GOA COLLEGE OF ENGINEERING

“BHAUSAHEB BANDODKAR TECHNICAL EDUCATION COMPLEX"

FARMAGUDI, PONDA- GOA - INDIA

MATHEMATICS-III
UNIT 1: MATRICES
LECTURE 6
DEVELOPED BY MATHEMATICS FACULTY
DEPARTMENT OF SCIENCE & HUMANITIES
GOA COLLEGE OF ENGINEERING
 MATRICES LECTURE 6
TOPICS TO BE COVERED:

 Eigenvalues and Eigenvectors of the matrix.

Properties of Eigenvalues and Eigenvectors.
Cayley-Hamilton Theorem
Application of Cayley-Hamilton Theorem.
.
 Eigenvalues and Eigenvectors

Characteristic Matrix:
For a given square matrix 𝐴 𝑜𝑓 𝑜𝑟𝑑𝑒𝑟 𝑛,
𝐴 − 𝜆I matrix is a matrix of order n called the characteristic matrix,
Where 𝜆 is scalar and I is the unit matrix of order n(Identity matrix).
2 2 1
Ex. Let 𝐴 = 1 3 1
1 2 2
2 2 1 1 0 0 2−𝜆 2 1
Then 𝐴 − 𝜆I = 1 3 1 − 𝜆 0 1 0 = 1 3−𝜆 1
1 2 2 0 0 1 1 2 2−𝜆
Is the Characteristic Matrix.
 Eigenvalues and Eigenvectors
Characteristic Polynomial:
The determinant of characteristic matrix is nothing but Characteristic Polynomial.
i.e., The determinant |𝐴 − 𝜆I| when expanded will give a polynomial of degree n,
which we call as characteristic polynomial of matrix A.
2 2 1 2−𝜆 2 1
Ex. Let 𝐴 = 1 3 1 then 𝐴 − 𝜆I = 1 3−𝜆 1 is the
1 2 2 1 2 2−𝜆
Characteristic Matrix,
2−𝜆 2 1
Then |𝐴 − 𝜆I|= 1 3−𝜆 1
1 2 2−𝜆
= 2−𝜆 3−𝜆 2−𝜆 −2 −2 2−𝜆 −1 +1 2− 3−𝜆
=𝜆3 − 7𝜆2 + 11𝜆 − 5 is the Charactristic Polynomial.
 Eigenvalues and Eigenvectors
Characteristic Equation:
The equation |𝑨 − 𝝀I|=0 is called the Characteristic equation of the matrix 𝐴.
2 2 1 2−𝜆 2 1
Ex. Let 𝐴 = 1 3 1 then 𝐴 − 𝜆I = 1 3−𝜆 1 is the
1 2 2 1 2 2−𝜆
Characteristic Matrix,
2−𝜆 2 1
|𝐴 − 𝜆I|= 1 3−𝜆 1 =𝜆3 − 7𝜆2 + 11𝜆 − 5 is the Charactristic Polynomial.
1 2 2−𝜆
Then 𝝀𝟑 − 𝟕𝝀𝟐 + 𝟏𝟏𝝀 − 𝟓 =0 is the Characteristic Equation.
 Eigenvalues and Eigenvectors
Characteristic Roots or Eigenvalues:
The roots of characteristic equation |𝑨 − 𝝀I| = 0 are called Characteristic Roots or
Eigenvalues of matrix.
2 2 1
Ex. Let 𝐴 = 1 3 1 then 𝝀𝟑 − 𝟕𝝀𝟐 + 𝟏𝟏𝝀 − 𝟓 =0 is the Characteristic
1 2 2
Equation of A and
𝝀𝟑 − 𝟕𝝀𝟐 + 𝟏𝟏𝝀 − 𝟓 =0
𝝀−𝟏 𝝀−𝟏 𝝀−𝟓 =𝟎
჻ 𝜆=1,1,5 and these values of 𝜆’s are called Characteristic Roots or Eigenvalues
of A.
 Eigenvalues and Eigenvectors
Eigenvectors:
Let 𝐴 𝑏𝑒 𝑎 𝑠𝑞𝑢𝑎𝑟𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 𝑜𝑓 𝑜𝑟𝑑𝑒𝑟 𝑛 .
Let 𝜆1 , 𝜆2 … 𝜆𝑛 𝑏𝑒 𝑛 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴.
𝐼𝑓 𝑡ℎ𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡 𝑎 𝑛𝑜𝑛 − 𝑧𝑒𝑟𝑜 𝑐𝑜𝑙𝑢𝑚𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝑋 𝑖. 𝑒. , 𝑚𝑎𝑡𝑟𝑖𝑥 𝑜𝑓 𝑜𝑟𝑑𝑒𝑟 𝑛 𝑥 1
𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑡𝑜 eigenvalue 𝜆 such that
𝑨 − 𝝀𝐈 𝐗 = 𝟎 𝐨𝐫 𝐀𝐗 = 𝝀𝑿
Then that non-zero column matrix X is called eigenvector corresponding to
eigenvalue 𝝀.
Therefore for every square matrix of order 𝑛 there exist 𝑛 Eigenvectors 𝑋1 , 𝑋2 , … 𝑋𝑛
corresponding to the Eigenvalues 𝜆1 , 𝜆2 … , 𝜆𝑛 .
 Examples
1 1 3
1.Find the Eigenvalues and Eigenvectors of 𝐴 = 1 5 1 .
3 1 1
Solution : The Characteristic equation of A is |𝑨 − 𝝀I|=0.
𝟏−𝝀 𝟏 𝟑
𝟏 𝟓−𝝀 𝟏 =𝟎
𝟑 𝟏 𝟏−𝝀

𝟏−𝝀 𝟓−𝝀 𝟏−𝝀 −𝟏 −𝟏 𝟏−𝝀 −𝟑 +𝟑 𝟏−𝟑 𝟓−𝝀 =𝟎

𝝀𝟑 − 𝟕𝝀𝟐 + 𝟑𝟔 = 𝜆 + 𝟐 𝜆 − 𝟑 𝜆 − 𝟔 = 𝟎
𝜆 = −2,3,6 are the roots of Characteristic Equations.
𝜆1 = −2, 𝜆2 = 3 𝑎𝑛𝑑 𝜆3 = 6 are the Eigenvalues of A.
 To find Eigenvectors:
Consider 𝑨 − 𝝀𝐈 𝐗 = 𝟎
1−𝜆 1 3 𝑥1 0
1 5−𝜆 1 𝑥2 = 0 ____(1)
3 1 1 − 𝜆 𝑥3 0
i) For 𝑿𝟏 𝒑𝒖𝒕 𝝀 = −𝟐 𝒊𝒏 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝟏
3 1 3 𝑥1 0 Cross Multiplication method:
1 7 1 𝑥2 = 0 Consider
3 1 3 𝑥3 0 𝑎1 𝑥1 + 𝑏1 𝑥2 + 𝑐1 𝑥3 = 0
𝑎2 𝑥1 + 𝑏2 𝑥2 + 𝑐2 𝑥3 = 0
3𝑥1 + 𝑥2 + 3𝑥3 = 0 Two equations which are not equal or
𝑥1 + 7𝑥2 + 𝑥3 = 0 not multiple of each other.
𝑥 𝑥 𝑥
3𝑥1 + 𝑥2 + 3𝑥3 = 0 Then 𝑏1 1𝑐1 = 𝑎1 2 𝑐1 = 𝑎1 3𝑏1
−𝑎 𝑐2
𝑏2 𝑐2 2 𝑎2 𝑏2
Solve by using Cross-Multiplication Method
𝑥1 𝑥2 𝑥3
= =
1 3 3 3 3 1
−
7 1 1 1 1 7
 𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
= = ⤇ = =
−20 0 20 −1 0 1
−𝒌 −𝟏
Therefore the Eigenvector corresponding to eigenvalue 𝝀𝟏 = −𝟐 is 𝑿𝟏 = 𝟎 𝒐𝒓 𝟎 .
𝒌 𝟏
ii) For 𝑿𝟐 𝒑𝒖𝒕 𝝀 = 𝟑 𝒊𝒏 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝟏
−2 1 3 𝑥1 0
1 2 1 𝑥2 = 0
3 1 −2 𝑥3 0
−2𝑥1 + 𝑥2 + 3𝑥3 = 0
𝑥1 + 2𝑥2 + 𝑥3 = 0
3𝑥1 + 𝑥2 − 2𝑥3 = 0
From first and second equation,
𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
1 3 = −2 3 = −2 1 ⤇ = = ⤇ = =
− −5 5 −5 −1 1 −1
2 1 1 1 1 2
−𝒌 −𝟏
Therefore the Eigenvector corresponding to eigenvalue 𝝀𝟐 = 𝟑 is 𝑿𝟐 = 𝒌 𝒐𝒓 𝟏
−𝒌 −𝟏
 ii)For 𝑿𝟐 𝒑𝒖𝒕 𝝀 = 𝟔 𝒊𝒏 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝟏

−5 1 3 𝑥1 0
1 −1 1 𝑥2 = 0
3 1 −5 𝑥3 0

−5𝑥1 + 𝑥2 + 3𝑥3 = 0
𝑥1 − 1𝑥2 + 𝑥3 = 0
3𝑥1 + 𝑥2 − 5𝑥3 = 0
From first and second equation,
𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3 𝑥1 𝑥2 𝑥3
1 3 = −5 3 = −5 1 ⤇ = = ⤇ = =
− 4 8 4 1 2 1
−1 1 1 1 1 −1
𝒌 𝟏
Therefore the Eigenvector corresponding to eigenvalue 𝝀𝟑 = 𝟔 is 𝑿𝟑 = 𝟐𝒌 𝒐𝒓 𝟐
𝒌 𝟏
 Properties of Eigenvalues and Eigenvectors
• The sum of the Eigenvalue is equal to the sum of its diagonal elements i.e trace of
the matrix.
• The product of the eigenvalues is nothing but determinant of the matrix.
• The square matrix A is singular iff zero is an eigenvalue of A.
• A square matrix and its transpose have the same eigenvalues.
• If 𝝀 is an Eigenvalue of a square matrix A then 𝝀 + k is eigenvalue of A + kI.
• Let 𝜆1 , 𝜆2 … , 𝜆𝑛 𝑏𝑒 𝐸𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴 𝑜𝑓 𝑜𝑟𝑑𝑒𝑟 𝑛. 𝑇ℎ𝑒𝑛
1. 𝑐𝜆1 , 𝑐𝜆2 … , 𝑐𝜆𝑛 𝑎𝑟𝑒 𝐸𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑐𝐴 .
2. 𝜆1 𝑚 , 𝜆2 𝑚 … , 𝜆𝑛 𝑚 are Eigenvalues of 𝐴𝑚 .
1 1 1
3. , …, 𝑎𝑟𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝐴−1 .
𝜆1 𝜆2 𝜆𝑛
|𝐴| |𝐴| 𝐴
4. , …,
𝜆1 𝜆2 𝜆𝑛
𝑎𝑟𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝐴𝑑𝑗 𝐴.
 Properties of Eigenvalues and Eigenvectors

• Corresponding to an Eigenvalue 𝝀 of a square matrix A there exists more than

one Eigenvector.
• The Eigenvalues of Hermitian matrix are real number.
• The Eigenvalues of Symmetric matrix are real number.
• The Eigenvalues of Skew-symmetric matrix are either zero or purely imaginary.
• The Eigenvalues of an Orthogonal matrix are ±1.
• Corresponding to an Eigenvector X of a square matrix there exist one and only
one Eigenvalue.
• Eigenvectors corresponding to different eigenvalues are linearly independent.
 Properties of Eigenvalues and Eigenvectors

• If all the eigenvalues 𝜆1 , 𝜆2 … , 𝜆𝑛 of a matrix A are distinct , then the

corresponding eigenvectors 𝑋1 , 𝑋2 , … 𝑋𝑛 are linearly independent.
• If two or more eigenvalues are equal , then corresponding eigenvectors may be
linearly independent or dependent.

𝑥1 𝑦1
𝑥2 𝑦2
Orthogonal Vectors: Two column vectors X = ⋮ 𝑎𝑛𝑑 𝑌 = ⋮ are said to be orthogonal
𝑥𝑛 𝑦𝑛
If 𝑋 𝑇 𝑌 = 0 𝑖. 𝑒 𝑥1 𝑦1 + 𝑥2 𝑦2 + ⋯ 𝑥𝑛 𝑦𝑛 = 0
1 2
Ex.X = −2 , Y= 1 𝑡ℎ𝑒𝑛 𝑋 𝑎𝑛𝑑 𝑌 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.
1 0
• The eigenvalues corresponding to distinct eigenvalues of real symmetric matrix
are orthogonal.
 Polynomial with matrix coefficients
1 1 3 1−λ 1 3
Let A= 1 5 1 then A-λ𝐼 = 1 5−λ 1
3 1 1 3 1 1−λ
5−λ 1 1 3 1 3
−
1 1−λ 1 1−λ 5−λ 1
1 1 1−λ 3 1−λ 3
adj (A – λI )= − −
3 1−λ 3 1−λ 1 1
1 5−λ 1−λ 1 1−λ 1
−
3 1 3 1 1 5−λ

λ2 − 6λ − 4 λ+2 3λ − 14 1 0 0 −6 1 3 −4 2 −14
= λ+2 λ2 − 2λ − 8 λ+2 =λ2 0 1 0 +λ 1 −2 1 + 2 −8 2
3λ − 14 λ+2 λ2 − 6λ − 4 0 0 1 3 1 −6 −14 2 −4

= λ2 A+ λB+C where A ,B and C are square matrices of order 3x3.

 Cayley-Hamilton Theorem
Statement: Every square matrix satisfies it own Characteristic equation.
Or If A is square matrix of order n , and 𝑨 − 𝝀𝐈 = 𝟎 𝐨𝐫
(−𝟏)𝒏 𝝀𝒏 + 𝒌𝟏 𝝀𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝝀 + 𝒌𝒏 = 𝟎 𝒊𝒔 𝑪𝒉𝒂𝒓𝒂𝒄𝒕𝒆𝒓𝒊𝒔𝒕𝒊𝒄 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏
Then (−𝟏)𝒏 𝑨𝒏 + 𝒌𝟏 𝑨𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝑨 + 𝒌𝒏 𝑰 = 𝟎
Proof: Consider the matrix (𝐴 − 𝜆I) and P = adj 𝐴 − 𝜆I .
Since the elements of 𝐴 − 𝜆I are at most of the first degree in 𝜆,the elements of
adj(𝐴 − 𝜆I) are at most degree 𝑛 − 1 𝑖𝑛 𝜆.
Thus , adj(𝐴 − 𝜆I) may be written as a matrix polynomial in 𝜆 , 𝑔𝑖𝑣𝑒𝑛 𝑏𝑦
adj 𝐴 − 𝜆I = P = 𝐵0 𝜆𝑛−1 + 𝐵1 𝜆𝑛−2 + ⋯ + 𝐵𝑛−1
𝑤ℎ𝑒𝑟𝑒 𝐵0 , 𝐵1 … 𝐵𝑛−1 𝑎𝑟𝑒 𝑛 𝑥 𝑛 𝑚𝑎𝑡𝑟𝑖𝑥, 𝑡ℎ𝑒𝑖𝑟 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑏𝑒𝑖𝑛𝑔 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑖𝑛 𝜆.
 We know that 𝐴 − 𝜆I adj 𝐴 − 𝜆I = 𝐴 − 𝜆I 𝐼
𝐴 − 𝜆I 𝐵0 𝜆𝑛−1 + 𝐵1 𝜆𝑛−2 + ⋯ + 𝐵𝑛−1 =
[(−𝟏)𝒏 𝝀𝒏 + 𝒌𝟏 𝝀𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝝀 + 𝒌𝒏 ]. 𝑰
Equating Coefficient of like powers of 𝜆 on both the sides we get
−𝐼𝐵0 = (−1)𝑛 . 𝐼
𝐴𝐵0 − 𝐼𝐵1 = 𝑘1 . 𝐼
𝐴𝐵1 − 𝐼𝐵2 = 𝑘2 . 𝐼
…………….
𝐴𝐵𝑛−1 = 𝑘𝑛 . 𝐼
On multiplying the equations by
𝐴𝑛 , 𝐴𝑛−1 , … , 𝐼 𝑟𝑒𝑠𝑝𝑒𝑐𝑡𝑖𝑣𝑒𝑙𝑦 𝑎𝑛𝑑 𝑎𝑑𝑑𝑖𝑛𝑔 , 𝑤𝑒 𝑜𝑏𝑡𝑎𝑖𝑛
0 = (−𝟏)𝒏 𝑨𝒏 + 𝒌𝟏 𝑨𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝑨 + 𝒌𝒏 𝑰
Thus (−𝟏)𝒏 𝑨𝒏 + 𝒌𝟏 𝑨𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝑨 + 𝒌𝒏 𝑰 = 𝟎 .
 Application
• To find 𝐴−1 :
By Cayley Hamilton Theorem,
(−𝟏)𝒏 𝑨𝒏 + 𝒌𝟏 𝑨𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝑨 + 𝒌𝒏 𝑰 = 𝟎 .
Multiply this equation by 𝐴−1 ,
[(−𝟏)𝒏 𝑨𝒏 + 𝒌𝟏 𝑨𝒏−𝟏 + ⋯ + 𝒌𝒏−𝟏 𝑨 + 𝒌𝒏 𝑰]. 𝐴−1 = 𝟎 .
𝒌𝒏 𝑰. 𝐴−1 = −[(−𝟏)𝒏 𝑨𝒏−𝟏 + 𝒌𝟏 𝑨𝒏−𝟐 + ⋯ + 𝒌𝒏−𝟏 𝑰]
−1
−𝟏
𝐴 = [(−𝟏)𝒏 𝑨𝒏−𝟏 + 𝒌𝟏 𝑨𝒏−𝟐 + ⋯ + 𝒌𝒏−𝟏 𝑰]
𝒌𝒏
 Examples
𝑉𝑒𝑟𝑖𝑓𝑦 𝐶𝑎𝑦𝑙𝑒𝑦 ℎ𝑎𝑚𝑖𝑙𝑡𝑜𝑛 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑚𝑎𝑡𝑟𝑖𝑥
2 −1 1
𝐴 = −1 2 −1 𝑎𝑛𝑑 ℎ𝑒𝑛𝑐𝑒 𝑓𝑖𝑛𝑑 𝐴−1 .
1 −1 2
Solution: Characteristic equation is 𝐴 − 𝜆I = 0
2 − 𝜆 −1 1
−1 2 − 𝜆 −1 = 0
1 −1 2 − 𝜆

2−𝜆 2 − 𝜆 2 − 𝜆 − 1 + 1 −1 2 − 𝜆 + 1 + 1 1 − 2 − 𝜆 =0
−𝜆3 + 6𝜆2 − 9𝜆 + 4 = 0
Or 𝝀𝟑 − 𝟔𝝀𝟐 + 𝟗𝝀 − 𝟒 = 𝟎
 By Cayley Hamilton Theorem 𝑨𝟑 − 𝟔𝑨𝟐 + 𝟗𝑨 − 𝟒𝑰 = 𝟎
Verification:
2 −1 1 2 −1 1 6 −5 5
𝐴2 = −1 2 −1 −1 2 −1 = −5 6 −5
1 −1 2 1 −1 2 5 −5 6

2 −1 1 6 −5 5 22 −21 21
𝐴3 = −1 2 −1 −5 6 −5 = −21 22 −21
1 −1 2 5 −5 6 21 −21 22

𝑨𝟑 − 𝟔𝑨𝟐 + 𝟗𝑨 − 𝟒𝑰 =

22 −21 21 6 −5 5 2 −1 1 1 0 0
= −21 22 −21 − 6 −5 6 −5 + 9 −1 2 −1 − 4 0 1 0
21 −21 22 5 −5 6 1 −1 2 0 0 1

22 − 36 + 18 − 4 −21 + 30 − 9 − 0 21 − 30 + 9 − 0 0 0 0
= −21 + 30 − 9 − 0 22 − 36 + 18 − 4 −21 + 30 − 9 − 0 = 0 0 0
21 − 30 + 9 − 0 −21 + 30 − 9 − 0 22 − 36 + 18 − 4 0 0 0
 Inverse of a matrix:
𝑨𝟑 − 𝟔𝑨𝟐 + 𝟗𝑨 − 𝟒𝑰 = 𝟎
On multiplying by 𝐴−1 , 𝑤𝑒 𝑔𝑒𝑡
𝐴2 − 6𝐴 + 9𝐼 − 4𝐼𝐴−1 = 0
4𝐴−1 = 𝐴2 − 6𝐴 + 9𝐼
6 −5 5 2 −1 1 1 0 0
4𝐴−1 = −5 6 −5 − 𝟔 −1 2 −1 + 9 0 1 0
5 −5 6 1 −1 2 0 0 1

𝟏 𝟑 𝟏 −𝟏
𝑨−𝟏 = 𝟏 𝟑 𝟏
𝟒
−𝟏 𝟏 𝟑
 Practice Problems
1. Find Eigenvalues and Eigenvectors of the following matrix:
1 0 −1 −2 2 −3 3 −1 1 1 1 1
1 2 1 , 2 1 −6 , −1 5 −1 , 0 2 1
2 2 3 −1 −2 0 1 −1 3 −4 4 3

2.Verify Cayley Hamilton for each of the following matrix and hence
find 𝐴−1 and 𝐴−2 :
1 1 3 1 0 3 2 −1 1 1 1 2
1 3 −3 , 2 1 −1 , −1 2 −1 , 3 1 1
−2 −4 −4 1 −1 1 1 −1 2 2 3 1
Thank You