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