Chap3 - Determinants and Diagonalizations
Chap3 - Determinants and Diagonalizations
Chap3 - Determinants and Diagonalizations
Linear Algebra
1. Cofactor Expansion
1
3.1
Cofactor expansion
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DETERMINANTS OF 𝟏 × 𝟏 AND 𝟐 × 𝟐 MATRICES
∎ Determinant of (1 × 1)-matrices:
det 𝑎 = 𝑎.
∎ Determinant of (2 × 2)-matrices:
𝑎 𝑏
det = 𝑎𝑑 − 𝑏𝑐.
𝑐 𝑑
We also use the notation
𝑎 𝑏 𝑎 𝑏
∶= det .
𝑐 𝑑 𝑐 𝑑
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DETERMINANTS OF (𝟑 × 𝟑)-MATRICES
𝑚 𝑛 𝑝
𝑞 𝑟 𝑠
𝑡 𝑢 𝑣
𝑟 𝑠 𝑞 𝑠 𝑞 𝑟
=𝑚 −𝑛 +𝑝
𝑢 𝑣 𝑡 𝑣 𝑡 𝑢
= 𝑚 𝑟𝑣 − 𝑠𝑢 − 𝑛 𝑞𝑣 − 𝑠𝑡 + 𝑝(𝑞𝑢 − 𝑟𝑡)
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EXAMPLE
2 −5 2
1 0 −4
3 2 1
0 −4 1 −4 1 0
= +2 −(−5) +2
2 1 3 1 3 2
= 2 × 8 + 5 × 13 + 2 × 2 = 85.
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COFACTORS
Let 𝐴 be a square matrix.
1. 𝐴𝑖,𝑗 is the matrix obtained from 𝐴 by deleting row 𝒊 and column 𝒋.
4 2 1 4
Example. 𝐴= 1 −3 5 0
0 6 8 1
3 7 −5 9
−3 5 0 4 2 4 2 1 4
𝐴1,1 = 6 8 1 𝐴2,3 = 0 6 1 𝐴3,1 = −3 5 0
7 −5 9 3 7 9 7 −5 9
= 𝑎1,1 −1 1+1 det 𝐴1,1 + 𝑎1,2 −1 1+2 det 𝐴1,2 + ⋯ + 𝑎1,𝑛 det 𝐴1,𝑛 .
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EXAMPLE
2 −5 2
Example. Calculate the determinant: 1 0 −4
3 2 1
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EQUIVALENT FORMULAS OF DETERMINANT
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EQUIVALENT FORMULAS OF DETERMINANT (cont)
∎ Along row 𝑖:
∎ Along column 𝑗:
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EXAMPLE
Find determinant for each of the following matrices:
0 2 −1 5
1 2 5 0 6 4 3
A = 0 7 0 B=
0 7 −1 0
1 2 5
0 1 8 2
1 2 −1 5 1 2 −1 5
0 0 6 4 3
6 4 3
C= C'=
0 0 −1 0 0 0 0 2
0 0 0 2 0 0 −1 0
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Exercise. Calculate the determinant of the below matrix using the cofactor expansion
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BASIC PROPERTIES OF DETERMINANT
1. If the matrix 𝐴 has a zero row then det 𝐴 = 0.
4 2 1 4
Example. 𝐴 = 1 −3 5 0 det 𝐴 = 0.
0 0 0 0
3 7 −5 9
3 0 1 4
Example. 𝐴 = 1 0 5 0 det 𝐴 = 0.
8 0 7 −7
3 0 5 −9
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BASIC PROPERTIES OF DETERMINANT (cont)
4 2 1 4
Example. 𝐴 = 0 −3 5 0
0 0 2 0
0 0 0 9
det 𝐴 = 4 × −3 × 2 × 9 = −216.
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BASIC PROPERTIES OF DETERMINANT (cont)
4 2 1 4 4 2 1 4
Row2 ↔ Row3
Example. 𝐴 = 7 −3 5 0 𝐵 = −2 0 2 6
−2 0 2 6 → 7 −3 5 0
3 5 1 9 3 5 1 9
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BASIC PROPERTIES OF DETERMINANT (cont)
det 𝐵 = 𝑘det(𝐴).
4 2 1 4 4 6 1 4
3 × Col2
𝐴 = 7 −3 5 0 𝐵= 7 −9 5 0
Example.
−2 0 2 6 → −2 0 2 6
3 5 1 9 3 15 1 9
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BASIC PROPERTIES OF DETERMINANT (cont)
4 2 1 4 4 2 1 0
Col4 − 2 × Col2
𝐴 = 7 −3 5 0 𝐵 = 7 −3 5 6
Example.
−2 0 2 6 → −2 0 2 6
3 5 1 9 3 5 1 −1
8. If 𝐴 has two rows (or column) that are the same then
det 𝐴 = 0.
4 2 1 4
Example. 𝐴 = 7 −3 5 0 .
−2 0 2 6
4 2 1 4
We have det 𝐴 = 0.
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EXAMPLE
1 1 2 5 Row4 −2 ×Row1
1 1 2 5
Row1 ↔ Row4
0 2 −1 3 0 2 −1 3
→ 0 5 1 1 → 0 5 1 1
2 3 1 1 0 1 −3 −9
Row2 ↔ Row4
1 1 2 5 Row3 − 5 × Row2 1 1 2 5 1
× Row3
0 1 −3 −9 0 1 −3 −9 16
→ 0 5 1 1 → 0 0 16 46 →
Row4 − 2 ×Row2
0 2 −1 3 0 0 5 21
1 1 2 5 1 1 2 5
Row4 −5 × Row3
0 1 −3 −9 0 1 −3 −9
0 0 1 23/8 → 0 0 1 23/8
0 0 5 21 0 0 0 53/8
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A THEOREM
Theorem.
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DETERMINANT WITH BLOCKS
𝐴 𝑋
𝑴= =
0 𝐵
= 5 × −1 × −7 = 35.
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DETERMINANT WITH BLOCKS (cont)
𝐴 𝑋
1. det = det(𝐴)det(𝐵).
0 𝐵
𝐴 0
2. det = det(𝐴)det(𝐵).
𝑌 𝐵
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𝐴 𝑋
𝑴= =
0 𝐵
= 1 × 3 × 4 = 12.
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3.2
Determinant and matrix inverses
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ADJUGATE MATRIX OF (𝟐 × 𝟐)-MATRICES
𝑎 𝑏
Recall: if 𝐴 = then the adjugate matrix of 𝐴 is
𝑐 𝑑
𝑑 −𝑏
𝑎𝑑𝑗 𝐴 = ,
−𝑐 𝑎
and if det 𝐴 ≠ 0 then
−1 1 1 𝑑 −𝑏
𝐴 = 𝑎𝑑𝑗 𝐴 =
det(𝐴) 𝑎𝑑−𝑏𝑐 −𝑐 𝑎
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ADJUGATE MATRIX OF (𝟑 × 𝟑)-MATRICES
𝑎1,1 𝑎1,2 𝑎1,3
𝐴 = 𝑎2,1 𝑎2,2 𝑎2,3
𝑎3,1 𝑎3,2 𝑎3,3
𝑖+𝑗
Recall: The (𝒊, 𝒋)-cofactor of 𝐴 is 𝑐𝑖,𝑗 = −1 det(𝐴𝑖,𝑗 ) where 𝐴𝑖,𝑗 is obtained from 𝐴
by deleting row 𝑖 and column 𝑗.
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EXAMPLE 2 −5 2
𝐴= 1 0 −4 .
3 2 1
1. Find det(𝐴). 2. Find 𝑎𝑑𝑗(𝐴). 3. Calculate 𝐴 × 𝑎𝑑𝑗(𝐴).
8 −13 2
= 9 −4 −19 .
20 10 5
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The adjugate matrix of 𝐴 is
𝑇
8 −13 2 8 9 20
𝑎𝑑𝑗 𝐴 = 9 −4 −19 = −13 −4 10 .
20 10 5 2 −19 5
3. 𝐴 × 𝑎𝑑𝑗 𝐴
2 −5 2 8 9 20 85 0 0
= 1 0 −4 × −13 −4 10 = 0 85 0
3 2 1 2 −19 5 0 0 85
1 0 0
= 85 × 0 1 0 = det 𝐴 × 𝐼.
0 0 1
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ADJUGATE MATRIX OF (𝒏 × 𝒏)-MATRICES
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A THEOREM
2. 𝐴 is invertible ⇔ det 𝐴 ≠ 0.
−1 1
𝐴 = 𝑎𝑑𝑗 𝐴 .
det(𝐴)
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EXAMPLE 1 5 2
𝐴= 0 2 −1 .
1 3 4
1. Find det(𝐴). 2. Find 𝑎𝑑𝑗(𝐴). 3. Find 𝐴−1 .
Solution. 1. det 𝐴 = 1 × 11 − 0 + 1 × −9 = 2.
11 −1 −2
= −14 2 2 .
−9 1 2
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The adjugate matrix of 𝐴 is
𝑇
11 −1 −2 11 −14 −9
𝑎𝑑𝑗 𝐴 = −14 2 2 = −1 2 1 .
−9 1 2 −2 2 2
3. The inverse of 𝐴 is
1
𝐴−1 = 𝑎𝑑𝑗 𝐴
det(𝐴)
11/2 −7 −9/2
= −1/2 1 1/2 .
−1 1 1
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EXERCISE
33
CRAMER’S RULE – AN EXAMPLE
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1 2 3 0
𝐴 = 0 2 −1 , 𝐵 = 3 .
1 2 4 −1
Step 1. det 𝐴 = 2.
Step 2. Write down the matrices obtained by replacing each column of 𝐴 by 𝐵.
0 2 3 1 0 3 1 2 0
𝐴1 = 3 2 −1 , 𝐴2 = 0 3 −1 and 𝐴3 = 0 2 3 .
−1 2 4 1 −1 4 1 2 −1
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REVIEW: INVERTIBLE MATRIX THEOREM
Let 𝐴 be a square matrix of size 𝑛 × 𝑛. The following conditions are equivalent.
1. 𝐴 is invertible.
7. Rank 𝐴 = 𝑛.
8. det 𝐴 ≠ 0 .
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EXERCISES
Determine whether the following statements are true or false.
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d. If 𝐴𝑇 = −𝐴 then det 𝐴 = 1.
e. If 𝑎𝑑𝑗 𝐴 = 0 then 𝐴 = 0.
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EXERCISE
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EXERCISES
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3.3
Diagonalization and Eigenvalues
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CHARACTERISTIC POLYNOMIAL
𝑐𝐴 𝑥 = det(𝑥𝐼 − 𝐴).
2 1
Example. Consider 𝐴 = .
3 4
𝑥 0 2 1 𝑥−2 −1
We have 𝑥𝐼 − 𝐴 = − = .
0 𝑥 3 4 −3 𝑥−4
So the characteristic polynomial of 𝐴 is
𝑥−2 −1
𝑐𝐴 𝑥 = det
−3 𝑥−4
= 𝑥 − 2 𝑥 − 4 − 3 = 𝑥 2 − 6𝑥 + 5.
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EIGENVALUES
Definition. Let 𝐴 be a square matrix. The eigenvalues of 𝑨 are the solutions of
the equation
𝑐𝐴 𝑥 = 0.
2 1
Example. Consider 𝐴 = .
3 4
We have found 𝑐𝐴 𝑥 = 𝑥 2 − 6𝑥 + 5.
Solving the equation
𝑥 2 − 6𝑥 + 5 = 0
⇔ 𝑥 = 1 or 𝑥 = 5,
we deduce that the eigenvalues of 𝐴 are 1 and 5.
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EIGENVECTORS
𝜆𝐼 − 𝐴 𝑋 = 0 (1)
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EIGENVECTORS – AN EXAMPLE
2 1
Example. Consider 𝐴 = .
3 4
We have found that 𝐴 has two eigenvalues 𝜆1 = 1 and 𝜆2 = 5.
To find 𝜆1 -eigenvectors, we need to solve 𝜆1 𝐼 − 𝐴 𝑋 = 0 (1)
1 0 2 1 −1 −1
We have 𝜆1 𝐼 − 𝐴 = 1 × − = .
0 1 3 4 −3 −3
𝑥 −𝑥 − 𝑦 = 0
Putting 𝑋 = 𝑦 , then (1) is equivalent to ቊ
−3𝑥 − 3𝑦 = 0.
−𝑡 −1 −1
We find 𝑋 = =𝑡 . So all the 𝜆1 -eigenvectors are 𝑡 for 𝑡 ∈ ℝ\{0}.
𝑡 1 1
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To find 𝜆2 -eigenvectors, we need to solve 𝜆2 𝐼 − 𝐴 𝑋 = 0 (2)
1 0 2 1 3 −1
We have 𝜆2 𝐼 − 𝐴 = 5 × − = .
0 1 3 4 −3 1
3𝑥 − 𝑦 = 0
So (2) is equivalent to ቊ
−3𝑥 + 𝑦 = 0.
𝑠 1 1
We find 𝑋 = = 𝑠 . So all the 𝜆2 -eigenvectors are 𝑠 for 𝑠 ∈ ℝ\{0}.
3𝑠 3 3
−1 1
We deduce that all the eigenvectors of 𝐴 are 𝑡 and 𝑠 for 𝑠, 𝑡 ∈ ℝ\{0}.
1 3
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AN OBSERVATION
−1 1 2 1
Note: and are called the basic eigenvectors of 𝐴 = .
1 3 3 4
−1 1
Consider 𝑃 = . Let us compute 𝑃−1 𝐴𝑃.
1 3
−3/4 1/4
𝑃−1 = .
1/4 1/4
−3/4 1/4 2 1 −1 1
𝑃−1 𝐴𝑃 = × ×
1/4 1/4 3 4 1 3
−3/4 1/4 −1 1 1 0 𝜆1 0
= × = = .
5/4 5/4 1 3 0 5 0 𝜆2
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DIAGONALIZATION
Definition. A diagonal matrix is a square matrix of the form
= 𝑑𝑖𝑎𝑔(𝜆1 , 𝜆2 , ⋯ , 𝜆𝑛 )
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AN APPLICATION ∎ Note: for every 𝑘 ≥ 1 one has
𝑃 = 𝑋1 𝑋2 | ⋯ | 𝑋𝑛 ]
𝑃−1 𝐴𝑃 = 𝑑𝑖𝑎𝑔(𝜆1 , 𝜆2 , ⋯ , 𝜆𝑛 )
For a matrix that is not diagonalizable, see Example 3.3.10 (page 179).
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