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Unit II (Lade)

The document provides a detailed explanation of eigenvalues and eigenvectors, defining them and presenting their properties. It includes proofs for various properties, such as the relationship between eigenvalues of a matrix and its inverse, transpose, and triangular matrices. Additionally, it offers examples illustrating the calculation of eigenvalues and eigenvectors for specific matrices.

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SEENUVASAN K
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0% found this document useful (0 votes)
22 views19 pages

Unit II (Lade)

The document provides a detailed explanation of eigenvalues and eigenvectors, defining them and presenting their properties. It includes proofs for various properties, such as the relationship between eigenvalues of a matrix and its inverse, transpose, and triangular matrices. Additionally, it offers examples illustrating the calculation of eigenvalues and eigenvectors for specific matrices.

Uploaded by

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

Peter’s Engineering College (UGC Autonomous)

UNIT - II

Eigen values and Eigen vectors


Definition of Eigen vectors and values:
Any non-zero vector X is said to be a characteristic vector or eigenvector of a matrix A if
there exists a number λ such that AX= λX where A=[𝑎𝑖𝑗 ]𝑛𝑋𝑛 is an
𝑥1
𝑥2
n-rowed square matrix and X=[ ... ] is a non-zero column vector.
.
𝑥𝑛
 is said to be characteristic root or characteristic value or eigen value of the
matrix A.
The matrix (A-I )is called the characteristic matrix of A where I is the unit matrix of
order n.
𝑎11 −  𝑎12 … … . . 𝑎1𝑛
𝑎21 𝑎22 −  … … . . 𝑎2𝑛.
|
det(A-I)= | … … … || which is an ordinary polynomial in  of
𝑎𝑛1 𝑎𝑛2 … … 𝑎𝑛𝑛 − 

degree n, is called the characteristic polynomial of A.The equation


det(A-I)=0 is called the characteristic equation of A and the roots of this equation are
called the eigenvalues of the matrix A.

PROPERTIES OF EIGENVALUES
1. If λ is an eigenvalue of the matrix A then λk is an eigenvalue of Ak.
Proof: Let λ be an eigenvalue of the matrix A.
Then AX= λX(By definition) ---- (1)
Pre multiplying both sides of equation(1) by A,
A(AX)=A( λX)
A2X= λ(AX)
= λ(λ X)
= λ2X
Similarly A3X= λ3X and so on.
In general, AkX= λkX
Hence λk is an eigenvalue of Ak.

LINEAR ALGEBRA AND APPLIED CALCULUS Page | 1


St. Peter’s Engineering College (UGC Autonomous)

1
2.If λ is an eigenvalue of the non-singular matrix then s an eigenvalue of A-1.

Proof: Let λ be an eigenvalue of the matrix A.
Then AX= λX(By definition) ---- (1)
Premultiplying both sides of equation (1) by A,
A-1(AX)=A-1( λX)
IX= λ(A-1X)
X = λ(A-1 X)
1
A-1 X= X
λ
1
Hence is an eigenvalue of A-1.

3.If λ is an eigenvalue of the matrix A then λ is also an eigenvalue of AT.

Proof: Let λ be an eigenvalue of the matrix A.

The characteristic equation of A is │(A- λ I)│=0.


The characteristic equation of AT is │(AT- λ I)│=0.
The determinant value does not change by the interchange of rows and columns.
│(A- λ I)│= │(AT- λ I)│
The characteristic equations are same for both A and AT. Hence
λ is also an eigenvalue of AT.

4.If λ is an eigenvalue of the matrix A then λ±k is an eigenvalue of A±kI.

Proof: Let λ be an eigenvalue of the matrix A.

Then AX= λX(By definition) ---- (1)


Adding klx on both sides of equation (1)
AX+kIX= λX+kIX
(A+KI)X= λX+kX
=( λ±k)X
Hence λ±k is an eigenvalue of A±kI.

LINEAR ALGEBRA AND APPLIED CALCULUS Page | 2


St. Peter’s Engineering College (UGC Autonomous)

5.If λ is an eigenvalue of the matrix A then kλ is an eigenvalue of kA.

Proof: Let λ be an eigenvalue of the matrix A.

Then AX= λX(By definition) ---- (1)


Multiplying both sides of (1) by the scalar k,
kAX=k λX
Hence kλ is an eigenvalue of kA.

6.The eigen values of a triangular matrix are the diagonal elements of the matrix.
a11 a12 … . . a1n
a22 … . . a2n
Proof: Let A=[ 0 ]be a triangular matrix of order n.
… … …
0 0 ann

The characteristic equation of A is │(A- λ I)│=0.

a11 − λ a12 … . . a1n


a22 − λ … . . a2n
i.e. [ 0 ] =0
… … …
0 0 ann − λ

⇒ (a11 − λ)(a22 − λ)…… (ann − λ)=0

⇒λ=a11, a22, … … . , ann

Hence, the eigen values of A are a11, a22, … … . , ann which are the diagonal elements of the
matrix.

LINEAR ALGEBRA AND APPLIED CALCULUS Page | 3


St. Peter’s Engineering College (UGC Autonomous)

7. The sum of the eigen values of a square matrix is equal to its trace and product of
the eigen values is equal to its determinant.

Proof: Let A be an nxn matrix and Let λ1, λ2, λ3 be the eigen values of the matrix A.

Consider the characteristic equation │(A- λ I)│=0.


a11 − λ a12 … . . a1n
a22 − λ … . . a2n
| 0 |=0
… … …
0 0 ann − λ

(𝑎11 − )[(𝑎22 − )(𝑎33 − )-a a32]- a12[a21(𝑎33 −  )- a23a31]+ a13[a21a32-a31(𝑎22 − )]=0


23
2
(a11 − )[𝑎22 𝑎33 -𝑎33 -𝑎22 + ]- a12[a21𝑎33 − a21 - a23a31]+ a13[a21a32-a31𝑎22 +a31]=0

𝑎11 𝑎22 𝑎33 − 𝑎22 𝑎33 -a22a11-𝑎33 a11+2𝑎22 +2a11 + 2𝑎33 -3- a12a21𝑎33
+a21a12+a12a23a31+a13a21a32-a13a31𝑎22 + a13a31=0

-3-2(𝑎22 +a11+𝑎33 )+ ( −𝑎22 𝑎33 -𝑎22 a11 + a21a12 + a13a31-𝑎33 a11)+

( a11𝑎22 𝑎33 −a12a21𝑎33 +a13a21a32-a13a31𝑎22 )=0……….(1)

Since1, 2, 3 are eigen values of A(-1) (-2) (-3)=0

(2-1-2+12) (-3)=0

3 − 23-21 − 22+13+23+12-12 3=0

3 − 2(3+1 + 2)+( 13+23+12)- 12 3=0……………..(2)

From (1) and (2),Equating coefficients of 2,we get

1 + 2+3=22+11+33

 The sum of the eigen values of a square matrix is equal to its trace.

12 3=112233−122133 +132132-133122

 product of the eigenvalues is equal to its determinant.

Hence proved.

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8. A square matrix A and its transpose 𝐴𝑇 have the same eigen values.

Proof: consider (𝐴 − 𝐼)𝑇

=𝐴𝑇 − 𝐼 𝑇

=𝐴𝑇 -𝐼

(𝐴 − 𝐼)𝑇 =𝐴𝑇 -𝐼

(𝐴 − 𝐼) =𝐴𝑇 -𝐼(since 𝐴𝑇 =A )

 𝐴 − 𝐼 =0 if and only if 𝐴𝑇 -𝐼=0

i.e.  is an eigen value of A if and only if  is an eigen value of 𝐴𝑇 .

Thus the eigen value of A and 𝐴𝑇 are same.


2 −3
4 −2
Example 1:Find the sum and product of eigen values of the matrix A=[ ]

Sol: Sum of the eigenvalues of A=Sum of the principal diagonal elements of A

=2-2

=0
2 −3
Product of the eigen values of A=│A│=| |=-4+12=8
4 −2
6 −2 2
−2 3 −1
Example 2:The product of two eigen values of the matrix A=[ ]
2 −1 3

is 16. Find the third eigen value.

Sol: Let 𝜆1, 𝜆2 𝑎𝑛𝑑 𝜆3 be the eigenvalues of the matrix A.

Given 𝜆1𝜆2 =16….(1)

Product of eigen values of A=│A│

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6 −2 2
−2 3 −1
⇒𝜆1 𝜆2 𝜆3 =| |
2 −1 3

⇒16𝜆3 =6(9-1)+2(-6+2)+2(2-6)

=48-8-8

=32

⇒16𝜆3 =32

⇒𝜆3 =2
2 2 1
1 3 1
Example 3:Two eigen values of the matrix A=[ ]are1 and1.
1 2 2

Find the eigenvalue of A-1.

Sol: Let 𝜆1, 𝜆2 𝑎𝑛𝑑 𝜆3 be the eigenvalues of the matrix A.

Given 𝜆1= 𝜆2=1

Since Sum of the eigen values of A=Sum of the principal diagonal elements of A

⇒𝜆1 + 𝜆2 + 𝜆3 =2+3+2

⇒1+1+𝜆3 =7

⇒2+𝜆3 =7

⇒𝜆3 =5

Hence the eigenvalues of A are 1,1,5


1
Thus the eigenvalues of A-1=1,1,
5

−2 2 −3
2 1 −6
Example 4: Find the eigenvalues and eigen vectors of the matrix [ ].
−1 −2 0

Sol: Eigen values are given by │A-λI│=0

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2−λ 2 −3
2 1−λ −6
⇒| | =0 ………(1)
−1 −2 0−λ

⇒(2-λ)⦋( 1 − λ)( −λ) − 12⦌ −2⦋2(−6 − 2λ) − 12⦌-3(-3 − λ)=0

⇒ λ=-3,-3,5

Eigen vector of A corresponding to λ=-3:

Put λ=-3 in (1)


1 2 −3 x
2 4 −6 x1
0
⇒[ ] [ 2 ] = [ 0]
−1 −2 3 x 3 0
1 2 −3 x
0 0 0
1 0
performing 𝑅2 -2𝑅1, 𝑅3 +𝑅1 , we get [ ] [ x2 ] = [ 0]
0 0 0 x 3 0
⇒𝑥1 +2𝑥2 -3𝑥3 =0⇒𝑥1 =-2𝑥2 +3𝑥3

Let 𝑥2 =𝑘1 and 𝑥3 =𝑘2 ⇒𝑥1 =-2𝑘1 +3𝑘2


x1
−2 3
Hence [ x2 ]=𝑘1 [ 1 ]+𝑘2 [ 0] is an eigenvector corresponding to λ=-3
x3 0 1
Eigen vector of A corresponding to λ=5:

Put λ=5 in (1),


−7 2 −3 x
2 4 −6 x
1 0
⇒[ ] [ 2 ] = [ 0]
−1 −2 −5 x
3 0
1 2 5 x1
2 −4 −6 x
0
Performing 𝑅3 𝑅1 and 𝑅1(-)𝑅1,we get [ ] [ 2 ] = [ 0]
−7 −2 −3 x
3 0

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1 2 5 x1
0 −8 −16 x
0
Performing 𝑅2 -2𝑅1,and 𝑅3 7𝑅1,we get [ ] [ 2 ] = [ 0]
0 16 32 x 3 0
1 2 5 x
𝑅2 𝑅 0 1 2 x
1 0
Performing and 3 ,we get [ ] [ 2 ] = [ 0]
−8 16 0 1 2 x
3 0
1 2 5 x
0 1 2 x
1 0
Performing 𝑅3 -𝑅2 , [ ] [ 2 ] = [ 0]
0 0 0 x
3 0
1 0 1 x
0 1 2 x1
0
Performing 𝑅3 -2𝑅2 , we get [ ] [ ] = [ 0]
0 0 0 x2
3 0
⇒𝑥1 +𝑥3 =0 and 𝑥2 +2𝑥3 =0 .

Put 𝑥3 =k⇒𝑥1 =-𝑥3 =-k and 𝑥2 =-2𝑥3 =-2k


x1
−1
Hence [ x2 ]=𝑘 [ −2]
x3 1
−2 3 −1
Thus the eigen vectors corresponding to λ=-3,-3,5 is [ 1 ] ,[ 0] , [ −2]
0 1 1
2 2 0
2 5 0
Example 5:Find the eigenvalues and eigen vectors of the matrix [ ].
0 0 3

Sol: Eigen values are given by │A-λI│=0

2−λ 2 0
2 5−λ 0
⇒| | =0 ………(1)
0 0 3−λ

⇒(2-λ)⦋( 5 − λ)( 3 − λ)⦌ −2⦋2(3 − λ)⦌=0

⇒ λ=1,3,6

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Eigen vector of A corresponding to λ=1:

Put λ=1 in (1)


1 2 0 x
2 4 0 x1
0
⇒[ ] [ 2 ] = [ 0]
0 0 2 x
3 0
1 2 0 x
0 0 0 x1
0
performing, 𝑅2 +2𝑅1 , we get [ ] [ 2 ] = [ 0]
0 0 2 x
3 0
⇒𝑥1 +2𝑥2 =0⇒𝑥1 =-2𝑥2 and 2𝑥3 =0

Let 𝑥2 =𝑘1 ⇒𝑥1 =-2𝑘1 and 𝑥3 =0


x1 −2
x
Hence [ 2]=𝑘1 [ 1 ] is an eigenvector corresponding to λ=1
x3 0
Eigen vector of A corresponding to λ=3:
−1 2 0 x
−2 2 0 x
1 0
Put λ=3 in (1), [ ] [ 2 ] = [ 0]
0 0 0 x
3 0
⇒−𝑥1 +2𝑥2 =0 and −2𝑥1 +2𝑥2 =0 . ⇒𝑥1 =𝑥2 =0

Let 𝑥3 =k
x1 0
Hence [ x2 ]=𝑘 [ 0]
x3 1
Eigen vector of A corresponding to λ=6:
−4 2 0 x1
2 −1 0
0
Put λ=6 in (1), [ x
] [ ] = [ 0]
0 0 −3 x2
3 0
⇒−4𝑥1 +2𝑥2 =0 and 2𝑥1 -𝑥2 =0 ⇒2𝑥1 =𝑥2

Let 𝑥1 =k⇒2k =𝑥2 and -3𝑥3 =0⇒𝑥3 = 0

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x1 1
x
Hence [ 2 ]=𝑘 [ 2]
x3 0
−2 0 1
Thus the eigen vectors corresponding to λ=1,3,6 is [ 1 ] , [ 0] , [ 2]
0 1 0
1 2 −3
0 3 2
Example 5: For the matrix A=[ ] find the eigen values of 3 A3+5 A2-6A+2I.
0 0 −2

Sol: The characteristic equation of A is │(A- λ I)│=0.


1−λ 2 −3
| 0 3−λ 2
|=0=1,3,-2
0 0 −2 − λ

Since if  is an eigen value of A and f(A) is a polynomial in A,then the eigen value

of f(A) is f().

Let f(A)= 3 A3+5 A2-6A+2I

Then the eigen values of f(A) are f(1),f(3) and f(-2).

f(1)=4,f(3)=110,f(-2)=10.

Thus the eigen values of 3 A3+5 A2-6A+2I are 4,110,10

Definition of Hermitian matrix:

A square matrix A is called Hermitian matrix if 𝐴𝑇 =𝐴̅ or (𝐴̅)𝑇 =A.


4 1 + 3𝑖 4 1 − 3𝑖 4 1 + 3𝑖
Eg:If A=[ ] then 𝐴̅=[ ] and 𝐴𝑇 =[ ]
1 − 3𝑖 7 1 + 3𝑖 7 1 − 3𝑖 7
Since 𝐴𝑇 =𝐴̅ A is Hermitian.

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4.Prove that transpose of a unitary matrix is unitary.

Proof: Let A be a unitary matrix.

Then A𝐴 =𝐴 A=I where 𝐴 is the transposed conjugate of A.

(A𝐴 )𝑇 =(𝐴 𝐴)𝑇 =(𝐼)𝑇

(𝐴 )𝑇 𝐴𝑇 =𝐴𝑇 (𝐴 )𝑇 =I

(𝐴𝑇 ) 𝐴𝑇 =𝐴𝑇 (𝐴𝑇 ) =I

Hence 𝐴𝑇 is a unitary matrix.

Diagonalization of a matrix:

A matrix A is diagonalizable if there exists an invertible matrix P such that 𝑝−1Ap=D


where D is a diagonal matrix.

Modal and Spectral Matrices:

The matrix P which diagonalise the square matrix A is called the modal matrix of A and
the resulting diagonal matrix D is known as Spectral matrix.

Note: since D=𝑝−1Ap

⇒𝐷 2 =𝑝−1 𝐴2p ,……….., 𝐷 𝑛 =𝑝−1 𝐴𝑛 p

⇒𝐴𝑛 =P𝐷 𝑛 𝑝−1


1 1 3
1 5 1
Example 1:Determine the modal matrix P for A=[ ] and hence digonalize A.
3 1 1

Sol: The characteristic equation of A is │A-λI│=0.


1−λ 1 3
1 5−λ 1
i.e. | |=0
3 1 1−λ

⇒ λ=-2,3,6 are the eigen values.

−1 1 1
The corresponding eigen vectors are 𝑋1 =[ 0 ] , 𝑋2 =[ −1] , 𝑋3 = [ 2]
1 1 1

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Since 1, 2, 3, are pairwise distinct,hence 𝑋1, 𝑋2, 𝑋3,

are linearly independent.

A is a real symmetric matrix ,hence 𝑋1, 𝑋2, 𝑋3, are pairwise orthogonal.

−1 1 1 1
i.e., 𝑋1 𝑋2 =[ 0 ] [ −1]=-1(1)+1(1)=0,similarly 𝑋2 𝑋3 =[ −1] [ 2]=0 and
1 1 1 1
−1 1
𝑋1 𝑋3 =[ 0 ] [ 2]=0
1 1
−1 1 1
0 −1 2
The modal matix P=(𝑋1 𝑋2 𝑋3, )= [ ]
1 1 1

Since A is a symmetric matrix,𝑝−1=𝑝𝑇


−1 0 1
1 −1 1
⇒𝑝 𝑇 = [ ]
1 2 1

−1 0 1 1 1 3 −1 1 1
1 −1 1 1 5 1 0 −1 2
Thus diagonal matrix D=𝑝𝑇 AP⇒D= [ ][ ][ ]
1 2 1 3 1 1 1 1 1

−2 0 0
0 3 0
D= [ ].
0 0 6

Since 𝑋1, 𝑋2, 𝑋3, are pairwise orthogonal , normalized matrix


−1 1 1
√2 √3 √6
𝑋1 𝑋2 𝑋3 −1 2
P=( ‖ ,
‖ ‖
,
‖ ‖
)= 0 √3 √6
𝑋1 𝑋2 𝑋3 ‖
1 1 1

[√2 √3 √6
]

Since A is a symmetric matrix,𝑝−1=𝑝𝑇

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−1 1
0
√2 √2
1 −1 1
⇒𝑝 𝑇 = √3 √3 √3
1 2 1

[√6 √6 √6
]

Thus diagonal matrix D=𝑝𝑇 AP


−1 1 1
1 1 3 √2 √3 √6 −2 0 0
−1 2
1 5 1 0 0 3 0
⇒D=[ ] √3 √6 =[ ]
3 1 1 1 1 1 0 0 6
[√2 √3 √6
]
−2 2 −3
2 1 −6
Example 2:Determine the modal matrix P for A=[ ] and hence digonalizeA.
−1 −2 0

Sol: The characteristic equation of A is │A-λI│=0.


2−λ 2 −3
2 1−λ −6
i.e. | |=0
−1 −2 0−λ

⇒ λ=-3,-3,5are the eigen values.

2 3 1
The corresponding eigen vectors are 𝑋1 =[ −1] , 𝑋2 =[ 0] , 𝑋3 = [−2]
0 1 1
2 3 1
−1 0 −2
modal matrix P is [ ]
0 1 1

−1 −2 3
−1 −2 4 6
𝑃 −1= [ ]
8 −1 −2 −5

Thus diagonal matrix D=𝑃−1AP

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−1 −2 3 −2 2 −3 2 3 1
−1 −2 4 6 2 1 −6 −1 0 −2
⇒ 𝐷= [
8 −1
][ ][ ]
−2 −5 −1 −2 0 0 1 1

5 0 0
0 −3 0
=[ ]
0 0 −3

Cayley-Hamilton Theorem:

Statement: Every square matrix satisfies its own characteristic equation.


2 −1 1
−1 2 −1
Example 1:Verify Cayley-Hamilton Theorem for the matrix [ ] and hence
1 −1 2

find A-1 and A4.


2 −1 1
−1 2 −1
Sol:A=[ ]
1 −1 2

The characteristic equation is given by │A-λI│=0


2−λ −1 1
−1 2−λ −1
⇒| | =0
1 −1 2−λ

⇒(2 − λ)⦋ (2 − λ)(2 − λ) − 1⦌+1⦋-1(2 − λ) + 1⦌ -1⦋1-1(2 − λ)⦌=0

⇒ λ3 -6λ2 +9λ-4=0

By Cayley-Hamilton Theorem, A3 -6A2 +9A-4I=0….(1)


2 −1 1 2 −1 1 6 −5 5
−1 2 −1 −1 2 −1 −5 6 −5
Consider 𝐴2=[ ][ ]=[ ]
1 −1 2 1 −1 2 5 −5 6

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6 −5 5 2 −1 1 22 −21 21
−5 6 −5 −1 2 −1 −21 22 −21
A3 = [ ][ ]=[ ]
5 −5 6 1 −1 2 21 −21 22

Consider A3 -6A2 +9A-4I


22 −21 21 6 −5 5 2 −1 1 1 0 0
−21 22 −21 −5 6 −5 −1 2 −1 0 1 0
=[ ] −6[ ] +9[ ] −4[ ]
21 −21 22 5 −5 6 1 −1 2 0 0 1

22 −21 21 36 −30 30 18 −9 9 4 0 0
−21 22 −21 −30 36 −30 −9 18 −9 0 4 0
=[ ]-[ ]+[ ]-[ ]
21 −21 22 30 −30 36 9 −9 18 0 0 4

0 0 0
0 0 0
=[ ]=0
0 0 0

Thus Cayley-Hamilton theorem is verified.

Premultiplying (1) by A-1,

A−1(A3 -6A2 +9A-4I)=0

⇒A2 -6A +9I-4A−1=0

⇒4A−1 = A2 -6A +9I

⇒4A−1 = (A2 -6A +9I)


6 −5 5 12 −6 6 9 0 0
−5 6 −5 −6 12 −6 0 9 0
⇒4A−1 =[ ]−[ ]+[ ]
5 −5 6 6 −6 12 0 0 9

3 1 −1
1 3 1
=[ ]
−1 1 3

3 1 −1
1 1 3 1
⇒A−1 = [ ]
4 −1 1 3

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Multiplying (1) by A,

A(A3 -6A2 +9A-4I)=0

⇒A4 -6A3 +9A2-4A=0

⇒A4 =6A3 -9A2+4A


132 −126 126 54 −45 45 8 −4 4
−126 132 −126 −45 54 −45 −4 8 −4
=[ ]-[ ]+[ ]
126 −126 132 45 −45 54 4 −4 8

86 −85 85
85 86 −85
=[ ]
85 −85 86

Hence Cayley-Hamilton Theorem is verified.


1 2 3
2 4 5
Example 2:Verify Cayley-Hamilton Theorem for the matrix [ ] and hence findA1.
3 5 6

1 2 3
2 4 5
Sol: A=[ ]
3 5 6

The characteristic equation is given by │A-λI│=0


1−λ 2 3
2 4−λ 5
⇒| | =0
3 5 6−λ

⇒(1 − λ)⦋ (4 − λ)(6 − λ) − 25⦌-2⦋2(6 − λ) − 15⦌ +3⦋10-3(4 − λ)⦌=0

⇒ λ3 -11λ2 -4λ+1=0

By Cayley-Hamilton Theorem, A3 -11A2 -4A+I=0….(1)

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St. Peter’s Engineering College (UGC Autonomous)

Consider 𝐴2
1 2 3 1 2 3 14 25 31
2 4 5 2 4 5 25 45 56
=[ ][ ]=[ ]
3 5 6 3 5 6 31 56 70

14 25 31 1 2 3 157 283 353


25 45 56 2 4 5 283 510 636
A3 = [ ][ ]=[ ]
31 56 70 3 5 6 353 636 793

Consider A3 -11A2 -4A+I

157 283 353 14 25 31 1 2 3 1 0 0


283 510 636 25 45 56 2 4 5 0 1 0
=[ ] − 11 [ ]− 4[ ]+[ ]
353 636 793 31 56 70 3 5 6 0 0 1

157 283 353 154 275 341 4 8 12 1 0 0


283 510 636 275 495 616 8 16 20 0 1 0
=[ ]- [ ]-[ ]+[ ]
353 636 793 341 616 770 12 20 24 0 0 1

0 0 0
0 0 0
=[ ]=0
0 0 0

Thus Cayley-Hamilton theorem is verified.

Premultiplying (1) by A-1,

A−1(A3 -11A2 -4A+I)=0

⇒A2 -11A -4I+A−1=0

⇒A−1 = −A2 +11A +4I


14 25 31 1 2 3 1 0 0
25 45 56 2 4 5 0 0 0
⇒A−1 = −[ ] + 11 [ ] +4[ ]
31 56 70 3 5 6 0 0 0

1 −3 2
−3 3 −1
=[ ]
2 −1 0

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QUADRATIC FORMS:

Definition 1: A homogeneous expression of the second degree in any number of


variables is called a quadratic form.

i.e., A homogeneous expression of second degree means each and every term in any
expression should have degree two.

Ex: 3𝑥 2 +5xy-2𝑦 2 is a quadratic form in two variables x and y.

Definition 2:An expression of the form Q=𝑋 𝑇 AX=∑𝑛𝑖=1 ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑥𝑖 𝑥𝑗 where 𝑎𝑖𝑗 ′ s are
constants is called quadratic form in n variables 𝑥1 , 𝑥2 ,…….., 𝑥𝑛 .

This can be written as


𝑎11 𝑎12 … . . 𝑎1𝑛 𝑥1
𝑎 𝑎22 … . . 𝑎2𝑛 𝑥2
Q=∑𝑛𝑖=1 ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑥𝑖 𝑥𝑗 =[𝑥1 𝑥2 … . . 𝑥𝑛 ] [ 21
… … … ][…]
𝑎𝑛1 𝑎𝑛2 … . 𝑎𝑛𝑛 𝑥𝑛

Note:

1.If |𝐴|=0 then the quadratic form is called singular otherwise non-singular.

2.To write the matrix of quadratic form, write the coefficients of square terms along the
diagonal and divide the coefficients of the product terms xy, xz, yz by 2 and write them
at the appropriate places.
x y z
𝑥𝑦 𝑥𝑧
𝑥2
x 2 2
𝑦𝑥 2 𝑦𝑧
i.e., y 𝑦
2 2
z 𝑧𝑥 2
[ 𝑧𝑦 𝑧 ]
2

problem 1:Find the symmetric matrix corresponding to the quadratic form

𝑥 2 +2𝑦 2 +3𝑧 2 +4xy+5yz+6zx.

Sol: Let A be the symmetric matrix of this quadratic form.

Since x y z

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𝑥𝑦 𝑥𝑧
𝑥2
x 2 2
𝑦𝑥 2 𝑦𝑧
i.e., y 𝑦
2 2
z 𝑧𝑥 2
[ 𝑧𝑦 𝑧 ]
2

1 2 3
5
2 2
A= 2
5
3 3
2
[ ]
a h g
Problem 2:Find the quadratic form corresponding to the matrix A=[ℎ b f]
g f c

a h g
𝑥
ℎ b f
Sol: Let X=[𝑦] and A=[ ] then the quadratic form is
𝑧 g f c

a h g
𝑥
𝑋𝑇 AX=[𝑥 𝑦 𝑧 ] [ℎ b f ] [𝑦]=𝑎𝑥 2 +b𝑦 2 +c𝑧 2 +2hxy+2fyz+2hzx
g f c 𝑧

Definitions:

1.Canonical form or Normal form of a quadratic form:

Let 𝑋 𝑇 AX be a quadratic form in n variables. Then there exists a real non-singular linear
transformation X=PY which transforms 𝑋𝑇 AX to another quadratic form of type
𝑌 𝑇 DY=1 𝑦12+2 𝑦22 +…….+𝑛 𝑦𝑛2 ,then 𝑌 𝑇 DY is called the Canonical form of 𝑋𝑇 AX where
D= diag[1 , 2 , … . , 𝑛 ].

2.Index of a real quadratic form:

The number of positive terms in canonical form or normal form of a quadratic form is
known as index denoted by s of the quadratic form.

3.Signature of a quadratic form:

The difference between the number of positive and negative terms in its canonical form
is called Signature of the quadratic form.

LINEAR ALGEBRA AND APPLIED CALCULUS Page | 18

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