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MATRIX ALGEBRA
(CO-I)
Session-1
Course handout explanation
Session-2 (Types of matrices and complex matrices)
Instructional Objective:
1. To learn basics of matrices
2. To understand the types of matrices
3. To understand the complex matrices
Learning Outcomes:
1. Able to solve the problems on matrices
2. Able to identify different types of matrices
3. Able to apply arithmetic operations on complex matrices
Introduction
Cayley a French mathematician, discovered matrices in the year 1860. But it was not until
the twentieth century was well – advanced that engineers heard of them. These days, however,
matrices have been found to be of great utility in many branches of applied mathematics, such as
algebraic and differential equations, mechanics, theory of electrical circuits, nuclear physics,
aerodynamics and astronomy. It is, therefore, necessary for the young engineer to learn the elements
of matrix algebra in order to keep up with the fast developments of physics and engineering. It is
with this aim, that the present chapter has been written.
Explanation:
Definition: A system of elements arranged in rows and columns within the square brackets is called
a matrix. Matrices are denoted by a single capital letter.
𝑎11 𝑎12 − − −𝑎1𝑛
𝑎 𝑎22 − − −𝑎2𝑛
Thus A = [ 21 ]
−− −− −−−−
𝑎𝑚1 𝑎𝑚2 − − −𝑎𝑚𝑛
It has m-rows and n- columns. Each of the mn numbers is called an element of the matrix.
Ex:1 1 2
A
1 3
A has 2- rows and 2- coulmns. The size of the matrix is2X2.
1 1 2
Ex:2 B 3 4 5
2 6 7
B has 3- rows and 3- coulmns. The size of the matrix is 3X3.
Types of Matrices:
Upper triangular matrix: If in a square matrix, all the elements below the principal diagonal are
zero, the matrix is called an upper triangular matrix.
1 2 3
Example: Reduce the matrix A= [2 5 7 ] to upper triangular matrix form.
3 1 2
1 2 3
Sol: -Let A= [2 5 7 ]R2→ 𝑅2 − 2𝑅1
3 1 2
1 2 3
≃ [0 1 1 ] 𝑅3 → 𝑅3 −3𝑅1
0 −5 −7
1 2 3 1 2 3
≃ [0 1 1 ] 𝑅3 → 𝑅3 +5𝑅2 ≃ [0 1 1]
0 0 −2 0 0 −2
1 2 3
∴ Required upper triangular matrix is [0 1 1 ]
0 0 −2
Diagonal matrix: Diagonal Matrix is a symmetric matrix with all of its entries equal to zero
except may be the ones on the diagonal. So a diagonal matrix has at most n different numbers. For
example, the matrices
𝑎 0 0
𝑎 0
( ) and (0 0 0)
0 𝑏
0 0 𝑏
are diagonal matrices. Identity matrices are examples of diagonal matrices. Diagonal matrices
play a crucial role in matrix theory. We will see this later on.
Symmetric matrix: ASquare Matrix A is said to besymmetric if aij=aji for all i and j. In other
words, we can say that matrix A is said to be symmetric if transpose of matrix A is equal
to Matrix A i.e (AT=A).
Skew-Symmytric matrix:
Square Matrix A is said to be skew-symmetric if aij=−aji for all i and j. In other words, we can
say that matrix A is said to be skew-symmetric if transpose of matrix A is equal
to negative of Matrix A i.e (AT=−A).
Note that all the principle diagonal elements in skew-symmetric matrix are zero.
Orthogonal Matrix: A square matrix A is said to be orthogonal if AAT = ATA = I (If A is
orthogonal then, AT = A -1)
Complex Matrices
We have considered matrices whose elements were real numbers. The elements of a matrix can,
however, be complex numbers also.
(1) Conjugate of a matrix: If the elements of a matrix A = [ars] are complex numbers ∝𝑟𝑠 +
𝑖𝛽𝑟𝑠 and 𝛽𝑟𝑠 being real, then the matrix 𝐴̅ = [𝑎̅𝑟𝑠 ] = [∝𝑟𝑠 − 𝑖𝛽𝑟𝑠 ]is called the conjugate
matrix of A.
(2) Hermitian matrix: A square matrix A such that AT = 𝐴̅ is said to be a Hermitian Matrix.
The elements of the leading diagonal of a Hermitian matrix are evidently real , while every
other element is the complex conjugate of the element is the transposed position. For
instance
2 3 + 4𝑖 2 3 + 4𝑖 ̅
A=[ ] is a Herimitian matrix, since AT = [ ]𝐴
3 − 4𝑖 −5 3 + 4𝑖 −5
(3) Skew – Hermitian Matrix :A square matrix A such thatAT = -𝐴̅ is said to be a Skew –
Hermitian matrix. This implies that the leading diagonal elements of skew – hermitian
matrix are either all zeros or all purely imaginary.
(4) Unitary matrix: A square matrix, A is said to Unitary if AA* = A*A = I (where A* = 𝐴̅T
). Note: If A is Unitary then A* = A-1
Note: (a) The inverse of a unitary matrix is Unitary
(b) The product of two n – rowed unitary matrices is Unitary.
Review questions
1. What is Hermitian matric?
2. What is Unitary matrix?
Summary
In this session, matrices are introduced, types of matrices, complex matrices are explained with
examples. Some arithmetic operations are performed on complex matrices.
Self-assessment questions
4 1 3i
1. The matrix A
7
is --------- [b]
1 3i
(a) Symmetric (b) Hermitian (c) Skew-Hermitian (d) Orthogonal
3i 2 i
2. Identify the matrix B [c]
2 i i
(a) Symmetric (b) Hermitian (c) Skew-Hermitian (d) Orthogonal
Terminal questions
3. Electromagnetic field in a conductor measured from one end has the following intensity.
Represent the data in the Matrix form.
Distance x 0 1 2 3
Magnetic flux 0 1 4 9
0 1 + 2𝑖
4. Given that A = [ ], check that B=(I-A) (I+ A)-1 is a Unitary matrix.
−1 + 2𝑖 0
Session-3 (To encode and decode the message using matrix concept)
Instructional Objective:
1. To encode the message
2. To decode the message
Learning Outcomes:
1. Able to encode the message
2. Able to decode the message
Introduction:
In basic terms, humans communicate through a process of encoding and decoding. The encoder is
the person who develops and sends the message. As represented in the following figure, the encoder
must determine how the message will be received by the audience, and make adjustments so the
message is received the way they want it to be received.
Encoding is the process of turning thoughts into communication. The encoder uses a ‘medium’ to
send the message — a phone call, email, text message, face-to-face meeting, or other
communication tool. The level of conscious thought that goes into encoding messages may vary.
The encoder should also take into account any ‘noise’ that might interfere with their message, such
as other messages, distractions, or influences.
The audience then ‘decodes’, or interprets, the message for themselves. Decoding is the process of
turning communication into thoughts. For example, you may realize you’re hungry and encode the
following message to send to your roommate: “I’m hungry. Do you want to get pizza tonight?” As
your roommate receives the message, they decode your communication and turn it back into
thoughts to make meaning.
Explanation:
Here we have an important application of Matrices
Consider the Message “PREPARE TO NEGOTIATE”
Assign numericals 1 to 26 to alphabets and 27 to empty space
P R E P A R E T O N E G O T I A T E
16 18 5 16 1 18 5 27 20 15 27 14 5 7 15 20 9 1 20 5 27
3 3 4
and the encoding matrix be A 0 1 1
4 3 4
Since we are using a 3 by 3 matrix, we break the enumerated message above into a sequence of 3
by 1 vectors:
16 16 5 15 5 20 20
18 1 27 27 7 9 5
5 18 20 14 15 1 27
Perform the matrix multiplication of matrix A with the encoding matrix
16 16 5 15 5 20 20
B 18 1 27 27 7 9 5
5 18 20 14 15 1 27
-82 21 -16 -70 24 -83 33
We get C 23 19 47 41 22 10 32
138 139 181 197 101 111 203
For decoding the message multiply above matrix with inverse of A, so that we get
16 16 5 15 5 20 20
18 1 27 27 7 9 5
5 18 20 14 15 1 27
The columns of this matrix, written in linear form, give the original message
16 18 15 16 1 18 5 27 20 15 27 14 5 7 15 20 9 1 20 5 27
P R E P A R E T O N E G O T I A T E
Review Questions:
1. Why do we need encoding and decoding?
2. Where do we use this coding?
Summary:
In this session, It was explained that how to encode the message and then to decode the message
using matrix concept. It is explained clearly that how the message is transformed into the matrix
and using matrix operations how it was decoded and the message was retrieved.
Self-assessment questions:
1. The message can be reduced to the matrix of the type------ [c]
(a) Square (b) Rectangle (c) Both (d) None
2. Which number can be used to represent space character? [c]
(a) 1 (b) 0 (c) 27 (d) None
Terminal Questions:
1. Encode and Decode the Message HUMANITY using the concept of matrices
2. Encode and Decode the Message UNIVERSITY using the concept of matrices
3. Encode the statement PREPARE TO NEGOTIATE using the concept of matrices
Today governments use sophisticated methods of coding and decoding messages. One type of code,
which is extremely difficult to break, makes use of a large matrix to encode a message. The receiver
of the message decodes it using the inverse of the matrix. This first matrix is called the encoding
matrix and its inverse is called the decoding matrix.
Rank of a Matrix by using Echelon Form
1. Any row consisting of zeros is below any row that contains at least one nonzero number;
2. The first (from left to right) nonzero entry of any row is to the left of the first nonzero entry of
any lower row.
Now if we make sure that the first nonzero entry of every row is 1, we get a matrix in row
echelon form.
1 2 1 −1
For example[0 0 1 3 ]
0 0 0 0
This matrix is in echelon form.
Example1:
0 0 1 3
Consider the matrix [2 4 0 −8 ]
1 2 1 −1
First we will transform the first column via elementary row operations into one with the top
number equal to 1 and the bottom ones equal 0. Indeed, if we interchange the first row with the
last one, we get
1 2 1 −1
[2 4 0 − 8 ]
0 0 1 3
Next, we keep the first and last rows. And we subtract the first one multiplied by 2 from the
second one. We get
1 2 1 −1
[0 0 −2 − 6]
0 0 1 3
We are almost there. Looking at this matrix, we see that we can still take care of the 1 (from the
last row) under the -2. Indeed, if we keep the first two rows and add the second one to the last one
multiplied by 2, we get
1 2 1 −1
[0 0 −2 − 6]
0 0 0 0
Review questions:
1. What is echelon form?
2. What is the rank of the matrix?
Summary:
In this session, it was discussed that elementary row and column transformation on matrix, echelon
form of the matrix is explained and the rank of the matrix is defined with some examples. The
definition of the rank of the matrix is also defined using echelon form of the matrix.
Self-assessment questions:
1. Rank of a matrix is zero if given is--------- matrix [a]
(a) Zero (b) Non-zero (c) square (d) None
2. f all the three column vectors of the matrix are collinear then rank is ------- [b]
(a) 0 (b) 1 (c) 3 (d) None
3. If all the three column vectors of the matrix are coplanar then rank is ------- [c]
(a) 0 (b) 1 (c) 3 (d) None
4. If all the three column vectors of the matrix are non coplanar then rank is --------- [c]
(a) 0 (b) 1 (c) 3 (d) None
Terminal questions
1. Whether the vectors [1 -2 3], [-2 4 6], [3 -6 9] are coplanar or not?
2. Whether the vectors[1 -2 3], [-2 4 6], [3,-6 9] are coplanar or not?
3. Verify whether the vectors[1 1 2], [3 -1 2], [4 0 4] are coplanar or not?
4. Carolyn invests a total of $12,000 in two municipal bonds, one paying 10.5% interest and
the other paying 12% interest. Obtain the coefficient Matrix of the phenomena and
determine the rank.
5. Ava invests a total of $10,000 in three accounts, one paying 5% interest, another paying 8%
interest, and the third paying 9% interest. The annual interest earned on the three investments
last year was $770. The amount invested at 9% was twice the amount invested at 5%.
Determine the coefficient Matrix and find the rank of the phenomena.
6. A florist is making 5 identical bridesmaid bouquets for a wedding. She has $610 to spend
(including tax) and wants 24 flowers for each bouquet. Roses cost $6 each, tulips
cost $4 each, and lilies cost $3 each. She wants to have twice as many roses as the
other 2 flowers combined in each bouquet. Obtain the rank of the coefficient matrix of the
phenomena.
7. Consider the following set of simultaneous equations
2x+3y+z=6, 4x+5y+z=10,x+y+3z=5. Express this in the Matrix form AX=B. Then find
the Rank of the coefficient Matrix A.
8. Determine the rank of the following matrix
3 −1 2
[−6 2 4]
−3 1 2
Explanation:
Consistency of a system of linear equations
Consider the system of ‘m’ linear equations
𝑎11 𝑥1 + 𝑎12 𝑥2 + − − − + 𝑎1𝑛 𝑥𝑛 = 𝐾1
𝑎21 𝑥1 + 𝑎22 𝑥2 + − − − − + 𝑎2𝑛 𝑥𝑛 = 𝐾2
---------------------------------------------------------
---------------------------------------------------------
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + − − − − + 𝑎𝑚𝑛 𝑥𝑛 = 𝐾𝑚
------------------------------------(1)
Containing the ‘n’ unknowns 𝑥1 , 𝑥2 , − − −−, 𝑥𝑛 . To determine whether the equations (1) are
consistent (i.e., possess a solution) or not, we consider the ranks of the matrices.
𝑎11 𝑎12 − − − 𝑎1𝑛 𝑎11 𝑎12 − − − 𝑎1𝑛 𝐾1
𝑎21 𝑎22 − − − 𝑎2𝑛 𝑎21 𝑎22 − − − 𝑎2𝑛 𝐾2
A= [ ] and K = [ ]
−− −− −−−−−− −− −− −−−−−−
𝑎𝑚1 𝑎𝑚2 − − − − − 𝑎𝑚𝑛 𝑎𝑚1 𝑎𝑚2 − − − 𝑎𝑚𝑛 𝐾𝑚
A is the coefficient matrix and K is called the augmented matrix of the equations (1).
Find the ranks of the coefficient matrix A and the augmented matrix, K by reducing A to the
triangular form by elementary row operations. Let the rank of A be r and that of K be r .
(i) If r ≠ r , the equations are in – consistent, ie., there is no solution.
(ii) If r = r =n, the equations are consistent and there is a unique solutions.
(iii) If r = r <n, the equations are consistent and there are infinite number of solutions.
Modeling:
Example1. The cost of a ticket to the circus is $25.00 for children and $50.00 for adults. On a
certain day, attendance at the circus is 2,000 and the total gate revenue is $70,000.Write
mathematical formulation of the problem, to determine the number of children and adults
attended circus on that day.
Solution:
Let c = the number of children and a = the number of adults in attendance
The total number of people is 2,000.
We can use this to write an equation for the number of people at the circus that day is
c+a=2,000
The revenue from all children can be found by multiplying $25.00 by the number of
children, 25c.
The revenue from all adults can be found by multiplying $50.00 by the number of adults, 50a.
The total revenue is $70,000.
We can use this to write an equation for the revenue. 25c+50a=70,000
We now have a system of linear equations in two variables
c+a=2,000 and 25c+50a=70,000
Example2: A firm can produce three types of cloths A, B and C. Three kinds of wool are
required for it, say red, green and blue wool. One unit of type ‘A’ cloth needs 2 yards of red
wool, 8 yards of green and one yard of blue wool; one unit length of type ‘B’ cloth needs one
yard of red, 3 yards of green and 5 yards of blue wool; one unit length of type ‘C’ cloth needs
6 yards red, 2 yards of green and one yard of blue wool. The firm has only a stock of 9 yards
red, 13 yards green and 7 yards of blue wool. If total stock is used, then write mathematical
formulation of the problem, to determine the number of units produce three types of cloths A,
B and C.
Sol. Let x, y and z be the number of units of cloth types ‘A’, ‘B’ and ‘C’ produced by the firm.
Write the given data in the following form
Types of the cloth stock
A B C available
Red 2 1 6 9
Green 8 3 2 13
Blue 1 5 1 7
The total quantity of red wool required to prepare x, y and z yards of cloths A, B and C is
2x + y + 6z
Since the stock of red wool available is 9 and we used whole. Therefore
2x + y + 6z = 9.
Similarly total quantity of green and blue wool required
8x + 3y + 2z = 13,
x + 5y + z = 7.
Hence the problem of firm formulated as to find x, y and z which satisfies the following equations
2x + y + 6z = 9
8x + 3y + 2z = 13,
x + 5y + z = 7.
Review questions:
1. What is linear system?
2. What is augmented matrix?
3. State the name of the method followed in this session?
Summary:
In this session, it was discussed the linear system of equations, writing the augmented matrix,
applying the elementary row transformation on matrix to reduce to echelon form using Gauss
elimination method with some examples. Some special type of row transformation are to be applied
in Gauss elimination method to solve the system.
Self-assessment questions:
1. What type of transformation can be applied in Gauss eliminations method? [a]
(a) Row (b) Column (c) Both (d) None
2. What is highest degree of the variables in linear system? [b]
(b) 0 (b) 1 (c) 3 (d) None
3. Gauss elimination method gives --------------solution [a]
(b) Numerical (b) Analytical (c) Both (d) None
Terminal questions
1.Ace Novelty wishes to produce three types of souvenirs: types A, B, and C. To manufacture
a type-A souvenir requires 1 minutes on machine I, 2 minute on machine II, and 3 minutes on
machine III. A type-B souvenir requires 2 minute on machine I, 3 minutes on machine II, and
4 minute on machine III. A type-C souvenir requires 3 minute on machine I and 4 minutes on
machines II and 1 minute on machine III. There are 14 min available on machine I, 20 min
available on machine II, and 14 min available on machine III for processing the order. Write
mathematical formulation of the problem, to determine the number souvenirs of each type
should Ace Novelty make in order if use all of the available time using Gauss elimination
method.
2. Ram, Raj, and Ravi go to a restaurant for lunch and order three different items. Ram orders
2 plates of fried rice, 3 plates of chicken pieces and 1-plate of curd rice. Raj orders 1 plate of
fried rice, 2 plates of chicken pieces and 3 plates of curd rice. Ravi orders 3 plates of fried
rice, 1 plate of chicken pieces and 2 plates of curd rice. Ram’s bill costs $9, Raj’s costs $6,
and Ravi’s costs $8. Write mathematical formulation of the problem and determine plate cost
of each item using Gauss elimination method.
3.The Johnson Farm has 500 acres of land allotted for cultivating corn and wheat. The cost of
cultivating corn and wheat (including seeds and labor) is $42 and $30 per acre, respectively.
Jacob Johnson has $18,600 available for cultivating these crops. If he wishes to use all the
allotted land and his entire budget for cultivating these two crops, then write mathematical
formulation of the problem and determine the number acres of each crop should he plant using
Gauss elimination method?
Explanation:
Gauss -Seidel iterative method: Consider the linear system with three equations and three
unknowns;
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3.
If a11, a22, a33 are absolutely large as compared to other coefficients, then the equations can be
written in the following form
x = (b1 – a12 y – a13 z)/ a11
y = (b2 – a21 x – a23 z)/ a22
z = (b3. – a31 x – a32 y)/ a33.
The ‘Gauss-Seidel’ iterative formula is
xn+1 = (b1 – a12yn – a13zn)/ a11
yn+1 = (b2 – a21xn+1 – a23zn+1)/ a22
zn+1 = (b3 – a31xn+1 – a32yn+1)/ a33, n = 0, 1, 2, …
Let us start with the initial approximations x0 = 0 for the values of x..
Substituting in iterative formula, we get first approximations. This process is repeated till the
difference between two consecutive approximations is negligible.
Example1: Determine the solution of the following system of linear equations
20x + y – 2z = 17
3x + 20y – z = –18
2x – 3y + 20z = 25
using Gauss-Seidel iterative method.
Sol. The diagonal coefficients are larger than the other coefficients, the equations expressed in the
following form;
1
x (17 y 2z)
20
1
y (18 3x z)
20
1
z (25 2x 3y).
20
The Gauss-Seidel iterative formula is
1
x n 1 (17 y n 2z n )
20
1
y n 1 (18 3x n 1 z n )
20
1
z n 1 (25 2x n 1 3y n 1 ), n 0, 1, 2,
20
Taking the initial approximation x0 = y0 = z0 = 0. Therefore, the first approximate to the solution
is
1 1 17
x1 (17 y 0 2z 0 ) (17 0 0) 0.85
20 20 20
1 1
y1 (18 3x1 z 0 ) [18 3(0.85) 0] 1.0275
20 20
1 1
z1 (25 2x1 3y1 ) [25 2(0.85) 3(1.0275)] 1.0109.
20 20
The second approximate to the solution is
1 1
x2 (17 y1 2z1 ) [17 (1.0275) 2(1.0109)] 1.0025
20 20
1 1
y2 (18 3x 2 z1 ) [18 3(1.0025) 1.0109] 0.9998
20 20
1 1
z2 (25 2x 2 3y 2 ) [25 2(1.0025) 3(0.9998)] 0.9998.
20 20
The third approximate to the solution is
1 1
x3 (17 y 2 2z 2 ) [17 (0.9998) 2(0.9998)] 1.0000
20 20
1 1
y3 (18 3x 3 z 2 ) [18 3(1.0000) 0.9998] 1.0000
20 20
1 1
z3 (25 2x 3 3y 3 ) [25 2(1.0000) 3(1.0000)] 1.0000.
20 20
The difference between second and third approximations is negligible. Therefore, the solution of
the given system of equations are x = 1, y = –1, z = 1.
Review questions:
1. What is dominance property?
2. What is Gauss-Seidel method known as?
3. How many iterations to be performed to get the solution in this method?
Summary:
In this session, it was discussed the verification of dominance property, applying the iterations on
the equations to get the solution using Gauss-Seidel method with some examples. Applicability of
dominance property is explained clearly in Gauss-Seidel method to solve the system.
Self-assessment questions:
1. What property is to be verified before applying Gauss-Seidel method? [a]
(a) Dominance (b) Determinant (c) Both (d) None
2. What is highest degree of the variables in linear system? [b]
(c) 0 (b) 1 (c) 3 (d) None
3. Gauss-Seidel method gives --------------solution [a]
(c) Numerical (b) Analytical (c) Both (d) None
Terminal questions
1. An electrical engineer supervises the production of three types of electrical components.
Three kinds of material metal, plastic, and rubber are requiring for production. The amounts
needed to produce each component are
If totals of 3.89, 0.095 and 0.282 kg of metal, plastic and rubber respectively are available
each day then apply Gauss-Seidel method to determine how many components can be
produced per day.
2. Ace Novelty wishes to produce three types of souvenirs: types A, B, and C. To manufacture
a type-A souvenir requires 5 minutes on machine I, 2 minute on machine II, and 3 minutes
on machine III. A type-B souvenir requires 2 minute on machine I, 3 minutes on machine
II, and 4 minute on machine III. A type-C souvenir requires 3 minute on machine I and 4
minutes on machines II and 1 minute on machine III. There are 14 min available on machine
I, 20 min available on machine II, and 14 min available on machine III for processing the
order. How many souvenirs of each type should Ace Novelty make in order to use all of the
available time, determine the mathematical formulation to the problem and solve it by using
Gauss-Seidel method up to four iterations
.
3. A civil engineer involved in construction requires 4800, 5800 and 5700 m3 of sand, fine
gravel, and coarse gravel respectively for a building project. There are three pits from which
these materials can be obtained. The composition of these pits is;
Sand Fine gravel Coarse gravel
Pit 1 55 30 15
Pit 2 20 50 30
Pit 3 25 20 55
Apply Gauss-Seidel method to determine how many cubic meters must be hauled from each
pit in order to meet the engineer’s need.
of this equation are called the characteristic roots or latent roots or eigen values of the matrix A.
Eigen vector:
x1
For each eigen value there corresponds an eigen vector. Let X = be an eigen vector of A
x2
corresponding to the eigen value is given by ( A I ) X 0 ………..(i)
This matrix equation represents two homogeneous linear equations. It has 2 roots and corresponding
to each root the equation (i) will have a non – zero solution X = [x1, x2] which is known as the eigen
vector or latent vector.
Character equation for a 3x3 matrix
a11 a12 a13
Let A = a21 a22 a23 be a square matrix of order 3x3. We can form the matrix A I , where
a31 a32 a33
is a scalar. The determinant of a square matrix equated to zero. i.e., A I = 0 is called the
character equation of A. On expanding the determinant, the character equation taken the form
3 2 trace ofA ( min ors of principal diagonal elements) det ofA 0
Eigen vector:
x1
For each eigen value there corresponds an eigen vector. Let X = x2 be an eigen vector of A
x3
corresponding to the eigen value is given by ( A I ) X 0 ………..(i)
This matrix equation represents three homogeneous linear equations. It has 3 roots and
corresponding to each root the equation (i) will have a non – zero solution X = [x1, x2, x3] which is
known as the eigen vector or latent vector.
Stability Summary
Applications of Eigen values and Eigen vectors
𝑑𝑥
If the system = 𝐴𝑋 where X = [x1 x2]T is stable or not, depending on the eigen values of the
𝑑𝑡
matrix.
The following table provides the nature of the system
Eigen Vector
𝑥1
𝑥2 𝑎11 𝑎12 − − − 𝑎1𝑛
𝑎 𝑎22 − − − 𝑎2𝑛
If X = − − and A = [ 21 ] then the linear transformation
−− − − − − −−−−−
𝑎𝑛−1 𝑎𝑛−2 − − − 𝑎𝑛𝑚
[ 𝑥3 ]
Y = AX ----- (i) carries the column vector, X into the column vector, Y by means of the
square matrix A. In practice, it is often required to find such vectors which transform into
themselves or to a scalar multiple of themselves. Let X be such a vector which transforms into 𝜆X
by means of the transform (i) then 𝜆X = AX (or) AX – 𝜆𝐼X = 0 (or)(A- 𝜆𝐼) X = 0 ------- (ii) .
which will have a non – trivial solution only if the coefficient matrix is singular, i.e., if
|𝐴 − 𝜆𝐼| = 0.This is called the characteristic equation of the transformation and is same as the
characteristic equation of the matrix, A. It has n roots and corresponding to each root the equation
(ii) will have a non – zero solution X = [ 𝑥1 , 𝑥2 , -- 𝑥𝑛 ].which is known as the eigen vector or latent
vector.
𝟓 𝟒
Example: Verify the system dX/dt=AX is stable or not where A = [ ]
𝟏 𝟐
Also determine the eigen vectors
𝟓 𝟒
Solution : Let A = [ ]
𝟏 𝟐
The Character equation is A I 0
5 4
0
(5 )(2 ) (1)(4) 0
1 we2get
On expanding the determinant,
2 7 6 0
( 6)( 1) 0
Hence the eigen values are 6 and 1 6 or 1
To find eigen vector corresponding to each eigen value:
Let x, y be the components of an eigen vector corresponding to eigen value λ=6 is given by
A I X 0
A 6I X 0
5 6 4 x
1 2 6 y 0
1 4 x
1 4 y 0
x 4 y 0
x 4 y
x y
4 1
(4,1) is the eigen vector corresponding to λ=6
Case ii) : Let x, y be the components of an eigen vector corresponding eigen value λ =1 is given
by A I X 0
5 1 4 x
0
1 2 1 y
4 4 x
1 1 y 0
4x + 4y = 0
x y
1 1
(1, -1) is the Eigen vector corresponding to λ =1
Example:
8 −6 2
Determine the Eigen values and Eigen vectors of the matrix A = [−6 7 −4].
2 −4 3
Sol: - The characteristic equation is
8−𝜆 −6 2
|𝐴 − 𝜆𝐼| = | −6 (7 − 𝜆) −4 | = −𝜆3 + 18𝜆2 − 45𝜆 = 0
2 −4 (3 − 𝜆)
(or) 𝜆 (𝜆 − 3) (𝜆 − 15) = 0
𝜆 = 0, 3,15.
If x, y, z be the components of an eigen vectors corresponding to the eigen value, 𝜆 we have
8−𝜆 −6 2 𝑥
[𝐴 − 𝜆𝐼]𝑋 = | −6 (7 − 𝜆) −4 | [𝑦] = 0 − −(𝑖)
2 −4 (3 − 𝜆) 𝑧
Putting 𝜆 =0, we have 8x- 6y+ 2z = 0, -6x + 7y – 4z = 0, 2x – 4y + 3z = 0.
(1) The sum of the eigen values of a matrix is the sum of the elements of the principal
diagonal.
(2) If 𝜆 is an eigen value of a matrix, A then 1/𝜆 is the eigen value of 𝐴−1 .
(3) If 𝜆 is an eigen value of an orthogonal matrix, then 1/𝜆 is also its eigen value.
|𝐴|
(4) If 𝜆 be an eigen value for a non – singular matrix, A show that is an eigen value of the
𝜆
matrix (Adj A).
(5) The eigen values of triangular matrix A are equal to the elements of the principal diagonal
of A.
(6) If 𝜆1 , 𝜆2 , − − −−, 𝜆𝑛 are the eigen values of a matrix A then 𝐴𝑚 has the eigen values
𝜆1𝑚 , 𝜆𝑚 𝑚
2 , − − − 𝜆𝑛 .
(7) Any square matrix A and its transpose AT have same eigen values.
(8) The product of the eigen values of a matrix is equal to its determinant.
Review questions:
1. What is characteristic equation?
2. What is Eigen value?
3. How to verify the stability of the system?
4. State any two properties of the Eigen values?
Summary:
In this session, it was discussed that the definition of characteristic matrix, characteristic
polynomial, characteristic equation, eigen values, eigen vectors and stability of the system. Eigen
values and Eigen vectors are determined for 2nd order and also 3rd order matrices. Some properties
of eigen values along with examples are also discussed.
Self-assessment questions:
1. The roots of the characteristic equations are called --------- [d]
(a) Eigen values (b) Characteristic roots (c) latent values (d) Above all
2. How many Eigen values can be obtained for a given 2nd order matrix? [c]
(d) 0 (b) 1 (c) 2 (d) Nil
3. Eigen vectors are -------------- [b]
(d) zero (b) non-zero (c) Both (d) Any
4. Sum of the Eigen values of the matrix are -----of the matrix [a]
(a) Trace (b) Determinant (c) product (d) None
5. Product of the Eigen values of the matrix are -----of the matrix [b]
(a) Trace (b) Determinant (c) product (d) None
Terminal questions
1 4
1. Verify the system dX/dt=AX is stable or not where A = [ ] also find the eigen
3 2
vectors.
1 −2
2. Verify the system dX/dt=AX is stable or not where [ ] also find the eigen
−5 4
vectors.
1 2 2
3. Determine the eigen values and eigen vectors of the matrix A = [2 1 2]
2 2 1
4. Verify the system dX/dt=AX is stable or not for the following problems where A has
given and also determine the eigen vectors
1 4
A= [ ]
3 2
1 −2
A= [ ]
−5 4
Session-8 (Quadratic Forms)
Instructional Objective:
1. To learn Quadratic form
2. To learn canonical form of Q.F.
3. To learn rank, index, signature of Q.F.
Learning Outcomes:
3. Able to define Q.F.
4. Able to write canonical form of Q.F.
5. Able to determine rank, index and signature of Q.F.
Introduction:
Quadratic forms occupy a central place in various branches of mathematics, including
number theory, linear algebra, group theory (orthogonal group), differential geometry (Riemannian
metric), differential topology (intersection forms of four-manifolds), and Lie theory (the Killing
form). The study of particular quadratic forms, in particular the question of whether a given integer
can be the value of a quadratic form over the integers, dates back many centuries. One such case is
Fermat's theorem on sums of two squares, which determines when an integer may be expressed in
the form x2 + y2 , where x, y are integers. This problem is related to the problem of finding
Pythagorean triples, which appeared in the second millennium B.C. In 628, the Indian
mathematician Brahmagupta wrote Brahmasphutasiddhanta which includes, among many other
things, a study of equations of the form x 2 − ny 2 = c. In particular he considered what is now
called Pell's equation, x 2 − ny 2 = 1, and found a method for its solution.[4] In Europe this problem
was studied by Brouncker, Euler and Lagrange. In 1801 Gauss published Disquisitiones
Arithmeticae, a major portion of which was devoted to a complete theory of binary quadratic forms
over the integers. Since then, the concept has been generalized, and the connections with quadratic
number fields, the modular group, and other areas of mathematics have been further elucidated.
Explanation:
RANK OF A QUADRATIC FORM (R)
Let X T AX be a quadratic form . The rank of A is called the rank of
the quadratic form. If r < n or |A|=0 or A is singular the quadratic form is
called singular otherwise non singular.
NOTE: When the quadratic form X T AX is reduced to Canonical form it will contain only ‘r’
terms.
Index Of A Quadratic Form
The number of positive terms in its canonical form is called the index of the quadratic form.
Signature Of The Quadratic Form (S)
Signature (s) of the quadratic form is the difference of positive and negative terms in the canonical
form.
Nature Of The Quadratic Form
The quadratic form X T AX in ‘n’ variables is said to be
i) Positive definite, if r=n and s=n (or) if all the Eigen values of ‘A’ are positive.
ii) Negative definite, if r=n and s=0 (or)if all the Eigen values of ‘A’ are negative.
iii) Positive semi definite, if r < n and s=r (or) if all the Eigen values of A≥ 0and at least one
Eigen value is zero.
iv) Negative semi definite, if r < n and s=0(or) if all the Eigen values of A≤ 0 and
at least one Eigen value is zero.
v) Indefinite, in all other cases .
Example: Determine canonical form, rank ,index, signature and nature of the quadratic form
2𝑥 2 +2𝑦 2 +2𝑧 2 +2yz.
2 0 0
Solution: Matrix of the quadratic form is [0 2 1]
0 1 2
2−𝜆 0 0
Characteristic equation is | 0 2−𝜆 1 |=0
0 1 2−𝜆
=(2 − 𝜆)[(2 − 𝜆)2 − 1]=0
=(2 − 𝜆)[𝜆2 − 4𝜆 + 3]=0
=(2 − 𝜆)(𝜆 − 3)(𝜆 − 1)=0, Therefore 𝜆 =1,2,3
Canonical form or normal form is 𝑦12 +2𝑦22 +3𝑦32
Rank=The number of terms in the canonical form=3
Index= The number of positive terms in canonical form or normal form of a quadratic form=3
Signature=Number of positive terms-number of negative terms=3-0=3;The quadratic form is
positive definite.
Example 2:
1 −2 1
Sol: The matrix of the quadratic form is A=[−2 4 −2]
1 −2 1
1−𝜆 −2 1
Characteristic equation is | −2 4 − 𝜆 −2 |=0
1 −2 1 − 𝜆
On simplification 𝜆2 (𝜆 − 6) = 0, 𝜆 = 0,0,6
Canonical form is 0𝑦12 +0𝑦22 +6𝑦32
Rank=1
Index=1
Signature=1-0=1; The quadratic form is positive definite.
Review questions:
1. What is Quadratic Form?
2. What is rank of Q.F.?
3. What is index of the Q.F.?
4. What is the signature of the Q.F.?
Summary:
In this session, it was discussed that the brief introduction about the quadratic forms, definition of
Q.F., reduction from Q.F. to matrix and matrix to Q.F. Further, it is discussed to determine rank,
index, signature of the Q.F. Classification of the nature of the Q.F. is also discussed as five cases
such as positive definite, negative definite, semi positive definite, semi negative definite and
indefinite.
Self-assessment questions:
1. The Eigen values of the Q.F. are (0,1,2) the nature of the Q.F. is --------- [b]
(a) Positive definite (b) Negative definite (c) Semi positive definite (d) Indefinite
2. The Eigen values of the Q.F. are (-1,1,3) then the rank of the Q.F. is --------- [c]
(a) 0 (b) 2 (c) 3 (d) None
3. The Eigen values of the Q.F. are (-1,-2,-3) then the index of the Q.F. is --------- [a]
(a) 0 (b) 2 (c) 3 (d) None
4. If the rank and index of Q.F. are 3 and 3 then the signature of the QF. is --------- [c]
(a) 0 (b) 2 (c) 3 (d) None
Terminal questions
1. Determine the rank, index and signature of the quadratic form x2+y2+z2+2xy+4yz+4zx .
2. Reduce the quadratic form into canonical form and hence determine rank, index, signature
of Q.F. x2+y2-z2+6xy+4yz-2zx
3. Determine the nature of the Q.F. x2+y2+z2+xy+yz+zx
4. Determine the nature of the Q.F. x2+z2+4xy-yz+6zx