Unit 1 - Matrices
Unit 1 - Matrices
Module – 1
Characteristic equation – Eigen values of a real matrix – Eigen vectors of a real matrix – Properties of Eigen
values – Cayley-Hamilton theorem – Finding A–1 using Cayley-Hamilton theorem – Finding higher powers
of A using Cayley-Hamilton theorem – Orthogonal reduction of a symmetric matrix to diagonal form –
Reduction of quadratic form to canonical form by orthogonal transformations – Orthogonal matrices –
Applications of Matrices in Engineering.
BASIC CONCEPTS
CHARACTERISTIC EQUATION
The characteristic equation of any square matrix A is A I 0 .
8. If 1 , 2 , 3 are the eigen values of the matrix A , then k 1 , k 2 , k 3 are eigen values of matrix kA .
1 1 1
9. If 1 , 2 , 3 are the eigen values of the matrix A , then , , are the eigen values of A1 .
1 2 3
10. If 1 , 2 , 3 are the eigen values of the matrix A , then 1 – K, 2 – K, 3 – K are the eigenvalues of
matrix A – K I.
11. The eigen values of a real symmetric matrix are real numbers.
ORTHOGONAL MATRIX
A square matrix A with real entries is said to be orthogonal if AAT AT A I , where AT is the
transpose of the matrix A . (i.e.) AT A1 for an orthogonal matrix.
X 1 X 2T 0, X 2 X 3T 0, X 3 X 1T 0.
PROBLEMS
EIGEN VALUES AND EIGEN VECTORS
1 1
1. Find the Eigen values and Eigen vectors of the matrix A .
3 1
Solution:
1 1
Let A .
3 1
Step 1: To find the characteristic equation
The Characteristic equation of A is A I 0
(i.e.) λ2 – S1λ + S2 = 0 where
S1 = Sum of the main diagonal elements = (1) + ( –1) = 0
1 1
S2 = | A | = = –1–3= –4
3 1
Hence the characteristic equation is
λ2 – (0)λ + ( – 4 ) = 0
λ2 – 4 = 0
1
Hence the corresponding Eigenvector is X 1
3
Case 2. If λ = 2, then equation (1) becomes
1 1 x1 0
3 3 x2 0
x1 x2 0
3x1 3 x2 0
i.e., we get, only one equation x1 x2 0
i.e., x1 x2
x1 x2
1 1
1
Hence the corresponding Eigenvector is X 2
1
TYPE – 1 NON-SYMMETRIC MATRIX WITH NON-REPEATED EIGENVALUES
1 0 1
2. Find the eigen values and eigen vectors of the matrix A 1 2 1 .
2 2 3
Solution:
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
where S1 = Sum of the diagonal elements=1+2+3 = 6
S 2 = Sum of the minors of the diagonal elements.
2 1 1 1 1 0
= 4 5 2 11
2 3 2 3 1 2
1 0 1
S3 = A 1 2 1 6
2 2 3
Therefore, the Characteristic equation is: λ3 – 6λ2 +11λ – 6 = 0
(λ – 1)(λ 2 –5λ + 6)= 0
λ=1 and λ 2 –5λ +6= 0
(λ-2) (λ-3)=0
λ=1, 2, 3
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0
1 0 1 x1 0
1 2 1 x2 0 (A)
2 3 x3 0
2
(1 – λ) x1 + 0 x2 – x3 = 0
x1 + (2 – λ) x2 + x3 =0
2 x1 + 2 x2 + (3 – λ) x3 = 0
2
Hence, the corresponding Eigen vector is X 2 1 .
2
Case (3) : = 3 Then Equation (A) becomes
2 0 1 x1 0
1 1 1 x2 0
2 2 0 x3 0
–2 x1 + 0 x2 – x3 = 0
x1 – x2 + x3 =0
2 x1 + 2 x2 + 0 x3 = 0
–7 x1 + 2 x2 –3 x3 = 0
2x1 – 4 x2 – 6 x3 = 0
– x1 – 2 x2 –5 x3 = 0
6 6 5
4. Find the eigen values and eigen vectors of the matrix A 14 13 10 .
7 6 4
Solution:
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
Where S1 = Sum of the diagonal elements = 6 – 13 + 4 = – 3
S 2 = Sum of the minors of the diagonal elements.
13 10 6 5 6 6
= 8 11 6 3
6 4 7 4 14 13
=4 – 0 + 4 – 0 + 4 – 0 = 12
6 6 5
S3 = A 14 13 10 1
7 6 4
Put x1 = 0.
– 6 x2 + 5 x3 =0
5 x3 = 6 x2
x2 x3
5 6
0
Hence, the corresponding Eigen vector is X 1 5 .
6
Put x2 = 0.
7x1 + 5 x3 = 0
7x1 = – 5 x3
x1 x
3
5 7
5
Hence, the corresponding Eigen vector is X 2 0 .
7
Put x3 = 0.
7x1 – 6 x2 + 5 x3 =0
7x1 = 6 x2
x1 x2
6 7
6
Hence, the corresponding Eigen vector is X 3 7 .
0
TYPE – 3 SYMMETRIC MATRIX WITH NON-REPEATED EIGEN VALUES
3 1 1
5. Find the eigen values and eigen vectors of the matrix A 1 5 1 .
1 1 3
Solution:
The characteristic equation of A is A I 0
The characteristic equation is S1 S2 S3 0
3 2
2
Hence, the corresponding Eigen vector is X 1 1
1
X 2 X 3 0 0a b c 0 (8)
T
1
Hence, the corresponding Eigen vector X 3 1 .
1
Solution:
Let the third eigen value of A be 3
Sum of the eigen values = 3 + 5 + 3 =8 + 3 =trace of A
8 + 3 =8 + 7 + 3
3 =18 – 8 =10, 3 = 10.
Hence, A product of the eigen values of A
A 3 5 10 150 .
11. If the eigen values of the matrix A of order 3 × 3 matrix are 2,3 and 1, then find the eigen
values of adjoint of A.
Solution: We know that, adjoint of A = A 1 A .
A = product of the eigen values = (2)(3)(1) = 6.
1 1
Eigen values of A1 = , ,1.
2 3
1 1
Eigen values of adjA = (6), (6),(1)(6) 3, 2,6
2 3
2 0 1
12. If 1 and 2 are the two eigen values of A 0 2 0 , find A without expanding the
1 0 2
determinant.
Solution: Let λ be the third eigen value of the given matrix.
We know that, sum of the eigen values = sum of the main diagonal elements.
i.e. 1 + 2 + λ = 2+2+2 λ = 3
Now, A = product of all eigen values = (1)(2)(3) = 6
7 4 4
13. One of the eigen values of 4 8 1 is –9, find the other two eigen values.
4 1 8
(1) 1 7 . Hence the other two eigen values are 7 and -7.
1 2 2 3
2
14. If 2 is an eigen vector of
1 6 , find the corresponding eigen value.
1 1 2 0
2 2 3 x1 0 2 2 3 1 0
Solution: (A - I)X = 0 2 1 6 x 2 0 2 1 6 2 0
1 2 x 3 0 1 2 1 0
(–2–)(1)+2(2)+(-3)(-1) = 0 = 5.
a 4
15. Find the constants ‘a’ & ‘c’ such that the matrix has 3 & –2 as its eigen values.
1 c
Solution:
Sum of the eigen values = sum of the main diagonals a + c = 3–2 = 1-----(1)
product of the eigen values = A (3)(-2) = ac – 4
i.e. –6 = ac – 4 ac = -2
c = -2/a
sub c in (1) a + c = 1 a + (-2/a) =1 a2-2 = a i.e. a2-a-2 =0
solving a = -1, 2 c = 2,-1
16. If is the eigen value of the matrix A, then prove that 2 is the eigen value of A2.
Solution:
Let X be the eigen vector of the matrix A corresponding to the eigen value , then AX = X.
Multiply by A A2 X = A (X)
= (AX)
= ( X)
= 2X
Hence, is the eigen value of A2.
2
17. If 2,-1,-3 are the eigen values of the matrix A, find the eigen values of the matrix A2 2I .
Solution : The eigen values of A2 are 22, (-1)2 ,(-3)2 = 4, 1, 9.
The eigen values of A2-2I are 4 – 2,1–2,9 –2 = 2,–1,7
2 0 1
18. If 2,3 are the two eigen values of 0 2 0 ,then find the value of b.
b 0 2
Solution: Let be the third eigen value of the given matrix.
Sum of the eigen values = sum of the main diagonals
i.e. 2+3+ = 6 = 1.
product of the eigen values = A
(1)(2)(3) = 2(4) +1(-2b) 6 = 8-2b b=1.
DIAGONALIZATION
The process of transforming a square matrix A in to a diagonal matrix D is called
diagonalization. A real symmetric matrix A is said to be orthogonal diagonalizable, if there
exists an orthogonal matrix N such that D = N–1 A N = NT A N, where N is the modal matrix
and NT is the transpose of the modal matrix. Diagonisation by orthogonal transformation is
possible only for a real symmetric matrix.
2 1 1
19. Diagonalize the matrix A= 1 2 1 by means of an orthogonal transformation.
1 1 2
Solution:
The characteristic equation of A is A I 0
The characteristic equation is: 3 S1 2 S2 S3 0
where S1 = Sum of the main diagonal elements=2 + 2 + 2 = 6
S 2 = Sum of the minors of the main diagonal elements.
2 1 2 1 2 1
=
1 2 1 2 1 2
=( 4-1) + (4 - 1 ) + ( 4 - 1 ) = 3+3+3 = 9
2 1 1
S3 = A 1 2 1
1 1 2
= 2(4 1) 1(2 1) 1(1 2) = 6 1 1 4
Therefore, The Characteristic equation is λ3 – 6 λ2 + 9λ – 4 = 0.
To Solve the Characteristic equation
λ3 – 6 λ2 + 9λ – 4 = 0.
If 1, then λ3 – 6λ2 + 9λ – 4= 1 – 6 +9 – 4 = 0
Therefore, 1 is a root.
By Synthetic division
1 6 9 4
1
0 1 5 4
1 5 4 0
Other roots are given by 2 5 4 0
( 1)( 4) 0
i.e., 1, 4
Hence , the Eigen values are λ = 1, 1, 4
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0
2 1 1 x1 0
1 2 1 x 2 0 (A)
1 1 2
x 3 0
1
Hence, the corresponding Eigen vector X 2 1
0
Case (3) : = 1
a
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2 .
c
X 3 X1 0 a b c 0 (7)
T
X X 2 0 a b 0c 0 (8)
T
3
1 1
6
X3 1 1
2
6
2
6
1 1 1 1 1 1
3 2 6 3 3 3
Normalized modal matrix N= 1 1 1 1 1 0
, N
T
3 2 6 2 2 2
1 0 2 1 1 2
3 6 6
2 6 6
To find AN:
1 1 1
3 2 6
2 1 1
1 1 1
AN 1 2 1
1 1 2 3 2 6
1
2
3 0
6
2 11 2 1 0 2 1 2 4 1 1
3 2 6 3 2 6
1 2 1 1 2 0 1 2 2 4 1 1
3 2 6 3 2 6
11 2 1 1 0 1 1 4 4 2
0
3 2 6 3 6
D N T AN :
1 1 1 4 1 1
3 3 3 3 2 6
1 1 0 4 1 1
D N AN
T
2 2 2 3 2 6
1 1 2 4 2
0
6 6 6 3 6
4 4 4 1 1 0 1 1 2
3
6 18 4 0 0
4 4 0 11 0 1 1 0
0 1 0 D ( 4 , 1 , 1)
6 2 12
0 0 1
4 4 8 1 1 0 11 4
18 12 6
QUADRATIC FORM
A homogeneous polynomial of second degree in any number of variables is called quadratic
form. Every quadratic form can be expressed as 𝑋𝐴𝑋 𝑇 , where A is a symmetric matrix of the
2 1 1
coeff .x 2
coeff .xy
2
coeff .xz
form A= coeff . yx coeff . yz
1 1
coeff . y 2
2 2
1 coeff .zx 1
coeff .zy coeff .z
2 .
2 2
CANONICAL FORM
Canonical form is equal to the sum or difference of squares of any number of variables.
Matrix form of the Canonical Form: Every canonical form can be expressed as Y TDY where
D is a diagonal matrix.
ORTHOGONAL REDUCTION
The orthogonal transformation X=NY reduces the quadratic form to canonical form provided
= YT(D)Y
The number of nonzero terms in the canonical form is called rank of the quadratic form.
The number of positive terms in the canonical form is called index of the quadratic form.
The difference between positive and negative terms in the canonical form is called signature.
Negative definite All the eigen values are negative D1, D3 are negative D2 is positive
All the eigen values are positive and D10 , D2 0, D30 and
Positive semi definite
atleast one is zero atleast one is zero
All the eigen values are negative D1≤0 , D2 ≤0, D3 ≤ 0and atleast
Negative semi definite
and atleast one is zero one is zero
eigen values are positive and
Indefinite All the other cases
negative
a11 a12 a13
a11 a12
Where, D1 a11 , D2 , D3 a21 a22 a23 .
a21 a22
a31 a32 a33
1 1 x1 0
(A)
1 1 x2 0
1 1 x1 0
1 1 x 2 0
x1 x2 0 (1)
x1 x2 0 (2)
x1 x2
x1 x2 ,
1 1
1
Hence, the corresponding Eigen vector is X 1
1
1
They are pairwise Orthogonal.
1 1 1
X1 2 1 2
1 X2
1 1 1
2 2
1 1 1 1
2
2 2 2
Normalized modal matrix N= , N
T
1 1 1 1
2 2 2
2
To find AN:
1 1 1 1 1 1
1 1 2
2 2 2 2 2 0 2
AN
1 1 1 1 1
1 1
1 0 2
2 2 2 2
2 2
D N AN :
T
1 1
2 2 0 2
D N AN
T
1 1 0 2
2 2
0 1 1 0 0
D ( 0, 2 )
0 1 1 0 2
0 0 y1
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2
0 2 y2
0y1 2y2
2 2
using orthogonal transformation. Hence find its rank, index, signature and nature.
Solution:
2 1 1
coeff .x 2
coeff .xy
2
coeff .xz
8 6 2
The symmetric matrix A = coeff . yx coeff . y coeff . yz = 6 7 4
1 2 1
2 2
2 4 3
1
coeff .zx 1
coeff .zy coeff .z 2
2 2
The characteristic equation of A is A I 0
The characteristic equation is S1 S2 S3 0
3 2
2 1 1
S3 = A 1 1 2
1 2 1
= 8(21 16) 6(18 8) 2(24 14) 40 60 20 0
Therefore, the characteristic equation is λ3 – 18 λ2 +45λ = 0.
1
Hence, the corresponding Eigen vector is X 1 2
2
Case (2) : = 3 Equation (A) becomes
5 6 2 x1 0
6 4 4 x 2 0
2 4 0 x 0
3
5 x1 6 x2 2 x3 0 (4)
6 x1 4 x2 4 x3 0 (5)
2 x1 4 x2 0 x3 0 (6)
Solving (4) & (5) by rule of cross multiplication, we get
x1 x2 x3
24 8 12 20 20 36
x1 x2 x
3
16 8 16
x x x
i.e., 1 2 3
2 1 2
2
Hence, the corresponding Eigen vector is X 2 1
2
Case (3) : = 15 Equation (A) becomes
7 6 2 x1 0
6 8 4 x 2 0
2 4 12
x 3 0
7 x1 6 x2 2 x3 0 (7)
6 x1 8 x2 4 x3 0 (8)
2 x1 4 x2 12 x3 0 (9)
2
Hence, the corresponding Eigen vector is X 3 2
1
1 2 2 1 2 2
3 3 3 3 3 3
2 2
Normalized modal matrix N= , NT 2
2 1 1
3 3 3 3 3 3
2 2 1 2 2 1
3 3 3 3 3 3
To find AN:
1 2 2
3 3 3
8 6 2
2 1 2
AN 6 7 4
3 3 3
2 4 3
2 2 1
3 3 3
8 12 4 16 6 4 16 12 2
3 3 3
0 2 10
6 14 8 12 7 8 12 14 4
0 1 10
3 3 3
0 2 5
28 6 446 483
3 3 3
D N T AN :
1 2 2
3 3 3
0 2 10
2 0 1
D N AN 10
T 2 1
3 3 3
0 2 5
2 2 1
3 3 3
224 10 20 10
0 3 3
0 0 0
4 1 4 20 10 10
0 0 3 0 D ( 0,3,15)
3 3
0 0 15
0 4 2 2 20 20 5
3 3
y1
0 0 0
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 3 0 y 2
0 0 15
y3
0y1 3y2 15y3
2 2 2
orthogonal transformation. Hence find its rank, index, signature and nature.
Solution:
2 1 1
coeff .x 2
coeff .xy
2
coeff .xz
6 2 2
The symmetric matrix A= coeff . yx coeff . yz = 2 3 1
1 1
coeff . y 2
2 2
2 1 3
1 coeff .zx 1
coeff .zy coeff .z
2
2 2
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
where S1 = Sum of the main diagonal elements=6 + 3 + 3 = 12
S 2 = Sum of the minors of the main diagonal elements.
3 1 6 2 6 2
=
1 3 2 3 2 3
=( 9 – 1) + (18 – 4 ) + ( 18 – 4 ) = 8+ 14 + 14 = 36
6 2 2
S3 = A 2 3 1
2 1 3
= 6(9 1) 2(6 2) 2(2 6)
= 6(8) 2(4) 2(4) 48 8 8 32
Therefore, the characteristic equation is λ3 – 12 λ2 + 36λ – 32 = 0.
To Solve the Characteristic equation
λ3 – 12 λ2 + 36λ – 32 = 0.
If 2, then λ3 – 12 λ2 + 36λ – 32 = 8 – 42 +72 – 32 = 0
Therefore, 2 is a root.
By Synthetic division
1 12 36 32
2
0 2 20 32
1 10 16 0
The other roots are given by 2 10 16 0
( 8)( 2) 0
i.e., 8, 2
Hence , the Eigen values are λ = 8, 2, 2
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0
6 2 2 x1 0
2 3 1 x 2 0 (A)
2 1 3
x 3 0
0
Hence, the corresponding Eigen vector X 2 1
1
Case (3) : = 2
a
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2
c
X1 X 3 0 2a b c 0 (7)
T
X 2 X 3 0 0a b c 0 (8)
T
1 1
X 3 1 3
1 1
3
1
3
2 1 2 1 1
0
6 3 6 6 6
1 1 1 1 1
, N 0
T
Normalized modal matrix N=
6 2 3 2 2
1 1 1 1 1 1
6 3 3 3
2 3
To find AN:
2 1
0
6 3
6 2 2
1 1 1
AN 2 3 1
2 1 3 6 2 3
1 1 1
6 2 3
12 2 2 022 6 2 2 16 2
0
6 2 3 6 3
4 3 1 0 3 1 2 3 1 8 2 2
6 2 3 6 2 3
4 1 3 0 1 3 2 1 3 8 2 2
3 6 3
6 2 2
D N T AN :
2 1 1 16 2
0
6 6 6 6 3
1 1 8 2 2
D N AN
T
0
2 2 6 2 3
1 1 1 8 2 2
3 3 3 6 2 3
32 8 8 022 422
6
12 18 8 0 0
088 022 0 22
0 2 0 D (8, 2, 2 )
12 2 6
0 0 2
16 8 8 022 2 2 2
3
18 6
8 0 0 1
y
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 2 0 y 2
0 0 2
y3
8y12 2y22 2y32
Rank (r) = 3 (No. of non zero terms in canonical form)
Index (p) = 3 ( No. of Positive terms in canonical form)
Signature (s) = 2p – r = 2(3) – 3 = 3
Nature: Positive definite.
using orthogonal transformation. Hence find its rank, index, signature and nature.
Solution:
2 1 1
coeff.x 2
coeff.xy
2
coeff.xz 2 1 1
The symmetric matrix A= 1 coeff. yx 2
coeff. yz
coeff. y 2
1 = 1 1
2
2
1 2 1
1 coeff.zx 1
coeff.zy coeff.z
2
2 2
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
where S1 = Sum of the main diagonal elements=2 + 1 + 1 = 4
S 2 = Sum of the minors of the main diagonal elements.
1 2 2 1 2 1
=
2 1 1 1 1 1
=1 – 4 + 2 - 1 + 2 – 1 = -3 +1 +1 = - 1
2 1 1
S3 = A 1 1 2
1 2 1
= 2(1 4) 1(1 2) 1(2 1)
= 6 1 1 4
Therefore, The Characteristic equation is λ3 – 4 λ2 – λ +4 = 0.
To Solve the Characteristic equation
λ3 – 4 λ2 – λ +4 = 0
If 1, then λ3 – 12 λ2 + 36λ – 32 = 1– 4 –1 +4 = 0
Therefore, 1 is a root.
By Synthetic division
1 4 1 4
1
0 1 3 4
1 3 4 0
Other roots are given by 2 3 4 0
( 4)( 1) 0
i.e., 4, 1
Hence , the Eigen values are λ = –1 , 1, 4
To find the Eigen Vectors:
To get the Eigenvectors, solve ( A I ) X 0
2 1 1 x1 0
1 1 2 x 2 0 (A)
1 2 1
x 3 0
x1 x2 x
3
2 2 1 6 6 1
x1 x2 x3
0 5 5
x x x
i.e., 1 2 3
0 1 1
0
Hence, the corresponding Eigen vector is X 1 1
1
Case (2) : = 1 Then equation (A) becomes
1 1 1 x1 0
1 0 2 x 2 0
1 2 0 x 0
3
x1 x2 x3 0 (4)
x1 0 x2 2 x3 0 (5)
x1 2 x2 0 x3 0 (6)
Solving (4) & (5) by rule of cross multiplication, we get
x1 x2 x
3
2 0 1 2 0 1
x1 x2 x3
2 1 1
x x x
i.e., 1 2 3
2 1 1
2
Hence, the corresponding Eigen vector is X 2 1
1
Case (3) : = 4 Then equation (A) becomes
2 1 1 x1 0
1 3 2 x 2 0
1 2 3 x 0
3
2 x1 x2 x3 0 (7)
x1 3x2 2 x3 0 (8)
x1 2 x2 3x3 0 (9)
Solving (7) & (8) by rule of cross multiplication, we get
x1 x2 x
3
2 3 1 4 6 1
x1 x2 x3
5 5 5
x x x
i.e., 1 2 3
1 1 1
1
Hence, the corresponding Eigen vector is X 3 1
1
Eigenvector Normalised form
0
0 2
1
X1 1 2
1
1
2
2
2 6
1
X 2 1
1 6
1
6
1
3
1
1
X3 1
1 3
1
3
2 1 1 1
0 0
6 3 2 2
1 1 1 2 1 1
, N
T
Normalized modal matrix N=
2 6 3 6 6 6
1 1 1 1 1 1
3
2 6 3 3 3
To find AN:
2 1
0
1 6 3
2 1
1 1 1
AN 1 1 2
1 2 1
2 6 3
1 1
1
2 6 3
0 11 4 11 2 11 2 4
0
2 6 3 6 3
0 1 2 2 1 2 1 1 2 1 1 4
2 6 3 2 6 3
0 2 1 2 2 1 1 2 1 1 1 4
3 2 3
2 6 6
D N T AN :
y1
1 0 0
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 1 0 y 2
0 0 4
y3
1y1 y2 4y3
2 2 2
Solution:
2 1 1
coeff .x 2
coeff .xy
2
coeff .xz
2 2 0
The symmetric matrix A= coeff . yx coeff . yz = 2
1 2 1
coeff . y 5 0
2 2
0 0 3
1 coeff .zx 1
coeff .zy coeff .z
2
2 2
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
where S1 = Sum of the main diagonal elements=2 + 5 + 3 = 10
S 2 = Sum of the minors of the main diagonal elements.
5 0 2 0 2 2
= 15 6 (10 4) 27
0 3 0 3 2 5
2 2 0
S3 = A 2 5 0 2(15 0) 2(6 0) 0 18
0 0 3
Therefore, the Characteristic equation is λ3 – 10 λ2 + 27λ -18 = 0.
To Solve the Characteristic equation
λ3 – 10 λ2 – 27λ +18 = 0
If 1, then λ3 – 10 λ2 – 27λ +18 = 1- 10 +27 -18 = 0
Therefore, 1 is a root.
By Synthetic division
1 10 27 18
1
0 1 9 18
1 9 18 0
2 2 0 x1 0
2 5 0 x 2 0 (A)
0 3
0 x 3 0
Case (1) : = 1 Then equation (A) becomes
1 2 0 x1 0
2 4 0 x 2 0 (A)
0 0 2
x 3 0
x1 2 x2 0 x3 0 (1)
2 x1 4 x2 0 x3 0 (2)
0 x1 0 x2 2 x3 0 (3)
Solving (1) & (2) by rule of cross multiplication, we get
x1 x x
2 3
4 0 0 2 2 4
0 2 2 0 0 0
x1 x2 x3
8 4 0
x x x
i.e., 1 2 3
2 1 0
2
Hence, the corresponding Eigen vector is X 1 1
0
Case (2) : = 3 Then equation (A) becomes
1 2 0 x1 0
2 2 0 x 2 0 (A)
0 0 0 x 0
3
x1 2 x2 0 x3 0 (4)
2 x1 2 x2 0 x3 0 (5)
0 x1 0 x2 0 x3 0 (6)
Solving (1) & (2) by rule of cross multiplication, we get
x1 x2 x3
2 0 0 1 1 2
2 0 0 2 2 2
x1 x2 x3
0 0 6
x x x
i.e., 1 2 3
0 0 1
0 0
Hence, the corresponding Eigen vector is X 2 0 X2 0
1 1
Case (3) : = 6 Then equation (A) becomes
4 2 0 x1 0
2 1 0 x 2 0 (A)
0
0 3 x 3 0
4 x1 2 x2 0 (4)
2 x1 x2 0 (5)
0 x1 0 x2 3x3 0 (6)
Solving (1) & (2) by rule of cross multiplication, we get
x1 x2 x3
1 3 3 2 2 1
0 3 3 0 0 0
x1 x2 x3
3 6 0
x x x
i.e., 1 2 3
1 2 0
1
Hence, the corresponding Eigen vector is X 2 2
0
2 2
5
X 1 1
0 1
5
0
0 0
X2 0 0
1 1
1 1
5
X2 2
0 2
5
0
Normalized modal matrix
2 1
5 0 2 1
5 0
5 5
1 2
N 0 , NT 0 0 1
5 5
1 2
0 1 0 0
5 5
To find AN :
2 6
2 1 420 240 0
0 0 5
5 5
5
2 2 0 5 5
1 12
1 2 45 2 10 0 0
AN 2 5 0 0 0 5
5 5
5
0 0
3
5 5
0 3 0
0 1 0 0 3 0
D N T AN :
2
6
2 1 0
0 5 1 0 0
5
5 5
1
12
D N T AN 0 0 1
0 0 3 0 D
5 5
0 0 6
3 0
1 2
0 0
5 5
Thus A has been diagonalized by N through the orthogonal transformation.
y1
1 0 0
Canonical Form is Y T (N T AN)Y = Y T DY = y1 y2 y3 0 3 0 y 2
0 0 6
y3
y1 3 y2 6 y3
2 2 2
Also D = NT A N
Now N D NT = N (NT A N) NT
= (N NT) A (N NT)
=IAI
Hence N D NT = A, since N is an orthogonal matrix and N NT = I.
1 1 1 1 1
0
2 3 6 2 0 0 2 2
1 2 1 1 1
A 0 0 3 0 3
3 6 3 3
0 0 6
1 1 1 1 2 1
6 6
2 3 6 6
27. Find the rank, index and signature of the Quadratic form whose Canonical form is
x12 2x 22 3x 32 .
Solution :
Rank (r) = Number of non-zero terms in the C.F = 3
Index (p) = Number of Positive terms in the C.F = 2
Signature (s) = 2p – r =1
Solution :
0 5 1 x1
6 x
Quadratic form of A is given by XTAX = x1 x2 x3 5 1 2
1 6 2 x3
= 0x12 x 22 +2x 32 10 x1 x2 12 x2 x3 2 x3 x1 .
CAYLEY-HAMILTON THEOREM
Statement: Every square matrix satisfies its own characteristic equation.
1 2 4
32. Verify that A= satisfies its own characteristic equation and hence find A .
2 1
Solution:
1 2
Let A
2 1
The Characteristic equation of A is: A I 0
λ2 – S1λ + S2 = 0
i.e.,
where, S1 = Sum of the diagonal elements = (1) + ( –1) = 0
1 2
S2 = |A| = = –1–4= –5
2 1
Hence the characteristic equation is
λ2 – (0)λ + ( – 5 ) = 0
λ2 – 5 = 0
Cayley-Hamilton theorem states that “ Every Square matrix satisfies its own characteristic
equation “
A2 – 5I 0 ________________________________________ (1)
1 2 1 2 1 4 2 2 5 0
Verification: Find A2 as A2 =A*A= = =
2 1 2 1 2 2 4 1 0 5
and then prove A2 – 5I = 0
5 0 1 0 0 0
5
0 5 0 1 0 0
Hence, Cayley-Hamilton theorem is verified.
To find A4: Pre multiply A2 on both sides of Eqn. (1) and get A4 – 5A2 = 0
A4 = 5A2
5 0
=5
0 5
25 0
A4
0 25
1 2 1
33. Given A , Find A using Cayley – Hamilton theorem.
4 3
1 2 1 1 2 1
1 12 7 3 6 14 797
483 12 4 6 28 6 3
1 8 1 3 4 2 7 6 1
20 23 23
15 22 37
10 9 14
20 23 23 1 3 7
A A A 15 22 37 4 2 3
3 2
10 9 14 1 2 1
20 92 23 60 46 46 140 69 23
15 88 37 45 44 74 105 66 37
10 36 14 30 18 28 70 27 14
135 152 232
140 163 208
60 76 111
Substituting A3 , A2& A in (2)
A3 –4A2 -20A- 35I = 0
135 152 232 20 23 23 1 3 7 1 0 0 0 0 0
140 163 208 -4 15 22 37 -20 4 2 3 -35 0 1 0 = 0 0 0
60 76 111 10 9 14 1 2 1 0 0 1 0 0 0
135 152 232 80 92 92 20 60 140 35 0 0 0 0 0
140 163 208 60 88 148 80 40 60 - 0 35 0 = 0 0 0
60 76 111 40 36 56 20 40 20 0 0 35 0 0 0
Therefore, L. H. S = R. H. S
Hence, Cayley-Hamilton theorem is verified.
To find A4
A3 –4A2 -20A- 35I = 0 ______________________________(3)
Pre-Multiply ‘A’ in Eqn. (3)
A4 –4A3 -20 A2- 35A = 0
A4 = 4A3 +20 A2+35A
135 152 232 20 23 23 1 3 7
=4 140 163 208 +20 15 22 37 +35 4 2 3
60 76 111 10 9 14 1 2 1
540 608 928 400 460 460 35 105 245
= 560 652 832 + 300 440 740 + 140 70 105
240 304 444 200 180 280 35 70 35
975 1173 1633
= 1000 1162 1677
475 554 759
-1
To find A
From Eqn. (3), A3 –4A2 -20A- 35I = 0 _____________________________(4)
-1
Pre-Multiply ‘A ’ in Eqn. (4)
A2 –4A -20 I- 35 A-1 = 0
A1
1
35
A2 4 A 20 I
20 23 23 1 3 7 1 0 0
1
15 22 37 4 4 2 3 20 0 1 0
35
10 9 14 1 2 1 0 0 1
20 23 23 4 12 28 20 0 0
1
15 22 37 16 8 12 0 20 0
35
10 9 14 4 8 4 0 0 20
4 11 5
1
A 1 6 25
-1
35
6 1 10
1 2 2
35. Using Cayley- Hamilton theorem for the matrix A= 2 5 4 and hence find A4 and A–1.
3 7 5
Solution:
The characteristic equation of A is A I 0
The characteristic equation is: S1 S2 S3 0
3 2
To find A2
1 2 2 1 2 2
A A A 2 5 4 2 5 4
2
3 7 5 3 7 5
1 4 6 2 10 14 2 8 10
2 10 12 4 25 28 4 20 20
3 14 15 6 35 35 6 28 25
1 2 0
0 1 4
2 6 9
2 6 9 3 7 5
1 4 0 2 10 0 280
4
A =A 0 2 12 0 5 28 0 4 20 3 -5 A2+A
2 12 27 4 30 63 4 24 45
5 12 10
10 23 16
13 29 17
5 12 10 1 2 0 1 2 2
= 10 23 16 -5 0 1 4 + 2 5 4
13 29 17 2 6 9 3 7 5
5 12 10 5 10 0 1 2 2
= 10 23 16 - 0 5 20 + 2 5 4
13 29 17 10 30 45 3 7 5
1 0 8
= 8 23 32
20 52 57
-1
To find A
From Eqn. (3), A3 –A2 +5A- I = 0
Pre-Multiply ‘A-1’ in Eqn. (3)
A2 –A +5 I- A-1 = 0
A1 A2 A 5I
1 2 0 1 2 2 5 0 0
0 1 4 2 5 4 0 5 0
2 6 9 3 7 5 0 0 5
3 4 2
A 2 1 0
-1
1 1 1
1 2 1
36. Using Cayley-Hamilton theorem find the inverse of the given matrix A 2 2 1 .
1 1 3
Solution:
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
Using Cayley-Hamilton theorem, [Every square matrix satisfies its own characteristic equation]
A3 6 A2 5 A 5I 0
Multiply by A1 we get
A1 A3 6 A2 5 A 5I 0
A1 A3 6 A1 A2 5 A1 A 5 A1I 0
IA2 6 IA 5I 5 A1 0
A2 6 A 5I 5 A1 0
A1 6 A A2 5I
1
5
To find A1 :
A2 A A
1 2 1 1 2 1 6 7 6
2 2 1 2 2 1 7 9 7
1 1 3 1 1 3 6 7 11
6 A 6I A
1 0 0 1 2 1 6 12 6
0 1 0 2 2 1 12 12 6
0 0 1 1 1 3 6 6 18
6 12 6 6 7 6 0 5 0
6 A A2 12 12 6 7 9 7 5 3 1
6 6 18 6 7 11 0 1 7
0 5 0 5 0 0 5 5 0
6 A A 5I 5 3 1 0
2
5 0 5 2 1
0 1 7 0 0 5 0 1 2
5 5 0
A1 5 2 1
1
5
0 1 2
37. Using Cayley-Hamilton theorem, find the matrix represented by
2 1 1
A8 5 A7 7 A6 3 A5 A4 5 A3 8 A2 2 A I when A 0 1 0 .
1 1 2
Solution:
The characteristic equation of A is A I 0
The characteristic equation is 3 S1 2 S2 S3 0
2 1 1
S3 = A 0 1 0
1 1 2
= 2(2 0) 1(0 0) 1(0 1) 4 1 3
Therefore, The Characteristic equation is λ3 –5λ2 +7λ-3 = 0 _____________(1)
Replace λ by A in (1)
A3 –5A2 +7A- 3I= 0 ___________________________(2)
Cayley-Hamilton theorem states that “ Every Square matrix satisfies its own characteristic
equation “
A3 – 5A2 + 7A – 3I = 0
A8 5 A7 7 A6 3 A5 A4 5 A3 8 A2 2 A I
A5 A3 – 5 A2 7 A – 3I
A A3 – 5 A2 7 A – 3I – 15 A2 5 A – I
[from Eqn. (2)]
– 15 A 5 A – I
2
To find A2
2 1 1 2 1 1
A A* A 0
2
1 00 1 0
1 1 2 11 2
4 0 1 2 11 2 0 2
0 0 1 0 1 0 0 0 0
20 2 1 1 2 1 0 4
5 4 4
0 1 0
4 4 5
5 4 4 2 1 1 1 0 0
– 15 A 5 A – I 15 0
2
1 0 5 0 1 0 0 1 0
4 4 5 1 1 2 0 0 1
75 60 60 10 5 5 1 0 0
0 15 0 0 5 0 0 1 0
60 60 75 5 5 10 0 0 1
66 55 55
0 11 0
55 55 66
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