Unit II (Lade)
Unit II (Lade)
UNIT - II
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.
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.
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
Hence, the eigen values of A are a11, a22, … … . , ann which are the diagonal elements of the
matrix.
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.
𝑎11 𝑎22 𝑎33 − 𝑎22 𝑎33 -a22a11-𝑎33 a11+2𝑎22 +2a11 + 2𝑎33 -3- a12a21𝑎33
+a21a12+a12a23a31+a13a21a32-a13a31𝑎22 + a13a31=0
(2-1-2+12) (-3)=0
1 + 2+3=22+11+33
The sum of the eigen values of a square matrix is equal to its trace.
Hence proved.
8. A square matrix A and its transpose 𝐴𝑇 have the same eigen values.
=𝐴𝑇 − 𝐼 𝑇
=𝐴𝑇 -𝐼
=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
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
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
−2 2 −3
2 1 −6
Example 4: Find the eigenvalues and eigen vectors of the matrix [ ].
−1 −2 0
2−λ 2 −3
2 1−λ −6
⇒| | =0 ………(1)
−1 −2 0−λ
⇒ λ=-3,-3,5
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 .
2−λ 2 0
2 5−λ 0
⇒| | =0 ………(1)
0 0 3−λ
⇒ λ=1,3,6
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
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
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().
f(1)=4,f(3)=110,f(-2)=10.
Diagonalization of a matrix:
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.
−1 1 1
The corresponding eigen vectors are 𝑋1 =[ 0 ] , 𝑋2 =[ −1] , 𝑋3 = [ 2]
1 1 1
Since 1, 2, 3, are pairwise distinct,hence 𝑋1, 𝑋2, 𝑋3,
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
−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
[√2 √3 √6
]
−1 1
0
√2 √2
1 −1 1
⇒𝑝 𝑇 = √3 √3 √3
1 2 1
[√6 √6 √6
]
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
−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:
⇒ λ3 -6λ2 +9λ-4=0
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
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
3 1 −1
1 3 1
=[ ]
−1 1 3
3 1 −1
1 1 3 1
⇒A−1 = [ ]
4 −1 1 3
Multiplying (1) by A,
86 −85 85
85 86 −85
=[ ]
85 −85 86
1 2 3
2 4 5
Sol: A=[ ]
3 5 6
⇒ λ3 -11λ2 -4λ+1=0
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
0 0 0
0 0 0
=[ ]=0
0 0 0
1 −3 2
−3 3 −1
=[ ]
2 −1 0
QUADRATIC FORMS:
i.e., A homogeneous expression of second degree means each and every term in any
expression should have degree two.
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 .
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
Since x y z
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:
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 ].
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.
The difference between the number of positive and negative terms in its canonical form
is called Signature of the quadratic form.