Professional Documents
Culture Documents
10 8 24 8 14 0 0 0
A 2 8A+14I=
8 26 8 40 0 14 0 0
To find A 4
A2 A 2 8A+14I = 0 A 4 8A3 +14A 2 =0 A 4 =8A3 14A 2
To find A -1
1
A -1 (A 2 8A+14I ) = 0 A 8I+14A -1 0 A -1 8I A
14
1 8 0 3 1
A-1 =
14 0 8 1 5
1 5 1
A -1 =
14 1 3
1
1 2
2. Using Cayley-Hamilton theorem, find the matrix An ( n is an integer) where A =
4 3
and hence find A4.
Solution:
The characteristics equation is λ2 – S1 λ + S2 = 0.
S1 = Sum of the main diagonal elements = 4;
S2 = A 5 ;
An = (aA+bI) -----(2)
Replace A by weget,
n = a+b -----(3)
5n (1)n 5n 5(1)n
Solving (4) and (5), a = , b=
6 6
5 (1)
n n
5 5(1)n
n
Substituting in (2), An A I
6 6
1 2 1 0 209 208
= 104 105
4 3 0 1 416 417
2
2 1 2
3. Verify Cayley- Hamilton theorem for the matrix A= 1 2 1 and hence find A4 and A–1
1 1 2
Solution:
The characteristics equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elts = 6;
S2 = Sum of the minors of the main diagonal elts = 8;
S3 = A = 3.
A3 - 6A 2 + 8A - 3I = 0 - - - - - -(1)
2 1 2 2 1 2 7 6 9
A 1 2 1 1 2 1 5 6 6
2
1 1 2 1 1 2 5 5 7
7 6 9 2 1 2 29 28 38
A 5 6 6 1 2 1 22 23 28
3
5 5 7 1 1 2 22 22 29
29 28 38 7 6 9 2 1 2 1 0 0
3 2
A - 6A + 8A - 3I = 22 23 28 6 5 6 6 8 1 2 1 3 0 1 0
22 22 29 5 5 7 1 1 2 0 0 1
0 0 0
0 0 0
0 0 0
To find A 4
(A3 - 6A 2 + 8A - 3I )A = 0 A 4 - 6A3 + 8A 2 - 3A 0
A 4 6A3 - 8A 2 3A
3
29 28 38 7 6 9 2 1 2
A = 6 22 23 28 8 5 6 6 3 1 2 1
4
22 22 29 5 5 7 1 1 2
To find A -1
A-1(A3 - 6A 2 + 8A - 3I ) = 0 A 2 - 6A + 8I - 3A-1 0
A-1 A 2 - 6A 8I
7 6 9 2 1 2 1 0 0
A -1 = 5 6 6 6 1 2 1 8 0 1 0
5 5 7 1 1 2 0 0 1
3 0 3
1
1 2 0
3
1 1 3
1 2 2
1
4. Using Cayley-Hamilton theorem, find A and A , if A = 1 3 0
4
0 2 1
Solution:
The characteristics equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elts = 5;
S2 = Sum of the minors of the main diagonal elts = 9;
S3 = A = 1.
By Cayley-Hamilton theorem “ Every Square matrix satisfies its own characteristic equation”
A – 5A + 9A – I = 0 ……………(1)
3 2
4
1 12 4 13 42 2
2 3
A 4 7 2 , A 11 9 10
2 8 1 10 22 3
1 12 4 1 2 2 9 0 0 3 2 6
A 1 4 7 2 5 1 3 0 0 9 0 1 1 2
2 8 1 0 2 1 0 0 9 2 2 5
1 1 2
Solution: The characteristics equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elts = 5;
S2 = Sum of the minors of the main diagonal elts = 7;
S3 = A = 3.
A5 +A
A8 - 5A7 + 7A6 - 3A5 + A4 - 5A3 + 8A2 - 2A + I
A – 5A + 7A – 3I
3 2
A8 - 5A7 + 7A6 - 3A5
(–) (+) (–) (+)
A4 - 5A3 + 8A2 - 2A + I
A4 - 5A3 + 7A2 - 3A
(–) (+) (–) (+)
2
A + A+I
A8 - 5A7 + 7A6 - 3A5 + A4 - 5A3 + 8A2 - 2A + I = (A5 +A)( A3 – 5A2 + 7A – 3I)+ (A2 + A + I)
5
= A2 + A + I
5 4 4
2
But, A = 0 1 0
4 4 5
5 4 4 2 1 1 1 0 0 8 5 5
P(A) = A + A + I = 0 1 0 0 1 0 + 0 1 0 0 3 0
2
4 4 5 1 1 2 0 0 1 5 5 8
2 2 0
6. Find the eigen values and eigen vectors of the matrix A = 2 1 1
7 2 3
6
2
The eigen vectoris X 2 1
-2
Case (3) : = – 4
Substituting = –4 in (1) and solving we get
6 x1 2 x2 0 x3 0
2 x1 5 x2 1x3 0
7 x1 2 x2 x3 0
Solving by cross multiplication we get x1 1 , x2 3, x3 13 ,
1
The eigen vector is X 3 -3
13
2 2 1
The eigen vectors are X 1 -1 X 2 1 X 3 -3
-4 -2 13
, ,
3 10 5
7. Find the Eigen values and Eigen vectors of the matrix A = 2 3 4
3 5 7
Solution: The characteristic equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elements = 7;
S2 = Sum of the minors of the main diagonal elements = 16;
S3 = A = 12.
(3 ) x1 10 x2 5 x3 0
2 x1 (3 ) x2 4 x3 0 (1)
3x1 5 x2 (7 ) x3 0
Case (1) : = 3
0 x1 10 x2 5x3 0
2 x1 6 x2 4 x3 0
3x1 5x2 4 x3 0
7
Solving by cross multiplication we get x1 1 , x2 1, x3 2 ,
1
Eigen vectors is X 1 1
2
Case (2) : = 2
Substituting = 2 in the (1) weget
1x1 10 x2 5 x3 0
2 x1 5 x2 4 x3 0
3x1 5 x2 5 x3 0
Solving by cross multiplication we get x1 5 , x2 2, x3 5 ,
5
Eigen vectors is X 2 2
5
5
The third eigen vector is X 3 2
5
2 1 0
8. Find the Eigen values and Eigen vectors of the matrix A = 0 2 1
0 0 2
Solution: Since the given matrix is triangular then its eigen values are λ=2,2,2
2 1 0 x1 0
Consider 0 2 1 x2 = 0
0 2
0 x3 0
(2 ) x1 1x2 0 x3 0
0 x1 (2 ) x2 x3 0 (1)
0 x1 0 x2 (2 ) x3 0
For = 2
0 x1 1x2 0 x3 0
0 x1 0 x2 x3 0
0 x1 0 x2 0 x3 0
Solving we get x2 0, x3 0, x1 takes any value, say 1.
8
1
Eigen vectors is X 1 0
0
1 1
The other eigen vectors are X 2 0 and X 3 0
0 0
2 0 1
9.
Find the eigen values and eigen vectors of the matrix A = 0 2 0
1 0 2
2 0 0 0 0 2
S3 = A = 2 0 1 2 (4 0) 1(0 2) 8 2 6.
0 2 1 2 1 0
6 2 2
10. Find the eigen values and eigen vectors of the matrix A = 2 3 1
2 1 3
10
Solving by cross multiplication we get x1 2 , x2 1, x3 1.
2
Eigen vectors is X 1 1
1
Case (2) : = 2
Substituting =2 in (1) we get
4 x1 2 x2 2 x3 0
2 x1 x2 1x3 0
2 x1 1x2 x3 0
Assume x1 0, x2 1 x3 1
0
The eigen vectors is X 2 1
1
Case (3) : = 2
Assume x1 1, x2 0 x3 2
1
The eigen vectors is X 3 0
-2
2 0 1
The eigen vectors are -1 , 1 , 0
1 1 -2
6 6 5
11. Find the eigen values and eigen vectors of the matrix A = 14 13 10
7 6 4
11
(6 ) x1 6 x2 5 x3 0
14 x1 (13 ) x2 10 x3 0 (1)
7 x1 6 x2 (4 ) x3 0
Case (1) : = -1
Substituting =-1 in (1) we get
7 x1 6 x2 5 x3 0
14 x1 12 x2 10 x3 0
7 x1 6 x2 5 x3 0
Assume x1 0, x2 1 x3 6 / 5
0 0
The eigen vectors is X 1 1 5
6/5 6
Assume x1 1, x2 0 x3 7 / 5
1 1
The eigen vectors is X 2 0 0
-7/5 -7
Assume x1 1, x2 1 x3 1/ 5
1 5
The eigen vectors is X 3 1 5
-1/5 -1
0 1 5
The eigen vectors are 5 , 0 , 5
6 -7 -1
3 1 3
12. Diagonalize the matrix A= 1 3 3 by means of an orthogonal transformation
3 3 5
3 1 3
Solution: The symmetric matrix A= 1 3 3
3 3 5
The characteristic equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elements = –5;
S2 = Sum of the minors of the main diagonal elements = –28;
12
S3 = A = 32.
Case (3) : = 4
Substituting =4 in (1) we get
1x1 x2 3x3 0
x1 7 x2 3x3 0
3x1 3x2 9 x3 0
Solving by cross multiplication we get x1 3 , x2 0, x3 1.
3
Eigen vector is X 3 0
1
It is clear that X1T X 2 = X1T X3 = X 2 T X 3 0
13
1 1 3 1 -5 3
35 14 10 35 35 35
-5 2 1 2 3
Normalized matrix N= 0 and NT=
35 14 14 14 14
3 3 -1 3 -1
0
35 14 10 10 10
1 -5 3 1 1 3
35 35 35 35 14 10
3 1 3 1 0 0
3 -5
0 0 8 0 D
1 2 2
1 3 3
T
N AN=
14
3 3 5
14 14 35 14 0 0 4
3 -1 3 3 -1
0
10 10 35 14 10
3 1 1
13. Diagonalise the matrix 1 3 1 by means of an orthogonal transformation.
1 1 3
Solution:
3 1 1
The symmetric matrix A= 1 3 -1
1 -1 3
The characteristic equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elements =9;
S2 = Sum of the minors of the main diagonal elements = 24;
S3 = A = 16.
3 1 1 x1
Consider 1 3 1 x2 0
1 1 3 x3
(3 ) x1 x2 x3 0
1x1 (3 ) x2 1x3 0 (1)
1x1 1x2 (3 ) x3 0
Case (1) : = 1
Substituting =1 in (1) we get
2 x1 x2 x3 0
1x1 2 x2 1x3 0
1x1 1x2 2 x3 0
14
Solving by cross multiplication we get x1 1 , x2 1, x3 1.
1
The eigen vector is X1 1
1
Case (2) : = 4
Substituting =4 in (1) we get
1x1 1x2 x3 0
1x1 1x2 1x3 0
1x1 1x2 1x3 0
Assume x1 0, x2 1 x3 1
0
The eigen vectors is X 2 1
-1
a
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2 .
c
a
X1T X 3 1 1 1 b 0 a b c 0
c
a
X 2 X3 0 1 1 b 0 b c 0
T
c
2
Solving the above equations, we get X 3 1
1
Clearly the eigen vectors are pair wise orthogonal.
1 2
0
3 6
1 1 1
The Normalised modal matrix are N
3 2 6
1 1 1
3 2 6
15
1 1 1 1 2
0
3
3 1
3 3 6
3 1 1 0 0
1 1 1 1 1
NTA N 0 1 3 1 0 4 0 D(1, 4, 4)
6
0 0 4
2 2 3 2
2 1 1 1 1 3 1 1 1
6 6 6 3 2 6
14. The Eigen vectors of a 33 real symmetric matrix A corresponding to the eigen values 2,3,6
are (1,0,-1)T, (1,1,1)T and (1,-2,1)T respectively. Find the matrix A.
Solution: We know that under orthogonal transformation real symmetric matrix A can be
2 0 0
diagonalised in to a diagonal matrix D = 0 3 0 .i.e. D = NTAN, where N is a orthogonal
0 0 6
matrix.
Pre multiply by N and post multiply by NT, we get
N(D)NT = N(NTAN)NT
1 1 1 1 0 -1
2 3 6 2 2 2
0 1 2 1 1 1
Normalized matrix N and N T
2 3 6 3 3 3
1 1 1 1 2 1
2 6
3 6 6 6
1 1 1 1 0 -1
2 3 6
2 0 0
2 2 2
0 1 2 1 1 1
A NDN T 0 3 0
6 3
2 3
0 0 6
3 3
1 1 1 1 2 1
2 6
3 6 6 6
2 3 6 1 0 -1
2 3 6 2 2 2 3 1 1
3 2 1 1 1
0 = 1 5 1
3 6
3 3 3 1 1 3
2 3 6 1 2 1
2 6
3 6 6 6
3 1 1
A 1 5 1
1 1 3
16
15. Reduce the quadratic form x12 5 x2 2 x32 2 x1 x2 2 x2 x3 6 x3 x1 into a canonical form by
using orthogonal transformation. Hence find its rank, index, signature and nature.
Solution:
1 1 3
The matrix of the quadratic form is given by A 1 5 1
3 1 1
(1 ) x1 x2 3x3 0
x1 (5 ) x2 x3 0 (1)
3x1 x2 (1 ) x3 0
Case (1) : = –2
Substituting = –2 in (1) we get
3x1 x2 3x3 0
x1 7 x2 x3 0
3x1 x2 3x3 0
-1
Eigen vectors is X 1 0
1
Case (2) : = 3
Substituting = 3 in (1) we get
2 x1 x2 3x3 0
x1 2 x2 x3 0
3x1 x2 2 x3 0
17
1
Eigen vectors is X 2 1
1
Case (3) : = 6
Substituting = 6 in (1) we get
5 x1 x2 3x3 0
x1 x2 x3 0
3x1 x2 5 x3 0
1
Eigen vectors is X 3 2
1
-1 1 1
The eigen vectors are X 1 0 , X 2 1 , X 3 2
1 1 1
-1 1 1 -1 0 1
2 3 6 2 2 2
0 -1 2 1 -1 1
Normalized modal matrix N= and NT=
2 3 6
3 3 3
1 1 1 1 2 1
6 6
2 3 6 6
-1 0 1 -1 1 1
2 2 2 2 3 6
1 1 3 2 0 0
1 2
1 5 1 0 3 0 D ( 2,3, 6 )
T 1 -1 0 -1
N AN=
3 3 3
2 3 6
3 1 1 0 0 6
1 2 1 1 1 1
6 6
6 6 2 3
Consider the orthogonal transformation X= NY, where N is an orthogonal matrix.
Now, Quadratic form = XTAX = (NY)TA(NY)
= (YTNT )A(NY)
= YT(NTAN)Y
= YT(D)Y = Canonical form
Under orthogonal transformation X =NY the given quadratic form reduced to canonical form
provided NTAN = D.
18
Reduced canonical form is 2 y12 3 y2 2 6 y32 .
Nature: indefinite
Rank (r) = Number of terms in the C.F = 3.
Index (p) = Number of Positive terms in the C.F = 2.
Signature (s) = 2p – r =2(2) – 3 = 1.
16. Reduce the quadratic form 8 x12 7 x2 2 3x32 12 x1 x2 8 x2 x3 4 x1 x3 into sum of squares of
new variables through an orthogonal transformation. Hence find its rank, index, signature
and nature. Also give a nonzero set of values x1 , x2 , x3 which makes this quadratic form to
zero.
8 6 2
Solution: The symmetric matrix A= 6 7 4
2 4 3
S3 = A = 0.
8 6 2 x1
Consider 6 7 4 x 2 0
2
4 3 x 3
(8 ) x1 6 x2 2 x3 0
6 x1 (7 ) x2 4 x3 0 (1)
2 x1 4 x2 (3 ) x3 0
Case (1) : = 0
8x1 6x 2 2x 3 0,
6x1 7x 2 4x 3 0,
2x1 4x 2 3x 3 0
5x1 6x 2 2x 3 0
6x1 4x 2 4x 3 0
2x1 4x 2 0
Solving by cross multiplication we get x1 2, x 3 2, x 2 1 ,
2
Eigen vector is X 2 1
- 2
Case (3) : = 15
Substituting =15 in (1) we get
-7x1 6x 2 2x 3 0,
6x1 8x 2 4x 3 0,
2x1 4x 2 12 x3 0
1 2 2 1 2 2
3 3 3 3 3 3
Normalized matrix N= 2 1 2
and NT= 2 1 2
3 3 3 3 3 3
2 2 1 2 2 1
3 3 3 3 3 3
1 2 2 1 2 2
3
3 3 8 6 2 3 3 3 0 0 0
2
0 3 0 D ( 0, 3,15 )
2 1 2 2 1
T
N AN= 6 7 4
3 3 3 3 3 3
2 4 3 0 0 15
2 2 1 2 2 1
3 3 3 3 3 3
20
Consider the orthogonal transformation X= NY, where N is an orthogonal matrix.
= (YTNT )A(NY)
= YT(NTAN)Y
Under orthogonal transformation X =NY the given quadratic form reduced to canonical form
provided NTAN = D.
6 2 2
The matrix of the quadratic form is given by A 2 3 1
2 1 3
21
The characteristic equation is λ3 – S1 λ2 + S2 λ – S3 = 0.
S1 = Sum of the main diagonal elements =6+3+3 = 12;
S2 = Sum of the minors of the main diagonal elements = (9-1)+(18-4)+(18-4) = 8+14+14 = 36;
S3 = A = 32.
The characteristic equation is λ3 –12λ2 +36-32 = 0.
(λ -2)( λ–2) (λ–8) =0
The eigen values are λ = 8,2,2
6 2 2 x1
2 3
Consider
1 x2 = 0
2 1 3 x3
(6 ) x1 2 x2 2 x3 0
2 x1 (3 ) x2 x3 0 (1)
2 x1 x2 (3 ) x3 0
Case (1) : = 8
2 x1 2 x2 2 x3 0
2 x1 5 x2 x3 0
2 x1 x2 5 x3 0
2
Eigen vectors is X 1 1
1
Case (2) : = 2
4 x1 2 x2 2 x3 0
2 x1 x2 x3 0
2 x1 x2 x3 0
0
Eigen vectors is X 2 1
1
22
Case (3) : = 2
In order to get the pairwise orthogonal eigen vectors we assume the third eigen vector as
a
X3 b .
c
Since X 3 X 1 0 we get 2a b c 0
T
Since X 2 T X 3 0 we get 0a b c 0
1
Eigen vectors is X 3 1
1
2 0 1
The eigen vectors are X 1 1 , X 2 1 , X3 1
1 1 1
2 0 1 2 1 1
6 2 3 6 6 6
1 1 1 0 1 1
Normalized modal matrix N= and NT=
6 2 3
2 2 2
1 1 -1 1 1 -1
6 3 3
2 3 3
2 1 1 2 0 1
6 6 6 6 2 3
6 2 2 8 0 0
1 2 3 1 1 1
0 2 0 D
0 1 1
NTAN= 6
2 2 2
2 3
2 1 3 0 0 2
1 1 -1 1 1 -1
3 6 3
3 3 2
= (YTNT )A(NY)
= YT(NTAN)Y
23
Under orthogonal transformation X = NY the given quadratic form reduced to canonical form
provided NTAN = D. Reduced canonical form is 8 y12 2 y2 2 2 y32 .
18. Reduce the quadratic form 2 xy 2 yz 2 xz into a canonical form by using orthogonal
transformation. Hence find its rank, index, signature and nature.
0 1 1
Solution: The matrix of the given quadratic form is A 1 0 1
1 1 0
( ) x1 x2 x3 0
x1 ( ) x2 x3 0 (1)
x1 x2 ( ) x3 0
Case (1) : = –2
Substituting = –2 in (1) we get
2 x1 x2 x3 0
x1 2 x2 x3 0
x1 x2 2 x3 0
-1
Eigen vectors is X 1 1
1
24
Case (2) : = 1
Substituting = 1 in (1) we get
1x1 1x2 x3 0
1x1 1x2 1x3 0
1x1 1x2 1x3 0
Assume x1 0, x2 1 x3 1
0
The eigen vectors is X 2 1
-1
a
Let the third eigen vector be X 3 b and X 3 should be orthogonal with X 1 and X 2 .
c
a
X1T X 3 1 1 1 b 0 a b c 0
c
a
X 2 X3 0 1 1 b 0 b c 0
T
c
2
Solving the above equations, we get X 3 1
1
Clearly the eigen vectors are pair wise orthogonal.
1 2
0
3 6
1 1 1
The Normalised modal matrix are N
3 2 6
1 1 1
3 2 6
1 1 1 1 2
0
3 3 3 0 1 1 3
6
2 0 0
1 1 1
1 0 1
1 1
NTA N 0 0 1 0 D( 2,1,1)
6
0 0 1
2 2 3 2
1 1 0
2 1 1 1 1 1
6 3 6
6 6 2
25
Consider the orthogonal transformation X= NY, where N is an orthogonal matrix.
Now, Quadratic form = XTAX = (NY)TA(NY)
= (YTNT )A(NY)
= YT(NTAN)Y
= YT(D)Y = Canonical form
Under orthogonal transformation X =NY the given quadratic form reduced to canonical form
provided NTAN = D.
Reduced canonical form is 2 y12 y2 2 y32 .
Nature: indefinite
Rank (r) = Number of terms in the C.F = 3.
Index (p) = Number of Positive terms in the C.F = 2.
Signature (s) = 2p – r =2(2) – 3 = 1.
26