Lecture 3

Determinants

3.1 The Determinant of a Matrix

3.2 Evaluation of a Determinant using
Elementary Operations
3.3 Properties of Determinants
3.4 Introduction to Eigenvalues
3.5 Application of Determinants

3.1 The Determinant of a Matrix

n the determinant of a 2 × 2 matrix:
éa a ù
A = ê 11 12 ú
ëa21 a22 û

Þ det( A) = | A | = a11a22 - a21a12

n Note:

é a11 a12 ù a 11 a 12
êa ú =
ë 21 a22 û a 21 a 22

1
 n Ex. 1: (The determinant of a matrix of order 2)

2 -3
= 2( 2) - 1( -3) = 4 + 3 = 7
1 2
2 1
= 2( 2) - 4(1) = 4 - 4 = 0
4 2

0 3
= 0( 4) - 2(3) = 0 - 6 = -6
2 4

n Note: The determinant of a matrix can be positive, zero, or negative.

Determinant of any square matrix A ∈ M nxn : is a number

will be defined inductively. Defined already for 2 × 2 matrix.
Assume it is defined for any matrix of size (n-1) × (n-1).
é a11 a12 ! a1( j -1) a1 j a1( j +1) ! a1n ù
ê " " " " " úú
ê
êa(i -1)1 ! a(i -1)( j -1) a(i -1) j a(i -1)( j +1) ! a(i -1) n ú
ê ú
A = ê ai1 ! ai ( j -1) aij ai ( j +1) ! ain ú
êa(i +1)1 ! a(i +1)( j -1) a(i +1) j a(i +1)( j +1) ! a(i +1) n ú
ê ú
ê " " " " " ú
ê a ! an ( j -1) anj an ( j +1) ! ann úû
ë n1

Choose the entry aij and delete entirely the ith row and the jth
column
There left a matrix of size (n-1) × (n-1).
4

2
 Determinant of any square matrix : is a number
will be defined inductively. Defined already for 2 × 2 matrix.
Assume it is defined for any matrix of size (n-1) × (n-1).

The ith row and jth column of A has been deleted.

There left a matrix of size (n-1) × (n-1).

a11 a12 ! a1( j -1) a1( j +1) ! a1n

" " "
a(i -1)1 ! a(i -1)( j -1) a(i -1)( j +1) ! a(i -1) n
M ij =
a(i +1)1 ! a(i +1)( j -1) a(i +1)( j +1) ! a(i +1) n
" " " "
an1 ! an ( j -1) an ( j +1) ! ann

Cij = ( -1) i + j M ij

3
 n Ex:
é a11 a12 a13 ù
A = êa21 a22 a23 ú
ê ú
êëa31 a32 a33 úû
a12 a13 a11 a13
Þ M 21 = M 22 =
a32 a33 a31 a33

Þ C21 = ( -1) 2+1 M 21 = - M 21 C22 = ( -1) 2+2 M 22 = M 22

n Notes: Sign pattern for cofactors

é+ - + - + "ù
ê- + - + - "ú
é+ - + -ù ê ú
ê- ê+ - + - + "ú
+ - + úú ê-
é+ - + ù
ê- + -ú
ê + - + - "ú
ê+ - + -ú ê ú
ê ú ê ú ê+ - + - + "ú
ëê+ - + úû ë- + - +û
ê! ú
ë ! ! ! ! û

3 × 3 matrix 4 × 4 matrix n ×n matrix

n Notes:
Odd positions (where i+j is odd) have negative signs, and
even positions (where i+j is even) have positive signs.

4
 n Ex 2: Find all the minors and cofactors of A.
é0 2 1 ù
A = êê3 - 1 2úú
êë4 0 1 úû
Sol: (1) All the minors of A.
-1 2 3 2 3 -1
Þ M 11 = = -1, M 12 = = -5, M 13 = =4
0 1 4 1 4 0

2 1 0 1 0 2
M 21 = = 2, M 22 = = -4, M 23 = = -8
0 1 4 1 4 1

2 1 0 1 0 2
M 31 = = 5, M 32= = -3, M 33 = = -6
-1 2 3 2 3 -1

Sol: (2) All the cofactors of A.

! Cij = (-1) i + j M ij
-1 2 3 2 3 -1
Þ C11 = + = -1, C12 = - = 5, C13 = + =4
0 1 4 1 4 0

2 1 0 1 0 2
C21 = - = -2, C = + = -4, C23 = - =8
4 1
22
0 1 4 1
2 1 0 1 0 2
C31 = + = 5, C 32 = - = 3, C33 = + = -6
-1 2 3 2 3 -1

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5
 n Thm 3.1: (Expansion by cofactors)
Let A is a square matrix of order n.

Then the determinant of A is given by

n
(a ) det( A) =| A |= å aij Cij = ai1Ci1 + ai 2Ci 2 + ! + ain Cin
j =1

(Cofactor expansion along the i-th row, i=1, 2,…, n )

or
n
(b) det( A) =| A |= å aij Cij = a1 j C1 j + a2 j C2 j + ! + anj Cnj
i =1

(Cofactor expansion along the j-th column, j=1, 2,…, n )

11

n Ex: The determinant of a matrix of order 3

é a11 a12 a13 ù
A = êa21 a22 a23 ú
ê ú
êëa31 a32 a33 úû

Þ det( A) = a11C11 + a12C12 + a13C13 Expansion along the 1st row

= a21C21 + a22C22 + a23C23
= a31C31 + a32C32 + a33C33
= a11C11 + a21C21 + a31C31
= a12C12 + a22C22 + a32C32
= a13C13 + a23C23 + a33C33
Expansion along the 2nd row
Expansion along the 3rd row
Expansion along the 1st column
Expansion along the 2nd column
Expansion along the 3rd column

n Observation: det(A) = det(AT)

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 n Ex 3: The determinant of a matrix of order 3
é0 2 1 ù
Ex 2

Þ C11 = -1, C12 = 5, C13 = 4

A = êê3 - 1 2úú C21 = -2, C22 = -4, C23 = 8
êë4 0 1 úû C31 = 5, C 32 = 3, C33 = -6
Sol:
Þ det( A) = a11C11 + a12C12 + a13C13 = (0)(-1) + (2)(5) + (1)(4) = 14
= a21C21 + a22C22 + a23C23 = (3)(-2) + (-1)(-4) + (2)(8) = 14
= a31C31 + a32C32 + a33C33 = (4)(5) + (0)(3) + (1)(-6) = 14
= a11C11 + a21C21 + a31C31 = (0)(-1) + (3)(-2) + (4)(5) = 14
= a12C12 + a22C22 + a32C32 = (2)(5) + (-1)(-4) + (0)(3) = 14
= a13C13 + a23C23 + a33C33 = (1)(4) + (2)(8) + (1)(-6) = 14

13

n Ex 5: (The determinant of a matrix of order 3)

⎡ 0 2 1 ⎤
⎢ ⎥
A = ⎢ 3 −1 2 ⎥ Þ det( A) = ?
⎢⎣ 4 0 1 ⎥⎦
Sol:
-1 2 3 2
C11 = (-1)1+1 = -1 C12 = (-1)1+2 = (-1)(-5) = 5
0 1 4 1
3 -1
C13 = (-1)1+3 =4
4 0
Þ det( A) = a11C11 + a12C12 + a13C13
= (0)(-1) + (2)(5) + (1)(4)
= 14

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7
 n Notes:
The row (or column) containing the most zeros is the best choice
for expansion by cofactors .

n Ex 4: (The determinant of a matrix of order 4)

é 1 -2 3 ù 0
ê- 1 1 0 ú 2
A=ê ú Þ det( A) = ?
ê0 2 0 ú 3
ê ú
ë3 4 0 - 2û

15

Sol:
det( A) = (3)(C13 ) + (0)(C23 ) + (0)(C33 ) + (0)(C43 )
= 3C13
-1 1 2
1+ 3
= 3(-1) 0 2 3
3 4 -2
é 1 2 -1 2 -1 1 ù
= 3ê(0)( -1) 2+1 + ( 2)( -1) 2+2 + (3)( -1) 2+3
ë 4 -2 3 -2 3 4 úû
= 3[0 + ( 2)(1)( -4) + (3)( -1)( -7)]
= (3)(13)
= 39

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8
 n The determinant of a matrix of order 3:
Subtract these three products.
é a11 a12 a13 ù a11 a12 a13 a11 a12
A = êêa 21 a 22 a 23úú a21 a22 a23 a21 a22
êëa 31 a 32 a 33úû a31 a32 a33 a31 a32
Add these three products.

Þ det( A) =| A |= a11a22 a33 + a12 a23a31 + a13a21a32 - a31a22 a13

- a32 a 23 a11 - a33a21a12

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n Ex 5:

–4 0 6
é0 2 1ù 0 2
A = ê 3 - 1 2ú 3 - 1
ê ú
ëê4 - 4 1ûú 4 - 4
0 16 –12

Þ det( A) =| A |= 0 + 16 - 12 - (-4) - 0 - 6 = 2

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9
 n Upper triangular matrix:
All the entries below the main diagonal are zeros.

n Lower triangular matrix:

All the entries above the main diagonal are zeros.

n Diagonal matrix:

All the entries above and below the main diagonal are zeros.

n Note:
A matrix that is both upper and lower triangular is called diagonal.

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n Ex:

éa11 a12 a13 ù é a11 0 0 ù éa11 0 0 ù

ê 0 a22 a23 ú êa21 a22 0 ú ê 0 a22 0 ú
ê0 0 a ú êa a a ú ê0 0 a ú
ë 33 û ë 31 32 33 û ë 33 û

upper triangular lower triangular diagonal

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10
 n Thm 3.2: (Determinant of a Triangular Matrix)
If A is an n × n triangular matrix (upper triangular,
lower triangular, or diagonal), then its determinant is the
product of the entries on the main diagonal. That is

det( A) =| A |= a11a22 a33 ! ann

21

n Ex 6: Find the determinants of the following triangular matrices.

é- 1 0 0 0 0ù
é2 0 0 0ù ê 0 3 0 0 0úú
ê 4 -2 0 0ú ê
(a) A = ê ú (b) B = ê 0 0 2 0 0ú
ê- 5 6 1 0ú ê ú
ê1 ê 0 0 0 4 0ú
ë 5 3 3úû êë 0 0 0 0 - 2úû
Sol:

(a) |A| = (2)(–2)(1)(3) = –12

(b) |B| = (–1)(3)(2)(4)(–2) = 48

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11
 3.2 Evaluation of a determinant using elementary operations
Recall
Let A be a square matrix. Elementary row operations are
•rij - exchange i-th row and j-th row of A
•ri(k) – multiplying the i-th row of A by scalar k
•rij(k) – adding k times of the i-th row to the j-th row of A
Definition
If I denotes the identity matrix – the matrix with 1’s on the
main diagonal and 0 elsewhere, we denote
Rij = rij (I) ; Ri(k) = ri(k)(I); Rij(k) = rij(k)(I)
They are called elementary matrices and usually denoted by E.
Homework #1: Prove that
Rij .A= rij (A) ; Ri(k) .A = ri(k)(A); Rij(k) .A = rij(k)(A)

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ith col. jth col.

⎛ 1 … 0 ! 0 … 0 ⎞
⎜ ⎟
⎜ " " " " " " " ⎟
⎜ 0 … 1 … 0 … 0 ⎟ ith row
In = ⎜ " " " # " " " ⎟
⎜ ⎟
⎜ 0 … 0 … 1 " 0 ⎟ jth row
⎜ " " " " " # " ⎟
⎜ ⎟
⎝ 0 ! 0 … 0 ! 1 ⎠

ith col. jth col.

⎛ 1 … 0 … 0 … 0 ⎞
⎜ ⎟
⎜ ! ! ! ! ! ! ! ⎟
⎜ 0 … 0 … 1 … 0 ⎟ ith row
Rij = ⎜ ! ! ! ! ! ! ! ⎟
⎜ ⎟ jth row
⎜ 0 … 1 … 0 … 0 ⎟
⎜ ! ! ! ! ! ! ! ⎟
⎜ ⎟
⎝ 0 … 0 … 0 … 1 ⎠

24

12
 ith col. jth col.
⎛ 1 … 0 … 0 … 0 ⎞
⎜ ⎟
⎜ ! ! ! ! ! ! ! ⎟
⎜ 0 … k … 0 … 0 ⎟ ith row
Ri(k) = ⎜ ! ! ! ! ! ! ! ⎟
⎜ ⎟
⎜ 0 … 0 … 1 … 0 ⎟ jth row
⎜ ! ! ! ! ! ! ! ⎟
⎜ ⎟
⎝ 0 … 0 … 0 … 1 ⎠

ith col. jth col.

⎛ 1 … 0 … 0 … 0 ⎞
⎜ ⎟
⎜ ! ! ! ! ! ! ! ⎟
⎜ 0 … 1 … 0 … 0 ⎟ ith row
Rij(k) = ⎜
⎜
! ! ! ! ! ! ! ⎟
⎟
⎜ 0 … k … 1 … 0 ⎟ jth row
⎜ ! ! ! ! ! ! ! ⎟
⎜ ⎟
⎝ 0 … 0 … 0 … 1 ⎠

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3.2 Evaluation of a determinant using elementary operations

n Thm 3.3: (Elementary row operations and determinants)

Let A and B be square matrices.

( a ) B = rij ( A) Þ det( B ) = - det( A) (i.e. rij ( A) = - A )

(b) B = ri( k ) ( A) Þ det( B) = k det( A) (i.e. ri( k ) ( A) = k A )

( c ) B = rij( k ) ( A) Þ det( B) = det( A) (i.e. rij( k ) ( A) = A )

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13
 n Ex:
é1 2 3ù
A = ê0 1 4ú det( A) = -2
ê ú
êë1 2 1úû
é4 8 12ù é0 1 4 ù é1 2 3ù
A1 = êê0 ú
1 4 ú A2 = ê1 2 3ú A3 = ê- 2 - 3 - 2úú
ê ú ê
êë1 2 1 úû êë1 2 1 úû êë 1 2 1 úû

A1 = r1( 4 ) ( A) Þ det( A1) = det(r1( 4 ) ( A)) = 4 det( A) = (4)(-2) = -8

A2 = r12 ( A) Þ det( A2) = det(r12 ( A)) = - det( A) = -(-2) = 2

A3 = r12( -2 ) ( A) Þ det( A3) = det(r12( -2 ) ( A)) = det( A) = -2

27

n Summary:
det(rij ( A)) = - det( A) Þ det( A) = - det(rij ( A))
1
det(ri( k ) ( A)) = k det( A) Þ det( A) = det(ri( k ) ( A)) (P)
k
det(rij( k ) ( A)) = det( A) Þ det( A) = det(rij( k ) ( A))

28

14
 Observation:
1. A row-echelon form of a square matrix is always upper
triangular.
2. Using elementary row operations we can always transform any
square matrix A into the row-echelon form.
Method to compute determinant:
1st step: Using elementary row operations to transform matrix A
into the row-echelon form
nd
2 step: Using above observation and Thm 3.2 to compute
determinant of the row-echelon/upper triangular matrix obtained;
3rd step: Using properties (P) of elementary row operations to
compute back the determinant det(A).

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n Ex 2: (Evaluation a determinant using elementary row operations)

é2 - 3 10 ù
A = ê1 2 - 2 ú Þ det( A) = ?
ëê0 1 - 3ûú
Sol:
2 - 3 10 1 2 -2
r12
det( A) = 1 2 - 2 = - 2 - 3 10
0 1 -3 0 1 -3

r12( -2 )
1 2 -2 ( -1 )
7
1 2 -2
r2
1
= - 0 -7 14 = (-1)( -1
) 0 1 -2
0 1 -3 7
0 1 -3
( -1 )
r23
1 2 -2
= 7 0 1 - 2 = (7)(1)(1)(-1) = -7
0 0 -1
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15
 n Notes: If E is an elementary matrix, then
EA = E A

(1) E = Rij Þ E = Rij = -1

Þ EA = rij ( A) = - A = Rij A = E A

(2) E = Ri( k ) Þ E = Ri( k ) = k

Þ EA = ri( k ) ( A) = k A = Ri( k ) A = E A

(3) E = Rij( k ) Þ E = Rij = 1

(k )

Þ EA = rij( k ) ( A) = 1 A = Rij( k ) A = E A

31

n Determinants and elementary column operations

Recall: det(A) = det(AT)
We can do similar things to compute det(A) by using columns
instead of rows.
Recall: Let A be a square matrix. Elementary row operations are
•rij – exchange i-th row and j-th row of A
•ri(k) – multiplying the i-th row of A by scalar k
•rij(k) – adding k times of the i-th row to the j-th row of A

Define: Elementary columns operations are

•cij – exchange i-th column and j-th column of A
•ci(k) – multiplying the i-th column of A by scalar k
•cij(k) – adding k times of the i-th column to the j-th column of A

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 n Determinants and elementary column operations

n Thm: (Elementary column operations and determinants)

Let A and B be square matrices.

(a ) B = cij ( A) Þ det( B ) = - det( A) (i.e. cij ( A) = - A )

(b) B = ci( k ) ( A) Þ det( B) = k det( A) (i.e. ci( k ) ( A) = k A )

(c) B = cij( k ) ( A) Þ det( B) = det( A) (i.e. cij( k ) ( A) = A )

33

n Ex:
é2 1 - 3ù
A = êê4 0 1 úú det( A) = -8
êë0 0 2 úû

é1 1 - 3ù é1 2 - 3ù é2 1 0ù
A1 = êê2 0 1 úú A2 = êê0 4 1 úú A3 = êê4 0 1 úú
êë0 0 2 úû êë0 0 2 úû êë0 0 2úû
1
( ) 1 1
A1 = c1 2 ( A) Þ det( A1) = det(c1( 4 ) ( A)) = det( A) = ( )(-8) = -4
2 2
A2 = c12 ( A) Þ det( A2) = det(c12 ( A)) = - det( A) = -(-8) = 8

A3 = c23( 3 ) ( A) Þ det( A3) = det(c23( 3 ) ( A)) = det( A) = -8

34

17
 n Thm 3.4: (Conditions that yield a zero determinant)

If A is a square matrix and any of the following conditions is true,

then det (A) = 0.

(a) An entire row (or an entire column) consists of zeros.

(b) Two rows (or two columns) are equal.

(c) One row (or column) is a multiple of another row (or column).

35

n Ex:

1 2 3 1 4 0 1 1 1
0 0 0 =0 2 5 0 =0 2 2 2 =0
4 5 6 3 6 0 4 5 6

1 4 2 1 2 3 1 8 4
1 5 2 =0 4 5 6 =0 2 10 5 = 0
1 6 2 -2 -4 -6 3 12 6

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 n Note: Compare the complexity of two methods

Cofactor Expansion Row Reduction

Order n Additions Multiplications Additions Multiplications

3 5 9 5 10

5 119 205 30 45

10 3,628,799 6,235,300 285 339

37

Combined methods
n Ex 5: (Evaluating a determinant)
é- 3 5 2ù
A = 2 - 4 - 1ú
ê
ê ú
ëê - 3 0 6 ûú
Sol: -3 5 2 (2)
C13
-3 5 -4
det( A) = 2 - 4 - 1 = 2 - 4 3
-3 0 6 -3 0 0
5 -4
= (-3)(-1) 3+1 = (-3)(-1) = 3
-4 3
-3 5 2 4
( ) -3 5 2
r125

det( A) = 2 - 4 - 1 = -52 0 53
-3 0 6 -3 0 6
-2 3
3
= (5)(-1)1+2 = (-5)(- ) = 3
5 5

-3 6 5

38

19
 Combined methods
n Ex 6: (Evaluating a determinant)
é 2 0 1 3 - 2ù
ê- 2 1 3 2 - 1ú
A = ê 1 0 -1 2 3ú
ê 3 -1 2 4 - 3ú
ëê 1 1 3 2 0úû
Sol:

2 0 1 3 -2 2 0 1 3 -2
-2 1 3 2 -1 -2 1 3 2 -1
det( A) = 1 0 - 1 2 3 (=1) 1 0 -1 2 3
3 -1 2 4 - 3 rr24( -1) 1 0 5 6 -4
1 1 3 2 0 25 3 0 0 0 1
2 1 3 -2
= (1)(-1) 2+ 2 1 -1 2 3
1 5 6 -4
3 0 0 1

39

Combined methods
8 1 3 -2
8 1 3 0 0 5
- 8 -1 2 3
( -3 )
C41

= = (1)(-1) 4+4 - 8 - 1 2 =(1) - 8 - 1 2

13 5 6 - 4 r21

13 5 6 13 5 6
0 0 0 1

- 8 -1
= 5( -1)1+3
13 5
= (5)( -27)
= -135

40

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 3.3 Properties of Determinants

n Thm 3.5: (Determinant of a matrix product)

det (AB) = det (A) det (B)

n Notes:

(1) det (EA) = det (E) det (A)

(2) det( A + B ) ¹ det( A) + det( B )

(3) (This property is true for square matrices A and B of any order)
a11 a12 a13 a11 a12 a13 a11 a12 a13
a22 + b22 a22 + b22 a23 + b23 = a21 a22 a23 + b21 b22 b23
a31 a32 a33 a31 a32 a33 a31 a32 a33

41

n Ex 1: (to verify the property on determinant of a matrix product)

é1 - 2 2ù é2 0 1 ù
A = êê0 3 2úú B = ê0 - 1 - 2úú
ê
êë1 0 1 úû êë3 1 - 2úû

Find |A|, |B|, and |AB|

Sol:

1 -2 2 2 0 1
| A |= 0 3 2 = -7 | B |= 0 - 1 - 2 = 11
1 0 1 3 1 -2

42

21
 é1 - 2 2ù é2 0 1 ù é8 4 1 ù
AB = ê0 3 2ú ê0 - 1 - 2ú = ê6 - 1 - 10úú
ê ú ê ú ê
êë1 0 1 úû êë3 1 - 2úû êë5 1 - 1 úû

8 4 1
Þ| AB |= 6 - 1 - 10 = -77
5 1 -1

n Check:
|AB| = |A| |B|

43

n Thm 3.6: (Determinant of a scalar multiple of a matrix)

If A is an n✕ n matrix and c is a scalar, then
det (cA) = cn det (A)
n Ex 2:
é 10 - 20 40ù 1 -2 4
A = ê 30 0 50 ú, 3 0 5 =5
ê ú
ëê- 20 - 30 10 úû -2 -3 1
Find |A|.
Sol:
é 1 - 2 4ù 1 -2 4
A = 10ê 3 0 5ú Þ A = 10 3 0 5 = (1000)(5) = 5000
3

ê ú
ëê - 2 - 3 1úû -2 -3 1

44

22
 n Thm 3.7: (Determinant of an invertible matrix)
A square matrix A is invertible (nonsingular) if and only if
det (A) ≠ 0
Why?
- I identity matrix implies det (I) = 1

- A is invertible iff there exist A

-1 such that A. A-1 = I

- det(A. A
-1 )=det(A).det(A-1 )=det(I)=1

45

n Thm 3.7: (Determinant of an invertible matrix)

A square matrix A is invertible (nonsingular) if and only if
det (A) ≠ 0
n Ex 3: (Classifying square matrices as singular or nonsingular)
é0 2 - 1ù é0 2 - 1ù
A = êê3 - 2 1 úú B = êê3 - 2 1 úú
êë3 2 - 1úû êë3 2 1 úû
Sol:
A =0 Þ A has no inverse (it is singular).

B = -12 ¹ 0 Þ B has an inverse (it is nonsingular).

46

23
 n Thm 3.8: (Determinant of an inverse matrix)
1
If A is invertible, then det(A -1 ) = .
det(A)
n Thm 3.9: (Determinant of a transpose)

If A is a square matrix, then det( AT ) = det( A).

Ex 4:
é1 0 3 ù
n
-1
(a) A = ? (b) AT = ?
A = êê0 - 1 2úú
êë2 1 0úû
Sol:
1 0 3 1 1
\ A-1 = =
! | A |= 0 - 1 2 = 4 A 4
2 1 0 AT = A = 4

47

n Equivalent conditions for a nonsingular matrix:

If A is an n × n matrix, then the following statements are equivalent.

(1) A is invertible.

(2) Ax = b has a unique solution for every n × 1 matrix b.

(3) Ax = 0 has only the trivial solution.

(4) det (A) ≠ 0

48

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 n Ex 5: Which of the following system has a unique solution?

(a) 2 x2 - x3 = -1
3 x1 - 2 x2 + x3 = 4
3 x1 + 2 x2 - x3 = -4
(b) 2 x2 - x3 = -1
3 x1 - 2 x2 + x3 = 4
3 x1 + 2 x2 + x3 = -4

49

Sol:
(a) Ax = b
! A =0
\ This system does not have a unique solution.
(b) Bx = b
! B = -12 ¹ 0
\ This system has a unique solution.

50

25
 3.4 Introduction to Eigenvalues
n Eigenvalue problem:
If A is an n × n matrix, do there exist n × 1 nonzero matrices
x such that Ax is a scalar multiple of x ?

n Eigenvalue and eigenvector:

A：an n × n matrix
λ：a scalar
x： a n × 1 nonzero column matrix

Eigenvalue
(The fundamental equation for
Ax = lx
the eigenvalue problem)
Eigenvector

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n Ex 1: (Verifying eigenvalues and eigenvectors)

é1 4 ù é1ù é2ù
A=ê ú x1 = ê ú x2 = ê ú
ë 2 3û ë1û ë- 1û
Eigenvalue
é1 4ù é1ù é5ù é1ù
Ax1 = ê ú ê ú = ê ú = 5ê ú = 5 x1
ë2 3û ë1û ë5û ë1û
Eigenvector
Eigenvalue
é1 4 ù é 2 ù é - 2 ù é2ù
Ax2 = ê ú ê ú = ê ú = -1ê ú = (-1) x2
ë2 3û ë- 1û ë 1 û ë- 1û
Eigenvector

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 n Question:
Given an n × n matrix A, how can you find the eigenvalues and
corresponding eigenvectors?

n Note:
Ax = lx Þ (lI - A) x = 0 (homogeneous system)
If (lI - A) x = 0 has nonzero solutions iff det(lI - A) = 0 .

n Characteristic equation of an nxn matrix A:

det(lI - A) = (lI - A) = ln + cn -1ln -1 + ! + c1l + c0 = 0

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n Ex 2: (Finding eigenvalues and eigenvectors)

é1 4 ù
A=ê ú
ë 2 3û

Sol: Characteristic equation:

l -1 -4
lI - A =
-2 l -3
= l2 - 4l - 5 = (l - 5)(l + 1) = 0

Þ l = 5, - 1

Eigenvalues: l1 = 5, l2 = -1

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 é 4 - 4ù é x1 ù é0ù
(1)l1 = 5 Þ (l1I - A) x = ê úê ú = ê ú
ë - 2 2 û ë x2 û ë 0 û
é x1 ù ét ù é1ù
ê x ú = êt ú = t ê1ú, t ¹ 0
ë 2û ë û ë û

é- 2 - 4ù é x1 ù é0ù
(2)l2 = -1 Þ (l2 I - A) x = ê úê ú = ê ú
ë - 2 - 4 û ë x2 û ë 0 û
é x1 ù é 2t ù é 2 ù
ê x ú = ê- t ú = t ê- 1ú, t ¹ 0
ë 2û ë û ë û

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n Ex 3: (Finding eigenvalues and eigenvectors)

é 1 2 - 2ù
A=ê 1 2 1ú
ê ú
ëê- 1 - 1 0 ûú

Sol: Characteristic equation:

l -1 -2 2
lI - A = - 1 l - 2 - 1 = (l - 1)(l + 1)(l - 3) = 0
1 1 l
The eigenvalues : l1 = 1, l2 = -1, l3 = 3

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 l1 = 1 é 0 - 2 2 ù é1 0 2 ù
Þ l1I - A = ê- 1 - 1 - 1ú ~ ê0 1 - 1ú
ê ú ê ú
êë 1 1 1 úû êë0 0 0 úû
é x1 ù é- 2t ù é - 2ù
ê x ú = ê t ú Þ eigenvectors : t ê 1 ú, t ¹ 0
ê 2ú ê ú ê ú
êë x3 úû êë t úû êë 1 úû

l2 = -1 é - 2 - 2 2 ù é1 0 - 2 ù
Þ l2 I - A = ê - 1 - 3 - 1ú ~ ê0 1 1 ú
ê ú ê ú
ëê 1 1 - 1ûú ëê0 0 0 ûú
é x1 ù é 2t ù é2ù
ê x ú = ê- t ú Þ eigenvectors : t ê- 1ú, t ¹ 0
ê 2ú ê ú ê ú
êë x3 úû êë t úû êë 1 úû

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é 2 - 2 2 ù é1 0 2 ù
l3 = 3
Þ l3 I - A = ê- 1 1 - 1ú ~ ê0 1 1 ú
ê ú ê ú
êë 1 1 3 úû êë0 0 0úû
é x1 ù é- 2t ù é - 2ù
ê x ú = ê - t ú Þ eigenvectors : t êê - 1 úú, t ¹ 0
ê 2ú ê ú
êë x3 úû êë t úû êë 1 úû

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 3.5 Applications of Determinants
n Matrix of cofactors of A:
éC11 C12 ! C1n ù
êC C22 ! C2 n úú
[Cij ] = ê 21
Cij = (-1) i + j Mij
ê " " " ú
ê ú
ëCn1 Cn 2 ! Cnn û

n Adjoint matrix of A:
éC11 C21 ! Cn1 ù
êC C22 ! Cn 2 úú
adj ( A) = [Cij ] ê
T 12
=
ê " " " ú
ê ú
ëC1n C2 n ! Cnn û

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n Thm 3.10: (The inverse of a matrix given by its adjoint)

If A is an n × n invertible matrix, then
1
A -1 = adj ( A)
det( A)
n Ex:
éa b ù
A=ê ú
ëc d û
1
Þ det( A) = ad - bc Þ A-1 = adj ( A)
det ( A)
é d - bù 1 é d - bù
adj ( A) = ê ú =
ë- c a û ad - bc êë - c a úû

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 n Ex 1 & Ex 2:
é- 1 3 2ù (a) Find the adjoint of A.
A = ê 0 - 2 1 úú
ê
êë 1 0 - 2úû (b) Use the adjoint of A to find A-1
i+ j
Sol: ! Cij = (-1) M ij
-2 1 0 1 0 -2
Þ C11 = + = 4, C12 = - = 1, C13 = + =2
0 -2 1 -2 1 0
3 2 -1 2 -1 3
C21 = - = 6, C22 = + = 0, C23 = - =3
0 2 1 2 1 0

3 2 -1 2 -1 3
C31 = + = 7, C 32 = - = 1, C33 = + =2
-2 1 0 1 0 -2

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Þ cofactor matrix of A Þ adjoint matrix of A

é 4 1 2ù é4 6 7ù
[ ]
Cij = êê6 0 3úú adj ( A) = [Cij ]
T
= ê1 0 1 ú
ê ú
êë7 1 2úû ëê2 3 2ûú
Þ inverse matrix of A
1
A-1 = adj ( A) ! det ( A) = 3
det ( A)
é4 6 7ù é 43 2 7
3 ù
= 13 ê1 0 1ú = ê 13 0 1 ú
ê ú ê 3
ú
ëê2 3 2ûú ëê 3 1 ú
2 2
3û

n Check: AA-1 = I

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 n Thm 3.11: (Cramer’s Rule)
a11 x1 + a12 x2 + ! + a1n xn = b1
a21 x1 + a22 x2 + ! + a2 n xn = b2
"
an1 x1 + an 2 x2 + ! + ann xn = bn
é x1 ù é b1 ù
êx ú êb ú
A = [aij ]n´n = [A(1) , A( 2 ) ,!, A( n ) ] ê ú ê 2ú
2
Ax = b x= b =
ê!ú ê!ú
êx ú êb ú
a11 a12 ! a1n ë nû ë nû
a a22 ! a2 n
det( A) = 21 ¹0
" " "
(this system has a unique solution)
an1 an 2 ! ann

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[
A j = A(1) , A( 2 ) , !, A( j -1) , b, A( j +1) , !, A( n ) ]
é a11 ! a1( j -1) b1 a1( j +1) ! a1n ù
êa ! a2 ( j -1) b2 a2 ( j +1) ! a2 n ú
=ê ú
21

ê " # " ú
êa ú
ë n1 ! an ( j -1) bn an ( j +1) ! ann û

( i.e. det( A j ) = b1C 1 j + b2 C 2 j + ! + bn C n j )

det( A j )
Þ xj = , j = 1, 2 , ! , n
det( A)

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 n Pf:
A x = b, det( A) ¹ 0
1
Þ x = A-1b = adj ( A)b
det( A)
éC11 C21 " Cn1 ù é b1 ù
ê úê ú
1 êC12 C22 " Cn 2 ú êb2 ú
=
det( A) ê ! ! ! úê ! ú
ê úê ú
ëC1n C2 n " Cnn û ëbn û
éb1C11 + b2C21 + ! + bnCn1 ù
ê + b2C22 + ! + bnCn 2 ú
1 êb1C12 ú
=
det( A) ê " " ú
êb C + b2C2 n + ! + bnCnn úû
ë 1 1n

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1
Þ xj = (b1C1 j + b2C2 j + ! + bnCnj )
det( A)
det( A j )
= j = 1 ,2 , ! , n
det( A)

Since:
n
(b) det( A) =| A |= å aij Cij = a1 j C1 j + a2 j C2 j + ! + anj Cnj
i =1

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 n Ex 4: Use Cramer’s rule to solve the system of linear equations.
- x + 2 y - 3z = 1
2x + z = 0
3x - 4 y + 4 z = 2
Sol: -1 2 -3 1 2 -3
det( A) = 2 0 1 = 10 det( A1 ) = 0 0 1 =8
3 -4 4 2 -4 4
-1 1 - 3 -1 2 1
det( A2 ) = 2 0 1 = -15, det( A3 ) = 2 0 0 = -16
3 2 4 3 -4 2
det( A1 ) 4 det( A2 ) - 3 det( A3 ) - 8
x= = y= = z= =
det( A) 5 det( A) 2 det( A) 5

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