20mhg01 Matrix

SRIT / 20MHG01 / Calculus and Linear Algebra / Matrices
SRI RAMAKRISHNA INSTITUTE OF TECHNOLOGY

(AN AUTONOMOUS INSTITUTION)
COIMBATORE- 641010
20MHG01 & CALCULUS AND LINEAR ALGEBRA
Matrices
Introduction to Matrices
Matrix : A Mathematical Definition
In linear algebra, a matrix is a rectangular array of numbers, symbols or expressions
that are arranged in rows and columns. A vector is an array of scalars, and a matrix is an
array of vectors.
[ ] ( ) [ ] ( ) [ ] ( )
Square matrix
A matrix , if the number of rows are equal to number of columns, then it is said to be
a square matrix.
[ ] ( ) ( )
Rectangular matrix
A matrix , if the number of rows are not equal to number of columns, then it is said
to be a rectangular matrix.
[ ] ( ) ( )
Diagonal matrix
A square matrix is said to be diagonal, except the principal diagonal all the other
elements are zero.
[ ] ( ) ( ) ( )
SRIT / M & H / M. Vijaya Kumar 1

Identity (or) Unit Matrix
A square matrix is said to be identity, all the principal diagonals are equal to 1 and the
other elements are zero. ( ) ( )
Upper Triangular matrix

A square matrix said to be an upper triangular matrix if all of its elements below the
principal diagonal are zero.
[ ] ( ) ( ) ( )
Lower Triangular matrix

A square matrix said to be a lower triangular matrix if all of its elements above the
principal diagonal are zero.
[ ] ( ) ( ) ( )
Symmetric Matrix
A square matrix is said to be a symmetric matrix if it is equal to its transpose. That is
.
[ ] ( ) [ ] ( )
Skew Symmetric Matrix

A square matrix is said to be a skew symmetric matrix if it is equal to its transpose but
opposite in sign. That is .
[ ] ( ) [ ] ( )
Null (or) Zero Matrix

A matrix which contains all the elements are zero is said to be zero matrix.
[ ] ( )
Row Matrix
A matrix which contains only one row of elements is said to be a row matrix.
[ ] ( ) ( )
Column Matrix
A matrix which contains only one column of elements is said to be a column matrix.
[ ] ( ) ( )
Transpose of a Matrix
The transpose of matrix is obtained by interchanging its rows into columns is
known as transpose of and is denoted by .
[ ] ( ) [ ] ( )
Singular Matrix
If A is square matrix of order , then A is said to be singular matrix if its determinant
is equal to zero. ( ) .
[ ] ( )
( ) ( ) ( )
[ ] ( )
( ) ( ) ( ) ( )
Non - Singular Matrix

If A is square matrix of order , then A is said to be non - singular matrix if its
determinant is not equal to zero. ( )
[ ] ( ) ( ) ( ) ( )
[ ] ( ) ( ) ( ) ( ) ( )
Inverse of a Matrix
Let be an matrix and is also and matrix, then the new matrix is
inverse of a matrix iff or and is demoted by .
| |
| |
Eigen values and Eigen vectors
History
Eigenvalues are often introduced in the context of linear algebra or matrix theory.
Historically, however, they arose in the study of quadratic forms and differential equations.
Euler had also studied the rotational motion of a rigid body and discovered the
importance of the principal axes. As Lagrange realized, the principal axes are the
eigenvectors of the inertia matrix. In the early 19th century, Cauchy saw how their work
could be used to classify the quadric surfaces, and generalized it to arbitrary dimensions.
Cauchy also coined the term racine caractéristique (characteristic root) for what is now
called eigenvalue; his term survives in characteristic equation.
Fourier used the work of Laplace and Lagrange to solve the heat equation by
separation of variables in his famous 1822 book Théorie analytique de la chaleur. Sturm
developed Fourier's ideas further and he brought them to the attention of Cauchy, who
combined them with his own ideas and arrived at the fact that symmetric matrices have
real eigenvalues. This was extended by Hermite in 1855 to what are now called Hermitian
matrices. Around the same time, Brioschi proved that the eigenvalues of orthogonal
matrices lie on the unit circle, and Clebsch found the corresponding result for skew-
symmetric matrices. Finally, Weierstrass clarified an important aspect in the stability
theory started by Laplace by realizing that defective matrices can cause instability.
In the meantime, Liouville studied eigenvalue problems similar to those of Sturm; the
discipline that grew out of their work is now called Sturm-Liouville theory. Schwarz studied
the first eigenvalue of Laplace's equation on general domains towards the end of the 19th
century, while Poincaré studied Poisson's equation a few years later.
At the start of the 20th century, Hilbert studied the eigenvalues of integral operators
by viewing the operators as infinite matrices. He was the first to use the German word eigen
to denote eigenvalues and eigenvectors in 1904, though he may have been following a
related usage by Helmholtz. "Eigen" can be translated as "own", "peculiar to",
"characteristic", or "individual" — emphasizing how important eigenvalues are to defining
the unique nature of a specific transformation. For some time, the standard term in English
was "proper value", but the more distinctive term "eigenvalue" is standard today.

What does eigenvalue mean?
The word eigenvalue comes from the German word Eigenwert where Eigen means
characteristic and Wert means value.
Definition:
A scalar associated with a given linear transformation of a vector space and having
the property that there is some nonzero vector which when multiplied by the scalar is equal
to the vector obtained by letting the transformation operate on the vector; especially : a
root of the characteristic equation of a matrix.
To find Eigen value and Eigen vectors

Let [ ] be a square matrix of order . Suppose there exists a non-zero column
vector and a scalar such that . Then is called an Eigen value of the matrix
and is called an Eigen vector corresponding to the Eigen value .
Characteristic Polynomial:
After expanding the determinant | | which gives a polynomial of degree in
terms of and is called characteristic polynomial of matrix .
Characteristic Equation:
The determinant | | which gives an equation in terms of of degree is
known as characteristic polynomial of matrix .
The characteristic equation of 2 matrix is given by
| |
The characteristic equation of matrix is given by
| |

Eigen Values or Characteristic Roots or Latent Roots:
The roots of the characteristic equation are called characteristic
roots or Eigen values or latent roots.
Eigen Vectors:
Corresponding to each characteristic root there corresponds non-zero vector
which satisfies the equation ( ) . The non-zero vectors are called Eigen
vectors.
Problems related to non - repeated Eigen values

Problem: 1
Find the Eigen values and Eigen vectors of ( ).
Answer:
( )
( ) ( )
Using the value and in ( ), we get

( )
Solving, we get
The eigen values are and .

To find Eigen vectors:
| |
( )( ) ( ) ( )

Case (i):
| |
( )( ) ( ) [ ( )]
( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( )
The Eigen vectors corresponding to the Eigen values and are ( ) and ( ).
Problem: 2
Answer:
( )
( ) ( )

( )
Solving, we get
and
The eigen values are 4 and .
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( )( ) ( )
( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( )

Problem: 3
To find the Eigen value and Eigen vector of a matrix ( ).
Answer:
( )
( ) ( )

( )
Solving, we get
The eigen values are 1 and .

| |
( )( ) ( ) ( )
()
| |
( )( ) ( ) [ ( )]
( )

Case (ii): When
| |
( )( ) ( ) [ ( )]
( )
Problem: 4
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
The Eigen values are and .
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
The co-factor of 1st row is
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
The Eigen vectors corresponding to the Eigen values and are ( ), ( ) & ( ).

Problem: 5
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]

( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
The Eigen vectors corresponding to the Eigen values and are ( ) ( )&( ).
Problem: 6
Answer:
Given the matrix is upper triangular matrix.
By property if the matrix is either upper triangular or lower triangular, then the Eigen
values are leading diagonal elements.
The Eigen values are and 2.
| |

( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
The co-factor of 3rd row is
( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
The Eigen vectors corresponding to the Eigen values and are ( ) ( ) & ( ).

Problems related to repeated Eigen values
Problem: 7

Answer:
( )
( ) ( )

( )
Solving, we get
and
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( )
The Eigen vectors corresponding to the Eigen value is ( )

Problem: 8
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i): (Non – Repeated)

| |
( )( ) ( ) [ ( )]

( ) ( ) ( ) ( )
Case (ii): (Repeated)

| |
( )( ) ( ) [ ( )]
Since all the rows are equal.

Take any one row equation
( )
( )
The Eigen vectors corresponding to the Eigen values and are ( ) ( ) and ( ).
Problem: 9
Answer:
( )

| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i): (Non – Repeated)

| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii): ( Repeated)

| |
( )( ) ( ) [ ( )]

( )
Put in above equation ( ), we get
( )
Put in above equation ( ), then
( )
The Eigen vectors corr. to the Eigen values and are ( ) ( ) & ( ).
Problem: 10
Answer:
( )
| | | | | |

( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i): (Repeated)

| |
( )( ) ( ) [ ( )]
The co-factor of 1st row is ( ) [ ]
Take the first or third row equation
( )
The vector corresponding to the Eigen values and is ( ).

Practice Problems
Find the Eigen values and Eigen vectors of the following matrices
1. ( ) 2. ( ) 3. ( ) 4. ( ) 5. ( )
6. ( ) 7. ( ) 8. ( ) 9. ( )
Properties of Eigen values and Eigen vectors

1. Sum of the Eigen values is equal to the sum of the leading diagonal elements.
2. Product of the Eigen values is equal to | |.
3. Every square matrix and its transpose have the same Eigen value.
4. If are Eigen values of a matrix , then
5. The Eigen values of a diagonal matrix are its leading diagonals.
6. The Eigen values of a unit matrix are all equal and unity.
7. The Eigen values of their upper or lower triangular matrix is its leading diagonal
elements.
8. If and are non-singular square matrix then and having the same Eigen
values.
9. The Eigen value of a real symmetric matrix is all real.

Properties of Eigen vectors
1. If all the Eigen values of a matrix are distinct then the corresponding
Eigen values are linearly independent.
2. If two or more Eigen values of a matrix are equal then the Eigen vectors are linearly
independent or linearly dependent.
3. The Eigen vectors corresponding to distinct Eigen values are
i. Real symmetric matrix
ii. Unitary matrix
iii. Orthogonal matrix
Problem: 11
Find the sum and product of the Eigen values of the matrix ( ).
Answer:
Sum of the Eigen values Sum of the leading diagonal elements
Product of the Eigen values | |

( ) ( )
Problem: 12
Answer:

( ) ( ) ( )
( ) ( ) ( )

Problem: 13
If 2 and 8 are the Eigen values of ( ) and find the 3rd Eigen value.
Answer:
The 3rd Eigen value is .
Problem: 14
If the sum of the two Eigen values and trace of matrix are equal, find the value of | |.
Answer:
| |
Problem: 15
Find the product of the Eigen value of ( ).
Answer:
( ) ( ) ( )
Problem: 16
The product of the two Eigen values of the matrix ( ) is .
Find the 3rd Eigen value.

Answer:

( ) ( ) ( )

Problem: 17
Two of the Eigen values of a matrix are and also whose determinant equals
to . Find the 3rd Eigen value.
Answer:

( )( )
Problem: 18
If is one of the Eigen value of ( ), then find the other two Eigen values.
Answer:
Let us take
( )
| |
( ) ( ) ( )

( )
Substitute the value
( )
Substitute the value in ( )
The Eigen values are .

Problem: 19
If the Eigen values of ( ) are , then find the values of .
Answer:
Problem: 20
Two of the Eigen values of ( ) are . Find the Eigen values of .
Answer:
Sum of the Eigen values
Problem: 21
The matrix of ( ). Find the Eigen values of .
Answer:
Given that the matrix is lower triangular.
The Eigen values are diagonal elemnets.
Problem: 22
The Eigen values of ( ) are equal and they are double the third. Find
the Eigen values of .

Answer:
Problem: 23
Form the matrix whose Eigen values are when are the
Eigen values of ( ).
Answer:
Then the matrix has the Eigen values
( ) ( ) ( )
Problem: 24
If the Eigen value of the matrix of ( ) are . Then find the
Eigen values of and .

Answer:
Given that the matrix is upper triangular.
The matrix has the Eigen values

Problem: 25
If and are the Eigen values of the matrix ( ), form the matrix whose Eigen
values are and .

Answer:
Then the matrix has the Eigen values .
( )( ) ( )
( )( ) ( )
Problem: 26
If ( ) find the Eigen values of .
Answer:
The Eigen values are diagonal elements.
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )

Cayley Hamilton Theorem
Statement:
Every square matrix satisfies its own characteristic equation.
Problem: 27
Verify Cayley Hamilton theorem for the matrix ( ).
Answer:
( )
( ) ( )

( )
Replace by , we have
.
( )( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( )
Hence C – H theorem is verified.

Problem: 28
Using Cayley Hamilton theorem, find and for the matrix ( ).
Answer:
( )
( ) ( )

( )
( )
To find
Divide both sides of ( ) by , we get
[ ]
(( ) ( ))
( )
To find :
Multiplying both sides of ( ) by , we get
[ ]

( ) ( )
( )
Problem: 29
Verify C-H theorem for the matrix ( ). Also find .
Answer:
( )
( ) ( )

( )
( )
( )( ) ( )
( ) ( )
( )

To find :
Multiplying both of ( ) sides by , we get
[ ]

( )
( )
Problem: 30
Verify Cayley-Hamilton theorem and hence find , if ( ).
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
( )
Verification:
( )( ) ( )

( )( ) ( )
( ) ( ) ( ) ( )
( )

To find :
( ) ( ) ( )
( )
Problem: 31
Verify Cayley-Hamilton theorem for ( ). Hence find and .
Answer:
( )

| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
( )
Verification:
( )( ) ( )
( )( ) ( )
( ) ( ) ( ) ( )
( )

To find :

( ) ( ) ( )
( )
To find :
( ) ( ) ( )
( )
Problem: 32
Find the characteristic equation of the matrix ( ) and verify that it
has satisfied . Also find its inverse.

Answer:
( )
| | | | | |
( ) ( ) ( )
or | |

( ) ( ) ( )

( )
( )
Verification:
( )( ) ( )
( )( ) ( )
( ) ( ) ( ) ( )
( )

To find :
( ) ( ) ( )
( )

Problem: 33
Use Cayley – Hamilton theorem to find the value of the matrix given by
, if the matrix ( ).
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
( )
[ ]
[ ] [ ( )]
[ ]
[ ] [ ( )]

( )( ) ( ) ( )
( ) ( ) ( )
( )
Problem: 34
Using Cayley-Hamilton theorem for the matrix ( ), find and .
Express as a quadratic
polynomial in Find
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )

( )
( )( ) ( )
( )( ) ( )
To find :
( ) ( ) ( )
( )
To find :
( ) ( ) ( )
( )
To find :
Rewrite,
( ) ( )
( ) ( )

( ) ( ) ( )
( )
Practice Problems
Verify the Cayley-Hamilton theorem for the following matrices and hence find .
1. ( ) 2. ( ) 3. ( ) 4. ( )
Diagonalisation of a symmetric matrix by using orthogonal transformation

Problem: 35
Diagonalise the matrix ( ).
Answer:
( )
( ) ( )

( )
Solving, we get

| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( )
The Eigen vectors corresponding to the Eigen values and is ( ) and ( ).
The matrix corresponding to the Eigen values ( ).
Diagonalisation:
Since the given matrix is symmetric.
√ √ √ √
(√ √ ) (√ √ )
√ √ ( ) √ √
(√ √ ) (√ √ )
( )
Problem: 36
Diagonalise the matrix ( ) by an orthogonal transformation.
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i): ( )
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii): ( )
| |
( )( ) ( ) [ ( )]
Take any one row (Equation)
( )
To find the 3rd Eigen vector:
Let us assume the 3rd Eigen vector be ( ) which is orthogonal to and
Since by property of orthoganality, we have
( )( )
( )
( )( )
( )
Solving Equations ( ) and ( ), we get

( )( ) ( )
( ) ( ) ( ) ( )
The Eigen vectors corresponding to the Eigen values and is ( ) ( ) and ( ).
To find normalised matrix :
√ √ √ √ √
√ √ √ √ √
(√ √ √ ) (√ √ √ )
√ √ √ √ √
( )
√ √ √ √ √
(√ √ √ ) (√ √ √ )
( )
Problem: 37
Answer:
( )

| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]

( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
The normalised matrix :
√ √ √ √ √ √
√ √ √ √ √ √
(√ √ √ ) (√ √ √ )
√ √ √ √ √ √
( )
√ √ √ √ √ √
(√ √ √ ) (√ √ √ )
( )
Practice Problems
Diagonalize the real symmetric matrix
1. ( ) 2. ( ) 3. ( )

Diagonalisation of a non-symmetric matrix by using similarity transformation
Problem: 38
Answer:
( )
( ) ( )

( )
Solving, we get

| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( )

Case (ii):
| |
( )( ) ( ) [ ( )]
( )
The matrix corresponding to the Eigen values is ( )
Diagonalisation:
Since the given matrix is not symmetric.
( ) ( )
( )( )( )
( )
Problem: 39
Answer:
( )
( ) ( )

( )
Solving, we get

| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( )
Diagonalisation:
Since the given matrix is not symmetric.
( ) ( )
( )( )( )
( )
Problem: 40
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )

( ) ( )
( )( )( )
( )
Problem: 41
Answer:
Since the given matrix is a lower triangular matrix.
Therefore the Eigen values are the leading diagonal elements.
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]

( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( )
( ) ( )
( )( )( )
( )
Practice Problems
Diagonalize the following matrices
1. ( )
2. ( )
3. ( )

Quadratic Forms
A homogeneous polynomial of second degree in variables is called a quadratic form.
An expression of the form ∑ ∑ where are all real, is called a quadratic
form in variables
The quadratic form corresponding to a symmetric matrix can be written as
Matrix of the quadratic form
( )
Nature of the Quadratic form using sub determinant method.

Let be any square matrix and
| |
| |
| |
| |
The nature of quadratic form is said to be
I. Positive definite
if all .
II. Positive – Semi definite
if all . and at least one .
III. Negative definite
if all .
IV. Negative– Semi definite
if all . and at least one .
V. In definite
It is indefinite for all other cases.

Nature of the Quadratic form using Eigen values:
The nature of quadratic form is said to be
I. Positive definite
if all the Eigen values are positive.
II. Positive – Semi definite
if all the Eigen values are positive and at least one Eigen value is zero.
III. Negative definite
if all the Eigen values are negative.
IV. Negative– Semi definite
if all the Eigen values are negative and at least one Eigen value is zero.
V. In definite
It contains both positive and negative Eigen values.
Reduction of Quadratic Form to Canonical Form:

Orthogonal Transformation
If is a quadratic form then there exists a real orthogonal transformation
(where is an orthogonal matrix) which transforms the given quadratic form
to where are the nonzero eigenvalues of the
matrix
Congruent Transformation
Congruent transformation consists of a pair of elementary transformation, one row
and one similar column such that pre- and post-matrices are transpose of each other.
If is a quadratic form then there exists a nonsingular transformation
(where is an orthogonal matrix) which transforms the given quadratic form
to a sum of square terms
Problem: 42
Reduce the quadratic form into
canonical form through an orthogonal transformation. Also find rank, index, signature and
nature of the quadratic form.
Answer:
( )
( ) ( )
( ) ( )
( ) ( )
( )
( )

( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )

The normalised matrix :
( ) ( )
( )
( ) ( )
( )
( )( )( )
To find its nature
All the Eigen values are positive and one Eigen value is zero.
∴ The nature is positive-semi definite.
Rank [ No. of non-zero Eigen values ]
Index [ No. of positive Eigen values ]
Signature [ No. of positive Eigen values No. of negative Eigen values ]
Problem: 43
Reduce the quadratic form 3 to canonical form
through an orthogonal transformation. Also find rank, index, signature and nature of the
quadratic form.
Answer:

( )
( ) ( )
( ) ( )
( ) ( )
( )
( )

( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get

| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (iii):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )

To find the normalised matrix :
√ √ √ √ √
√ √ √ √ √
(√ √ √ ) (√ √ √ )
√ √ √ √ √
( )
√ √ √ √ √
(√ √ √ ) (√ √ √ )
( )
( )( )( )
To find its nature
All the Eigen values are positive.

∴ The nature is positive definite.
Problem: 44
Reduce the quadratic form to canonical form through an
orthogonal transformation. Also find rank, index, signature and nature of the quadratic
form.
Answer:

( )
( ) ( )
( ) ( )
( ) ( )
( )
( )

( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get

| |
( )( ) ( ) ( )
Case (i):
| |
( )( ) ( ) [ ( )]
( ) ( ) ( ) ( )
Case (ii):
| |
( )( ) ( )

Take any one row (Equation)
Put
( )

( )( )
( )
( )( )
( )
( )( ) ( )
( ) ( ) ( )
√ √ √ √ √
√ √ √ √ √
(√ √ √ ) (√ √ √ )
√ √ √ √ √
( )
√ √ √ √ √
(√ √ √ ) (√ √ √ )
( )

( )( )( )
To find its nature
It has both positive and negative Eigen values.

∴ The nature is indefinite.
Problem: 45
Reduce the quadratic form to canonical form
through an orthogonal transformation. Also find rank, index, signature and nature of the
quadratic form.
Answer:
( )
( ) ( )
( ) ( )
( ) ( )
( )
( )

( )

| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
The Eigen values are and
| |
( )( ) ( ) ()
Case (i): (Non –Repeated)

| |
( )( ) ( )
( ) ( ) ( ) ( )
Case (ii): (Repeated)

| |
( )( ) ( )

( )
( )( )
( )
( )( )
( )
( )( ) ( )
( ) ( ) ( )
The matrix corresponding to the Eigen values are ( )

√ √ √ √ √
√ √ √ √ √
(√ √ √ ) (√ √ √ )
√ √ √ √ √
( )
√ √ √ √ √
(√ √ √ ) (√ √ √ )
( )
( )( )( )
To find its nature
It has both positive and negative Eigen values.

∴ The nature is indefinite.

Two Marks
Question: 1
Find the Eigen values the matrix ( ).
Answer:
( )
( ) ( )

( )
Solving, we get
Question: 2
Find the Eigen values the matrix ( )
Answer:
( )
( ) ( )

( )
Solving, we get
Question: 3
Answer:
( )
( ) ( )

( )
Solving, we get
Question: 4
Answer:
( )

| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )

( )
Solving, we get
Question: 5
Answer:
( )
| | | | | |
( ) ( ) ( )
or | |
( ) ( ) ( )


( )
Solving, we get
Question: 6
Answer:

( ) ( )
Question: 7
Answer:

( ) ( ) ( )
( ) ( ) ( )
Question: 8
If 2 and 8 are the Eigen values of ( ) and find the 3rd Eigen value.
Answer:
Question: 9
If the sum of the two Eigen values and trace of matrix are equal, find the value of
| |.
Answer:
| |
Question: 10
Find the product of the Eigen value of ( ).
Answer:
( ) ( ) ( )
Question: 11
The product of the two Eigen values of the matrix ( ) is . Find the
3rd Eigen value.

Answer:

( ) ( ) ( )

Question: 12
Two of the Eigen values of a matrix are and also whose determinant equals
to . Find the 3rd Eigen value.
Answer:
( )( )
Question: 13
If is one of the Eigen value of ( ), then find the other two Eigen values.
Answer:
Let us take
( )
| |
( ) ( ) ( )
( )
Substitute the value
( )

Substitute the value in ( )
The Eigen values are .
Question: 14
If the Eigen values of ( ) are , then find the values of .
Answer:
Question: 15
Two of the Eigen values of ( ) are . Find the Eigen values of .
Answer:
Question: 16
The matrix of ( ). Find the Eigen values of .
Answer:
Given that the matrix is lower triangular.
The Eigen values are diagonal elements.

Question: 17
The Eigen values of ( ) are equal and they are double the third. Find
the Eigen values of .

Answer:
Sum of the Eigen values Sum of leading diagonal elements
Question: 18
Form the matrix whose Eigen values are when are the
Eigen values of ( ).
Answer:
Then the matrix has the Eigen values
( ) ( )
( )
Question: 19
If the Eigen value of the matrix of ( ) are . Then find the
Eigen values of and .

Answer:

Question: 20
If and are the Eigen values of the matrix ( ), form the matrix whose Eigen
values are and .

Answer:
Then the matrix has the Eigen values .
( )( ) ( )
( )( ) ( )
Question: 21
State Cayley Hamilton theorem
Answer:
Every square matrix satisfies its own characteristic equation.
Question: 23
Check whether the matrix [ ] is orthogonal? Justify.
Answer:
We know that if is orthogonal, iff .
[ ][ ]

Question: 23
Prove that the matrix * + is orthogonal.
Answer:
We know that if is orthogonal, iff .
* +* +
It shows that is orthogonal.
Question: 25
Form the matrix corresponding the quadratic form .
Answer:
The matrix corresponding the quadratic form is
( )
( )
Question: 26
Form the matrix corresponding the quadratic form .
Answer:
( )
Question: 27
Form the matrix corresponding the quadratic form
Answer:
( )

Question: 28
Form the matrix corresponding the quadratic form
.
Answer:
( )
Question: 29
The eigenvalues of an orthogonal matrix are positive. What is the value of | |?
Answer:
For an orthogonal matrix | | .
Also | | product of Eigen values positive in this problem.
| |
Question: 30
Can ( ) be diagonalized? Why?
Answer:
We know that, If non-symmetric matrix A has no repeated eigenvalues, then it can be
diagonalized.
Characteristic equation is
( )
The eigenvalues of are . Since there is no second linearly independent

eigenvector of this matrix, it is not diagonalizable
Question: 31
What is the nature of the quadratic form in four variables?
Answer:
The Eigenvalues are

Since all the Eigen values are positive and on Eigen value is zero, then the nature of
the quadratic form is positive semi definite.
Question: 32
Give the nature of a quadratic form whose matrix is ( ).
Answer
In diagonal matrix, the Eigen values are leading diagonal elements
Since all the Eigen values are negative, the nature of a quadratic form is negative
definite.
Question: 33
Discuss the nature of the quadratic form .
Answer:
The matrix corresponding to the quadratic form is ( )
| | | | ( )
| | | | ( )
| | | |
( ) ( )
( )
Since and contains both positive and negative values.
The nature is indefinite.
Question: 34
Answer:
The matrix corresponding to the quadratic form is ( )
| | | | ( )
| | | | ( )
| | | |
( ) ( ) ( )
( )
Since and contains both positive and negative values.
The nature is indefinite.
Question: 35
Answer:
The matrix corresponding to the quadratic form is ( ).
| | | | ( )
| | | | ( )
| | | |
( ) ( ) ( )
( )
Since are positive and is zero.
The nature is positive semi definite.

Some Applications of the Eigenvalues and Eigenvectors in various fields
Molecular orbitals
In quantum mechanics, and in particular in atomic and molecular physics, within the
Hartree-Fock theory, the atomic and molecular orbitals can be defined by the eigenvectors
of the Fock operator. The corresponding eigenvalues are interpreted as ionization
potentials via Koopmans' theorem. In this case, the term eigenvector is used in a somewhat
more general meaning, since the Fock operator is explicitly dependent on the orbitals and
their eigenvalues. If one wants to underline this aspect one speaks of nonlinear eigenvalue
problem. Such equations are usually solved by an iteration procedure, called in this case
self-consistent field method. In quantum chemistry, one often represents the Hartree-Fock
equation in a non-orthogonal basis set. This particular representation is a generalized
eigenvalue problem called Roothaan equations.
Geology and glaciology
In geology, especially in the study of glacial till, eigenvectors and eigenvalues are used
as a method by which a mass of information of a clast fabric's constituents' orientation and
dip can be summarized in a 3-D space by six numbers. In the field, a geologist may collect
such data for hundreds or thousands of clasts in a soil sample, which can only be compared
graphically such as in a Tri-Plot (Sneed and Folk) diagram or as a Stereonet on a Wulff Net.
The output for the orientation tensor is in the three orthogonal (perpendicular) axes of
space.
Factor analysis
In factor analysis, the eigenvectors of a covariance matrix or correlation matrix correspond
to factors, and eigenvalues to the variance explained by these factors. Factor analysis is a
statistical technique used in the social sciences and in marketing, product management,
operations research, and other applied sciences that deal with large quantities of data. The
objective is to explain most of the covariability among a number of observable random
variables in terms of a smaller number of unobservable latent variables called factors. The
observable random variables are modeled as linear combinations of the factors, plus unique
variance terms. Eigenvalues are used in analysis used by Q-methodology software; factors
with eigenvalues greater than 1.00 are considered significant, explaining an important

amount of the variability in the data, while eigenvalues less than 1.00 are considered too
weak, not explaining a significant portion of the data variability.
Vibration analysis
Eigenvalue problems occur naturally in the vibration analysis of mechanical structures with
many degrees of freedom. The eigenvalues are used to determine the natural frequencies of
vibration, and the eigenvectors determine the shapes of these vibrational modes. The
orthoganality properties of the eigenvectors allows decoupling of the differential equations
so that the system can be represented as linear summation of the eigenvectors. The
eigenvalue problem of complex structures is often solved using finite element analysis.
Tensor of inertia
In mechanics, the eigenvectors of the inertia tensor define the principal axes of a rigid
body. The tensor of inertia is a key quantity required in order to determine the rotation of a
rigid body around its center of mass.
Stress tensor
In solid mechanics, the stress tensor is symmetric and so can be decomposed into a
diagonal tensor with the eigenvalues on the diagonal and eigenvectors as a basis. Because it
is diagonal, in this orientation, the stress tensor has no shear components; the components
it does have are the principal components.
Eigenfaces
In image processing, processed images of faces can be
seen as vectors whose components are the brightness’s of
each pixel. The dimension of this vector space is the number
of pixels. The eigenvectors of the covariance matrix
associated to a large set of normalized pictures of faces are
called Eigen faces; this is an example of principal
components analysis. They are very useful for expressing
any face image as a linear combination of some of them. In
the facial recognition branch of biometrics, Eigen faces
provide a means of applying data compression to faces for identification purposes.
Research related to eigen vision systems determining hand gestures has also been made.
More on determining sign language letters using eigen systems can be found here:
Similar to this concept, Eigen voices concept is also developed which represents the
general direction of variability in human pronunciations of a particular utterance, such as
a word in a language. Based on a linear combination of such Eigen voices, a new voice
pronunciation of the word can be constructed. These concepts have been found useful in
automatic speech recognition systems, for speaker adaptation.
Communication systems
The Eigenvalues were used by Claude Shannon to determine the theoretical limit to how
much information can be transmitted through a communication medium like your
telephone line or through the air. This is done by calculating the eigenvectors and
eigenvalues of the communication channel (expressed a matrix), and then water filling on
the eigenvalues. The eigenvalues are then, in essence, the gains of the fundamental modes
of the channel, which themselves are captured by the eigenvectors.
Designing bridges
While Designing bridges the natural frequency of the bridge is the eigenvalue of
smallest magnitude of a system that models the bridge. The engineers exploit this
knowledge to ensure the stability of their constructions.
[Watch the video on the collapse of the Tacoma Narrow Bridge which was built in 1940]
Designing car stereo system
While Designing car stereo system the Eigenvalue analysis is also used in the design of
the car stereo systems, where it helps to reproduce the vibration of the car due to the music.
Electrical Engineering
In Electrical Engineering it is useful for decoupling three-phase systems through
symmetrical component transformation. It may be used to determine the frequency
response of an amplifier or the reliability of a national power system.
Aeronautical engineering
In Aeronautical engineering the Eigenvalues may determine whether the flow over a wing
is laminar or turbulent.
Mechanical Engineering
In Mechanical Engineering the Eigenvalues and eigenvectors allow us to "reduce" a linear
operation to separate, simpler, problems. For example, if a stress is applied to a "plastic"

solid, the deformation can be dissected into "principle directions"- those directions in which
the deformation is greatest. Vectors in the principle directions are the eigenvectors and the
percentage deformation in each principle direction is the corresponding eigenvalue.
Physical example application of eigenvalues and eigenvectors
Look at the spring-mass system as shown in the picture below.
k k
m1 m2
x1 x2
Assume each of the two mass-displacements to be denoted by and , and let us assume
each spring has the same spring constant . Then by applying Newton’s 2nd and 3rd law of
motion to develop a force-balance for each mass we have
d 2 x1
m1  kx1  k ( x2  x1 )
dt 2
d 2 x2
m2  k ( x2  x1 )
dt 2
Rewriting the equations, we have
d 2 x1
m1  k ( 2 x1  x2 )  0
dt 2
d 2 x2
m2  k ( x1  x2 )  0
dt 2
Let m1  10, m2  20, k  15
d 2 x1
10  15(2 x1  x2 )  0
dt 2
d 2x
20 22  15( x1  x2 )  0
dt
From vibration theory, the solutions can be of the form
xi  Ai sin t  0 
where
Ai = amplitude of the vibration of mass i ,
 = frequency of vibration,
0 = phase shift.
then
2
d xi
2
  Ai w 2 Sin(t  0 )
dt
d 2 xi
Substituting xi and in equations,
dt 2
 10 A1 2  15(2 A1  A2 )  0
 20 A2 2  15( A1  A2 )  0
gives
(10 2  30) A1  15 A2  0
 15 A1  (20 2  15) A2  0
or
( 2  3) A1  1.5 A2  0
 0.75 A1  ( 2  0.75) A2  0
In matrix form, these equations can be rewritten as

  2  3  1.5   A1  0
     
  0.75    0.75  A2  0
2
 3  1.5  A1  2 1
A 0 
 0.75 0.75   A     A   0
  2   2  
Let  2  
 3  1.5
[ A]   
 0.75 0.75 
A 
[X ]   1 
 A2 
[ A][ X ]  [ X ]  0
[ A][ X ]  [ X ]
In the above equation,  is the eigenvalue and [ X ] is the eigenvector corresponding to  .

As you can see, if we know  for the above example we can calculate the natural frequency
of the vibration
 
Why are the natural frequencies of vibration important? Because you do not want to have a
forcing force on the spring-mass system close to this frequency as it would make the
amplitude Ai very large and make the system unstable.

Further Updates
Visit: https://vijayakumar269.weebly.com/
M. Vijaya Kumar,
Assistant Professor,
Department of Science and Humanities,
Sri Ramakrishna Institute of Technology,
Coimbatore - 641010.
viji778@gmail.com; 9578464778

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SRIT / 20MHG01 / Calculus and Linear Algebra / Matrices

SRI RAMAKRISHNA INSTITUTE OF TECHNOLOGY

SRIT / M & H / M. Vijaya Kumar 1

other elements are zero. ( ) ( )

Upper Triangular matrix

Lower Triangular matrix

Skew Symmetric Matrix

Null (or) Zero Matrix

Non - Singular Matrix

SRIT / M & H / M. Vijaya Kumar 4

To find Eigen value and Eigen vectors

The characteristic equation of 2 matrix is given by

The characteristic equation of matrix is given by

SRIT / M & H / M. Vijaya Kumar 5

Problems related to non - repeated Eigen values

Find the Eigen values and Eigen vectors of ( ).

Using the value and in ( ), we get

The eigen values are and .

SRIT / M & H / M. Vijaya Kumar 6

Find the Eigen values and Eigen vectors of ( ).

SRIT / M & H / M. Vijaya Kumar 7

SRIT / M & H / M. Vijaya Kumar 8

To find the Eigen value and Eigen vector of a matrix ( ).

Using the value and in ( ), we get

The eigen values are 1 and .

SRIT / M & H / M. Vijaya Kumar 9

Find the Eigen values and Eigen vectors of ( ).

Using the value and in ( ), we get

The co-factor of 1st row is

The co-factor of 1st row is

The co-factor of 1st row is

SRIT / M & H / M. Vijaya Kumar 11

Find the Eigen values and Eigen vectors of ( ).

Using the value and in ( ), we get

SRIT / M & H / M. Vijaya Kumar 12

The co-factor of 1st row is

The co-factor of 1st row is

Find the Eigen values and Eigen vectors of ( ).

SRIT / M & H / M. Vijaya Kumar 13

The co-factor of 3rd row is

The co-factor of 3rd row is

The co-factor of 3rd row is

SRIT / M & H / M. Vijaya Kumar 14

Find the Eigen values and Eigen vectors of ( ).

Using the value and in ( ), we get

SRIT / M & H / M. Vijaya Kumar 15

Find the Eigen values and Eigen vectors of ( ).

Using the value and in ( ), we get

Case (i): (Non – Repeated)

SRIT / M & H / M. Vijaya Kumar 16

Case (ii): (Repeated)

Since all the rows are equal.

Find the Eigen values and Eigen vectors of ( ).

SRIT / M & H / M. Vijaya Kumar 17

Using the value and in ( ), we get

Case (i): (Non – Repeated)

The co-factor of 1st row is

Case (ii): ( Repeated)

SRIT / M & H / M. Vijaya Kumar 18