Unit 1 - Matrices Printable
Unit 1 - Matrices Printable
where S1 = Sum of the main diagonal elements eigenvectors are linearly dependent.
2. The eigen vectors corresponding to distinct eigen values of a real symmetric matrix are orthogonal.
S 2 = Sum of the minors of the main diagonal elements.
3. The eigen vector corresponding to an eigenvalue is not unique.
S3 = Determinant of the matrix 4. If two or more eigen values are equal, then the eigen vectors may be linearly dependent or linearly
EIGEN VALUES independent.
The roots of the characteristic equation are called eigen values.
EIGEN VECTOR
ORTHOGONAL MATRIX
x1
A square matrix A with real entries is said to be orthogonal if AAT AT A I , where AT is the
The eigen vector of the matrix A is A I X 0 , X x2 , a non-zero column vector.
x transpose of the matrix A . (i.e.) AT A1 for an orthogonal matrix.
3
SINGULAR & NON-SINGULAR MATRIX
A square matrix A is said to be singular if A 0, otherwise it is a non-singular matrix. PROPERTIES OF AN ORTHOGONAL MATRIX
1
PROPERTIES OF EIGEN VALUES 1. If is an eigen value of an orthogonal matrix, then is also an eigen value.
1. Sum of the eigen values is equal to sum of the main diagonal elements.
2. Product of the eigen values is equal to determinant of the matrix. 2. If A is an orthogonal matrix, then A 1.
3. A square matrix A and its transpose have the same eigen values. 3. The transpose of an orthogonal matrix is also orthogonal.
4. If the matrix is singular, then one of its eigen value is 0. 4. The inverse of an orthogonal matrix is also orthogonal.
5. If the matrix is upper or lower triangular, then the eigen values are its main diagonal values.
CONDITIONS FOR PAIRWISE ORTHOGONAL VECTORS
1
6. If is an eigen value of an orthogonal matrix, then is also its eigen value. In a real symmetric matrix, the eigen vectors X 1 , X 2 , X 3 are said to be pair wise orthogonal, if
X 1 X 2T 0, X 2 X 3T 0, X 3 X 1T 0.
SRM IST, Ramapuram. 1 Department of Mathematics SRM IST, Ramapuram. 2 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1
Hence the corresponding Eigenvector is X 1
PROBLEMS 3
Case 2. If λ = 2, then equation (1) becomes
EIGEN VALUES AND EIGEN VECTORS 1 1 x1 0
1 1
Find the Eigen values and Eigen vectors of the matrix A 3 3 x2 0
1. .
3 1 x1 x2 0
Solution: 3x1 3 x2 0
1 1 i.e., we get, only one equation x1 x2 0
Let A .
3 1 i.e., x1 x2
Step 1: To find the characteristic equation x1 x2
The Characteristic equation of A is A I 0 1 1
(i.e.) λ2 – S1λ + S2 = 0 where 1
Hence the corresponding Eigenvector is X 2
S1 = Sum of the main diagonal elements = (1) + ( –1) = 0 1
1 1 TYPE – 1 NON-SYMMETRIC MATRIX WITH NON-REPEATED EIGENVALUES
S2 = | A | = = –1–3= –4 1 0 1
3 1
Hence the characteristic equation is 2. Find the eigen values and eigen vectors of the matrix A 1 2 1 .
λ2 – (0)λ + ( – 4 ) = 0 2 2 3
λ2 – 4 = 0
Solution:
Step 2: To solve the characteristic equation
The characteristic equation of A is A I 0
λ2 – 4 = 0
λ2 = 4 The characteristic equation is 3 S1 2 S2 S3 0
λ =±2 where S1 = Sum of the diagonal elements=1+2+3 = 6
Hence, the Eigen values are – 2, 2. S 2 = Sum of the minors of the diagonal elements.
Step 3: To find the Eigenvectors:
To find the Eigenvectors, solve A I X 0
2 1 1 1 1 0
= 4 5 2 11
2 3 2 3 1 2
1 1 1 0 x1 0
1 0 1
3 1 0 1 x2 0
S3 = A 1 2 1 6
1 1 x1 0
x2 0
______________________________(1) 2 2 3
3 1
Therefore, the Characteristic equation is: λ3 – 6λ2 +11λ – 6 = 0
Case 1. If λ = – 2, then Eqn. (1) becomes
3 1 x1 0 (λ – 1)(λ 2 –5λ + 6)= 0
λ=1 and λ 2 –5λ +6= 0
3 1 x2 0
3x1 x2 0 (λ-2) (λ-3)=0
3x1 x2 0 λ=1, 2, 3
i.e., we get, only one equation 3x1 x2 0 To find the Eigen Vectors:
i.e.,3x1 x2 To get the Eigenvectors, solve ( A I ) X 0
x1 x2
1 3
SRM IST, Ramapuram. 3 Department of Mathematics SRM IST, Ramapuram. 4 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 0 1 x1 0 2
1 2 1 x2 0 (A) Hence, the corresponding Eigen vector is X 2 1 .
2 3 x3 0 2
2
Case (3) : = 3 Then Equation (A) becomes
(1 – λ) x1 + 0 x2 – x3 = 0
x1 + (2 – λ) x2 + x3 =0 2 0 1 x1 0
2 x1 + 2 x2 + (3 – λ) x3 = 0 1 1 1 x2 0
2 2 0 x3 0
Case (1) : = 1 Then Equation (A) becomes
0 0 1 x1 0
–2 x1 + 0 x2 – x3 = 0
1 1 1 x2 0 x1 – x2 + x3 =0
2 2 2 x 0 2 x1 + 2 x2 + 0 x3 = 0
3
0 x1 + 0 x2 – x3 = 0
x1 + x2 + x3 =0 Solve (1) and (2), using cross multiplication rule, we get
2 x1 + 2 x2 + 2 x3 = 0 x1 x2 x3
0 1 1 2 2 0
Solve (1) and (2), using cross multiplication rule, we get
1 1 1 1 1 1
x1 x2 x3
x1 x 2 x3
0 1 1 0 0 0
1 1 2
1 1 1 1 1 1
1
x1 x 2 x3
Hence, the corresponding Eigen vector is X 3 1 .
1 1 0 2
1
Type – 2 NON-SYMMETRIC MATRIX WITH REPEATED EIGENVALUES
Hence, the corresponding Eigen vector is X 1 1 .
0 2 2 3
3. Find the eigen values and eigen vectors of the matrix A 2 1 6 .
Case (2) : = 2 Then Equation (A) becomes 1 2 0
1 0 1 x1 0
Solution:
1 0 1 x2 0
2 2 1 x 0 The characteristic equation of A is A I 0
3
The characteristic equation is S1 S2 S3 0
3 2
–1 x1 + 0 x2 – x3 = 0
x1 + 0 x2 + x3 = 0 where S1 = Sum of the main diagonal elements = – 2 +1+0 = – 1
2 x1 + 2 x2 + x3 = 0 S 2 = Sum of the minors of the main diagonal elements.
1 6 2 3 2 2
Solve (2) and (3),using cross multiplication rule, we get = 12 3 6 21
x1 x x3 2 0 1 0 2 1
2
0 1 1 1 1 0 2 2 3
2 1 1 2 2 2 S3 = A 2 1 6 45
x1 x x 1 2 0
2 3
2 1 2 Therefore, the Characteristic equation is λ3 + λ2 – 21 λ – 45 = 0.
SRM IST, Ramapuram. 5 Department of Mathematics SRM IST, Ramapuram. 6 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
To solve the Characteristic equation Case (2) : = –3 Then equation (A) becomes
λ3 + λ2 – 21 λ – 45 = 0 1 2 3 x1 0
If = –3, then λ3 + λ2 – 21 λ – 45 = 0.
2 4 6 x2 0
Therefore, = –3 is a root.
1 2 3 x 0
By Synthetic division 3
–3 1 1 –21 –45 x1 + 2 x2 –3 x3 =0
0 –3 6 45 2x1 + 4 x2 – 6 x3 = 0
1 – 2 –15 0 – x1 – 2 x2 +3 x3 = 0
All are same equations.
Other roots are given by λ2 – 2 λ – 15 = 0. Put x1 = 0.
(– 5) ( + 3) = 0 2 x2 –3 x3 =0
Hence , the Eigen values of A are λ = 5, –3, –3. 2 x2 =3 x3
x2 x3
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0 3 2
2 2 3 x1 0 0
2 1 6 x2 0 (A) Hence, the corresponding Eigen vector is X 2 3 .
1 2
2 0 x3 0
Put x2 = 0.
x1 –3 x3 =0
Case (1) : = 5 Then equation (A) becomes x1 = 3 x3
7 2 3 x1 0 x1 x3
3 1
2 4 6 x2 0
1 2 3
5 x3 0
Hence, the corresponding Eigen vector is X 3 0 .
1
–7 x1 + 2 x2 –3 x3 = 0
2x1 – 4 x2 – 6 x3 = 0 6 6 5
– x1 – 2 x2 –5 x3 = 0
4. Find the eigen values and eigen vectors of the matrix A 14 13 10 .
7 6 4
Solving (1) & (2) by rule of cross multiplication, we get
x1 x2 x3 Solution:
2 3 3 7 7 2 The characteristic equation of A is A I 0
2 5 5 1 1 2 The characteristic equation is 3 S1 2 S2 S3 0
x1 x2 x3 Where S1 = Sum of the diagonal elements = 6 – 13 + 4 = – 3
16 32 16 S 2 = Sum of the minors of the diagonal elements.
x1 x2 x3
13 10 6 5 6 6
1 2 1 = 8 11 6 3
6 4 7 4 14 13
1
=4 – 0 + 4 – 0 + 4 – 0 = 12
Hence, the corresponding Eigen vector is X 1 2 .
6 6 5
1
S3 = A 14 13 10 1
7 6 4
SRM IST, Ramapuram. 7 Department of Mathematics SRM IST, Ramapuram. 8 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
14 12 10 x2 0 where S1 = Sum of the main diagonal elements=3 + 5 + 3 = 11
7 6 5 x 0 S 2 = Sum of the minors of the main diagonal elements.
3
7x1 – 6 x2 + 5 x3 =0 3 1 5 1 3 1
=
14x1 – 12 x2 +10 x3 = 0 1 5 1 3 1 3
7x1 – 6 x2 + 5 x3 =0 = (15 – 1) + (15 – 1) + (9 – 1) = 36
All are same equations.
3 1 1
Put x1 = 0. S3 = A 1 5 1
– 6 x2 + 5 x3 =0 1 1 3
5 x3 = 6 x2
= 3(15 1) 1(3 1) 1(1 5) 42 2 4 36
x2 x3
Therefore, The Characteristic equation is λ3 – 11 λ2 +36λ – 36 = 0.
5 6
0 To Solve the Characteristic equation
Hence, the corresponding Eigen vector is X 1 5 . λ3 – 11 λ2 + 36λ –36 = 0
6 If 2, then λ3 – 11 λ2 +36λ – 36 = 0
Put x2 = 0. Therefore, 2 is a root.
7x1 + 5 x3 = 0 By Synthetic division
7x1 = – 5 x3 1 11 36 36
2
0 2 18 36
x1 x
3 1 9 18 0
5 7
Other roots are given by 2 9 18 0
5
( 3)( 6) 0
Hence, the corresponding Eigen vector is X 2 0 .
i.e., 3, 6
7
Hence , the Eigen values are λ = 2, 3, 6
Put x3 = 0.
7x1 – 6 x2 + 5 x3 =0
SRM IST, Ramapuram. 9 Department of Mathematics SRM IST, Ramapuram. 10 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
To find the Eigen Vectors: Case (3) : = 6 then equation (A) becomes
To get the Eigenvectors, solve ( A I ) X 0 3 1 1 x1 0
3 1 1 x1 0
1 5 1 x 2 0
1 5 1 x 2 0 _____________(A) 1 1 3 x 0
3
1 1 3 3x1 x2 x3 0 (7)
x 3 0
x1 x2 x3 0 (8)
Case (1) : = 2 Then equation (A) becomes
x1 x2 3x3 0 (9)
3 1 1 x1 0 x1 x2 x3 0 (1)
Solving (7) & (8) by rule of cross multiplication, we get
1 5 1 x 2 0 , x1 3x2 x3 0 (2) x1 x x
1 1 3 2 3
x 3 0 x1 x2 x3 0 (3) 1 1 1 3 3 1
x1 x2 x3
Solving (1) & (2) by rule of cross multiplication, we get
1 2 1
x1 x x
2 3 1
1 3 1 1 3 1
Hence, the corresponding Eigen vector is X 3 2 .
x1 x2 x3
1
2 0 2
x1 x2 x3 TYPE – 4 SYMMETRIC MATRIX WITH REPEATED EIGEN VALUES
i.e.,
1 0 1 6 2 2
1
6. Find the eigen values and eigen vectors of the matrix A 2 3 1 .
Hence, the corresponding Eigen vector is X 1 0 . 2 1 3
1
Solution:
Case (2) : = 3 Then equation (A) becomes
The characteristic equation of A is A I 0
3 1 1 x1 0
The characteristic equation is S1 S2 S3 0
1 5 1 x 2 0
3 2
1 1 3 x 0
3 where S1 = Sum of the main diagonal elements=6 + 3 + 3 = 12
0 x1 x2 x3 0 (4) S 2 = Sum of the minors of the main diagonal elements.
x1 2 x2 x3 0 (5) 3 1 6 2 6 2
x1 x2 0 x3 0 (6) =
1 3 2 3 2 3
Solving (4) & (5) by rule of cross multiplication, we get
=( 9 – 1) + (18 – 4 ) + ( 18 – 4 ) = 8+ 14 + 14 = 36
x1 x2 x
3 6 2 2
1 2 1 0 0 1
x1 x x S3 = A 2 3 1
2 3
1 1 1 2 1 3
x x x
i.e., 1 2 3 = 6(9 1) 2(6 2) 2(2 6)
1 1 1
1 = 6(8) 2(4) 2(4) 48 8 8 32
Hence, the corresponding Eigen vector is X 2 1 . Therefore, the characteristic equation is λ3 – 12 λ2 + 36λ – 32 = 0.
1
SRM IST, Ramapuram. 11 Department of Mathematics SRM IST, Ramapuram. 12 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
2
Hence, the corresponding Eigen vector is X 1 1
To Solve the Characteristic equation 1
λ3 – 12 λ2 + 36λ – 32 = 0.
If 2, then λ3 – 12 λ2 + 36λ – 32 = 8 – 42 +72 – 32 = 0
Case (2) : = 2 Equation (A) becomes
Therefore, 2 is a root.
By Synthetic division 4 2 2 x1 0
1 12 36 32 2 1 1 x 2 0
2 2 1 1 x 0
0 2 20 32 3
1 10 16 0 4 x1 2 x2 2 x3 0 (4)
The other roots are given by 10 16 0
2 2 x1 x2 x3 0 (5)
( 8)( 2) 0 2 x1 x2 x3 0 (6)
i.e., 8, 2 (4) , (5) & (6) are same as
2 x1 x2 x3 0
Hence , the Eigen values are λ = 8, 2, 2
To find the Eigen Vectors: If
To get the Eigenvectors, solve ( A I ) X 0 x1 0 , we get x2 x3 0
6 2 2 x1 0 x2 x3
x2 x3
2 3 1 x 2 0 (A)
2 1 3 x2 x3
x 3 0 i.e.,
1 1
Case (1) : = 8 Equation (A) becomes 0
2 2 2 x1 0 Hence, the corresponding Eigen vector X 2 1
1
2 5 1 x 2 0
2 1 5
x 3 0 Case (3) : = 2
2 x1 2 x2 2 x3 0 (1) a
2 x1 5 x2 x3 0 (2) Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2
2 x1 x2 5 x3 0 (3) c
Solving (1) & (2) by rule of cross multiplication, we get X1 X 3 0 2a b c 0
T
(7)
x1 x2 x
3 X 2 X 3 0 0a b c 0
T
(8)
2 10 4 2 10 4
x1 x2 x3 Solving (7) & (8) by rule of cross multiplication, we get
a b c
12 6 6
x x x 1 1 0 2 2 0
i.e., 1 2 3 a b c
2 1 1
2 2 2
a b c
i.e.,
1 1 1
SRM IST, Ramapuram. 13 Department of Mathematics SRM IST, Ramapuram. 14 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
SRM IST, Ramapuram. 15 Department of Mathematics SRM IST, Ramapuram. 16 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
SRM IST, Ramapuram. 17 Department of Mathematics SRM IST, Ramapuram. 18 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
( 1)( 4) 0 1
i.e., 1, 4
Hence, the corresponding Eigen vector X 2 1
Hence , the Eigen values are λ = 1, 1, 4 0
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0 Case (3) : = 1
a
2 1 1 x1 0
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2 .
1 2 1 x 2 0 (A)
c
1 1 2
x 3 0
X 3 X1 0 a b c 0 (7)
T
SRM IST, Ramapuram. 19 Department of Mathematics SRM IST, Ramapuram. 20 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 1 1 1 1 1 2 1 1
coeff .x coeff .xy coeff .xz
3 2 6 3 3 3
2 2
Normalized modal matrix N= 1 1 1 1 1 0
form A= coeff . yx coeff . yz
1 1
, N
T
coeff . y 2
3 2 6 2 2 2 2 2
1 0 2 1 1 2
3 1 coeff .zx 1
coeff .z
.
2 6 6 6
2
coeff .zy
6
2 2
CANONICAL FORM
To find AN:
1 1 1
Canonical form is equal to the sum or difference of squares of any number of variables.
3 2 6
2 1 1
1 1 1 Matrix form of the Canonical Form: Every canonical form can be expressed as Y TDY where
AN 1 2 1
1 1 2 3 2 6
1 D is a diagonal matrix.
2
3 0
6 ORTHOGONAL REDUCTION
2 11 2 1 0 2 1 2 4 1 1
The orthogonal transformation X=NY reduces the quadratic form to canonical form provided
3 2 6 3 2 6
1 2 1 1 2 0 1 2 2 4 1 1
3 2 6 3 2 6 NTAN = D where N is normalized modal matrix.
11 2 1 1 0 1 1 4 4 2
6 3
0
6 Quadratic form = XTAX = (NY)TA(NY) = (YTNT)A(NY) = YT(NTAN)Y
3 2
D N AN :
T
= YT(D)Y
1 1 1 4 1 1
y121 y222 y323
3 3 3 3 2 6
1 1 0 4 1 1
D N AN
T
2 2 2 3 2 6 RANK OF THE QUADRATIC FORM (r)
1 1 2 4 2
0
6 6 6 3 6 The number of nonzero terms in the canonical form is called rank of the quadratic form.
4 4 4 1 1 0 1 1 2
INDEX OF THE QUADRATIC FORM (p)
3 6 18 4 0 0
4 4 0 11 0 1 1 0 The number of positive terms in the canonical form is called index of the quadratic form.
0 1 0 D ( 4 , 1 , 1)
6 2 12
0 0 1
4 4 8 1 1 0 11 4 SIGNATURE OF THE QUADRATIC FORM (s)
18 12 6
QUADRATIC FORM The difference between positive and negative terms in the canonical form is called signature.
A homogeneous polynomial of second degree in any number of variables is called quadratic NATURE OF THE QUADRATIC FORM
form. Every quadratic form can be expressed as 𝑋𝐴𝑋 𝑇 , where A is a symmetric matrix of the Nature If the eigen values are known If the eigen values are unknown
Positive definite All the eigen values are positive D1,D2,D3 are positive
Negative definite All the eigen values are negative D1, D3 are negative D2 is positive
SRM IST, Ramapuram. 21 Department of Mathematics SRM IST, Ramapuram. 22 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
All the eigen values are positive and D10 , D2 0, D30 and 1 1 x1 0
Positive semi definite
atleast one is zero atleast one is zero
1 1 x 2 0
All the eigen values are negative D1≤0 , D2 ≤0, D3 ≤ 0and atleast x1 x2 0 (1)
Negative semi definite
and atleast one is zero one is zero
x1 x2 0 (2)
eigen values are positive and
Indefinite All the other cases x1 x2
negative x1 x2 ,
a11 a12 a13 1 1
a a12 1
Where, D1 a11 , D2 11 , D3 a21 a22 a23 . Hence, the corresponding Eigen vector is X 1
a21 a22 1
a31 a32 a33
REDUCTION OF QUADRATIC FORM TO CANONICAL FORM Case (2) : = 2 Then equation (A) becomes
20. Reduce the quadratic form x x2 2 x1 x2 into a canonical form by using orthogonal
2 2
1 1 x1 0 x1 x2 0 (3)
,
1
(4)
transformation. Hence find its rank, index, signature and nature. 1 1 2
x 0 x1 x2 0
Solution:
Solving (4) & (5) by rule of cross multiplication, we get
1
coeff .x
2
coeff .xy x1 x2
2 1 1
The symmetric matrix A= = x1 x2
coeff . yx coeff . y 1 1
1 2
1 1
2
The characteristic equation of A is A I 0 1
Hence, the corresponding Eigen vector is X 2
The characteristic equation is S1 S2 0
2 1
where S1 = Sum of the main diagonal elements = 1+1 = 2 Orthogonal Condition:
1
X 1 X 2 1 1 0
T
1 1
S2 = A 0
1 1 1
Therefore, The Characteristic equation is λ2 -2λ = 0. They are pairwise Orthogonal.
To solve the characteristic equation Eigenvector Normalised form Eigen vector Normalized form
λ2 -2λ = 0.
2 0 1 1 1
X1 2 1 2
( 2) 0
1 X2
i.e., 0, 2 1 1 1
Hence , the Eigen values are λ = 0, 2. 2 2
1 1 1 1
To find the Eigen Vectors: 2 2 2 2
Normalized modal matrix N= , NT
To get the Eigenvectors, solve ( A I ) X 0 1 1 1 1
2 2 2 2
1 1 x1 0
(A)
1 1 x2 0
To find AN:
Case (1) : = 0 Equation (A) becomes
SRM IST, Ramapuram. 23 Department of Mathematics SRM IST, Ramapuram. 24 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 1 1 1 1 1 2 1 1
1 1 2 2 2 2 2 2 0 2 S3 = A 1 1 2
AN
1 1 1 1 1
1 1
1 0 2 1 2 1
2 2 2
2 2 2 = 8(21 16) 6(18 8) 2(24 14) 40 60 20 0
D N AN :
T
Therefore, the characteristic equation is λ3 – 18 λ2 +45λ = 0.
1 1
2 2 0 2
D N AN
T
1 1 0 2 To solve the characteristic equation
2 2 λ3 – 18 λ2 +45λ= 0.
0 1 1 0 0 2 18 45 0
D ( 0, 2 )
0 1 1 0 2 ( 3)( 15) 0
0 0 y1 i.e., 0, 3, 15
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 0 2 y
2 Hence , the eigen values of A are λ = 0, 3, 15
0y1 2y2
2 2
using orthogonal transformation. Hence find its rank, index, signature and nature. Case (1) : = 0 Equation (A) becomes
Solution: 8 6 2 x1 0
1 1
6 7 4 x 2 0
2
coeff .x 2
coeff .xy
2
coeff .xz
8 6 2 2 4 3 x 0
3
The symmetric matrix A = coeff . yx coeff . y coeff . yz = 6 7 4
1 2 1
2 2 8 x1 6 x2 2 x3 0 (1)
2 4 3
1 coeff .zx 1 coeff .zy 6 x1 7 x2 4 x3 0 (2)
coeff .z 2
2 2 2 x1 4 x2 3x3 0 (3)
The characteristic equation of A is A I 0 Solving (1) & (2) by rule of cross multiplication, we get
The characteristic equation is S1 S2 S3 0
3 2
x1 x2 x3
where S1 = Sum of the main diagonal elements=8+7+3 = 18 24 14 12 32 56 36
x1 x2 x3
S 2 = Sum of the minors of the main diagonal elements.
8 6 7 4 8 2 10 20 20
= x x x
6 7 4 3 2 3 i.e., 1 2 3
1 2 2
=(56 – 36)+(21 – 16)+(24 – 4)=20+5+20 = 45
SRM IST, Ramapuram. 25 Department of Mathematics SRM IST, Ramapuram. 26 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 2
Hence, the corresponding Eigen vector is X 1 2 Hence, the corresponding Eigen vector is X 3 2
2 1
Case (2) : = 3 Equation (A) becomes
5 6 2 x1 0
6 4 4 x 2 0
2 4 0 x 0
3
5 x1 6 x2 2 x3 0 (4)
Eigenvector Normalised form
6 x1 4 x2 4 x3 0 (5)
1 1
2 x1 4 x2 0 x3 0 (6) 3
X1 2
Solving (4) & (5) by rule of cross multiplication, we get 2 2
x1
x2
x3 3
24 8 12 20 20 36
2
x1 x2 x
3 3
16 8 16
2 2
x x
i.e., 1 2 3
x 3
X2 1
2 1 2
2 1
2
3
Hence, the corresponding Eigen vector is X 2 1
2 2
3
Case (3) : = 15 Equation (A) becomes 2 2
7 6 2 x1 0 3
X 3 2
6 8 4 x 2 0 1 2
2 x 0
3
4 12 3
1
7 x1 6 x2 2 x3 0 (7) 3
6 x1 8 x2 4 x3 0 (8)
2 x1 4 x2 12 x3 0 (9) 1 2 2 1 2 2
3 3 3 3 3 3
2 2
Normalized modal matrix N= , NT 2
Solving (7) & (8) by rule of cross multiplication, we get 2 1 1
x1 x2 x3 3 3 3 3 3 3
24 16 12 28 56 36 2 2 1 2 2 1
x1 x x 3 3 3 3 3 3
2 3
40 40 20 To find AN:
x x x
i.e., 1 2 3
2 2 1
SRM IST, Ramapuram. 27 Department of Mathematics SRM IST, Ramapuram. 28 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 2 2 2 1 1
3 coeff .x 2
coeff .xy
2
coeff .xz
8 6 2 3 3 6 2 2
2 1 2 coeff . yz = 2 3 1
The symmetric matrix A= coeff . yx
1 1
AN 6 7 4 coeff . y 2
3 3 3 2 2
2 4
3 2 1 3
2 2 1 1 coeff .zx 1
coeff .zy coeff .z
2
3 3 3 2 2
8 12 4 16 6 4 16 12 2 The characteristic equation of A is A I 0
3 3 3
0 2 10 The characteristic equation is 3 S1 2 S2 S3 0
6 14 8 12 7 8 12 14 4
0 1 10
3 3 3 where S1 = Sum of the main diagonal elements=6 + 3 + 3 = 12
0 2 5
28 6 446 483 S 2 = Sum of the minors of the main diagonal elements.
3 3 3 3 1 6 2 6 2
=
D N T AN : 1 3 2 3 2 3
1 2 2 =( 9 – 1) + (18 – 4 ) + ( 18 – 4 ) = 8+ 14 + 14 = 36
3 3 3
0 2 10 6 2 2
2 0 1 10
D N AN
2 1
T
S3 = A 2 3 1
3 3 3
0 2 5 2 1 3
2 2 1
3 3 3 = 6(9 1) 2(6 2) 2(2 6)
224 10 20 10 = 6(8) 2(4) 2(4) 48 8 8 32
0 3 3 Therefore, the characteristic equation is λ3 – 12 λ2 + 36λ – 32 = 0.
0 0 0
4 1 4 20 10 10 0 3 0 D ( 0,3,15) To Solve the Characteristic equation
0
3 3 λ3 – 12 λ2 + 36λ – 32 = 0.
0 0 15 If 2, then λ3 – 12 λ2 + 36λ – 32 = 8 – 42 +72 – 32 = 0
0 422 20 20 5
3 3 Therefore, 2 is a root.
y1 By Synthetic division
0 0 0 1 12 36 32
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 3 0 y2 2
0 2 20 32
0 0 15 y3 1 10 16 0
0y 3y2 15y3
2 2 2 The other roots are given by 2 10 16 0
1
Rank (r) = 2 (No. of non zero terms in the canonical form) ( 8)( 2) 0
Index (p) = 2 ( No. of positive terms in the canonical form ) i.e., 8, 2
Signature (s) = 2p – r = 2(2) – 2= 2 Hence , the Eigen values are λ = 8, 2, 2
Nature: Positive Semi-definite. To find the Eigen Vectors:
22. Reduce the quadratic form 6 x 3 y 3z 4 xy 2 yz 4 xz into a canonical form by using
2 2 2
To get the Eigenvectors, solve ( A I ) X 0
orthogonal transformation. Hence find its rank, index, signature and nature.
Solution:
SRM IST, Ramapuram. 29 Department of Mathematics SRM IST, Ramapuram. 30 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
6 2 2 x1 0 0
2 3 1 x 2 0 (A) Hence, the corresponding Eigen vector X 2 1
2 1 3 1
x 3 0
Case (3) : = 2
Case (1) : = 8 Equation (A) becomes
a
2 2 2 x1 0
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2
2 5 1 x 2 0 c
2 1 5
x 3 0
X1 X 3 0 2a b c 0 (7)
T
2 x1 2 x2 2 x3 0 (1)
X 2 X 3 0 0a b c 0 (8)
T
2 x1 5 x2 x3 0 (2)
2 x1 x2 5 x3 0 (3) Solving (7) & (8) by rule of cross multiplication, we get
a b c
Solving (1) & (2) by rule of cross multiplication, we get
x1 x2 x 1 1 0 2 2 0
3 a b c
2 10 4 2 10 4
x1 x2 x3 2 2 2
a b c
12 6 6 i.e.,
1 1 1
x x x
i.e., 1 2 3 1
2 1 1
2 Hence, the corresponding Eigen vector X 3 1
1
Hence, the corresponding Eigen vector is X 1 1
1 Eigenvector Normalised form
Case (2) : = 2 Equation (A) becomes 2 2
4 2 2 x1 0 X 1 1 6
1 1
2 1 1 x 2 0
2 1 1 x 0 6
3
1
4 x1 2 x2 2 x3 0 (4)
6
2 x1 x2 x3 0 (5)
0 0
2 x1 x2 x3 0 (6)
X 2 1 2
(4) , (5) & (6) are same as 1 1
2 x1 x2 x3 0
2
If 1
x1 0 , we get x2 x3 0
2
x2 x3
x2 x3
x2 x3
i.e.,
1 1
SRM IST, Ramapuram. 31 Department of Mathematics SRM IST, Ramapuram. 32 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
1 1 2 1 1 16 2
0
X 3 1 3 6 6 6 6 3
1 1 1 1 8 2 2
D N AN
T
0
3
2 2 6 2 3
1 1 1 1 8 2 2
3 3 3 6 2 3
3
32 8 8 022 422
6
12 18 8 0 0
2 1 2 1 1
0 088 022 0 22
0 2 0 D (8, 2, 2 )
6 3 6 6 6
12 2 6
1 1 1 1 1 0 0 2
Normalized modal matrix N= , N T
0 16 8 8 022 2 2 2
2
6 3
2 3 2
18 6
1 1 1 1 1 1
8 0 0 1
6 2 3 3 3 3 y
0 2 0
Canonical Form is Y (N AN)Y = Y DY = y1 y2
T T T
y3 y2
0 0 2
To find AN: y3
2 1 8y 2y2 2y3
1
2 2 2
0
6 3
6 2 2 Rank (r) = 3 (No. of non zero terms in canonical form)
1 1 1 Index (p) = 3 ( No. of Positive terms in canonical form)
AN 2 3 1
2 1 3 6 2 3 Signature (s) = 2p – r = 2(3) – 3 = 3
1 1 1
Nature: Positive definite.
6 2 3
23. Reduce the quadratic form 2 x1 x2 x3 2 x1 x2 4 x2 x3 2 x3 x1 into a canonical form by
2 2 2
12 2 2 022 6 2 2 16 2
0
6 2 3 6 3 using orthogonal transformation. Hence find its rank, index, signature and nature.
4 3 1 0 3 1 2 3 1 8 2 2 Solution:
6 2 3 6 2 3
2 1 1
4 1 3 0 1 3 2 1 3 8 2 2 coeff.x 2
coeff.xy
2
coeff.xz 2 1 1
3 6 3 The symmetric matrix A= 1 coeff. yx 2
coeff. yz
6 2 2
coeff. y 2 1 = 1 1
D N T AN :
2
2
1 2 1
1 coeff.zx 1
coeff.zy coeff.z 2
2 2
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
where S1 = Sum of the main diagonal elements=2 + 1 + 1 = 4
S 2 = Sum of the minors of the main diagonal elements.
1 2 2 1 2 1
=
2 1 1 1 1 1
SRM IST, Ramapuram. 33 Department of Mathematics SRM IST, Ramapuram. 34 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
=1 – 4 + 2 - 1 + 2 – 1 = -3 +1 +1 = - 1 x1 x2 x
3
2 1 1 2 2 1 6 6 1
S3 = A 1 1 2 x1 x2 x3
1 2 1 0 5 5
= 2(1 4) 1(1 2) 1(2 1) x x x
i.e., 1 2 3
= 6 1 1 4 0 1 1
Therefore, The Characteristic equation is λ3 – 4 λ2 – λ +4 = 0. 0
Hence, the corresponding Eigen vector is X 1 1
To Solve the Characteristic equation 1
λ3 – 4 λ2 – λ +4 = 0
If 1, then λ3 – 12 λ2 + 36λ – 32 = 1– 4 –1 +4 = 0 Case (2) : = 1 Then equation (A) becomes
Therefore, 1 is a root. 1 1 1 x1 0
By Synthetic division
1 0 2 x 2 0
1 4 1 4 1 2 0 x 0
1 3
0 1 3 4
x1 x2 x3 0 (4)
1 3 4 0 x1 0 x2 2 x3 0 (5)
Other roots are given by 2 3 4 0 x1 2 x2 0 x3 0 (6)
( 4)( 1) 0 Solving (4) & (5) by rule of cross multiplication, we get
i.e., 4, 1 x1 x2 x
3
Hence , the Eigen values are λ = –1 , 1, 4 2 0 1 2 0 1
x1 x2 x3
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0 2 1 1
x x x
2 1 1 x1 0 i.e., 1 2 3
2 1 1
1 1 2 x 2 0 (A)
1 2
2 1
x 3 0
Hence, the corresponding Eigen vector is X 2 1
1
Case (1) : = –1 Equation (A) becomes
3 1 1 x1 0 Case (3) : = 4 Then equation (A) becomes
2 1 1 x1 0
1 2 2 x 2 0
1 2 2 x 0
3 1 3 2 x 2 0
1 2 3 x 0
3x1 x2 x3 0 (1) 3
x1 2 x2 2 x3 0 (2) 2 x1 x2 x3 0 (7)
x1 2 x2 2 x3 0 (3) x1 3x2 2 x3 0 (8)
Solving (1) & (2) by rule of cross multiplication, we get x1 2 x2 3x3 0 (9)
Solving (7) & (8) by rule of cross multiplication, we get
SRM IST, Ramapuram. 35 Department of Mathematics SRM IST, Ramapuram. 36 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
x1 x2 x 2 1
3 0
2 3 1 4 6 1 6 3
2 1 1
x1 x2 x3
1 1 1
AN 1 1 2
5 5 5
1 2 1
2 6 3
x x x 1 1
i.e., 1 2 3 1
1 1 1
2 6 3
1
0 11 4 11 2 11 2 4
Hence, the corresponding Eigen vector is X 3 1 0
1 2 6 3 6 3
0 1 2 2 1 2 1 1 2 1 1 4
3 2 3
Eigenvector Normalised form
2 6 6
0
0 2 1 2 2 1 1 2 1 1 1 4
0 2
1 2 6 3 2 6 3
X1 1 2
1 D N T AN :
1
2
2
2 6
1
X 2 1
1 6
1
6
1
3
1
1 y1
X3 1 1 0 0
1 3
1 Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 1 0 y 2
3
0 0 4
y3
2 1 1 1
1y1 y2 4y3
2 2 2
0 0
6 3 2 2 Rank (r) = 3 (No. of non zero terms in the canonical form)
1 1 1 2 1 1
Normalized modal matrix N= , N T
Index (p) = 2 ( No. of positive terms in the canonical form )
2 6 3 6 6 6 Signature (s) = 2p – r = 2(2) – 3= 1
1 1 1 1 1 1 Nature: indefinite.
3
24. Reduce the quadratic form 2 x 5 y 3z 4 xy to canonical form through orthogonal
2 2 2
2 6 3 3 3
transformation. Find also its nature.
SRM IST, Ramapuram. 37 Department of Mathematics SRM IST, Ramapuram. 38 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
2 1 1 2 2 0 x1 0
coeff .x coeff .xy coeff .xz
2 2
2 2 0 2 5 0 x 2 0 (A)
0 3
The symmetric matrix A= coeff . yx coeff . yz = 2
1 1
coeff . y 2 5 0 0 x 3 0
2 2
0 0 3 Case (1) : = 1 Then equation (A) becomes
1 coeff .zx 1
coeff .zy coeff .z 2
2 2 1 2 0 x1 0
2 4 0 x 2 0 (A)
The characteristic equation of A is A I 0
0 0 2
x 3 0
The characteristic equation is 3 S1 2 S2 S3 0
x1 2 x2 0 x3 0 (1)
where S1 = Sum of the main diagonal elements=2 + 5 + 3 = 10
2 x1 4 x2 0 x3 0 (2)
S 2 = Sum of the minors of the main diagonal elements.
0 x1 0 x2 2 x3 0 (3)
5 0 2 0 2 2
= 15 6 (10 4) 27 Solving (1) & (2) by rule of cross multiplication, we get
0 3 0 3 2 5
x1 x x
2 2 0 2 3
4 0 0 2 2 4
S3 = A 2 5 0 2(15 0) 2(6 0) 0 18 0 2 2 0 0 0
0 0 3 x1 x2 x3
Therefore, the Characteristic equation is λ3 – 10 λ2 + 27λ -18 = 0. 8 4 0
x x x
To Solve the Characteristic equation i.e., 1 2 3
2 1 0
λ3 – 10 λ2 – 27λ +18 = 0
2
If 1, then λ3 – 10 λ2 – 27λ +18 = 1- 10 +27 -18 = 0
Hence, the corresponding Eigen vector is X 1 1
Therefore, 1 is a root. 0
By Synthetic division Case (2) : = 3 Then equation (A) becomes
1 10 27 18 1 2 0 x1 0
1
0 1 9 18 2 2 0 x 2 0 (A)
0 0 0 x 0
1 9 18 0 3
x1 2 x2 0 x3 0 (4)
The other roots are given by 2 9 18 0
2 x1 2 x2 0 x3 0 (5)
( 6)( 3) 0
0 x1 0 x2 0 x3 0 (6)
i.e., 6, 3
Solving (1) & (2) by rule of cross multiplication, we get
Hence , the Eigen values are λ = 1, 3, 6
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0
SRM IST, Ramapuram. 39 Department of Mathematics SRM IST, Ramapuram. 40 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
x1
x2
x3 0 0
2 0 0 1 1 2
X2 0 0
2 0 0 2 2 2 1 1
x1 x2 x3
0 0 6 1 1
5
x x x X2 2
i.e., 1 2 3 0
0 0 1 2
5
0 0
0
Hence, the corresponding Eigen vector is X 2 0 X2 0
1 1
Case (3) : = 6 Then equation (A) becomes Normalized modal matrix
4 2 0 x1 0
2 1
2 1 0 x 2 0 (A)
5 0 2 1
0 x 0 5 0
0 3 3 5 5
1 2
4 x1 2 x2 0 (4) N 0 , NT 0 0 1
5 5
2 x1 x2 0 (5) 1 2
0 1 0 0
0 x1 0 x2 3x3 0 (6) 5 5
Solving (1) & (2) by rule of cross multiplication, we get To find AN :
x1 x2 x3 2 6
2 1 420 240 0
1 3 3 2 2 1 0 0 5
5 5
0 5 5 5
0 3 3 0 0 0 2 2 1 12
1 2 45
2 10 0 0
AN 2 5 0 0 0 5
5 5
x1 x2 x3 5
0 0
3
5 5
3 6 0 0 3 0
0 1 0 0 3 0
x1 x2 x3
i.e.,
1 2 0
D N T AN :
1
26
Hence, the corresponding Eigen vector is X 2 2 2 1 0
0 0 5 5 1 0 0
5 5
112 D
D N AN
T
0 0 1
0 0 3 0
5 5
Eigenvector Normalised form 0 0 6
3 0
1 2
0 0
2 2 5 5
X 1 1 5 Thus A has been diagonalized by N through the orthogonal transformation.
0 1
5
0
SRM IST, Ramapuram. 41 Department of Mathematics SRM IST, Ramapuram. 42 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
SRM IST, Ramapuram. 43 Department of Mathematics SRM IST, Ramapuram. 44 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
27. Find the rank, index and signature of the Quadratic form whose Canonical form is Solution :
x12 2x 22 3x 32 . 0 5 1 x1
6 x
Solution :
Quadratic form of A is given by XTAX = x1 x2 x3 5 1 2
Rank (r) = Number of non-zero terms in the C.F = 3
1 6 2 x3
Index (p) = Number of Positive terms in the C.F = 2
Signature (s) = 2p – r =1 = 0x x +2x 10 x1 x2 12 x2 x3 2 x3 x1 .
2
1
2
2
2
3
28. Write down the matrix of the quadratic form 2 x2 8z 2 4 xy 10 xz 2 yz . CAYLEY-HAMILTON THEOREM
Solution : Statement: Every square matrix satisfies its own characteristic equation.
The matrix of the quadratic form is given by 1 2 4
32. Verify that A= satisfies its own characteristic equation and hence find A .
a11 = coeff of x 2 = 2 , a 22 = coeff of y 2 = 0 , a 33 = coeff of z 2 = 8
2 1
1 4 1 10 Solution:
a12 =a 21 = (coeff of xy) = =2, a13 = a 31 = (coeff of xz) = =5
2 2 2 2 1 2
Let A
a 23 =a 32
1
= (coeff of yz) =
-2
=-1 2 1
2 2 The Characteristic equation of A is: A I 0
2 2 5 λ2 – S1λ + S2 = 0
1
i.e.,
A 2 0
where, S1 = Sum of the diagonal elements = (1) + ( –1) = 0
5 1 8 1 2
29. Determine so that (x2 + y2 +z2) + 2xy – 2xz + 2zy is positive definite. S2 = |A| = = –1–4= –5
2 1
1 1
Hence the characteristic equation is
Solution: The matrix of the given quadratic form is A 1 1 λ2 – (0)λ + ( – 5 ) = 0
1 1 λ2 – 5 = 0
The principal sub determinants are given by Cayley-Hamilton theorem states that “ Every Square matrix satisfies its own characteristic
1 equation “
D1 = , D2 = 2 1 ( 1)( 1) & D3 = |A| = (+1)2( -2) A2 – 5I 0 ________________________________________ (1)
1
1 2 1 2 1 4 2 2 5 0
The Quadratic form is +ve definite if D1, D2& D3> 0 > 2. Verification: Find A2 as A2 =A*A= = =
30. What is the nature of the quadratic form x2 + y2 + z2 in four variables? 2 1 2 1 2 2 4 1 0 5
2
1 0 0 0 and then prove A – 5I = 0
5 0 1 0 0 0
Solution: The matrix of the given quadratic form is A
0 1 0 0
. 5
0 0 1 0 0 5 0 1 0 0
Hence, Cayley-Hamilton theorem is verified.
0 0 0 0 To find A4: Pre multiply A2 on both sides of Eqn. (1) and get A4 – 5A2 = 0
Since the matrix is the diagonal matrix, its main diagonal elements are its eigen values. A4 = 5A2
The eigen values are 1,1,1,0. Hence the nature is positive semi definite. 5 0
5 1 =5
0 0 5
1 6 .
31. Write down the quadratic form corresponding to the matrix A 5 25 0
A4
1 6 2 0 25
1 2 1
33. Given A , Find A using Cayley – Hamilton theorem.
4 3
SRM IST, Ramapuram. 45 Department of Mathematics SRM IST, Ramapuram. 46 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
SRM IST, Ramapuram. 47 Department of Mathematics SRM IST, Ramapuram. 48 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
To find A2
A1
1
35
A2 4 A 20I 1 2 2 1 2 2
20 23 23 1 3 7 1 0 0 A2 A A 2 5 4 2 5 4
1 3 7 5 3 7 5
15 22 37 4 4 2 3 20 0 1 0
35
10 9 14 1 2 1 0 0 1 1 4 6 2 10 14 2 8 10
20 23 23 4 12 28 20 0 0 2 10 12 4 25 28 4 20 20
1 3 14 15 6 35 35 6 28 25
15 22 37 16 8 12 0 20 0
35
10 9 14 4 8 4 0 0 20 1 2 0
4 11 5 0 1 4
1 2 6 9
A -1 1 6 25
35
6 1 10 Substituting A3 , A2& A in Eqn. (4)
1 2 2 1 2 0 1 2 2
35. Using Cayley- Hamilton theorem for the matrix A= 2 5 4 and hence find A4 and A–1. A3 A2 A 0 1 4 2 5 4
3 7 5 2 6 9 3 7 5
Solution: 1 4 0 2 10 0 280
The characteristic equation of A is A I 0 A4 = A 0 2 12 0 5 28 0 4 20 3 -5 A2+A
2 12 27 4 30 63 4 24 45
The characteristic equation is: 3 S1 2 S2 S3 0
5 12 10
Where, S1 = Sum of the diagonal elements: 1+5-5=1
10 23 16
S 2 = Sum of the minors of the main diagonal elements. 13 29 17
5 4 1 2 1 2
= =(-25+28)+(-5+6)+(5-4)=3+1+1=5 5 12 10 1 2 0 1 2 2
7 5 3 5 2 5
= 10 23 16 -5 0 1 4 + 2 5 4
1 2 2
13 29 17 2 6 9 3
7 5
S3 = A 2 5 4 = 1(25 28) 2(10 12) 2(14 15) 3 2(2) 2(1) 3 4 2 1
3 7 5 5 12 10 5 10 0 1 2 2
= 10 23 16 - 0 5 20 + 2 5 4
Therefore, The Characteristic equation is λ3 –λ2 +5λ-1 = 0 ___________(1) 13
29 17 10 30 45 3
7 5
Replace λ by A in Eqn. (1)
1 0 8
A3 –A2 +5A- I= 0 ___________________________ (2)
= 8 23 32
To find A4 20 52 57
A3 –A2 +5A- I = 0 ___________________________(3) To find A-1
From Eqn. (3), A3 –A2 +5A- I = 0
Pre-Multiply ‘A’ in Eqn. (3)
Pre-Multiply ‘A-1’ in Eqn. (3)
A4 –A3 +5A2- A = 0 A2 –A +5 I- A-1 = 0
A4 = A3 -5 A2+A _________________________(4)
SRM IST, Ramapuram. 49 Department of Mathematics SRM IST, Ramapuram. 50 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices 18MAB101T Calculus and Linear Algebra Matrices
SRM IST, Ramapuram. 51 Department of Mathematics SRM IST, Ramapuram. 52 Department of Mathematics
18MAB101T Calculus and Linear Algebra Matrices
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 _____________(1)
Replace λ by A in (1)
A3 –5A2 +7A- 3I= 0 ___________________________(2)
Cayley-Hamilton theorem states that “ Every Square matrix satisfies its own characteristic
equation “
A3 – 5A2 + 7A – 3I = 0
A8 5 A7 7 A6 3 A5 A4 5 A3 8 A2 2 A I
A5 A3 – 5 A2 7 A – 3I
A A3 – 5 A2 7 A – 3I – 15 A2 5 A – I
[from Eqn. (2)]
– 15 A2 5 A – I
To find A2
2 1 1 2 1 1
A2 A * A 0 1 00 1 0
1 1 2 11 2
4 0 1 2 11 2 0 2
0 0 1 0 1 0 0 0 0
20 2 1 1 2 1 0 4
5 4 4
0 1 0
4 4 5
5 4 4 2 1 1 1 0 0
– 15 A2 5 A – I 15 0 1 0 5 0 1 0 0 1 0
4 4 5 1 1 2 0 0 1
75 60 60 10 5 5 1 0 0
0 15 0 0 5 0 0 1 0
60 60 75 5 5 10 0 0 1
66 55 55
0 11 0
55 55 66
*****