Mathematics for Electrical Science and Physical Science 1. Module 1, linear systems, matrix rank, eigenvalues and diagonalization.

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Module 1: Matrices and Linear Systems

Module outline

Linear systems of equations : Gauss elimination, Row echelon form, Linear Independence : rank of a matrix, Solutions of linear systems : Existence, Uniqueness (without proof), The matrix Eigen value Problem, Determining Eigen values and Eigen vector, Diagonalization of matrices.


Linear Systems of Equations.

A linear system of 'm' equations in 'n' unknowns x1,…,xnx_1, \dots, x_n is a set of equations of the form:

a11x1+⋯+a1nxn=b1a21x1+⋯+a2nxn=b2………………………am1x1+⋯+amnxn=bm\begin{aligned} a_{11} x_1 + \dots + a_{1n} x_n &= b_1 \\ a_{21} x_1 + \dots + a_{2n} x_n &= b_2 \\ \dots\dots\dots\dots\dots\dots\dots\dots & \dots \\ a_{m1} x_1 + \dots + a_{mn} x_n &= b_m \end{aligned}

The system is called linear because each variable xjx_j appears in the first power only.

  • a11,…,amna_{11}, \dots, a_{mn} are given numbers, called the coefficients of the system.
  • b1,…,bmb_1, \dots, b_m on the right are also given numbers

Homogeneous Systems and Non-homogeneous System.

  • If all the bjb_j are zero, then the system is called a homogeneous system.
  • If at least one bjb_j is not zero, then the system is called a non homogeneous system.

Solutions of linear system.

  • A solution of the system is a set of numbers x1,…,xnx_1, \dots, x_n that satisfies all the mm equations.
  • If the system is homogeneous, it always has at least the trivial solution x1=0,…,xn=0x_1 = 0, \dots, x_n = 0.
  • When the system has at least one solution (one solution or infinitely many solutions) it is said to be consistent.
  • When the system has no solution then the system is inconsistent system.

Matrix Form of the Linear system.

Matrix form of the Linear system: From the definition of matrix multiplication we see that the mm equations of the system may be written as a single vector equation.

AX=BAX = B

where the coefficient matrix A=[aij]A = [a_{ij}] is a m×nm \times n matrix.

are column vectors.

we assume that the coefficients aija_{ij} are not all zero, so that AA is not a zero matrix.

Note that xx has nn components, whereas BB has mm components.

The matrix A~=[a11⋯a1nb1⋮⋮⋮am1⋯amnbm]\tilde{A} = \left[\begin{array}{ccc:c} a_{11} & \cdots & a_{1n} & b_1 \\ \vdots & & \vdots & \vdots \\ a_{m1} & \cdots & a_{mn} & b_m \end{array}\right] is called the augmented matrix of the system (1)

Note that the augmented matrix A~\tilde{A} determines the system completely because it contains all the given numbers appearing in the system.

Geometric Interpretation, Existence and uniqueness of solutions.

If m=n=2m = n = 2, we have two equations in two unknowns x1,x2x_1, x_2

a11x1+a12x2=b1,a21x1+a22x2=b2\begin{aligned} a_{11}x_1 + a_{12}x_2 &= b_1, \\ a_{21}x_1 + a_{22}x_2 &= b_2 \end{aligned}

If we interpret x1,x2x_1, x_2 as coordinates in the x1−x2x_1 - x_2 - plane, then each of the two equations represents a straight line, and (x1,x2)(x_1, x_2) is a solution if and only if the point PP with coordinates x1,x2x_1, x_2 lies on both lines. Hence there are three possible cases.

(a) Precisely one solution if the lines intersect (b) Infinitely many solutions if the lines coincide. (c) No solution if the lines are parallel.

x1+x2=12x1−x2=0\begin{aligned} x_1 + x_2 &= 1 \\ 2x_1 - x_2 &= 0 \end{aligned}

Case (a)

xyP11/32/3
x1+x2=12x1+2x2=2\begin{aligned} x_1 + x_2 &= 1 \\ 2x_1 + 2x_2 &= 2 \end{aligned}

Case (b)

xy1
x1+x2=1x1+x2=0\begin{aligned} x_1 + x_2 &= 1 \\ x_1 + x_2 &= 0 \end{aligned}

Case (c)

xy

Gauss Elimination and Back substitution

In the Gauss elimination method, the solution to the linear system of equations is obtained by.

Step 1 : First write the given system of equations into the matrix form.

AX=BAX = B

Step 2 : By elementary row operations, the augmented matrix [AB][AB] is brought to the upper triangular form.

Step 3 : The upper triangular system is solved using back substitution procedure by which we obtain the solution in the order xn,xn−1,xn−2,ext...,x2,x1x_n, x_{n-1}, x_{n-2}, ext{...}, x_2, x_1.

Example :

The Gauss elimination method can be motivated as follows. Consider a linear system that is in triangular form (in full, upper triangular form) such as

2x1+5x2=213x2=−26\begin{aligned} 2x_1 + 5x_2 &= 2 \\ 13x_2 &= -26 \end{aligned}

For instance, let the given system be,

2x1+5x2=2−4x1+3x2=−30\begin{aligned} 2x_1 + 5x_2 &= 2 \\ -4x_1 + 3x_2 &= -30 \end{aligned} [25−43][x1x2]=[2−30]\begin{bmatrix} 2 & 5 \\ -4 & 3 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 2 \\ -30 \end{bmatrix}

Its augmented matrix is

[252−43−30]\begin{bmatrix} 2 & 5 & 2 \\ -4 & 3 & -30 \end{bmatrix}

We leave the first equation as it is. we eliminate x1x_1 from the second equation, to get a triangular system. For this we add twice the first equation to the second, and we do the same operation on the rows of the augmented matrix.

This gives −4x1+4x1+3x2+10x2=−30+(2×2)-4x_1 + 4x_1 + 3x_2 + 10x_2 = -30 + (2 \times 2),

that is,

2x1+5x2=22x_1 + 5x_2 = 2 13x2=−2613x_2 = -26

∼[252013−26]R2⇒R2+2R1\sim \begin{bmatrix} 2 & 5 & 2 \\ 0 & 13 & -26 \end{bmatrix} \quad R_2 \Rightarrow R_2 + 2R_1 [25013][x1x2]=[2−26]\begin{bmatrix} 2 & 5 \\ 0 & 13 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 2 \\ -26 \end{bmatrix}

∴x1=6 , x2=−2\therefore x_1 = 6 \ , \ x_2 = -2

Example :

Solve the system

2x1+x2+2x3+x4=62x_1 + x_2 + 2x_3 + x_4 = 6 6x1−6x2+6x3+12x4=366x_1 - 6x_2 + 6x_3 + 12x_4 = 36 4x1+3x2+3x3−3x4=−14x_1 + 3x_2 + 3x_3 - 3x_4 = -1 2x1+2x2−x3+x4=102x_1 + 2x_2 - x_3 + x_4 = 10

Step 1 : The given system of equations can be brought to the form.

AX=BAX = B

by writing it as

[21216−6612433−322−11][x1x2x3x4]=[636−110]\begin{bmatrix} 2 & 1 & 2 & 1 \\ 6 & -6 & 6 & 12 \\ 4 & 3 & 3 & -3 \\ 2 & 2 & -1 & 1 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\ x_3 \\ x_4 \end{bmatrix} = \begin{bmatrix} 6 \\ 36 \\ -1 \\ 10 \end{bmatrix}

Step 2 : Now the augmented matrix [AB][AB] is brought to the upper triangular form as below:

2 & 1 & 2 & 1 & 6 \\ 6 & -6 & 6 & 12 & 36 \\ 4 & 3 & 3 & -3 & -1 \\ 2 & 2 & -1 & 1 & 10 \end{array}\right]$$ $$\sim \left[\begin{array}{cccc:c} 2 & 1 & 2 & 1 & 6 \\ 0 & -9 & 0 & 9 & 18 \\ 0 & 1 & -1 & -5 & -13 \\ 0 & 1 & -3 & 0 & 4 \end{array}\right] \begin{array}{l} R_2 \Rightarrow R_2 - 3R_1 \\ R_3 \Rightarrow R_3 - 2R_1 \\ R_4 \Rightarrow R_4 - R_1 \end{array} 2 & 1 & 2 & 1 & 6 \\ 0 & -9 & 0 & 9 & 18 \\ 0 & 0 & -1 & -4 & -11 \\ 0 & 0 & -3 & 1 & 6 \end{array}\right] \begin{array}{l} \text{by} \\ R_3 \Rightarrow R_3 + \frac{1}{9}R_2 \\ R_4 \Rightarrow R_4 + \frac{1}{9}R_2 \end{array}

Hence the corresponding matrix equation is,

2 & 1 & 2 & 1 & 6 \\ 0 & -9 & 0 & 9 & 18 \\ 0 & 0 & -1 & -4 & -11 \\ 0 & 0 & 0 & 13 & 39 \end{array}\right] \quad R_4 \Rightarrow R_4 - 3R_3$$

\begin{bmatrix} 2 & 1 & 2 & 1 \ 0 & -9 & 0 & 9 \ 0 & 0 & -1 & -4 \ 0 & 0 & 0 & 13 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \ x_3 \ x_4 \end{bmatrix}

\begin{bmatrix} 6 \ 18 \ -11 \ 39 \end{bmatrix}

orthecorrespondinglinearsystemofequationsis: or the corresponding linear system of equations is :

\begin{aligned} 2x_1 + x_2 + 2x_3 + x_4 &= 6 & \cdots\cdots (1) \ -9x_2 + 9x_4 &= 18 & \cdots\cdots (2) \ -x_3 - 4x_4 &= -11 & \cdots\cdots (3) \ 13x_4 &= 39 & \cdots\cdots (4). \end{aligned}

Step 3 : [Back substitution]

From (4), we obtain x4=3x_4 = 3.

Substituting this value in (3), we obtain x3=−1x_3 = -1.

Using these values, (2) gives x2=1x_2 = 1.

Putting all these values in (1), we obtain x1=2x_1 = 2.

Hence the solution to the given system of equations is x1=2,x2=1,x3=−1,x4=3x_1 = 2, x_2 = 1, x_3 = -1, x_4 = 3

Example :

Solve the linear system.

x1−x2+x3=0−x1+x2−x3=010x2+25x3=9020x1+10x2=80\begin{aligned} x_1 - x_2 + x_3 &= 0 \\ -x_1 + x_2 - x_3 &= 0 \\ 10x_2 + 25x_3 &= 90 \\ 20x_1 + 10x_2 &= 80 \end{aligned}
1 & -1 & 1 & 0 \\ 0 & 30 & -20 & 80 \\ 0 & 0 & 95 & 190 \\ 0 & 0 & 0 & 0 \end{bmatrix} [1−11030−200095000][x1x2x3]=[0801900]\begin{bmatrix} 1 & -1 & 1 \\ 0 & 30 & -20 \\ 0 & 0 & 95 \\ 0 & 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} 0 \\ 80 \\ 190 \\ 0 \end{bmatrix}

x1−x2+x3=0— (1)x_1 - x_2 + x_3 = 0 \quad \text{--- } (1) 30x2−20x3=80— (2)30x_2 - 20x_3 = 80 \quad \text{--- } (2) 95x3=190— (3)95x_3 = 190 \quad \text{--- } (3)

∴x3=2\therefore x_3 = 2

substitute in (2)(2) ⇒30x2−40=80\Rightarrow 30x_2 - 40 = 80 30x2=12030x_2 = 120 ∴x2=4\therefore x_2 = 4

substitute in (1)(1) ⇒x1−x2+x3=0\Rightarrow x_1 - x_2 + x_3 = 0 x1=x2−x3x_1 = x_2 - x_3 x1=4−2x_1 = 4 - 2 ∴x1=2‾\underline{\therefore x_1 = 2}

Elementary Row Operations.

Elementary Row Operations for Matrices:

Interchange of two rows

Addition of a constant multiple of one row to another row.

Multiplication of a row by a non zero constant 'c'

Elementary operations for Equations.

  • Interchange of two equations
  • Addition of a constant multiple of one equation to another equation
  • Multiplication of an equation by a non zero constant 'cc'.

Row - Equivalent systems :

We now call a linear system S1S_1 row-equivalent to a linear system S2S_2 if S1S_1 can be obtained from S2S_2 by (finitely many!) row operations. This justifies Gauss elimination and establishes the following result.

Theorem.

Row - Equivalent systems
Row-equivalent linear systems have the same set of solutions.
  • Systems having the same solution sets are often called equivalent systems‾\underline{\text{equivalent systems}}.

Gauss Elimination : The Three Possible cases of systems.

1.) Gauss elimination if unique solution exists

2.) Gauss elimination if infinitely many solutions exist.

3.) Gauss elimination if no solution exists.

Gauss Elimination if infinitely Many solutions exist

solve the following linear system of three equations in four unknowns whose augmented matrix is:

[3.02.02.0−5.08.00.61.51.5−5.42.71.2−0.3−0.32.42.1]\left[\begin{array}{cccc:c} 3.0 & 2.0 & 2.0 & -5.0 & 8.0 \\ 0.6 & 1.5 & 1.5 & -5.4 & 2.7 \\ 1.2 & -0.3 & -0.3 & 2.4 & 2.1 \end{array}\right]

Thus,

3.0x1◯+2.0x2+2.0x3−5.0x4=8.00.6x1+1.5x2+1.5x3−5.4x4=2.71.2x1−0.3x2−0.3x3+2.4x4=2.1\begin{aligned} \textcircled{3.0x_1} + 2.0x_2 + 2.0x_3 - 5.0x_4 &= 8.0 \\ \boxed{0.6x_1} + 1.5x_2 + 1.5x_3 - 5.4x_4 &= 2.7 \\ \boxed{1.2x_1} - 0.3x_2 - 0.3x_3 + 2.4x_4 &= 2.1 \end{aligned}

Solution: As in the previous example, we circle pivots and box terms of equations and corresponding entries to be eliminated. We indicate the operations in terms of equations and operate on both equations and matrices.

Step 1. Elimination of x1x_1 from the second and third equations by adding

−0.6/3.0=−0.2 times the first equation to the second equation,-0.6 / 3.0 = -0.2 \text{ times the first equation to the second equation,}

−1.2/3.0=−0.4 times the first equation to the third equation.-1.2 / 3.0 = -0.4 \text{ times the first equation to the third equation.}

This gives the following, in which the pivot of the next step is circled.

∼[3.02.02.0−5.08.001.1◯1.1−4.41.10−1.1−1.14.4−1.1]R2⇒R2−0.2R1R3⇒R3−0.4R1\sim \left[\begin{array}{cccc:c} 3.0 & 2.0 & 2.0 & -5.0 & 8.0 \\ 0 & \textcircled{1.1} & 1.1 & -4.4 & 1.1 \\ 0 & -1.1 & -1.1 & 4.4 & -1.1 \end{array}\right] \begin{array}{l} \\ R_2 \Rightarrow R_2 - 0.2R_1 \\ R_3 \Rightarrow R_3 - 0.4R_1 \end{array}

3.0x1+2.0x2+2.0x3−5.0x4=8.03.0 x_1 + 2.0 x_2 + 2.0 x_3 - 5.0 x_4 = 8.0 (1.1x2)+1.1x3−4.4x4=1.1(1.1 x_2) + 1.1 x_3 - 4.4 x_4 = 1.1 [−1.1x2]−1.1x3+4.4x4=−1.1[-1.1 x_2] - 1.1 x_3 + 4.4 x_4 = -1.1

Step 2. Elimination of x2x_2 from the third equation by adding 1.1/1.1=11.1 / 1.1 = 1 times the second equation to the third equation.

This gives,

3.0 & 2.0 & 2.0 & -5.0 & \vdots & 8.0 \\ 0 & 1.1 & 1.1 & -4.4 & \vdots & 1.1 \\ 0 & 0 & 0 & 0 & \vdots & 0 \end{bmatrix} \quad R_3 \Rightarrow R_3 + R_2$$ $$3.0 x_1 + 2.0 x_2 + 2.0 x_3 - 5.0 x_4 = 8.0$$ $$1.1 x_2 + 1.1 x_3 - 4.4 x_4 = 1.1$$ $$0 = 0$$ Back substitution : from the $2^{\text{nd}}$ equation, $$x_2 + x_3 - x_4 = 1$$ $$x_2 = 1 - x_3 + 4x_4$$ Substitute the value of $x_2$ in the $1^{\text{st}}$ equation $$\Rightarrow 3x_1 + 2(1 - x_3 + x_4) + 2x_3 - 5x_4 = 8$$ $$3x_1 + 2 - 2x_3 + 8x_4 + 2x_3 - 5x_4 = 8$$ $$3x_1 + 2 + 3x_4 = 8$$ $$3(x_1 + x_4) + 2 = 8$$ $$3(x_1 + x_4) = 6$$ $$x_1 + x_4 = 2$$ $$\underline{\underline{x_1 = 2 - x_4}}$$

since x3x_3 and x4x_4 remain arbitrary, we have infinitely many solutions. If we choose a value of x3x_3 and a value of x4x_4, then the corresponding values of x1x_1 and x2x_2 are uniquely determined.

Gauss Elimination if no solution Exists.

Consider

3 & 2 & 1 & 3 \\ 2 & 1 & 1 & 0 \\ 6 & 2 & 4 & 6 \end{array}\right] \qquad \begin{aligned} \boxed{3x_1} + 2x_2 + x_3 &= 3 \\ \boxed{2x_1} + x_2 + x_3 &= 0 \\ \boxed{6x_1} + 2x_2 + 4x_3 &= 6 \end{aligned}

Step 1. Elimination of x1x_1 from the second and third equations by adding.

−23-\frac{2}{3} times the first equation to the second equation,

−63=−2-\frac{6}{3} = -2 times the first equation to the third equation.

This gives

3 & 2 & 1 & 3 \\ 0 & -\frac{1}{3} & \frac{1}{3} & -2 \\ 0 & -2 & 2 & 0 \end{array}\right] \begin{aligned} &R_2 \Rightarrow R_2 - \frac{2}{3} R_1 \\ &R_3 \Rightarrow R_3 - 2 R_1 \end{aligned} \qquad \begin{aligned} 3x_1 + 2x_2 + x_3 &= 3 \\ -\frac{1}{3}x_2 + \frac{1}{3}x_3 &= -2 \\ -2x_2 + 2x_3 &= 0 \end{aligned}

Step 2. Elimination of x2x_2 from the third equation gives

3 & 2 & 1 & 3 \\ 0 & -\frac{1}{3} & \frac{1}{3} & -2 \\ 0 & 0 & 0 & 12 \end{array}\right] \quad R_3 \Rightarrow R_3 - 6 R_2 \qquad \begin{aligned} 3x_1 + 2x_2 + x_3 &= 3 \\ -\frac{1}{3}x_2 + \frac{1}{3}x_3 &= -2 \\ 0 &= 12 \end{aligned}

The false statement 0=120 = 12 shows that the system has no solution.

Row Echelon form.

At the end of the Gauss elimination the form of the coefficient matrix, the augmented matrix, and the system itself are called the row echelon form. In it, rows of zeros, if present, are the last rows, and, in each non zero row, the leftmost non zero entry is farther to the right than in the previous row.

The original system of 'mm' equations in 'nn' unknowns has augmented matrix [A∣B][A|B]. This is to be row reduced to matrix [R∣F][R|F]. The two systems AX=BAX = B and RX=FRX = F are equivalent:

if either one has a solution, so does the other, and the solutions are identical.

At the end of the Gauss elimination (before the back substitution), the row echelon form of the augmented matrix will be,

Row echelon form of an augmented matrix showing zero regions

Here, r≤mr \le m, r11≠0r_{11} \ne 0, and all entries in the blue triangle and blue rectangle are zero.

The Rank.

The rank of a matrix in Row-Echelon form is equal to the number of non-zero rows.

The rank of a matrix is also given by the number of linearly independent rows.

If A is zero matrix, then r(A)=0\text{If } A \text{ is zero matrix, then } r(A) = 0 If A is not a zero matrix, r(A)≥1\text{If } A \text{ is not a zero matrix, } r(A) \ge 1

Note:

(a) No solution: If rr is less than mm (meaning that RR actually has at least one row of all 00s) and at least one of the numbers fr+1,fr+2,…,fmf_{r+1}, f_{r+2}, \dots, f_m is not zero, then the system RX=FRX = F is inconsistent: No solution is possible. Therefore the system AX=BAX = B is inconsistent as well.

(b) Unique solution. If the system is consistent and r=nr = n there is exactly one solution, which can be found by back substitution.

(c) Infinitely many solutions. To obtain any of these solutions, choose values of xr+1,…,xnx_{r+1}, \dots, x_n arbitrarily. Then solve the rthr^{\text{th}} equation for xrx_r (in terms of those arbitrary values), then the (r−1)st(r-1)^{\text{st}} equation for xr−1x_{r-1} and so on up the line.


Linear Independence and Dependence of vectors.

Given any set of mm vectors a(1),…,a(m)a_{(1)}, \dots, a_{(m)} (with the same number of components), a linear combination of these vectors is an expression of the form.

c1a(1)+c2a(2)+⋯+cma(m)\boxed{c_1 a_{(1)} + c_2 a_{(2)} + \dots + c_m a_{(m)}}

where c1,c2,…,cmc_1, c_2, \dots, c_m are any scalars. Now consider the equation.

c1a(1)+c2a(2)+⋯+cma(m)=0c_1 a_{(1)} + c_2 a_{(2)} + \dots + c_m a_{(m)} = 0

clearly, this vector equation holds if we choose all cjc_j's zero, because then it becomes 0=00 = 0. If this is the only mm-tuple of scalars for which it holds, then our vectors a(1),…,a(m)a_{(1)}, \dots, a_{(m)} are said to form a linearly independent set or, more briefly, we call them linearly independent. Otherwise, if it also holds with scalars not all zero, we call these vectors linearly dependent.

This means that we can express at least one of the vectors as a linear combination of the other vectors. For instance, if (1) holds with, say, c1≠0c_1 \neq 0, we can solve it for a(1)a_{(1)}:

a(1)=k2a(2)+⋯+kma(m)where kj=−cj/c1a_{(1)} = k_2 a_{(2)} + \dots + k_m a_{(m)} \quad \text{where } k_j = -c_j / c_1

(some kjk_j's may be zero. Or even all of them, namely, if a(1)=0a_{(1)} = 0.)

Remark: Any set of mm vectors a(1),…,a(m)a_{(1)}, \dots, a_{(m)} is linearly independent if c1a(1)+c2a(2)+⋯+cma(m)=0c_1 a_{(1)} + c_2 a_{(2)} + \dots + c_m a_{(m)} = 0 implies c1=c2=⋯=cm=0c_1 = c_2 = \dots = c_m = 0.


Example: Examine the linear independence of the three vectors.

a(1)=[123]a(2)=[234]a(3)=[357]\begin{aligned} a_{(1)} &= [1 \quad 2 \quad 3] \\ a_{(2)} &= [2 \quad 3 \quad 4] \\ a_{(3)} &= [3 \quad 5 \quad 7] \end{aligned}

Solution:

The given three vectors are linearly dependent because a(1)+a(2)−a(3)=[000]=0a_{(1)} + a_{(2)} - a_{(3)} = [0 \quad 0 \quad 0] = 0

The first two of the three vectors are linearly independent : because c1a(1)+c1a(2)=[000]=0c_1 a_{(1)} + c_1 a_{(2)} = [0 \quad 0 \quad 0] = 0

implies [c1+2c22c1+3c23c1+4c2]=[0,00][c_1 + 2c_2 \quad 2c_1 + 3c_2 \quad 3c_1 + 4c_2] = [0, 0 \quad 0]

implies c1+2c2=0,2c1+3c2=0,and3c1+4c2=0c_1 + 2c_2 = 0, \quad 2c_1 + 3c_2 = 0, \quad \text{and} \quad 3c_1 + 4c_2 = 0

The first one of these equations gives c1=−2c2c_1 = -2c_2 which substituting on the second equation yields c2=0c_2 = 0 which implies c1=−2c2=−2×0=0c_1 = -2c_2 = -2 \times 0 = 0.

Hence c1=0c_1 = 0 and c2=0c_2 = 0.

Example: find whether the vectors [12−13],[2−132],[−18−93][1 \quad 2 \quad -1 \quad 3], [2 \quad -1 \quad 3 \quad 2], [-1 \quad 8 \quad -9 \quad 3] are linearly independent.

solution c1[12−13]+c2[2−132]+c3[−18−93]=[0000]c_1 [1 \quad 2 \quad -1 \quad 3] + c_2 [2 \quad -1 \quad 3 \quad 2] + c_3 [-1 \quad 8 \quad -9 \quad 3] = [0 \quad 0 \quad 0 \quad 0]

implies

c1+2c2−c3=02c1−c2+8c3=0−c1+3c2−9c3=03c1+2c2+3c3=0\begin{aligned} c_1 + 2c_2 - c_3 &= 0 \\ 2c_1 - c_2 + 8c_3 &= 0 \\ -c_1 + 3c_2 - 9c_3 &= 0 \\ 3c_1 + 2c_2 + 3c_3 &= 0 \end{aligned} [12−12−18−13−9323]∼[12−10−51005−100−46]by R2→R2−2R1R3→R3+R1R4→R4−3R1\begin{bmatrix} 1 & 2 & -1 \\ 2 & -1 & 8 \\ -1 & 3 & -9 \\ 3 & 2 & 3 \end{bmatrix} \sim \begin{bmatrix} 1 & 2 & -1 \\ 0 & -5 & 10 \\ 0 & 5 & -10 \\ 0 & -4 & 6 \end{bmatrix} \quad \begin{matrix} \text{by } R_2 \to R_2 - 2R_1 \\ R_3 \to R_3 + R_1 \\ R_4 \to R_4 - 3R_1 \end{matrix}
∼[12−10−5100000−46]by R3→R3+R2\sim \begin{bmatrix} 1 & 2 & -1 \\ 0 & -5 & 10 \\ 0 & 0 & 0 \\ 0 & -4 & 6 \end{bmatrix} \quad \text{by } R_3 \to R_3 + R_2 ∼[12−10−5100−46000]by R3↔R4\sim \begin{bmatrix} 1 & 2 & -1 \\ 0 & -5 & 10 \\ 0 & -4 & 6 \\ 0 & 0 & 0 \end{bmatrix} \quad \text{by } R_3 \leftrightarrow R_4 ∼[12−10−51000−2000]by R3→R3−45R2\sim \begin{bmatrix} 1 & 2 & -1 \\ 0 & -5 & 10 \\ 0 & 0 & -2 \\ 0 & 0 & 0 \end{bmatrix} \quad \text{by } R_3 \to R_3 - \frac{4}{5}R_2

Hence we have the system of equations:

c1+2c2−c3=0c_1 + 2c_2 - c_3 = 0 −5c2+10c3=0-5c_2 + 10c_3 = 0 −2c3=0-2c_3 = 0

gives by back substitution

c3=0,c2=0,c1=0c_3 = 0, \quad c_2 = 0, \quad c_1 = 0

Hence the given set of vectors is linearly independent.

Rank of a matrix

The rank of a matrix AA is the maximum number of linearly independent row vectors of AA. It is denoted by rank A\text{rank } A.

The matrix

A=[3022−642245421−210−15] has rank 2A = \begin{bmatrix} 3 & 0 & 2 & 2 \\ -6 & 42 & 24 & 54 \\ 21 & -21 & 0 & -15 \end{bmatrix} \text{ has rank } 2

first two row vectors are linearly independent,

whereas all three row vectors are linearly dependent.

We call a matrix A1A_1 row-equivalent to a matrix A2A_2 if A1A_1 can be obtained from A2A_2 by (finitely many!) elementary row operations.

Now the maximum number of linearly independent row vectors of a matrix does not change if we change the order of rows or multiply a row by a nonzero cc or take a linear combination by adding a multiple of a row to another row. This shows that rank is invariant under elementary row operations:

THEOREM 1

Row-Equivalent Matrices.
Row-equivalent matrices have the same rank.

Once the matrix is in row-echelon form, we count the number of nonzero rows, which is precisely the rank of the matrix.

Determination of Rank.

A=[3022−642245421−210−15]A = \begin{bmatrix} 3 & 0 & 2 & 2 \\ -6 & 42 & 24 & 54 \\ 21 & -21 & 0 & -15 \end{bmatrix} ∼[302204228580−21−14−29]R2⇒R2+2R1R3⇒R3−7R1\sim \begin{bmatrix} 3 & 0 & 2 & 2 \\ 0 & 42 & 28 & 58 \\ 0 & -21 & -14 & -29 \end{bmatrix} \quad \begin{aligned} R_2 &\Rightarrow R_2 + 2R_1 \\ R_3 &\Rightarrow R_3 - 7R_1 \end{aligned} [302204228580000]R3⇒R3+12R2\begin{bmatrix} 3 & 0 & 2 & 2 \\ 0 & 42 & 28 & 58 \\ 0 & 0 & 0 & 0 \end{bmatrix} \quad R_3 \Rightarrow R_3 + \frac{1}{2} R_2

The last matrix is in row-echelon form and has two non zero rows. Hence rank⁡A=2\operatorname{rank} A = 2, as before.

THEOREM 2

Linear Independence and Dependence of vectors.

Consider pp vectors that each have nn components. Then these vectors are linearly independent if the matrix formed, with these vectors as row vectors, has rank pp. However, these vectors are linearly dependent if that matrix has rank less than pp.

THEOREM 3

Rank in Terms of Column vectors

The rank rr of a matrix AA equals the maximum number of linearly independent column vectors of AA.

Hence AA and its transpose ATA^T have the same rank.

VECTOR SPACE

A vector space is a (non empty) set VV of vectors with the same number of components such that with any two vectors aa and bb in VV all their linear combinations αa+βb\alpha a + \beta b (α,β\alpha, \beta any real numbers) are elements of VV, and these vectors satisfy the following laws:

  • A1 : a+b=b+aa + b = b + a
  • A2 : (a+b)+c=a+(b+c)(a + b) + c = a + (b + c) (written a+b+ca + b + c)
  • A3 : a+0=aa + 0 = a
  • A4 : a+(−a)=0a + (-a) = 0.

M1:α(a+b)=αa+αbM1 : \alpha (a+b) = \alpha a + \alpha b
M2:(α+β)a=αa+βaM2 : (\alpha + \beta) a = \alpha a + \beta a
M3:α(βa)=(αβ)aM3 : \alpha (\beta a) = (\alpha \beta) a (written αβa\alpha \beta a)
M4:1a=aM4 : 1a = a

The maximum number of linearly independent vectors in VV is called the dimension of VV and is denoted by dim⁡V\dim V.

A linearly independent set in VV consisting of a maximum possible number of vectors in VV is called a basis for VV. In other words, any largest possible set of independent vectors in VV forms basis for VV. That means, if we add one or more vector to that set, the set will be linearly independent.

THEOREM 6

Row space and Column space
The row space and the column space of a matrix AA have the same dimension, equal to rank A\text{rank } A.

Example: Find the rank and a basis for the row space and for the column space of the matrix.

∼[1−20000]R3→R3+3R1\sim \begin{bmatrix} 1 & -2 \\ 0 & 0 \\ 0 & 0 \end{bmatrix} \quad R_3 \to R_3 + 3R_1

The last matrix is in row echelon form and since it has only one non zero row, rank of that matrix and hence that of the given matrix is 1.

Also, a basis for the row space of AA is [1−2]\begin{bmatrix} 1 & -2 \end{bmatrix}

To find a basis for the column space, we find the row echelon form of ATA^T.

∼[10−3000] by R2→R2+2R1\sim \begin{bmatrix} 1 & 0 & -3 \\ 0 & 0 & 0 \end{bmatrix} \text{ by } R_2 \to R_2 + 2R_1

Hence a basis for the row space of ATA^T is [10−3]\begin{bmatrix} 1 & 0 & -3 \end{bmatrix}

Hence a basis for the column space of AA is [10−3]\begin{bmatrix} 1 \\ 0 \\ -3 \end{bmatrix}

Solutions of Linear Systems: Existence, Uniqueness.

A linear system in nn unknowns has a unique solution if the coefficient matrix and the augmented matrix have the same rank nn, and infinitely many solutions if that common rank is less than nn. The system has no solution if those two matrices have different rank.

Fundamental theorem for Linear Systems.

(a) Existence. A linear system of mm equations

x1,…,xnx_1, \dots, x_n :

a11x1+a12x2+⋯+a1nxn=b1a21x1+a22x2+⋯+a2nxn=b2  ⋮am1x1+am2x2+⋯+amnxn=bm\begin{aligned} a_{11}x_1 + a_{12}x_2 + \dots + a_{1n}x_n &= b_1 \\ a_{21}x_1 + a_{22}x_2 + \dots + a_{2n}x_n &= b_2 \\ &\;\vdots \\ a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n &= b_m \end{aligned}

is consistent, that is, has solutions, if and only if the coefficient matrix AA and the augmented matrix A~\tilde{A} have the same rank. Here,

and A~=[a11⋯a1nb1⋮⋯⋮⋮am1⋯amnbm]\tilde{A} = \left[\begin{array}{ccc:c} a_{11} & \cdots & a_{1n} & b_1 \\ \vdots & \cdots & \vdots & \vdots \\ a_{m1} & \cdots & a_{mn} & b_m \end{array}\right]

(b) Uniqueness. The system has precisely one solution if and only if this common rank rr of AA and A~\tilde{A} equals nn.

(c) Infinitely many solutions. If this common rank rr is less than nn, the system has infinitely many solutions. All of these solutions are obtained by determining rr suitable unknowns (whose submatrix of coefficients must have rank rr.) in terms of the remaining n−rn-r unknowns, to which arbitrary values can be assigned.

d.) Gauss elimination : If solution exist, they can all be obtained by the Gauss elimination. This method will automatically reveal whether or not solutions exist.

Homogeneous Linear system.

A homogeneous linear system.

a11x1+a12x2+⋯+a1nxn=0a21x1+a22x2+⋯+a2nxn=0⋮am1x1+am2x2+⋯+amnxn=0\begin{matrix} a_{11}x_1 + a_{12}x_2 + \dots + a_{1n}x_n = 0 \\ a_{21}x_1 + a_{22}x_2 + \dots + a_{2n}x_n = 0 \\ \vdots \\ a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n = 0 \end{matrix}

always has the trivial solution x1=0,…,xn=0x_1 = 0, \dots, x_n = 0. Non trivial solutions exist if and only if rank A<n\text{rank } A < n. If rank A=r<n\text{rank } A = r < n, these solutions, together with x=0x=0, form a vector space of dimension n−rn-r, called the solution space.

In particular, if x(1)x_{(1)} and x(2)x_{(2)} are solution vectors, then x=c1x(1)+c2x(2)x = c_1 x_{(1)} + c_2 x_{(2)} with any scalars c1c_1 and c2c_2 is a solution vector. (This does not hold for nonhomogeneous systems. Also, the term solution space is used for homogeneous systems only.)

  • Test for consistency and solve the system of equations.

    x+2y−z=3,3x−y+2z=1x + 2y - z = 3 \quad , \quad 3x - y + 2z = 1 2x−2y+3z=2,x−y+z=−12x - 2y + 3z = 2 \quad , \quad x - y + z = -1

    AX=BAX = B

[AB] = \left[\begin{array}{ccc:c} 1 & 2 & -1 & 3 \ 3 & -1 & 2 & 1 \ 2 & -2 & 3 & 2 \ 1 & -1 & 1 & -1 \end{array}\right]

$$\sim \begin{bmatrix} 1 & 2 & -1 & 3 \\ 0 & -7 & 5 & -8 \\ 0 & -6 & 5 & -4 \\ 0 & -3 & 2 & -4 \end{bmatrix} \begin{array}{l} R_2 \Rightarrow R_2 - 3R_1 \\ R_3 \Rightarrow R_3 - 2R_1 \\ R_4 \Rightarrow R_4 - R_1 \end{array} ∼[12−130−75−8005200000]R4⇒5R4+R3\sim \begin{bmatrix} 1 & 2 & -1 & 3 \\ 0 & -7 & 5 & -8 \\ 0 & 0 & 5 & 20 \\ 0 & 0 & 0 & 0 \end{bmatrix} \quad R_4 \Rightarrow 5R_4 + R_3
∴x+2y−z=3∴x=−1−7y+5z=−8y=457z=207z=4∴z=4\begin{aligned} \therefore \quad x + 2y - z &= 3 & \therefore \quad x &= -1 \\ -7y + 5z &= -8 & y &= 4 \\ \frac{5}{7}z &= \frac{20}{7} & z &= 4 \\ \therefore z &= 4 \end{aligned}

Matrix Eigenvalue Problems.

A matrix eigen value problem considers the vector equation.

Ax=λx\boxed{Ax = \lambda x}

Here AA is a given square matrix, λ\lambda an unknown scalar, and xx an unknown vector. In a matrix eigen value problem, the task is to determine λ\lambda's and xx's that satisfy. Since x=0x = 0 is always a solution for any λ\lambda and thus not interesting, we only admit solutions with x≠0x \neq 0.

The solutions are given the following names: The λ\lambda's that satisfy are called eigenvalues of AA and the corresponding non zero xx's that also satisfy are called eigenvectors of AA.

Consider multiplying non zero vectors by a given square matrix, such as,

[6347][51]=[3327],[6347][34]=[3040]\begin{bmatrix} 6 & 3 \\ 4 & 7 \end{bmatrix} \begin{bmatrix} 5 \\ 1 \end{bmatrix} = \begin{bmatrix} 33 \\ 27 \end{bmatrix}, \quad \begin{bmatrix} 6 & 3 \\ 4 & 7 \end{bmatrix} \begin{bmatrix} 3 \\ 4 \end{bmatrix} = \begin{bmatrix} 30 \\ 40 \end{bmatrix}

we introduce more terminology. A value of λ\lambda, for which it has a solution x≠0x \neq 0, is called an eigen value or characteristic value of the matrix AA. Another term for λ\lambda is a latent root. ("Eigen" is German and means "proper" or "characteristic".)

The corresponding solutions x≠0x \neq 0 are called the eigen vectors or characteristic vectors of AA corresponding to that eigen value λ\lambda. The set of all the eigenvalues of AA is called the spectrum of AA.

we shall see that the spectrum consists of atleast one eigenvalue and at most of nn numerically different eigenvalues. The largest of the absolute values of the eigen values of AA is called the spectral radius of AA.

How to find Eigen values and Eigenvectors ?

  • We illustrate all the steps in terms of the matrix A=[−522−2]A = \begin{bmatrix} -5 & 2 \\ 2 & -2 \end{bmatrix}

Ax=λxAx = \lambda x

−5x1+2x2=λx1-5x_1 + 2x_2 = \lambda x_1 2x1−2x2=λx22x_1 - 2x_2 = \lambda x_2

−5x1+2x2−λx1=0-5x_1 + 2x_2 - \lambda x_1 = 0 (−5−λ)x1+2x2=0(-5 - \lambda)x_1 + 2x_2 = 0 (−2−λ)x2+2x1=0(-2 - \lambda)x_2 + 2x_1 = 0

\begin{bmatrix} -5 - \lambda & 2 \\ 2 & -2 - \lambda \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = 0 \qquad [A - \lambda I]x = 0$$ $$|A - \lambda I| = 0$$ $$(-5 - \lambda)(-2 - \lambda) - 4 = 0$$ $$10 + 5\lambda + 2\lambda + \lambda^2 - 4 = 0$$

λ2+7λ+6=0\lambda^2 + 7\lambda + 6 = 0 (λ+1)(λ+6)=0(\lambda + 1)(\lambda + 6) = 0 ∴λ=−1,−6\therefore \lambda = -1, -6


when λ=−1\lambda = -1

\begin{bmatrix} -5-\lambda & 2 \\ 2 & -2-\lambda \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = 0$$

\begin{bmatrix} -4 & 2 \ 2 & -1 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = 0$$

−4x1+2x2=0-4x_1 + 2x_2 = 0 2x1−x2=02x_1 - x_2 = 0

⇒−2x1+x2=0\Rightarrow -2x_1 + x_2 = 0

Put, x1=ax_1 = a x2=2ax_2 = 2a

a=1a = 1


when λ=−6\lambda = -6

\begin{bmatrix} -5-\lambda & 2 \\ 2 & -2-\lambda \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = 0$$

\begin{bmatrix} 1 & 2 \ 2 & 4 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = 0$$

x1+2x2=0x_1 + 2x_2 = 0 2x1+4x2=02x_1 + 4x_2 = 0

⇒3x1+6x2=0\Rightarrow 3x_1 + 6x_2 = 0 x1+2x2=0x_1 + 2x_2 = 0

Put x1=ax_1 = a x2=−a2x_2 = -\frac{a}{2}

a=2a = 2


This example illustrates the general case as follows. Equation written in components is

a11x1+⋯+a1nxn=λx1,a_{11}x_1 + \dots + a_{1n}x_n = \lambda x_1, a21x1+⋯+a2nxn=λx2a_{21}x_1 + \dots + a_{2n}x_n = \lambda x_2

−−−−−−−−−−−−−−−−−−−−−- - - - - - - - - - - - - - - - - - - - -

an1x1+⋯+annxn=λxna_{n1}x_1 + \dots + a_{nn}x_n = \lambda x_n

Transferring the terms on the right side to the left side, we have,

(a11−λ)x1+a12x2+⋯+a1nxn=0a21x1+(a22−λ)x2+⋯+a2nxn=0………………………………an1x1+an2x2+⋯+(ann−λ)xn=0\begin{aligned} (a_{11} - \lambda) x_1 + a_{12} x_2 + \dots + a_{1n} x_n &= 0 \\ a_{21} x_1 + (a_{22} - \lambda) x_2 + \dots + a_{2n} x_n &= 0 \\ \dots\dots\dots\dots\dots\dots\dots\dots\dots\dots\dots\dots& \\ a_{n1} x_1 + a_{n2} x_2 + \dots + (a_{nn} - \lambda) x_n &= 0 \end{aligned}

In matrix notation, (A−λI)x=0\boxed{(A - \lambda I) x = 0}

By Cramer's theorem, this homogeneous linear system of equations has a non trivial solution if and only if the corresponding determinant of the coefficients is zero:

a_{11} - \lambda & a_{12} & \dots & a_{1n} \\ a_{21} & a_{22} - \lambda & \dots & a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{n1} & a_{n2} & \dots & a_{nn} - \lambda \end{vmatrix} = 0$$ $A - \lambda I$ is called the characteristic matrix and $D(\lambda)$ the characteristic determinant of $A$. $|A - \lambda I| = 0$ is called the characteristic equation of $A$. By developing $D(\lambda)$ we obtain a polynomial of $n^{\text{th}}$ degree in $\lambda$. This is called the characteristic polynomial of $A$. **Q:-** Find the eigen values and eigen vectors of $\begin{bmatrix} 10 & 3 \\ 4 & 6 \end{bmatrix}$ characteristic equation of $A$ is $|A - \lambda I| = 0$ $$A = \begin{bmatrix} 10 & 3 \\ 4 & 6 \end{bmatrix} ∣A−λI∣=∣10−λ346−λ∣=0|A - \lambda I| = \begin{vmatrix} 10 - \lambda & 3 \\ 4 & 6 - \lambda \end{vmatrix} = 0

λ2−(tr⁡A)λ+∣A∣=0\boxed{\lambda^2 - (\operatorname{tr} A)\lambda + |A| = 0} characteristic equation.

λ2−16λ+48=0\lambda^2 - 16\lambda + 48 = 0 ⇒λ=4,12\Rightarrow \lambda = 4, 12

For λ=4\lambda = 4

[A−4I]x=0[A - 4I]x = 0

[6342][x1x2]=[00]\begin{bmatrix} 6 & 3 \\ 4 & 2 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix}

6x1+3x2=06x_1 + 3x_2 = 0 4x1+2x2=04x_1 + 2x_2 = 0

on solving, 2x1+x2=02x_1 + x_2 = 0 Let, x1=k, x2=−2k\text{Let, } x_1 = k, \ x_2 = -2k

for λ=12\lambda = 12

[A−12I]x=0[A - 12I]x = 0

\begin{bmatrix} 10-12 & 3 \\ 4 & 6-12 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = 0$$

\begin{bmatrix} -2 & 3 \ 4 & -6 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = 0 -2x_1 + 3x_2 = 0 4x_1 - 6x_2 = 0$$

on solving 2x1−3x2=02x_1 - 3x_2 = 0 put x1=k, x2=23k\text{put } x_1 = k, \ x_2 = \frac{2}{3}k

for k=1k = 1, [x1x2]=[123]\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 1 \\ \frac{2}{3} \end{bmatrix}

k=3k = 3, [x1x2]=[32]\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 3 \\ 2 \end{bmatrix}


Q:- Find eigen values and eigen vectors of the matrix A=[8−422]A = \begin{bmatrix} 8 & -4 \\ 2 & 2 \end{bmatrix}

λ2−(trA)λ+∣A∣=0\lambda^2 - (\text{tr} A)\lambda + |A| = 0

∣A−λI∣=0|A - \lambda I| = 0

\begin{vmatrix} 8 - \lambda & -4 \\ 2 & 2 - \lambda \end{vmatrix} = 0$$ $$\lambda^2 - 10\lambda + 24 = 0$$ $$\lambda = 4, 6$$ **$\underline{\lambda = 4}$** $$[A - 4I]x = 0$$

\begin{bmatrix} 8 - 4 & -4 \ 2 & 2 - 4 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

\begin{bmatrix} 4 & -4 \ 2 & -2 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

$$4x - 4y = 0$$ $$\Rightarrow x - y = 0$$ $$2x - 2y = 0$$ $$\Rightarrow x - y = 0$$ Let $x = k$, $y = k$

\begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} k \ k \end{bmatrix} = k \begin{bmatrix} 1 \ 1 \end{bmatrix}

therefore $k = 1$, $\begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} 1 \\ 1 \end{bmatrix}$ $k = 2$, $\begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} 2 \\ 2 \end{bmatrix}

λ=6‾\underline{\lambda = 6}

[A−6I]X=0[A - 6I]X = 0

[8−6−422−6][xy]=[00]\begin{bmatrix} 8-6 & -4 \\ 2 & 2-6 \end{bmatrix} \begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix} [2−42−4][xy]=[00]\begin{bmatrix} 2 & -4 \\ 2 & -4 \end{bmatrix} \begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix}

2x−4y=02x - 4y = 0 ⇒x−2y=0\Rightarrow x - 2y = 0

Let, x=kx = k, y=k2y = \frac{k}{2}

When,


Q:- Find eigen values and the corresponding eigen vectors of the matrix.

∣A−λI∣=0|A - \lambda I| = 0

\begin{vmatrix} 1-\lambda & 0 & -1 \\ 1 & 2-\lambda & 1 \\ 2 & 2 & 3-\lambda \end{vmatrix} = 0$$ $$\lambda^3 - 6\lambda^2 + 11\lambda - 6 = 0$$ $$\lambda = 1, 2, 3.$$

\boxed{\begin{gathered} \lambda^3 - (\text{tr } A) \lambda^2 + [M_{11} + M_{22} + M_{33}] \lambda - |A| = 0 \ \text{characteristic equation.} \end{gathered}}

$$ax^3 + bx^2 + cx + d = 0$$ $$\alpha, \beta, \gamma$$ $$\alpha \beta \gamma = -\frac{d}{a}$$ $$\alpha + \beta + \gamma = -\frac{b}{a}.$$

λ=1\lambda = 1

[1−10−112−11223−1][xyz]=[000][xyz]=[t−t0]=t[1−10]\begin{bmatrix} 1 - 1 & 0 & -1 \\ 1 & 2 - 1 & 1 \\ 2 & 2 & 3 - 1 \end{bmatrix} \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix} \qquad \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} t \\ -t \\ 0 \end{bmatrix} = t \begin{bmatrix} 1 \\ -1 \\ 0 \end{bmatrix} [00−1111222][xyz]=[000]t=1→[1−10]\begin{bmatrix} 0 & 0 & -1 \\ 1 & 1 & 1 \\ 2 & 2 & 2 \end{bmatrix} \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix} \qquad t = 1 \rightarrow \begin{bmatrix} 1 \\ -1 \\ 0 \end{bmatrix} −z=0 ,z=0x+y+z=0 ,x=t  ⟹  x+y=0y=−tx=−yt=−2→[−220]\begin{aligned} -z &= 0 \ , & z &= 0 \\ x + y + z &= 0 \ , & x &= t \\ \implies x + y &= 0 & y &= -t \\ x &= -y \end{aligned} \qquad t = -2 \rightarrow \begin{bmatrix} -2 \\ 2 \\ 0 \end{bmatrix}

THEOREM 1

Eigenvalues
The eigenvalues of a square matrix AA are the roots of the characteristic equation of AA.
Hence a n×nn \times n matrix has at least one eigenvalue and at most nn numerically different eigenvalues.

THEOREM 2

Eigenvectors, Eigenspace.
If ww and xx are eigenvectors of a matrix AA corresponding to the same eigenvalue λ\lambda, so are w+xw + x (provided x≠−wx \neq -w) and kxkx for any k≠0k \neq 0.
Hence the eigenvectors corresponding to one and the same eigenvalue λ\lambda of AA, together with 00, form a vector space called the eigenspace of AA corresponding to that λ\lambda.

Remark

Note that eigenvalues are roots of characteristic equation of a square matrix. Generally the roots need not be distinct. That is, the order of an eigenvalue as a root of the characteristic equation can be 11 or more. Also, corresponding to an eigenvalue there can be one or more number of linearly independent eigenvectors.

Algebraic Multiplicity and Geometric Multiplicity

The algebraic multiplicity, MλM_\lambda of an eigenvalue λ\lambda of matrix AA is the order of λ\lambda as a root of the characteristic equation.

The geometric multiplicity, mλm_\lambda of an eigenvalue λ\lambda is the number of independent eigenvectors corresponding to that eigenvalue. So geometric multiplicity is the dimension of the eigenspace corresponding to the eigen value λ\lambda

By the definition of eigenvalues and eigenvectors, an eigenvalue's geometric multiplicity must be at least one, that is, each eigenvalue has at least one associated eigenvector. Furthermore, an eigenvalue's geometric multiplicity cannot exceed its algebraic multiplicity.

Additionally, recall that an eigenvalue's algebraic multiplicity cannot exceed nn.

1≤mλ≤Mλ≤n1 \le m_\lambda \le M_\lambda \le n

The difference Δλ=Mλ−mλ\Delta_\lambda = M_\lambda - m_\lambda is called the defect of λ\lambda.

Q Find the eigen values and eigen vectors of the matrix

[A−λI]x=0[A - \lambda I] x = 0

[−2−λ2−321−λ−6−1−20−λ][xyz]=[000]\begin{bmatrix} -2 - \lambda & 2 & -3 \\ 2 & 1 - \lambda & -6 \\ -1 & -2 & 0 - \lambda \end{bmatrix} \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}

∣A−λI∣=0|A - \lambda I| = 0

λ3+λ2−21λ−45=0\lambda^3 + \lambda^2 - 21\lambda - 45 = 0

λ=−3,5,when λ=5:\lambda = -3, 5, \quad \text{when } \lambda = 5:

[−2−52−321−5−6−1−2−5][xyz]=[000]\begin{bmatrix} -2 - 5 & 2 & -3 \\ 2 & 1 - 5 & -6 \\ -1 & -2 & -5 \end{bmatrix} \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}
∴−7x+2y−3z=0−24y−48z=0−2y−4z=0−y−2z=0y=−2z\begin{aligned} \therefore -7x + 2y - 3z &= 0 \\ -24y - 48z &= 0 \\ -2y - 4z &= 0 \\ -y - 2z &= 0 \\ y &= -2z \end{aligned} put y=tz=−t2∴−7x+2t+3t2=0−7x=−(2t+3t2)7x=7t2∴x=t2.\begin{aligned} \text{put } y &= t \\ z &= -\frac{t}{2} \\ \\ \therefore -7x + 2t + \frac{3t}{2} &= 0 \\ -7x &= -\left(2t + \frac{3t}{2}\right) \\ 7x &= \frac{7t}{2} \\ \therefore x &= \frac{t}{2}. \end{aligned} [xyz]=[t/2t−t/2]=t[1/21−1/2]\begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} t/2 \\ t \\ -t/2 \end{bmatrix} = t \begin{bmatrix} 1/2 \\ 1 \\ -1/2 \end{bmatrix}

In the above example, the algebraic multiplicity of the eigen value −3-3 is 22 and that of 55 is 11. Corresponding to the eigen value −3-3, we have two independent eigen vectors and so geometric multiplicity of −3-3 is 22 and that of the eigen value 55 is one as it has only one eigen vector.

THEOREM 3

Eigen values of the Transpose

The transpose ATA^T of a square matrix AA has the same eigen values as AA.

Real Matrices with Complex Eigen values and Eigen vectors.

det⁡(A−λI)=∣−λ1−1−λ∣=λ2+1=0.\det (A - \lambda I) = \begin{vmatrix} -\lambda & 1 \\ -1 & -\lambda \end{vmatrix} = \lambda^2 + 1 = 0.

λ2=−1,λ=±−1=±i\lambda^2 = -1, \quad \lambda = \pm\sqrt{-1} = \pm i

λ=i\lambda = i

(A−λI)x=0(A - \lambda I) x = 0

\begin{bmatrix} -i & 1 \\ -1 & -i \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = 0$$

\begin{bmatrix} -i & 1 & 0 \ -1 & -i & 0 \end{bmatrix} R_2 \rightarrow R_2 + i R_1$$

[−i10000]\begin{bmatrix} -i & 1 & 0 \\ 0 & 0 & 0 \end{bmatrix} [−i100][x1x2]=[00]\begin{bmatrix} -i & 1 \\ 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix}

−ix1+x2=0-ix_1 + x_2 = 0

x1=1x_1 = 1 −i+x2=0-i + x_2 = 0 x2=ix_2 = i

∴−it+x2=0\therefore -it + x_2 = 0 x2=itx_2 = it

[x1x2]=t[1i]\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = t \begin{bmatrix} 1 \\ i \end{bmatrix}

λ=−i‾\underline{\lambda = -i}

[i1−1i][x1x2]=[00]\begin{bmatrix} i & 1 \\ -1 & i \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix} \begin{bmatrix} i & 1 & 0 \\ -1 & i & 0 \end{bmatrix} R_2 \rightarrow R_2 - i R_1$$

\begin{bmatrix} i & 1 & 0 \ 0 & 0 & 0 \end{bmatrix}

\begin{bmatrix} i & 1 \ 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

$$i x_1 + x_2 = 0$$ $$x_1 = 1 \implies x_2 = -i$$

\begin{bmatrix} x_1 \ x_2 \end{bmatrix} = \begin{bmatrix} 1 \ -i \end{bmatrix}

--- ### Eigenbases Eigenvectors of an $n \times n$ matrix $A$ may (or may not!) form a basis for $R^n$. If we are interested in a transformation $y = Ax$, such an

"eigenbasis" (basis of eigen vectors) - if it exists - is of great advantage because then we can represent any xx in RnR^n uniquely as a linear combination of the eigenvectors x1,…,xnx_1, \ldots, x_n, say,

x=c1x1+c2x2+⋯+cnxnx = c_1 x_1 + c_2 x_2 + \dots + c_n x_n

And, denoting the corresponding (not necessarily distinct) eigenvalues of the matrix AA by λ1,…,λn\lambda_1, \ldots, \lambda_n, we have Axj=λjxjAx_j = \lambda_j x_j, so that we simply obtain

y=Ax=A(c1x1+⋯+cnxn)=c1Ax1+⋯+cnAxn=c1λ1x1+⋯+cnλnxn\begin{aligned} y = Ax &= A(c_1 x_1 + \dots + c_n x_n) \\ &= c_1 A x_1 + \dots + c_n A x_n \\ &= c_1 \lambda_1 x_1 + \dots + c_n \lambda_n x_n \end{aligned}

This shows that we have decomposed the complicated action of AA on an arbitrary vector xx into a sum of multiple actions (multiplication by scalars) on the eigenvectors of AA.

THEOREM 1

Basis of Eigenvectors.
If an n×nn \times n matrix AA has nn distinct eigenvalues, then AA has a basis of eigenvectors x1,…,xnx_1, \ldots, x_n for RnR^n.

THEOREM 2

Symmetric Matrices.
A symmetric matrix has an orthonormal basis of eigenvectors for RnR^n.

Similarity of Matrices.

Two matrices AA and BB are said to be similar if there exists an invertible matrix PP such that P−1AP=BP^{-1}AP = B

DEFINITION

Similar Matrices, Similarity Transformation.
An n×nn \times n matrix A^\hat{A} is called similar to an n×nn \times n matrix AA if
A^=P−1AP\hat{A} = P^{-1}AP
for some (non singular!) n×nn \times n matrix PP. This transformation, which gives A^\hat{A} from AA, is called a similarity transformation.

The key property of this transformation is that it preserves the eigen values of AA.

THEOREM 3

Eigen values and Eigen vectors of similar Matrices
If A^\hat{A} is similar to AA, then A^\hat{A} has the same eigen values as AA Furthermore, if xx is an eigenvector of AA, then y=P−1xy = P^{-1}x is an eigenvector of A^\hat{A} corresponding to the same eigen value.

Let,

Then

EXAMPLE

Eigen values and Vectors of similar Matrices.

Let,

Then

det⁡P=1\det P = 1. We see that A^\hat{A} has the eigen values λ1=3\lambda_1 = 3, λ2=2\lambda_2 = 2.

The characteristic equation of AA is (6−λ)(−1−λ)+12=λ2−5λ+6=0(6-\lambda)(-1-\lambda) + 12 = \lambda^2 - 5\lambda + 6 = 0

It has the roots (the eigenvalues of AA) λ1=3,λ2=2.\lambda_1 = 3, \lambda_2 = 2. confirming the first part of Theorem 3.

We confirm the second part. From the first component of (A−λI)x=0(A - \lambda I)x = 0 we have (6−λ)x1−3x2=0(6-\lambda)x_1 - 3x_2 = 0.

For λ=3\lambda = 3 this gives 3x1−3x2=03x_1 - 3x_2 = 0, say, x1=[11]Tx_1 = [1 \quad 1]^T

For λ=2\lambda = 2 it gives 4x1−3x2=04x_1 - 3x_2 = 0, say, x2=[34]Tx_2 = [3 \quad 4]^T

In theorem 3 we thus have

y1=P−1x1=[4−3−11][11]=[10],y_1 = P^{-1} x_1 = \begin{bmatrix} 4 & -3 \\ -1 & 1 \end{bmatrix} \begin{bmatrix} 1 \\ 1 \end{bmatrix} = \begin{bmatrix} 1 \\ 0 \end{bmatrix},

Indeed, these are eigenvectors of the diagonal matrix A^\hat{A}.

Perhaps we see that x1x_1 and x2x_2 are the columns of PP. This suggests the general method of transforming a matrix AA to diagonal

form DD by using P=XP = X, the matrix with eigenvectors as columns.

Diagonalization

Diagonalization is a process by which the given matrix AA is reduced to its simplest form (to a diagonal matrix) such that the eigen values are same and both are similar matrices.

THEOREM 4

Diagonalization of a Matrix

If an n×nn \times n matrix AA has a basis of eigen vectors, then D=X−1AXD = X^{-1}AX is diagonal, with the eigenvalues of AA as the entries on the main diagonal. Here XX is the matrix with these eigen vectors as column vectors. Also, Dm=X−1AmX(m=2,3,… )D^m = X^{-1}A^mX \qquad (m = 2, 3, \dots)

General Method.

Now we shall describe a method to diagonalize a given diagonalizable matrix. This method is applicable to n×nn \times n matrices having nn linearly independent eigen vectors. We explain this method for a 3×33 \times 3 matrix, and the method can be extended to square matrix of any order.

Consider three independent eigen vectors

corresponding to the eigen values λ1,λ2,λ3\lambda_1, \lambda_2, \lambda_3 of a 3×33 \times 3 matrix A=[a11a12a13a21a22a23a31a32a33]A = \begin{bmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \\ a_{31} & a_{32} & a_{33} \end{bmatrix}

we have AXi=λiXiAX_i = \lambda_i X_i, i=1,2,3i = 1, 2, 3

Define P=[X1,X2,X3]P = [X_1, X_2, X_3]

Consider

=[λ1X1,λ2X2,λ3X3]= [\lambda_1 X_1, \lambda_2 X_2, \lambda_3 X_3]

=PD= PD

where, D=[λ1000λ2000λ3]D = \begin{bmatrix} \lambda_1 & 0 & 0 \\ 0 & \lambda_2 & 0 \\ 0 & 0 & \lambda_3 \end{bmatrix}

so that P−1AP=DP^{-1}AP = D

so AA is diagonalizable.

Diagonalize A=[1221]A = \begin{bmatrix} 1 & 2 \\ 2 & 1 \end{bmatrix}

[A−λI]x=0[A - \lambda I] x = 0

[1−λ221−λ][xy]=[00]\begin{bmatrix} 1-\lambda & 2 \\ 2 & 1-\lambda \end{bmatrix} \begin{bmatrix} x \\ y \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix} \begin{vmatrix} 1-\lambda & 2 \\ 2 & 1-\lambda \end{vmatrix} = 0$$ $$\lambda^2 - 2\lambda - 3 = 0$$ $$\lambda = 3, -1$$ --- ### $\lambda = 3$

\begin{bmatrix} -2 & 2 \ 2 & -2 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

\begin{bmatrix} 1 & -1 & 0 \ 2 & -2 & 0 \end{bmatrix} \quad R_1 \to -\frac{1}{2}R_1$$

\begin{bmatrix} 1 & -1 & 0 \\ 0 & 0 & 0 \end{bmatrix} \quad R_2 \to R_2 - 2R_1$$

\begin{bmatrix} 1 & -1 \ 0 & 0 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

\begin{aligned} x - y &= 0 \ x &= y \ x = t, &\quad y = t \ X_2 = \begin{bmatrix} x \ y \end{bmatrix} &= \begin{bmatrix} t \ t \end{bmatrix} = t \begin{bmatrix} 1 \ 1 \end{bmatrix} \end{aligned}

--- ### $\lambda = -1$

\begin{bmatrix} 2 & 2 \ 2 & 2 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

$$\qquad R_1 \to \frac{1}{2}R_1$$

\begin{bmatrix} 1 & 1 \ 2 & 2 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

$$\qquad R_2 \to R_2 - 2R_1$$

\begin{bmatrix} 1 & 1 \ 0 & 0 \end{bmatrix} \begin{bmatrix} x \ y \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

\begin{aligned} x + y &= 0 \ x &= -y \ x &= t \ y &= -t \ X_1 = \begin{bmatrix} x \ y \end{bmatrix} &= \begin{bmatrix} t \ -t \end{bmatrix} = t \begin{bmatrix} 1 \ -1 \end{bmatrix} \end{aligned}

--- $$X_1 = \begin{bmatrix} 1 \\ -1 \end{bmatrix}, \quad X_2 = \begin{bmatrix} 1 \\ 1 \end{bmatrix}, \quad D = \begin{bmatrix} -1 & 0 \\ 0 & 3 \end{bmatrix}
X=[11−11]X−1AX=DX = \begin{bmatrix} 1 & 1 \\ -1 & 1 \end{bmatrix} \qquad X^{-1}AX = D

REVISION

4.) If AA is diagonalizable and X−1AX=DX^{-1}AX = D

Then for any integer kk,

(X−1AX)k=Dk(X^{-1}AX)^k = D^k

(X−1AX)(X−1AX)=Dk(X^{-1}AX)(X^{-1}AX) = D^k

X−1AIAI…IAX=DkX^{-1}AI AI \dots IAX = D^k

X−1AkX=DkX^{-1}A^k X = D^k

  ⟹  Ak=XDkX−1for any integer k.\implies A^k = X D^k X^{-1} \quad \text{for any integer } k.

Remark : If AA is a square matrix with distinct eigenvalues λ1,λ2,…,λn\lambda_1, \lambda_2, \dots, \lambda_n with the corresponding eigenvectors X1,X2,…,XnX_1, X_2, \dots, X_n then These eigen vectors are linearly independent and hence AA is diagonalizable with

Theorem : An n×nn \times n square matrix AA is diagonalizable if and only if the geometric multiplicity of each eigenvalue equals its algebraic multiplicity.

1.) Diagonalize the matrix A=[−522−2]A = \begin{bmatrix} -5 & 2 \\ 2 & -2 \end{bmatrix}

∣A−λI∣=0λ2−(trA)λ+∣A∣=0|A - \lambda I| = 0 \qquad \lambda^2 - (\text{tr} A)\lambda + |A| = 0

\begin{vmatrix} -5 - \lambda & 2 \\ 2 & -2 - \lambda \end{vmatrix} = 0$$ $$\lambda^2 - 7\lambda + 6 = 0$$ $$\lambda = -1, -6$$ --- ### for $\lambda = -1$ $$[A - \lambda I] x = 0$$

\begin{bmatrix} -5+1 & 2 \ 2 & -2+1 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

\begin{bmatrix} -4 & 2 & 0 \ 2 & -1 & 0 \end{bmatrix} \quad R_2 \to R_2 + \frac{1}{2}R_1$$

[−420000]\begin{bmatrix} -4 & 2 & 0 \\ 0 & 0 & 0 \end{bmatrix} [−4200][x1x2]=[00]\begin{bmatrix} -4 & 2 \\ 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \end{bmatrix}

−4x1+2x2=0-4x_1 + 2x_2 = 0

−2x1+x2=0-2x_1 + x_2 = 0

x1=kx_1 = k x2=2kx_2 = 2k

[x1x2]=[k2k]=k[12]\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} k \\ 2k \end{bmatrix} = k \begin{bmatrix} 1 \\ 2 \end{bmatrix}

k=1k = 1

[x1x2]=[12]\begin{bmatrix} x_1 \\ x_2 \end{bmatrix} = \begin{bmatrix} 1 \\ 2 \end{bmatrix}

λ=−6\lambda = -6

\begin{bmatrix} 1 & 2 & 0 \\ 2 & 4 & 0 \end{bmatrix} \quad R_2 \to R_2 - 2R_1$$

\begin{bmatrix} 1 & 2 & 0 \ 0 & 0 & 0 \end{bmatrix}

\begin{bmatrix} 1 & 2 \ 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \ x_2 \end{bmatrix} = \begin{bmatrix} 0 \ 0 \end{bmatrix}

$$x_1 + 2x_2 = 0$$ $$x_1 = -2x_2$$ $$x_2 = k, \quad x_1 = -2k$$

\begin{bmatrix} x_1 \ x_2 \end{bmatrix} = \begin{bmatrix} -2k \ k \end{bmatrix}

$$= k \begin{bmatrix} -2 \\ 1 \end{bmatrix}

Algebraic multiplicity of each eigen value is equal to geometric multiplicity of corresponding eigen vectors.

∴A is diagonalizable.\therefore \text{A is diagonalizable.}

OR

[−1525−25−15][−522−2][1−221]=[−100−6]\begin{bmatrix} -\frac{1}{5} & \frac{2}{5} \\[6pt] -\frac{2}{5} & -\frac{1}{5} \end{bmatrix} \begin{bmatrix} -5 & 2 \\ 2 & -2 \end{bmatrix} \begin{bmatrix} 1 & -2 \\ 2 & 1 \end{bmatrix} = \begin{bmatrix} -1 & 0 \\ 0 & -6 \end{bmatrix}

2.) find the matrix PP such that P−1AP=DP^{-1}AP = D, where DD is a diagonal matrix if A=[00−212+1103]A = \begin{bmatrix} 0 & 0 & -2 \\ 1 & 2 & +1 \\ 1 & 0 & 3 \end{bmatrix}

Hence find A4A^4

A4=PD4P−1A^4 = P D^4 P^{-1}

ax3+bx2+cx+d=0ax^3 + bx^2 + cx + d = 0 αβγ=−da,α+β+γ=−ba\alpha \beta \gamma = -\frac{d}{a}, \quad \alpha + \beta + \gamma = -\frac{b}{a}

λ3−(trA)λ2+[M11+M22+M33]λ−∣A∣=0\lambda^3 - (\text{tr} A)\lambda^2 + [M_{11} + M_{22} + M_{33}]\lambda - |A| = 0

λ3−5λ2+8λ−4=0\lambda^3 - 5\lambda^2 + 8\lambda - 4 = 0

λ=1,2,2\lambda = 1, 2, 2

λ=1‾\underline{\lambda = 1}

[−10−2011101020]\begin{bmatrix} -1 & 0 & -2 & 0 \\ 1 & 1 & 1 & 0 \\ 1 & 0 & 2 & 0 \end{bmatrix} [−10−2001−100000]R2→R2+R1R3→R3+R1\begin{bmatrix} -1 & 0 & -2 & 0 \\ 0 & 1 & -1 & 0 \\ 0 & 0 & 0 & 0 \end{bmatrix} \quad \begin{aligned} R_2 &\rightarrow R_2 + R_1 \\ R_3 &\rightarrow R_3 + R_1 \end{aligned} [−10−201−1000][x1x2x3]=[000]\begin{bmatrix} -1 & 0 & -2 \\ 0 & 1 & -1 \\ 0 & 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix}

−x1−2x3=0-x_1 - 2x_3 = 0 x2−x3=0x_2 - x_3 = 0 x2=x3x_2 = x_3 x3=kx_3 = k x2=kx_2 = k x1=−2kx_1 = -2k

[x1x2x3]=k[−211]\begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = k \begin{bmatrix} -2 \\ 1 \\ 1 \end{bmatrix}

λ=2‾\underline{\lambda = 2}

[−20−2010101010]\begin{bmatrix} -2 & 0 & -2 & 0 \\ 1 & 0 & 1 & 0 \\ 1 & 0 & 1 & 0 \end{bmatrix} [1010−20−201010]R2↔R1\begin{bmatrix} 1 & 0 & 1 & 0 \\ -2 & 0 & -2 & 0 \\ 1 & 0 & 1 & 0 \end{bmatrix} \quad R_2 \leftrightarrow R_1 [101000000000]R2→R2+2R1R3→R3−R1\begin{bmatrix} 1 & 0 & 1 & 0 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{bmatrix} \quad \begin{aligned} R_2 &\to R_2 + 2R_1 \\ R_3 &\to R_3 - R_1 \end{aligned} [101000000][x1x2x3]=[000]\begin{bmatrix} 1 & 0 & 1 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{bmatrix} \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix} x1+x3=0x2=sx3=tx1=−t\begin{aligned} x_1 + x_3 &= 0 \\ x_2 &= s \\ x_3 &= t \\ x_1 &= -t \end{aligned} ∴[x1x2x3]=[−tst]=s[010]+t[−101]\therefore \begin{bmatrix} x_1 \\ x_2 \\ x_3 \end{bmatrix} = \begin{bmatrix} -t \\ s \\ t \end{bmatrix} = s \begin{bmatrix} 0 \\ 1 \\ 0 \end{bmatrix} + t \begin{bmatrix} -1 \\ 0 \\ 1 \end{bmatrix}

Hence AA is diagonalizable.

P−1AP=D=[100020002]P^{-1} A P = D = \begin{bmatrix} 1 & 0 & 0 \\ 0 & 2 & 0 \\ 0 & 0 & 2 \end{bmatrix}

where,

P=[−20−1110101]P = \begin{bmatrix} -2 & 0 & -1 \\ 1 & 1 & 0 \\ 1 & 0 & 1 \end{bmatrix} P−1AP=DA4=PD4P−1=[−20−1110101][10001600016][−10−1111102]A4=[−40−3015161515031]\begin{aligned} P^{-1} A P &= D \\ A^4 &= P D^4 P^{-1} \\ &= \begin{bmatrix} -2 & 0 & -1 \\ 1 & 1 & 0 \\ 1 & 0 & 1 \end{bmatrix} \begin{bmatrix} 1 & 0 & 0 \\ 0 & 16 & 0 \\ 0 & 0 & 16 \end{bmatrix} \begin{bmatrix} -1 & 0 & -1 \\ 1 & 1 & 1 \\ 1 & 0 & 2 \end{bmatrix} \\ A^4 &= \begin{bmatrix} -4 & 0 & -30 \\ 15 & 16 & 15 \\ 15 & 0 & 31 \end{bmatrix} \end{aligned}
  1. Diagonalize the matrix [110010001]\begin{bmatrix} 1 & 1 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix} if possible

  2. Diagonalize the following

(1) [1203]\begin{bmatrix} 1 & 2 \\ 0 & 3 \end{bmatrix}

(2) [111151311]\begin{bmatrix} 1 & 1 & 1 \\ 1 & 5 & 1 \\ 3 & 1 & 1 \end{bmatrix}

5.) Solve the linear system x−y+z=−9x - y + z = -9 −2x−2y+2z=−18-2x - 2y + 2z = -18 −3x+3y−3z=27-3x + 3y - 3z = 27

[1−11−9−2−22−18−33−327]\begin{bmatrix} 1 & -1 & 1 & -9 \\ -2 & -2 & 2 & -18 \\ -3 & 3 & -3 & 27 \end{bmatrix} [1−11−900000000]R2→R2−2R1R3→R3+3R1\begin{bmatrix} 1 & -1 & 1 & -9 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{bmatrix} \begin{matrix} R_2 \to R_2 - 2R_1 \\ R_3 \to R_3 + 3R_1 \end{matrix}

x+y+z=−9x + y + z = -9 y=ay = a z=bz = b x=−9+y−zx = -9 + y - z x=−9+a−bx = -9 + a - b

a=1,b=2a = 1, b = 2

x=−9+1−2=−10∣∴x=−10y=1∣y=1z=2∣z=2.\begin{aligned} x &= -9 + 1 - 2 = -10 & \vert & & \therefore x &= -10 \\ y &= 1 & \vert & & y &= 1 \\ z &= 2 & \vert & & z &= 2. \end{aligned}

6.) check whether the vectors {[120],[251],[−512]}\{[1\quad 2\quad 0], [2\quad 5\quad 1], [-5\quad 1\quad 2]\} is linearly independent or not.

c1[120]+c2[251]+c3[−512]=0c_1 [1\quad 2\quad 0] + c_2 [2\quad 5\quad 1] + c_3 [-5\quad 1\quad 2] = 0

c1+2c2−5c3=02c1+5c2+c3=00+c2+2c3=0  ⟹  [12−5025100120]\begin{matrix} c_1 + 2c_2 - 5c_3 = 0 \\ 2c_1 + 5c_2 + c_3 = 0 \\ 0 + c_2 + 2c_3 = 0 \end{matrix} \implies \begin{bmatrix} 1 & 2 & -5 & 0 \\ 2 & 5 & 1 & 0 \\ 0 & 1 & 2 & 0 \end{bmatrix}

c1=c2=c3=0c_1 = c_2 = c_3 = 0

7.) check whether the set of vectors {[132],[2−14],[326]}\{[1\quad 3\quad 2], [2\quad -1\quad 4], [3\quad 2\quad 6]\} is linearly independent or not ? Dependent.

You’ve reached the end of S1 EEE Mathematics for Electrical Science · Module 1.

Source: KTU GYMAT101 Module 1 study notes, refined and reorganized for readability. Check the original material if a step looks unclear.

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