Unit-I - Elementary Linear Algebra Notes
Unit-I - Elementary Linear Algebra Notes
UNIT-I
1
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Ri → Ri + kR j .
2
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Example:
2 8 6 7
Let A = 1 5 6 7
3 1 4 2
3
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Equivalent matrices:
Two matrices are said to be equivalent if one of these can be obtained
by applying a finite number of successive elementary row/column
transformations to the other.
Rank of a matrix:
A matrix is said to be of rank r if
1. It has at least one non-zero minor of order r and
2. Every minor of order higher than r vanishes.
The rank of a matrix A is denoted by ( A ) .
Echelon form or Row Echelon Form:
A non-zero matrix A is an echelon matrix, if the number of zeros
preceding the first non zero entry of a row increases row by row until
zero rows remain.
Example:
1 3 1 5 0
0 5 is
1 5 1 in row-echelon form.
B=
0 0 7 0 0
0 0 0 0 0
4
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 2 3 − 2
A = 2 − 2 1 3
3 0 4 1
.
Solution: Since the given matrix A is of order 3 4 , ρ(A) 3.
Consider all the minors of order 3.
They are
1 2 3 2 3 -2 1 3 -2 1 2 -2
2 − 2 1 = 0, - 2 1 3 = 0, 2 1 3 = 0, 2 - 2 3 = 0
3 0 4 0 4 1 3 4 1 3 0 1
.
Therefore, the rank is less than 3 .
Now consider all minors of order 2 .
1 2
= −6 0
2 -2
5
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
2 3 −1 − 1
1 −1 − 2 − 4
A=
3 1 3 − 2
6 3 0 − 7 .
1 −1 − 2 − 4
2 3 −1 − 1
A ~
3 1 3 − 2
6 3 0 − 7
R '2 → R 2 − 2R1 , R 3' → R 3 − 3R1 , R '4 → R 4 − 6R1
1 −1 − 2 − 4
0 5 3 7
A ~
0 4 9 10
0 9 12 17
6
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 −1 − 2 − 4
0 5 3 7
A ~
0 0 33 22
0 0 33 22
R '4 → R 4 − R 3
1 −1 − 2 − 4
0 5 3 7
A ~
0 0 33 22
0 0 0 0
3. Reduce the following matrix to echelon form and hence find the
0 1 2
1 2 1
rank of the matrix A = .
2 3 5
3 5 6
Solution: Given matrix is
0 1 2
1 2 1
A= .
2 3 5
3 5 6
7
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
8
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
9
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Exercise:
Objective type of questions:
1. If A is a 3 4 matrix then rank of A cannot exceed ____________.
2. Rank of the matrix 1 0 0 0 is __________.
0 0 0 1
0 0 0 0
0 0 1 0
1 2 3
7 is__________________.
4. The rank of the matrix 2 4
3 6 10
5. If every minor of order r of a matrix A is zero, then rank of A
is__________.
6. If the rank of the transpose matrix A is 3 then the rank of matrix A
is _________.
2 −1 0 5
7. If A = then ( A ) = _________________.
0 3 1 4
8. Rank of singular matrix of order 5 is_________________.
1 1 1
3 , ( A) = __________.
9. If A = 1 2
1 1 1
A is________.
10
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
2 − 1 3
2. Find the rank of the matrix 1 4 − 2 .
5 2 4
1 2 3
3. Find the rank of the matrix 3 2 4 .
− 4 3 1
− 6 − 4 − 8
1 2 3 −4
(iv) − 2 3 7 − 1
1 9 16 − 13
1 5 4
5. Find the value of b in the matrix 0 3 2 given that its rank is 2 .
b 13 10
11
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 1 1 1
6. Find the values of k in the matrix 1 2 4 k such that the rank of
1 4 10 k 2
1) 3 4) 2 7) 2 10) 1
2) 3 5) <r 8) ≤ 4
3) 5 6) 3 9) 2
Descriptive type of questions:
1 2 3 4
1) 0 1 1 − 2
0 0 0 0
2) 2
3) 3
4) (i) 2 (ii) 3 (iii) 3 (iv) 2
5) b=2
6) Rank=3 if 𝑘 ≠ 1, 𝑘 ≠= 2, Rank=2 if 𝑘 = 1 or 𝑘 = 2
Applications:
1. One useful application of calculating the rank of a matrix is in the
computation of solutions of a system of linear equations.
2. In the area of source enumeration.
12
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
x1 b1
x b
X = 2 is called the matrix of unknowns and B = 2 is column
xn n1 bm m1
matrix of constants.
13
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Augmented matrix:
Suppose we form a matrix of the form A:B by appending to an
14
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
15
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
NON-HOMOGENOUS SYSTEM
AX=B, where B 0
HOMOGENOUS SYSTEM
AX = B, where B = 0
Always consistent
2 −1 3 :1
A:B 0 5 −1 : 3
0 7 −15 : −1
R 3' → R 3 − (7/5)R 2
2 −1 3 : 1
A:B 0 5 −1 : 3
0 0 −68 : −26
2 x1 − x2 + 3x3 = 1
5 x2 − x3 = 3
−68 x3 = −26
Here, we make use of back substitution in order to find the unknowns
by considering, last equation to find x3 , next second to find x2 and
13
i.e., −68 x3 = −26 x3 = .
34
Next, from second equation we find x2 ,
3 + x3 23
i.e., 5 x2 − x3 = 3 x2 = x2 = .
5 34
Finally, to find the x1 we make use first equation
(1 + x2 − 3x3 ) = 1 + − 3 x1 = .
1 1 23 13 9
2 x1 − x2 + 3x3 = 1 x1 =
2 2 34 34 34
There the solution is given by
9 23 13
x1 = , x2 = , x3 = .
34 34 34
18
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 2 2 :1
0 −3 −3 :0
0
A:B
−4 −4 :0
0 1 1 :0
1 2 2 :1
0 1 1 :0
A:B 0 1 1 :0
0 1 1 :0
R 3' → R 3 − R 2 ,R '4 → R 4 − R 2
1 2 2 :1
0 1 1 :0
A:B 0 0 0 :0
0 0 0 :0
19
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Three unknowns are here, we should take z as the free variable and let
z = k (arbitrarily value).
From second equation, y + z = 0 y = − z = −k .
Finally, from first equation,
x + 2 y + 2 z = 1 x = 1 − 2 y − 2 z = 1 − 2(− k ) − 2k
x = 1.
Therefore, the solution is given by:
x 1
X = y = − k .
z k
20
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 2 3 : 6
0 −7 −8 : −14
A:B 0 −2 −7 : −15
0 3 5 : 11
R '4 → R 4 + R 3
1 2 3 : 6
0 −7 −8 : −14
A:B 0 0 −33 : −77
0 0 0 : 28
(A) ( A:B) .
Therefore, the given system is inconsistent and it has no solution.
4. Check the following system of equations for consistency and solve,
if consistent.
x + y - 2 z = 3, 2 x - 3 y + z = - 4, 3x - 2 y - z = -1, y - z = 2.
Solution: Consider the augmented matrix,
21
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 1 −2 : 3
2 −3 1 : −4
A:B = 3 −2 −1 : −1
0 1 −1 : 2
1 1 −2 : 3
0 −5 5 : −10
~
0 0 0 : 0
0 0 0 : 0
22
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
x 1 + k
X = y = 2 + k .
z k
23
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
R 3' → R 3 − R 2
1 2 − 1
~ 0 −9 5
0 0 − 2
x 0
i.e., X = y = 0 , which is a trivial solution.
z 0
24
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 2 −1
A = 4 −1 1 = 1(2-1)-2(8-5)-1(4+5)=14 0 .
5 1 −2
R '2 → R 2 − R1 , R 3' → R 3 − R1
1 1 1 : 1
~ 0 1 3 : − 1
0 3 9 : 2 − 1
R 3' → R 3 − 3R 2
1 1 1 : 1
~ 0 1 3 : − 1
0 0 0 : 2 − 3 + 2
2 − 3 + 2 = 0,
i.e., for = 1 or = 2 .
25
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
26
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 1 1 :6
A : B = 1 2 3 :10
1 2 :
R '2 → R 2 − R1 , R 3' → R 3 − R1
1 1 1 : 6
~ 0 1 2 : 4
0 1 − 1 : − 6
R 3' → R 3 − R 2
1 1 1 : 6
~ 0 1 2 : 4
0 0 − 3 : − 10
.
Here we observe that
a) If − 3 = 0 and − 10 0 i.e., = 3 and 10 , then the
system will be inconsistent and possesses no solution.
b) If − 3 = 0 and − 10 = 0 i.e., = 3 and = 10 the system
will reduce to
x+ y+z =6
.
y + 2z = 4
Hence in this case the system possesses infinite solutions.
c) If − 3 0 i.e., 3, the system will possess a unique
solution, irrespective of the value of .
8. Show that the equations
27
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
−2 x + y + z = a, x − 2 y + z = b, x + y − 2 z = c
have a solution only if a + b + c = 0 . Find all possible solutions when
a = 1, b = 1, c = −2 .
Solution: Consider the augmented matrix
−2 1 1 :a
A:B = 1 1 : b 𝑅2 → R 2 + 2 𝑅1 , R 3 → R 3 + 2 𝑅1
′ 1 ′ 1
−2
1 1 −2 : c
−2 1 1 : 𝑎
3 3 𝑎
0 − :𝑏 +
~ 2 2 2 𝑅2′ → R 2 + 2𝑅1 , R′3 → 2R 3
3 3 𝑐+𝑎
[ 0 − : 2]
2 2
−2 1 1 : 𝑎
~ [ 0 −3 3 :2𝑏 + 𝑎] R 3' → R 3 + R 2
0 3 −3 : 2𝑐 + 𝑎
−2 1 1 : a
~ 0 −3 3 : 2b + a
0 0 0 :2a + 2b + 2c
i.e., −2 x + y + z = a; − 3 y + 3z = 2b + a; 0 = 2a + 2b + 2c (1)
The above system of equations will be consistent if 0 = 2a + 2b + 2c
i.e., if a + b + c = 0 .
To find the solution when a = 1, b = 1, c = −2 .
The reduced equations in (1) give,
−2 x + y + z = 1 and − 3 y + 3z = 3 .
28
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
2 x + 3 y + 5 z = 9; 7 x + 3 y − 2 z = 8; 2 x + 3 y + z = has
(i) no solution (ii) unique solution (iii) Infinitely many solutions.
6. If the following system,
𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 0; 𝑏𝑥 + 𝑐𝑦 + 𝑎𝑧 = 0; 𝑐𝑥 + 𝑎𝑦 + 𝑏𝑧 = 0 has non-
trivial solution then prove that prove that
𝑎 + 𝑏 + 𝑐 = 0 𝑜𝑟 𝑎 = 𝑏 = 𝑐:
Answers:
1) Trivial solution
3 13 12
2) 𝑥 = , 𝑦 = ,𝑧 =
7 7 7
29
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
3) 𝑥 = 1, 𝑦 = 3, 𝑧 = 5
4) (𝑖) 𝜆 = 1, 𝑥 = 2𝑘 + 1, 𝑦 = −3𝑘, 𝑧 = 𝑘
4) (𝑖𝑖) 𝜆 = 2, 𝑥 = 2𝑘, 𝑦 = 1 − 3𝑘, 𝑧 = 𝑘
5) (𝑖) 𝜆 = 5, (𝑖𝑖) 𝜆 ≠ 5 (𝑖𝑖𝑖) 𝜆 = 5, 𝜇 = 9
1 1 −1 :0
0 −5 3 : −1
0 0 4 :12
0 1 1 :1
30
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
R '4 → R 4 + (1/5)R 2
1 1 −1 :0
0 −5 3 : −1
0 0 4 :12
0 0 8 :24
R '4 → R 4 -2R 3
1 1 −1 :0
0 −5 3 : −1
.
0 0 4 :12
0 0 0 :0
By back substitution
4 z = 12 z = 3,
5 y + 3 z = -1 y = 2,
x + y - z = 0 x = 2.
2. Solve the following system by Gauss elimination method
2 x1 − x2 + 2 x3 = 1
− 3x1 + 4 x2 − 5 x3 = 0
x1 + 3x2 − 6 x3 = 0.
Solution: Consider the augmented matrix
2 −1 3 :1
A:B = −3 4 −5 :0
1 3 −6 :0
31
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
2 −1 3 : 1
0 5 −1 : 3
0 7 −15 : −1
R 3' → R 3 − (7/5)R 2
2 −1 3 : 1
0 5 −1 : 3
0 0 −68 : −26
2 x1 − x 2 + 3x3 = 1
5 x 2 − x3 = 3
− 68 x3 = −26.
By back substitution the solution is given by
13 23 9
x3 = , x 2 = , x1 = .
34 34 34
Gauss-Jordon method:
The procedure for Gauss-Jordan elimination is as follows:
1. Find the left most column that is not all zeros.
2. Interchange the top row (if necessary) with another row to
bring a non-zero entry to the top of the column.
32
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1
3. If the top entry is a , then multiply the top row by to form a
a
leading 1 in that row.
4. Add multiples of this row to the other rows so that all other
rows have a zero in this column.
5. Cover up the top row and go back to step 1, considering only
the rows below this one (until step 4). Continue until the matrix
is in row-echelon form.
Interchange first and second row (to make top left entry non-zero)
1 0 1: 3
~ 0 2 -3:2
1 -1 3: 1
R 3' → R 3 − R1
1 0 1: 3
~ 0 2 -3: 2
0 -1 2: -2
33
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
R 3' → R 3 + (1/2)R 2
1 0 1: 3
~ 0 2 -3: 2
0 0 1/2:-1
R 3' → 2R 3
1 0 1: 3
~ 0 2 -3: 2
0 0 1: -2
R1' → R1 − R 3 , R '2 → R 2 + 3R 3
1 0 0: 5
~ 0 2 0: -4
0 0 1: -2
R '2 → (1/2)R 2
1 0 0: 5
~ 0 1 0:-2
0 0 1:-2
34
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Consider
1 1 3 1 0 0
A | I = 1 3 −3 0 1 0
−2 −4 −4 0 0 1
35
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1 0 0
1 1 3 −1 1
0
∼ 0 1 −3 || 2 2
0 0 1 −1 −1 −1
[ 4 4 4]
𝑅11 → 𝑅1 − 3𝑅3 𝑎𝑛𝑑𝑅21 → 𝑅2 + 3𝑅3
7 3 3
4 4 4
1 1 0 |−5 −1 −3
∼ 0 1 0
0 0 1| 4 4 4
−1 −1 −1
[ 4 4 4]
𝑅11 → 𝑅1 − 𝑅2
3
3 1
2
1 0 0 |−5 −1 −3
∼ 0 1 0
0 0 1| 4 4 4
−1 −1 −1
[ 4 4 4]
3
3 1
2
−1 −5 −1 −3
∴𝐴 =
4 4 4
−1 −1 −1
[4 4 4]
36
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Exercise:
1. Gauss-Jordon method aims in reducing the coefficient matrix of a
system of equations to _____________ matrix.
2. Gauss elimination method aims in reducing the coefficient matrix of
a system of equations to_____________ matrix.
Solve using Gauss-elimination and Gauss-Jordan method:
1. 2𝑥 + 𝑦 − 𝑧 = 8; −3𝑥 − 𝑦 + 2𝑧 = −11; −2𝑥 + 𝑦 + 2𝑧 = −3
2. 𝑥 + 𝑦 + 𝑧 = 3; 𝑥 + 2𝑦 + 2𝑧 = 5; 3𝑥 + 4𝑦 + 5𝑧 = 12
3. −5𝑥 + 9𝑦 − 𝑧 = 3; −2𝑥 − 5𝑦 + 2𝑧 = −1; −2𝑥 + 6𝑦 + 4𝑧 = −8
4. Using the loop current method on a circuit, the following equations are
obtained 7𝑖1 − 4𝑖2 = 12; −4𝑖1 + 12𝑖2 − 6𝑖3 = 0; −6𝑖2 + 14𝑖3 = 0.
Solve for i1 , i 2 , i 3 using Gauss elimination method.
5. Find the inverse of the given matrix A by Gauss-Jordon method.
1 3 3
1 4 3
1 3 4
.
Answers:
1) x=2, y=3, z =-1
2) x=1, y=1, z =1
3) x=-0.7247, y=-0.2844, z =-1.9357
4) 𝑖1 = 2.2628, 𝑖2 = 0.96, 𝑖3 = 0.4114
5)
37
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
7 −3 −3
A −1 = −1 1 0
−1 0 1
a 22 a 21 + a23 + ..........a 2n
---------------------------------------
a nn a n1 + a n 2 + ..........a n ( n −1)
.
38
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Gauss-Seidel Method:
The Gauss-Seidel method is an iterative method that can be used to
solve a system of n linear equations in n unknowns. A starting or an
initial solution is first assumed, which is then improved through
successive iteration. A convergence to the actual solution is ensured if
the given system of equations is arranged in the diagonally dominant
form. The following example illustrates the working procedure of this
method.
1. Solve the following system of equations using Gauss-Seidel method.
6 x + 15 y + 2 z = 72, x + y + 54 z = 110, 27 x + 6 y - z = 85.
Hence the equations are arranged in the diagonally dominant form as:
27 x + 6 y - z = 85, 6 x + 15 y + 2 z = 72, x + y + 54 z = 110 .
The first equation is used to determine x and is therefore rewritten as
85 − 6 y + z
x= . (1)
27
The second equation is used to determine y and is rewritten as
72 − 6 x − 2 z
y= . (2)
15
The third equation used to determine z is rearranged as
39
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
110 − x − y
z= . (3)
54
Equations (1), (2), (3) are used to find sequentially x, y and z in each of
the iterations.
Starting solution: Let us choose [ x, y, z ] = [0, 0, 0] as the starting
solution.
First iteration:
x (1) =
1
85 − 0 + 0 = 3.148
27
y (1) =
1
72 − 6(3.1481) − 0 = 3.5407
15
z (1) =
1
110 − 3.1481 − 3.5407 = 1.9132 .
54
Note that in finding y (1) the latest value x (1) = 3.1481 is used and not
x ( 2) =
1
85 − 6(3.5407) + 1.9132 = 2.4322
27
y ( 2) =
1
72 − 6(2.4322) − 2(1.9132 = 3.5720
15
z ( 2) =
1
110 − 2.4322 − 3.5720 = 1.9258.
54
40
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Third iteration:
x ( 3) =
1
85 − 6(3.5720) + 1.9258 = 2.4257
27
y ( 3) =
1
72 − 6(2.4257) − 2(1.9258) = 3.5729
15
z ( 3) =
1
110 − 2.4257 − 3.5729 = 1.9259.
54
Therefore, x, y, z = 2.4257,3.5729,1.9259 .
Fourth iteration:
x ( 4) =
1
85 − 6(3.5729) + 1.9259 = 2.4255
27
y ( 4) =
1
72 − 6(2.4255) − 2(1.9259) = 3.5730
15
z ( 4) =
1
110 − 2.4255 − 3.5730 = 1.9259.
54
Since the solutions in 3rd and 4th iterations agree upto 3 places of
decimals, the solution can be taken as
x, y, z = 2.4255,3.5730,1.9259 .
Exercise:
1. Use Gauss -Seidel method to solve the system
10𝑥 + 𝑦 + 𝑧 = 12; 2𝑥 + 10𝑦 + 𝑧 = 13; 2𝑥 + 2𝑦 + 10𝑧 = 14
41
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
42
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Example:
−5 2 1
Let = = 2
−2
and
2
Consider the product
43
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
−5 2 1 − 5 + 4
= 2 = 2 − 4
2 −2
− 1 1
= = −1 = (-1) X
− 2 2
1
The above is of the form = , where = −1 and = . Hence
2
1
2 is the eigenvector corresponding to the eigenvalue −1 .
1− 2
i.e., = 0 (1- )(2 - ) - 6 = 0
3 2−
44
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
2 − 3 − 4 = 0
.
( − 4 )( + 1) = 0
Thus, the eigenvalues are = 4, − 1 .
x
Let denote the characteristic vector. Then
y
(i) Characteristic vector corresponding to =4 is the solution of
the system
(1- 4) x + 2 y = 0
3 + (2 - 4) y = 0
i.e., - 3x + 2 y = 0
3x - 2 y = 0.
3k
then y = .
2
x k
Thus = 3k is the characteristic vector corresponding to
y 2
eigenvalue 4.
(ii) Characteristic vector corresponding to = −1 is the solution
of the system
(1 + 1) x + 2 y = 0, 3 + (2 + 1) y = 0
i.e., 2 x + 2 y = 0, 3x + 3 y = 0.
45
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Note that the above two equations are identical as in earlier case.
Set x = k (a non-zero parameter), then y = −k .
k
Thus is the eigenvector corresponding to the eigenvalue −1 .
− k
2. Find the eigenvalues and eigenvectors of the matrix
2 0 1
A = 0 2 0
1 0 2
.
The characteristic equation is det ( A − I ) = 0 ,
2− 0 1
i.e., 0 2− 0 =0,
1 0 2−
(2- ) (2 − ) 2 − 0 − 0 + 10 − (2 − ) =0,
i.e., (2- ) 2
− 4 + 4 − 2 + =0,
22 − 8 + 8 − 3 + 42 − 4 + − 2 = 0,
3 − 62 + 11 − 6 = 0.
=1 is a root of the above equation (by inspection).
Let us use synthetic division to find the other two roots.
=1 1 -6 11 -6
0 1 -5 6
1 -5 6 0
46
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
47
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
manner.
Here 1 is the numerically largest value in the 1 .
48
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Examples:
1. Using power method find an approximate value of eigenvalue
and the corresponding eigenvector of the matrix
4 3 0
A = 0 3 0.
1 1 2
Solution:
7 1
0 = 3 = 7 3 / 7 = 11
4 4 / 7
1
1 = 5.28571 0.24324
0.48649
1
A X 2 =4.72972 0.15428
0.46857
49
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
1
A X 3 =4.46284 0.10371
0.46863
1
A X 4 =4.31113 0.07217
0.47342
1
A X5 =4.02433 0.00605
0.4970
1
A X 6 =4.01815 0.0045
0.49775
50
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
Applications:
1. It allows people to find important subsystems or patterns inside
noisy data sets.
2. Eigenvalues and eigenvectors have widespread practical
application in multivariate statistics.
3. Powers of a Diagonal Matrix, Matrix Factorization.
4. Eigenvalue analysis is also used in the design of the car stereo
systems, where it helps to reproduce the vibration of the car
due to the music.
5. Electrical Engineering: The application of eigenvalues and
eigenvectors is useful for decoupling three-phase systems
through symmetrical component transformation.
6. Model population growth using an age transition matrix and an
age distribution vector, and find a stable age distribution
vector.
Exercise:
Objective Type Questions:
1. The sum of the eigenvalues of a matrix is the ____ of the matrix.
2. If λ is an eigenvalue of a matrix A, then ________ is the eigenvalue
of 𝐴−1 matrix.
3. If 3, 4 are the eigenvalues of a matrix A, then the eigenvalues of 𝐴4
has _________.
51
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
-1 2 3
5. If A = 0 3 5 , then the eigenvalues of 𝐴2 are
0 0 -2
________________.
3 0
6. The Largest Eigen value of the Matrix is
0 7
_________________.
7. If is an eigenvalue of a square matrix A with X as a corresponding
eigenvector, then the eigenvalue of 𝐴𝑛 is equal to ___________.
8. Given that two of the eigenvalues of 3 by 3 matrix are equal to 1 &
determinant of the matrix is equal to 5 then the eigenvalues of its
inverse are __________.
8 −4
1. Find the eigenvalues and eigenvectors of 𝐴 = [ ].
2 2
5 4
2. Find the eigenvalues and eigenvectors of 𝐴 = [ ].
1 2
1 1 3
3. Find the eigenvalues and eigenvectors of 𝐴 = [1 5 1].
3 1 1
52
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
0 11 −5
eigenvector for the matrix = −2 17 −7
−4 26 −10
Answers:
Objective Type Questions:
1) Trace 4) Power method 7) 𝜆𝑛
1 1
2) 𝜆 5) 1, 9, 4 8) 1, 1, 5
3) 81, 256 6) 7
Descriptive type questions:
1) 𝜆 = 4,6, 𝑋1 = [𝑘1 , 𝑘1 ]𝑇 , 𝑋2 = [𝑘2 , 2𝑘2 ]𝑇
2) 𝜆 = 1,6, 𝑋1 = [𝑘1 , −𝑘1 ]𝑇 , 𝑋2 = [4𝑘2 , 𝑘2 ]𝑇
3) 𝜆 = −2,3,6,
𝑋1 = [−𝑘1 , 0, 𝑘1 ]𝑇 , 𝑋2 = [𝑘2 , −𝑘2 , 𝑘2 ]𝑇 , 𝑋2 = [𝑘3 , 2𝑘3 , 𝑘3 ]𝑇
53
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)
Department of Mathematics
4) 𝜆 = 3, 𝑋 = [0.4166, −1]𝑇
5) 𝜆 = 3, 𝑋 = [1, 0, 1]𝑇
0.4
6) = 4 and = 0.6
1
Video links:
https://youtu.be/PFDu9oVAE-g+-
54
First Semester Fundamentals of Linear Algebra, Calculus and Statistics (MAT211CT)