL MINORS

Let A be a square matrix of order n say


The principal sub determinants of A are defined as below.
𝑠1 = 𝑎11

𝑠2 = |𝑎𝑎1121𝑎𝑎1222|
𝑎11 𝑎12 𝑎13
𝑠3 = |𝑎21 𝑎22 𝑎23|
𝑎31 𝑎32 𝑎33
...
...
...
𝑠𝑛 = |𝐴|
The quadratic form 𝑄 = 𝑋𝑇𝐴𝑋 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 12𝐱𝟐𝟏 + 𝟑𝐱𝟐𝟐 + 𝟏𝟐𝐱𝟑𝟐 + 𝟐𝐱𝟏𝐱𝟐
Solution:

A
𝑠1 = 𝑎11=12 > 0

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 𝐱𝟐𝟏 + 𝟐𝐱𝟐𝟐
Solution:

Let A
𝑠1 = 𝑎11 = 1 > 0

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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 𝐱𝟐 − 𝐲𝟐 + 𝟒𝐳𝟐 + 𝟒𝐱𝐲 + 𝟐𝐲𝐳 + 𝟔𝐳𝐱 Solution:

Let A
𝑠1 = 𝑎11 = 1 > 0
𝑎
𝑠2 = |𝑎1121𝑎𝑎1222| = −5 < 0
𝑎11 𝑎12 𝑎13 1 2
𝑠3 = |𝑎21 𝑎22 𝑎23| = −1
|2 𝑎31 𝑎32 𝑎33 1
, Indefinite
3
Example: 1.51 Determine the nature of the Quadratic form 𝐱𝐲 + 𝐲𝐳 + 𝐳𝐱 Solution:

Let A

, Indefinite

RANK, INDEX AND SIGNATURE OF A REAL QUADRATIC FORMS


Let 𝑄 = 𝑋𝑇𝐴𝑋 be quadratic form and the corresponding canonical form is 𝑑1𝑦12 + 𝑑2𝑦22 + ⋯ +𝑑𝑛𝑦𝑛2.
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 form 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:

Given A
The characteristic equation is =0

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Characteristic equation is

To find the Eigen vectors:

Case (i) When the eigen vector is given by

From (1) and (2)

Case (ii) When the eigen vector is given by

Case (iii) When the eigen vector is given by

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From (7) and (8)

Hence the corresponding Eigen vectors are


To check are orthogonal
Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix

Canonical form where


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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

which makes the Quadratic equation zero.


Example: 1.53 Reduce the Quadratic form 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:

A
The characteristic equation is =0

Characteristic equation is

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To find the Eigen vectors:

Case (i) When the eigen vector is given by

From (1) and (2)

Case (ii) When the eigen vector is given by

−x1 + 0x2 + 0x3 = 0 …(5)


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

Case (iii) When = 2 the eigen vector is given by

−x1 − x2 + 0x3 = 0 … (7)


−x1 − x2 + 0x3 = 0 … (8)
0x1 + 0x2 − x3 = 0 … (9)
From (7) and (8)

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Hence the corresponding Eigen vectors are


To check X1, X2& X3 are orthogonal

X2TX3 = (0

Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix D = NTAN


1
0 √2
0) ( 1

1 √2
0

Canonical form = 𝑌𝑇DY where

= 0𝑦12 + 𝑦22 + 2𝑦32


Rank = 2
Index = 2
Signature = 2 - 0 = 2
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Nature is positive semi definite.


To find non zero set of values:
Consider the transformation X = NY

Put y2 = 0 & y3 = 0

Put y1 = √2
x1 = 1; x2 = 1; x3 = 0 which makes the Quadratic equation zero.
Example: 1.54 Reduce the Quadratic form to canonical form
through an orthogonal transformation .Find the nature rank, index, signature Solution:

A
The characteristic equation is =0

Characteristic equation is

To find the Eigen vectors:

Case (i) When the Eigen vector is given by

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From (1) and (2)

Case (ii) When the Eigen vector is given by

Case (iii) When the eigen vector is given by

From (7) and (8)

Hence the corresponding Eigen vectors are


To check are orthogonal

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Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix


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

Canonical form where

Rank = 3
Index = 2
Signature = 2 – 1 = 1 Nature
is indefinite.
Example: 1.55 Reduce the Quadratic form to canonical form through an
orthogonal transformation .Find the nature rank, index, signature.
Solution:

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A
The characteristic equation is =0

Characteristic equation is 3− 3 2+ 4=0

= −1,2,2
To find the Eigen vectors:

Case (i) When = −1 the eigen vector is given by

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

Case (ii) When = 2 the eigen vector is given by

−x1 − x2 − x3 = 0 … (4)
−x1 − x2 − x3 = 0 … (5)
−x1 − x2 − x3 = 0 … (6)

Put x1 = 0 ⇒ −x2 = x3

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Case be a new vector orthogonal to both X1and X2


(𝑖. 𝑒) X1TX3 = 0 & X2TX3 = 0

(1 1 −1
1) 1)
a + b + c = 0 … (7)
0a − b + c = 0 … (8)
From (7) and (8)

Hence the corresponding Eigen vectors are


Normalized Eigen vectors are

Normalized modal matrix

Thus the diagonal matrix


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

Canonical form where

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Rank = 3
Index = 2
Signature = 2 – 1 = 1 Nature
is indefinite.

Exercise: 1.6
1. Reduce the Quadratic form to canonical form through an orthogonal
transformation .Find the nature, rank, index, signature.

Ans: : positive definite.


2. Reduce the Quadratic form to canonical form through an
orthogonal transformation .Find the nature, rank, index, signature.

Ans: 1; N: Indefinite.
3. Reduce the Quadratic form to canonical form through an orthogonal
transformation .Find the nature, rank, index, signature

Ans: 3, N: positive definite.


4. Reduce the Quadratic form to canonical form through an
orthogonal transformation .Find the nature, rank, index, signature.

Ans: , N: positive semidefinite.


5. Reduce the Quadratic form to canonical form
through an orthogonal transformation .Find the nature, rank, index, signature.

Ans: 2, N: positive semidefinite.


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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.
Problems based on Cayley – Hamilton theorem

Example: 1.56 Show that the matrix satisfies its own characteristic equation.
Solution:

Let
The characteristic equation of the given matrix is

Where

The characteristic equation is


To prove:

Therefore, the given matrix satisfies its own characteristic equation.

Example: 1.57 Verify Cayley – Hamilton theorem find and when


Solution:
The characteristic equation of A is
i.e., where

The characteristic equation of A is

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By Cayley-Hamilton theorem
[Every square matrix satisfies its own characteristic equation]

Verification:

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)

To find 𝐀−𝟏:

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Example: 1.58 Find , using Cayley- Hamilton theorem.


Solution:
The characteristic equation of A is |A − λI| = 0
(𝑖. 𝑒. ) λ3 − S1λ2 + S2λ − 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 − 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

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1 8

From (2)

Example: , then find 𝐀𝐧 interms of A and I.


Solution:

Let
The characteristic equation of A is |A − λI| = 0
S1 = sum of its leading diagonal elements
=1+2=3

S2 = |A| = |1 2| = 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)
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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

(𝐢𝐢)𝐀𝟖 − 𝟓𝐀𝟕 + 𝟕𝐀𝟔 − 𝟑𝐀𝟓 + 𝟖𝐀𝟒 − 𝟓𝐀𝟑 + 𝟖𝐀𝟐 − 𝟐𝐀 + 𝐈 if the matrix


Solution:
The characteristic equation of A is |A − λI| = 0
λ3 − S1λ2 + S2λ − 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)

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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)

Now,

(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

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5 0
= 127 [0 1
4 0

Example: 1.61 Use Cayley Hamilton theorem for the matrix to express as a linear
polynomial in “A” is 𝐀𝟓 − 𝟒𝐀𝟒 − 𝟕𝐀𝟑 + 𝟏𝟏𝐀𝟐 − 𝐀 + 𝟏𝟎 𝐈 Solution:

Given
The characteristic equation of A is |A − λI| = 0
i.e., λ2 − S1λ + S2 = 0 where

S1 = sum of the main diagonal elements


=1+3=4

S2 = |A| = |1 4| = 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
A5 − 4A4 − 7A3 − 11A2 − A − 10I
A5 4A4 7A3

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.

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Example: 1.62 Using Cayley Hamilton theorem find 𝐀−𝟏 when


Solution:
The Characteristic equation of A is |A − λI| = 0
λ3 − S1λ2 + S2λ − 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)
= 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)

Example: 1.63 Verify Cayley- Hamilton for the matrix A


Solution :

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Given A
The characteristic equation A is |𝐴 − 𝜆𝐼| = 0
𝜆3 − 𝑆1𝜆2 + 𝑆2λ𝑆3 = 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 − 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:

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Hamilton theorem is verified.

Exercise: 1.8
.Verify Cayley – Hamilton Theorem and find its inverse.

2. If A Hence, find 𝐴4.

3. Find 𝐴𝑛 using Cayley –Hamilton theorem, taking also find A3.

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and

4. Calculate A4 for the matrix A

5. Verify Cayley –Hamilton theorem for the matrix (ii) A

6. Using cayley –Hamilton theorem, compute 𝐴3 for A

7. Given that A
as a linear polynomial in A, using cayley Hamilton theorem. 𝐀𝐧𝒔: 4A +42 𝐼

8. Obtain the matrix

9. Given that A

10. Find Hence find 𝐴4.

11. Find .

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