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Linear Algebra
A set of mn numbers (real or complex) arranged in a rectangular array having m rows (horizontal lines) and
n columns (vertical lines), the numbers being enclosed by brackets [ ] or ( ) is called m ´ n matrix (read as “m
and n” matrix). An m ´ n is usually written as
é a11 a12 a13 ... a1n ù
êa a 22 a 23 ... a 2n ú
ê 21 ú
ê a31 a32 a33 ... a3n ú
A = [aij] = ê a 41 a 42 a 43 ... a 4 n ú . Here each element has two suffixes. The first suffix indicates
ê ú
ê - - - - - ú
ê - - - - - ú
ê ú
êë am1 am 2 am3 ... amn ûú
the row and second suffix indicates the column in which element lies.
(i) Square Matrix : A matrix in which number of rows is equal to the number of columns is called a square
matrix.
(ii) Multiplication of a Matrix by a Scalar : When each element of a matrix A (say) is multiplied by a
scalar k (say), then k A is defined as multiplication of A by a scalar k.
(iii) Matrix Multiplication : Two matrices A and B are said to be conformable for the product AB if
number of columns of A is equal to the number of rows of B.
Thus if A = [aij]m ´ n and B = [bjk]n ´ p, where 1 £i £ m , 1 £ j £ n, 1 £ k £ p . Then AB is defined
as the matrix C = [cik]m ´ p.
where cik = ai1 b1k + ai2b2k + ai3b3k + ..........+ ain bnk.
n
= åa b
j =1
ij jk
161
162 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vii) (a) Symmetric Matrix : A square matrix is said to symmetric if A' = A i.e., if A = [aij], then aij = aji ∀ i, j
(b) Skew Symmetric Matrix : A square matrix is said to be skew symmetric if A' = – A i.e., if A = [aij],
then aij = – aji ∀ i, j and when i = j, then aii = 0 for all values of i.
Thus in a skew symmetric matrix all diagonal elements are zero.
(viii) Involutory Matrix : A square matrix A is said to be involutory if A2 = I
(ix) Adjoint of a Square Matrix : The adjoint of a square matrix is the transpose of the matrix obtained by
replacing each element of A by its co-factors in |A|
A (Adj A) = (Adj A) A = |A| In ; n being the order of matrix A
(x) Singular and Non-Singular Matrices : A square matrix is said to be singular if |A| = 0 and non-
singular if |A| ¹ 0.
(xi) (a) Inverse of a Square Matrix : Let A be a square matrix of order n. If there exists another matrix B
of the same order such that AB = BA = I, then matrix A is said to be invertible and B is called inverse of A.
Inverse of A is denoted by A–1. Thus, B = A–1 and A A–1 = A–1 A = I. From (xv) we see that A (Adj A) = |A| I
Adj A
\ A –1 = .
|A |
(b) The inverse of a square matrix, if it exists, is unique.
(c) The necessary and sufficient condition for a square matrix A to posses inverse is that |A| ¹ 0
i.e., A is non-singular.
(d) If A is invertible, then so is A–1 and (A–1)–1 = A
(xii) Reversal Law of Inverses : If A and B are two non-singular matrices of the same order, then
(AB)–1 = B–1 A–1.
(xiii) Reversal Law of Adjoints : If A, B are two square matrices of the same order, then Adj (AB) = (Adj B)
(Adj A).
Let A = [aij] be any matrix of order m ¥ n i.e., 1 £ i £ m, 1 £ j £ n, then anyone of the following operations
on the matrix is called an elementary transformation (or E-operation).
(i) Interchange of two rows or columns.
The interchange of ith and jth rows is denoted by Rij.
The interchange of ith and jth columns is denoted by Cij.
(ii) Multiplication of (each element of) a row or column by a non-zero number k.
The multiplication of ith row by k is denoted by kRi.
The multiplication of ith column by k is denoted by kCi.
(iii) Addition of k times the elements of a row (column) to the corresponding elements of another row
(or column), k ¹ 0.
The addition of k times the jth row to the ith row is denoted by Ri + kRj.
The addition of k times the jth column to the ith column is denoted by Ci + kCj.
If a matrix B is obtained from a matrix A by one or more E-operations, then B is said to be equivalent to A.
Two equivalent matrices A and B are written as A ~ B.
LINEAR ALGEBRA 163
4.3. ELEMENTARY MATRICES
The matrix obtained from a unit matrix I by subjecting it to one of the E-operations is called an elementary
matrix.
é1 0 0ù
ê 0úú
For example, let I = ê0 1
êë 0 0 1 úû
é1 0 0ù
ê
(i) Operating R23 or C23 on I, we get the same elementary matrix ê 0 0 1 úú .
ëê 0 1 0úû
It is denoted by E23. Thus, the E-matrix obtained by either of the operations Rij or Cij on I is denoted by Eij.
é1 0 0ù
ê
(ii) Operating 5R2 or 5C2 on I, we get the same elementary matrix ê 0 5 0úú .
êë 0 0 1 úû
It is denoted by 5E2. Thus, the E-matrix obtained by either of the operations kRi or kCi is denoted by kEi.
é1 0 0ù
ê
(iii) Operating R2 + 4R3 on I, we get the elementary matrix ê 0 1 4 úú .
ëê 0 0 1 úû
It is denoted by E23 (4). Thus, the E-matrix obtained by the operation Ri + kRj is denoted by Eij (k).
é1 0 0ù
ê
(iv) Operating C2 + 4C3 in I, we get the elementary matrix ê 0 1 0 úú , which is the transpose of
êë 0 4 1 úû
é1 0 0 ù
ê 0 1 4 ú = E (4) and is, therefore, denoted by E' (4). Thus, the E-matrix obtained by the operation
ê ú 23 23
êë 0 0 1 úû
Ci + kCj is denoted by Eij'(k).
(a) Any E-row operation on the product of two matrices is equivalent to the same E-row operation on
the prefactor.
If the E-row operation is denoted by R, then R (AB) = R(A) ◊ B
(b) Any E-column operation on the product of two matrices is equivalent to the same E-column operation
on the post-factor.
If the E-column operation is denoted by C, then C(AB) = A ◊ C(B)
(c) Every E-row operation on a matrix is equivalent to pre-multiplication by the corresponding
E-matrix.
Thus the effect of E-row operation Rij on A = Eij ◊ A
164 A TEXTBOOK OF ENGINEERING MATHEMATICS
The elementary row transformations which reduce a square matrix A to the unit matrix, when applied
to the unit matrix, gives the inverse matrix A–1.
Let A be a non-singular square matrix. Then A = IA
Apply suitable E-row operations to A on the left hand side so that A is reduced to I.
Simultaneously, apply the same E-row operations to the prefactor I on right hand side. Let I reduce to B,
so that I = BA
Post-multiplying by A–1, we get
IA–1 = BAA–1 Þ A–1 = B(AA–1) = BI = B
\ B = A–1.
Note. In practice, to find the inverse of A by E-row operations, we write A and I side by side and the same
operations are performed on both. As soon as A is reduced to I, I will reduce to A–1.
(i) If in the first column, the principal element (i.e., a11) is not ‘one’ but ‘one’ is present some where else in
the first column then first of all make ‘one’ as principal element (by applying row transformations Rij).
(ii) Operate R1 on R2, R3, R4 to make elements of C1 all zero except first element.
(iii) Then operate R2 on R3, R4 to make elements of C2 all zero except first and second elements. Similarly,
operate R3 on R4 to make elements of C3 all zero except 1st, 2nd and 3rd.
(iv) Reduce each diagonal element to element ‘one’.
Then reverse process starts :
(v) Operate R4 on R1, R2, R3 to make all elements of C4 zero except last.
(vi) Then operate R3 on R1, and R2 to make all elements of C3 zero except last but one. Similarly operate R2 on
R1 to make all elements of C2 zero except last but second and the matrix is reduced to unit matrix.
Note. We can apply the above rule to any square matrix of any order.
ILLUSTRATIVE EXAMPLES
é1 0 0ù
ê ú
Example 1. If A = ê1 0 1ú , then show that
êë0 1 0úû
An = An – 2 + A2 – I for n ≥ 3. Hence find A50. (P.T.U., Jan. 2008)
é1 0 0ù
ê ú
Sol. A = ê1 0 1ú
êë0 1 0úû
LINEAR ALGEBRA 165
We will use induction method to prove An = An – 2 + A2 – I for n ≥ 3
\ for n = 3 we will prove A3 = A + A2 – I
é1 0 0ù é1 0 0ù é1 0 0ù
Now,
ê
A2 = 1 0 1úú êê1 0 1úú = êê1 1 0úú
ê
êë0 1 0úû êë0 1 0úû êë1 0 1úû
é1 0 0ù é 1 0 0ù é 1 0 0ù
ê
A3 = 1 1 0úú êê1 0 1úú = êê 2 0 1úú
ê
ëê1 0 1ûú ëê0 1 0úû êë1 1 0úû
é1 0 0ù é1 0 0ù é1 0 0ù
Now,
ê
A + A2 – I = 1 0 1úú + êê1 1 0úú - êê0 1 0úú
ê
êë0 1 0úû êë1 0 1úû êë0 0 1úû
é1 0 0ù
ê
= ê2 0 1úú = A3
êë1 1 0úû
\ A3 = A + A2 – I …(1)
\ Result is true for n = 3
Let us assume that the result is true for n = k
i.e., Ak = Ak – 2 + A2 – I …(2)
To prove result is true for n = k + 1 i.e., to prove
Ak + 1 = Ak – 1 + A2 – I
Now, Ak + 1 = Ak ◊ A = (Ak – 2 + A2 – I) A [Using (2)]
= Ak – 1 + A3 – A
\ A k + 1 = Ak – 1 + A2 – I [Using (1)]
Hence the result is true for n = k + 1, so the result is true for all values of n ≥ 3
Now, A50 = A48 + A2 – I, [Using (2)]
or A – A48 = A2 – I
50
or A48(A2 – I) = (A2 – I)
or A48(A2 – I) = I(A2 – I)
\ A48 = I
é1 0 0ù
\
ê
A50 = A48 ◊ A2 = IA2 = A2 = ê1
ú
1 0ú .
êë1 0 1úû
é 1 2 3ù
ê ú
Example 2. Reduce the following matrix to upper triangular form : ê 2 5 7 ú .
êë 3 1 2úû
Sol. (Upper triangular matrix) If in a square matrix, all the elements below the principal diagonal are zero,
the matrix is called upper triangular.
é1 2 3ù é1 2 3ù
ê2 R - 2R1
ê 5 7ú ~ êê0
ú 1 1úú by operations 2
R 3 - 3R1
êë 3 1 2úû êë0 -5 -7úû
166 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 2 3ù
ê
~ ê0 1 1úú by operation R3 + 5R2
êë0 0 -2úû
which is the upper triangular form of the given matrix.
Example 3. Use Gauss-Jordan method to find inverse of the following matrices :
é 2 –6 –2 –3ù
é1 1 3ù ê 5
ê1 –13 –4 –7 úú
(i) ê 3 - 3úú (P.T.U., Dec. 2010) (ii) ê .
ê –1 4 1 2ú
êë - 2 -4 - 4úû ê ú
ë 0 1 0 1û
é 1 1 3ù
ê
Sol. (i) Let A = ê 1 3 - 3úú
ëê - 2 -4 - 4úû
Consider A = IA
é 1 1 3ù é1 0 0ù
ê
- 3ú = êê0
ú
i.e., ê 1 3 1 0úú A
êë - 2 -4 - 4úû êë0 0 1úû
To reduce LHS to a unit matrix
Operate R2 – R1, R3 + 2R1
é1 1 3ù é 1 0 0ù
ê0 2 - 6 úú = ê -1 1 0úú A
ê ê
êë0 -2 2úû êë 2 0 1úû
Operate R3 + R2
é1 1 3ù é 1 0 0ù
ê0
- 6ú = êê - 1
ú
ê 2 1 0úú A
ëê0 0 - 4úû êë 1 1 1úû
æ 1ö æ 1ö
Operate R 2 ç ÷ , R 3
è 2ø çè - 4 ÷ø
é 1 0 0ù
é1 1 3ù ê 1 ú
ê ú 1
ê0 1 - 3ú = ê - 0ú A
ê 2 2 ú
êë0 1úû ê 1
0 1 1ú
ê- - - ú
ë 4 4 4û
Operate R1 – 3R3, R2 + 3R3
é 7 3 3ù
ê 4 4 4ú
é1 1 0ù ê ú
ê ú = ê 5 1 3ú
ê0 ê- - - úA
1 0ú
4 4 4
êë0 0 ú
1û ê ú
ê- 1 1 1ú
- -
êë 4 4 4 úû
LINEAR ALGEBRA 167
Operate R1 – R2
é 3ù
ê 3 1
2ú
é1 0 0ù ê ú
ê0 0úú = ê- 5 - úA
1 3
ê 1 -
ê 4 4 4ú
ëê0 0 1úû ê ú
ê- 1 -
1
- ú
1
êë 4 4 4 úû
\ I= BA, where
é 3ù
ê 3 1
2ú
ê 5 1 3ú
B= ê- - - ú
ê 4 4 4ú
ê- 1
-
1
- úú
1
ëê 4 4 4û
é 3ù
ê 3 1
2ú
ê 5 1 3ú
Hence, A–1 = ê- - - ú
ê 4 4 4ú
ê 1 1 1ú
êë- 4 - 4 - 4 ûú
é 2 -6 -2 -3ù é1 0 0 0ù
ê 5 -13 -4 -7ú ê0
ê ú= ê 1 0 0úú
(ii) Let A= A
ê -1 4 1 2ú ê0 0 1 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é -1 4 1 2ù é0 0 1 0ù
ê 2
3úú
ê1
ê -6 -2 - ê 0 0 0úú
Operate R13, then R23 ; = A
ê 5 -13 -4 -7ú ê0 1 0 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é -1 4 1 2ù é0 0 1 0ù
ê ú ê ú
Operate R2 + 2R1, R3 + 5R1; ê 0 2 0 1ú ê 1
=
0 2 0ú
A
ê 0 7 1 3ú ê0 1 5 0ú
ê ú ê ú
ë 0 1 0 1û ë0 0 0 1û
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
æ 1ö ê0 1 0 0 1 0ú
Operate R1 (–1), R2 ç ÷ ; ê 2ú = ê2 úA
è 2ø ê0 7 1 3ú ê 0 1 5 0ú
ê ú ê ú
ëê0 1 0 1ûú ëê 0 0 0 1ûú
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
ê0 1 0 0 1 0ú
ê 2ú ê 2 ú
Operate R3 – 7R2, R4 – R2 ; ê 1ú = ê 7 úA
ê0 0 1 - ú ê- 1 -2 0ú
ê 2ú ê 2 ú
ê 1ú ê 1 ú
ê0 0 0 ú ê- 0 -1 1ú
ë 2û ë 2 û
168 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 -4 -1 -2ù é 0 0 -1 0ù
ê 1 úú êê 1 ú
ê0 1 0 0 1 0ú
ê 2ú ê 2 ú
Operate R4 (2) ; ê =
1ú ê 7 úA
ê0 0 1 - ú ê- 1 -2 0ú
ê 2ú ê 2 ú
êë0 0 0 1úû êë -1 0 -2 2úû
1 1
Operate R1 + 2R4, R2 – R 4 , R3 + R 4 ;
2 2
é 1 -4 -1 0ù é -2 0 -5 4ù
ê0 1 0 ú ê
0ú ê 1 0 2 -1úú
ê = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é1 -4 0 0ù é -6 1 -8 5ù
ê0
ê 1 0 0úú êê 1 0 2 -1úú
Operate R1 + R3 ; = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é1 0 0 0ù é -2 1 0 1ù
ê0 ú ê
ê 1 0 0ú ê 1 0 2 -1úú
Operate R1 + 4R2 ; = A
ê0 0 1 0ú ê -4 1 -3 1ú
ê ú ê ú
ë0 0 0 1û ë -1 0 -2 2û
é-2 1 0 1ù
ê 1
0 2 -1úú
\ I = BA and B = A = ê
–1
ê-4 1 -3 1ú
ê ú
ë -1 0 -2 2û
Any non-zero matrix Am´n can be reduced to anyone of the following forms by performing elementary
(row, column or both) transformations :
éI r ù éI r 0ù
(i) Ir (ii) [Ir 0] (iii) ê ú (iv) ê ú , where Ir is a unit matrix of order r
ë0 û ë0 0û
All those forms are known as Normal forms of the matrix
éI r 0ù
Note. The form ê ú is called First Canonical Form of A.
ë 0 0 û
4.8. FOR ANY MATRIX A OF ORDER m × n, FIND TWO SQUARE MATRICES P AND
Q OF ORDERS m AND n RESPECTIVELY SUCH THAT PAQ IS IN THE NORMAL
é1 0ù
FORM ê H ú
ë 0 0û
Method : Write A = IAI
Reduce the matrix A on the LHS to normal form by performing elementary row and column transformations.
Every row transformation on A must be accompanied by the same row transformation on the prefactor on
RHS.
LINEAR ALGEBRA 169
Every column transformation on A must be accompanied by the same column transformation on the post-
factor on RHS.
Hence, A = IAI will transform to I = PAQ
Note. A–1 = QP Q P (AQ) = I \ AQ = P –1 or (AQ)-1 = P i.e., Q–1 A–1 = P \ A–1 = QP.
4.9. RANK OF A MATRIX (P.T.U., May 2007, 2008, 2011, Dec. 2010)
Let A be any m ´ n matrix. It has square sub-matrices of different orders. The determinants of these
square sub-matrices are called minors of A. If all minors of order (r + 1) are zero but there is at least one non-
zero minor of order r, then r is called the rank of A. Symbolically, rank of A = r is written as r (A) = r.
From the definition of the rank of a matrix A, it follows that :
(i) If A is a null matrix, then r(A) = 0
[Q every minor of A has zero value.]
(ii) If A is not a null matrix, then r(A) ³ 1.
(iii) If A is non-singular n ´ n matrix, then r(A) = n
[Q |A| ¹ 0 is largest minor of A.]
If In is the n ´ n unit matrix, then |In| = 1 ¹ 0 Þ r(In) = n.
(iv) If A is an m ´ n matrix, then r(A) £ minimum of m and n.
(v) If all minors of order r are equal to zero, then r(A) < r.
To determine the rank of a matrix A, we adopt the following different methods :
Method I : Start with the highest order minor (or minors) of A. Let their order be r. If anyone of them is non-
zero, then r(A) = r.
If all of them are zero, start with minors of next lower order (r – 1) and continue this process till you get a
non-zero minor. The order of that minor is the rank of A.
This method usually involves a lot of computational work since we have to evaluate several determinants.
Method II : Reduce the matrix to the upper triangular form of the matrix by elementary row transformations,
then number of non-zero rows of triangular matrix is equal to rank of the matrix.
éI r 0ù
Method III : Reduce the matrix to the normal form ê ú by performing elementary transformations
ë0 0û
(row and column both), then r is the rank of the matrix. [Q rth order minor |Ir| = 1 π 0 and each (r + 1)th
order minor = 0]
(i) Elementary transformations of a matrix do not alter the rank of the matrix.
(ii) r(A¢) = r(A) ; r(Aq) = r(A)
(iii) r(A) = number of non-zero rows in upper triangular form of the matrix A.
Example 4. If A is a non-zero column matrix and B is a non-zero row matrix, then r (AB) = 1.
Sol. Let A be a non-zero column matrix
170 A TEXTBOOK OF ENGINEERING MATHEMATICS
LM a OP 1
A= M P
a
MM M PP
2
Let and B be a non-zero row matrix
Na Q m m´1
Let B = éëb1 b2 L bn ùû 1 ¥ n, where at least one of a’s and at least one of b’s is non-zero
Now AB will be a matrix of order m ¥ n
LM
a1 OP é a1 b1
ê
a1 b2 L a1bn ù
L a2 bn ú
ú
ê a2 b1 a2 b2
\ AB = MM
a2
éb
M ë1
PP
b2 L bn ùû = ê L L L L ú
am
MN PQ ê
ê L L L L ú
ú
êam b1 am b2 L amn úû
ë
é a1 a1 L a1 ù
ê ú
ê a2 a2 L a2 ú
= b1b2 L bn êL L Lú
ê ú
êL L Lú
ê am am L am ú
ë û
AB has at least one element non-zero and all minors of order ≥ 2 are zero because all lines are identical
\ r (AB) = 1.
Example 5. Find the rank of the following matrices:
é1 4 5ù
ê
(i) A = ê 2 6 8 úú (P.T.U., Dec. 2004) (ii) Diag. matrix [–1 0 1 0 0 4].
êë 3 7 22 úû
é1 4 5ù
ê
Sol. (i) Let A = ê 2 6 8 úú
êë 3 7 22 úû
A is of order 3 ¥ 3 \ r (A) £ 3
Reduce the matrix to triangular form
é1 4 5ù
ê ú
Operate R2 – 2R1, R3 – 3R1, A ~ ê0 -2 - 2ú
êë0 -5 7 úû
é1 4 5ù
æ 1ö ê
Operate R 2 ç - ÷ ~ ê0 1 1úú
è 2ø
êë0 -5 7úû
é1 4 5ù
Operate R3 + 5R1 ~
ê0 1 1 úú
ê
êë 0 0 12úû
1 4 5
Now, minor of order 3 = 0 1 1 = 12 π 0
0 0 12
\ r (A) = 3
LINEAR ALGEBRA 171
é1 0 0 0ù
ê0 1 0 0úú
Operate C3 + 3C2, C4 + C2 ; ~ ê
ê0 0 0 0ú
ê ú
ë0 0 0 0û
172 A TEXTBOOK OF ENGINEERING MATHEMATICS
é I2 ´ 2 O2 ´ 2 ù
= ê ú
O O2 ´ 2 ú
ëê 2 ´ 2 û
which is the required normal form and r(A) = 2
é2 3 -1 -1ù
ê 1 -1 - 2 - 4 ú
(ii) Let A = ê ú
ê3 1 3 - 2ú
ê6 3 0 - 7 úû
ë
é1 -1 -2 - 4ù
ê2 3 -1 -1ú
Operate R12 ; ~ ê ú
ê3 1 3 - 2ú
ê6 3 0 - 7 úû
ë
é1 -1 -2 - 4ù
ê0 5 3 7ú
Operate R2 – 2R1, R3 – 3R1, R4 – 6R1 ; ~ ê ú
ê0 4 9 10 ú
ê0 9 12 17 úû
ë
é1 0 0 0ù
ê0 5 3 7ú
Operate C2 + C1, C3 + 2C1, C4 + 4C1 ; ~ ê ú
ê0 4 9 10ú
ê0 9 12 17 úû
ë
æ 1ö
[Now to change 5 to 1, instead of operating by R2 ç ÷ , operate R2 – R3 and similarly to change 9 (in 2nd
è 5ø
column) to 1 operate R4 – 2R3]
é1 0 0 0ù
ê0 1 -6 -3ú
Operate R2 – R3, R4 – 2R3 ; ~ ê ú
ê0 4 9 10 ú
ê0 1 -6 -3úû
ë
é1 0 0 0ù
ê0 1 -6 -3 ú
Operate R3 – 4R2, R4 – R2 ; ~ ê ú
ê0 0 33 22 ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate C3 + 6C2, C4 + 3C2 ; ~ ê ú
ê0 0 33 22 ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
æ 1ö æ 1ö ê0 1 0 0ú
Operate C 3 ç ÷ , C 4 ç ÷ ; ~ ê ú
è 33 ø è 22 ø ê0 0 1 1ú
ê0 0 0 0 úû
ë
LINEAR ALGEBRA 173
é1 0 0 0ù
ê0 0ú éI O3 ´ 1 ù
1 0
ú ~ ê 3´ 3 éI 3 0ù
Operate C4 – C3 ; ~ ê ú= ê0
ê0 0 1 0ú
ëêO1 ´ 3 O1 ´ 1 ûú ë 0úû
ê0 0 0 0 úû
ë
which is the required normal form and rank of A = 3.
é 1 0 2 1ù
ê 0 1 -2 1ú
Example 7. Reduce the following matrix to normal form and hence find its rank ê ú.
ê 1 -1 4 0ú
ê -2 2 8 0 úû
ë
(P.T.U., May 2004)
é 1 0 2 1ù
ê 0 1 -2 1ú
Sol. Let A= ê ú
ê 1 -1 4 0ú
ê -2 2 8 0 úû
ë
é1 0 2 1ù
ê0 1 -2 1ú
Operate R3 – R1, R4 + 2R1 ; ~ ê ú
ê 0 -1 2 -1ú
ê0 2 12 2úû
ë
é1 0 0 0ù
ê0 1 -2 1ú
Operate C3 – 2C1, C4 – C1 ; ~ ê ú
ê0 -1 2 -1ú
ê0 2 12 2 úû
ë
é1 0 0 0ù
ê0 1 -2 1ú
Operate R3 + R2, R4 – 2R2 ; ~ ê ú
ê0 0 0 0ú
ê0 0 16 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate C3 + 2C2, C4 – C2 ; ~ ê ú
ê0 0 0 0ú
ê0 0 16 0 úû
ë
é1 0 0 0ù
ê0 1 0 0ú
Operate R34 ; ~ ê ú
ê0 0 16 0ú
ê0 0 0 0 úû
ë
é1 0 0 0ù
ê0 0ú éI O3 ´ 1 ù
æ1ö 1 0
Operate R 3 ç ÷ ; ~ ê ú =ê3 ú
è 16 ø ê0 0 1 0ú êëO 3 ´ 1 O1 ´ 1 úû
ê0 0 0 0 úû
ë
éI 0ù
= ê 3 , which is the required normal form and r(A) = 3.
ë0 0 úû
174 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 1 2ù
ê
Example 8. For a matrix A = ê 1 2 3úú , find non-singular matrices P and Q such that PAQ is in
êë0 -1 - 1úû
the normal form. Also find A–1 (if it exists). (P.T.U., Dec. 2013)
Sol. Consider A = IAI
é1 1 2ù é 1 0 0 ù é 1 0 0ù
ê1
ê 2 3úú = êê 0 1 0úú A êê 0 1 0úú
êë0 - 1 - 1úû êë 0 0 1úû êë 0 0 1 úû
Operate R2 – R1; (Subjecting prefactor the same operation)
é1 1 2ù é 1 0 0 ù é 1 0 0 ù
ê0 1 1úú = êê - 1 1 0úú A êê 0 1 0úú
ê
êë0 - 1 - 1úû êë 0 0 1úû êë 0 0 1úû
Operate C2 – C1, C3 – 2C1; (Subjecting post-factor the same operation)
é1 0 0ù é 1 0 0ù é 1 -1 – 2ù
ê0 1 1úú = êê- 1 1 0úú A êê0 1 0úú
ê
êë0 - 1 - 1úû êë 0 0 1úû êë0 0 1úû
Operate R3 + R2; (Subjecting same operation on prefactor)
é1 0ù é 1 0 0ù é 1 - 1
0 - 2ù
ê0 1úú = êê - 1 1 0úú A êê 0
1 1 0úú
ê
êë 0 ú ê
0û ë - 1 1 1û ë 0
0 ú ê 0 1úû
Operate C3 – C2; (Subjecting same operation on post-factor)
é1 0 0ù é 1 0 0ù é 1 -1 - 1ù
ê ú ê
ê0 1 0ú = - 1
ê 1 0úú A êê 0 1 - 1úú
ê0 0 0 úû êë - 1 1 1úû êë 0 0 1úû
ë
é I2 Où é 1 0 0ù é1 -1 - 1ù
ê 2 ´ 1ú ê
= PAQ, where P = ê - 1 1 0 úú , Q = ê0 1 - 1úú .
êO Oú ê
ëê1 ´ 2 ú
1 ´ 1û êë - 1 1 1úû êë0 0 1úû
r (A) = 2 \ A is singular and A–1 does not exist.
é2 0 0ù é1 2 3ù
(b) If A = êê 0 2 0 úú , B = êê0 1 3úú , find AB . (P.T.U., May 2009)
êë 0 0 2 úû êë0 0 2úû
LINEAR ALGEBRA 175
2. Use Gauss-Jordan method to find the inverse of the following:
é2 0 -1ù é2 1 -1ù
(i) ê5 1 0ú (ii) ê 0 2 1ú
ê ú ê ú
ë0 1 3û ë5 2 -3û
é8 4 3ù é1 3 3ù
ê 3ú
(iii) ê 2 1 1ú (iv) ê1 4
ú (P.T.U., May 2012, Dec. 2013)
ê ú ë1 3 4û
ë1 2 1û
é2 4 3 2ù é 2 1 -1 2ù
ê3 6 5 2ú ê 1 3 2 -3ú
(v) ê ú (vi) ê ú .
ê2 5 2 -3ú ê -1 2 1 -1ú
êë 4 5 14 14úû êë 2 -3 -1 4 úû
3. Find rank of the following matrices:
é1 -1 0ù
é2 -1 0 5ù
(i) êë 0 (ii) ê2 - 3 0ú (P.T.U., Dec. 2013)
3 1 4úû ê ú
ë3 - 3 1û
é2 5 3 3ù
é 2 4 3 -2ù ê2 3 3 4ú
(iii) ê -3 -2 -1 4ú (iv) ê ú
ê ú ê3 6 3 2ú
ë 6 -1 7 2û
ëê 4 12 0 8 úû
é 1 2 1ù é1 3 4 5ù
(v) ê -1 0 2ú (P.T.U., June 2003) (vi) êê1 2 6 7ú
ú
ê ú
ë 2 1 3û êë1 5 0 10 úû
é1 1 - 1ù é1 2 - 1ù
ê 0ú
(vii) êê 2 -3 4ú
ú (P.T.U., May 2009) (viii) ê 3 1
ú (P.T.U., Dec. 2011)
ë2 -1 1û
ëê 3 -2 3 úû
4. Reduce the following matrices to normal form and hence find their ranks:
é2 2 2ù é 3 -1 2ù
(i) ê 1 2 1ú (ii) ê -6 2 4ú (P.T.U., Dec. 2010)
ê ú ê ú
ë3 4 3û ë -3 1 2û
é 6 1 3 8ù
é1 2 3 4ù ê 4 2 6 -1ú
(iii) ê 2 1 4 3ú (iv) ê ú
ê ú ê10 3 9 7ú
ë3 0 5 -10 û
ëê16 4 12 15úû
é2 2 2ù é 8 1 3 6ù
ê 2ú
(v) ê 1 2 1ú (P.T.U., May 2012) (vi) ê 0 3 2
ú (P.T.U., Dec. 2012)
ê ú ë- 8 -1 -3 4û
ë3 4 3û
é3 -3 4ù
5. If A = ê 2 -3 4 ú ; find two non-singular matrices P and Q such that PAQ = I. Hence find A–1.
ê ú
ë0 -1 1û
[Hint: r(A) = 3 \ A–1 exists = QP]
176 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 -1 - 1ù
6. For a matrix A = êê 1 1 1úú , find non-singular matrices P and Q such that PAQ is in the normal form. Also
ëê3 1 1úû
find A–1 (if it exists). (P.T.U., Dec. 2003)
ANSWERS
é 3 4 - 5ù é 3 0 0ù
ê 0 13 -11ú ; ê - 9 13 0ú
1. (a) ê ú ê ú (b) 16
ë0 0 1û ë -15 29 11û
Upper triangular Lower triangular
é 3 -1 1ù é 8 -1 - 3ù
2. (i) ê -15 6 -5 ú (ii) ê -5 1 2ú
ê ú ê ú
ë 5 -2 2û ë 10 -1 - 4û
é 1 2 1ù
ê 3 - 3 - 3ú
ê 1 é 7 - 3 - 3ù
5 2ú
(iii) ê - ú (iv) ê- 1 1 0ú
ê 3 3 3ú ê ú
ë - 1 0 1û
ëê -1 4 0úû
é 2 5 -7 1ù
é - 23 29 - 64 -18ù ê ú
1 ê 10 -12 26 7ú 1 ê 5 -1 5 -2 ú
(v) ê ú (vi)
25 ê 1 -2 6 2ú 18 ê - 7 5 11 10 ú
ê ú
êë 2 -2 1úû
ëê -1 - 2 10
3 5 ûú
3. (i) 2 (ii) 2 (iii) 3 (iv) 4 (v) 3 (vi) 3 (vii) 2 (viii) 2
é 1 0 0ù
é I2 O2 ´1 ù ê ú é I2 0ù
4. (i) ê ú ; rank = 2 (ii) ê 0 1 0ú = ê ú;r=2
êëO1´ 2 O1´ 1 úû ê 0 0 0ú ë 0 0û
ë û
éI 2 O2 ´ 2 ù
(iii) [I3 ´ O3´1] ; r = 3 (iv) ê ú;r=2
êë O 2 ´ 2 O 2 ´ 2 úû
éI 2 O 2 ´ 1ù
(v) ê ú; r = 2 (vi) é I 3 ´ 3 O 3 ´ 1ù ; r = 3
O O1 ´ 1 ú ë û
ëê 1 ´ 2 û
é 1 -1 0ù é1 0 0ù é 1 -1 0ù
ê ú ê0 ú ê 2 ú
5. P = ê 0 0 1ú ; Q = ê -1 1ú ; A–1 = ê- 3 -4 ú .
êë -2 3 -3úû êë0 0 1úû êë -2 3 -3úû
é1 0 0ù é1 1 0ù
ê ú
6. P = ê- 12 1 0ú ; Q = ê 0 1 - 1úú ; A–1 does not exist as r(A) = 2.
2 ê
ê -1 1úû
ë -2 ëê 0 0 1ûú
a1 x + b1 y + c1 z = d1 ü
ï
Proof. Consider the system of equations a2 x + b2 y + c2 z = d2 ý (3 equations in 3 unknowns)
a3 x + b3 y + c3 z = d3 ïþ
LINEAR ALGEBRA 177
In matrix notation, these equations can be written as
é a1 x + b1 y + c1 z ù é d1 ù é a1 b1 c1 ù é x ù é d1 ù
ê ú ê ú ê úê ú ê ú
ê a2 x + b2 y + c2 z ú = ê d 2 ú or ê a2 b2 c2 ú ê y ú = ê d2 ú
êë a3 x + b3 y + c3 z úû êë d3 úû êë a3 b3 c3 úû êë z úû êë d3 úû
or AX = B
é a1 b1 c1 ù é xù
ê ú ê yú
where A = ê a2 b2 c2 ú is called the coefficient matrix, X = ê ú is the column matrix of unknowns
êë a3 b3 c3 úû êë z úû
é d1 ù
ê ú
B = ê d 2 ú is the column of constants.
êë d3 úû
éa ù
ê ú
Solving the matrix equation AX = B means finding X, i.e., finding a column matrix ê b ú such that
êë g úû
é x ù éa ù
X = ê y ú = ê b ú . Then x = a, y = b , z = g.
ê ú ê ú
ëzû ëg û
The matrix equation AX = B need not always have a solution. It may have no solution or a unique solution
or an infinite number of solutions.
(a) Consistent Equations : A system of equations having one or more solutions is called a consistent
system of equations.
(b) Inconsistent Equations : A system of equations having no solutions is called an inconsistent system
of equations.
(c) State the conditions in terms of rank of the coefficient matrix and rank of the augmented matrix for
a unique solution; no solution ; infinite number of solutions of a system of linear equations.
(P.T.U., May 2005, Dec. 2010)
For a system of non-homogeneous linear equation AX = B.
(i) if r [A M B] ¹ r(A), the system is inconsistent.
(ii) if r [A M B] = r(A) = number of the unknowns, the system has a unique solution.
(iii) if r [A M B] = r(A) < number of unknowns, the system has an infinite number of solutions.
The matrix [A M B] in which the elements of A and B are written side by side is called the augmented matrix.
For a system of homogeneous linear equations AX = O.
(i) X = O is always a solution. This solution in which each unknown has the value zero is called the Null
Solution or the Trivial Solution. Thus a homogeneous system is always consistent.
(ii) if r(A) = number of unknown, the system has only the trivial solution.
(iii) if r(A) < number of unknown, the system has an infinite number of non-trivial solutions.
178 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 4 -1 0 M 12ù
ê
Augmented matrix [A M B] = ê- 1 -5 -2 M 0úú
ëê 0 -2 4 M - 8úû
é- 1 -5 -2 M 0ù
Operate R12 ; ~ ê 4 -1 0 M 12úú
ê
êë 0 -2 4 M - 8úû
é- 1 -5 -2 M 0ù
Operate R2 + 4R1 ; ~ ê 0 - 21 -8 M 12úú
ê
êë 0 -2 4 M - 8úû
æ 1ö æ 1ö
Operate R1 (- 1), R 2 ç - ÷ , R 3 ç - ÷ ;
è 21ø è 2ø
é1 5 2 M 0ù
ê 8 4 úú
~ ê0 1 M -
ê 21 7ú
ê0 1 -2 M 4úû
ë
180 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 5 2 M 0ù
ê 8 4 úú
ê M -
Operate R3 – R2; ~ ê0 1
21 7ú
ê 50 32 ú
ê0 0 - M ú
ë 21 7û
é1 5 2 M 0ù
ê 8 4 úú
æ 21ö ê M -
Operate R 3 ç - ÷ ; ~ ê0 1
21 7ú
è 50 ø
ê 48 ú
ê0 0 1 M - ú
ë 25 û
é 96 ù
ê1 5 0 M
25 ú
ê ú
~ êê0
8 4ú
Operate R 2 - R , R – 2R3 ; 1 0 M
21 3 1 25 ú
ê ú
ê0 48
0 1 M - ú
êë 25 úû
é 76 ù
ê1 0 0 M
25 ú
ê ú
Operate R1 – 5R2; ~ ê0 1 0 M
4ú
ê 25 ú
ê ú
ê0 48
0 1 M - ú
ëê 25 ûú
\ r(A) = 3 = r(A M B) = number of unknowns
\ The given system of equations is consistent and have a unique solution
76 4 48
Hence the solution is x = ,y= ,z=-
25 25 25
Example 3. For what values of l and m do the system of equations : x + y + z = 6, x+ 2y + 3z = 10,
x + 2y + lz = m have (i) no solution, (ii) unique solution, (iii) more than one solution ?
(P.T.U., Dec. 2002, May 2010)
Sol. In matrix notation, the given system of the equations can be written as
AX = B
é1 1 1ù éx ù é 6ù
ê ú ê ú ê ú
where A = ê1 2 3ú , X = ê y ú , B = ê10ú
êë1 2 l úû êë z úû êë m úû
Augmented matrix [A M B]
é1 1 1 M 6ù
= êê1 2 3 M 10úú Operating R 2 - R1 , R 3 - R1
êë1 2 l M m úû
LINEAR ALGEBRA 181
é1 1 1 M 6 ù
~ êê0 1 2 M 4 úú Operating R1 - R 2 , R3 - R 2
êë0 1 l -1 M m - 6úû
é1 0 -1 M 2 ù
~ êê0 1 2 M 4 úú
êë0 0 l - 3 M m - 10úû
Case I. If l = 3, m ¹ 10
r(A) = 2, r(A M B) = 3
Q r(A) ¹ r(A M B)
\ The system has no solution.
Case II. If l ¹ 3, m may have any value
r(A) = r(A M B) = 3 = number of the unknowns
\ System has unique solution.
Case III. If l = 3, m = 10
r(A) = r(A M B) = 2 < number of the unknowns
\ The system has an infinite number of solution.
Example 4. (a) Solve the equations x1 + 3x2 + 2x3 = 0, 2x1 – x2 +3x3 = 0, 3x1 – 5x2 + 4x3 = 0, x1 + 17x2 +
4x3 = 0.
(b) Find the real value of l for which the system of equations x + 2y + 3z = lx, 3x + y + 2z = ly,
2x + 3y + z = lz have non-trivial solution. (P.T.U., May 2010, Dec. 2012)
Sol. (a) In matrix notation, the given system of equations can be written as
AX = O
é1 3 2ù
ê2 é x1 ù
-1 3úú ê ú
where A = ê , X = ê x2 ú
ê3 -5 4ú
ê ú êë x3 úû
ë1 17 4û
é1 3 2ù
ê0 -7 -1ú
Operating R2 – 2R1, R3 – 3R1, R4 – R1 A ~ ê ú
ê0 -14 -2 ú
êë0 14 2 úû
é1 3 2ù
ê0 -7 -1úú
Operating R3 - 2R2, R4 + 2R2 ~ê
ê0 0 0ú
ê ú
êë 0 0 0úû
é1 -11 0ù
ê0 -7 -1úú
Operating R1 + 2R2 ~ê
ê0 0 0ú
ê ú
ë0 0 0û
r(A) = 2 < number of unknowns
fi The system has an infinite number of non-trivial solutions given by
182 A TEXTBOOK OF ENGINEERING MATHEMATICS
x1 – 11x2 = 0, –7x2 – x3 = 0
i.e., x1 = 11k, x2 = k, x3 = – 7k, where k is any number.
Different values of k give different solutions.
(b) Given equations are
x + 2y + 3z = lx
3x + y + 2z = ly
2x + 3y + z = lz
or (1 – l)x + 2y + 3z = 0
3x + (1 – l)y + 2z = 0
2x + 3y + (1 – l)z = 0
These equations are homogeneous in x, y, z and will have a non-trivial solution if r(A) < 3 (the number of
unknowns)
i.e., determinant of order 3 = 0
1- l 2 3
i.e., 3 1- l 2 =0
2 3 1- l
é1 1 1 M 4ù
æ 1ö
Operating R2 ç ÷ ~ ê -4 -5 úú
è 3ø ê0 1 M
ëê 3 3 ûú
é 7 17 ù
ê1 0 M
3 3ú
Operating R1 - R2 ~ ê ú
ê0 1 -4 M -5 ú
êë 3 3 úû
r(A) = 2 ; r(A : B) = 2
r(A) = r(A M B) < number of unknowns
\ Given system of equations are consistent and have infinite number of solutions given by
7 17
x+ z =
3 3
4 5
y– z = -
3 3
17 - 7 k 4k - 5
Take z = k we have x = , y=
3 3
17 - 7k 4k - 5
Hence solutions is x = , y= , z = k , where k is any arbitrary constant.
3 3
(ii) Given equations can be put into the form AX = B
é5 3 7ù éxù é4ù
ê
2ú , X = êê y úú , B =
where A = ê 3 26
ú ê9ú .
ê ú
êë 7 2 10úû êë z úû êë 5 úû
Consider augmented matrix
é5 3 7 M 4ù
ê
[A M B] = ê 3 26 2 M 9 úú
êë 7 2 10 M 5úû
3 7
Operating R2 – R1, R3 – R
5 5 1
é5 3 7 M 4ù
ê 121 11 33 úú
ê0 - M
~ ê 5 5 5ú
ê 11 1 3ú
ê0 - M - ú
ë 5 5 5û
é5 3 7 M 4ù
1 ê 121 11 33 úú
Operate R3 + R ; ~ ê0 - M
11 2 ê 5 5 5ú
ê0 0 0 M 0úû
ë
é5 3 7 M 4ù
æ 5ö ê
Operate R2 ç ÷ ~ ê0 11 -1 M 3úú
è 11ø
êë 0 0 0 M 0úû
184 A TEXTBOOK OF ENGINEERING MATHEMATICS
r (A) = 2, r (A : B) = 2
r (A) = r (A M B) = 2 < Number of unknowns
\ Given equations are consistent and have infinite number of solutions given by
5x + 3y + 7z = 4
11y – z = 3
3 k + 3
k +3 4- - 7k 7 - 16 k
Let z= k ; y = \ x= 11 =
11 5 11
7 - 16 k k +3
Hence solution is x = ,y= , z = k.
11 11
Example 6. For what value of k, the equations x + y + z = 1, 2x + y + 4z = k, 4x + y + 10z = k2 have a
solution and solve them completely in each case? (P.T.U., Dec. 2005)
Sol. x+y+z= 1
2x + y + 4z = k
4x + y + 10z = k 2
which can be put into matrix form AX = B
é1 1 1ù éxù é1ù
ê ê ú
4 úú , X =
ê yú , B =
where A = ê2 1 ê ú êkú
êë 4 1 10 úû êë z úû ê 2ú
ëk û
Consider the augmented matrix
é1 1 1 M 1ù
ê ú
[A M B] = ê 2 1 4 M kú
ê ú
ë4 1 10 M k2 û
é1 1 1 M 1 ù
ê ú
Operate R2 – 2R1, R3 – 4R1; ~ ê0 -1 2 M k-2ú
ê ú
ë0 -3 6 M k 2 - 4û
é1 1 1 M 1 ù
ê ú
Operate R3 – 3R2 ; ~ ê0 - 1 2 M k-2 ú
ê ú
ë0 0 0 M k 2 - 3k + 2û
r (A) = 2 < number of unknowns
\ System of equations cannot have a unique solution.
These will have an infinite number of solution only if r (A : B) = r (A) = 2, which is only possible if
k – 3k + 2 = 0 i.e., k = 1 or k = 2.
2
é1 1 1 M 1ù
ê -1 M - 1úú
when k = 1; the augmented matrix = ê0 2
ëê0 0 0 M 0 ûú
\ Equations are x + y + z = 1
– y + 2z = –1
LINEAR ALGEBRA 185
Let z = l, y = 1 + 2l, x = – 3l, where l is an arbitrary constant
é1 1 1 M 1ù
when
ê
k = 2 ; Augmented matrix = ê 0 - 1 2 M 0ú
ú
êë 0 0 0 M 0úû
Equations are x + y + z = 1 and – y + 2z = 0.
Take z = l¢, y = 2l¢, x = 1 – 3l¢
where l¢ is any arbitrary constant.
Example 7. Find the values of a and b for which the equations x + ay + z = 3; x + 2y + 2z = b,
x + 5y + 3z = 9 are consistent. When will these equations have a unique solution? (P.T.U., Dec. 2003)
Sol. Given equations are
x + ay + z = 3
x + 2y + 2z = b
x + 5y + 3z = 9.
The matrix equation is AX = B, where
é1 a 1ù é 3ù éxù
ê
A = ê1 2 2úú , B = êb ú , X = ê yú
ê ú ê ú
êë1 5 3úû êë9 úû êë z úû
é1 a 1 M 3ù
ê
Augmented matrix is ê1 2 2 M b úú
êë1 5 3 M 9 úû
é1 a 1 M 3 ù
ê
Operate R2 – R1, R3 – R1 ~ ê 0 2-a 1 M b - 3úú
êë 0 5-a 2 M 6 úû
é ù
ê1 a 1 M 3 ú
5-a
Operate R3 – R 2 ~ ê0 2-a 1 M b-3 ú
2-a ê ú
6 - 2 - a b - 3 ú
5- a 5- a
ê0 0 2- M
ë 2-a û
é ù
ê1 a 1 M 3 ú
~ ê0 2-a 1 M b-3 ú
ê ú
6 - 2 - a b - 3 ú
-1- a 5- a
ê0 0 M
ë 2-a û
-1- a 5-a
Case I. If = 0 and 6 – b - 3 = 0
2-a 2-a
Then a = – 1 \ b = 6 i.e., a = – 1, b = 6
r (A) = r (A : B) = 2 < number of unknowns
\ Given equations have infinite number of solutions given by augmented matrix
é1 - 1 1 M 3ù
ê M ú
ê0 3 1 3ú
êë 0 0 0 M 0 úû
Equations are x – y + z = 3
3y + z = 3
186 A TEXTBOOK OF ENGINEERING MATHEMATICS
3- k 3-k 4
Let z= k;y = \x= 3+ -k =4– k
3 3 3
4 3-k
\ x= 4– k ,y= , z = k is the solution.
3 3
Case II. If a = – 1, but b π 6
Then r (A) = 2, but r (A : B) = 3
r (A) π r (A : B) \ Equations are inconsistent, i.e., having no solution.
Case III. If a π – 1, b can have any value, then r (A) = 3 = r (A : B)
\ Given equations have a unique solution which is given by the equation.
x + ay + z = 3
(2 – a) y + z = b – 3
- 1 + a 5-a
z = 6- b - 3
2-a 2-a
2-a ïì 5 - a b - 3 ïü = 6 2 - a - 5 - a b - 3
\ z= í6 - ý
- 1 + a
ïî 2-a þï - 1 + a
1 é 6 2 - a - 5 - a b - 3 ù
y= ê b - 3 - ú
2 - a êë - 1 + a úû
1
= é b - 3 1 + a + 6 2 - a - 5 - a b - 3 ùû
2 - a 1 + a ë
2 6 - b 5 - 3a 6 - b
\ y= ;x= .
1+ a 1+ a
ANSWERS
396 24 72
1. (i) x = 2, y = 1, z = – 1 (ii) x1 =1, x2 = – 1, x3 = 1 2. i1 = ,i = ,i =
175 2 25 3 175
5 4 3 8 2
3. (i) x = 5, y = ,z= (ii) x = 1, y = 2, z = 3 (iii) x = - , y = , z = -
3 3 7 7 7
(iv) x = 2, y = 1, z = – 4
4. x = – 1, y = 4, z = 4 5. Inconsistent 6. x = 11k, y = k, z = – 7k, where k is arbitrary
7. (a) (i) a = 8, b π 15 (ii) a π 8, b may have any value (iii) a = 8, b = 15
(b) k = 6
8. (a) k = 8, (b) l = a, b = 0, l = d, c = 0
10. (i) l = 5, m π 9 (ii) l π 5, m arbitrary (iii) l = 5, l = 9
11. l = 1, – 9 for l = 1 solution is x = k, y = – k, z = 2k. For l = – 9 solution is x = 3k, y = 9k, z = – 2k
12. Consistent: x = 1, y = 3k – 2, z = k, where k is arbitrary
4 9 4 – 5k 13k – 9
13. l π – 5, x = , y = – , z = 0 ; l = – 5, x = , y= , z = k , where k is arbitrary
7 7 7 7
15. x1 = 2, x2 = 1, x3 = – 1, x4 = 3.
4.14. VECTORS
Any ordered n-tuple of numbers is called an n-vector. By an ordered n-tuple, we mean a set consisting of n
numbers in which the place of each number is fixed. If x1, x2, ........., xn be any n numbers then the ordered n-tuple
X = (x1, x2,.........., xn) is called an n-vector. Thus the co-ordinates of a point in space can be represented by a
3-vector (x, y, z). Similarly (1, 0, 2, – 1) and (2, 7, 5, – 3) are 4-vectors. The n numbers x1, x2,........, xn are called the
components of the n-vector X = (x1, x2,....., xn) . A vector may be written either as a row vector or as a column vector.
If A be a matrix of order m × n, then each row of A will be an n-vector and each column of A will be an m-vector. A vector
whose components are all zero is called a zero vector and is denoted by O. Thus O = (0, 0, 0, ...., 0).
188 A TEXTBOOK OF ENGINEERING MATHEMATICS
Let X = (x1, x2,.........., xn) and Y = (y1, y2,.........., yn) be two vectors.
Then X = Y if and only if their corresponding components are equal.
i.e., If xi = yi for i = 1, 2, .........., n
If k be a scalar, then kX = (kx1, kx2, .........., kxn).
A set of r, n-tuple vectors X1, X2, ..........,Xr is said to be linearly dependent if there exists r scalars
(numbers) k1, k2, .........., kr not all zero, such that
k1X1 + k2 X2 + ..... + krXr = O
A set of r, n-tuple vectors X1, X2, .........., Xr is said to be linearly independent if every relation of the type
k1X1 + k2 X2 + ..... + krXr = O implies k1 = k2 = ..... = kr = 0
Note. If a set of vectors is linearly dependent, then at least one member of the set can be expressed as a linear
combination of the remaining vectors.
Example 1. Show that the vectors x1 = (1, 2, 4), x2 = (2, – 1, 3), x3 = ( 0, 1, 2) and x4 = (– 3, 7, 2) are linearly
dependent and find the relation between them.
Sol. Consider the matrix equation
k1 x1 + k2 x2 + k3 x3 + k4 x4 = 0
i.e., k1 (1, 2, 4) + k2 (2, –1, 3) + k3 (0, 1, 2) + k4 (– 3, 7, 2) = 0
i.e., k1 + 2k2 + 0·k3 – 3k4 = 0
2k1 – k2 + k3 + 7k4 = 0
4k1 + 3k2 + 2k3 + 2k4 = 0
which is a system of homogeneous linear equations and can be put in the form AX = 0.
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê k
i.e., ê2 -1 1 7 úú ê 2 ú = êê0úú
êk ú
êë4 3 2 2úû ê 3 ú êë0úû
ë k4 û
Operate R2 – 2R1, R3 – 4R1;
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê k
ê0 -5 1 13úú ê 2 ú = êê0úú
ê k3 ú
êë0 -5 2 14úû ê ú êë0úû
ë k4 û
Operate R3 – R2;
ék ù
é1 2 0 -3ù ê 1 ú é0ù
ê0 ú ê k2 ú ê ú
ê -5 1 13ú = ê0ú
ê k3 ú
êë0 0 1 1úû ê ú êë0úû
ëk 4 û
\ k1 + 2k2 – 3k4 = 0 …(i)
–5k2 + k3 + 13k4 = 0 …(ii)
k3 + k4 = 0 …(iii)
\ k 4 = – k3
LINEAR ALGEBRA 189
12
From (ii), 5k2 = k3 – 13k3 = – 12k3 \ k2 = - k3
5
24 9
From (i), k 1 = + 3k4 – 2k2 = -3k3 + k3 = k3
5 5
Let k3 = t
9 12
\ k 1 = t , k 2 = - t , k3 = t , k 4 = - t
5 5
9 12
\ Given vectors are L.D. and the relation between them is t x - t x + tx3 - tx4 = 0
5 1 5 2
or 9x1 – 12x2 + 5x3 – 5x4 = 0.
Example 2. Show that the column vectors of the matrix
LM
1 2 3 OP
N Q
A = - 2 1 2 are linearly dependent. (P.T.U., Dec. 2002)
LM OP
1 2 3 LM OP LM OP
k1 - 2 + k2
N Q 1
+ k3
2
=0
NQ NQ
i.e., k1 + 2k2 + 3k3 = 0
– 2k1 + k2 + 2k3 = 0
LM 1 2 3 OP LMkk OP = 0
1
N- 2 1 2 Q MMNk PPQ
2
LM1 k
2 3 1OP LM OP
Operate R2 + 2R1 ;
N0 5 8
k3
Q MMN
k2 = 0 PP
Q
or k1 + 2k2 + 3k3 = 0
5k2 + 8k3 = 0
8 16 1
\ k2 = – k3 ; k1 = k3 – 3k3 = k3
5 5 5
Let k3 = l π 0
1 8
\ k1 = l, k2 = – l, k3 = l
5 5
\ Given column vectors are L.D.
Example 3. Determine whether the vectors (3, 2, 4)t, (1, 0, 2)t, (1, – 1, – 1)t are linearly dependent or not.
(where ‘t’ denotes transpose) (P.T.U., May 2006)
é3ù é1ù é ù
ê ú ê ú ê ú
Sol. Let X1 = (3, 2, 4)t = ê 2 ú , X2 = (1, 0, 2)t = ê 0 ú , X3 = (1, – 1, – 1)t = ê - ú
ëê 4 ûú ëê 2 ûú êë - úû
190 A TEXTBOOK OF ENGINEERING MATHEMATICS
Consider k1 X1 + k2 X2 + k3 X3 = 0
é3ù é1ù é 1ù
ê ú ê0ú ê - 1ú
i.e., k1 ê 2 ú + k2 ê ú + k3 ê ú =0
ëê 4 ûú ëê 2 ûú ëê - 1ûú
or 3k1 + k2 + k3 = 0
2k1 + 0.k2 – k3 = 0
4k1 + 2k2 – k3 = 0
é3 1 1ù é k1 ù é 0ù
ê2 ê ú
or ê 0 - 1úú ê k 2 ú = êê 0úú
ëê 4 2 - 1ûú êë k 3 úû êë 0ûú
é1 1 2 ù é k1 ù é 0ù
ê2 ê ú ê ú
Operate R1 – R2 ; ê 0 - 1úú ê k 2 ú = ê 0ú
êë 4 2 - 1úû êë k 3 úû êë 0úû
Operate R2 – 2R1, R3 – 4R1;
é1 1 2 ù é k1 ù é 0ù
ê0 ê ú
ê -2 - 5 úú ê k 2 ú = êê 0úú
ëê0 -2 - 9 ûú êë k 3 úû êë 0ûú
Operate R3 – R2;
é1 1 2ù é k1 ù é 0ù
ê0
ê - 2 - 5 úú êê k 2 úú = êê 0úú
êë0 0 - 4 úû êë k 3 úû êë 0úû
k1 + k 2 + 2k 3 = 0ù
ú
\ - 2k 2 - 5k 3 = 0ú fi k3 = 0, k2 = 0, k1 = 0
- 4k 3 = 0úû
\ Given vectors are not linearly dependent. These are linearly independent.
Let a point P(x, y) in a plane transform to the point P' (x', y') under reflection in the co-ordinate axes, or reflection
in the line y = x tan q or rotation of OP through an angle q about the origin or rotation of axes, through an angle q
etc. Then the co-ordinates of P' can be expressed in terms of those of P by the linear relations of the form
x ' = a1 x + b1 y ù
y ' = a2 x + b2 y úû
é x ' ù é a1 b1 ù é x ù
which in matrix notation is ê ú = ê
b2 úû êë y úû
or X' = AX
ë y 'û ë a2
such transformations are called linear transformation in two dimensions.
Similarly, relations of the form
x ' = a1 x + b 1 y + c1 z
y ' = a2 x + b 2 y + c 2 z
z ' = a3 x + b 3 y + c3 z
LINEAR ALGEBRA 191
é x ¢ ù é a1 b1 c1 ù é x ù
ê ú ê
which in matrix notation is ê y ¢ ú = ê a2 b2
ú
c2 ú êê y úú or X' = AX gives a linear transformation
êë z ¢ úû êë a3 b3 c3 úû êë z úû
(x, y, z) Æ (x', y', z' ) in three dimensions.
é y1 ù é a11 a12 ... a1n ù é x1 ù
ê ú ê ú ê ú
y2 ú ê a21 a22 ... a2 n ú x
In general, the relation Y = AX, where Y = ê ,A= , X = ê 2ú
êMú ê............................ ú êM ú
ê ú ê ú ê ú
ë yn û ëê an1 an 2 ... ann ûú ëê xn ûú
defines a linear transformation which carries any vector X into another vector Y over the matrix A which is
called the linear operator of the transformation.
This transformation is called linear because Y1 = AX1 and Y2 = AX2 implies aY1 + bY2 = A(aX1 + bX2) for
all values of a and b.
é 2ù é1 -1ù é y1 ù é1 -1ù é 2ù é 5ù
Thus, if X = ê ú and A = ê2
3 úû
, then Y = ê y ú = ê2 =
3 úû êë -3úû êë -5úû
ë -3û ë ë 2û ë
so that (2, -3) Æ (5, –5) under the transformation defined by A.
If the transformation matrix A is non-singular, i.e., if | A | π 0, then the linear transformation is called non-
singular or regular.
If the transformation matrix A is singular, i.e., if | A | = 0, then the linear transformation is also called singular.
For a non-singular transformation Y = AX, since A is non-singular, A–1 exists and we can write the inverse
transformation, which carries the vector Y back into the vector X, as X =A–1 Y.
Note. If a transformation from (x1, x2,.........., xn) to (y1, y2,.........., yn) is given by Y = AX and another transformation
from (y1, y2,.........., yn) to (z1, z2,.........., zn) is given by Z = BY, then the transformation from (x1, x2,.........., xn) to
(z1, z2,.........., zn) is given by Z = BY = B (AX) = (BA)X.
Operate R3 – 2R1;
é1 2 5 ù é1 0 0ù
ê0 -1 2úú = êê0 1 0úú A
ê
êë0 0 1 úû êë - 2 0 1 úû
é1 2 0ù é 11 0 - 5ù
ê0 -1 0úú = êê 4 1 - 2úú A
ê
êë0 0 1 úû êë- 2 0 1 úû
Operate R1 + 2R2;
é1 0 0ù é 19 2 - 9ù
ê0 -1 0úú = êê 4 1 - 2úú A
ê
êë0 0 1úû êë- 2 0 1 úû
194 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 0 0ù é 19 2 - 9ù
ê0 1 0úú = êê- 4 -1 2 úú A
Operate R2(–1) ê
êë0 0 1úû êë- 2 0 1 úû
é 19 2 - 9ù
ê- 4 - 1 2 úú
I = B A, where B = ê
êë - 2 0 1 úû
\ –1
A =B
é 19 2 - 9ù
ê- 4 - 1 2 úú Y
\ X= ê
êë- 2 0 1 úû
é x1 ù é 19 2 - 9ù é y1 ù
ê ú ê ê ú
\ ê x2 ú = ê- 4 - 1 2 úú ê y2 ú
êë x3 úû êë- 2 0 1 úû êë y3 úû
x1 = 19y1 + 2y2 – 9y3
x2 = – 4y1 – y2 + 2y3
x3 = – 2y1 + y3
Example 3. (a) Prove that the following matrix is orthogonal
é1 2 2ù
1ê ú.
2 1 -2 (P.T.U., May 2007)
3ê ú
êë2 -2 1úû
(b) Find the values of a, b, c if the matrix
é 0 2b cù
A = êa b - c ú is orthogonal. (P.T.U., May 2009)
ê ú
ëa - b c û
Sol. (a) Denoting the given matrix by A, we have
é1 2 2ù
1ê
A' = ê2 1 -2úú
3
êë2 -2 1úû
é1 2 2ù é1 2 2ù
1ê
1 -2úú ´ êê2 1 -2úú
1
Now, AA' = ê2
3 3
êë2 -2 1úû êë2 -2 1úû
é9 0 0ù é 1 0 0ù
1ê ú ê ú
= ê0 9 0 ú = ê0 1 0ú = I
9
êë0 0 9úû êë0 0 1úû
Since AA' = I, A is an orthogonal matrix.
(b) Matrix A will be orthogonal if AA¢ = I
é 0 2b c ùé0 a a ù é 1 0 0ù
i.e., êa b - c ú ê 2b b - b ú = ê 0 1 0ú
ê úê ú ê ú
ëa - b c û ë c - c c û ë0 0 1û
é 4b 2 + c 2 2b 2 - c 2 - 2b 2 + c 2 ù
ê 2 ú é 1 0 0ù
or ê 2b - c 2
a 2
+ b 2
+ c 2
a 2
- b 2
- c 2
ú = ê 0 1 0ú
ê 2ú
ê ú
2
êë - 2b + c
2 2
a -b -c 2 2 2
a +b +c ú2 ë0 0 1û
û
LINEAR ALGEBRA 195
ANSWERS
1. (i) Yes ; x3 = 2x1 + x2 and x4 = 5x1 – 2x2 (ii) Yes ; x3 = 3x1 + 2x2 and x4 = 2x1 + x2
(iii) Yes ; 2x1 – x2 – x3 = 0 (iv) Yes ; 5x1 – 3x2 – x3 = 0
(v) No; L.I. (vi) No; L.I.
2. For all non-zero values of k
1 1
3. (a) x1 = ( y1 + y2 - y3 ), x2 = ( - 5 y1 + y2 + y3 ), x3 = - 4 y1 + 2 y3
2 2
(b) x1 = 2y1 – 2y2 – y3, x2 = – 4y1 + 5y2 + 3y3, x3 = y1 – y2 – y3
é 1 4 -1ù
é x1 ù é 9 6 ù é z1 ù
4. ê ú=ê úê ú 5. Z = (BA) X, where BA = êê -1 9 -1úú
ë x2 û ë11 - 2û ë z2 û
ëê -3 14 -1ûú
6. (i) Orthogonal (ii) Not orthogonal.
If all the elements of a matrix are real numbers, then it is called a real matrix or a matrix over R. On the
other hand, if at least one element of a matrix is a complex number a + ib, where a, b are real and i = –1 , then
the matrix is called a complex matrix.
The matrix obtained by replacing the elements of a complex matrix A by the corresponding conjugate
complex numbers is called the conjugate of the matrix A and is denoted by A .
é 2 + 3i -7i ù é2 - 3i 7i ù
A =ê
1 - i úû
, then A = ê
1 + i úû
Thus, if .
ë 5 ë 5
It is easy to see the conjugate of the transpose of A i.e., ( A¢ ) and the transpose conjugate of A i.e., (A)¢
q
are equal. Each of them is denoted by A .
q
Thus (A ¢ ) = (A) ' = A .
4.21. HERMITIAN AND SKEW HERMITIAN MATRIX (P.T.U., May 2002, 2007, Dec. 2010)
A square matrix A is said to be Hermitian if Aq =A. i.e., if A = [aij], then aij = aji " i, j and when i = j, then
aii = aii fi aii is purely real i.e., all diagonal elements of a Hermitian matrix are purely real while every other
element is the conjugate complex of the element in the transposed position.
é 5 2+i -3i ù
ê 1 - i úú is a Hermitian matrix.
For example, A = ê 2 - i -3
ëê 3i 1+ i 0 úû
A square matrix A is said to be Skew Hermitian if Aq = – A i.e., if A = [aij], then aij = – aji " i, j and
when i = j, then aii = – aii i.e., if aii = a + ib, then aii = a – ib and aii = – aii
fi a – ib = – (a + ib) fi a = 0
\ aii is either purely imaginary or zero.
LINEAR ALGEBRA 197
In a Skew Hermitian matrix, the diagonal elements are zero or purely imaginary number of the form ib,
where b is real. Every other element is the negative of the conjugate complex of the element in the transposed
position.
é 3i 1+ i 7 ù
ê
For example, B = ê -1 + i
ú
0 -2 - i ú is a Skew Hermitian matrix.
êë -7 2-i -i úû
Note. The following result hold :
(i) (A) = A (ii) A + B = A + B (iii) l A = l A (iv) AB = AB
q q
(v) (Aq)q = A (vi) (A + B)q = Aq + Bq (vii) (lA) = lA (viii) (AB)q = BqAq.
ILLUSTRATIVE EXAMPLES
é 2+i 3 -1+ 3i ù
Example 1. If A = ê , verify that AqA is a Hermitian matrix.
ë -5 i 4 - 2i úû
é 2+i -5 ù
Sol.
ê
A' = ê 3 i úú
ëê -1 + 3i 4 - 2i ûú
198 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 2-i -5 ù
A q = (A ¢ ) =
ê -i úú
ê 3
êë-1 - 3i 4 + 2i úû
é 2-i -5 ù
ê 3 é2 + i 3 -1 + 3i ù
\ q -i úú ê
4 - 2i úû
A A =ê
-5 i
êë -1 - 3i 4 + 2i úû ë
é 30 6 - 8i -19 + 17i ù
ê
= ê 6 + 8i 10 -5 + 5i úú = B(say)
êë-19 - 17i -5 - 5i 30 úû
é 30 6 + 8i -19 - 17i ù
Now,
ê
B' = ê 6 - 8i 10 -5 - 5i úú
êë -19 - 17i -5 - 5i 30 úû
é 30 6 - 8i -19 + 17i ù
ê
B = (B¢ ) = ê 6 + 8i
q 10 -5 + 5i úú = B
êë-19 - 17i -5 - 5i 30 úû
fi B (= AqA) is a Hermitian matrix.
Example 2. If A and B are Hermitian, show that AB – BA is Skew Hermitian.
Sol. A and B are Hermitian. fi Aq = A and Bq= B
Now, (AB – BA)q = (AB)q – (BA)q
= BqAq – Aq Bq = BA – AB = – (AB – BA)
Þ AB – BA is Skew Hermitian.
Example 3. (a) If A is a Skew Hermitian matrix, then show that iA is Hermitian.
(b) If A is Hermitian, then Aq A is also Hermitian. (P.T.U., May 2007)
Sol. (a) A is a Skew Hermitian matrix fi Aq = – A
Now, (iA)q = iAq = ( - i )(- A) = iA
Þ iA is a Hermitian matrix.
(b) A is a Hermitian Matrix \ Aq = A
AqA will be Hermitian if (Aq A)q = Aq A
Now, (Aq A)q = Aq(Aq)q = Aq ◊ A
q
Hence A A is Hermitian
é 0 1 + 2i ù
Example 4. If N = ê , obtain the matrix (I – N) (I +N)–1, and show that it is unitary.
ë - 1+ 2i 0 úû
é1 0ù é 0 1 + 2i ù é 1 -1 - 2i ù
Sol. I–N = ê - =
ë0 1úû êë -1 + 2i 0 úû êë1 - 2i 1 úû
é1 0ù é 0 1 + 2i ù é 1 1 + 2i ù
I+N = ê + =
ë0 1úû êë -1 + 2i 0 úû êë -1 + 2i 1 úû
1 1 + 2i
I+N = = 1 - (4i 2 - 1) = 6 \ I + N is non-singular and (I + N)–1 exists
- 1 + 2i 1
é 1 -1 - 2i ù
adj (I + N) = ê
ë1 - 2i 1 úû
LINEAR ALGEBRA 199
1 1é 1 -1 - 2i ù
(I + N)–1 = adj (I + N) = ê
|I+N| 6 ë1 - 2i 1 úû
é 1 -1 - 2i ù 1 é 1 -1 - 2i ù
\ (I – N) (I + N)-1 = ê
ë1 - 2i 1 úû 6 êë1 - 2i 1 úû
1 é -4 -2 - 4i ù
ê = A (say)
-4 úû
=
6 ë2 - 4i
A' = 1 é -4 2 - 4i ù
ê -4 úû
6 ë-2 - 4i
q 1é -4 2 + 4i ù
(A)' = A = ê
6 ë- 2 + 4i - 4 úû
1 é -4 2 + 4i ù 1 é -4 -2 - 4i ù 1 é36 0 ù é1 0ù
AqA = ê = = = I.
6 ë-2 + 4i -4 úû 6 êë2 - 4i -4 úû 36 êë 0 36úû êë0 1úû
A = (I – N) (I + N)–1 is unitary.
Example 5. Prove that every Hermitian matrix can be written as A + iB, where A is real and symmetric and
B is real and skew-symmetric.
Sol. Let P be any Hermitian matrix.
Then Pq = P
P+P P–P
Consider, P= +i = A + iB, where
2 2i
P+P P-P
A= ,B=
2 2i
To prove A and B are real.
z+z
We know that z = x + iy \ z = x – iy, then = 2x (real)
2
z-z 2iy
and = = y (real)
2i 2i
Similarly,
P+P P–P
is a real matrix and is also real
2 2i
\ A, B are real.
To prove A is symmetric
æ P + P ö ¢ P¢ + Pq P¢ + P
A¢ = ç ÷ = = =A (Q P q = P)
è 2 ø 2 2
\ A is symmetric.
æ P - P ö ¢ P ¢ - Pè P¢ - P P - P¢
Similarly, B¢ = ç ÷ = = =– = – B \ B is skew-symmetric.
è 2i ø 2i 2i 2i
2. If A is any square matrix, prove that A + Aq, AAq, AqA are all Hermitian and A – Aq is Skew-Hermitian.
3. If A, B are Hermitian or skew-Hermitian, then so is A + B.
4. Show that the matrix B q AB is Hermitian or Skew-Hermitian according as A is Hermitian or
skew-Hermitian.
1 é1+i -1+i ù
5. Prove that ê ú is a unitary matrix. (P.T.U., Jan. 2009)
2 ë1+i 1-i û
6. If A is a Hermitian matrix, then show that iA is a skew-Hermitian matrix.
7. Show that every square matrix is uniquely expressible as the sum of a Hermitian and a Skew-Hermitian matrix.
A + Aq A - Aq
[Hint: (i) Let A = + = P + Q , prove Pq = P and Qq= – Q (ii) to prove uniqueness : Let A = R + S
2 2
where Rq = R, Sq = – S to prove R = P, S = Q]
4.25. PROPERTIES OF EIGEN VALUES AND EIGEN VECTORS (P.T.U., May 2008)
If l is an eigen value of A and X be its corresponding eigen vector then we have the following properties:
(i) al is an eigen value of aA and the corresponding eigen vector remains the same.
AX = l X fi a (AX) = a (lX) fi (aA) X = (al) X
\ al is an eigen value of aA and eigen vector is X.
(ii) lm is an eigen value of Am and corresponding eigen vector remains the same (P.T.U., Dec. 2004)
AX = lX fi A (AX) = A (lX) fi (AA) X = l (AX)
\ A2X = l (lX) = l2X fi l2 is an eigen value of A2
and eigen vector is X.
Pre-multiply successively m times by A, we get the result.
(iii) l – k is an eigen-value of A – kI and corresponding eigen vector is X.
AX = lX fi AX – kIX = lX – kIX
or (A – kI) X = (l – k) X fi l – k is the eigen vector of A – kI and eigen vector is X.
1
(iv) is an eigen value of A–1 (if it exists) and the corresponding eigen vector is X.
l
(P.T.U., May 2005)
AX = lX ; Pre-multiply by A–1
A -1 (AX) = A–1 (lX) fi (A–1 A) X = l (A–1 X)
1
or IX = l (A–1 X) or A–1 X = X
l
1
\ is an eigen value of A–1 and eigen vector is X.
l
1
(v) is an eigen value of (A – kI)–1 and corresponding eigen vector is X
l-k
AX = lX fi (A – kI) X = (l – k) X
Pre-multiply by (A – kI)–1, we get
X = (A – kI)–1 (l – k) X
1
Divide by l – k, we get X = (A – kI)–1 X
l-k
æ 1 ö
\ (A – kI)–1 X = ç X
è l - k ÷ø
1
\ is an eigen value of (A – kI)–1 and the eigen vector is X.
l-k
A
(vi) is an eigen value of adj A. (P.T.U., Dec. 2003)
l
AX = lX ; Pre-multiply both sides by adj A
(adj A) (AX) = (adj A) lX
202 A TEXTBOOK OF ENGINEERING MATHEMATICS
fi [(adj A) A] X = l [(adj A) X]
fi | A | X = l [(adj A) X] |Q A (adj A) = (adj A) A = | A | I|
é A ù
fi (adj A) X = ê úX
ë l û
A
fi is an eigen value of adj A and eigen vector is X.
l
(vii) A and AT have the same eigen values
Q eigen values of A are given by | A – lI | = 0
We know that | A | = | AT |
\ | A – lI | = | (A – lI)T | = | AT – (lI)T | = | AT – lI |
\ eigen values of A and AT are same.
(viii) For a real matrix A, if a + ib is an eigen value, then its conjugate a – ib is also an eigen value of A.
Since eigen values of A are given by its characteristic equation | A – lI | = 0 and if A is real, then characteristic
equation is also a real polynomial equation and in a real polynomial equation, imaginary roots always occur in
conjugate pairs. If a + ib is an eigen value, then a – ib is also an eigen value.
ILLUSTRATIVE EXAMPLES
é1 -2 ù
Example 1. (i) Find the eigen values and eigen vectors of the matrix A = ê .
ë -5 4 úû
é1 2 2ù
(ii) Find the eigen values of the matrix 0 - 4 2 ú .
ê (P.T.U., Dec. 2006)
ê ú
êë0 0 7 ûú
Sol. (i) The characteristic equation of the given matrix is
1- l -2
|A–lI| =0 or =0
-5 4-l
or (1 – l) (4 – l) – 10 = 0 or l2 – 5l – 6 = 0
or (l – 6) (l + 1) = 0 \ l = 6, – 1.
Thus, the eigen values of A are 6, – 1
Corresponding to l = 6, the eigen vectors are given by (A – 6I) X = O
é1 - 6 -2 ù é x1 ù é-5 -2ù é x1 ù
or ê -5 4 - 6úû êë x2 úû
=O ê-5 -2ú ê x ú = O
or
ë ë ûë 2û
we get only one independent equation – 5x1 – 2x2 = 0
x1 x2
\ = gives the eigen vector (2, – 5)
2 –5
é2 -2ù é x1 ù
Corresponding to l = – 1, the eigen vectors are given by ê =O
ë-5 5 úû êë x2 úû
We get only one independent equation 2x1 – 2x2 = 0.
\ x1 = x2 gives the eigen vector (1, 1).
(ii) The characteristic equation of the given matrix is | A – lI | = 0
1- l 2 2
i.e., 0 -4-l 2 = 0, expand w.r.t. 1st column, we get
0 0 7-l
LINEAR ALGEBRA 203
(1 – l) (– 4 – l) (7 – l) = 0, i.e., l = 1, l = – 4, l = 7.
Hence the eigen values are – 4, 1, 7.
Example 2. Find the eigen values and eigen vectors of the following matrices:
é -2 2 -3ù é 1 1 3ù
ê ú
(i) ê 2 1 -6 ú (P.T.U., May 2012) (ii) ê 1 5 1ú . (P.T.U., Dec. 2012, 2013)
ê ú
êë -1 -2 0 úû ëê3 1 1ûú
Sol. (i) The characteristic equation of the given matrix is |A – lI| = 0
-2 - l 2 -3
or 2 1 - l -6 = 0
-1 -2 -l
or (– 2 – l) [– l (1 – l) – 12] – 2 [–2l – 6 ] – 3 [– 4 + 1 ( 1+ l) = 0
or l3 + l2 – 21 l – 45 = 0
By trial, l = – 3 satisfies it.
\ (l + 3) (l2 – 2l – 15) = 0 fi (l + 3) (l + 3) (l – 5) = 0 fi l = – 3, – 3, 5
Thus, the eigen values of A are – 3, – 3, 5.
Corresponding to l = – 3, eigen vectors are given by
é 1 2 -3ù é x1 ù
ê úê ú
(A + 3I) X = O or ê 2 4 -6 ú ê x2 ú = O
êë -1 -2 3úû êë x3 úû
We get only one independent equation x1 + 2x2 – 3x3 = 0
Choosing x2 = 0, we have x1 – 3x3 = 0
x1 x x
\ = 2 = 3 giving the eigen vector (3, 0, 1)
3 0 1
Choosing x3 = 0, we have x1 + 2x2 = 0
x1 x2 x3
\ = = giving the eigen vector (2, –1, 0)
2 –1 0
Any other eigen vector corresponding to l = – 3 will be a linear combination of these two.
é -7 2 -3ù é x1 ù
ê2 úê ú
Corresponding to l = 5, the eigen vectors are given by ê -4 -6ú ê x2 ú = O
êë -1 -2 -5úû êë x3 úû
fi – 7x1 + 2x2 – 3x3 = 0
2x1 – 4x2 – 6x3 = 0
–x1 – 2x2 – 5x3 = 0
x1 x2 x3
From first two equations, we have = =
-12 - 12 -6 - 42 28 - 4
x1 x2 x3
or = = giving the eigen vector (1, 2, – 1).
1 2 -1
(ii) The characteristic equation of the given matrix is | A – lI | = 0
1- ë 1 3
or 1 5-ë 1 =0
3 1 1- ë
or (l – l){(5 – l) (1 – l) – 1} – 1{1 – l – 3} + 3 {1 – 15 + 3l} = 0
or (1 – l) {4 – 6l + l2} + l + 2 – 42 + 9l = 0
204 A TEXTBOOK OF ENGINEERING MATHEMATICS
– Xq (lX) = l (XqX)
or – l (XqX) = l (XqX) fi l = – l
fi l + l =0
Now if l = a + ib
then l = a – ib
l + l = 0 fi a + ib + a – ib = 0 or a = 0
i.e., l = ib, i.e., l is purely imaginary.
Hence either eigen values are zero or purely imaginary.
é 24 8 12ù
= êê - 10 -2 - 6úú
êë - 2 -2 - 2úû
é 3 1 3ù
ê 2
ú
-1
A = - 4 - 4 - 43 ú
ê 5 1
ê ú
ê - 14 - 14 - 14 ú
ë û
é 3 2 4 ù
(ii) Let A = ê 4 3 2 ú
ê ú
ë2 4 3û
Characteristic equation of A is | A – lI | = 0
3-l 2 4
or 4 3-l 2 = 0 or (3 - l) {(3 - l)2 - 8} - 2{12 - 4l - 4} + 4{16 - 6 + 2l} = 0
2 4 3-l
or l3 – 9l2 + 3l – 27 = 0
To verify Cayley Hamilton Theorem, we have to prove
A3 – 9A2 + 3A – 27I = 0
é3 2 4ù é3 2 4ù é 25 28 28 ù
A2 = ê 4 3 2ú ê4 3 2ú = ê 28 25 28 ú
ê úê ú ê ú
ë2 4 3û ë2 4 3û ë 28 28 25 û
é 25 28 28 ù é 3 2 4 ù é 243 246 240 ù
A = ê 28
3
25 28 ú ê 4 3 2 ú = ê 240 243 246 ú
ê úê ú ê ú
ë 28 28 25 û ë 2 4 3 û ë 246 240 243 û
é 243 246 240 ù é 25 28 28 ù é3 2 4ù é1 0 0ù
A – 9A + 3A – 27I = ê 240
3 2
243 246 - 9 ê 28
ú 25 28 + 3 ê 4
ú 3 2 - 27 ê 0
ú 1 0ú
ê ú ê ú ê ú ê ú
ë 246 240 243 û ë 28 28 25 û ë2 4 3û ë0 0 1û
é 0 0 0ù
ê
= ê 0 0 0ú = O
ú
êë 0 0 0úû
Hence theorem is verified.
A3 – 9A2 + 3A – 27I = 0
Operate both sides with A–1
A2 – 9A + 3I = 27A–1
é 25 28 28 ù é3 2 4ù é1 0 0ù
\ 27A–1 = êê 28 25 28 úú - 9 êê 4 3 2 úú + 3 êê 0 1 0 úú
êë 28 28 25 úû êë 2 4 3 úû êë 0 0 1 úû
é1 10 -8 ù
= êê - 8 1 10 úú
ëê 10 -8 1 úû
é1 10 -8 ù
1 ê
A = –1
-8 1 10 úú
27 ê
êë 10 -8 1 úû
LINEAR ALGEBRA 209
é2 3ù 5
Example 6. If A = ê ú , then use Cayley Hamilton Theorem to find the matrix represented by A .
ë3 5û
Sol. Characteristic equation of A is
| A – lI | = 0
2-l 3
i.e., = 0 or l2 –7l + 1 = 0
3 5 - l
By Cayley Hamilton Theorem A2 – 7A + I = 0
\ A2 = 7A – I . . .(1)
A4 = 49A2 – 14A + I
= 49 (7A – I) – 14A + I [Using (1)]
= 329A – 48I
A = A4 ◊ A = (329A – 48I) A
5
é 1 2 3ù
9. Find the characteristic equation of the matrix A = êê 2 -1 4 úú . Show that the equation is satisfied by A.
êë 3 1 -1úû
é1 2ù
10. If A = ê ú use Cayley Hamilton Theorem to find A . [Hint: A = 5I] (P.T.U., Dec. 2003, May 2010)
8 2
ë 2 - 1û
11. Using Cayley Hamilton Theorem, find the inverse of
é 7 -1 3ù é 2 -1 1ù
é 1 4ù ê ú ê ú
(i) ê ú (P.T.U., Dec. 2013) (ii) ê 6 1 4 ú (iii) ê - 1 2 - 1ú
ë 2 3û êë 2 4 8 úû êë 1 - 1 2 úû
(P.T.U., Dec. 2005, Jan. 2009)
é 1 2 0ù é 2 5 3ù
ê ú
(iv) ê - 1 1 2 ú (P.T.U., May 2010)
ê
(v) ê 3 1 2ú
ú (P.T.U., Dec. 2005)
êë 1 2 1úû êë 1 2 1úû
é2 3 1ù
ê
(vi) 3 1 2úú (P.T.U., May 2006)
ê
êë1 2 3úû
é2 1 1ù
ê
12. Find the characteristic equation of matrix A = ê0 1
ú
0 ú and hence find the matrix represented by A8 – 5A7
êë1 1 2úû
+ 7A6 – 3A5 + A4 – 5A3 + 8A2 – 2A + I.
ANSWERS
1. 1, 6 ; (1, – 1), (1, 4)
2. (i) 0, 3, 15 ; (1, 2, 2), (2, 1 , –2) (2, –2, 1) (ii) 2, 2, 8 ; (1, 0, –2), (1, 2, 0), (2, –1, 1)
(iii) 1, 2, 3 ; (1, 0, 1), (1, 0, –1), (0, 1, 0) (iv) 1, 1, 3 ; (1, –2, 1) (1, 1, 0)
(v) 2, 3, 5 ; (1, –1, 0), (1, 0, 0), (2, 0, 1) (vi) 1, 2, 3 ; (1, – 1, 0), (– 2, 1, 2), (1, –1, – 2)
(vii) 1, 2, 3 ; (4, 3, 2), (3, 2, 1), (2, 1, 1)
é - 4 11 -5ù
1 ê
8. 3 2
l – 4l – 20l – 35 = 0, -1 -6 25úú
35 ê
êë - 6 1 -10úû
9. l 3 - l 2 - 18l - 40 = 0 10. 625I
é 2 2 9 ù
ê 65 -
é 3 4ù 13 130 ú
ê ú
ê- 5 5ú ê 21 5 3 ú
é 3 1 - 1ù
1ê
é- 3 - 2 4ù
1úú
1ê ú
11. (i) ê ú (ii) ê - - (iii) 1 3 (iv) 3 1 - 2
ê 2 1ú 65 13 130 ú 4ê 3ê ú
- ú ê ú ëê - 1 1 3úû ëê - 3 0 3úû
êë 5 5û ê 2 -3 2ú
ëê 13 13 13 úû
é- 3 1 7ù é 1 7 - 5ù
1ê
5úú 1 ê
(v) ê - 1 - 1
(vi) 7 -5 1úú
18 ê
4
êë 5 1 - 13úû
êë - 5 1 7úû
é8 5 5ù
3 2 ê
12. l – 5l + 7l – 3 = 0; ê0 3
ú
0ú .
êë5 5 8 úû
LINEAR ALGEBRA 213
4.27. DIAGONALIZABLE MATRICES
A matrix A is said to be diagonalizable if there exists an invertible matrix B. Such that B–1 AB = D, where D
is a diagonal matrix and the diagonal elements of D are the eigen values of A.
Theorem. A square matrix A of order n is diagonalizable if and only if it has n linearly independent eigen
vectors.
Proof. Let X1, X2, ......, Xn be n linearly independent eigen vectors corresponding to the eigen values l1, l2,
......, ln (not necessarily distinct) of matrix A
\ AX1 = l1 X1, AX2 = l2 X2, ......, AXn = ln Xn
Let B = [X1, X2, ......., Xn] and D = Diag. [l1, l2, ......., ln] formed by eigen values of A.
then AB = A [X1, X2, ......., Xn] = [AX1, AX2, ......., AXn]
= [l1 X1, l2 X2, ......., ln Xn]
= [X1 X2, ......, Xn] Diag [l1 l2, ......, ln]
AB = BD ... (1)
Since columns of B and L.I. \ p(B) = n \ B is invertible
Pre-multiply both sides by B–1
\ B–1 AB = (B–1 B) D = D
\ The matrix B, formed by eigen vectors of A, reduces the matrix A to its diagonal form.
Post multiply (1) by B–1
A (BB–1) = BDB–1 or A = BDB–1.
Note 1. The matrix B which diagonalizes A is called the Modal Matrix of A, obtained by grouping the eigen values of
A into a square matrix and matrix D is called Spectral Matrix of A.
Note 2. We have A = BDB–1
\ A 2 = A ◊ A = (BDB–1) (BDB–1) = BD (B–1 B) DB–1
= B (DID) B–1 = BD2 B–1
Repeating this process m times, we get
A m = BDm B–1 (m, a +ve integer).
\ If A is diagonalizable so is Am.
Note 3. If D is a diagonal matrix of order n and
él m 0 ùú
é l1 0 0 LL 0ù ê 1 0 0 LL
ê ú ê 0 lm
ê0 l2 0 LL 0ú 2 0 LL 0ú
ê ú
D= ê0 l3 0 ú , then D =
m
ê 0 l3m
ê
0 LL
ú 0 LL 0ú
ê ú
êM M M M ú ê M M M M ú
ê l n ûú ê ú
ë0 0 0 LL lm
ë 0 0 0 LL nû
m m –1
\ A = BD B
Similarly if Q (D) is a polynomial in D, then
é Q l1 0 0 LL 0 ù
ê ú
ê 0 Q l 2 0 LL 0 ú
Q (D) = ê 0 0 Q l3 LL 0 ú
ê ú
ê M M M M ú
ê 0 0 0 LL Q l n úû
ë
\ Q (A) = B [Q(D)]B–1
214 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
é 3 1 - 1ù
Example 1. Show that the matrix A = ê- 2 1
ê 2úú is diagonalizable. Hence find P such that P –1 AP
êë 0 1 2úû
is a diagonal matrix, then obtain the matrix B = A + 5A + 3I.
2
(P.T.U., May 2008, 2012)
Sol. Characteristic equation of A is
3-l 1 -1
-2 1- l 2
| A – lI | = = l3 – 6l2 + 11l – 6 = 0
0 1 2 - l
or l = 1, 2, 3.
Since the matrix has three distinct eigen values
\ It has three linearly independent eigen values and hence A is diagonalizable.
The eigen vector corresponding to l = 1 is given by
é 2 1 - 1ù é x1 ù é0 ù
ê ê ú
(A – lI) X= ê - 2 0 2 úú ê y1 ú = êê0 úú
ëê 0 1 1ûú êë z1 úû ëê0 ûú
i.e., 2x1 + y1 – z1 = 0 ; – 2x1 + 2z1 = 0 and y1 + z1 = 0
which gives the solution.
x 1 = 1, y1 = – 1, z1 = 1
The eigen vector corresponding to l = 2 is
é 1 1 - 1ù é x1 ù é 0 ù
ê ê ú
(A – 2I) X = ê - 2 - 1 2 úú ê y1 ú = êê 0 úú
êë 0 1 0 úû êë z1 úû êë 0 úû
i.e., x1 + y1 – z1 = 0
– 2x1 – y1 + 2z1 = 0
y1 = 0
which gives the solution
x 1 = 1, y1 = 0, z1 = 1.
Eigen vector corresponding to l = 3 is given by
é 0 1 - 1ù é x1 ù é0 ù
ê ê ú
(A – 3I) X = ê- 2 -2 2 úú ê y1 ú = êê0 úú
êë 0 1 - 1úû êë z1 úû êë0 úû
i.e., y1 – z1 =0
– 2x1 – 2y1 + 2z1 =0
y1 – z1 =0
which gives the solution
x 1 = 0, y1 = 1, z1 = 0.
\ This modal matrix P = [X1, X2, X3]
é 1 1 0ù
ê
= ê- 1 0 1úú
êë 1 1 1úû
LINEAR ALGEBRA 215
é- 1 -1 1ù
Adj. P 1 ê
Now, P –1
= = ê 2 1 - 1úú
P 1
êë - 1 0 1úû
é- 1 -1 1ù é 3 1 - 1ù é 1 1 0ù
\ –1 ê
P AP = ê 2 1 - 1úú êê - 2 1 2 úú êê - 1 0 1úú
ëê - 1 0 1ûú ëê 0 1 2 ûú ëê 1 1 1úû
é 1 0 0ù
ê ú
= ê 0 2 0 ú = diag [1, 2, 3]
êë 0 0 3úû
Hence A is diagonalizable and its diagonal form matrix contains the eigen values only as its diagonal
elements.
Now to obtain B = A2 + 5A + 3I we use Q (A) = P [Q (D)]P–1 [Art. 4.27 Note 3]
D = diag (1, 2, 3)
D2 = diag (1, 4, 9)
2
A + 5A + 3I = P (D2 + 5D + 3I) P –1
é 1 0 0ù é5 0 0ù é 3 0 0ù
ê ú ê
D2 + 5D + 3I = ê 0 4 9ú + ê 0 10 0úú + êê 0 3 0úú
êë 0 0 9úû êë 0 0 15úû êë 0 0 3úû
é9 0 0ù
ê
= ê 0 17 0úú
êë 0 0 27 úû
é 1 1 0ù é 9 0 0ù é - 1 -1 1ù
ê úê
\ 2
B = A + 5A + 3I = ê - 1 0 1ú ê 0 17 0 úú êê 2 1 - 1úú
êë 1 1 1úû êë 0 0 27 úû êë - 1 0 1úû
é 25 8 - 8ù
ê
= ê - 18 9 18úú
êë - 2 8 19 úû
é1 1 3ù
ê
Example 2. Find a matrix P which transforms the matrix ê 1 5 1úú into a diagonal form.
ëê 3 1 1ûú
(P.T.U., Dec. 2003)
é 1 1 3ù
ê ú
Sol. Let A = ê 1 5 1ú
êë3 1 1úû
Characteristic equation of A is | A – lI | = 0
1- l 1 3
i.e., 1 5-l 1 = 0 or l3 – 7l2 + 36 = 0
3 1 1- l
or (l + 2) (l2 – 9l + 18) = 0
or (l + 2) (l – 3) (l – 6) = 0 i.e., l = – 2, 3, 6 are the eigen values.
When l = – 2; eigen vectors are given by
3x1 + y1 + 3z1 = 0
216 A TEXTBOOK OF ENGINEERING MATHEMATICS
x1 + 7y1 + z1 = 0
3x1 + y1 + 3z1 = 0
Solving first and second equations (3rd is same as first)
x1 y z
= 1 = 1 \ X1 = k (– 1, 0, 1)
- 20 0 20
When l = 3; eigen vectors are given by
2x1 + y1 + 3z1 = 0
x1 + 2y1 + z1 = 0
3x1 + y1 – 2z1 = 0
Solving first and second equations :
x1 y z
= 1= 1 \ X2 = k (– 1, 1, – 1)
-5 5 -5
When l = 6; eigen vectors are given by
– 5x1 + y1 + 3z1 = 0
x1 – y1 + z1 = 0
3x1 + y1 – 5z1 = 0
Solving first and second equations
x1 y z
= 1 = 1 \ X3 = k (1, 2, 1).
4 8 4
é- 1 -1 1ù
Modal matrix P = ëé X1 X2 X3 ûù = êê 0 1 2úú
êë 1 -1 1úû
é 3 2 - 1ù é 3 0 - 3ù
Adj. P - 1 ê ú 1ê
P = –1
= 0 -2 - 2ú = - ê 2 -2 2 úú
P 6 ê 6
êë - 3 2 - 1úû êë - 1 -2 - 1úû
\ Required diagonal form D = P–1 AP
é 3 0 - 3ù é 1 1 3ù é - 1 -1 1ù
1ê
=– 2 -2 2úú êê 1 5 1úú êê 0 1 2úú
6ê
êë - 1 -2 - 1úû êë 3 1 1úû êë 1 -1 1úû
é12 0 0ù
1ê
=- ê 0 - 18 0 úú
6
êë 0 0 - 36 úû
é- 2 0 0ù
ê 0úú , which is formed by the eigen values of A.
=ê 0 3
êë 0 0 6úû
é- 2 2 - 3ù
ê
Example 3. Diagonalize the matrix ê 2 1 - 6 úú and obtain its Modal Matrix.
êë - 1 -2 0 úû
é- 2 2 - 3ù
ê
Sol. Let A = ê 2 1 - 6 úú
êë - 1 - 2 0 úû
LINEAR ALGEBRA 217
-2-l 2 -3
Characteristic equation of A is | A – lI | = 0 i.e., 2 1- l -6 =0
-1 -2 -l
or (– 2 – l) [– l (1 – l) – 12] – 2 [ – 2l – 6] – 3 [– 4 + 1 – l] = 0
or – (2 + l) (l2 – l – 12) + 4 (l + 3) + 3 (l + 3) = 0
or – (2 + l) (l + 3) (l – 4) + 7 (l + 3) = 0
or (l + 3) (– l2 + 2l + 8 + 7) = 0
or – (l + 3) (l + 3) (l – 5) = 0
\ l= – 3, – 3, 5.
Characteristic vectors corresponding to l = – 3 are
é 1 2 - 3ù é x1 ù
ê 2 ê ú
ê 4 - 6 úú ê x2 ú = 0
êë - 1 - 2 3úû êë x3 úû
Operating R2 – 2R1, R3 + R1, we get
é 1 2 - 3ù é x1 ù
ê0 0 ê ú
ê 0úú ê x2 ú = 0
êë 0 0 0úû êë x3 úû
\ x1 + 2x2 – 3x3 = 0
\ x1 = – 2x2 + 3x3
x2 = 1◊x2 + 0◊x3
x3 = 0◊x2 + 1◊x3
é x1 ù é - 2ù é 3ù
ê ú ê 1ú + x ê 0ú
\ x
ê 2ú = x2 ê ú 3ê ú
êë x3 úû êë 0úû êë 1úû
\ Eigen vectors are X1 = (– 2, 1, 0) and X2 = (3, 0, 1).
Characteristic vector corresponding to l = 5 is
é- 7 2 - 3ù é x1 ù
ê 2 ê ú
ê -4 - 6úú ê x2 ú = 0
êë - 1 -2 - 5úû êë x3 úû
é -1 -2 - 5ù é x1 ù
ê- 7 ê ú
or ê 2 - 3úú ê x2 ú = 0 by operating R32 and R21
êë 2 -4 - 6 úû êë x3 úû
Operate R2 – 7R1, R3 + 2R1, we get
é- 1 -2 - 5 ù é x1 ù
ê 0 ê ú
ê 16 32 úú ê x2 ú = 0
êë 0 -8 - 16 úû êë x3 úû
1
Operating R3 + R 2 , we get
2
é- 1 - 2 - 5ù é x1 ù
ê 0 ê ú
ê 16 32 úú ê x2 ú = 0
êë 0 0 0 úû êë x3 úû
\ – x1 – 2x2 – 5x3 = 0
16x2 + 32x3 = 0
218 A TEXTBOOK OF ENGINEERING MATHEMATICS
or x1 + 2x2 + 5x3 =
0
x2 + 2x3 =
0
or x1 =
– x3
x2 =
– 2x3
é - x3 ù
é x1 ù é 1ù
ê úê ú ê ú
\ ê - 2 x3 ú = - x3 ê 2 ú
ê x2 ú =
êë x3 úû
êë x3 úû êë - 1úû
\ Eigen vector X3 = (1, 2, – 1)
é- 2 3 1ù
\
ê
Modal Matrix P = ê 1 0 2 úú ; | P | = 8
êë 0 1 - 1úû
é- 2 4 6ù
Adj. P 1 ê
–1
P = = ê 1 2 5 úú
P 8
êë 1 2 - 3úû
–1
Now Diagonal Matrix D = P AP
é- 2 4 6 ù é- 2 2 3ù é- 2 3 1ù
1ê ú ê
- 6úú
ê 1
= ê 1 2 5ú ê 2 1 ê 0 2úú
8
êë 1 2 - 3úû êë - 1 - 2 0úû êë 0 1 - 1úû
é - 24 0 0ù é - 3 0 0ù
1ê
0ú = ê 0 - 3 0 úú
= ê 0 - 24
ú ê
8
êë 0 0 40úû êë 0 0 5úû
é l1 0 0ù
ê ú
= ê0 l2 0 ú i.e., the diagonal matrix formed by eigen values of A.
êë 0 0 l 3 úû
é1 6 1ù
ê ú
Example 4. Diagonalize A = ê1 2 0 ú and hence find A8. Find the Modal Matrix. (P.T.U., May 2011)
êë0 0 3úû
Sol. The characteristic equation of A is |A – lI| = 0
1- l 6 1
i.e., 1 2-l 0 =0
0 0 3- l
Expand the determinant w.r.t. R3
(3 – l){(1 – l) (2 – l – 6} =0
or (3 – l) {(l2 – 3l – 4} =0
or (3 – l) (l – 4) (l + 1)} =0
\ Eigen values are l = – 1, 3, 4
For l = –1; the eigen vector is given by
é2 6 1ù é x1 ù
ê1 3 0ú ê x ú
ê ú ê 2ú =O
êë0 0 4úû êë x3 úû
or 2x1 + 6x2 + x3= 0
x1 + 3x2 = 0
4x3 = 0
LINEAR ALGEBRA 219
\ x3 = 0, x1 = – 3x2
é- 3ù
\
ê ú
X1 = ê 1ú
êë 0úû
For l = 3; eigen vector is given by
é- 2 6 1ù é x1 ù
ê 1 - 1 0ú ê x ú = O
ê ú ê 2ú
êë 0 0 0úû êë x3 úû
or – 2x1 + 6x2 + x3 = 0
x1 – x2 = 0
\ x2 = x1 and x3 = – 4x1
é 1ù
ê ú
\ X2 = ê 1ú
êë - 4úû
For l = 4; eigen vector is
é- 3 6 1ù é x1 ù
ê úê ú
ê 1 -2 0ú ê x2 ú = O
êë 0 0 - 1úû êë x 3 úû
\ – 3x1 + 6x2 + x3 = 0
x1 – 2x2 = 0
– x3 = 0
x1 = 2x2
\ x3 = 0, x1 = 2x2
é 2ù
\
ê ú
X3 = ê1ú
êë0úû
Thus the Modal Matrix P is
é- 3 1 2ù
P= ê 1
ê 1 1úú
êë 0 - 4 0úû
Adj P
P–1 =
|P|
-3 1 2
|P|= 1 1 1
0 -4 0
Expand w.r.t. R3, we get | P | = – 20
é- 4 0 - 4ù ¢
Adj P = êê - 8 0 - 12úú
êë - 15 - 4úû
é 4 -8 - 1ù
1 ê ú
\ –1
P = - 0 0 5ú
20 ê
êë- 4 - 12 - 4úû
220 A TEXTBOOK OF ENGINEERING MATHEMATICS
é- 4 8 1ù
1 ê
= 0 0 - 5úú
20 ê
êë 4 12 4úû
Now the diagonal matrix D is given by
é- 4 8 1ù é1 6 1ù é - 3 1 2ù
1 ê ú ê ú ê
D = P–1 AP = 0 0 - 5ú ê1 2 0ú ê 1 1 1úú
20 ê
êë 4 12 4úû êë0 0 3úû êë 0 - 4 0úû
é 4 -8 - 1ù é - 3 1 2ù
1 ê úê 1
= 0 0 - 15 1 1úú
20 ê úê
êë16 48 16úû êë 0 - 4 0úû
é - 20 0 0ù é - 1 0 0ù
1 ê
= ê 0 60 0úú êê 0 3 0úú
20
êë 0 0 80úû êë 0 0 4úû
The diagonal matrix formed by eigen values of A
To find A8; A = PDP–1
\ A8 = PD8 P–1
é- 3 1 2ù é 1 0 0ù é - 4 8 1ù
1 ê ú ê ú ê
= 1 1 1ú ê0 6561 0ú ê 0 0 - 5úú
20 ê
êë 0 - 4 0úû êë0 0 65536úû êë 4 12 4úû
é- 3 6561 131072ù é - 4 8 1ù
1 ê ú ê
= 1 6561 65536ú ê 0 0 - 5úú
20 ê
êë 0 - 26244 0úû êë 4 12 4úû
é524300 1572840 491480ù
1 ê
= 262140 786440 229340úú
20 ê
êë 0 0 131220 úû
é 26215 78642 24574ù
8 ê ú
A = ê13107 39322 11467 ú .
êë 0 0 6561 úû
Let A and B be square matrices of the same order. The matrix A is said to be similar to B if there exists an
invertible matrix P such that A = P–1 BP or PA = BP
Post multiply both sides by P–1, we have
PAP –1 = B(PP–1) = BI = B \ B = PAP–1
\ A is similar to B if and only if B is similar to A. The matrix P is called the similarity matrix.
4.29. Theorem, Similar Matrices have the same Characteristic Equation (and hence
the same Eigen Values). Also if X is an Eigen Vector of A Corresponding to
Eigen Value l , then P1 X is an Eigen Vector of B Corresponding to the
Eigen Value l , where P is Similarity Matrix
4.30. The Necessary and Sufficient Condition for an n Rowed Square Matrix A to
be Similar to a Diagonal Matrix is that the Set of Characteristic Vectors of A
Includes a Set of n Linearly Independent Vectors
Proof. Necessary Condition : A is similar to a diagonal matrix D(say) \ there exists a non-singular matrix
P such that P–1AP = D = diag (l1, l2,..........., ln)
\ AP = PD
Let P = [C1, C2,.........., Cn]
\ A [C1, C2,.........., Cn] = [C1, C2,.........., Cn] Diag [l1, l2,........., ln]
\ AC1 = l1C1 ; A C2 = l2 C2 ; A C3 = l3 C3,.........., A Cn = ln Cn
which shows that C1, C2,.........., Cn are n characteristic vectors corresponding to eigen values l1, l2,........., ln
of A. As C1, C2,.........., Cn are columns of a non-singular matrix \ they form a L.I. set of vectors.
Sufficient Conditions : Let C1, C2,.........., Cn be n L.I. set of n characteristic vectors and let l1, l2,........., ln
be the corresponding characteristic roots.
We have AC 1 = l1C1, A C2 = l2C2,..........., ACn = lnCn …(1)
If we take P = [C1, C2,.........., Cn]
Then system (1) is equivalent to AP = PD …(2)
where D = Diag [l1, l2,.........., ln]
Also matrix P is non-singular as its columns are L.I. \ P–1 exists and we may write (2) as
P–1AP = D
Hence A is similar to D.
222 A TEXTBOOK OF ENGINEERING MATHEMATICS
é 5a - 2b 5a ù é a + 2c b + 2d ù
or ê5c - 2d ú =ê ú
ë 5 c û ë - 3a + 4c - 3b + 4d û
\ 5a – 2b = a + 2c 5a = b + 2d
5c – 2d = – 3a + 4c 5c = – 3b + 4d
or 4a = 2b + 2c i.e., 2a = b + c
3a = – c + 2d i.e., 3a = – c + 2d
or equations are 2a – b – c + 0.d = 0
3a + 0.b + c – 2d = 0
5a – b + 0.c – 2d = 0
0.a + 3b + 5c – 4d = 0
which is a set of homogeneous equation
é 2 -1 -1 0 ù é a ù é -1 2 -1 0 ù é a ù
ê 3 0 1 - 2ú êb ú ê úê ú
\ ê ú ê ú = 0 or ê 0 3 1 - 2 ú ê b ú = 0 by operating C
ê 5 -1 0 - 2 ú ê c ú ê -1 5 0 - 2 ú ê c ú 12
ê úê ú ê úê ú
ëê 0 3 5 - 4 ûú ëê d ûú ëê 3 0 5 - 4 ûú ëê d ûú
é -1 2 -1 0ù éa ù
ê - 2 úú êê b úú = 0
Operate R3 – R1, R4 + 3R1; ê 0 3 1
ê 0 3 1 - 2ú êc ú
ê úê ú
êë 0 6 2 - 4 úû êë d úû
é -1 2 -1 0ù éa ù
ê 0 3 1 - 2 úú êê b úú
Operate R3 – R2, R4 – 2R2 ; ê =0
ê 0 0 0 0ú êc ú
ê úê ú
ëê 0 0 0 0 ûú ëê d ûú
\ – a + 2b – c = 0
3b + c – 2d = 0
\ If a = 1, b = 1, we get c = 1 and d = 2
é1 1 ù
\ P = ê ú , which is non-singular
ë1 2 û
Hence A, B are similar
é a b ù é1 0 ù é1 1ù é a b ù
(ii) ê c d ú ê0 1ú = ê0 1ú ê c d ú
ë ûë û ë ûë û
é a b ù éa + c b + dù
or êc d ú = ê c d úû
ë û ë
\ a=a+cfic=0
LINEAR ALGEBRA 223
b=b+dfid=0
éa b ù éa bù
\ P=ê ú=ê ú , which is a singular matrix
ë c d û ë 0 0û
\ A, B are not similar matrices.
Example 6. Examine which of the following matrices are similar to diagonal matrices
é 8 -6 2ù é2 3 4 ù
ê
(i) ê -6 7 -4 úú ê
(ii) ê0 2 -1ú .
ú
êë 2 -4 3 úû êë0 0 1úû
é 8 -6 2ù
Sol. (i) Characteristic equation of A = êê -6 7 -4 úú is | lI – A | = 0
êë 2 - 4 3úû
l-8 6 -2
i.e., 6 l-7 4 = 0 i.e., l3 – 18l2 + 45l = 0; l = 0, 3, 15
-2 4 l -3
Characteristic vectors corresponding to l = 0 is given by (lI – A)X = 0 Put l = 0
é -8 6 - 2ù é x ù
ê 6 -7 4 úú êê y úú = 0
ê
êë -2 4 -3úû êë z úû
é -2 4 -3ù é x ù
Operate R13 ê 6 -7 4 úú êê y úú = 0
ê
êë -8 6 - 2úû êë z úû
é -2 4 -3 ù é x ù
Operate R2 + 3R1, R3 – 4R1 ê 0 5 -5 ú ê y ú = 0 ;
ê úê ú
ë 0 -10 10 û ë z û
é - 2 4 -3ù é x ù
Operate R3 + 2R2; ê 0 5 -5 ú ê y ú = 0
ê úê ú
êë 0 0 0úû êë z úû
or – 2x+ 4y – 3z = 0
5y – 5z = 0
z
\ y = z, x=
2
ézù
éxù ê ú é1 ù é 1ù
ê ú ê
2
ú zê ú zê ú
\ X = ê yú = = 2 Þ X = ê2 ú
êz ú 2 ê ú 2
êë z úû ê ú êë2úû êë2úû
ëz û
é1 ù
ê2ú
\ We may take single L.I. solution ê ú
êë 2 úû
é- 5 6 - 2ù é x ù
Similarly for l = 3; ê 6 - 4 + 4ú ê y ú = 0
ê úê ú
êë- 2 4 0úû êë z úû
224 A TEXTBOOK OF ENGINEERING MATHEMATICS
é- 2 4 0ù é x ù
Operate R13; ê 6 -4 4úú êê y úú = 0
ê
êë- 5 6 - 2úû êë z úû
é 1 -2 0ù é x ù
æ 1ö æ 1ö ê
Operate R1 ç - ÷ , R 2 ç ÷ ; ê 3 - 2 2úú êê y úú = 0
è 2ø è 2ø
êë- 5 6 - 2úû êë z úû
é1 - 2 0ù é x ù
Operate R2 – 3R1, R3 + 5R1; ê0 4 2úú êê y úú = 0
ê
êë0 - 4 - 2úû êë z úû
é 1 - 2 0ù é x ù
Operate R3 + R2; ê0 4 2úú êê y úú = 0
ê
êë0 0 0úû êë z úû
i.e., x – 2y = 0 or x = 2y
4y + 2z = 0 z = – 2y
éxù é 2y ù é2ù
\ X = êê y úú = ê y ú = y ê 1 ú
ê ú ê ú
êë z úû ë - 2 y û ë -2 û
é 2ù
ê ú
\ Eigen vector corresponding to l = 3 is ê 1ú
êë -
- 2úû
é 7 6 - 2ù é x ù é- 1 2 6ù é x ù
ê 6 8 æ 1ö æ 1ö
For l = 15 ê 4úú êê y úú = 0 or ê 3 4
ê 2úú êê y úú = 0 by operating R 3 ç ÷ ; R 2 ç ÷ ; R13
è 2ø è 2ø
êë- 2 4 12úû êë z úû êë 7 6 - 2úû êë z úû
é -1 2 6 ù é x ù
Operate R2 + 3R1, R3 + 7R1; êê 0 10 20 úú êê y úú = 0
êë 0 20 40 úû êë z úû
é -1 2 6 ù é x ù
æ 1ö ê úê ú
Operate R3 – 2R2, R 2 ç ÷ ; ê 0 1 2ú ê y ú = 0
è 10 ø
ëê 0 0 0ûú êë z ûú
\ – x + 2y + 6z = 0, y + 2z = 0
é x ù é 2z ù é 2ù
\ \ X = êê y úú = êê- 2 z úú = z êê-2úú
y = – 2z, x = 2z
êë z úû êë z úû êë 1úû
é 2ù
Eigen vector corresponding to l = 15 is êê - 2úú
êë 1úû
\ Set of L.I. characteristic vectors is
LINEAR ALGEBRA 225
é1 2 2ù
P = êê 2 1 -2 úú
êë 2 - 2 1úû
é-3 -6 - 6ù
1 ê æ Adj P ö
Now, –1
P =- -6 -3 6ú -1
çè3 P = | P | ÷ø
27 ê ú
êë - 6 6 -3úû
é1 2 2ù
1 ê ú
= 2 1 - 2
9 ê ú
êë 2 - 2 1úû
é1 2 2ù é 8 - 6 2ù é 1 2 2ù é0 0 0 ù
–1
P AP = ê 2
ê ú ê
1 - 2ú ê - 6 ú
7 - 4ú ê 2 ê 1 - 2 ú = êê0 3 0 úú
ú
êë 2 - 2 1úû êë 2 - 4 3úû êë 2 - 2 1úû êë0 0 15 úû
= diag (0, 3, 15) i.e., diagonal matrix formed by eigen values
Hence A is similar to diagonal matrix.
é2 3 4ù
(ii)
ê
A = ê 0 2 -1ú
ú
êë 0 0 1úû
Characteristic roots of A are | lI – A| = 0
l-2 -3 -4
0 2-l 1 = 0 or (l – 2)2 (l – 1) = 0
0 0 l -1
l = 1, 2, 2
é -1 -3 - 4ù é x ù
Eigen vector corresponding to l = 1 is êê 0 -1 1úú êê y úú = 0
êë 0 0 0úû êë z úû
i.e., - x - 3y - 4z = 0
–y+z= 0
\ y = z, x = – 3y - 4z = - 7z
é x ù é-7 z ù é-7ù
\
ê ú ê ú ê ú
X = ê y ú = ê z ú = z ê 1ú
ëê z ûú ëê z ûú ëê 1ûú
é- 7 ù
ê ú
\ Single eigen vector corresponding to l = 1 is ê 1ú
êë 1úû
é 0 -3 - 4 ù é x ù
For l = 2, ê0 0 1úú êê y úú = 0
ê
êë 0 0 1úû êë z úû
– 3y – 4z = 0
z= 0
\ y= 0
226 A TEXTBOOK OF ENGINEERING MATHEMATICS
é x ù é xù é1 ù
\
ê ú ê ú ê ú
X = ê y ú = ê 0 ú = x ê 0ú
êë z úû êë0úû êë0úû
é1 ù
ê ú
\ Corresponding to l = 2, we get only one vector ê 0ú
ëê 0ûú
As there are only two L.I. eigen vectors corresponding to three eigen values.
\ There does not exist any non-singular matrix P.
Hence A is not similar to diagonal matrix.
Example 7. Prove that if A is similar to a diagonal matrix, then A' is similar to A.
Sol. Let A be similar to diagonal matrix D, then there exists a non-singular matrix P such that
P –1AP = D
or A = PDP –1
A' = (PDP–1)' = (P–1)' D'P' = (P¢)–1 DP¢ (3 D is a diagonal matrix \ D' = D)
fi A' is similar to D
fi D is similar to A'
Now A is similar to D ; D is similar to A'
fi A is similar to A'
i.e., A' is similar to A.
Example 8. Show that the rank of every matrix similar to A is the same as that of A.
Sol. Let B be similar to A. Then there exists a non-singular matrix P such that
B = P–1AP
Now, rank of B = rank of (P –1AP)
= rank of A
Q We know that rank of a matrix does not change on multiplication by a non-singular matrix.
Hence rank of B = rank of A.
Proof. Let P = [X1, X2,........, Xn] be a unitary matrix (where X1, X2 ,........., Xn represent columns of P)
é X1q ù
ê qú
q êX ú
P P = ê 2 ú [X1 , X 2 ,........, X n ]
ê M ú
ê Xq ú
ë nû
éX1q X1 X1q X2 .......... X1q Xn ù
ê q ú
êX2 X1 Xq2 X2 .......... Xq2 Xn ú
ê ú
= ê................................................... ú
ê................................................... ú
ê q ú
êXn X1 Xqn X2 .......... Xqn Xn ú
ë û
228 A TEXTBOOK OF ENGINEERING MATHEMATICS
A set of normal vectors which are orthogonal in pairs is called an orthonormal set.
Proof. Let X1, X2 be any two characteristic vectors corresponding to two distinct characteristic roots
l1 and l2 respectively of a Hermitian matrix
\ AX1 = l1X1 l1 , l 2 being real scalars …(1)
AX2 = l2X2 …(2)
Pre-multiply (1) by Xq2 and (2) by X1q we have
LINEAR ALGEBRA 229
Proof. Let X1, X2 be two characteristic vectors corresponding to two distinct characteristic roots l1 and l2
\ AX1 = l1X1, where A is a unitary matrix \ AqA = I …(1)
AX2 = l2X2 …(2)
Take conjugate transpose of (2)
(AX2)q = (l2 X2)q or Xq2 Aq = l 2 Xq2 …(3)
From (1) and (3) by multiplication
X A (AX ) = l X l X
q
2
q
1 2
q
2 1 1
or Xq2 A A X =
q
1 l 2 l1 X q2 X1
or Xq2 IX = l l X X
1 2 1
q
2 1 (Q A is unitary matrix)
or X X = l l X X
q
2 1 2 1
q
2 1
or 1 -
q
l 2 l1 X 2 X1 = 0 …(4)
2. Show that the following matrices are similar to diagonal matrices. Also find the transforming matrices and the
diagonal matrices
é 6 -2 2ù é - 9 4 4ù
ê
(i) ê - 2 3 -1ú ú (ii) êê -8 3 4 úú
êë 2 -1 3 úû êë -16 8 7 úû
3. Show that the following matrices are not similar to diagonal matrices
é -1 0 0 1ù
é 2 -1 1ù ê 1 2 1 0ú
(i) êê 2 2 -1úú (ii) ê ú
ê 1 3 2 -1ú
êë 1 1 -1úû ê ú
êë 0 5 3 -1úû
4. If A and B are non-singular matrices of order n, show that the matrices AB and BA are similar.
5. Prove that every orthogonal set of vectors is linearly independent.
6. Prove that any two characteristic vectors corresponding to two distinct characteristic roots of a real symmetric
matrix are orthogonal.
7. Show that characteristic vectors corresponding to different characteristic roots of a normal matrix are orthogonal.
8. If X is characteristic vector of a normal matrix A corresponding to characteristic root l, then X is also a
characteristic vector of Aq, the corresponding characteristic root being l.
ANSWERS
é1 1 1ù é 0 1 4ù
ê
1. (i) 0 - 1 2ú (ii) ê 1 0 1ú
ê ú ê ú
ë 0 0 - 2û ë -1 -1 - 3û
é -1 1 2 ù é2 0 0ù é1 1 1ù é -1 0 0 ù
2. (i) P = êê 0 2 -1úú , D = ê0 2 0ú
ê ú (ii) P = êê1 1 1úú , D = ê 0 -1 0 ú .
ê ú
êë 2 0 1úû êë 0 0 8 úû êë1 -1 2 úû êë 0 0 0 úû
Definition. A homogeneous polynomial of second degree in any number of variables is called a quadratic
form. For example,
(i) ax2 + 2hxy + by2 (ii) ax2 + by2 + cz2 + 2hxy + 2gyz + 2fzx and
2 2 2 2
(iii) ax + by + cz + dw + 2hxy + 2gyz + 2fzx + 2lxw + 2myw + 2nzw
are quadratic forms in two, three and four variables.
n n
In n-variables x1, x2,.........., xn, the general quadratic form is åå b x x
j =1i =1
ij i j , where bij ¹ bji
N0 0 -1 Q Nx Q
LM1 OP
3
1 0
\ C = M1 1 PP
0 , which is a real symmetric matrix.
MN0 0 -1 Q
4.37. LINEAR TRANSFORMATION OF A QUADRATIC FORM
If a real quadratic form be expressed as a sum or difference of the squares of new variables by means of
any real non-singular linear transformation, then the later quadratic expression is called a canonical form of
the given quadratic form.
n n
i.e., if the quadratic form X'AX = åå a x x
j =1 i =1
ij i j can be reduced to the quadratic form
n
Y' BY = ål y
i =1
i i
2
by a non-singular linear transformation X = PY, then
232 A TEXTBOOK OF ENGINEERING MATHEMATICS
Note. (i) Here some of li (eigen values) may be positive or negative or zero.
(ii) A quadratic form is said to be real if the elements of the symmetric matrix are real.
(iii) If r(A) = r, then the quadratic form X¢AX will contain only r terms.
The number p of positive terms in the canonical form is called the index of the quadratic form.
(The number of positive terms) – (The number of negative terms) i.e., p – (r – p) = 2p – r is called signature
of the quadratic form, where r(A) = r.
Let X' AX be a real quadratic form in n-variables x1, x2,........., xn with rank r and index p. Then we say that
the quadratic form is
(i) Positive definite if r = n, p = r (ii) negative definite if r = n, p = 0
(iii) Positive semi-definite if r < n , p = r and (iv) negative semi-definite if r < n, p = 0
If the canonical form has both positive and negative terms, the quadratic form is said to be indefinite.
Note. If X'AX is positive definite, then | A | > 0.
The index of a real quadratic form is invariant under real non-singular transformations.
él1 0 0ù
ê ú
Step 6. Then Q will be transformed to the diagonal matrix ê 0 l2 0ú , which will be same as P'AP.
êë 0 0 l 3 úû
ILLUSTRATIVE EXAMPLES
Example 1. Reduce 3x2 + 3z2 + 4xy + 8xz + 8yz into canonical form.
Sol. The given quadratic form can be written as X¢ AX, where X¢ = [x, y, z]¢ and the symmetric matrix
é 3 2 4ù
ê
A = ê 2 0 4ú .
ú
êë 4 4 3úû
Let us reduce A into diagonal matrix. We know that A = I3 AI3
é 3 2 4ù é 1 0 0ù é 3 2 4ù é 1 0 0ù
ê 2 0 4ú = ê0 1 0ú ê 2 0 4ú ê0
i.e., ê ú ê úê úê 1 0úú
êë 4 4 3úû êë0 0 1úû êë 4 4 3úû êë0 0 1úû
2 4
Operating R 2 - R1 , R 3 - R1 on A and prefactor on RHS, we get
3 3
é3 2 4ù é ù
ê ú ê 1 0 0ú
ê0 - 4 4ú ê ú é 1 0 0ù
1 0ú A êê0 1 0 úú
ê 2
ê 3 3ú = -
ê ú ê 3 ú
ê0
4 7
- ú ê 4 ú ëê0 0 1ûú
ë 3 3 û ê- 0 1ú
êë 3 úû
2 4
Operating C 2 - C1 , C3 - C1 on A and the post-factor on RHS, we get
3 3
é ù é ù é1 - 2 - 4ù
ê3 0 0ú ê 1 0 0ú ê 3 3ú
ê ú ê ú ê ú
4 4 2
ê0 - ú = ê- 1 0ú A ê0 1 0ú
ê 3 3ú ê 3 ú ê ú
ê 4 7ú ê 4 ú ê ú
ê0 - ú ê- 0 1ú ê 0 0 1ú
ë 3 3û ë 3 û ë û
Operating R3 + R2 on LHS and prefactor on RHS
é 2 4ù
é3 0 0ù é 1 0 0ù ê 1 - - ú
ê 4 úú êê 2 ú ê 3 3
ú
ê0 - 4 = - 1 0ú A ê0 1 0ú
ê 3 3ú ê 3 ú ê ú
ê0 0 -1úû êë -2 1 1úû ê0 0 1ú
ë
ë û
Operating C3 + C2 on LHS and post-factor on RHS
é 2 ù
é3 0 0ù é 1 0 0ù ê 1 - -2ú
ê ú ê 2 ú ê 3
ú
ê0 - 4 0ú = ê- 1 0ú A ê0 1 1ú
ê 3 ú ê 3 ú ê ú
ê0 0 - 1 ú ê -2 1 1ú ê0 0 1ú
ë û ë û
ë û
æ 4 ö
or Diag ç 3, - , -1÷ = P¢AP
è 3 ø
234 A TEXTBOOK OF ENGINEERING MATHEMATICS
2
Operating C 3 + C , also on post-factor on RHS
5 2
é1 0ù é 1 é 8 ù
0 0 0 0 0ù ê 1 -1 0ú
ê0 -5 0
ú ê
0ú ê -1 ú ê 5 ú
ê 1 0 0ú
ê 2 ú
ê 14 ú =ê8 2 ú A ê0 1 0ú
ê0 0 -3ú ê 1 0ú ê 5
ú
ú êê ú ê0
5 5 5 0ú
ê 0 1
0 -3 0 0 1úû ê
ë0 2û ë 0
ë0 0 0 1úû
15
Operating R 4 + R 3 , also on prefactor on RHS
14
é1 0 0 0ù é 1 0 0 0ù é 8 ù
ê0 -5 ú ê -1 ú ê1 -1 0ú
ê 0 0 ú ê 1 0 0ú ê 5 ú
ê 14 ú ê 8 2 ú ê0 2
0ú
ê0 0 -3ú = ê 1 A
0ú ê 1
ú
5 5
ê ú ê 5 5 ú ê ú
ê0 0 0 1 0ú
0 - ú ê12 1ú ê
17 3 15
0
êë 14 ûú êë 7 7 14 úû êë0 0 0 1úû
15
Operating C 4 + C , also on post-factor on RHS
14 3
é 8 12 ù
é1 0 0 0ù é 1 0 0 0ù ê 1 -1
ê ú ê ú 5 7 úú
ê0 -5 0 0ú ê - 1 1 0 0ú ê
ê 2 3ú
ê ú ê 8 ú ê0 1
ê0 0
14
0ú = ê
2
1 0ú A ê 3 7ú
ú
ê 5 ú ê 5 5 ú ê 15 ú
ê 17 ú ê 12 ú ê0 0 1
ê0 0 0 - ú ê
3 15
1ú ê 14 ú
ë 14 û ë 7 7 14 û ê0 ú
ë 0 0 1úû
æ 14 17 ö
i.e., diag. ç1, - 5, , - ÷ = P'AP
è 5 14 ø
\ The canonical form of the given quadratic form is
æ 14 17 ö
Y¢ (P¢AP)Y = Y'diag ç 1, - 5, ,- ÷Y
è 5 14 ø
é1 0 0 0ù
ê0 0úú é y1 ù
ê -5 0
ê ú
ê 14 ú ê y2 ú
= ëé y1 y2 y3 y4 ûù ê0 0 0ú ê ú
5 y
ê úê 3ú
ê 17 ú ëê y4 ûú
êë0 0 0 - ú
14 û
14 2 17 2
= y12 - 5 y22 + y3 - y4 , which is the sum of the squares.
5 14
Example 3. Show that the form 5x12 + 26x22 + 10x32 + 4x2 x3 + 14x3 x1 + 6x1 x2 is a positive semi-definite
and find a non-zero set of values of x1, x2, x3 which makes the form zero. (P.T.U., Dec. 2002)
Sol. The matrix form of the given quadratic is X¢AX, where
LM
x1 OP LM
5 3 7 OP
MM PP
X = x 2 and A = 3 26 2
MM PP
x3 N Q N
7 2 10 Q
Let us reduce A to the diagonal form
236 A TEXTBOOK OF ENGINEERING MATHEMATICS
\ A = I AI
5 3 7 LM 1 0 0 OP LM
1 0 0 OP LM OP
MM
3 26 2 = 0 1 0 A 0 1 0 PP MM PP MM PP
7 2 10 N 0 0 1 Q N
0 0 1 Q N Q
[To avoid fractions first of all operate R2 (5), R3 (5), then C2 (5), C3 (5)] Note that row transformations will
effect prefactor and column transformation will affect post-factor on RHS
é 5 15 35ù
ê15 650 50ú =
LM1 0 0OP LM1 0 0OP
ê ú MM0 5 0PP A MM0 5 0PP
êë35 50 250úû N0 0 5 Q N0 0 5 Q
Operate R2 – 3R1 , R3 – 7R1
LM5 15 35 OP LM 1 0 0OP LM1 0 0OP
MM
0 605 - 55 = PP MM-- 73 05 05PP A MM00 05 05PP
N
0 - 55
Operate C2 – 3C1, C3 – 7C1
5 Q N Q N Q
5 LM 0 0 OP LM 1 0 0OP LM 1 - 3 - 7OP
MM
0 605 - 55 PP = MM-- 73 05 05PP A MM00 05 05PP
N
0 - 55 5 Q N Q N Q
1 1
Operate R3 + R2 , C3 + C2
O0P LM 1 OP
11 11
LM5 0O M 1
L -3 -
80
0
0 PP = M - 3
0
M
0 P A M0
11
PP
MM00
5
605
M
0 PQ M- 80
5
P M
5 P M0
5
PP
N 0
N 11
5
Q MN 0
11
5
11 PQ
\ Diagonal matrix (5, 605, 0) = P¢AP
The quadratic form reduces to the diagonal form 5 y12 + 605 y22
r (A) = 2 ;
Index p = Number of positive terms in the diagonal form = 2
n = The number of variables in quadratic form = 3
r (A) < 3 and p = r (A)
\ Given quadratic form is positive semi-definite
é 80 ù
ê 1 - 3 - 11 ú
x1 ê LM OP
ú y1 LM OP
ê
MM PP MM PP
5ú
Now, X = PY gives x 2 = 0 5 y2
ê 11 ú
x3 ê0
ë 0 N ú y
5û 3 Q N Q
80
\ x 1 = y1 – 3y2 – y3
11
5
x 2 = 5y2 + y3
11
x 3 = 5y3
Assume, y1 = 0, y2 = 0, y3 = 11, we get
x1 = – 80, x2 = 5, x3 = 55; Clearly this set of values of x1, x2, x3 makes the given form zero.
Example 4. Use Lagrange’s method to diagonalize the quadratic form : 2x2 + 2y2 + 3z2 – 4yz + 2xy – 4xz.
(P.T.U., May 2002)
LINEAR ALGEBRA 237
Sol. Step I. The given quadratic form is Q = 2x2 + 2y2 + 3z2 – 4yz + 2xy – 4xz, which can be expressed as
é 2 1 -2ù é x ù é 2 1 -2ù
X¢AX= [ x y z ] êê 1 2 -2úú êê y úú , where A =
ê 1
ê 2 -2úú
êë -2 -2 3úû êë z úû êë-2 -2 3úû
Step II. In Q collect all the terms of x and express them as a perfect square
= 2 (x2 + xy – 2xz) + 2y2 + 3z2 – 4 yz
= 2 [x2 + x (y – 2z)] + 2y2 + 3z2 – 4yz
ì
ïæ y - 2z ö ü
2
ï ( y - 2 z )2
= 2 íç x + ÷ ý + 2 y + 3z - 4 yz -
2 2
ïè
î 2 ø þ ï 2
2
ì 1 ü y 2 – 4 yz + 4 z 2
= 2 í x + y – z ý + 2 y 2 + 3z 2 – 4 yz –
î 2 þ 2
Step III. Collect the terms of y and express them as a perfect square
ü æ 3y2 ö
2
ì 1
= 2 íx + y - z ý + ç - 2 yz ÷ + z 2
î 2 þ è 2 ø
2
ì 1 ü 3ì 4 4 ü 2
= 2 í x + y - z ý + í y 2 - yz + z 2 ý + z 2 - z 2
î 2 þ 2 î 3 9 þ 3
2 2
ì 1 ü 3ì 2 ü 1
= 2 íx + y - z ý + í y - z ý + z 2
î 2 þ 2 î 3 þ 3
3 1 1 2
= 2 y12 + y22 + y32 , where y1 = x + y - z , y2 = y - z , y3 = z
2 3 2 3
2 1 2
Step IV. Express x, y, z in terms of y1, y2, y3, we get z = y3 ; y = y2 + y3 , x = y1 - 2 y2 + 3 y3
3
1 2 ü
x = y1 - y2 + y3 ï
2 3
ï
2 ï
\ y = y2 + y3 ý
3 ï
z = y3 ï
ï
þ
Step V. Express these in the matrix form X = PY
é 1 2ù
ê 1 -
éx ù é y1 ù 2 3ú
ê ú ê ú
ê yú ê 2ú
where X = ê ú ; Y = ê y2 ú and P = 0 1
ê 3ú
êë z úû êë y3 úû ê ú
ë0 0 1û
\ The linear transformation is X = PY
Step VI. Reduces the quadratic form Q to the diagonal form.
é 1 0 0ù é 1 2ù
ê 1 úé 2 1 - 2ù ê 1 - 2 3 ú
ê- 1 0ú ê 1
B = P¢AP = ê 2 úê 2 - 2ú ê ú
2ú
ú ê0 1
ê 2 2 ú êë- 2 - 2 3úû ê 3ú
ê 1ú ê0
ë 3 3 û ë 0 1úû
238 A TEXTBOOK OF ENGINEERING MATHEMATICS
é ùé 1 2 ù é2
ê2 1 - 2ú ê 1 - 0 0ù
ê úê 2 3ú ê ú
ú 3
2 ú = êê 0 0ú
3
= ê0 -1ú ê ú
ê 2 ú ê0 1 2
ê 3ú ê 1ú
1 úú ê ú
ê0 0 ë0 0 1û ê 0 0 ú
êë 3 úû ë 3û
æ 3 1ö
= diag. ç 2, , ÷
è 2 3ø
Note. Here r(A) = 4, index = 2, signature = 2 – 2 = 0.
Let X¢AX be a given quadratic form. The modal matrix B of A is that matrix whose columns are characteristic
vectors of A. If B represents the orthogonal matrix of A (the normalised modal matrix of A whose column
vectors are pairwise orthogonal), then X = BY will reduce X¢AX to Y¢ diag (l1, l2, .........., ln) Y, where
l1, l2,.........., ln are characteristic values of A.
Note. This method works successfully if the characteristic vectors of A are linearly independent which are pairwise
orthogonal.
Example 5. Reduce 8x2 + 7y2 + 3z2+ 12xy + 4xz – 8yz into canonical form by orthogonal reduction.
é 8 -6 2ù
ê
Sol. The matrix of the quadratic form is A = ê - 6 7 - 4úú
êë 2 - 4 3úû
The characteristic roots of A are given by |A – lI| = 0
8- l -6 2
i.e., -6 7- l - 4 = 0 or l (l – 3) (l – 15) = 0
2 -4 3- l
\ l = 0, 3, 15
Characteristic vector for l = 0 is given by [A – (0)I] X = 0
i.e., 8x1 – 6x2 + 2x3 = 0
– 6x1 + 7x2 – 4x3 = 0
2x1 – 4x2 + 3x3 = 0
x1 x2 x
Solving first two, we get = = 3 giving the eigen vector X1 = (1, 2, 2)
1 2 2
When l = 3, the corresponding characteristic vector is given by [A – 3I] X = 0
i.e., 5x1 – 6x2 + 2x3 = 0
– 6x1 + 4x2 – 4x3 = 0
2x1 – 4x2 = 0
Solving any two equations, we get X2 = (2, 1, – 2).
Similarly characteristic vector corresponding to l = 15 is X3 = (2, – 2, 1).
Now, X1, X2, X3 are pairwise orthogonal i.e., X1◊X2 = X2◊X3 = X3◊X1 = 0.
\ The normalised modal matrix is é1 2 2 ù
ê3 3 3 ú
ê ú
é X X ù
, 3 ú= ê
X2 2 1 2ú
B =ê 1 ,
ê -
ë || X1 || || X 2 || || X3 || û ê 3 3 3ú
ú
ê2 - 2 1 ú
BB¢ = I ëê 3 3 3 ûú
LINEAR ALGEBRA 239
Now, B is orthogonal matrix and | B | = – I
i.e., B–1 = B¢ and B–1 AB = D = diag {3, 0, 15}
é1 2 2 ù é1 2 2ù
ê3 3 3 ú ê 3 3 3ú
ê ú ê ú é3 0 0ù
ê 2 1 2ú ê2 1 2ú ê 0úú
ê3 3 - 3ú ê3 - ú = ê0
i.e., A 0
3 3
ê ú ê ú êë0 0 15úû
ê 2 2 1 ú ê 2 2 1ú
- -
ëê 3 3 3 ûú ëê 3 3 3 ûú
–1
X'AX = Y'(B AB)Y = Y' DY
é3 0 0ù é y1 ù
ê ú
= ëé y1 , y2 , y3 ûù êê0 0 0úú ê y 2 ú = 3 y12 + 0. y22 + 15 y32 , which is the required canonical form.
êë0 0 15úû êë y3 úû
Note. Here the orthogonal transformation is X = BY, rank of the quadratic form = 2 ; index = 2, signature = 2.
It is positive definite.
Example 6. Reduce 6x12 + 3x22 +3x32 – 4x1 x2 – 2x2x3 + 4x3x1 into canonical form.
é 6 -2 2ù
ê
Sol. The matrix of the quadratic form is A = ê -2 3 -1úú
êë 2 -1 3úû
The characteristic values are given by | A – lI | = 0
6-l -2 2
i.e., -2 3-l -1 = 0
2 -1 3-l
or l3 – 12l2 + 36l – 32 = 0, which on solving gives l = 2, 2, 8.
The characteristic vector for l = 2 is given by [A – 2I] X = 0, which reduces to single equation
2x1 – x2 + x3 = 0.
x1 x3 x x
Putting x2 = 0, we get = or the vector is [1, 0, – 2]. Again by putting x1 = 0, we get 2 = 3 or the
1 -2 1 1
vector is [0, 1, 1].
The vector corresponding to l = 8 is given by [A – 8I] X = 0
é -2 -2 2ù é x1 ù é0 ù
ê -2 ú ê ú ê ú
i.e., ê -5 -1ú ê x2 ú = ê0ú
êë 2 -1 -5úû êë x3 úû êë0úû
é 2 1 ù
ê 0 ú
ê 6 3ú
ê 1 1 1 ú
\ The normalised modal matrix is B = ê - ú
ê 6 2 3ú
ê 1 1 -1 ú
êê 3 úúû
ë 6 2
Now B is orthogonal matrix and | B | = 1
é8 0 0ù
ê 0úú
i.e., B¢ = B–1 and B–1 AB = D, where D = 0 ê 2
ëê0 0 2úû
\ X¢AX = Y¢(B–1 AB)Y = Y'DY
é8 0 0ù é y1 ù
ê ê ú
= éë y1 y2 y3 ùû ê0 2 0úú ê y2 ú = 8 y12 + 2 y22 + 2 y32
êë0 0 2úû êë y3 úû
which is the required canonical form.
Note. In the above form rank of the quadratic form is 3, index = 3, signature = 3. It is positive definite.
5. Use Lagranges method to diagonalize the quadratic form 6 x12 + 3x22 + 3x32 - 4 x1x2 - 2 x2 x3 + 4 x3 x1 .
LINEAR ALGEBRA 241
ANSWERS
é 2 -1 4ù
ê ú é 1 1 2 - 3ù
ê -1 5 -
1ú ê 2 - 2 - 4úú
é2 3ù 1
1. (i) ê ú (ii) ê 2ú (iii) ê
ë3 3û ê ú ê- 2 - 2 3 6ú
1 ê ú
ê 4 - -6 ú
ë 2 û ë- 3 - 4 6 4û
é 3 ù
é1 1 - 2ù ê3 0
2 úú
ê 1 -5 3 ú ê
(iv) (v) ê0 7 - 2ú .
ê ú
êë - 2 3 4 úû ê3 ú
ê - 2 - 8ú
ë2 û
2. (i) 2x2 + 3y2 + z2 + 8xy + 2yz +10xz (ii) x12 – 4x22 + 6x32 + 2x42 + 2x1x2 – 4x1x3 – 6x3x4.
3 2 1 2
3. (i) 3 y12 + y2 + y3 ; Rank = 3, index = 3, Sig. = 3
2 3
13 49 2
(ii) 12 y12 + y22 + y3 ; Rank = 3, index = 3, Sig. = 3
4 13
13 2
(iii) 2 y12 - 7 y22 - y3 ; Rank = 3, index = 1, Sig. = – 1
14
(iv) y12 + y22 + y32 ; Rank = 3 , index = 3, Sig. = 3.
4. (i) 2 y12 + 2 y22 + 6 y 32 ; Rank = 3, index = 3 , Sig. = 3
(ii) 4 y12 + y22 + y32 ; Rank = 3, index = 3, Sig. = 3
(iii) 3 y22 + 6 y22 - 9 y32 ; Rank = 3, index = 2, Sig. = 1
(iv) y12 + 2 y 22 - 4 y32 ; Rank = 3, index = 3, Sig. = 3.
æ 7 16 ö
5. diag. ç 6, , ÷ .
è 3 7ø
éI r ù é Ir 0ù
(i) Ir (ii) éë Ir 0ùû (iii) ê ú (iv) ê ú
ë0û ë0 0û
where Ir is a unit matrix of order r. All these forms are known as normal forms of the matrix.
6. Rank of a Matrix: Let A be any m ¥ n matrix. If all minors of order (r + 1) are zero but there is at least one non-
zero minor of order r, then r is called the rank of A, and is written as r(A) = r.
7. Consistent, Inconsistent Equations: A system of equations having one or more number of solutions is called a
consistent system of equations. A system of equations having no solution is called inconsistent system of equations.
For a system of non-homogeneous linear equation AX = B
242 A TEXTBOOK OF ENGINEERING MATHEMATICS
é1 1 - 1ù é1 -1 0ù
(iv) ê 2 -3 4ú (P.T.U., May 2009)
ê -3 0úú (P.T.U., Dec. 2013)
ê ú
(v)
ê2
-2
ë3 3û
ëê 3 -3 1úû
é1 2 - 1ù
(vi) ê 2 1 0ú (P.T.U., Dec. 2011)
ê ú
ë3 -1 1û
244 A TEXTBOOK OF ENGINEERING MATHEMATICS
LM- 2 1 2OP
13. Show that column vectors of the matrix A =
N 1 2 3 Q
are linearly dependent. (P.T.U., May 2003)
L2 3OP , then use Cayley Hamilton Theorem to find the matrix represented by A .
(c) If A = M
N3 5Q
5
é1 0 0ù
ê0 2 0ú
ú
4. ê 5. (b) n
êë0 0 3úû
LM4181 6765OP
31. (a) 1, - 4, 7 36. (b) 625I (c)
N6765 10946 Q
é 3 4ù
ê- 5 5ú
37. ê 2 ú 38. (i) diagonalizable (ii) not diagonalizable
ê 1ú
- ú
ëê 5 5û
LM 1 1 0 OP
39. (b) not similar 44.
MM01 1 0
PP
N 0 -1 Q
é 3ù
é 1 -1 0 ù é x1 ù é 1 1 - 2ù ê3 0
2ú
ê ê ú ê ú
45. (a) éë x1 x2 x3 ùû ê -1 2 -1úú ê x2 ú (b) (i) êê 1 -5
ú
3ú (ii) ê 0 7 - 2ú
êë 0 -1 2 úû êë x3 úû êë - 2 3 4 úû ê3 ú
ê -2 - 8ú
ë2 û