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Characteristic equation Eigen values and eigenvectors of a real matrix Properties of
Eigen values and eigenvectors (Without proof) Cayley-Hamilton theorem (excluding
proof) Orthogonal transformation of a symmetric matrix to diagonal form.
PART A
1 1
3 1
3 1
Let A=
1
0
1
1 1 3 0
.
1 1 2
Solution:
1 1 2
Let A= 2 1 3
3 2 3
s1 1 1 3 1
s2
1 3 1 2
1 1
2 3 3 3 2 1
(3 6) ( 3 6) (1 2)
= -9-9-1
= -19
1 1 2
s3 2 1 3
3 2 3
= 1(-3-6) +1(6-9) +2(-4-3)
= -9-3-14
= -26
The characteristic equation is 3 2 19 26 0 .
2 3 1
Solution:
2 3 1
Let A= 3 1 3
5 2 4
s1 2 1 4 1
s2
1 3
2 1 2 3
.
2 4 5 4 3 1
2 3 1
s3 3 1 3
5 2 4
Solution:
By the Property, Sum of the Eigen values
=1+0-3
= -2
By the Property, Product of the Eigen values = Determinant of a given matrix
1 2 -2
= 1 0 3
-2 -1 -3
= 1(0+3)-2(-3+6)-2(-1-0)
= 3-2(3)-2(-1)
= 3-6+2
= -1
1 2 1
6. Without finding the Eigen values, find the product of Eigen values of 2 0 0 .
4 5 0
Solution:
1 2 1
Let A= 2 0 0
4 5 0
7. If two of the Eigen values of -2 3 -1 are 2 and 8. Find the third Eigen value
2 -1 3
Solution:
6 -2 2
Let A= -2 3 -1
2 -1 3
1 +2 3 6 3 3
12
2 8 3 12
3 2
2 2 1
8. Two Eigen values of the matrix A 1 3 1 are equal to 1 each. Find the
1 2 2
Eigen values of A1
Solution:
2 2 1
Given A 1 3 1
1 2 2
1 2 3 = 2+3+2
=7
1 1 1 7
1 5
Hence the Eigen values of A are 1, 1, and 5
The Eigen values of A1 are 1, 1,
1
5
4 1
3 2
1
0
2
ie., (4 )(2 ) 3 0
8 4 2 2 3 0
2 6 5 0
5,1
The Eigen values of A are 1, 5
& The Eigen values of A2 are 1, 25
The Eigen values 2A2 are 2, 50.
a 4
has 3 and -2 as its Eigen values
1 b
By the Property, Sum of the Eigen values = Sum of the leading diagonal elements
i.e..,
3-2 = a + b
a + b =1
.. (1)
By the Property, Product of the Eigen values = Determinant of the given matrix
=
a 4
1 b
(3)(-2)= ab 4
-6 = ab -4
ab = -2
(2)
Solution:
1 2 3
Given A= 0 2 7
0 0 3
12. Two of the Eigen values of A= 1 5 1 are 3, 6 find the Eigen value of A1
1 1 3
Solution:
By the Property, Sum of the Eigen values = Sum of the leading diagonal elements
= 3+5+3 = 11
Let 3 be the third Eigen value
Then
3+6+ 3 = 11
3 =2
1 1 1
If the Eigen values of A are 1 , 2 , 3 , then the Eigen values of A1 are , ,
1 2 3
The Eigen values of A1 are
1 1 1
, ,
2 3 6
7 3
2 6
2 6
Given A =
7
2
3
0
6
(7 )(6 ) 6 0
2 13 36 0
By Cayley-Hamilton theorem, we get
A2 13 A 36 I 0
Pre multiplying A-1 , we get
A1 A2 13 A1 A 36 A1I 0
A 13I 36 A1 0
1
A1 13I A
36
1 13 0 7 3
36 0 13 2 6
1 6 3
36 2 7
1 2
4 3
4 3
Given A=
1
2
0
4
3
(1 ) ( 3 )-8=0
2 4 5 0
By Cayley-Hamilton theorem, we have
A2 4 A 5 I 0
Pre multiplying A1 on both sides, we get
A1 A2 4 A1 A 5 A1 I 0
A 4 I 5 A1 0
A1
1
A 4I
5
1 1 2 1 0
4
5 4 3 0 1
1 3 2
5 4 1
2 20
A2 20 ,By Cayley Hamilton theorem
A 2 A 2 A 0
A3 2 A
16. Form the matrix whose Eigen values are 5, 5, 5 where , , are the Eigen
1 2 3
values of A = 4 5 6
7 8 9
Solution:
If the Eigen values of A are 1 , 2 , 3 then the matrix A kI has the Eigen values
5, 5, 5
Hence the required matrix is
1 2 3
A 5I = 4 5 6 - 5
7 8 9
1 0 0
0 1 0
0 0 1
6 2 3
= 4 0 6
7 8 4
17. Define orthogonal matrices
Solution:
A square matrix A with real elements is said to be orthogonal if AA AA I ----- (1)
We know that AA1 A1 A I
----- (2)
sin
cos
is orthogonal
Solution:
cos
Let A
sin
&
cos
sin
cos
sin
AA
sin
cos
sin
cos
sin
cos
cos
sin
cos 2 sin 2
0 1
sin
cos
cos sin cos sin
sin 2 cos 2
Since AA I , A is orthogonal
19. If 1 , 2 ,....n are the Eigen values of A, find the Eigen values of ( A I ) 2
Solution:
( A I ) 2 A2 2 A I 2 I 2
A2 2 A 2 (1)
10
2
2
2
Eigen values of A2 are 1 , 2 ,.... n
1 0
20. Can A
be diagonalised? Why?
0 1
Solution:
1 0
Can be diagonalised .Since it is a symmetric and non-singular matrix.
0 1
11
PART B
2 2 0
Solution:
2 2 0
1 1
2 0 2 2
2 3 7 3 2 1
= (-3 -2) + ( -6 -0 )+(2 -4)
= -5-6-2
= -13
2 2 0
s3 A 2 1 1
7 2 3
= 2( -3-2)-2(-6+7)+0
= 2(-5) -2(1)
= -10-2
= -12
The characteristic equation is
3 13 12 0
12
1
1
2
7
2
3
x1
x2 0
x
3
1
(2 ) x1 2 x2 0 x3 0
2 x1 (1 ) x2 x3 0
------(A)
7 x1 2 x2 (3 ) x3 0
When 1 , we get from (A)
x1 2 x2 0 x3 0
2 x1 0 x2 x3 0
7 x1 2 x2 2 x3 0
By using the cross rule method, we get
x1 2 k , x 2 k , x 3 4 k
2k
2
Let k =1 ,The simplest Eigen vector is X1 = 1
4
When = 3, we get from (A)
x1 2 x2 0 x3 0
2 x1 2 x2 x3 0
7 x1 2 x2 6 x3 0
13
2
Let k =1, The simplest Eigen vector is X2 = 1
2
When = - 4, We get from (A)
6 x1 2 x2 0 x3 0
2 x1 5 x2 x3 0
7 x1 2 x2 x3 0
By using the cross rule method we have
x1 2k , x 2 6k , x 3 26k
2k
1
Let k = , The simplest Eigen vector is X3 =
2
1
3
13
2
Therefore the Eigen vector corresponding to = 1 is 1
4
2
The Eigen vector corresponding to = 3 is 1
2
14
2
The Eigen vector corresponding to = -4 is 1
4
1
Solutions:
1
0
1
1
1 .
1
1 1 1 0 1 0
1 1 0 1 0 1
= (1-1) + (1-0)+(1-0)
= 0 + 1 +1
=2
s3= |A|
1
s3 0
0
0
1
1
0
1
1
1(1 1) 0 0
0
The characteristic equation is 3 3 2 2 0
Thereforethe eigenvalues are 0,1, 2
15
0
1
1
1 .
1
To find eigenvectors:
x1
The eigenvector X x2 is given by the equation A I X 0
x
3
i.e.
0
0
0
0
1
1
1
1
x1
x2 0
x
3
1 x1 0 x2 0 x3 0
0 x1 1 x2 x3 0
0 x1 0 x2 1 x3 0
....( A)
(1)
0 x1 x2 x3 0
(2)
0 x1 x2 x3 0
(3)
0
taking k=1 we get the simplest eigenvector is X1 = 1
1
When =1, the set of equations (A) becomes
0.x1 0. x2 0.x3 0
(1)
0.x1 0. x2 1.x3 0
(2)
16
0.x1 1. x2 0.x3 0
(3)
From(2), 1.x3 0 x3 0
From (3),1.x2 0 x2 0
Q 1 0
17
Solution:
2
Let A = 2
1
2
1
2
6
0
1 6 2 3 2 2
2 0 1 0
2 1
(0 12) (0 3) (2 4)
12 3 6
21
2
s3 2
1
2
1
2
3
6
0
3 2 21 45 0
Solving this equation we get
18
2
1
2
6
0
= -3, -3, 5
Therefore the Eigen values are = -3, -3, 5
To find Eigen vectors :
x1
The eigenvectors X= x2 is given by the equation A I X 0 ( eigenvalue)
x
3
i.e.
2 2
1
2
1
2
6
0
x1
x2
x
3
2 x1 2 x2 30 x3 0
x1 1 x2 6 x3 0
i.e.
x1 2 x2 x3 0
....( A)
x1 2 x2 3 x3 0
Hence by giving arbitrary values to any two variables we get the value of the third
variable in terms of the other two variables.
Suppose if we give x2 = k1, x3 =k2 we get x1 =3k2 -2k1
The general eigenvector corresponding to = -3 is
Independent Eigen vectors can be obtained by giving arbitrary values to two of the
3
quantities x1 , x2 , x3 . Giving k1 0, k2 1 we get the Eigen vector X 1 0
1
19
2
Giving k1 1, k2 0 we get the Eigen vector X 2 1 Therefore the two Eigen vector
0
3
2
corresponding to = -3 are 0 and 1
1
0
When = 5, the set of equations (A) becomes
7 x1 2 x2 3 x3 0
2 x1 4 x2 6 x3 0
x1 2 x2 5 x3 0
These equations are linearly dependent. Therefore to find x1 , x2 , x3 we consider any two
of them say first two equations
x1
2
4
i.e.
i.e.
x2
3
6
x3
7
2
2
4
x3
x1
x2
k
12 12 6 42 28 4
x1 24k , x2 48k , x 3 24k .
24k
1
1
The simplest is 2 by taking k
24
1
3
2
1
The Eigen vector corresponding to = -3 is 0 and 1 , = 5 is 2
1
0
1
20
Solution :
6
13
6
Let A = 14
7
10
4
6 4 7 4 14 13
6
13
6
5
10
4
1 1 1 0
1, 1, 1
21
6
13
6
10
4
i.e.
14
7
i.e.
6
5
13 10
6
4
x1
x2 0
x
3
6 x1 6 x2 5 x3 0
14 x1 13 x2 10 x3 0
7 x1 6 x2 4 x3 0
....(1)
6
5
k1 k 2 , where x2 k1 , x3 k 2
7
7
5
6
7 k1 7 k2
k1
Therefore the general eigenvector is
k2
Putting k1 = 0, k2 = 7, we get, x1 = -5
5
i.e., one eigenvector is 0
7
Putting k1 = 0, k2 = 7, we get, x1 = 6
22
6
Another eigenvector is 7
0
Putting k1 = 5, k2 = 6, we get, x1 = 0
0
Another eigenvector is 5
6
Clearly these three vectors are linearly independent
1 0 3
5. Verify Cayley-Hamiltaon theorem for the matrix 2 1 1 and find its inverse
1 1 1
Solution:
1 0 3
Given A = 2 1 1
1 1 1
1 1 1 3 1 0
1 1 1 1 2 1
(1 1) (1 3) (1 0)
0 2 1
1
s3
1
2
1
0
1
1
3
1
1
23
1(1 1) 0 3(2 1)
09
9
The characteristic equation is 3 3 2 9 0
------ (1)
1
1
1 2
1
1
3
A AA 2
A A A 2
1 3
1
1
1
1
0
1
1
3
11
2
7
2
7
11
21
11
2
7
A3 3 A2 A 9 I
11
9
2
7
21
12
11 9
7
0
9
6
6
18
12
15
1
1
24
0
9
0
11
1 2
( A 3A I )
9
3
4
2
A 3A I 3
2
0
2
A1
3
2
1
3
3
4
5
0
3
3
0
0
0
1
0
7
1
3
2
1
0
1
A 3
9
3
1
7
1
Solution:
1
Let A = 4
1
3
2
2
3 .
1
2 3 1 7 1 3
2 1 1 1 4 2
(2 6) (1 7) (2 12)
4 6 10
20
25
3
2
2
3 .
1
1
s3 A 4
1
3
2
2
7
3
1
Now A 4
1
A 4
1
7 20
3 15
1
10
3
2
2
7 1
3 . 4
1
1
3
2
2
3
2
2
23
22
9
23
37
14
20
15
10
135
140
60
23
22
9
152
163
76
23
37
14
232
208
111
A3 4 A2 20 A 35 I
135
140
60
152
163
76
232
208
111
80
60
40
92
88
36
92
48
56
20
80
20
35
0
0
0
0
0
0
0
0
0
26
60
40
40
0
35
0
40
60
20
0
0
35
We know that A3 4 A2 20 A 35 0
Pre multiply by A-1, we get
A2 4 A 20 I 35 A1 0
A1
1 2
( A 4 A 20 I )
35
Now A2 4 A 20 I
20
15
10
23
22
9
23 4
37 16
14
4
1
6
11
6
1
25
10
0
1
A 1
35
6
1
11
6
1
12
8
8
28
12
20
0
0
0
20
0
20
25
10
1 2 3
7. Verify Cayley Hamilton theorem for the matrix 2 1 4 and hence find A4
3 1 1
Solution:
1 2 3
Let A 2 1 4
3 1 1
The Characteristic equation of a matrix A is | A I | 0
i.e., 3 s1 2 s2 s3 0
Where s1 sum of the leading diagonal elements 1 1 1 1
s2 sum of the minor of the leading diagonal elements
=
1 4 1 3 1 2
1 1 3 1 2 1
27
(1 4) (1 9) (1 4)
18
s3 | A | 1(1 4) 2(2 12) 3(2 3)
3 2(14) 3(5)
40
3 2 18 40 0
By Cayley-Hamilton theorem, we have to prove that A3 A2 18 A 40 0
1 2 3 1 2
A 2 1 4 2 1
3 1 1 3 1
2
14 3 8
A A A 12 9 2
2 4 14
3
14 3 8
3
4 12 9 2
2 4 14
1
1 2 3
44 33 46
2 1 4 24 13 74
3 1 1
52 14 8
44 33 46 14 3 8
A A 18 A 40 24 13 74 12 9 2
52 14 8 2 4 14
0 0 0
0 0 0
0 0 0
3
1 2 3
1 0 0
18 2 1 4 40 0 1 0
3 1 1
0 0 1
28
44 33 46
14 3 8
12 9 2
24 13 74 18
52 14 8
2 4 14
1 2 3
40 2 1 4
3 1 1
3
1 by orthogonal reduction
1
1
5
1
Solution:
1
Given A 1
3
1
5
1
3
1
1
1 1 1 3 1 1
1 5 3 1 1 5
(5 1) (1 9) (5 1)
48 4
0
1
s3 1
3
1
5
1
3
1
1
29
4 2 42
36
i.e., 1
3
1
5
1
3
1
1
x1
x2 0
x
3
1 x1 x2 3x3 0
i.e x1 (5 ) x2 x3 0 --------- ( A)
3 x1 x2 (1 ) x3 0
When 2 , Equation (A) becomes,
3 x1 x 2 3 x3 0
x1 7 x 2 x3 0
3 x1 x 2 x3 0
Taking first two equations and apply cross rule method, we get
x1 20k , x2 0, x3 20k
20k
1
1
Put k
,The simplest Eigen vector is X 1 0
20
1
When 3 , the equation (A) becomes
30
2 x1 x 2 3x3 0
x1 2 x 2 x3 0
3 x1 x 2 2 x3 0
Taking first two equations and apply cross rule method, we get
x1 5k , x2 5k , x3 5k
5k
1
1
Put k , the simplest Eigen vector is X 2 1
5
1
When 6 , equation (A) becomes
5 x1 x2 3 x3 0
x1 x2 x3 0
3 x1 x2 5 x3 0
Taking first two equations and apply cross rule method, we get
x1 4k , x2 8k , x3 4k
4k
The general Eigen vector is X 3 8k
4k
1
1
1
The eigenvectors corresponding to the Eigen values of -2, 3, 6 are 0 , 1 and
1 1
1
2
1
31
1
2
1
2
1
2
1
3
1
6
1
3
1
3
1
3
2
1
3
1
6
2
6
1
1
3
2
6
To find PAP:
AP = 1
3
3
1
1
1
5
1
1
2
= 0
PAP=
1
2
1
3
1
6
3
3
3
3
3
3
0
1
3
2
6
1
2
1
3
1
3
1
3
6
2
6
1
6
12
6
6
6
1
2
1
3
1
0
2
3
3
3
3
3
3
6
12
6
6
32
= 0
0
0
3
0
0
0 = D
6
0
1 by orthogonal reduction
1
Solution:
The characteristic equation of a matrix A is A I 0
i.e., 3 s1 2 s2 s3 0
Where s1 sum of the leading diagonal elements 1 2 1 4
s2 sum of the minor of the leading diagonal elements
=
2 1 1 0 1 1
1 1 0 1 1 2
(2 1) (1 0) (2 1)
1 1 1
3
1 1 0
s3 1 2 1
0 1 1
1(2 1) 1(1 0) 0
11
0
The characteristic equation is 3 4 2 3 0
4 3 0
0,1,3.
33
1
0
2
1
1
1
x1
x 0
2
x3
1 x1 x2 0 x3 0
x1 (2 ) x2 x3 0
-----------(A)
0 x1 x2 (1 ) x3 0
When 0, the above equation (A) becomes
x1 x2 0 x3 0
x1 2 x2 x3 0
0 x1 x2 x3 0
Taking first two equations and apply cross rule method, we get
x1 k , x2 k , x3 k
k
The general Eigen vector is k
k
1
1
1
34
x2 0
Put x2 0 in (2),
x1 x3 0
x1 x3 k ( say )
k
The general Eigen vector is 0
k
1
Put k = 1, we get the simplest Eigen vector is 0
1
When 3, the above equation (A) becomes
2 x1 x2 0 x3 0
x1 2 x2 x3 0
0 x1 x2 2 x3 0
Taking first two equations and apply cross rule method, we get
x1 k , x2 2k , x3 k
k
The general Eigen vector is 2k
k
1
Put k = -1, the simplest Eigen vector is 2
1
35
3
1
1
When 0, the Eigen vector is 1 and its normalized form is
When 3, the
3
1
3
1
2
1
Eigen vector is 0 and its normalized form is 0
1
1
1
When 15, the Eigen vector is 1
2
6
2
and its normalized form is
6
1
1
3
1
P
1
3
1
3
2
P'
3
1
3
1
3
1
3
2
3
36
2
3
1
3
2
3
1
3
2
3
1
3
2
3
2
3
1
3
1
3
1
PAP '
3
1
3
2
3
1
3
2
3
2
3
2
3
1
3
8 6 2
6 7 4
2 4 3
1
3
2
3
1
3
1
3
1
3
2
3
1
3
2
3
1
3
0 0 0
0 3 0
0 0 15
i.e., PAP ' D.
A is reduced to a diagonal matrix by means of orthogonal reduction.
8 6 2
7 4 8 2 8 6
4 3 2 3 6 7
37
8 6 2
s3 6 7 4
2 4 3
i.e.,
3 15 0
The eigen values are 0,3,15.
x1
The eigenvector X x2 is given by the equation A I X 0
x
3
8
6
6
2
7 4
4 3
x1
x2 0
x
3
(8 ) x1 6 x2 2 x3 0
6 x1 (7 ) x2 4 x3 0
----(A)
2 x1 4 x2 (3 ) x3 0
When 0, The equation (A) becomes,
8 x1 6 x2 2 x3 0
6 x1 7 x2 4 x3 0
2 x1 4 x2 3 x3 0
Taking first two equations and apply cross rule method, we get
x1 k , x2 2k , x 3 2
38
1 1 1
, ,
3 3 3
1
Hence the normalized modal matrix is P
3
1
3
39
2
3
1
3
2
3
2
3
2
3
1
3
1
3
2
& P '
3
1
3
Now
1
3
1
PAP '
3
1
3
2
3
1
3
2
3
2
3
2
3
1
3
1
3
1
3
2
3
8 6 2
6 7 4
2 4 3
1
3
2
3
1
3
1
3
2
3
1
3
1
3
1
3
2
3
1
3
2
3
1
3
0 0 0
0 3 0
0 0 15
i.e., PAP ' D.
A is reduced to a diagonal matrix by means of orthogonal reduction
40