MATRICES AND CALCULUS
CASE STUDY
Project reported by
K. K. Sree krishnakanth
22JITCB108
CSBS
MA3151
MATRICES
CHARACTERISTIC EQUATION:
The equation is called the characteristic equation of the matrix A
Note:
1. Solving , we get n roots for and these roots are called characteristic roots or
eigen values or latent values of the matrix A
2. Corresponding to each value of , the equation AX = has a non-zero solution vector
X
If be the non-zero vector satisfying AX = , when , is said to be the latent
vector or eigen vector of a matrix A corresponding to
CHARACTERISTIC POLYNOMIAL:
The determinant when expanded will give a polynomial, which we call as
characteristic polynomial of matrix A
Working rule to find characteristic equation:
For a 3 x 3 matrix:
Method 1:
The characteristic equation is
Method 2:
Its characteristic equation can be written as where
For a 2 x 2 matrix:
Method 1:
The characteristic equation is
Method 2:
Its characteristic equation can be written as where
,
Problems:
1. Find the characteristic equation of the matrix
Solution: Let A = . Its characteristic equation is where
,
= 1(2) – 2(0) = 2
Therefore, the characteristic equation is
CAYLEY-HAMILTON THEOREM:
Statement: Every square matrix satisfies its own characteristic equation
Uses of Cayley-Hamilton theorem:
(1) To calculate the positive integral powers of A
(2) To calculate the inverse of a square matrix A
Problems:
1. If A =
Solution:Cayley-Hamilton theorem states that every square matrix satisfies its own characteristic
equation.
The characteristic equation of A is where
Therefore, the
characteristic equation is
By Cayley-Hamilton theorem,
i.e.,
3. Verify Cayley-Hamilton theorem, find when A = Solution:
The characteristic equation of A is where
Therefore, the characteristic equation is To
prove that: ------------- (1)
To find :
------------- (2)
Multiply by A on both sides,
Therefore,
Hence,
To find
Multiplying (1) by
EIGEN VALUES AND EIGEN VECTORS OF A REAL MATRIX:
Working rule to find eigen values and eigen vectors:
1. Find the characteristic equation
2. Solve the characteristic equation to get characteristic roots. They are called eigen values
3. To find the eigen vectors, solve for different values of
Note:
1. Corresponding to n distinct eigen values, we get n independent eigen vectors
2. If 2 or more eigen values are equal, it may or may not be possible to get linearly
independent eigen vectors corresponding to the repeated eigen values
3. If is a solution for an eigen value , then c is also a solution, where c is an arbitrary
constant. Thus, the eigen vector corresponding to an eigen value is not unique but may
be any one of the vectors c
4. Algebraic multiplicity of an eigen value is the order of the eigen value as a root of the
characteristic polynomial (i.e., if is a double root, then algebraic multiplicity is 2)
5. Geometric multiplicity of is the number of linearly independent eigen vectors
corresponding to
Non-symmetric matrix:
If a square matrix A is non-symmetric, then A ≠
Note:
1. In a non-symmetric matrix, if the eigen values are non-repeated then we get a linearly
independent set of eigen vectors
2. In a non-symmetric matrix, if the eigen values are repeated, then it may or may not be
possible to get linearly independent eigen vectors.
If we form a linearly independent set of eigen vectors, then diagonalization is possible
through similarity transformation
Symmetric matrix:
If a square matrix A is symmetric, then A =
Note:
1. In a symmetric matrix, if the eigen values are non-repeated, then we get a linearly
independent and pair wise orthogonal set of eigen vectors
2. In a symmetric matrix, if the eigen values are repeated, then it may or may not be
possible to get linearly independent and pair wise orthogonal set of eigen vectors If
we form a linearly independent and pair wise orthogonal set of eigen vectors, then
diagonalization is possible through orthogonal transformation
Problems:
1. Find the eigen values and eigen vectors of the matrix
Solution: Let A = which is a non-symmetric matrix
To find the characteristic equation:
The characteristic equation of A is where
,
= 1(-1) – 1(3) = - 4
Therefore, the characteristic equation is i.e., or
Therefore, the eigen values are 2, -2
A is a non-symmetric matrix with non- repeated eigen values
To find the eigen vectors:
--------------- (1)
Case 1: If From (1)]
i.e.,
i.e.,
i.e., we get only one equation
Therefore
Case 2: If From (1)]
i.e.,
i.e.,
i.e., we get only one equation
Hence,
properties of eigen values and eigen vectors.
1. Find the sum and product of the eigen values of the matrix
Solution: Sum of the eigen values = Sum of the main diagonal elements = -3
Product of the eigen values = │A│ = -1 (1 – 1) -1(-1 – 1) + 1(1- (-1)) = 2 + 2 = 4
2. Product of two eigen values of the matrix A = 16. Find the
third eigen
value
Solution: Let the eigen values of the matrix be .
Given
We know that (Since product of the eigen values is equal to the determinant of
the matrix)
= 6(9-1)+2(-6+2) +2(2-6) = 48-8-8 = 32
3. Find the sum and product of the eigen values of the matrix A = without
finding the roots of the characteristic equation
Solution:We know that the sum of the eigen values = Trace of A = a + d
Product of the eigen values = │A│ = ad – bc
ORTHOGONAL TRANSFORMATION OF A SYMMETRIC MATRIX TODIAGONAL FORM:
Orthogonal matrices:
A square matrix A (with real elements) is said to be orthogonal if or
Problems:
1. Check whether the matrix B is orthogonal. Justify. B =
Solution: Condition for orthogonality is
To prove that:
B=
Similarly,
Therefore, B is an orthogonal matrix
1. Show that the matrix P = is orthogonal
Solution:To prove that:
=I
Therefore, P is an orthogonal matrix
WORKING RULE FOR DIAGONALIZATION [ORTHOGONAL
TRANSFORMATION]:
Step 1: To find the characteristic equation
Step 2: To solve the characteristic equation
Step 3:To find the eigen vectors
Step 4: If the eigen vectors are orthogonal, then form a normalized matrix N
Step 5: Find
Step 6: Calculate AN
Step 7: Calculate D =
Problems:
1. Diagonalize the matrix
Solution: Let A =
The characteristic equation is where
Therefore, the characteristic
equation is
2 1 -11 36 -36
2 -18 36 0
1 -9 18 0
Hence, the eigen values of A are 2, 3, 6
To find the eigen vectors:
Case 1: When
---------- (1)
-------- (2)
--------- (3)
Solving (1) and (2) by rule of cross-multiplication,
Case 2: When
---------- (1)
-------- (2)
--------- (3)
Solving (1) and (2) by rule of cross-multiplication,
Case 3: When
---------- (1)
-------- (2)
--------- (3)
Solving (1) and (2) by rule of cross-multiplication,
Hence, the eigen vectors are orthogonal to each other
The Normalized matrix N
AN =
i.e.,
The diagonal elements are the eigen values of A
2. Diagonalize the matrix
Solution: Let A =
The characteristic equation is where
Therefore, the characteristic
equation is
i.e.,
Hence, the eigen values of A are 0, 3, 15
To find the eigen vectors:
Case 1: When
---------- (1)
-------- (2)
--------- (3)
Solving (1) and (2) by rule of cross-multiplication,
2 8 -6 -6
-4 -6 77
Case 2: When
-------- (1)
------- (2)
--------- (3)
Solving (1) and (2) by rule of cross-multiplication,
Case 3: When
---------- (1)
---------- (2)
---------- (3)
Solving (1) and (2) by rule of cross-multiplication,
-4 -6 -6 -7 -6
-8 -8
Hence, the eigen vectors are orthogonal to each other
The Normalized matrix N =
AN =
i.e.,
The diagonal elements are the eigen values of A QUADRATIC FORM- REDUCTION OF
QUADRATIC FORM TO CANONICAL FORM BY ORTHOGONAL TRANSFORMATION:
Quadratic form:
A homogeneous polynomial of second degree in any number of variables is called a quadratic
form
Example: is a quadratic form in three variables
Note:
The matrix corresponding to the quadratic form is
Problems:
1. Write the matrix of the quadratic form
Solution:Q =
Here ; ;
2. Write the matrix of the quadratic form
Solution: Q =
3. Write down the quadratic form corresponding to the following symmetric matrix
The required quadratic form is
NATURE OF THE QUADRATIC FORM:
Rank of the quadratic form:The number of square terms in the canonical form is the rank (r) of
the quadratic form
Index of the quadratic form: The number of positive square terms in the canonical form is
called the index (s) of the quadratic form
Signature of the quadratic form:The difference between the number of positive and negative
square terms = s – (r-s) = 2s-r, is called the signature of the quadratic form
The quadratic form is said to be
(1) Positive definite if all the eigen values are positive numbers
(2) Negative definite if all the eigen values are negative numbers
(3) Positive Semi-definite if all the eigen values are greater than or equal to zero and at
least one eigen value is zero
(4) Negative Semi-definite if all the eigen values are less than or equal to zero and at least
one eigen value is zero
(5) Indefinite if A has both positive and negative eigen values
Problems:
1. Determine the nature of the following quadratic form f(
Solution:The matrix of the quadratic form is Q =
The eigen values of the matrix are 1, 2, 0
Therefore, the quadratic form is Positive Semi-definite
2. Discuss the nature of the quadratic form
without reducing it to canonical form
Solution:The matrix of the
quadratic form is Q =
Therefore, the quadratic form is positive definite
REDUCTION OF QUADRATIC FORM TO CANONICAL FORM THROUGH ORTHOGONAL
TRANSFORMATION [OR SUM OF SQUARES FORM OR PRINCIPAL AXES FORM]
Working rule:
Step 1: Write the matrix of the given quadratic form
Step 2: To find the characteristic equation
Step 3: To solve the characteristic equation
Step 4: To find the eigen vectors orthogonal to each other
Step 5: Form the Normalized matrix N
Step 6: Find
Step 7: Find AN
Step 8: Find D =
Step 9: The canonical form is
Problems:
1. Reduce the given quadratic form Q to its canonical form using orthogonal
transformation Q =
Solution: The matrix of the Q.F is A =
i.e., A =
The characteristic equation of A is where
The characteristic equation of A is
1 1 -7 14 -8
0 1 -6 8
1 -6 8 0
√ √
The eigen values are 1, 2, 4
To find the eigen vectors:
Case 1: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (2) and (3) by rule of cross multiplication, we get,
0 2 -1 2
0 -1 2 -1
Case 2: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (1) and (2) by rule of cross multiplication, we get,
Case 3: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (1) and (2) by rule of cross multiplication, we get,
0 0 -3 0
-1 -1 0 -1
AN =
i.e.,
The canonical form is
canonical form is
1. Reduce the quadratic form to a canonical form by an orthogonal reduction
.Also find its nature.
Solution: The matrix of the Q.F is A =
i.e., A
The characteristic equation of A is where
The characteristic equation of A is
1 2 1 0 -3
0 1 1 -2
0
√ √
1 1 -2
The eigen values are 1, 1, -2
To find the eigen vectors:
Case 1: When
------- (1)
------- (2)
------- (3)
Case 2: When
------- (1)
------ (2)
------ (3)
All three equations are one and the same.
Put , . Let . Then
Let . Since is orthogonal to ,
-------- (1)
--------- (2)
l m n
1 1 -1 1
1 -1 0 -1
The Normalized matrix N =
AN =
i.e.,
The canonical form is
Nature: The eigen values are -2, 1, 1. Therefore, it is indefinite in nature.
Reference Links
1. Introduction to matrices.” From Math Insight. http://mathinsight.org/matrix_introduction
mathinsight.org/matrix_introduction
2. www.mathresource.iitb.ac.in/linear%20algebra/chapter2.0.html
3. https://en.wikipedia.org/wiki/Matrix_(mathematics)
4. www.slideshare.net/moneebakhtar50/application-of-matrices-in-real-life
5. www.youtube.com/watch?v=jzHb1R5wWYU
6. www.clarkson.edu/~pmarzocc/AE430/Matlab_Eig.pdf
