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STES’s
SKN Sinhgad Institute of Technology and Science, Lonavala.
F.E., Semester - I (2020-21)
Engineering Mathematics I
Notes Unit VI
(Eigen values and eigen vectors)
For a given non-zero square matrix if there exists a scalar and a non-zero
vector such that then is called eigen value or
characteristic root and is called eigen vector or characteristic vector.
The set of all eigen values of A is called spectrum .
For square matrix of order 3
Characteristic equation of is
| | | |
where
| | | | | |
Roots of Ch. Eqn gives eigen values, for finding eigen vector consider matrix
equation
( ) [ ][ ] [ ]
After putting eigen values if we get any two distinct rows use Cramer’s rule to
get eigen vetor and if all the rows are similar rows then put arbitrary values for
two variables say then separate the matrix in to two matrices one
containing only terms and other only terms which gives two eigen vectors.
Verification eigen values and eigen vectors:
and | |
For symmetric matrix, where are eigen
vectors corresponding to distinct eigen values.
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Cayley Hamilton Theorem:
Every square matrix satisfies its own characteristic equation.
If | | is characteristic equation of then by Cayley
Hamilton theorem we have | | .
1) Find the eigen values and eigen vectors for the matrix
i) [ ]
ii) [ ]
iii) [ ]
iv) [ ]
v) [ ]
vi) [ ]
vii) [ ]
viii) [ ]
ix) [ ]
x) [ ]
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2) Verify the Cayley-Hamilton theorem for the matrix
i) [ ]
ii) [ ]
iii) [ ], Hence find .
iv) [ ], Hence find .
v) [ ], Hence find .
Diagonalization of a Matrix
For a given square matrix of order having linearly independent eigen
vectors can be written as
where is a diagonal matrix called as spectral matrix with eigen values of as
entries on diagonal and is non-singular matrix called as modal matrix having
eigen vectors of as columns.
Let be a matrix with be the eigen vectors corresponding to eigen
values then
[ ]
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1. Find a matrix such that is a diagonal matrix where [ ]
2. Find the modal matrix which transform the matrix [ ] to the
diagonal form.
3. Find the modal matrix which diagonalize the matrix [ ].
Quadratic Form
A homogenous polynomial of the second degree in any number of variables is
called a quadratic form
A quadratic form
( )
can be written in matrix form as
( ) [ ][ ]
where ( ).
The quadratic form ( ) can be reduce to another quadratic form
( ) called as sum of the square terms form by
non-singular transformation , then the reduced quadratic form ( )
is called Canonical form or sum of the square form.
In this case, matrix will be a diagonal matrix.
The number of positive terms in canonical form is called index and is denoted by
, the rank of is called rank of the quadratic form.
The number of negative terms in the canonical form
The difference between positive terms and negative terms is called as signature
of quadratic form and is denoted by
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To reduce the given quadratic form ( ) to canonical or sum of the
square form ( ) and to find matrix of the linear transformation
, consider .
By performing identical row and column transformation on matrix on L.H.S.
to obtain diagonal matrix , while perform only corresponding row
transformation on prefactor matrix on R.H.S. Then we get
1. Reduce the following quadratic form to the “sum of the squares form”. Find
the corresponding linear transformation. Also find the index and signature
( )
2. Find the transformation which will reduce the following quadratic form to
“sum of the squares form”
( )
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