Lecture 2: Linear Algebra: Modern Control Systems

Lecture 2 : Linear Algebra
Modern Control Systems
It Chivorn
Institute of Technology of Cambodia
I4GEE-EA, 2023
IT Chivorn (ITC - GEE Department) Modern Control systems Oct, 10, 2023 1 / 31
Table of Contents
1. Representation of Matrix
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
5. Linear Independence and Matrix Rank
6. Eigenvalues and Eigenvectors
7. Cayley-Hamilton Theorem
Representation of Matrix
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
···
 
a11 a1m
 .. .. ..  n×m
A= . . .  , or An×m , whereA ∈ R (A ∈ Cn×m )
an1 ··· anm
R stands for a Ring as real number, complex number or rational function etc,
n by m block
A11 · · · A1m
 
 . .. ..  ri ×cj
A =  .. . .  , where Aij ∈ R (A ∈ Cri ×cj )
An1 · · · Anm
Especially, Rn×1 or R1×n matrix is called low or column vector, respectively.

Example:
▶ Many numerical data, e.g., time series data, image data
M = [y(T )| · · · |y(nT )] , y(t) ∈ Rn

▶ Linear equation
Ax = b, A ∈ Rn×m , x ∈ Rm , b ∈ Rn
▶ Inner product (linear functional), exterior product (3 dim.)
< x, y >=: xT y , x, y ∈ Rn
▶ Group operations
▶ Linear Operation
 
m1 0 0
▶ Diagonal matrix D =  0 m2 0  M = diag{mi }, i = 1, ..., p
0 0 m3
 
m11 m12 m13
▶ Upper triangular matrix U =  0 m22 m23 
0 0 m33
 
m11 0 0
▶ Lower triangular matrix L = m21 m22 0 
m31 m32 m33
Determinant
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
Determinant
Determinant : Definition
Definition
For any i-th low X
|A| := (−1)i+j aij Mij , |A| = det(A)
j
where Mij is a minor of a smaller matrix which is a matrix which is determined by

deleting i-th low and j-th column of matrix A
Application
▶ Calculation of inverse matrix
▶ Change of measure for multivariable integration,i.e., Jacobian.
Determinant
Determinant : Properties
a11 · · · a1n
 
 . .. ..  n×n
Given a square matrix A =  .. . . , A ∈ R
an1 · · · ann
▶ Scalar multiplication of column or row vector, scalar multiplication of matrix
|αA| = αn |A|
ta11 ta12 ta11 a12 a11 a12

= =t
a21 a22 ta21 a22 a21 a22
▶ Determinant of matrix multiplication
|AB| = |A||B|
▶ Determinant of Transpose matrix
|AT | = |A|
Determinant
Determinant : Example 1
▶ Block triangular matrix

A11 ∗
= |A11 ||A22 |
0 A22
▶ Relationship between determinant and eigenvalues
n
Y
|A| = λi
i=1
Where λi (i = 1, 2, ..., n)
▶ If A−1 exists then
1
|A−1 | =
|A|
Example
Compute the determinant of the given matrix
 
−1 5 2
1 2
A= and B =  1 0 −4
−1 3
4 1 −1
Inverse Matrix
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
Inverse Matrix
Inverse Matrix : Definition
Definition
For a matrix A ∈ Rn×n , a matrix X which satisfies: AX = XA = In Us called an
inverse matrix A and it is denoted as A−1 .
Inverse formula
···
 
a11 a1n
adj(A)  .. .. .. 
A−1 = , where adj(A) =  . . . 
|A|
an1 ··· ann
aij = (−1)i+j Mji . If |A| ̸= 0, A is called non-singular, and if|A| = 0, is called

singular.
Application
▶ To solve matrix linear equation
▶ Coordinate transformation in orthogonal coordinate space
Inverse Matrix
Inverse Matrix : Properties
▶ If A is nonsingular, then so is A−1 and
(A−1 )−1 = A
▶ If A and B are nonsingular matrices, then AB is nonsignular and
(AB)−1 = B −1 A−1
▶ If A and B are matrices with AB = In then A and B are inverses of each other.
Theorem of Nonsingular Equivalences (TFAE)
1. A is nonsigular
2. Ax = 0 has only the trivial solution
3. A is row equivalent to I
4. The linear system Ax = b has a unique solution for every n × 1 matrix b
Matrix Transpose
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
Matrix Transpose
Matrix Transpose
··· ···
   
a11 a1m a11 an1
 . .. ..  T  .. .. .. 
A =  .. . .  => A :=  . . . 
an1 ··· anm a1m ··· anm
n×m n×m T m×n m×n
A∈R (A ∈ C ), A ∈ R (A ∈ C )
▶ (AB)T = B T AT
▶ |AT | = |A|
▶ (AT )−1 = (A−1 )T
▶ (cA)T = cAT
Application
▶ Vector representation of inner product
▶ Projection operation total derivative, Definition of dual operator
Linear Independence and Matrix Rank
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
Linear dependence
Definition
A sequence of vector (v1 , v2 , ..., vk ) from a vector space V is said to be linearly
dependent, if there exist scalars a1 , a2 , ..., ak , not all zero, such that
a1 v1 + a2 v2 + · · · + ak vk = 0
Notice that if not all of scalars are zero, then at one is non-zero, say a1 , in which case
this equation can be written in the form
−a2 −a3 −ak
v1 = v2 + v3 + · · · + vk
a1 a1 a1
Thus,v1 is shown to be a linear combination of the remaining vectors.
Definition
A sequence of vector (v1 , v2 , ..., vk ) from a vector space V , if there are only
ai = 0 (i = 1, 2, ..., k) (The trivial solution), satisfy the equation:
a1 v1 + a2 v2 + · · · + ak vk = 0
Therefor vi are called linearly independent each other.

Criterion for linear independence
Theorem
Let v1 , v2 , ..., vk be n-vector, and let A be the n × n with these vectors as columns.
Then {v1 , v2 , ..., vk } are linearly independent if and only if
v11 v12 ··· v1n

v21 v22 ··· v2n
det(A) = .
.. .. .. .. ̸= 0
. . .
vn1 vn2 ··· vnn
Idea for proof: The linear system Ax = 0 has a unique solution (That is, only the
trivial solution) if and only if det(A) ̸= 0
Example
Show that a1 , a2 , a3 are linearly independent when
     
2 2 −1
a1 = 4 , a2 = 0 , a3 =  2 
0 6 −3
Linear independent : Example 2
Solution
Since we have
2 2 −1
4 0 2 = (−4)0 + (−2)12 = −24 ̸= 0
0 6 −3
it follows that the vector are linearly independent.
Let A be any m × n matrix. Then A consists of n column vectors v1 , v2 , ..., vk which

are m-vectors.
Definition
The rank of A is the maximal number of linearly independent column vectors in A, i.e.
the maximal number of linearly independent vectors among {v1 , v2 , ..., vk }. If A = 0,
then the rank of A is 0.
We write rk(A) for the rank of A. Note that we may compute the rank of any matrix
even square or not
Rank of a matrix : Example 3
Example
Find the rank of the matrix  
1 0 2 1
A = 0 2 4 2
0 2 2 1
Solution
Find the rank of the matrix
   
1 0 2 1 1 0 2 1
A = 0 2 4 2 → 0 2 4 2
0 2 2 1 0 0 −2 1
Since the echelon form has pivots in the first three columns, A has rank rk(A) = 3.
The first three columns of A are linearly independent.
Eigenvalues and Eigenvectors
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
A simple example is that an eigenvector does not change direction in a transformation:
Definition
Let A be a square matrix (or linear transformation). A number is called an eigenvalue
of A if there exists a non-zero vector v such that
Av = λv
where v is an eigenvector and λ is an eigenvalue
Eigenvalues and Eigenvectors : Example 4
Example
Show the eigenvector of the matrix

−6 3 1
A= is v =
4 5 4
Solution

−6 3 1 6 1
Av = = =6 = λv
4 5 4 24 4
So, λ = 6 is an eigenvalue which satisfy equation.
Eigenvalues : Eigenvalues
Consider the equation : Av = λv
⇒ Av = λIv
⇒ Av − λIv = 0
If v is non-zero then we can solve for λ using just the determinant:
⇒ |Av − λIv| = 0
We conclude that λ is an eigenvalue iff below holds. We call that equation

”Characteristic Equation” of A . The eigenspace, the sub space of all eigenvectors
associated with λ, is
Eigenspace=Null(AλI)
Example
Find all eigenvalues and their eigenspace for

3 −2
A=
1 0
Solution
3−λ −2
|A − λI| = = λ2 − 3λ + 2 = (λ − 1)(λ − 2) = 0
1 −λ
Therefore, λ1 = 1, λ2 = 2
Solution
Eigenvector : (A − λIv) = 0 , v = [v1 v2 ]T
For λ1 = 1
−2 −2 v1 0
→ =
1 −1 v2 0
T
v= 1 1
For λ1 = 2
1 −2v1 0
→ =
1 −2v2 0
T
v= 2 1
Cayley-Hamilton Theorem
Table of Contents
2. Determinant
3. Inverse Matrix
4. Matrix Transpose
The solution of linear differential equation: ẋ = Ax ,is
x = eAt x(0)
Theorem
Every matrix A satisfies its own characteristic ( eigenvalue) equation
det(A − λI) = 0
λn + an−1 λn−1 + · · · + a1 λ + a0 = 0
Then,
An + an−1 An−1 + · · · + a1 A + a0 = 0
Where, the determinant P (λ) = det(A − λI) = 0 is called characteristic polynomial of
matrix A .
Cayley-Hamilton Theorem : Calculate eAt
The Cayley-Hamilton theorem is very important in reducing the degree of polynomial

of square matrices. And if a given function is analytic on a region of complex plane
this is much helpful to evaluate the analytic function of square matrices. Here we are
much interested in finding the value of eAt . It is known from calculus that
1 1 1
eλt = 1 +
λt + λt2 + λt3 + · · ·
1! 2! 3!
where λ is any parameter and t is any scalar. if λ is eigenvalue of matrix A, then
1 1 1
eAt = 1 + At + At2 + At3 + · · ·
1! 2! 3!
Assume that a scalar function f (x) is analytic in a region of complex plan. Then in
that region f (x) may be expressed as a polynomial
∞
X
f (x) = ao + a1 x1 + a2 x2 + a3 x3 + · · · = ak xk
k=0
Let A be a square matrix of dimension n, with characteristic polynomial P (λ) and

eigenvalue, then it may be written
f (x) = P (x)Q(x) + R(x)
Where the remainder R(x) is of degree (n − 1) or less.

In particular, for x = λ
n−1
X
f (λk ) = R(λk ) = αk λk
k=0
Example
Find eAt for
0 1
A=
−1 0
Solution
The characteristic equation is λ2 + 1 = 0, and the eigenvalue are λ1 = +j, λ1 = −j
From equation above:
eλt = αo + α1 λ
(1)
eAt = αo I + α1 A
Cayley-Hamilton Theorem : Example 6
Solution
For λ1 = +j, λ2 = −j
ejt = cos(t) + j sin(t) = α0 + α1 j

(2)
e−jt = cos(t) − j sin(t) = α0 − α1 j
or α0 = cos(t) and α1 = sin(t). Then
eAt = αo I + α1 A
(3)

cos(t) sin(t)
=
−sin(t) cos(t)
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Lecture 2 : Linear Algebra

Modern Control Systems

Institute of Technology of Cambodia

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

Especially, Rn×1 or R1×n matrix is called low or column vector, respectively.

M = [y(T )| · · · |y(nT )] , y(t) ∈ Rn

▶ Inner product (linear functional), exterior product (3 dim.)

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

where Mij is a minor of a smaller matrix which is a matrix which is determined by

ta11 ta12 ta11 a12 a11 a12

▶ Block triangular matrix

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

Inverse Matrix : Definition

aij = (−1)i+j Mji . If |A| ̸= 0, A is called non-singular, and if|A| = 0, is called

Inverse Matrix : Properties

▶ If A is nonsingular, then so is A−1 and

Theorem of Nonsingular Equivalences (TFAE)

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

Therefor vi are called linearly independent each other.

Criterion for linear independence

v11 v12 ··· v1n

Linear independent : Example 2

Let A be any m × n matrix. Then A consists of n column vectors v1 , v2 , ..., vk which

Rank of a matrix : Example 3

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors

A simple example is that an eigenvector does not change direction in a transformation:

where v is an eigenvector and λ is an eigenvalue

Eigenvalues and Eigenvectors : Example 4

Consider the equation : Av = λv

We conclude that λ is an eigenvalue iff below holds. We call that equation

Eigenvalues and Eigenvectors : Example 5

Eigenvalues and Eigenvectors : Example 5

5. Linear Independence and Matrix Rank

6. Eigenvalues and Eigenvectors

The solution of linear differential equation: ẋ = Ax ,is

Cayley-Hamilton Theorem : Calculate eAt

The Cayley-Hamilton theorem is very important in reducing the degree of polynomial

Let A be a square matrix of dimension n, with characteristic polynomial P (λ) and

Where the remainder R(x) is of degree (n − 1) or less.

Cayley-Hamilton Theorem : Example 6

ejt = cos(t) + j sin(t) = α0 + α1 j

or α0 = cos(t) and α1 = sin(t). Then

THANK YOU ...

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