U18MAI1202- Linear Algebra and Calculus

Module 1 : Matrices
Problem based Learning
Course Title : Linear Algebra and Calculus
Course Code : U18MAI1202
Pre-requisite : Basics of Matrix theory and Differentiation

Course Description:
This course covers matrix theory and differential equations, emphasizing
topics useful in other disciplines. Linear algebra is a branch of mathematics
that studies systems of linear equations and the properties of matrices. The
concepts of linear algebra are extremely useful in physics, economics and
social sciences, natural sciences, and engineering. The laws of nature are
expressed as differential equations. Scientists and engineers must know
how to model the world in terms of differential equations, and how to solve
these equations and interpret the solutions.
 Course Plan
Slide No. Topics Activity/ Lab Assessment
Session 1 Slide 5- 14 Introduction, Vectors Quiz
Session 2 Slide 16- 24 Linearly dependent and Activities Quiz
independent vectors
Session 3, Slide 25- 37 Solving system of linear equations 3 Activities (34, Problem
4 using Rank 38,39,40)/ MATLAB identification
Session 5- Slide 41-62 Eigenvalues and eigenvectors 2 Activities (71,72) – Quiz
8 MATLAB
Session 9- Slide 63-71 Properties of Eigenvalues and Activities (74-77) Quiz
10 eigenvectors
Session Slide 78- Diagonalisation Activities (84-86) Quiz
11 105
Session Slide 106- Quadratic to Canonical Activities Quiz
12-13 125
Session Slide 126- Cayley Hamilton Theorem 2 Activities (129- Quiz
14-15 150 133) – MATLAB
Learning Objectives
After taking this course the students should able to :

• understand the basic ideas of vector algebra: linear

dependence and independence.

• find the eigenvalues and eigenvectors of a square matrix

using the characteristic polynomial and will know how
to diagonalize a matrix.
Problem Statement
The weather conditions in Madurai during Summer can be classified
as sunny, cloudy, or rainy. A survey was conducted to study the
weather conditions and got some conclusions.
Observations
Given that it is sunny on any given day, then on the following
day it will be sunny again with probability 0.8, cloudy with
probability 0.15, and rainy with probability 0.05.

Given that it is cloudy on any given day, then on the following

day it will be sunny with probability 0.5, cloudy again with
probability 0.3, and rainy with probability 0.2. Finally, given that
it is rainy on any given day, then on the following day it will be
sunny with probability 0.6, cloudy with probability 0.3, and
rainy again with probability 0.1.
Question
• What percentage of days in summer
can we expect each of these three
weather conditions?

• What would be the weather

condition on the subsequent days,
example predict after 20 days.
Pondering for Solution
Mathematical formulation

Matrix Notation

Characteristic equation

Determining eigenvalues and corresponding eigenvectors

Interpretation of the results

Summary of the problem
Mathematical formulation
Matrix Notation
Drilling Down The Topics
Reduction of Quadratic to canonical form

Diagonalization

Eigenvalues and eigenvectors

Solving System of equations

Linearly independence and dependence

Rank

Vectors
• What is a vector? - David Huynh – YouTube
Matrix Representation of Vectors

Let X =(x1,x2,x3); Y=(y1,y2,y3); Z=(z1,z2,z3) be three row vectors then the matrix
representation is

𝑋 𝑥1 𝑥2 𝑥3
𝐴 = 𝑌 = 𝑦1 𝑦2 𝑦3
𝑍 𝑧1 𝑧2 𝑧3
Note:
If the vectors are given as column vectors, then convert it to row vectors and then write
the matrix form
Linearly dependent and independent vectors

https://intuitive-math.club/linear-algebra/linear-
independence/

11/2/2022 15
Linearly dependent and independent vectors -
Visualization
 Linearly dependent and independent vectors
using Directions
• "North" and "West" are linearly independent of one
another as one can't get to west by going north, and can't
get to north by going west.
• "North" and "South" are not linearly independent of one
another as one can go 1 mile south by going -1 miles north.
• "North" is not linearly independent of "Northwest" and
"West" as one can go 1 mile north by going 2–√2 miles
northwest and then going -1 mile west.
• "Up" is linearly independent of "North" and "East" as one
can't go up by going some combination of north and east.
Linear Independence of vectors

The set of vectors X1,X2,X3,.......Xn are said to be linearly independent if the linear
combination k1X1 + k2X2 + k3X3 +.........knXn =0 implying the scalars k1 = k2 = k3 =....kn = 0

Linear dependence of vectors

The set of vectors X1,X2,X3,.......Xn are said to be linearly dependent if there exists scalars k1,
k2, k3, ......kn such that their linear combination

k1X1 + k2X2 + k3X3 +.........knXn =0 and atleast one of the scalars being non-zero.

Note:

1.If the set of vectors are linearly dependent, then any vector can be expressed as a linear
combination of remaining vectors.

That is k1 ≠ 0, then k1X1 + k2X2 + k3X3 +.........knXn =0

→ k1X1 = -[ k2X2 + k3X3 +.........knXn]

→ X1 = - [ k2X2 + k3X3 +.........knXn]/k1

Linear independence and dependence of vectors by using matrix representation of vectors
Procedure: Let X, Y, Z be the given vectors

𝑋
Step1: Write the matrix representation as 𝐴 = 𝑌
𝑍
Step2: Reduce the matrix A to its echelon form
Step3:
i) If the number of non-zero rows of echelon form = number of given vectors, then the
vectors are linearly independent.
ii) If number of non-zero rows of echelon form is less than the number of given vectors,
then the vectors are linearly dependent.
Note: (For lower order matrices)
1. The set of vectors are linearly independent if 𝐴 ≠ 0
2. The set of vectors are linearly dependent if 𝐴 = 0
1. Show that the vectors X1=(1,-1,-1,3); X2 = (2,1,-2,-1) and X3 = (7,2,-7,4)

are linearly independent.

Solution: Matrix form of the given vectors is
1 −1 −1 3 𝑅1 − 𝑟𝑜𝑤1
𝐴 = 2 1 −2 −1 𝑅2 − 𝑟𝑜𝑤2
7 2 −7 4 𝑅3 − 𝑟𝑜𝑤3
Reduce A to its echelon form by forming new rows as given below:

𝑅2′ = 𝑅2 − 2𝑅1; 𝑅3′ = 𝑅3 − 7𝑅1

 1 −1 −1 3 𝑅1′
𝐴~ 0 3 0 −7 𝑅2′
0 9 0 −17 𝑅3′

𝑅3′′ = 𝑅3′ − 3𝑅2′

1 −1 −1 3 𝑅1′′
𝐴~ 0 3 0 −7 𝑅2′′ which is the echelon form of A
0 0 0 4 𝑅3′′

Number of non-zero rows of echelon form = 3 = Number of the given vectors.

Hence the vectors X1, X2, X3 are linearly independent.

 𝟏 𝟏 𝟓
2.Show that the vectors 𝑿𝟏 = 𝟏 ; 𝑿𝟐 = 𝟐 ; 𝑿𝟑 = 𝟑 are dependent and hence find
𝟐 𝟓 𝟒
the relation between them.

Solution.

Matrix form of the given vectors is

𝑋1𝑇 1 1 2 𝑅1 − 𝑟𝑜𝑤1
𝐴 = 𝑋2𝑇 = 1 2 5 𝑅2 − 𝑟𝑜𝑤2
𝑋3𝑇 5 3 4 𝑅3 − 𝑟𝑜𝑤3

Reduce A to its echelon form by forming new rows.

𝑅2′ = 𝑅2 − 𝑅1; 𝑅3′ = 𝑅3 − 5𝑅1 .............(1)

1 1 2 𝑅1′
𝐴~ 0 1 3 𝑅2′
0 −2 6 𝑅3′
𝑅3′′ = 𝑅3′ + 2𝑅2′ ...........(2)

1 1 2 𝑅1′′
𝐴~ 0 1 3 𝑅2′′ ..........(3)
0 0 0 𝑅3′′
which is the echelon form of A.
Number of non-zero rows in echelon form = 2
Number of given vectors =3
Hence the number of non-zero rows in echelon form is less than the number of given vectors
Vectors x1, x2, x3 are linearly dependent.
To find the relationship:
In (3), consider the last row 𝑅3′′ = 0 (𝑠𝑖𝑛𝑐𝑒 𝑖𝑡 𝑖𝑠 𝑎 𝑧𝑒𝑟𝑜 𝑟𝑜𝑤)
Substituting backwards,
𝑅3′′ = 0 𝑖𝑚𝑝𝑙𝑖𝑒𝑠 𝑅3′′ = 𝑅3′ + 2𝑅2′ = 0 using (2)
= 𝑅3 − 5𝑅1 + 2 𝑅2 − 𝑅1 = 0 using (1)
= 𝑅3 + 2𝑅2 − 7𝑅1 = 0
Since each row represents the vectors, we get
𝑿𝟑 + 𝟐𝑿𝟐 − 𝟕𝑿𝟏 = 𝟎 is the relation between the given vectors.
Solution of a System of Linear Equations

11/2/2022 25
Visualizing Solutions of System of linear
equations in 2 Variables
Visualizing Solutions of System of Linear
Equations in 3 Variables
Consistent and Unique solution
Consistent and Infinite solution
Inconsistent Systems – No solution

In 2 variables
Consistent and Unique solution for a system
in 3 variables
Consistent and Infinite solutions for system in
3 variables
Inconsistent system in 3 variables

In 3 variables
Activity:

Recognise the graphs of Linear Systems

 Rank of a Matrix

Rouche’s - Capelli Theorem

Consistency of a system of linear equations

11/2/2022 35
Rank of a Matrix

Definition: The number of non-zero rows in the reduced form of a matrix is called the
rank of the matrix. (or)

Let A be an m x n matrix. The rank of A is said to be ‘r’ if

(i) There is at least one minor of A of order r which does not vanish and

(ii) Every minor of A of order (r+1) and higher order vanishes.

Rouche’s - Capelli Theorem

A system of linear equations with n variables has a solution if and only if the rank of
its coefficient matrix A is equal to the rank of its augmented matrix [A|b].

• if n = rank(A), the solution is unique,

• otherwise there are infinitely many solutions.

Steps to find solution of System of equations
(Rouche’s - Capelli Theorem)

Find the rank of A and

Reduce the
Express the system Form the rank of [A, B] by
augmented matrix
in matrix notation: augmented matrix: applying only
to row-reduced
AX = B [A, B] elementary row
echelon form
operations

Case 1 : If there are n Case 2 : If there are n

unknowns in the system unknowns in the system AX
Case 3 : If ρ(A) ≠ ρ([A| B])
of equations = B and ρ(A) = ρ([A| B]) <
then the system AX = B is
and ρ(A) = ρ([A|B]) = n n, then the system is
inconsistent and has no
then the system AX = B, is consistent and has infinitely
solution.
consistent and has a many solutions and these
unique solution. solutions are dependent.
Activity 1:
One says, “Give me a hundred, friend! I shall then become twice as
rich as you”. The other replies, “If you give me ten, I shall be six
times as rich as you”. Tell me what is the amount of their
(respective) capital? [From the Bijaganita of Bhaskara II]
[Hint : x + 100 = 2(y – 100), y + 10 = 6(x – 10)]
Activity 2:
The crew for the spaceship ZETA must be chosen from aliens of 2
different species: Romulans and Webbans. Romulans have 2 hands
and Webbans have 8 hands. If there are exactly 30 crew members,
and the crew must have a total of exactly 84 hands , then how
many aliens of each species must be chosen?
Activity 3:
2 women and 5 men can together finish an embroidery work
in 4 days, while 3 women and 6 men can finish it in 3 days. Find
the time taken by 1 woman as well as 1 man to finish the work if
each of them works alone.
Eigenvalues and Eigenvectors

• Eigenvalues & Eigenvectors – GeoGebra

 Activity
• Suppose the probability of sunny
day followed by rainy day is 1/3
and that the probability of rainy
day following a sunny day is ½.
What percentage of weather is
sunny or rainy?

1 1
𝐴= 2 3
1 2
2 3
Sunny – 40% and rainy – 60%
Eigenvalues and Eigenvectors
Matrix A acts by stretching/compressing
and/or "flipping" the vector x, so x is an
eigenvector of A.

Eigenvectors make understanding linear

transformations easy. They are the "axes"
(directions) along which a linear
transformation acts simply by
"stretching/compressing" and/or "flipping";
eigenvalues give you the factors by which this
compression occurs.
The red arrow changes direction but the blue arrow does not. The blue arrow
is an eigenvector, and since its length is unchanged its eigenvalue is 1.
 Eigen Values and Eigen Vectors

Let A= 𝑎𝑖𝑗 be a square matrix of order n. If there exists a

non-zero column vector X and a scalar  such that AX= 𝑋,
then  is called the eigenvalue of A and X is called the
eigenvector corresponding to .
i.e., AX-𝑋=0 implies (A-I)𝑋=0 where I is the unit matrix of
order ‘n’.

Note :
1. The equation A − I = 0 is called the characteristic
equation of the matrix.

2. On solving A − I = 0, the values of  are obtained

which are called the eigenvalues or latent values or
characteristic values of ‘A’.
 Eigen Values and Eigen Vectors

3. The equation (A-I)𝑋=0 gives a non-zero solution vector

X for each value of  called the eigenvector.

4. The characteristic equation also takes the form,

2 − 𝑆1  + 𝑆2 = 0, for a 2×2 matrix where
S1=Sum of leading diagonal elements (or)Trace of the
matrix A
S2= 𝐴

5. The characteristic equation becomes

3 −𝑆1 2 + 𝑆2  − 𝑆3 = 0, for a 3×3 matrix
where
S1=Sum of leading diagonal elements (i.e)Trace of A
S2=Sum of minors of principal diagonal elements.
S3= 𝐴
Steps to find Eigenvalues and
eigenvectors
Make sure the given matrix A is a square matrix. Also,
determine the identity matrix I of the same order.

Estimate the matrix 𝐴 – 𝜆𝐼, where λ is a scalar quantity.

Find the determinant of matrix 𝐴 – 𝜆𝐼 and equate it to zero.

From the equation thus obtained, calculate all the possible

values of λ, which are the required eigenvalues of matrix A.

Find non-zero eigenvectors corresponding to each

eigenvalues using the equation 𝐴 − 𝜆𝐼 𝑋 = 0
Example 1:
Find the eigenvalues and eigenvectors of the matrix
𝟐 −𝟑 𝟏
A= 𝟑 𝟏 𝟑
−𝟓 𝟐 −𝟒

Solution: Here the given matrix is non-symmetric.

The characteristic equation is 3 − 𝑆1 2 + 𝑆2  − 𝑆3 = 0 where
S1 = Sum of leading diagonal elements = Trace of A
= 2+1-4 = -1
S2 = Sum of minors of principal diagonal elements
1 3 2 1 2 −3
= + +
2 −4 −5 −4 3 1
=(-4 – 6)+(-8+5) +(2+9) =-2

S3 = 𝐴 = 2(-4-6)+3(-12+15)+1(6+5)
=2(-10)+3(3)+1(11)
= 0.
The characteristic equation becomes 3 + 2 − 2 = 0
(2 +  − 2) = 0

 = 0(𝑜𝑟)(2 +  − 2) = 0

 = 𝟎, 𝟏, −𝟐 are the eigenvalues of the given matrix.

To find eigenvectors:
x1
The eigenvector X = x2 is obtained from the equation (A-
x3
I)X=0.
Case (i): When  = 0, the equation (A-I)𝑋=0 becomes,

𝟐 −𝟑 𝟏 𝑥1 0
𝟑 𝟏 𝟑 𝑥2 = 0
−𝟓 𝟐 −𝟒 𝑥3 0
The equations from the above matrix are,

2𝑥1− 3𝑥2 + 𝑥3 = 0
3𝑥1 + 𝑥2 + 3𝑥3 = 0
-5𝑥1 + 2𝑥2 − 4𝑥3 = 0

By the multiplication rule from first two equations,

𝑥2 𝑥3 𝑥1 𝑥2

-3 1 2 -3
[From the first two equations]
1 3 3 1

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
−9 − 1 3 − 6 2 + 9

x1 x2 x3
= = = k , where k is a constant.
−10 −3 11
Hence, 𝑥1 = −10𝑘; 𝑥2 = −3𝑘; 𝑥3 = 11𝑘

𝒙𝟏 −10k
As, X = 𝒙𝟐 (i.e) X = −3k
𝒙𝟑 11k

−10
If, k=1, then X = −3
11
−10
So, X1= −3 is the eigenvector corresponding to the eigenvalue  = 0
11

Case (ii): When  = 1, the equation (A-I)𝑋=0 becomes,

𝟐 −𝟑 𝟏 𝟏 𝟎 𝟎 𝑥1 0
𝟑 𝟏 𝟑 − 1 𝟎 𝟏 𝟎 𝑥2 = 0
−𝟓 𝟐 −𝟒 𝟎 𝟎 𝟏 𝑥3 0

𝟏 −𝟑 𝟏 𝑥1 0
𝟑 𝟎 𝟑 𝑥2 = 0
−𝟓 𝟐 −𝟓 𝑥3 0
Hence the equation from the above matrix are,
𝑥1 − 3𝑥2 + 𝑥3 = 0
3𝑥1 + 0𝑥2 + 3𝑥3 = 0
-5𝑥1 + 2𝑥2 − 5𝑥3 = 0

By the multiplication rule from first two equations,

𝑥2 𝑥3 𝑥1 𝑥2

-3 1 1 -3
[From the first two equations]
0 3 3 0

Hence from the above rule,

 𝑥1 𝑥2 𝑥3
= =
−9 − 0 3 − 3 0 + 9
x1 x2 x3
= = = k(say as a constant)
−9 0 9

Hence, 𝑥1 = −9𝑘; 𝑥2 = 0𝑘; 𝑥3 = 9𝑘

𝒙𝟏 −9k
As, X = 𝒙𝟐 (i.e) X = 0k
𝒙𝟑 9k

−1
If, k=1/9, then X = 0
1
−1
So, X2 = 0 is the eigenvector corresponding to the eigenvalue  = 1
1
Case (iii): When  = −2, the equation (A-I)𝑋=0 becomes,

𝟐 −𝟑 𝟏 𝟏 𝟎 𝟎 𝑥1 0
𝟑 𝟏 𝟑 − −2 𝟎 𝟏 𝟎 𝑥2 = 0
−𝟓 𝟐 −𝟒 𝟎 𝟎 𝟏 𝑥3 0

𝟒 −𝟑 𝟏 𝑥1 0
𝟑 𝟑 𝟑 𝑥2 = 0
−𝟓 𝟐 −𝟐 𝑥3 0

Hence the equations from the above matrix are,

4𝑥1 − 3𝑥2 + 𝑥3 = 0
3𝑥1 + 3𝑥2 + 3𝑥3 = 0
-5𝑥1 + 2𝑥2 − 2𝑥3 = 0
By the multiplication rule from first two equations,

𝑥2 𝑥3 𝑥1 𝑥2
-3 1 4 -3
[From the first two equations]
3 3 3 3

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
−9 − 3 3 − 12 12 + 9

x1 x2 x3
= = = k(say as a constant)
−12 −9 21

Hence, 𝑥1 = −12𝑘; 𝑥2 = −9𝑘; 𝑥3 = 21𝑘

𝒙𝟏 −12k
As, X = 𝒙𝟐 (i.e) X = −9k
𝒙𝟑 21k
 −12
If, k=1, then X = −9
21
−12
So,X3 = −9 is the eigenvector corresponding to the eigenvalue  = −2.
21

−10 −1 −12
Hence X1 = −3 , X2 = 0 , X3 = −9 are the eigenvectors corresponding
11 1 21
to
the eigenvalues  = 0 ,  = 1,  = −2 respectively
Example 2:
𝟏 𝟐 𝟐
Find the eigenvalues and eigenvectors of the matrix A= 𝟐 𝟏 𝟐
𝟐 𝟐 𝟏
Solution: Here the given matrix is symmetric.
The characteristic equation is 3 − 𝑆1 2 + 𝑆2  − 𝑆3 = 0 where

S1 = Sum of leading diagonal elements = Trace of A

=3
S2 = Sum of minors of principal diagonal elements
1 2 1 2 1 2
= + +
2 1 2 1 2 1

= (1-4)+(1-4)+(1-4) = -9

S3 = 𝐴 = 1(1-4)-2(2-4)+2(4-2)

= -3 +4 +4 = 5
The characteristic equation becomes 3 − 32 − 9 − 5 = 0

On solving ,  = −𝟏, −𝟏, 𝟓 are the eigenvalues of the given matrix.

To find eigenvectors:
Case (i): When  = 5, the equation (A-I)𝑋=0 becomes

𝟏 𝟐 𝟐 𝟏 𝟎 𝟎 𝑥1 0
𝟐 𝟏 𝟐 −𝟓 𝟎 𝟏 𝟎 𝑥2 = 0
𝟐 𝟐 𝟏 𝟎 𝟎 𝟏 𝑥3 0

−𝟒 𝟐 𝟐 𝑥1 0
𝟐 −𝟒 𝟐 𝑥2 = 0
𝟐 𝟐 −𝟒 𝑥3 0

Hence the equations from the above matrix are,

−4𝑥1 + 2𝑥2 + 2𝑥3 = 0

2𝑥1 − 4𝑥2 + 2𝑥3 = 0
2𝑥1 + 2𝑥2 − 4𝑥3 = 0
By the multiplication rule from first two equations,

𝑥2 𝑥3 𝑥1 𝑥2

2 2 -4 2
[From the first two equations]
-4 2 2 -4

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
4 + 8 4 + 8 16 − 4

x1 x2 x3
= = = k(say as a constant)
12 12 12

Hence, 𝑥1 = 12𝑘; 𝑥2 = 12𝑘; 𝑥3 = 12𝑘

𝒙𝟏 12k
As, X = 𝒙𝟐 (i.e) X = 12k
𝒙𝟑 12k
 1
If k=1/12, then X = 1
1
1
So, X1 = 1 is the eigenvector corresponding to the eigenvalue  = 5.
1

Case (ii): When  = −1 (twice), the equation (A-I)𝑋=0 becomes,

𝟏 𝟐 𝟐 𝟏 𝟎 𝟎 𝑥1 0
𝟐 𝟏 𝟐 + (1) 𝟎 𝟏 𝟎 𝑥2 = 0
𝟐 𝟐 𝟏 𝟎 𝟎 𝟏 𝑥3 0
2 2 2 𝑥1 0
2 2 2 𝑥2 = 0
2 2 2 𝑥3 0

Here all the three equations are same as

2𝑥1 + 2𝑥2 + 2𝑥3 = 0

i.e., 𝑥1 + 𝑥2 + 𝑥3 = 0 ……..(1)
,
Here the independent solutions can be obtained as follows,

Put 𝑥2 =0 in (1), then 𝑥1 + 𝑥3 = 0  𝑥1 = − 𝑥3

Let 𝑥3 = 1  𝑥1 = −1
−1
Thus the eigenvector is X2 = 0
1
Put 𝑥3 =0 in (1), then 𝑥1 + 𝑥2 = 0  𝑥1 = − 𝑥2
Let 𝑥2 = 1  𝑥1 = −1
−1
Thus the eigenvector is X3 = 1
0

Thus the eigenvalues of A are 5 , -1, -1 and the corresponding eigenvectors are
1 −1 −1
X1 = 1 , X2 = 0 , X 3 = 1 .
1 1 0
.

Properties of Eigenvalues

1. The eigenvalues of A and AT are same.

2. The sum of the eigenvalues of a matrix is equal to the trace of the matrix
[sum of the diagonal elements is called the trace of the matrix]

3. The product of the eigenvalues of a matrix A is equal to |𝐴|

4. The eigenvalues of a triangular matrix A(upper or lower) are the diagonal

elements of A.

5. The eigenvalues of a diagonal matrix are the diagonal elements

themselves.
.

Properties of Eigenvalues

6. If λ1 ,λ2,………,λn are the eigenvalues of A and if k is a non-zero

scalar, then
kλ1,kλ2,…….,kλn are the eigenvalues of the matrix kA

7. The eigenvalues of a real symmetric matrix are real.

8. An eigenvector cannot correspond to two distinct eigenvalues.

9.The eigenvectors corresponding to distinct eigenvalues of a real

symmetric matrix are orthogonal.
.

Problems:
.

Problems:
.

Problems:
.
.
.

Practice Problems:
𝟓 𝟒
1. Find the eigenvalues and eigenvectors of the matrix A= 𝟏 𝟐

𝟎
𝟏 𝟏
2. Find the eigenvalues and eigenvectors of the matrix A= 𝟏
𝟏 𝟎
𝟏
𝟎 𝟏
𝟑 𝟏 𝟒
3. Find the sum of the squares of the eigen values of A= 𝟎 𝟐 𝟔
𝟎 𝟎 𝟓

𝟑 𝟎 𝟎
4. Find the eigenvalues of inverse of A= 𝟖 𝟒 𝟎
𝟔 𝟐 𝟓
11/2/2022 71
Problem 2: Tilt the image
 Hint:
The red arrow changes direction but the blue arrow does not. The blue arrow is an
eigenvector, and since its length is unchanged its eigenvalue is 1.The red arrow
changes direction but the blue arrow does not. The blue arrow is an eigenvector,
and since its length is unchanged its eigenvalue is 1.
Activity: Population Growth
Model
• Model population growth using an age transition
matrix and an age distribution vector, and find a
stable age distribution vector.
• Use a matrix equation to solve a system of first-order
linear differential equations.
• Find the matrix of a quadratic form and use the
Principal Axes Theorem to perform a rotation of axes
for a conic and a quadric surface.
Problem Statement:
A population of rabbits has the following
characteristics.
• Half of the rabbits survive their first
year. Of those, half survive their second
year. The maximum life span is 3 years.
• During the first year, the rabbits
produce no offspring. The average
number of offspring is 6 during the
second year and 8 during the third
year. The population now consists of 24
rabbits in the first age class, 24 in the
second, and 20 in the third. How many
rabbits will there be in each age class in
1 year?
• Find a stable age distribution vector for
the population
Solution:
Finding a Stable Age Distribution Vector

Notice that the ratio of the three age classes is still 16 : 4 : 1, and so the
percent of the population in each age class remains the same.
DIAGONALISATION OF A MATRIX
Importance of Diagonalization
• Many computations with matrices become easier if
one can diagonalize the matrices.
• Geometrically, this means thinking of the matrix as a
linear transformation and switching to a basis in
which the linear transformation is a dilation in each
direction.
• The most important application of diagonalization is
the computation of matrix powers.
Inverse of a Matrix
To Solve System of Differential
Equations
Activity 1
 Activity 2
A motocross motorcycle weighs 204 lb, and we assume a rider weight of 180 lb.
When the rider mounts the motorcycle, the suspension compresses 4 in., then
comes to rest at equilibrium. The suspension system provides damping equal to
240 times the instantaneous vertical velocity of the motorcycle (and rider).

1. Set up the differential equation that models the behavior of the motorcycle
suspension system.

2. We are interested in what happens when the motorcycle lands after taking a
jump. Let time t=0(17.3.2)(17.3.2)t=0

3. Denote the time when the motorcycle first contacts the ground. If the
motorcycle hits the ground with a velocity of 10 ft/sec downward, find the
equation of motion of the motorcycle after the jump.

4. Graph the equation of motion over the first second after the motorcycle hits the
ground.
Diagonalisation of a Matrix
Definition:
❖ The process of finding a matrix M such that M-1AM=D
where D is a diagonal matrix whose diagonal elements
are eigenvalues of A is called diagonalization of matrix A.
❖ Further, 𝐴𝑘 = 𝑀𝐷𝑘 𝑀−1 .
Orthogonal Matrices:
A square matrix 𝐴 is said to be orthogonal if 𝐴𝐴𝑇 =
𝐴𝑇 𝐴 = 𝐼.
NOTE:

For any non-singular matrix, 𝐴𝐴−1 = 𝐴−1 𝐴 = 𝐼

Comparing, we get 𝐴𝑇 = 𝐴−1 .
Hence if 𝐴 is orthogonal, then 𝐴𝑇 = 𝐴−1 .
Examples:
2 1 2
−
3 3 3
2 2 1
1. 3 3 3
1 2 2
−
3 3 3
−8 4 1
1
2. 1 4 −8
9
4 7 4
are orthogonal matrices as 𝐴𝐴𝑇 = 𝐴𝑇 𝐴 = 𝐼.
 Diagonalization of a real-symmetric matrix by
orthogonal reduction or orthogonal transformation

❖If A is a real symmetric matrix, then the

eigenvectors of A are not only linearly
independent but also pairwise orthogonal.

Norm of an eigenvector:
𝒙𝟏
❖ If X = 𝒙𝟐 is an eigenvector, then the norm
𝒙𝟑
of X is given by
𝑥 = 𝑥12 + 𝑥22 + 𝑥32
Normalized Eigenvector:

Let Xr be an eigenvector. Divide each element of Xr by

the square root of the sum of squares of all the elements
of Xr to get the normalized eigenvector.
Example:
1
Let X= 2 be an eigenvector of a matrix A. Then the
2
norm of X is X = 𝑥12 + 𝑥22 + 𝑥32 = 1 + 4 + 4 = 3. So the
𝟏
𝟑
𝟐
normalized eigenvector form of X is N =
𝟑
𝟐
𝟑
❖ Normalized modal matrix N is a matrix which is
formed by the normalized eigenvectors of the matrix
A.

❖ Further N is an orthogonal matrix and hence 𝑁 −1 =

𝑁𝑇.

❖ The transformation D=NTAN is called orthogonal

reduction where A is a real symmetric matrix whose
eigen vectors are pairwise orthogonal, N is the
normalized modal matrix such that NNT =NTN=I
(Orthogonal)

❖ The diagonalisation is possible only for real

symmetric matrix.
Example1:
𝟖 −𝟔 𝟐
Reduce the matrix A= −𝟔 𝟕 −𝟒 to a diagonal form by
𝟐 −𝟒 𝟑
orthogonal reduction.
Solution:
Here the given matrix is symmetric. The characteristic equation is
3 − 𝑆1 2 + 𝑆2  − 𝑆3 = 0

S1 = Sum of leading diagonal elements = Trace of A

=18
S2 = Sum of minors of principal diagonal elements
7 −4 8 2 8 −6
= + +
−4 3 2 3 −6 7
= (21-16) +(24-4) +(56-36) = 5+20+20 =45
S3 = 𝐴 = 8(5)+6(-10)+2(10) =0

Hence S1 = 18; S2 = 45; S3= 0 ( 𝐴 = 0)

Hence the characteristic equation becomes
3 − 182 + 45 − 0 = 0

(2 − 18 + 45) = 0

 = 0 𝑜𝑟 (2 − 18 + 45) = 0
 = 𝟎, 𝟑, 𝟏𝟓 are the eigenvalues.
To find Eigenvectors:

Case (i): If  = 0, then (A- 𝐼)𝑋 = 0 becomes

8 −6 2 𝑥1
−6 7 −4 𝑥2 = 0
2 −4 3 𝑥3

Hence the equations from the above matrix are,

8𝑥1 − 6𝑥2 + 2𝑥3= 0
−6𝑥1 + 7𝑥2 − 4𝑥3= 0
2𝑥1 − 4𝑥2 + 3𝑥3= 0
By the multiplication rule,

-6 2 8 -6
[From the first two equations]
7 -4 -6 7

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
24 − 14 −12 + 32 56 − 36

x1 x2 x3
= = = k(say as a constant)
10 20 20

x1 x2 x3
(i. e) = = =k
1 2 2
Hence 𝑥1 = 𝑘; 𝑥2 = 2𝑘; 𝑥3 = 2𝑘

𝒙𝟏 k
As, X1= 𝒙𝟐 (i.e) X1 = 2k
𝒙𝟑 2k

1
If k=1, then X1 = 2
2
1
So, X1 = 2 is the eigenvector corresponding to
2
the eigenvalue  = 0
Case (ii): If  = 3, then (A- 𝐼)𝑋 = 0 becomes

8 −6 2 1 0 0 𝑥1 0
−6 7 −4 − 3 0 1 0 𝑥2 = 0
2 −4 3 0 0 1 𝑥3 0

5 −6 2 𝑥1 0
−6 4 −4 𝑥2 = 0
2 −4 0 𝑥3 0

Hence the equations from the above matrix are

5𝑥1 − 6𝑥2 + 2𝑥3 = 0
−6𝑥1 + 4𝑥2 − 4𝑥3 = 0
2𝑥1 − 4𝑥2 + 0𝑥3 = 0
By the multiplication rule,

𝑥2 𝑥3 𝑥1 𝑥2

-6 2 5 -6 [From the first two equations]

4 -4 -6 4

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
24 − 8 −12 + 20 20 − 36

x1 x2 x3
= = = k(say as a constant)
16 8 −16

x1 x2 x3
(i. e) = = =k
2 1 −2
Hence 𝑥1 = 2𝑘; 𝑥2 = 𝑘; 𝑥3 = −2𝑘

𝒙𝟏 2k
As X2 = 𝒙𝟐 (i.e) X2 = k
𝒙𝟑 −2k

2
If k=1, then X2 = 1
−2

2
Hence X2= 1 is the eigenvector corresponding to the
−2
eigenvalue =3
Case (iii): If  = 15, then (A- 𝐼)𝑋 = 0 becomes
8 −6 2 1 0 0 𝑥1 0
−6 7 −4 − 15 0 1 0 𝑥2 = 0
2 −4 3 0 0 1 𝑥3 0
−7 −6 2 𝑥1
−6 −8 −4 𝑥2 = 0
2 −4 −12 𝑥3

Hence the equations from the above matrix are

-7𝑥1 − 6𝑥2 + 2𝑥3 = 0
−6𝑥1 − 8𝑥2 − 4𝑥3 = 0
2𝑥1 − 4𝑥2 − 12𝑥3 = 0
By the multiplication rule,

-6 2 -7 -6 [From the first two equations]

-8 -4 -6 -8

Hence from the above rule,

= =
24 + 16 12 + 28 56 - 36

x1 x2 x3
= = = k(say as a constant )
40 40 20

x1 x2 x3
i. e = = =k
2 2 1
Hence 𝑥1 = 2𝑘; 𝑥2 = −2𝑘; 𝑥3 = 𝑘

𝒙𝟏 2k
As X3 = 𝒙𝟐 (i.e) X3 = −2k
𝒙𝟑 k
2
If k=1, then X3 = −2
1
2
So X3 = −2 is the eigenvector corresponding to the eigenvalue
1
=15.
1
Hence  = 0,3,15 are the eigenvalues and X1= 2 ,
2
2 2
X2= 1 ,X3= −2 are the corresponding eigenvectors.
−2 1
To check for pairwise orthogonality:

𝑋1𝑇 𝑋2 = 𝑋2𝑇 𝑋3 = 𝑋3𝑇 𝑋1 = 0

2
𝑋1𝑇 𝑋2 = 1 2 2 1 = 2+2−4 =0
−2
2
𝑋2𝑇 𝑋3 = 2 1 −2 −2 = 4−2−2 =0
1
1
𝑋3𝑇 𝑋1 = 2 −2 1 2 = 2 − 4 + 2 = 0
2
Hence X1, X2 and X3 are pairwise orthogonal.
 𝟏 𝟐 𝟐
𝟑 𝟑 𝟑
𝟐 𝟏 −𝟐
Hence N= is the normalized modal matrix which is
𝟑 𝟑 𝟑
𝟐 −𝟐 𝟏
𝟑 𝟑 𝟑
orthogonal as NNT=NTN=I

𝟏 𝟐 𝟐 𝟏 𝟐 𝟐
𝟑 𝟑 𝟑 8 −6 2 𝟑 𝟑 𝟑 0 0 0
𝟐 𝟏 −𝟐 𝟐 𝟏 −𝟐
NTAN = −6 7 −4 = 0 3 0 =D
𝟑 𝟑 𝟑 𝟑 𝟑 𝟑
𝟐 −𝟐 𝟏 2 −4 3 𝟐 −𝟐 𝟏 0 0 15
𝟑 𝟑 𝟑 𝟑 𝟑 𝟑
Example 2:
𝟐 −𝟏 𝟏
Reduce the following symmetric matrix A= −𝟏 𝟐 −𝟏
𝟏 −𝟏 𝟐
to a diagonal form by orthogonal reduction.
Solution:
The characteristic equation is 3 − 𝑆1 2 + 𝑆2  − 𝑆3 = 0
S1 = Sum of leading diagonal elements = Trace of A =6

S2 = Sum of minors of principal diagonal elements

2 −1 2 1 2 −1
= + +
−1 2 1 2 −1 2
= (4-1) +(4-1) +(4-1) = 3+3+3 =9

S3 = 𝐴 = 2(3)+1(-1)+1(-1) =6-1-1 = 4

The characteristic equation becomes 3 − 62 + 9 − 4 = 0

 = 1,1,4 are the eigenvalues.
.

Practice Problems:
Reduce the following matrices to a diagonal form by orthogonal
reduction:
6 −2 2 0 1 1 2 1 0
1. A = −2 3 −1 2. A= 1 0 1 3. A= 1 3 0
2 −1 3 1 1 0 0 0 2
Quadratic to Canonical form
QUADRATIC FORMS

Definition: A homogeneous polynomial of the

second degree in any number of variables is called a
Quadratic Form.

Example: 𝑥 2 +4𝑥𝑦 − 2𝑦 2 , 𝑥12 − 3𝑥1 𝑥2 + 2𝑥22 are

quadratic forms.
Matrix of the quadratic form:`
To find the symmetric matrix A of a quadratic form, the co-
efficient aii are the co-efficient of 𝑥𝑖2 in the quadratic form
and the half of coefficient xixj is placed in each of the
positions aij and aji of A.
The matrices of the quadratic forms 𝑥 2 − 𝑦 2 − 𝑧 2 +
4𝑥𝑦 + 6𝑥𝑧 − 2𝑦𝑧, 𝑥12 + 𝑥22 + 𝑥32 + 3𝑥1 𝑥2 + 3𝑥1 𝑥3 + 3𝑥2 𝑥3
3 3
1
1 2 3 2 2
3 3
are 2 −1 −1 𝑎𝑛𝑑 2 1 2 respectively.
3 −1 −1 3 3
1
2 2
 2 −1 1
The quadratic form whose matrix is −1 2 −1 is 2𝑥 2 +
1 −1 2
2𝑦 2 + 2𝑧 2 − 2𝑥𝑦 − 2𝑦𝑧 + 2𝑥𝑧.

Definition: Rank of a matrix/Quadratic form

If A is the matrix of a quadratic Q, then 𝐴 is called
the determinant (or) discriminant (or) modulus of ‘Q’.
The rank ‘r’ of the matrix A is called the rank of the
quadratic form.

Canonical Form of a Quadratic Form:

The Quadratic Forms 𝑄 = 𝑋 𝑇 𝐴𝑋 in the variables
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , … 𝑥𝑛 can be reduced to a quadratic form
𝑑1 𝑦12 + 𝑑2 𝑦22 + 𝑑3 𝑦32 + 𝑑4 𝑦42 + ⋯ +𝑑𝑛 𝑦𝑛2 which is called the
Canonical Form (or) Sum of squares in the form of Q.
Nature of Quadratic Forms:

(i) The quadratic form 𝑄 = 𝑋 𝑇 𝐴𝑋 is said to be

Positive definite if all the eigenvalues of A are positive numbers.

(ii)Negative definite if all the eigenvalues of A are negative numbers.

(iii)Positive semi-definite if all the eigenvalues of A are positive and

atleast one eigenvalue is zero.

(iv)Negative semi-definite if all the eigenvalues of A are negative and

atleast one eigenvalue is zero.

(v) Indefinite in all other cases of if A has both positive and negative
eigenvalues.
Index of the Quadratic Form:
The number of positive square terms in the canonical
form is called the index of the Quadratic Form.

Signature of the Quadratic Form:

The difference between the number of positive and negative
terms is called the signature of the Quadratic Form.
Reduction of Quadratic Form by means of
orthogonal reduction:

The transformation X=NY where Y is a

column vector of new variables 𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 , … 𝑦𝑛
reduces the given quadratic form Q into 𝑌 𝑇 𝐷𝑌, D is
a Diagonal Matrix with the eigenvalues of A as
diagonal elements. The resulting quadratic form
𝑌 𝑇 𝐷𝑌 takes the form 1 𝑦12 + 2 𝑦22 + 3 𝑦32 + ⋯ . . +𝑛 𝑦𝑛2
which is the required Canonical Form.

Note: This method is applied only if the

eigenvectors of A are pairwise orthogonal.
Procedure for orthogonal reduction of quadratic form to
canonical form:

The steps involved in reducing the given quadratic form to its

canonical form by orthogonal reduction are

1. Write the matrix of the given quadratic form.

2. Determine the eigenvalues and eigenvectors of the matrix A

3. Check the pairwise orthogonality of the eigen vectors to form

the normalized modal matrix N.

4. The transformation X=NY reduces the

quadratic form Q into its canonical form given by YTDY.
Procedure for orthogonal reduction of quadratic form to
canonical form:

The steps involved in reducing the given quadratic form to its

canonical form by orthogonal reduction are

1. Write the matrix of the given quadratic form.

2. Determine the eigenvalues and eigenvectors of the matrix A

3. Check the pairwise orthogonality of the eigen vectors to form

the normalized modal matrix N.

4. The transformation X=NY reduces the

quadratic form Q into its canonical form given by YTDY.
Example 1:
By an orthogonal transformation, reduce the Quadratic
Form 3𝑥 2 − 2𝑦 2 − 𝑧 2 + 12𝑦𝑧 + 8𝑧𝑥 − 4𝑥𝑦
to a Canonical Form. Also find it’s nature.

Solution:
The given quadratic form is, 3𝑥 2 − 2𝑦 2 − 𝑧 2 + 12𝑦𝑧 + 8𝑧𝑥 − 4𝑥𝑦
3 −2 4
The matrix A of the Quadratic Form is, 𝐴 = −2 −2 6
4 6 −1

The Characteristic equation is λ3−𝑆1 λ2 + 𝑆2 λ − 𝑆3 = 0

Where S1 = 0; S2 = -63; S3= -162
Hence the Characteristic equation becomes,
λ3 − 0λ2 − 63λ + 162 = 0
λ3 − 63λ + 162 = 0
𝜆 = 3,6, −9 are the Eigen values.
.
To Find Eigen Vectors:
Case (i): If λ = 3
If λ = 3 then (A- λ𝐼)𝑋 = 0

3 −2 4 1 𝑥1
−2 −2 6 −3 1 𝑥2 = 0
4 6 −1 1 𝑥3

0 −2 4 𝑥1
−2 −5 6 𝑥2 = 0
4 6 −4 𝑥3

Hence the equation from the above matrix are,

0𝑥1− 2𝑥2 + 4𝑥3= 0

−2𝑥1 − 5𝑥2 + 6𝑥3= 0
4𝑥1 +6𝑥2 −4𝑥3= 0
By the multiplication rule from equations 1 and 2,

𝑥2 𝑥3 𝑥1 𝑥2

-2 4 0 -2
[From the first two equations]
-5 6 -2 -5

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
−12 + 20 −8 + 0 0−4

x1 x2 x3
= = = k(say as a constant)
8 −8 −4

x1 x2 x3
(i.e) = = = k
2 −2 −1

Hence, 𝑥1 = 2𝑘; 𝑥2 = −2𝑘; 𝑥3 = −𝑘

𝒙𝟏 2k
As, X = 𝒙𝟐 (i.e) X = −2k
𝒙𝟑 −k
 By the multiplication rule from equations 1 and 2,

𝑥2 𝑥3 𝑥1 𝑥2

-2 4 -3 -2 [From the first two equations]

-8 6 -2 -8

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
−12 + 32 −8 + 18 24 − 4

x1 x2 x3
= = = k(say as a constant)
20 10 20

x1 x 2 x 3
i. e = = =k
2 1 2

Hence, 𝑥1 = 2𝑘; 𝑥2 = 𝑘; 𝑥3 = 2𝑘

𝒙𝟏 2k
As, X = 𝒙𝟐 (i.e) X = k
𝒙𝟑 2k
By the multiplication rule from equations 1 and 2,

𝑥2 𝑥3 𝑥1 𝑥2

-2 4 12 -2 [From the first two equations]

7 6 -2 7

Hence from the above rule,

𝑥1 𝑥2 𝑥3
= =
−12 − 28 −8 − 72 84 − 4

x1 x2 x3
= = = k(say as a constant)
−40 −80 80

x1 x2 x3
(i. e) = = =k
−1 −2 2

Hence, 𝑥1 = −𝑘; 𝑥2 = −2𝑘; 𝑥3 = 2𝑘

𝒙𝟏 −k
As, X = 𝒙𝟐 (i.e) X = −2k
𝒙𝟑 2k
 2
So for, X1 = −2 , then X1 = 𝑥12 + 𝑥22 + 𝑥32
−1
X1 = 4+4+1 =3
So normalized matrix for X1 becomes as

𝟐 𝟐 𝟏
𝟑 𝟑 𝟑
−𝟐 𝟏 𝟐
N1 = , Similarly N2 = ; N3 =
𝟑 𝟑 𝟑
−𝟏 𝟐 −𝟐
𝟑 𝟑 𝟑

As X2 = 4+1+4 =3

X3 = 4+4+1 =3

𝟐 𝟐 𝟏
𝟑 𝟑 𝟑
−𝟐 𝟏 𝟐
Hence N= is the Normalised modal matrix which is orthogonal
𝟑 𝟑 𝟑
−𝟏 𝟐 −𝟐
𝟑 𝟑 𝟑
as NNT=NTN=I
 𝟐 𝟐 𝟏 𝟐 𝟐 𝟏
𝟑 𝟑 𝟑 3 −2 4 𝟑 𝟑 𝟑 3 0 0
−𝟐 𝟏 𝟐 −𝟐 𝟏 𝟐
So, NTAN = −2 −2 6 = 0 6 0 =D
𝟑 𝟑 𝟑 𝟑 𝟑 𝟑
−𝟏 𝟐 −𝟐 4 6 −1 −𝟏 𝟐 −𝟐 0 0 −9
𝟑 𝟑 𝟑 𝟑 𝟑 𝟑

Hence NTAN=D(3,6,-9,), where D is a diagonal matrix with 3,6,-9 as the principal diagonal
elements.
Therefore the Orthogonal transformation X=NY will reduce the Quadratic Form to the
Canonical form as 3𝑦12 + 6𝑦22 − 9𝑦32 .
The nature of the Quadratic form as,
Rank = 3 (Three non-zero rows)
Index= 2 (Number of Positive terms)
Signature = 1 (Difference between number of positive and negative terms)
Indefinite in nature( Both positive and Negative Eigen values)
Cayley Hamilton Theorem
=

Cayley Hamilton Theorem

Statement: Every square matrix satisfies its own characteristic equation

Explanation :

If 𝐶0 𝜆𝑛 + 𝐶1 𝜆𝑛−1 + 𝐶2 𝜆𝑛−2 + ⋯ … … . + 𝐶𝑛−1 𝜆 + 𝐶𝑛 = 0

is the characteristic equation of a matrix A of order n, then

𝐶0 𝐴𝑛 + 𝐶1 𝐴𝑛−1 + 𝐶2 𝐴𝑛−2 + ⋯ … … . + 𝐶𝑛−1 𝐴 + 𝐶𝑛 𝐼 = 0

Note:

▪ I is the unit matrix of order n

▪ 0 is the null matrix of order n

=

Uses:

• It is used to find the inverse of the square matrix A, if exists 𝐴−1

• It is used to find the higher positive integral powers of the matrix, if the

lower powers of it are known

• Higher integral powers of the Matrix A can be expresses as a linear

combination of those of lower powers of A

• The concept is mainly applied in Linear algebra

Activity related to Cayley Hamilton
Theorem
Suppose the probability of sunny day
followed by rainy day is 1/3 and that
the probability of rainy day following a
sunny day is ½. On day 0, if there is
equal probability of the day being
sunny or rainy, then predict the
probability that it is sunny on 20th
day?
1 1
2 3 3 2
Let 𝑀 = 1 2 and 𝐴 = 6𝑀 =
3 4
2 3
 3 2
To solve this question, we need to find 𝐴𝑛 where 𝐴 = .
3 4
We do this using Cayley Hamilton Theorem
The characteristic equation is 𝐴 − 𝜆𝐼 = 0
i.e., 𝜆2 − 𝐶1 𝜆 + 𝐶2 = 0  𝜆2 − 7𝜆 + 6 = 0
The eigenvalues are 1,6
By Cayley Hamilton Theorem , 𝐴2 − 7𝐴 + 6𝐼 = 0 ----------- (1)

To find 𝑨𝒏
When 𝜆𝑛 is divided by 𝜆2 − 7𝜆 + 6, let the quotient be 𝑄()
and the remainder be 𝑎 + 𝑏.
Then 𝜆𝑛 =(𝜆2 − 7𝜆 + 6)𝑄(𝜆) + (𝑎𝜆 + 𝑏) --------------- (2)
In the above equation, put 𝜆 = 1, we get (1)𝑛 = 𝑎 + 𝑏 -------- (3)
Put 𝜆 = 6, we get (6)𝑛 = 6𝑎 + 𝑏 ---------- (4)
 Ref :
eq(4) - eq (3)  5a=6𝑛 − (1)𝑛
−𝑎 + 𝑏 = (−1)𝑛 --(3)
6𝑛 −1 5𝑎 + 𝑏 =(5)𝑛 -- (4)
a=
5

6𝑛 −1
(3)  𝑏 = 1 − a = 1 −
5

6−6𝑛
b =
5

By Cayley Hamilton Theorem, eqn (2) can be written as

𝐴𝑛 = (𝐴2 − 7𝐴 + 6𝐼)𝑄(𝐴) + (𝑎𝐴 + 𝑏𝐼)

6𝑛 −1 3 2 6−6𝑛 1 0
=0+ +
5 3 4 5 0 1

6𝑛 −1 3 2 6−6𝑛 1 0
𝐻𝑒𝑛𝑐𝑒 𝐴𝑛 = +
5 3 4 5 0 1
On day 0, the respective probabilities for it
being sunny and rainy are given by
1
1 1 𝑇 2
P= , = 1
2 2
2
1
The probabilities on Day 1 = 𝑀. 𝑃 = 𝐴. 𝑃
6

Similarly, the probabilities on Day 20 are

given by:
20 1 20
𝑀 .𝑃 = 20 𝐴 .𝑃
6
 This method is very
useful to find higher
powers of A like
6𝑛 −1 3 2 6−6𝑛 1 0 𝐴50 , 𝐴100 etc
𝐴𝑛 = +
5 3 4 5 0 1

To calculate the required probability, we need 𝐴20 ,

620 −1 3 2 6−620 1 0
𝐴20
= +
5 3 4 5 0 1

= 1.462463 × 1015 1.462463 × 1015

2.193695 × 1015 2.193695 × 1015

Hence the probabilities on Day 20 are given by:

1 0.4
𝑀20 . 𝑃 = 20 𝐴20 . 𝑃 =
6 0.6


Problems:

2 0 −1
Example 1 : Verify Cayley Hamilton Theorem for the matrix A = 0 2 0 and hence
−1 0 2
find A and A .
-1 4

Solution:

2 0 −1
Let A = 0 2 0
−1 0 2 Calculation:
The characteristic equation is 𝐴 − 𝜆𝐼 = 0 𝐶1 = Sum of the diagonal elements = 2+2+2=6

i.e., 𝜆3 − 𝐶1 𝜆2 + 𝐶2 𝜆 − 𝐶3 = 0 𝐶2 = Sum of the minors of the principal

diagonal elements
𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
By Cayley Hamilton Theorem, 2 0 2 −1 2 0
= + + = 11
0 2 −1 2 0 2
𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 = 0 ----------- (1)
𝐶3 = |A| = 6
Verification of Cayley –Hamilton Theorem :

2 0 −1 5 0 −4 14 0 −13
A = 0 2 0 , 𝐴2 =𝐴𝑥𝐴= 0 4 0 , 𝐴3 = 𝐴2𝑥 𝐴= 0 8 0
−1 0 2 −4 0 5 −13 0 14

Consider 𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 :

14 0 −13 5 0 −4 2 0 −1 1 0 0
𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 = 0 8 0 - 6 0 4 0 +11 0 2 0 -6 0 1 0
−13 0 14 −4 0 5 −1 0 2 0 0 1

14 − 30 + 22 − 6 0 −13 + 24 − 11 − 0
= 0 8 − 24 + 22 − 6 0
−13 + 24 − 22 − 0 0 14 − 30 + 22 − 6

0 0 0
= 0 0 0
0 0 0

Hence, 𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 =0. Therefore CHT is verified.

To find 𝐴4 :
Ref :
𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 = 0 ---(1)
Multiplying equation (1) by A,
𝐴4 − 6𝐴3 + 11𝐴2 − 6𝐴 = 0
14 0 −13 5 0 −4 2 0 −1
𝐴4 = 6𝐴3 − 11𝐴2 + 6𝐴 = 6 0 8 0 − 11 0 4 0 +6 0 2 0
−13 0 14 −4 0 5 −1 0 2

84 0 −78 55 0 −44 18 0 −6
= 0 48 0 − 0 44 0 +6 0 12 0
−78 0 84 −44 0 55 −6 0 12

41 0 −40
= 0 16 0
−40 0 41
To find 𝐴−1 :
Ref :
𝐴3 − 6𝐴2 + 11𝐴 − 6𝐼 = 0 ---(1)
Multiplying equation (1) by 𝐴−1 ,
𝐴2 − 6𝐴 + 11𝐼 − 6𝐴−1 = 0  6𝐴−1 = 𝐴2 − 6𝐴 + 11𝐼
1
 𝐴−1 = 6 (𝐴2 − 6𝐴 + 11𝐼)

5 0 −4 2 0 −1 1 0 0
1
= 0 4 0 −6 0 2 0 + 11 0 1 0
6
−4 0 5 −1 0 2 0 0 1
5 0 −4 12 0 −6 11 0 0
1
= 0 4 0 − 0 12 0 + 0 11 0
6
−4 0 5 −6 0 12 0 0 11

1 4 0 2
𝐴−1 = 0 3 0
6
2 0 4


1 3 7
Example 2 : Verify Cayley Hamilton Theorem for the matrix A = 4 2 3 and
1 2 1
hence find A .
-1

Solution:

1 3 7
Let A = 4 2 3
1 2 1
The characteristic equation is 𝐴 − 𝜆𝐼 = 0
i.e., 𝜆3 − 𝐶1 𝜆2 + 𝐶2 𝜆 − 𝐶3 = 0 Calculation
𝜆3 − 4𝜆2 − 20𝜆 − 35 = 0 𝐶1 =1+2+1 = 4

By Cayley Hamilton Theorem, 𝐶2 =

2 3
+
1 7
+
1 3
= −20
2 1 1 1 4 2
𝐴3 − 4𝐴2 − 20𝐴 − 35𝐼 = 0 ----------- (1)
𝐶3 = |A| = 35
Verification of Cayley –Hamilton Theorem :

1 3 7 20 23 23 135 152 232

A = 4 2 3 , 2
𝐴 = 𝐴 𝑥 𝐴 = 15 22 37 , 3 2
𝐴 = 𝐴 𝑥 𝐴 = 140 163 208
1 2 1 10 9 14 60 76 111

Consider𝐴3 − 4𝐴2 − 20𝐴 − 35𝐼 :

135 152 232 20 23 23 1 3 7 1 0 0

𝐴3 − 4𝐴2 − 20𝐴 − 35𝐼 = 140 163 208 - 4 15 22 37 − 20 4 2 3 -35 0 1 0
60 76 111 10 9 14 1 2 1 0 0 1

135 − 100 − 20 − 35 152 − 92 − 60 232 − 92 − 140

= 140 − 60 − 80 163 − 88 − 40 − 35 208 − 148 − 60
60 − 40 − 20 76 − 36 − 40 111 − 56 − 20 − 35

0 0 0
= 0 0 0
0 0 0

Hence, 𝐴3 −4𝐴2 − 20𝐴 − 35𝐼 =0. Therefore, CHT is verified.

To find 𝐴−1 : Ref :
𝐴3 −4𝐴2 − 20𝐴 − 35𝐼=0---(1)

Multiplying equation (1) by 𝐴−1 ,

𝐴2 −4𝐴 − 20𝐼 − 35 𝐴−1 =0  35𝐴−1 = 𝐴2 − 4𝐴 − 20𝐼
1
 𝐴−1 = 35 (𝐴2 − 4𝐴 − 20𝐼)

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
Hence, 𝐴−1 = 35
−1 −6 25
6 1 −10
 1 2
Example 3 : Find 𝐴𝑛 if 𝐴 = using Cayley Hamilton Theorem
4 3
Solution: The characteristic equation is 𝐴 − 𝜆𝐼 = 0
i.e., 𝜆2 − 𝐶1 𝜆 + 𝐶2 = 0  𝜆2 − 4𝜆 − 5 = 0
The eigenvalues are -1, 5
By Cayley Hamilton Theorem , 𝐴2 − 4𝐴 − 5𝐼 = 0 ----------- (1)

To find 𝑨𝒏
When 𝜆𝑛 is divided by 𝜆2 − 4𝜆 − 5 , let the quotient be 𝑄()
and the remainder be 𝑎 + 𝑏.
Then 𝜆𝑛 = (𝜆2 − 4𝜆 − 5)𝑄(𝜆) + (𝑎𝜆 + 𝑏) --------------- (2)
In the above equation, put 𝜆 = −1, we get (−1)𝑛 = −𝑎 + 𝑏 -------- (3)
Put 𝜆 = 5, we get (5)𝑛 = 5𝑎 + 𝑏 ---------- (4)
 Ref :
(4) - (3)  6a=5𝑛 − (−1)𝑛
−𝑎 + 𝑏 = (−1)𝑛 --(3)
5𝑛 −(−1)𝑛
a= 5𝑎 + 𝑏 =(5)𝑛 -- (4)
6

𝑛 𝑛
(3)  b= −1 𝑛 +a = −1 𝑛 +5 −(−1)
6

5𝑛 +5(−1)𝑛
b=
6

By Cayley Hamilton Theorem, eqn (2) can be written as

𝐴𝑛 = (𝐴2 − 4𝐴 − 5𝐼)𝑄(𝐴) + (𝑎𝐴 + 𝑏𝐼)

5𝑛 −(−1)𝑛 1 2 5𝑛 +5(−1)𝑛 1 0
=0+ +
6 4 3 6 0 1
5𝑛 −(−1)𝑛 1 2 5𝑛 +5(−1)𝑛 1 0
𝐻𝑒𝑛𝑐𝑒 𝐴 =𝑛
+
6 4 3 6 0 1
***********
 5𝑛 −(−1)𝑛 1 2 5𝑛 +5(−1)𝑛 1 0
𝐻𝑒𝑛𝑐𝑒 𝐴𝑛 = +
6 4 3 6 0 1
This method is very
For example, if we need 𝐴5 , useful to find higher
powers of A like
𝐴50 , 𝐴100 etc
55 −(−1)5 1 2 55 +5(−1)5 1 0
𝐴5 = +
6 4 3 6 0 1

3125+1 1 2 3125−5 1 0
= +
6 4 3 6 0 1

3125+1 1 2 3125−5 1 0
= +
6 4 3 6 0 1

1 2 1 0
= 521 + 520
4 3 0 1

521 1042 520 0 1041 1042

= + =
2084 1563 0 520 2084 2083
 1 0 0
Example 4 : If 𝐴 = 1 0 1 , show that 𝐴𝑛 = 𝐴𝑛−2 + 𝐴2 − 𝐼 for 𝑛 ≥ 3 using Cayley
0 1 0
Hamilton Theorem.

Proof: The characteristic equation is 𝐴 − 𝜆𝐼 = 0

i.e., 𝜆3 − 𝐶1 𝜆2 + 𝐶2 𝜆 − 𝐶3 = 0  𝜆3 − 𝜆2 − 𝜆 + 𝐼 = 0
By Cayley Hamilton Theorem , 𝐴3 − 𝐴2 − 𝐴 + 𝐼 = 0 ----------- (1) .
i.e., 𝐴3 − 𝐴2 = 𝐴 − 𝐼
multiplying (1) by 𝐴𝑛−3 , we get 𝐴3 𝐴𝑛−3 − 𝐴2 . 𝐴𝑛−3 = 𝐴𝐴𝑛−3 − 𝐼𝐴𝑛−3
i.e., 𝑨𝒏 − 𝑨𝒏−𝟏 = 𝑨𝒏−𝟐 − 𝑨𝒏−𝟑
multiplying (1) by 𝐴𝑛−4 , we get 𝐴3 𝐴𝑛−4 − 𝐴2 . 𝐴𝑛−4 = 𝐴𝐴𝑛−4 − 𝐼𝐴𝑛−4
i.e., 𝑨𝒏−𝟏 − 𝑨𝒏−𝟐 = 𝑨𝒏−𝟑 − 𝑨𝒏−𝟒
Similarly, multiplying (1) by 𝐴𝑛−5 , we get
𝑨𝒏−𝟐 − 𝑨𝒏−𝟑 = 𝑨𝒏−𝟒 − 𝑨𝒏−𝟓 and so on
………………………
𝑨𝒏 − 𝑨𝒏−𝟏 = 𝑨𝒏−𝟐 − 𝑨𝒏−𝟑
………………………

𝐴4 − 𝐴3 = 𝐴2 −𝐴 𝑨𝒏−𝟏 − 𝑨𝒏−𝟐 = 𝑨𝒏−𝟑 − 𝑨𝒏−𝟒

𝐴3 − 𝐴2 = 𝐴 − 𝐼 𝑨𝒏−𝟐 − 𝑨𝒏−𝟑 = 𝑨𝒏−𝟒 − 𝑨𝒏−𝟓

Adding all these equations, we get
-------------------------------
𝐴𝑛 − 𝐴𝑛−2 = 𝐴2 − 𝐼 ---------------------------------
(or) 𝐴𝑛 = 𝐴𝑛−2 + 𝐴2 − 𝐼
𝑨𝟒 − 𝑨𝟑 = 𝑨𝟐 − 𝑨
𝑨𝟑 − 𝑨𝟐 = 𝑨 − 𝑰
Example 5: Using Cayley Hamilton Theorem, evaluate 𝐴8 − 5𝐴7 + 7𝐴6 − 3𝐴5 + 𝐴4 −

2 1 1
5𝐴 + 8𝐴 − 2𝐴 + 𝐼 where 𝐴 = 0
3 2
1 0
1 1 2

Solution: The characteristic equation is

i.e., 𝜆3 − 𝐶1 𝜆2 + 𝐶2 𝜆 − 𝐶3 = 0  𝜆3 − 5𝜆2 + 7𝜆 − 3 = 0

By Cayley Hamilton Theorem , 𝐴3 − 5𝐴2 + 7𝐴 − 3𝐼 = 0 ----------- (1) .

Evaluation

𝐴5 + 𝐴

A − 5 A + 7 A − 3I |
3 2 𝐴8 − 5𝐴7 + 7𝐴6 − 3𝐴5 + 𝐴4 − 5𝐴3 + 8𝐴2 − 2𝐴 + 𝐼

A8 −5 A7 + 7 A6 −3A5
−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

𝐴4 − 5𝐴3 + 8𝐴2 − 2𝐴
𝐴4 − 5𝐴3 + 7𝐴2 − 3𝐴

𝐴2 + 𝐴 + 𝐼

 𝐴8 − 5𝐴7 + 7𝐴6 − 3𝐴5 + 𝐴4 − 5𝐴3 + 8𝐴2 − 2𝐴 + 𝐼

=(𝐴3 − 5𝐴2 + 7𝐴 − 3𝐼)(𝐴5 + 𝐴) +(𝐴2 + 𝐴 + 𝐼)

𝐴8 − 5𝐴7 + 7𝐴6 − 3𝐴5 + 𝐴4 − 5𝐴3 + 8𝐴2 − 2𝐴 + 𝐼
=(𝐴3 − 5𝐴2 + 7𝐴 − 3𝐼)(𝐴5 + 𝐴) +(𝐴2 + 𝐴 + 𝐼)
= 0 + (𝐴2 + 𝐴 + 𝐼)
= (𝐴2 + 𝐴 + 𝐼)

8 5 5
= 0 3 0
5 5 8
Try by yourself :

1 0 0
Verify Cayley Hamilton theorem for 𝐴 = 1 0 1 and hence find 𝐴−1 & 𝐴4
0 1 0

1 0 0 1 0 0
Check your Answer: 𝐴−1 = 0 0 1 & 𝐴4 = 2 1 0
−1 1 0 2 0 1

************
Back to our Question
Determining eigenvalues and
corresponding eigenvectors
Interpretation
• The normalized eigenvector corresponding to largest

0.9612
eigenvalue i.e. 1 is 0.2530 .
0.1096
• Dividing this vector by sum of its elements we get
0.7261
0.1911
0.0828
Interpretation
0.7261
The resulting vector 0.1911 represents the probability
0.0828
distribution of the weather conditions during summer.

Multiplying each element by 100 we get the various

percentage of days in summer that we can expect the three
weather conditions namely : sunny, cloudy and rainy.
Solution

• SUNNY - 72.61%

• CLOUDY - 19.11%

• RAINY – 8.28%