Matrix
Matrix
Matrices
8.1 Eigen }'aloes, Eigen-Vectors : Characteristic equation of a matrix
Let A= (a;J1 be a square matrix of order n . Suppose there is an n~
dimensional nonzero column vector X ,such that the action of A on X ( i.e.
the matrix product AX, gives a vector which is just a multiple of X , that is'
AX= AX .
where A is a scalar. In other words, the transformation represented by
the matrix A just multiplies the vector X by a scalar A. The vector X is then
called an eigen vector of the matrix A. A is calJed an Eigen value of A
corresponding to the eigenvector X . The problem of finding the eigenvectors
and· the eigenvalues of a matrix is called the eigenvalue problem.
Definition of Eigenvector. A nonzero vector X is called an eigenvector
of a matrix A if there is a number A such that AX = AX .
Here A is called an eigen value of A corresponding to the eigenvector X
and vice versa.
We have, AX = AX =Al X, I being a unit matrix.
or (A - A I) X = 0.
This is the matrix form of an eigenvalue problem.
Since X :I: 0, the matrix ( A - Al ) is singular, so that
IA -All=O ... (1)
Equation (I) is called the characteristic equation of A .The eigenvalues
are just the roots of the equation obtained by expanding the determinant in Eq.
(1). Then- roots A1, Ai, .. .An of the characteristic equation are not necessarily
aJJ different.
r~ ·;!]
Example 1. Determine the eigenvalues and eigenvectors ofthe matrix·
A=
0 0 5
Sol. The characteristic-equation of A 1s I A - Al I= O i.e.,
3-.A. I 4 .
0 2
_A = 0 i.e., (A - 2) (A - 3) (.A. - 5) = 0
6
0 0 _
5 A :. At = 2, ½ = 3, A.:3 = 5
These are the eigenvalues of A.
To determine eigen vectors let us consider the eigen values one by one.
(i) When l 1 = 2 the eigenvector X 1 is given by (A - 2l)X 1 = 0
130
0
[H <, [ •
e
I linearly independent lut1
1-- 2 I .•
ri,ese are equ1 valent to x 1 + .x + 4
fr 0
3x -0
ri,e last two g ive x3 = 0 Then fo t one g1\ ,: + X
l
Takex 1 = I, then x2=- l andx3 =0.
Hence 1
C bem
X ~c, [~
(ii) When½= 3, the eigenvector X 2 1s g1\len by (A - 31) X2 =O
i.e., [g ~I i][~~]=[g]
These are equivalent to x 2 + 4x 3 = 0
-X2 + fu-3 = 0
2x3 = 0
giving x 3 = 0, x 2 =0 and x 1 is arbitrary, say x 1 = 1.
C2 being a sca lar.
Then
Eb
Mechanics and Mathematica/ Mer/
IOd.1
Example 2. Find thl' eiRen l'{,/11es and normalised et,?en i•ectors of the
11/{l// ; ,
[~ ~ :1
Sol.
Let A=[~
A- 11.I =[~ 0
O
1
I -11. 0
= 0 I - 11.
[ 0 l
The characteristic equation of A 1s
I -11. 0 0
I A - 11.II = 0 l - 11. I =O
0 I l-11.
i.e., (l-11.)[(l-11.) 2 - l]=O
I.e., ( l - 11.) (11. 2 - 211.) = 0
I.e.,
11. ( I - 11.) (11. - 2) = 0
i.e.,
11. = 0, I, 2.
Thus the eigen 1·a/ues of the matrix A are 0, l, 2.
Eigenvalue equation is
(A -11.I) X = 0
... (I)
For').= 0, Eq. (I) reduces to
[g : : ] [::I]= [g]
Th1s 1s equivalent to the following equations
XI= 0
=Q X2 +X3
x 2 +x3 =O
Solving these equations, we get
xi =0. x 2 =- x 3 =k (say)
Xi
N
0
·- ru X1 = X2 ={xi, x 2• x3 } = { 0, k. -k }
lN X3
0
:--1
0 .
,ctS
Jf thee gen, ed rs be normahsed to unit), then I x1 I= 1
{[o2 + k2 + - k -] = 1 or k = _l....
'\J ( 2)
[~ ~ 11(:}lgJ
This 11- equt' alent to the following equations
,;c., = 0
X3 =Q
;. Xz = l t. 0,0} in normalised form.
For :l = :. Eq. ( 1) reduces to
=21s gnen b)
X3={:c, ,X2 1.3}= {0.k,kj
For X normahsed to unat)
3
l
l e ., k=~
-.J2
1 1} in normalised fonn.
X3 = 0. - ( ? ) ' ,
"- ~ -
1'1lm the normalised ergen ,ectors of the gn·e11 matrix A correspo11d-
... (3 3 1 1
A=[~ -~ !Ij
and verify the Cayley-Hamz ton theorem for it. Hence or othenvise
der n 1
Jind A -
Sol. A - A I = [1 -~ !]-
3 1 1
A. [~ ~ gl
0 0 1j 3 1
1
= [ ; A. _ ; _ A \
1-AJ
~
... (4 :. I A- :U I= 2
1-/\.
- 1- A 4
2 31
= -A.3 + A.2 + 18/\.+ 30
3 1 1 -/\.
get
Hence the characteristic equation is
3 2
- /\. + /\. + 18/\. + 30 = 0
Now, in order to verify Cayley-Hamilton theorem, we have to show
that - A3 + A2 + 18A + 30 I = 0
Here I = [~ ~ ~] , A =\ 1-~ !l
oa 1 l3 1 1J
A2 = [; - ~ ;J [~ -i !lj=I~~ ~ !l l
3 1 I 3 l 14 j
1 I 8 6
3
A =A2A=(~~
s
! :1li -~
1
!l =I~~~;
l3 J l62 62J
6 14
~!l 1 1 24
-A3 + A2 + 18A + 301
,1e 'i.Ci.T.
f ,, ,,
-
r>2 ~ '"1'
- 4
~1 2 "'
24 f2
- ':I
- !j
/.
6
4
~
(J , = J
5
L
'!nfiec
- .., ,
To Juul A - ~, [ - A - A - - ~ A =
I - -
I = - A -A- - 'It' A
3J
Premulupl., ing
..,:::
-H
j
30 30 30
")
JO 8
A - J=
30 30 30
5 5 5
30 30 30
Example 2. Illustrate the Ca~leJ-Hamilton :heorerr. _:or ;he 1r.c.:~..z
1 0 (J
A= 2 - 1 0
0 0 !
J
j - ). ") 0
I A - i.I I = 2 - l - i. 0
0 0 l - i.
= - 5 ..- 5i. - ).2 - i. 3
Hence the characteristic equation is .
- 5 ..- Si. - i.: - )..3 = 0
We have to show that - 51 + 5A ~ A 2 -A 3 = O
Now. - 51 + 5A + A2 - A3
-5
~~ g]+ (~~
-10
= 0 -~ g)'
0 -5
+(
ll~ 5 0 0 0 0 I
0O -5
J+ I-10
0
5
( 0 \ 0
/t,/ c !ta u,( und Marli e111ar, u,/ vT
fhcurc rn JJ. / In , , Ju ,/ a rltu rmul
1
111011 t , r
/11 I
I ,1,,, dwg rmal
111 11tr 111
(11
11 - i..J (a 22 - i.) • (r.1 ,,,, -iJ=( J
a 11 , a22 · ann are the diagon al eleme nts of A . The refore the ti•
values A of a diagon al matrix are the eleme nts in the diagon al. / ?,
X;=[1xm~J ...(;
Consi der a matrix P whose colum n vectors are n eigenv ectors such tha.t
Let P=[-; i]
Then p-l=-H-1 =i]
AP= -H-1 =i] [! _j} [~; :i]
1
Hence, P-
=
1
-H-~ =i] [-1~ ~]
=-![2t-2~]=[-~ ~]
D=[Ab ~]
Practical Method of Diagonalization. To reduce a given square ma
Ato diagonal form, we first write the characteristic equation for the m
a·d e\'aluate the characteristic roots At, ½ ... "-n· Then the required diag
ill~"' D of A will be
A.1 0 0 0
o Iv;_ 0 0
D= 0 0 ½ O
0 0 0 /1.n
Example 1. Diagonalise the following matrix
eas 0 - sin e 01
l
A = sin 8 cos 8 0
0 0 1
12
Matrices II
~~.1. Special Types of ~at~ces
Here we define cert.am important matrices.
1. Square Matrix. A matrix having the same number of :-c :vs as the
number of columns is called a square matrix. For example f/ / n matnx
al I a12 ........... a,n
ar.2 ar.ri
0 0 0
a= a,1 8iJ
It can also be written as
A =cliag. [a 11 , a22.. .......a,)
3. Scalar Matri.L A diagonal matrix in v.-hich all the diagonal elements
are equal is called a scalar matrix.. Thus
183
184 A1echamcs and Mathemat1ca/ p1,,.....
".YSlcs
'}.. 0 0 ........... 0
0 1.. 0 ........... 0
0 0 J.. .......... 0
1s a n x n scalar rnati
rx.
0 0 0 ........... .1.
01
1-
-{i..
0
for
for
i=j
i -:t- j
4. Identity or Unit Matrix. A scalar matrix in which each diagonal
element is unity. is called an identity or unit matrix. Thus an-square matrix
[a,) 1s a unit matrix if and only if
I for I= J
01
1= {0 for
5. Row l\-1atrix and Column Matrix. A matrix having one row only
i.e. . a matnx of order 1 x 11 is called a row matrix or a row vector and is
expressed as [X] 1 xn = [a 11 a 12 a 13........... a,n]
A matrix having one column only i.e .. a matrix of order m x 1 is called
a coumn matrix or a column vector. It is expressed as
a,1
a:n
a3,
{X}mx I=
6. Null Matrix. The m x n matrix whose elements arc all O 1::i called
the null matrix of type m x n.
7. Upper-Triangular Matrix. A square matrix, whose every element
a,1 for i > j is zero, is caJJed an upper triangular matrix. Thus
all a, 3 ........... a,n
0 a 13···· ........ a2n
0 a 33 ............. a 3n 1s an upper triangular matrix .
(J I/
(J
I I r,
')
a, a l a
am, llm2 .a a,
p10 perties
1
/1) (/\ / =A.
I •1 ,, T 1 /
(11) (M) rv1 , fl, ueIng w,) \Cldw 1re£1I or comp[ r)
7 7
(111) (A I /1) A 11P,1\ ,111d/J bci111: ,on{omiahlefo, uddu1m1
I I I
(n) (All) IJ A ,A :uul IJ ht111g 11m/01111<1hl1 J-n 11111lr1rJl1 a11011
Propertic!:i
0
(1) (A / = A.
0
:x:~:: A[iss;, ~]
•
e .
c d
. imetric (skew) ma tnx .
-b -c 0
.
13. Hermitian matrix
· · ma tnx·
If A t = A, A is said to be a He mu tla n 1
Example. (
0
1
-~ J
ical obs erv abl es are rep res ent ed by Her-
In quantum mecham•cs, aII Phys
mitian operators (matrices).
14. Skew-Hermitian Ma trix
ermitian matrix.
If A t = -A , A is said to be a skew-H
1
Ex am ple . [-IO+; ; ;]
es
15. Sin gul ar and No n-s ing ula r Ma tric
A square matrix A is said to be singul
ar if I A I = 0
orthogonal Matrix
11, fl . . A . .
A square imte matn.x is sa,d to be orthogonal if
AT A =I
'[his implies A AT= I
Ar is the transpose of A and / is unit matrix ·
where
We know that I A Tl = I A I and I AT A I = I A Tl I A I
2
Hence if AT A= I, we have I A 1 = I i.e., I A I=+ 1
This shows that the determinant of an orthogonal matrix can only have
values + 1 or - 1.
cos 0 -sin 0]
. 0
Example. [ sm cos 0
A
13
= (- 1) 1 + J a21 a22
a31 a32
A 23 = (- 1)2+3 au a12
a31 a32
188 Mechanics and Mathematica/ Ph
1
~Sic~
a a
•A =(- 1)3+2 II 13
32 a 21 G23
'f}lell•
_ A (adj
AB - IA I
A)= A (IadjA IA) =~
IA I
AB=!
t• -(~dj AJA= (adj A)· A= lA\l
.A.Jso BA - IA I IA I IA I
BA =I
(· AB=BA = I
ThUS
. hows that B is the inverse of A.
htCh
11 C
s .
The inverse of A 1s defined as
or.
B =A-1 = adJ A
IA I
Example 1. Find the invelrseof_r;e m;]tri.x
1
-1 1 2
3 2 -1
1
Solution. I A I = -1
3
-~ l\
2 -1
=-25
-5 5 -SJ
[A, ]=
1
l 5
-5
l
-5 5 -5~
adj A= 5 -10 -5
-5 -5 0
-VS
d.
A-1=~- _1
IA I -- 25
l-5S
5
-10 2/5
vs
1/51
1/S
0
-5 -5
- ~A
t~ hcorcin, ff
Mechanics and Mathematical physic.,
1
d Bare rwo 11-square, non-singular matrices • hen
i,l;;.,i
yec101
1
011 (ABf I == B- 1 A-1
T I 1
Proof. since A and B arc non-singular matrices, I A I CFO and B
I AB I =" A II B \ CF O "fl
BB- 1 == B- 1 B == I
Now consider a matrix C given by 1
C == B- 1 A-
1 1
1
TI1cn, C (AB)== (JT 1 A- 1) (AB)== B- (A- A) B == B- JB
1
. == (B-1 B) == I (Since A- A == J and JB == B)
1 1 ...(la)
i.e.· (B- A- ) (AB)== J
Similarly it can be shown that
= ~L(P p-l )k1 A·1k = "L(P p-J A)kk = "L Akk = Trace A
.! k k · k
or L>'v1 L,x: \
I I
(3b)
I 1
I a., --1 t (I
\2 a2, :\"
I
\ ' n'
AX.
1
'
,here , () , J , ; ,. )' and , (\' 1. , 2 ... .. ,,,)' ,md A ta) 1s the matrix
tr n fomuiuon In 1.:ase b) th(' II ,mslrn m,111on the sum ol square::,
\'A I, HH'
1hen,
(AHHI\B)' AHif A' AIA'
t\1\' I