Module-1: Linear Algebra (Theory of Matrices)

Syllabus:
1.1. Characteristic Equation, Eigenvalues and Eigenvectors, and
properties (Without proof)
1.2. Cayley-Hamilton Theorem (without proof), verification and
reduction of higher degree polynomials
1.3. Similarity of matrices, diagonalizable and non-diagonalizable
matrices.

Eigenvalues and Eigenvectors:

Let A be an n × n matrix of numbers. A number λ is an eigenvalue of A if there is a
nonzero n × 1 matrix X such that AX = λX.

We call X an eigenvector associated with the eigenvalue λ.

Finding λ and X
AX = λX
AX – λX = 0
( ) …………. (i), which is homogeneous system of equations.
We know that is always a solution of homogeneous system of equations. But
we are not interested in this trivial solution.
For non-trivial solution of (i),
| | or Rank ( )

Characteristic Equation
Let A be an n × n matrix of numbers. A number λ is an eigenvalue of A if there is a
nonzero n × 1 matrix X such that AX = λX.
The equation | | of degree n in is called Characteristic Equation.

Method of writing Characteristic Equation

Example:
Some important properties of eigen values
 Eigen values of real Symmetric and Hermitian matrices are
real.
 Eigen values of real skew symmetric and Skew Hermitian
matrices are either pure imaginary or zero
 Eigen values of unitary and orthogonal matrices are of unit
modulus |λ| = 1
 If λ1, λ2…….λn are the eigen values of A, then kλ 1,
kλ2…….kλn are eigen values of kA
 If λ1, λ2…….λn are the eigen values of A, then 1/λ 1,
1/λ2…….1/λn are eigen values of
 If λ1, λ2…….λn are the eigen values of A, then λ 1k, λ2k…….λnk are
eigen values of
 Eigen values of A = Eigen Values of (Transpose)
 Sum of Eigen Values = Trace of A (Sum of diagonal elements
of A)
| |
 If λ is an eigenvalues of non-singular matrix A , then is an
eigen value of adj. A .
 Product of Eigen Values = |A|
 If A and B are two matrices of same order then, Eigen values
of AB = Eigen values of BA
Some important properties of eigen vectors
 When A is squared, the eigenvectors stay the same. The
eigenvalues are squared.
 If a matrix A has eigenvalue λ with corresponding eigenvector X, then
for any k = 1, 2, ... , has eigenvalue corresponding to the same
eigenvector X.
 If A is an invertible matrix with eigenvalue λ corresponding to
eigenvector X, then has eigenvalue corresponding to the same
eigenvector X.
Type-I: Eigen values, Eigenvectors and their properties
1. Find the sum and product of eigenvalues of following matrix without solving

the characteristic equation [ ] [ Ans: Sum=0 , product=-2 ]

2. Find the eigen values of following matrices without solving

the characteristic equation

(i) [ ] (ii) [ ] [ Ans: (i) 1,-1,2,3 (ii) 1,2,-1,3 ]

3. Find the eigen values of [ ] [Ans: 1,0,4]

4. If the product of two eigen values of [ ] [Ans: 2]

5. The sum of eigen values of a 3x3 matrix is 6 and the product of the eigenvalues
is also 6. If one of the eigenvalues is 1, find the other two eigenvalues. [Ans: 2,3]

6.Find the eigenvalues of , where A is [ ] [Ans: -5,-1,20]

7.If [ ] find the eigenvalues of . [Ans: 1,9,4]

8. If [ ], then find the eigenvalues of . [Ans: 13,31]

9. If A is a square matrix of order 2 with | | then prove that A and have

the same eigenvalues.

10. Find the characteristic root of where [ ] [Ans: 4,2]

11. Find the eigenvalues of adj. A if [ ]

11. Find the eigenvalues and eigenvector (or bases for eigenspaces) of [ ]

[Ans: ( ) ( ) ( ) ]

12. Find the eigenvalues and eigenvector of [ ]

[Ans: ( ) ( )]

13. Given [ ], find the eigenvalues of A. Also find eigenvalues of

and eigenvector of .

[Ans: 5,-3,-3 : 4/5 ,-4/3 ,-4/3 : ( ) ( ) ( ) ]

14. Corresponding to which eigenvalue ( ) is an eigenvector of

[ ] [Ans: 2]

15. Find the eigenvalues and eigenvector of [ ]

[Ans: ( ) ( )]

16. Find the eigenvalues and bases for eigenspaces of [ ]

[Ans: ( ) ( ) ( ) ]

17. Find the eigenvalues and eigenvector of [ ]

[Ans: ( )]

18. If [ ] , prove that

(i) one of the eigenvalues of A is 666 (ii) If A is non-singular, then one of the
eigenvalues of A is negative.

19. Find the eigenvalues and bases for eigenspaces of [ ]

[Ans: ( ) ( ) ( ) ]

20. Find the eigenvalues and eigenvector of [ ]

[Ans: ( ) ( )]

21. Prove that characteristic root of [ ] are of unit modulus.

The Cayley–Hamilton theorem asserts that every square matrix satisfies
its own characteristic equation p(λ) = 0. That is, p(A) = 0.

Type-II: Cayley–Hamilton theorem

1. Find the characteristic equation of each of the following matrices and

obtain the inverse

(i) [ ](ii) [ ](iii) [ ]

[Ans: (i) [ ] (ii) [ ] (iii) [ ]]

2. Find the characteristic equation of the matrix A and verify that it satisfies

Cayley-Hamilton theorem. Hence find and ,where A is[ ].

[Ans: [ ] [ ]]

3. Find the characteristic equation of the matrix A and find the matrix represented

by , where [ ]

[Ans: [ ]]

4. For the matrix [ ] , prove that .

5. Verify the matrix A=[ ] satisfies the characteristic equation .Hence find

. [Ans: [ ] ]

6. Verify Cayley-Hamilton theorem for (i) [ ](ii) [ ] and hence find and

. [Ans: (i) [ ] ( ) ]

7. Compute , where A=[ ]

[Ans: [ ]]

8. Find the characteristic equation of the matrix A and verify that it satisfies
Cayley-Hamilton theorem. Hence find , and ,where A

is[ ].
 [Ans: [ ] [ ] [ ]]

9. Verify Cayley-Hamilton theorem for [ ] and obtain

[Ans: [ ]]

10. Find the eigenvalues of the matrix [ ] and show that

corresponding eigenvectors are orthogonal.

Similarity
Two n × n matrices A and B are said to be similar whenever there exists a
non-singular matrix P such that P−1AP = B. The product P−1AP is called a
similarity transformation on A.
A Fundamental Problem.
Given a square matrix A, reduce it to the simplest possible form by means of
a similarity transformation.
Diagonal matrices have the simplest form, so we first ask,
“Is every square matrix similar to a diagonal matrix?”
Linear algebra and matrix theory would be simpler subjects if this were true,
but it’s not.
So, if not all square matrices can be diagonalized by a similarity
transformation, what are the characteristics of those that can?
Diagonalizability
A square matrix A is said to be diagonalizable whenever A is similar to a
diagonal matrix.
A complete set of eigenvectors for is any set of n linearly independent
eigenvectors for A
(Algebraic multicity of each eigenvalue should be equal to it’s Geometric
multiplicity).
Not all matrices have complete sets of eigenvectors. Matrices that fail to
possess complete sets of eigenvectors are sometimes called deficient or
defective matrices.
is diagonalizable if and only if A possesses a complete set of
eigenvectors
algebraic multicity of each eigenvalue is equal to its geometric multiplicity.
The algebraic multiplicity of λ is the number of times it is repeated as a root
of the characteristic polynomial.
The geometric multiplicity of λ is dim N (A − λI). In other words geometric
multiplicity, is the maximal number of linearly independent eigenvectors
associated with λ.
Distinct Eigenvalues: If no eigenvalue of A is repeated, then A is
diagonalizable. But the converse is not true.
Type-III: Diagonalisation
1.Show that the following matrices are diagonalisable. Also find the diagonal
form and a diagonalising matrix

(i) [ ] (ii) [ ] (iii) [ ] (iv) [ ],

[Ans: (i) [ ], [ ]( ) [ ], [ ]

(iii) [ ], [ ] (iv) [ ], [ ]]

2. Find the diagonal matrix similar to the Hermitian matrix [ ] also obtain the

transforming matrix . [ [ ] [ ]]