05 Matrices and Vector Analysis (Lesson 05)
05 Matrices and Vector Analysis (Lesson 05)
Vector Analysis
Lesson 05 01
Lecture Outline
Matrix Polynomials
Characteristic Matrix
Characteristic Polynomial
Characteristic Equation
𝑝 𝑥 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ + 𝑎𝑚 𝑥 𝑚
𝑝 𝐴 = 𝑎0 𝐼 + 𝑎1 𝐴 + 𝑎2 𝐴2 + ⋯ + 𝑎𝑚 𝐴𝑚 … … … 1
Solution: 𝑝 𝐴 = 2𝐴2 − 3𝐴 + 4𝐼
2
−1 2 −1 2 1 0
=2 −3 +4
0 3 0 3 0 1
1 4 −1 2 1 0
=2 −3 +4
0 9 0 3 0 1
2 8 −3 6 4 0
= − +
0 18 0 9 0 4
9 2
=
0 13
MATH 2161 Md. Kawsar Ahmed Asif Lesson 05 04
Characteristic Root and Characteristic Vector
A non-zero vector 𝑋 is defined as a characteristic vector of a matrix 𝐴 if there exists a
number 𝜆 such that 𝐴𝑋 = 𝜆𝑋, where 𝜆 is defined as a characteristic root corresponding
to the characteristic vector 𝑋.
The characteristic roots characteristic vectors can also be written as 𝐴𝑋 = 𝜆𝐼𝑋, where 𝐼
being the unit matrix of order 𝑛 & 𝐴 = 𝑎𝑖𝑗 be a matrix of order 𝑛 × 𝑛. Now
1 2
Example: Consider 𝐴 =
0 1
1 2 1 0
𝐴 − 𝜆𝐼 = −𝜆
0 1 0 1
1 2 𝜆 0
= −
0 1 0 𝜆
1−𝜆 2
=
0 1−𝜆
MATH 2161 Md. Kawsar Ahmed Asif Lesson 05 06
Characteristic Polynomial
If 𝐴 is an 𝑛 × 𝑛 matrix, then the determinant of 𝐴 − 𝜆𝐼; that is 𝐴 − 𝜆𝐼 is called the
characteristic polynomial of 𝐴.
1 1
Example: Consider 𝐴 =
2 3
The characteristic matrix of 𝐴 is
1 1 1 0
𝐴 − 𝜆𝐼 = −𝜆
2 3 0 1
1 1 𝜆 0
= −
2 3 0 𝜆
1−𝜆 1
=
2 3−𝜆
1−𝜆 1
The characteristic polynomial is 𝐴 − 𝜆𝐼 = = 1−𝜆 3−𝜆 −2
2 3−𝜆
= 3 − 𝜆 − 3𝜆 + 𝜆2 − 2 = 𝜆2 − 4𝜆 + 1
MATH 2161 Md. Kawsar Ahmed Asif Lesson 05 07
Characteristic Equation
If 𝐴 is an 𝑛 × 𝑛 matrix, then the equation 𝐴 − 𝜆𝐼 = 0 is called the characteristic
equation of 𝐴.
1 1
Example: Consider 𝐴 =
2 3
The characteristic matrix of 𝐴 is
1 1 1 0
𝐴 − 𝜆𝐼 = −𝜆
2 3 0 1
1 1 𝜆 0
= −
2 3 0 𝜆
1−𝜆 1
=
2 3−𝜆
1−𝜆 1
The characteristic equation is 𝐴 − 𝜆𝐼 = 0 ⇒ =0
2 3−𝜆
⇒ 𝜆2 − 4𝜆 + 1 = 0
MATH 2161 Md. Kawsar Ahmed Asif Lesson 05 08
Characteristic Roots or Eigenvalues of a 𝟐 × 𝟐 Matrix
3 1
Problem: Find the characteristic roots or eigenvalues of the matrix 𝐴 = .
5 7
Solution: The characteristic matrix of 𝐴 is
3 1 1 0 3 1 𝜆 0 3−𝜆 1
𝐴 − 𝜆𝐼 = −𝜆 = − =
5 7 0 1 5 7 0 𝜆 5 7−𝜆
Now, the characteristic polynomial of 𝐴 is
3−𝜆 1
𝐴 − 𝜆𝐼 = = 3 − 𝜆 7 − 𝜆 − 5 = 21 − 3𝜆 − 7𝜆 + 𝜆2 − 5 = 𝜆2 − 10𝜆 + 16
5 7−𝜆
Therefore, the characteristic equation of 𝐴 is
𝐴 − 𝜆𝐼 = 0
⇒ 𝜆2 − 10𝜆 + 16 = 0
⇒ 𝜆−8 𝜆−2 =0
⇒ 𝜆 = 2, 8
∴ 𝜆1 = 2 and 𝜆2 = 8 which are the characteristic roots or eigenvalues of 𝐴.
MATH 2161 Md. Kawsar Ahmed Asif Lesson 05 09
Characteristic Roots or Eigenvalues of a 𝟑 × 𝟑 Matrix
5 0 1
Problem: Find the characteristic roots or eigenvalues of the matrix 𝐴 = 0 −2 0 .
1 0 5
Solution: The characteristic matrix of 𝐴 is
5 0 1 1 0 0
𝐴 − 𝜆𝐼 = 0 −2 0 −𝜆 0 1 0
1 0 5 0 0 1
5 0 1 𝜆 0 0
= 0 −2 0 − 0 𝜆 0
1 0 5 0 0 𝜆
5−𝜆 0 1
= 0 −2 − 𝜆 0
1 0 5−𝜆
Cayley-Hamilton Theorem