a square matrix and |A| #0, then the inverse of A is denoted by A and adj A n by A= he |4| ACTERISTIC EQUATION A be the given square matrix. Let 2 be a scalar and I be the unit matrix. equation |A — Al] = 0 is called the characteristic equation and whose roots aracteristic roots. ristic equation of a square matrix A of order three can also be written as sumof the diagonal |, ,_ | sum of the minors n= |4l =o elements of A of the diagnoal of A he WR -ad’ +a,A-a,=0 2 __ {sum of the diagonal elements of A _ |sumof the minors of the leading diagonal elements of A. a, =det(A)=|A| characteristic equation of a square matrix A of order two can also be written as sum of the diagonal -| r+ [4] =0 elements of A V -a,A+a,=0 sum of the diagonal elements of Aa, =det(A)=|4) Example 1 ey Find the characteristic equation of 4=! 3 4 Solution: Peeler sien ‘The characteristic equation is |A-Al|=0 (ie.) 2? ~(Sum of the diagonal elements) 2 + [4] mol 2 -aA+a,=0 (1+ 4)0+(4+6)=0 . The characteristic equation ?-54 +10 =0 Example 2 Slee Find the characteristic equation of 4=|1 3 1 1o-1e3 Solution: 2 let Let A=|1 3 -] 1-1 3 The characteristic equation is |A — —Al|=0. (ie,) 23 -| SUMOF the diagonal 2 4, Sum of the minors elements of A | |4) of the diagnoal of A aPad? +a,A—a,=0 VOY Wrais ans 2 \e diagonal elements = a, = 34+3+3 =9 = 84848 = 24 Solel: tiga a, =|Al mildly peg 1 -1 3 =3(9-1)-1 B41) +1 C1-3)=24-4 -4=16 characteristic equation is 43-9? +242 — 16 =0 Exercises 1(a) the characteristic equation of the following 1] [Ans 12-4 =0] ‘| [Ans: 07-42 +5 =0] p= 1 ~6 [Ans: 23 +4?—212-45=0] 20 lo 5 3-4 [Ans: 2° -727 +162-12=0]10 Engineering 1.2. EIGEN VALUES AND EIGEN VECTORS Let A be a square matrix and I be a unit matrix of the same scalard, Al will be a scalar matrix, Now A—AI will be a matrix of the sa A. The equation obtained by expanding the determinant of A-AI and equat is called the characteristic equation. (i.e.) |A—A I|=0. The roots of this charac equation are called as the characteristic roots or eigen values of A. The non % vector X =| "? | satisfying the equation, (AA) X = 0 is called the eigen vecto As these equations are homogeneous equations, it can be solved by using method cross multiplication rule. Example 1 Find the eigen values and eigen vector ie ‘l Solution: 4 Let A = 3 5776 The characteristic equation is |A-AI|=0. 0 ° (i.e.) 2? — (Sum of the diagonal elements) 2+ [4] WV -aA+a,=0 2 — (4+ 6) 2.+ (24-15) =0 ?-102 +9 =0 (2-9) (A-1) =0 1=9,1ie eigen values are 9, 1 ‘ As vector x-[* Ji given by the equation, (A — 21) X= 0is -. 31a 5 an [;] cH ae = 1, the equation (1) becomes 3x, +3x, = : - Q) 5x, +5x,=0 ig arbitrary value to any one of the variables, we obtain the values of XI, X2, X3 1 ‘igen vector is X, -| dl (ii) 4 =9 in (1), the corresponding eigen vector is given by [? SIE) El -5x,+3x,=0Engineering Mathematics 5x, -3x,=0 oo By giving arbitrary value to any one of the variables, we obtain the values of x, x) as follows. ()= 5x,-3x,=0 15-3x,=0 The eigen vector x, =5 3 The eigen vector is X, -(;] 1 3 eee 5) Example 2 8) on Find the eigen values and eigen vectors of |-6 7 —4 (P.U Nov-200 2 -4 3 Solution: oC LetA=|-6 7 -4 aaa The characteristic equation of A is |A -2 I|=0. s f the di ‘inors oe -[nme e diagonal J, , [sum of the minors Fee elements of A of the diagnoal of A Sum of the diagonal elements = 8 + 7 + 3 = 18 Sum of the minors of the diagonal=|7 ~4, [8 4 3|'b g 4 8 -6 Cag‘Matrices 13 =5+20+20 =45 8 6 2 laj=|}6 7 -4 2-4. 3 = 8(5) +6 ( 10) +2 (10)=0 The characteristic equation of the given matrix A is 23-1812 +452 = 0 (02 — 184+ 45) =0 2. =0 or (X?— 182+ 45) =0 WeON(N=15)( = 3)=0 1=0,0=15,3 A=0,15,3 +, Eigen values are 0, 15, 3 x The eigen vector X =| x, |is given by the equation, (A— Al) X= 0 is x 8-2 -6 2 ][x fie)| -6 7-A —-4 ||x, |=0 () 2 —4 3-A]\|5 Case (i) When A = 0, equation (1) becomes 8 -6 2][x -6 7 -4l}x,|=0 Pe esac fle) 8x, -6x, +2x, =0la 6x, + 7x, 44,90 2xj-4x, +34, 90 From the first two equations, we have - Li - x m6 2) |2 8] [8 -6 7 ll |-4 -6 Ie 7 te 24-14 -124+32 56-36 Seamed Ae OS Pie a 10° 20 20 I «The Bigen vector X; = 2 Case i) When A= 15, equation (1) becomes -7 -6 2 1[y, [76 -8 -4//x,/=0 2-4 -12 Xy (ie) 77, 6%, +2%,=0 rox, ~B8x, -4x,—0 2% = 4%, -125,—9 From the first two equations We have, i a or AL Rimeaaicabn. 2, ~ 5 ~ 2Matrices 2 «The eigen vector X2 = | -2 1 Case (iii) When 2 =3, equation (1) becomes Bmeo 2 | (x, -6 4 -4||x,|-0 2-4 0 ||x, (ie) 5x, -6x, +2x, =0 6x, +4x, —4x,=0 2x, —4x, +0x,=0 From the first two equations we have, ho % at ae op 1 icmeeee ic ° 2 2 «. The eigen vector X3 =| 1 2 Tl alealale *. The eigen vectors are | 2|,|-2],| 1 2] [1] [2 Example 3 wane Find the eigen values and eigen vectors of |2 5 0]. ia) aThe characteristic equation is 23-100? +272- 18=0 2=1,3,6 ~.Eigen values are 1, 3, and 6 Ba The eigen vector =| x, lis given by the equation, (A =A) X =O ig 5 2-2 2 0 Tx, 2 5-2 0 ||x,]=0 0 0 3-ajly Case (i) When A. = 1, equation (1) becomess,wehave (Since first two equationsare identical) }.=3, equation (1) becomes “f-1 2 ojfx, Bee 0||x,|=0 0 0 ollx, Bae ex, +0x, =0 2x, +2x,+0x, =0 Ox, + 0x, +0x,=0 rom first two equations, we have18 0 ~. The eigen vector X»=| 0 -6, Case (iii) When = 6, equation (1) becomes 42 O}fx, 2)051),0,),| x); 20. 00 -3| |x, ie.) 4x, +2x, +0x,=0 2x, -x,+0x, =0 Ox, +0x, 3x, =0 From the last two equations, we have Ba eae +: The eigen vector x, =| 2 0 ~. The eigen vectors are 2]fo]fa -1],} 0 |,Jo 0} {-6| |o Example 4 3 107985) -2) 37a 3) Sa Find the eigen values and eigen vector ofu diagonal 92 4 Sum of the minors Pelt aig ements of A of the diagnoal of A al diagonal elements = 3—3+7=7 e minors of the diagonal=| > “14 54/3 10 5) 7B Be eee =-14+6+11=16 BE 10) 5 la =|2 3 4 Bie'sin 7) = 3(-21+20) — 10 14 + 12) + 5(-10+ 9) =-3+20-5=12 e characteristic equation is A? - 72? + 162 - 12=0 The eigen yalues are A = 2, 2,3 x le eigen vector X =| x, |is given by the equation, (A - AI) X= 0 is ; e cao 10 Allen -2 -3-r -4/|x,|=0 ~@ 3 5 7-2| Lsx 1 i =4||% -5 of o ge =0 x: (ie) gnidn +5 3 ; a2) 5x, 45> 3x, +5% + 5X3 =0 i have, From the first WO equations, We x Oa 4 ags25 LO aes igs -4 -15 5) The eigen vector Xi=| 2 =5 Case (ii) When A = 3, the equations (1) become 0 10 5][x, eae) 4)|| 0. Ses) 4 ||| (ie) Ox, +10x, +5x, =0 ~2%\-6x, 4x, =0 3% +5x, +4, =0 A Tom first two equations, we have Pa ee ~40+30 STO On. 30(P.U April-2007) istic equation is |A —A1|=0 _[sumof the diagonal ],, ,[sumofthe minors J, _) 4 _ 9 ~_ [elements of A of the diagnoal of A ais of the diagonal elements=2+3+2 =7 3 1 j2 1,22 2 4 +e n ah 3 2 QI =44+3+4=1 of the minors of the diagonal Pe? 1 j4j=|1 3 1 1 2 2 =2 (6 -2)-2(2-1) + 12-3)=8-2-1=5 stic equation is 4° -7A7 +114-5=0 N= tle en values are 1, 1,5a 4 =e rei les 1 2 D-Al|ls, Case (i) ‘When 2. = 1, equation (1) becomes 1, 2 al fed 1 271|\\be 0) 12 lee Ge) x+2x, +x%) =0) xt2x, +x, =0 x, +2x, +x, =0 By giving arbitrary value to any one of the variables, we obtain the values of x1, : * as follows. x +2x, +x, =0 Qe Let x,=0 (2)> 4+%,=0 Aa4.= 5, equation (1) becomes =3 2 1|[x, ie 2) 10} lc! =) fie 2) 3)\ |e, 3x, 42x, + x,=0 *%-2x, + x,=0 %,4+2x, -3x,=0 ‘Tom the first two equations, we have24 -1) [-2] |! “+ The eigen vectors are | 0 |,} 1 },} 1 1 oO; Example 6 6 =Glag Find the eigen values and eigen vectors of |14 —13 10) 7 -6) 4 Solution: O76 ‘SI LetA =|14 -13 10 Tee GE The charsicteristic equation is |A ~A1|-0. : sum of the diagonal sum of the minors (ie) a= = 22 4 = nh elements of A> of the diagnoal of A a Sum of the diagonal elements = 6—13 +4 =~ I-13 Sum of the minors of the diagonal =| !> 19 ,|6 5 -6 4/ 17 4! = Se G—3) Omen 65. [4j=fl4 -13 1 Be 6s 4 = 6(- 52 + 60) +6 (56-70) + S(-84 +91) = 6(8)+6(-14)+5(7)=-1 The characteristic equation is 43 +34?+3,4] = 0 ~. The eigen values are 4 =—1, ~1, -114x, - 12x, +10x,=0 7x,-6x,+5x, =0 the three equations are identical. By giving arbitrary value to any one of the variables, we obtain the values of x1, x2, xs LOWS. x,=0 Q)=> 7x,+5x,=0 TX, =O26 Case (ii) Let x,=0 (2)=> 7x,-6x, =0 eae 6"? 6 ~. The eigen vector Eg = 17, 0 Case (iii) Let x,=0 2) >~6x, +5x,=0 6x, = 5x, poe) 3 6 0 ~. The eigen vector X,=/5 6 Example 7 Find the eigen values and eigen Yectors o; Solution: ee LetA =/1 5 1 ami f 1 1 a ereuation is |A—Al|=0, diagonal 92. +, Sum of the minors of A of the diagnoal of A nal elements = 14+5+1 =7 p- |4| =0 Ste sy i yl s of the di = + + of the diagonal i | t | I { =4-8+4=0 ed 3: eS) oT Lead: $1 4)-1 2) +3 C14) =-36 1e characteristic equation is 4° -727 +36 =0 nel) ) 3x+x,+3x,=0 meets x, + x,=028 a 3x, tx, $3.70 we have, From the first two equations ©. The eigen vector Xi=| 0. Case (ii) When A =3, the equation (1) becomes 1 3 fx 21 |x, |-0 Beet?) x, (ie) 2x, +x, +3x%=0 %, 42x, + x,=0 Bara 2, %=0 From the first two equations we have, ~The eigen vector Xp = Bl 1» (P.U Nov-2001) Ans.7, 1, 13] =I}, 0 Engineering Mathem 0 Ans.1, 3,2; : 1 ‘{o} 01] Wy 131 4% a ay A=) ay Gy Ory ay, By ay ay ay ay) M=\ay ay ay i iy Genes cteristic equation of A is |A—) I|=0. en Ae ie fo eu! 4% Ay—-A ay |=0 aeaGhy 4s Gy aA istic equation of A’ is| 47 —A I|=0. ]qy-A ay 4, 4. Ay—-A ay |=0 + Q) ce Gy — A nce is |A-A I|=| A” —2 Il, we have equation (1) and (2) are the same. Hence the istic equation are the same for both A and its transpose 47 If A,,A,,...,A, are eigenvalues of matrix A, then the inverse 4” has the eigenvalues es Ady Ay” _ Let 2 be an eigenvalue of A AX= AX ss CO 1S an eigenvector and X #0) A"(AX)= A'(AX)33 6: Tf AjAynd, are eigenvalues of matrix A, then the matrix A- kI has the eigenvalues 4, -k,A,—k,,..,4,—k, “We know that = AX= AX (@) KIX on both sides of (1) we get Ak-KIX = 2X -kIx (A-kl) X=(A -kI) x 1) mparing (1) and (2) we have, A- KI is an eigenvalue of the matrix A - ki Seeing t0 the eigenvalue 2 of A. re the matrix A - kI has the eigenvalues 4, —k, 4, —k,,...,4, —k. corresponding fothe eigenvalues 4,4,,....4,. Property 7: If 4,4,,....4, are eigenvalues of matrix A, then the matrix 4? has the eigenvalues | ae Proof: We know that q AX= 1X + () Premultiplying on both sides of (1) by a scalar k, i A(AX)=A(AX) 4 X=A(AX) @X=A(AX) (by (1) | AX=2?X + Q) ite‘Matrices 35 property 2: IfXisa characteristic vector of a matrix A. corresponding to a characteristic root 7, then KX for every non zero scalar k, is also a characteristic vectorof A corresponding tod Note: 1 This theorm implies that: To one characteristic root we have many eigenvectors. Note: 2 To above theorm may also be stated as follows: Corresponding to a characteristic root A of A there are different eigenvectors. Property 3: An eigenvector X of a matrix A cannot correspond to more than one eigen root ofaA. Proof: Let A be the given matrix and let X and Zbe the eigenvector and eigenvalue of the given matrix. We have AX = AX Suppose the eigenvector X of a matrix A correspond to two different eigenvalues say Aiand A of the same matrix A. Then by definition we have AX=11X% AX= A2X From (1) and (2) we have AiX= AX (Ai- An X=0 But X +0 (by definition of eigenvector) Therefore 41- A2=0 Ai=A2Hence the existence of two different eigenvalues is not possible eigenvector. 1.4, CAYLEY - HAMILTON THEOREM Cayley-Hamilton theorem (Statement) E Every square matrix satisfies its own characteristic equation, Example 1 10a ie Verify Cayley—Hamilton theorem for the matrix On ; 1a. ji Solute These. Q To Ke The characteristic equation is given by [A — 21 =0, : ie) 32 | SUMof the diagonal ], , [sum of the minors E .€.) 03 22 + vonnal nea A= 14] =A te [ees ofA | [Er diagnoal a alder at Sum of the diagonal elements = 1-141 =1 Sum of the minors of the diagonal = L j + [! Anew nai) Yob4 4 A xiiger pai Ge 1S ela aAS_hmtg Tet et 6 10k t Matrices oF 1 0 -4]/0 1 -4] [17 -8 -8 ite] 0: <1 2/0" SI e2rlees 5 1 0) At ee ean alse lov Pan 49 -8 -92 A=|-8 -5 42 -92 42 53 49 -8.-92] [17 -8 -8] [21 0 -84 A-A- 214 -11=|-8 -5S -42|-|-8 5 O]-| 0 -21 42 |-11 -92 42 53] |-8 0 21] [-84 42 21 veo =|0 00 000 .. The given matrix satisfies Cayley — Hamilton theorem. Example 2 Verify Cayley — Hamilton theorem for the matrix A and find 4” where Bol 1 A=|-1 2 -1]. 1-1 2 Solution: The characteristic equation is given by |A - AI| = 0. (ie,) 43 _| Sumof the diagonal |, , {sum patie minors a |4| =0 elements of A of the diagnoal of A Sum of the diagonal elements =2+2+2=6 Sum of the mi i =|? ae ; 44 l¢ minors of the diagonal tlie) linaallMieiel hell 2) =(4-1)+(4-1)+(4-D =3ora= 9,Engineering Mathematic Engineering Mathematic 2 le J4/=|-1 2 -1] = ae: =2(4-1) + 1(-2+1)+ 11-2) =2(3)+ 1-1) + 1(-1)=6-1-1 |AF4 <. The characteristic equation is 1° - 62? +91—4 =0 Replacing A by A in the above equation, we get A3-6A7+9A-4 =0 ose (LY 2-1 1 2 1 el A?=|-1 2 -1//-1 2 -1 Wee 2) 1 1 2 2 6 -5 5 =|-5 6 -5 S50 6 -5 5][2 -1 1 A=4xAs=|-5 6 -S||-1 2 -1 Bee S 6, | |el | 2 22 -21 21 =|-21 22 -21 pie oie o7 Sub A%, A?, A in (1) 22-21 21 Ges as 2 Lol 1.0 0 =21°22 -21/-6}-5 6 5149/1. 2..-1) =4| 00d: 0|=0 oe eal 22 ee om 0) 1 -1 2 0) Oa ©. The given matrix satisfies Cayley — Hamilton theorem.39 2 ge «f' * th< +9-44'=00 1 4 lf 6449] r 6 —55 2 es -5 6 -S|-6)/-1 Sem) nt i 3°91 =-1 =| 1° 3 + = eS, Spal tol Peas -i ie -1 1 3 or 3 Cayley-Hamilton theorem for the given matrix A and find A‘and At i 7 3). (P.U Nov-2011) lo 21 ion: feristic equation is given by |A - Al] = 0. 3_|sumof the diagonal]. , [sum gia minors p- |4 <0 elements of A of the diagnoal of A ie diagonal elements = 1 +2 +1 =4 t se 4 bet Hl2 jagonal=|7 34, Sum of the minors of the diagonal E i { 2-6 +04 =-4+1~-19 4 = of 3 2 2 = we =12-6)-3(4-9)4 78-0) =-4-12456 =40 The characteristic equation is 43 ane ~ 132-40 =9 Replacing 2 by A in the above equati“substitute A’, A?, A in (1) 105 131 183 Ist23' 23 ieee | (40.0 oF 100 154 187|-4/12 22 37]-1314 2 3|-l0 40 0 | =0 32. 50 81 Seon 02 1/0 0 40 ., The given matrix A satisfies Cayley — Hamilton theorem To find 4"' Consider 4’ — 44’ — 134— 40 = 0 Multiply by 47 A — 44'— 131— 4041 = 0 (Since 44‘ =) we pl f 44-137] (fs 3 23 iy 3) 7)" (130 nO A‘=—|/12 22 37/-44 2 3|-|0 13 0 0 OW oO 2 il 0 0 13 (eS: 25) =2, 10 and = A4= 43. A 105 131 183|[1 3 7 629 943 1311 =|100 154 187|/4 2 3 716 982 1349 32 50 81 ||0 2 1 232 358 455 Exercises 1(¢) Ver ; i ‘tify Cayley — Hamilton theorem for the following matrixsd | 5 ae find the inverse (P.U Nov-2001) Ans. Ei Hons Sa) lL el- sla wl SIN Bl— 1 = 12-2 ye 2 A=/1 1 1 landfind At (P.UMay-2002) Ans.| 0 3 1 3 =i ft Siana 122) 3-4 3; A=) 2 Smal eect (P.U Novr-2002) Ans.|-2 1 3 = 72-2 4. A=|-6 -1 2 (P.U Nov-2003) 6 ee st ] puoi 5. A=|0 2 0 Jand find A and At -10 2Matrices 1.5. DIAGONALISATION OF A MATRIX 23 3 1Jand find 47 42 43 (P.U April-2010) (P.U Jan-2011) (P.U May-2011) Diagonalisation of a matrix A is the process of reduction of A to a diagonal form. The process of reduction of A to a diagonal form is as follows: A square matrix A of order n with n linearly independent eigen vectors can be diagonalised by a similarity transformations D = B~'AB where B is the modal matrix whose columns are the eigen vectors of A. Note: If D is the diagonal matrix, then its eigen values are same as its diagonal elements. 15.1 Calculation of powers of a matrix Let A be the given matrix of order 3. We know that, D=B‘AB D*= (BAB) (BAB) =BA2B44 = (BAB) (BAB) (BAB) j =D.D = (BAB) (BAB) 4 =B1AB In general, = (BA"B), n being a Positive integer. "B) Ble an Now BD'B"=B (BAB) Be i Kd 0 =BlO 4, 0 [B+ OO ae Where 21, A2, As are the eigen values of the given matrix A, Example 1 Orvaga Diagonalise the matrix A = [i 4 roll 210m Solution: it 0 Lee, Given that 4 = li | toa The ae quation is , . _ ~ (Sum of the diagonal elements) + l4| =o ~4.-5=9 fi to ae =0 ? A=-1,5 i The eigen vector -(-}s given by the Saati, (4@) > 2x-x,-0 Pee 0) aed 1 -. The eigen vector X2 = | 3 1] fi ©. The eigen vectors are [ lL | We know that D=B1AB The matrix B = Lag 21 pi = 4B il Now D=B'ABExample 2 Diagonalise the matrix = ore oN a 1 0| and find 4* 3 Solution: 6 1 GivenA=|1 2 0 m0) 3) The characteristic equation is ee sumof the diagonal |, , _ [sum of the minors ie) AS ' elements of A of the diagnoal of A Sum of the diagonal elements = 1 +2 +3 = 6 2 oii yi 4 Sum of the minors of the diagonal +f lt wat th ha =6+3-4=5 16] |4j=]1 2 0 lo o 3 = 1 (6)—6 (3) + 1 (0) =6- 18 =~ 12 “. The characteristic equation is A? — 6A? + 5A + 12=0 A=3,-1,4 a 47 (P.U April-2004) p- |4 =0 The eigen vector XY = x, |is given by the equation, (A - Al) X= 0 is 2)50 Engineering Mather. eres) \BJ=|1 1 1/=0-2(4)-3(4)=-2040 40 0 -. BT exists -4 4 cot Onetz ees ho Adj.B=|-4 -12 -4 =a : 5 0 0 -5 pet lt -12 -4J-—|4 12 4 ee ty il D=B"AB CRO Dike cl eles pet}4 w 4ffi 2 offi 1 1 20 -4 8 1]|0 0 3|[-4 0 0 ees iL 2 3 =z IIs 48 reais 1 1 Fea ceen|E4 0) 0 6 0 0 =3|0 8 0 0 0 -20 30 0 D-|0 4 0 00 -1Matrices, 51 To find A* We know that p' =B'A"B Dt =BIA‘B ae =BD‘B™ , Tepe et—3)) (8190) 0)/(R08 0) = 5 = 30 Deel oe 1 0 16 Oj] 4 12 4 -4 0 0|{0 0 i1}|-4 8 1 103 306 82 A‘=| 51 154 31 0 ® wil Example 3 2e2= 0) Diagonalise the matrix 250 (P.U Noy-2001, 2005) OW Solution: pee LetA =|2 5 0 003 The characteristics equation is (ie) 42 - sum of the diagonal aa sum coins nid a- [al -0 ** | elements of A of the diagnoal of oo Sats aaa 10 2 0} lo 3 Sum of the diagonal elements = 2 4 2 5 5 Sum of the minors of the diagonal = | D 1 215+645=275 Engineering Mather lal = ous oun q 0|=2(15)-2 6) = 18 3 ©. The characteristic equation is 23-1002 +272-18 =0 ©. The eigen values are 4=3, 1,6 x The eigen vector X =| x, lis given by the equation, (A - AI) X= 0 is 3 2-2 2 0 Jfx, 2 5-A 0 IIx, |=0 (1) 0 0 3-allx, Case (i) When 2 = 3, equation (1) becomes -1 2 O}fx, 2 2 o|lx,|=0 0 0 Oflx, (ie.) —x1 + 2x2 +0x3=0 2x1 + 2x2+ 0x3= 0 From the first two equations, we have ~. The eigen vector X; = l: 1Engineering Mather, 54 ; i «The eigen vector X3= | 2 0 oyf2qfi The eigen vectors are | 0|,|-1],| 2 1] [0] [o To diagonalise A: We know that D = BAB ee i The matrixB =|0 —1 2 en OneO) o 24 BI=0 -1 3=0-2¢2)+10)=441=540 1 0 o +. B7 exists o21 CofactorofB =| 1 > Sono Cao Ad.B=|2 -1 9 at > nO O 6 po ieee ape yt; 55 Matrices, im 0..5) a Beioe 10/2 Oo=1-2 pit. 0) [0 0-0 15 0 0 eee sO S}0 0 30 300 p-|0 1 0 006 Exereises1(d) Diagonalise the following matrices 8 6 2 00 0 | Ans.|0 3 0 2a 00 15 rea 100 2) feet Ans.|0 1 0 1 00 4 1 0 2 1/andfindA® <4 49 1.0 0] [-12099 12355 6305 Ans.|0 2 0|,}-12100 12355 6305 0 0 3] |-13120 13120 6561 2 0 0 (P.U April-2010) Ans.| 0 30 0 06 20 0 (P.U Jan-2011) Ans. | 0 3 j 00 6F Ps Engineering Mathemati, 1.6 QUADRATIC FORM EXPRESSED IN MATRICES Quadratic form can be expressed as a product of matrices. Quadratic form ‘A quadratic form is a homogeneous polynomial of degree two in a number of variables. (Le.) A homogeneous polynomial of second degree means each and every term is F expression should have degree two. Example (i) x° +Sxy+2y? is a quadratic form in the variables x and y. (ii) x? +9? +2? +2xy—3xz+yz is a quadratic form in three variables x, y, z. Gil) x? + y" +27 +5a? + 2xy-+5xz + x2—2yz+ ya +5za is a quadratic form in f variables, x, y,z and a. Note that the degree of each and every term in the above expression is two. The most general form of a Quadratic form in n variables -,x,,...x, is given by ee? 2 I Oh 4.00p%q) = yx? + yXiXp Hut My, XX, + Ay XjXy + AyyX? Feb ay Xahy He OH Xy + Oy gXXq toast yg X? This Quadratic form can be written as, $C 2.0%) => ayy x, tl Jat % ‘ =(%.%,..2,)57 eS aa aaa ane x %2 | and A is called the matrix of the Quadratic form where * Note? The matrix A of the quadratic form must be symmetric, Otherwise, we make it syrumetric by defining a new matrix B as follows. b, =a and by =b,= 3 ut 4n) Example 1 Write the matrix of the quadratic form 2x? —2x} + 4x5 + 2xj%_ — Om + 6x,%5- Solution: Here a,, = 254s) =—2s423 =4 Q,) = Ay =5 coefficient of x, x, = 3 er) 1 ‘ 6 3 coefficient of x, x; = i =3 1 aime Coefficient of x; =-§ =-3 ere Hence the matrix of this quadratic form is T a2 Samed Example 2 Write the matrix of the quadratic form Vx} + 2x2 + 5x2 + 6xp%3 — 102%, — 41% ° Solution: Hete a, =10, dy, = 2,433 =5Matrices 59 Solution: : Quadratic form corresponding to the symmetric matrix A is, Peet.) unas)! 1 4||x D4 3x, Using matrix multiplication we have, x =[0y-mt2% —“it% 44x, 2x, +4x, +3x,]] x % =(0m-%+ 2x4) +H ++ Ax, )x, + (2x, + 4x5 +35) = Ox? 60 Engineering Mathemats, Mi easiel Jo heslin % ey a 1 or o @ |-3 2 4 Gi) |-1 11 (iii) P E a fete Bepeo | ph 1 4 -5 Se fa | | eats een 1 2-3 oie 10g 1 @]-- 2 2] @\2 2; Gii)|k bf | Gv)|0 1 9) 5 Gi E 001 -- 2 -5 393 2 2. (i) xp +2} —Sxj —6x,x, + 24,4, + 8x, (ii).x? +23 +23 -2x,x) + 2x,x, + 2x,y, (i) 2ax,x, + 2by,x, +2cx,x, + 2px, +2qux, +2 x 1.7. CANONICAL FORM Ifa real quadratic form be expressed as a sum or difference of the squares 0 new variables by means of any real non-singular linear transformation, then the lt quadratic expression is called a canonical form of the given quadratic form. If the quadratic form X’AX =)" a,x,x, reduced to quadratic form jam YBY =>. /Y/ by anon-singular linear transformation X = PY then Y'BY is called ia the Canonical form of the given one, ce HEB = PAP = diag (yAayuyAy) then XAX =YBY = SA? r=Matrices. 61 ‘A Quadratic form in which all the terms are square terms is called as a Canonical form. Note: 1.Here some of 2, (eigen values) may be positive or negative or zero, 2, A quadratic form is said to be real if the elements of the symmetric matrix are real. 3. If R(A) = then the quadratic form X‘4X will contain only r terms. 1.8. FUNDAMENTAL THEOREM ON QUADRATIC FORMS Any quadratic form may be reduced to Canonical form by means of a non-singular transformation. Proof: Let X‘AX be a quadratic form of rank r. zmGee -. Ais of rank r. Then there exists a non-singular matrix p, Such that P'AP = [? a .Q) where D is a non-singular square matrix of order r. Apply the non-singular transformation X = PY, A yn where X=|™ | and Y= ya in equation (1) we get, Xn Yn XAK =(PYY A(PY) ‘PAPY =Y'(P'AP)Y (D0 % (by equation (2)) 0 0& Engineering Mathematics 0 d, 0 0 Olly, =O)! 9 400 00000), =dyi +d,y;+..4+d,yp Which is the Canonical form of the given quadratic form. Note: This form is also called ‘diagonalization’ of the quadratic form or to express the quadratic form as ‘Sum of Squares’. Example 1 Reduce the quadratic form 327 +5x} +3x? ~2x,x, +2x,x, —2x,x, to a Canonical fore by Orthogonal reduction. Solution: The given quadratic form is X4X =): % Where X =| x, | and X’=(2, x, x) ca The matrix of the quadratic form is, Its characteristic equation is |4~A 1|=0 sum of the diagonal | = Ee of the minors ie) A= r= |4] =0 ae [ en l4 elements of A Sum of the diagonal elements = 3+5+3 = 11Matrices 5 of the minors of the diagonal = ai B 4/3 -y i é -1 20 Solution: Sum of the Eigen values = sum of the elements on the diagonal =-2+1+05-1 H-2 2 3 Product of the eigen values=|2 1 6/=~2(12)-2(6) +3-3)= —45 1 2 0 1 ct of the eigen values of the matrix [ 22. Find the sum and produ ;Engineering 90 Solution: WEEE a Sum of the Eigen values = sum of the elements on the diagona =1+2+3=6 Product of the cigen values =1 2-10 )+0=1 al2icl 23. Find the eigen values of 4? jf 4— 03 00 ARO Solution: The characteristic equation is, 93 ee the diagonal ] ne [ee of the minors p- l4 =o elements of 4 of the diagonal of A. 2-92? 4264-249 The eigen values of A. are 2,3,4 The cigen values Of A? are 4,9,16 24. Obtain the eigen values of A3 where 4 = [ : 3] Solution: The characteristic equation is, 4 ~(sum of the diagonal) 2 +det.4=0 2 ~SA+4=0, (4-1)(4~4)=0 A=1,4 “ The eigen values of A are 1,4, “+ The eigen values of A} are 1,64, 25. If the eigen values of the matrix A are 1 tee Of (A4D, where A is a 3X3 matrix, nd the determinant |‘Matrices 9 1 Solution: Det (At) = det A + det I = product of the eigen values of A+1 = (1x2x-1)+1=-2+1=—-1 310 5 26. If2, 2,3 are the eigen values of A=|-2 —3 —4/ find the eigen values f ais 7 7 A and A’, Solution: We know that the Eigen values of A and A” are same. <-Bigen values of A” are 2, 2, 3 and Eigen values of 4” are 1/2,1/2,1/3. 2ee2 1 27. ‘If (1, 1,5) are the eigen values of A =| 1 »3°~1| find the eigen values of kA, 1132.2 (kis sealar) and find eigen values of 4. Solution: The eigen values of KA are kx1, kx1, kx5 (ie.) kk, 5k 11 1 The eigen values of A“ are iit (ie) Ls 5 6 2 2 28. The product of two eigen values of the matrix 4=|-? 3 ; is 16. Find 2 41 the third eigen value. Solution: Fi 2(-4)=32 4) 424A The product of the eigen values =|~? 6(8) +24) 2Engineering Mathem » Daan ofthe dwo eigen values = 16. 3 Yoo thind eigen value =TF Sil igen values of 2A? 29. Two eigen values of 4 [> 4] are 5, -4, find the eigen AL Solution: i 5 1 bee tet 4 cite Eigen values of A?** 52, - 4? (i,¢.) 25,16 Eigen values of 2A?** 50,32. 30. If 4,4,,.--.4, are the eigen values of an 7” matrix, then show that aay Solution: are the eigen values of A? Let 4 be an eigen value of A and X be the corresponding eigen vector. Then AX =2X - #X=(AA)X = A(AX) = A(AK) =4(AX) =A(AX) = 22x q Similarly, 2X =22X. ». 23 isan eigen value of 4? 31. If the Eigen values of the matrix 4 -(} | “[3 -1] 8¥€ 2, -2, then find the p; '¢ Eigen values of 4” Solution: (PU Jan-2013) We know that the Eigen values of A and Eigenvalues of aA “- The eigen values of 4? are 2, -2. te same, ’ 32. Ifone of the Eigen values of a matrix is zero, then what « 4 matrix? Yeu say about th the 2 UY May.2012 4 E ‘ dllMatriges_ Solution: / y property of Eigen values, the product of the Eigen values ofa matrix A is equal to its determinant. . [fone of the Eigenvalues of a matrix is zero then the determinant of matrixis zero, (ce) Ais singular. 5 4 33.16 (1 is an Eigen vectors of the matrix i; 5 find the corresponding Eigen value. (@®.U May — 2013) Solution: ae 4 | (*] aig 1 2-ajll (5-4)4+4=0, 20-44+4=0, 44=-24, A=6 34, Write the properties of eigen vector. Solution: Let 4,4, order n and X,,X3,...,X,, be the corresponding eigen vector. Then X,,Xj,..X, are 4, be the eigen values corresponding to a square matrix A of linearly independent, that is, eigen vectors corresponding to distinct eigen values are linearly independent, 35. State Cayley-Hamilton theorem. (.U April- 2012) Solution: Every square matrix satisfies its own characteristics equation. 36. Explain diagonalisation of a matrix. Solution: The process of finding a matrix D such that B-'4B = D, where D is a diagonal matrix and B is a modal matrix whose columns are eigen vectors of A is called diagonalisation of the matrix A.p; eat 37. Express the quadratic form 4x? +2? 327 42x +4z¢ 4a lee i ier AL POig Solution: The matrix formis given by, ieee The quadratic formis given by 4x? +2y? 32? + 2ay 4 dyz, 1 38. Find the quadratic form corresponding to the matrix ‘ F ‘ 3 Solution: The quadratic form is given by , x +4y? 4322 +8xy +1292 + 10zx 39. What are the five value classes of real quadratic forms? Solution: i) Positive definite (ii) Negative definite (ii)Positive Semidefinite (iv)Negative Semidefi nite —_(v)Indef 40. Prove that 6x2 43x? +14y,? +4.25%, 41 Bi. tx, 629 Solution: | 32 9214 is positive definite