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Vectors and Eigen Values Vectors

The document is a course outline for a Matrix and Multivariable Calculus unit at Sanjay Ghodawat University, focusing on the study of matrices, linear dependence and independence of vectors, eigenvalues, eigenvectors, and the Cayley-Hamilton theorem. It includes definitions, properties, and examples related to linear dependence and independence, as well as exercises for students to practice. The content is structured for first-year B.Tech engineering students and was published by the Department of Mathematics in August 2018.

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0% found this document useful (0 votes)
8 views24 pages

Vectors and Eigen Values Vectors

The document is a course outline for a Matrix and Multivariable Calculus unit at Sanjay Ghodawat University, focusing on the study of matrices, linear dependence and independence of vectors, eigenvalues, eigenvectors, and the Cayley-Hamilton theorem. It includes definitions, properties, and examples related to linear dependence and independence, as well as exercises for students to practice. The content is structured for first-year B.Tech engineering students and was published by the Department of Mathematics in August 2018.

Uploaded by

omm783901
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 24

Sanjay Ghodawath University,

Kolhapur

First Year B.Tec. Engineering (Sem.-I)

Matrix and Multivarible Calculus


Unit 2: Matrix

Department of Mathematics

Sanjay Ghodawat Group of Institutions,


Atigre

August 24, 2018


F.Y. B. Tech.

Contents
1 Matrix-II 2
1.1 Linear Dependence and Independence of Vectors . . . . . . . . . . . . 2
1.2 Eigen Values and Eigen Vectors . . . . . . . . . . . . . . . . . . . . . 7
1.3 Properties of Eigen Values and Eigen Vectors . . . . . . . . . . . . . 9
1.4 Cayley-Hamilton Theorem . . . . . . . . . . . . . . . . . . . . . . . . 17

1
F.Y. B. Tech.

1 Matrix-II
1.1 Linear Dependence and Independence of Vectors
Definition 1.1. We define n dimensional vector as on ordered set of n element
x1 , x2 , . . . , xn and is denoted by
x1
 
 x2   
X=  ...  or X = x1 x2 . . . xn

xn
The elements x1 , x2 , . . . , xn are called components of X .
Note 1.1. Any row or column matrix is called as a vector and elements are called as
scalars.
Definition 1.2. A set of n vectors X1 , X2 , . . . , Xn is said to be Linearly Depen-
dent (L.D.) if there exist n numbers k1 , k2 , . . . , kn not all zero s.t.
k1 X1 + k2 X2 + · · · + kn Xn = 0
Definition 1.3. A set of n vectors X1 , X2 , . . . , Xn is said to be Linearly Indepen-
dent (L.I. if every relation of the type
k1 X1 + k2 X2 + · · · + kn Xn = 0 ⇒ k1 = k2 = · · · = kn = 0
Properties:
1. If a set of vectors is linearly dependent then at least one member can be
expressed as a linear combination of the remaining vectors.
2. If a set of vectors is linearly independent then no member of the set can be
expressed as a linear combination of the other members.
3. Any set of vectors containing a zero vector is always L.D.
Example 1.1. Examine for linear dependence or independence of the vectors, if
dependent find relation between them:

1) X1 = (1 2 3); X2 = (3 − 2 1), X3 = (1 −6 − 5)

Solution: Consider
k1 X1 + k2 X2 + k3 X3 = 0
k1 (1 2 3) + k2 (3 − 2 1) + k3 (1 − 6 − 5) = 0
k1 (1 2 3) + k2 (3 − 2 1) + k3 (1 − 6 − 5) = (0 0 0)
(k1 + 3k2 + k3 2k1 − 2k2 − 6k3 3k1 + k2 − 5k3 ) = (0 0 0)

k1 + 3k2 + k3 = 0
2k1 − 2k2 − 6k3 = 0
3k1 + k2 − 5k3 = 0

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F.Y. B. Tech.

Above system of homogeneous equation can written in matrix form


    
1 3 1 k1 0
2 −2 −6 k2 = 0
3 1 −5 k3 0

Let AX = O
consider the augmented matrix
 
1 3 1 0
[A, O] = 2 −2 −6 0
3 1 −5 0

1
R2 −→ R2
2  
1 3 1 0
∼ 1 −1 −3 0
3 1 −5 0
R2 −→ R2 − R1 , R3 −→ R3 − 3R1
 
1 3 1 0
∼ 0 −4 −4 0
0 −8 −8 0

1 1
R2 −→ − R2 , R3 −→ − R3
4 8
 
1 3 1 0
∼ 0 1 1 0
0 1 1 0

R3 −→ R3 − R2  
1 3 1 0
∼ 0 1 1 0
0 0 0 0
Here ρ(A) = 2 <number of unknowns= 3
Let k3 = t

k1 + 3k2 + k3 = 0
k2 + k3 = 0

By back substitution we get k2 = −t; k1 = 2t


In-particular take t = 1 then k1 = 2, k2 = −1, k3 = 1. Thus there exists
scalars k1 , k2 , k3 not all zero simultaneously s.t. k1 X1 + k2 X2 + k3 X3 = 0.

Hence the vectors X1 , X2 , X3 are L.D.

To obtain linear combination put the values of scalar in linear combination.

2X1 − X2 + X3 = 0 ⇒ X2 = 2X1 + X3

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F.Y. B. Tech.

2) (1 −2 − 3 4); (−2 4 − 1 3); (−1 2 7 6)


Solution:
Let X1 = (1 −2 − 3 4); X2 = (−2 4 − 1 3); X3 = (−1 2 7 6)
Consider
k1 X1 + k2 X2 + k3 X3 = 0

k1 − 2k2 − k3 = 0
−2k1 + 4k2 + 2k3 = 0
−3k1 − k2 + 7k3 = 0
4k1 + 3k2 − 5k3 = 0

Above system of homogeneous equation can written in matrix form

1 −2 −1   0
   
k1
−2 4 2 0
−3 −1 7  k2 = 0
k3
4 3 6 0

AX = O
1 −2 −1 0
 
−2 4 2 0
Consider [A, O] = 
−3 −1 7 0
4 3 6 0
R2 −→ R2 + 2R1 , R3 −→ R3 + 3R1 , R4 −→ R4 − 4R1

1 −2 −1 0
 
0 0 0 0
∼
0 −7 4 0
0 11 10 0

R2 −→ R2 ↔ R4
1 −2 −1 0
 
0 11 10 0
∼
0 −7 4 0
0 0 0 0
R3 −→ 11R2 + 7R2
1 −2 −1 0
 
0 11 10 0
∼
0 0 114 0
0 0 0 0
Here ρ(a) = 3=number of unknowns. So given system of equation has unique
trivial solution.
k1 = k2 = k3 = 0

Hence the vectors X1 , X2 , X3 are L.I.

Example 1.2. For what value of p the vectors (1 3 2); (2 p + 7 4); (−1 −
3 p − 3) are linearly dependent

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F.Y. B. Tech.

Solution: Let X1 = (1 3 2); X2 = (2 p + 7 4); X3 = (−1 − 3 p − 3)


Consider
k1 X1 + k2 X2 + k3 X3 = 0

k1 + 2k2 − k3 = 0
3k1 + (p + 7)k2 − 3k3 = 0
2k1 + 4k2 + (p − 3)k3 = 0

Above system of homogeneous equation can written in matrix form


    0
1 2 1 k1
0
3 (p + 7) −3  k2 =  
0
2 4 (p − 3) k3
0

AX = O
 
1 2 1 0
Consider [A, O] = 3 (p + 7) −3 0
2 4 (p − 3) 0
For vectors to be linearly dependent system should have non-zero solution. For this
we require |A| = 0

1 2 1
3 (p + 7) −3 = 0
2 4 (p − 3)
1(p2 + 4p − 21 + 12) − 2(3p − 9 + 6) − 1(12 − 2p − 14) = 0
p2 + 4p − 9 − 6p + 6 + 2 + 2p = 0
p2 − 1 = 0
p = ±1

The given vectors are L.D. if p = ±1

Exercise No. 1
1) Examine the following set of vectors for linearly dependent or independent if
dependent find the relation X1 = (2, 3, 4, −2)T , X2 = (−1, −2, −2, 1)T ,
X3 = (1, 1, 2, −1)T
2) Examine for linear dependence or linear independence of vectors
(1 2 1); (2 1 4); (4 5 6)
3) Examine for linear independence of the vectors (1 3 4 2), (3 −5 2 6), (2 −1 3 4).
If dependent find relation between them.
4) Examine for linear dependence or independence of vectors
[1, 1, −1, 1]; [1, −1, 2, −1]; [3, 1, 0, 1]
5) Examine for linear dependence or independence of vectors [3, 1, 1] [2, 0, −1] [4, 2, 1].
If dependent find the relation between them.

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F.Y. B. Tech.

6) Examine for linear dependence or independence of vectors [2 − 1 3 2];


[1 3 4 2]; [3 − 5 2 2]. If dependent find the relation between them.
7) Examine the following system of vectors for linear dependence, if dependent find
relation between them [1 1 1 3]; [1 2 3 4]; [2 3 4 7]
8) Examine the following system of vectors for linear dependence, if dependent find
relation between them [1 2 4]; [2 − 1 3]; [0 1 2]
9) Examine the following system of vectors for linear dependence, if dependent find
relation between them [1 2 −1 0]; [1 3 1 2]; [4 2 1 0]; [6 1 0 1]

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F.Y. B. Tech.

1.2 Eigen Values and Eigen Vectors


Definition 1.4. Characteristic Matrix of A: Let A be any square matrix of
order n × n, λ is a scalar and I the unit matrix of the same order.
a11 a12 · · · a1n
 a21 a22 · · · a2n 
i.e. Let A = 
 ... .. .. .. 
. . . 
an1 an2 · · · ann
Consider
a11 a12 · · · a1n 1 0 ··· 0
   
 a21 a22 · · · a2n  0 1 · · · 0
A − λI =  .
 .. .
.. ... . 
..  − λ . . .
 .. .. . . ... 

an1 an2 · · · ann 0 0 ··· 1


a11 − λ a12 ··· a1n
 
 a21 a22 − λ · · · a2n 
= 
 .. . .
.. .. .. 
. . 
an1 an2 · · · ann − λ

Then the matrix A − λI is called characteristic matrix of A.


Definition 1.5. Characteristic Polynomial of A: The determinant |A − λI| is
called Characteristic Polynomial of A.

a11 − λ a12 ··· a1n


a21 a22 − λ ··· a2n
|A − λI| = .. .. .. ..
. . . .
an1 an2 · · · ann − λ
= a0 λn + a1 λn−1 + a2 λn−2 + · · · + an−1 λ + an

which is called characteristic polynomial of A.


Definition 1.6. The equation |A − λI| = 0 is called the Characteristic equation of
A.
i.e. a0 λn + a1 λn−1 + a2 λn−2 + · · · + an−1 λ + an = 0
Definition 1.7. Characteristic roots or Eigen values or Proper Values: The
roots of the characteristic equation are called Characteristic roots or Eigen values
or Proper values of matrix A.
Definition 1.8. Characteristic vectors or Eigen values or proper values:
For every characteristic root (value), (A − λI)X = 0 will have a nontrivial solution.
Let Xi be the solution vector of (A − λI)X = 0 corresponding to characteristic root
λi , then Xi is called characteristic vector or Eigen Vector associated with the root
λi .
 
1 2
Example 1.3. Let A = . find eigen values and eigen vectors.
4 3

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F.Y. B. Tech.

Solution:
Characteristic Matrix: The characteristic matrix of A is
   
1 2 1 0
A − λI = −λ
4 3 0 1
 
1−λ 2
=
4 3−λ
Characteristic Polynomial:The characteristic polynomial of A is
1−λ 2
|A − λI| =
4 3−λ
= 3 − 4λ + λ2 − 8
= λ2 − 4λ − 5
Characteristic Equation:The characteristic equation of A is |A − λI| = 0
i.e. λ2 − 4λ − 5 = 0
Characteristic Values or Eigen Values:The eigen values are roots of character-
istics equation
λ2 − 4λ − 5 = 0
(λ − 5)(λ + 1) = 0
⇒ λ = 5, λ = −1
Eigen values of matrix A are λ1 = 5, λ2 = −1
Characteristic Vectors: to find the characteristic Vectors consider the matrix
equation
[A − λI]X = 0
    
1−λ 2 x1 0
= (1)
4 3 − λ x2 0
Case 1: Eigen vector corresponding to λ1 = 5 From equation (1), we get
    
−4 2 x1 0
=
4 −2 x2 0
R2 −→ R2 + R1     
−4 2 x1 0
=
0 0 x2 0
i.e. −2x1 + x2 = 0
1
Let x2 = t then x1 = t
2  
1
Take t = 2 then X1 =
2
Case 2: Eigen vector corresponding to λ1 = −1 From equation (1), we get
    
2 2 x1 0
=
4 4 x2 0
R2 −→ R2 − R1

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F.Y. B. Tech.

    
2 2 x1 0
=
0 0 x2 0
i.e. x1 − x2 = 0
Let x2 = t then x1 = −t  
−1
Take t = 1 then X2 =
1

1.3 Properties of Eigen Values and Eigen Vectors


Properties of Eigen Value
1) Trace of A: The sum of the entries on the main diagonal of n × n matrix A is
called the trace of the matrix.
2) The sum of the eigen values of a matrix is the sum of the elements of the principal
diagonal
i.e. Trace of A = a11 + a22 + · · · + ann = λ1 + λ2 + · · · + λn
3) The eigen values of upper or lower triangular matrix are the elements on its main
diagonal.
4) The product of the eigen values of a matrix equals to the determinant of of the
matrix.
i.e.λ1 × λ2 × · · · × λn = |A|
1 1 1
5) If λ1 , λ2 , . . . , λn are eigen values of A then , ,..., are eigen values of
λ1 λ2 λn
A−1 (provided each λi different from zero)
|A| |A| |A|
6) If λ1 , λ2 , . . . , λn are eigen values of A then , ,..., are eigen values
λ1 λ2 λn
of adj(A).
7) If λ1 , λ2 , . . . , λn are eigen values of A then kλ1 , kλ2 , . . . , kλn are eigen values
of kA, where k 6= 0
8) If λ1 , λ2 , . . . , λn are eigen values of A then kλm m m
1 , λ2 , . . . , λn are eigen values
m
of A .
9) The eigen values of symmetric matrix are real.
10) The eigen values of A and AT are the same.
11) The inverse A−1 exists iff λ1 6= 0, λ2 6= 0, . . . , λn 6= 0
Properties of Eigen Vector:
1) If X is an eigen vector of a matrix A corresponding to an eigen value λ, then kX
with k 6= 0 is also eigen vector corresponding to eigen value λ.
2) Let λ1 , λ2 , . . . , λn be distinct eigen values of n × n matrix then corresponding
eigen vectors X1 , X2 , . . . , Xn form linearly independent set.

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F.Y. B. Tech.

3) If two or more eigen values are equal then corresponding eigen vectors may or
may not be linearly independent.
Rule to find Characteristic Equation
 
a11 a12
Rule 1 Let A =
a21 a22
Then the characteristic equation is

λ2 − S1 λ + |A| = 0

Where S1 = sum of diagonal elements= a11 + a22


|A| = determinant of A
 
a11 a12 a13
Rule 2 Let A = a21 a22 a23 
a31 a32 a33
Then the characteristic equation is

λ3 − S1 λ2 − S2 λ − |A|

Where

S1 = sum of diagonal elements


= a11 + a22 + a33
S2 = Sum of minor of diagonal elements
= minor of a11 + minor of a22 + minor of a33
|A| = determinant of A
 
−2 −9 5
Example 1.4. If λ1 , λ2 , λ3 are eigen values of the matrix A = −5 −10 7 
−9 −21 84
find λ1 + λ2 + λ3 and λ1 × λ2 × λ3
Solution:We know that
1) λ1 + λ2 + λ3 = Trace of A = −2 − 10 − 14 = −8
2) λ1 × λ2 × λ3 = |A| = 248
 
1 −6 4
Example 1.5. Find eigen values for A, A−1 , A4 , adjA, where A = 0 −1 2
0 0 3
Solution:
1) Given matrix is in upper triangular matrix, so eigen values of A are diagonal
elements i.e 1, -1, 3
1
2) Eigen values of A−1 are 1, -1,
3
3) Eigen values of A4 are 1, 1, 81

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F.Y. B. Tech.

4) Eigen values of adj(A) are 3, -3, 1


 
2 1 1
Example 1.6. Find eigen values of A = 2 3 2 and hence find eigen values for
3 3 4
−1
A and (3A)
Solution: The Character equation is given by

λ3 − S1 λ2 − S2 λ − |A| = 0

Where

S1 = sum of diagonal elements = 9


S2 = Sum of minor of diagonal elements = 15
|A| = determinant of A = 7

λ3 − 9λ2 − 15λ − 7 = 0
Eigen Values of A are 7, 1, 1
Eigen values of A−1 are 1/7, 1, 1
Eigen Values of A are 21, 3, 3
 
6 −2 2
Example 1.7. Find eigen values of A = −2 3 −1 and hence find eigen values
2 −1 3
−1
for A and adj(A)
Solution: Characteristic equation is λ3 − 12λ2 − 36λ − 32 = 0
Eigen Values of A are 2, 2, 8
Eigen values of A−1 are 1/2, 1/8, 1/8
Eigen Values of adj(A) are 16, 4, 4
 
2 1 1
Example 1.8. Find eigen values of A = 1 2 1 and hence find eigen values for
0 0 1
−1
A and adj(A)
Solution: Characteristic equation is λ3 − 5λ2 − 7λ − 3 = 0
Eigen Values of A are 3, 1, 1
Eigen values of A−1 are 1/3, 1, 1
Eigen Values of adj(A) are 1, 3, 3
 
8 −6 2
Example 1.9. Find eigen values of A = −6 7 −4 and hence find eigen values
2 −4 3
for (2A)

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F.Y. B. Tech.

Solution: Characteristic equation is


λ3 − 18λ2 − 45λ0
Eigen Values of A are 15, 3, 0
Eigen Values of (2A) are 30, 0, 0
 
1 0 −1
Example 1.10. Find the eigen values and eigen vectors for A = 1 2 1 
2 2 3
Solution: The characteristic equation is λ3 − S1 λ2 + S2 λ − |A| = 0

WhereS1 = Sum of the diagonal elements


= 1+2+3
= 6
S2 = sum of minors of diagonal elements
2 1 1 −1 1 0
= + +
2 3 2 3 1 2
= 4+5+2
= 11
|A| = 1(4) − 1(−2) = 6

Characteristic equation is

λ3 − 6λ2 + 11λ − 6 = 0
Here we can observe λ = 1 is root of the equation. By synthetic division

1 −6 11 −6
1 1 −5 6
1 −5 6 0

(λ − 1)(λ2 − 5λ + 6) = 0
(λ − 1)(λ − 2)(λ − 3) = 0

λ = 1, 2, 3

Eigen values of matrix A are λ1 = 1, λ2 = 2, λ3 = 3

To find eigen vector consider

[A − λI]X = O
    
1−λ 0 −1 x1 0
 1 2−λ 1  x2  = 0 (2)
2 2 3 − λ x3 0

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F.Y. B. Tech.

Case 1: If λ = λ1 = 1
From equation (2) we write
    
0 0 −1 x1 0
1 1 1  x2  = 0
2 2 2 x3 0
By Creamers rule
x1 −x2 x3
= =
0 −1 0 −1 0 0
1 1 1 1 1 1
x1 −x2 x3
= =
1 1 0
 
1
Thus the vector is X1 = −1

0
Case 2: If λ = λ2 = 2
From equation (2) we write
    
−1 0 −1 x1 0
 1 0 1  x2  = 0
2 2 1 x3 0
By Creamers rule
x1 −x2 x3
= =
0 1 1 1 1 0
2 1 2 1 2 2
x1 −x2 x3
= =
−2 −1 2
 
−2
Thus the vector is X2 = 1 

2
Case 3: If λ = λ3 = 3
From equation (2) we write
    
−2 0 −1 x1 0
 1 −1 1  x2  = 0
2 2 0 x3 0
By Creamers rule
x1 −x2 x3
= =
0 −11 −2 −1 −2 0
−1 1 1 1 1 −1
x1 −x2 x3
= =
−1 −1 2
 
−1
Thus the vector is X2 =  1 
2

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F.Y. B. Tech.

 
−2 2 −3
Example 1.11. Find the eigen values and eigen vectors for A =  1 2 −6
−1 −2 0
Solution: The characteristic equation is λ3 − S1 λ2 + S2 λ − |A| = 0
WhereS1 = Sum of the diagonal elements
= −2 + 1 + 0
= −1
S2 = sum of minors of diagonal elements
1 −6 −2 −3 −2 2
= + +
−2 0 −1 0 2 1
= −12 − 3 − 6
= −21
|A| = −2(−12) − 2(−6) − 3(−3) = 45
Characteristic equation is
λ3 + λ2 − 21λ − 45 = 0
Here we can observe λ = −3 is root of the equation. By synthetic division

1 1 − 21 − 45
−3 −3 6 45
1 −2 − 15 0

(λ − 3)(λ2 − 2λ − 15) = 0
(λ + 3)(λ + 3)(λ − 5) = 0
λ = −3, −3, 5
Eigen values of matrix A are λ1 = 5, λ2 = −3, λ3 = −3
To find eigen vector consider
[A − λI]X = O
    
−2 − λ 2 −3 x1 0
 2 1 − λ 6  x2  = 0 (3)
−1 −2 −λ x3 0
Case 1: If λ = λ1 = 5
From equation (2) we write
    
−7 2 −3 x1 0
 2 −4 −6 x2  = 0
−1 −2 −5 x3 0
By Creamers rule
x1 −x2 x3
= =
−4 −6 2 −6 2 −4
−2 −5 −1 −5 −1 −2

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F.Y. B. Tech.

x1 −x2 x3
= =
8 −16 −8
   
8 1
Thus the vector is X1 =  16  = 8  2 
−8 −1

Case 2: If λ = λ2 = λ3 = −3
From equation (2) we write
    
1 2 −3 x1 0
2 4 −6 x2  = 0
−1 −2 3 x3 0
R2 − 2R1 , R3 + R1
    
1 2 −3 x1 0
0 0 0  x2  = 0
0 0 0 x3 0

x1 + 2x2 − 3x3 = 0
Let x3 = t and x2 = s. Then x = −2s + 3t
     
−2s + 3t −2 3
X=  s  =s  1  + t 0

t 0 1
   
−2 3
Let X2 =  1  and X2 = 0
0 1

Excercise No. 2
 
2 1 1
1) Find the Eigen values of the matrix A =  2 3 2  and hence find Eigen values
3 3 4
−1
of A and 3A
 
1 1 1
2) Find the Eigen values of the matrix A =  1 2 1  and Eigen vector corre-
3 2 3
sponding to the smallest Eigen value.
 
6 −2 2
3) Find the Eigen Values of the matrix A =  −2 3 −1  and hence determine
2 −1 3
−1
the Eigen values of A and adjA.
4) Find the Eigen values and Eigen vector of matrix for greatest Eigen value of
matrix  
4 2 −2
 −5 3 2 
−2 4 1

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F.Y. B. Tech.

 
2 1 1
5) Find the Eigen values of the  1 2 1  and hence find Eigen values of AT , adjA, A−1
0 0 1
 
3 10 5
6) Find Eigen vector for least Eigen value of the matrix A =  −2 −3 −4 
3 5 7
 
5 0 1
7) Find Eigen vector for least Eigen value of the matrix A =  0 −2 0 
1 0 5
 
8 −6 2
8) Find Eigen values of the matrix A =  −6 7 −4  and Eigen values of
2 −4 3
−1
A , adjA and 2A matrices.
9) Find Eigen values and
 Eigen vector
 corresponding to smallest Eigen value only,
−2 5 4
for the matrix A =  5 7 5 
4 5 −2
 
4 6 6
10) Determine the eigen values and eigen vectors of A =  1 3 2
−1 −4 −3
 
0 1 1
11) Determine the eigen values and eigen vectors of the matrix A = 1 0 1
1 1 0
 
0 1 0
12) Determine the eigen values and eigen vectors of A = 0 0 1
1 −3 3

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F.Y. B. Tech.

1.4 Cayley-Hamilton Theorem


Statement: Every Square matrix satisfy its own characteristic equation.
The theorem states that if |A − λI| = 0 i.e. an λ3 + an−1 λn−1 + · · · + a0 = 0 is
characteristic equation of a square matrix A, then A satisfy

an An + an−1 An−1 + · · · + a0 I = O

Example 1.12. Verify Cayley-Hamilton


  Theorem for the matrix A and use it to
2 −1 1
find A−1 and A4 , where −1 2 −1
1 −1 2
Solution The characteristic equation is λ3 − S1 λ2 + S2 λ − |A| = 0

WhereS1 = Sum of the diagonal elements


= 2+2+2
= 6
S2 = sum of minors of diagonal elements
= 3+3+3
= 9
|A| = 6−1−1=4

Characteristic equation is

λ3 − 6λ2 + 9λ − 4 = 0
To verify Cayley-Hamilton theorem, we have to prove

A3 − 6A2 + 9A − 4I = 0 (4)

First we calculate A2 and A3


  
2 −1 1 2 −1 1
A2 = −1 2 −1 −1 2 −1
1 −1 2 1 −1 2
 
6 −5 5
= −5 6 −5
5 −5 6
  
2 −1 1 6 −5 5
A3 = −1 2 −1 −5 6 −5
1 −1 2 5 −5 6
 
22 −21 21
= −21 22 −21
21 −21 22

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F.Y. B. Tech.

Now, consider
       
22 −21 21 6 −5 5 2 −1 1 1 0 0
LHS = −21 22 −21 − 6 −5 6 −5 + 9 −1 2 −1 − 4 0 1 0
21 −21 22 5 −5 6 1 −1 2 0 0 1
 
22 − 36 − 18 − 4 −21 + 30 − 9 21 − 30 + 9
=  −21 + 30 − 9 22 − 36 + 18 − 4 −21 + 30 − 9 
21 − 30 + 9 −21 + 30 − 9 22 − 36 + 18 − 4
 
0 0 0
= 0 0 0

0 0 0
= 0
= RHS

Thus A3 − 6A2 + 9A − 4I = 0. Hence Cayley-Hamilton theorem is verified.


1) To find A−1 : Multiplay equation (4) byA−1 , we get

A−1 A3 − 6A−1 A2 + 9A−1 A − 4A−1 I = A−1 0


A2 − 6A + 9I − 4A−1 = 0

1 2
A−1 = [A − 6A + 9I]
4

     
1 
 6 −5 5 2 −1 1 1 0 0 
A−1 = −5 6 −5 − 6 −1 2 −1 + 9 0 1 0
4  5 −5 6 1 −1 2 0 0 1 
 
1 
 6 − 12 + 9 −5 + 6 5 − 6 
= −5 + 6 6 − 12 + 9 −5 + 6 
4 5−6 −5 + 6 6 − 12 + 9 
 
1 
 3 1 −1 
= 1 3 1
4  −1 1 3 

2) To find A4 : Multiply equation (4) byA, we get

AA3 − 6AA2 + 9AA − 4AI = A0


A4 − 6A3 + 9A2 − 4A = 0

A4 = A3 − 9A2 − 4A

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F.Y. B. Tech.

     
22 −21 21 6 −5 5 2 −1 1
A4 = 6 −21 22 −21 − 9 −5 6 −5 + 4 −1 2 −1
21 −21 22 5 −5 6 1 −1 2
 
132 − 54 + 8 −126 + 45 − 4 126 − 45 + 4
= −126 + 45 − 4 132 − 54 + 8 −126 + 45 − 4
126 − 45 + 4 −126 + 45 − 4 132 − 54 + 8
 
86 −85 85
= −85 86 −85
85 −85 86

Example 1.13. Verify Cayley-Hamilton


  Theorem for the matrix A and use it to
1 2 −2
find A−1 and A4 , where −1 3 0
0 −2 1
Solution The characteristic equation is λ3 − S1 λ2 + S2 λ − |A| = 0

WhereS1 = Sum of the diagonal elements


= 5
S2 = sum of minors of diagonal elements
= 9
|A| = 1

Characteristic equation is

λ3 − 5λ2 + 9λ − 1 = 0
To verify Cayley-Hamilton theorem, we have to prove

A3 − 5A2 + 9A − I = 0 (5)

First we calculate A2 and A3


  
1 2 −2 1 2 −2
A2 = −1 3 0  −1 3 0
0 −2 1 0 −2 1
 
−1 12 −4
= −4 7 2
2 −8 1
  
1 2 −2 −1 12 −4
A3 = −1 3 0  −4 7 2
0 −2 1 2 −8 1
 
−13 42 −2
= −11 9 10 
10 −22 −3

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F.Y. B. Tech.

Now, A3 − 5A2 + 9A − I = 0. Which verifies Cayley-Hamilton theorem.


 
3 2 6
A−1 = 1 1 2
2 2 5
 
−55 104 24
A4 = −20 −15 32 
32 −40 −23

Example 1.14. Find the characteristic equation of the matrix A given below and
8 7 − 5 4 3 2
 matrixrepresented by A − 5A + 7A 3A + A − 5A + 8A − 2A + I,
hence find the
2 1 1
where A = 0 1 0
1 1 2
Solution The characteristic equation is λ3 − S1 λ2 + S2 λ − |A| = 0

WhereS1 = Sum of the diagonal elements


= 5
S2 = sum of minors of diagonal elements
= 7
|A| = 3

Characteristic equation is

λ3 − 5λ2 + 7λ − 3 = 0
By Cayley-Hamilton theorem, we get

A3 − 5A2 + 9A − I = 0

As

x5 +x

x3 − 5x2 + 7x − 3 8 7 6 5 4 3 2
x − 5x + 7x − 3x + x − 5x + 8x − 2x + 1
− x8 + 5x7 − 7x6 + 3x5
x4 − 5x3 + 8x2 − 2x
− x4 + 5x3 − 7x2 + 3x
x2 + x + 1

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F.Y. B. Tech.

By division theorem we write given expression as

Expression = A8 − 5A7 + 7A− 3A5 + A4 − 5A3 + 8A2 − 2A + I


= (A3 − 5A2 + 9A − I)(A5 + A) + (A2 + A + I)
2
= A
 + A +I     
2 1 1 2 1 1 2 1 1 1 0 0
= 0 1 0 0 1 0 + 0 1 0 + 0 1 0
1 1 2 1 1 2 1 1 2 0 0 1
     
5 4 4 2 1 1 1 0 0
= 0 1 0 + 0 1 0 + 0 1 0
4 4 5 1 1 2 0 0 1
 
8 5 5
= 0 3 0
5 5 8

Exercise No. 3
 
1 2 3
1) Using Cayley-Hamilton theorem find A−1 if A =  2 −1 4 
3 1 −1
 
8 −8 −2
2) Find the characteristic equation of the matrix A =  4 −3 −2  and show
3 −4 1
that the matrix A satisfies its characteristic equation.
 
1 2 3
3) Verify Cayley-Hamilton’s theorem for the matrix A =  2 4 5 
3 5 6
 
1 2 1
4) Verify Cayley-Hamilton’s theorem for the matrix A =  0 1 −1 
3 −1 1
 
7 −1 3
5) Find inverse of matrix by using Cayley- Hamilton theorem if A =  6 1 4 
2 4 8

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F.Y. B. Tech.

Solution
Exercise No. 1
1) L.D. (K1 = −t, K2 = −t, K3 = t) and X3 = X1 + X2
2) L.D.A
3) L.D. (K1 = −t/2, K2 = −t/2, K3 = t) and 2X3 = X1 + X2
4) L.D.
5)
6)
7) L.D. X3 = X1 + X2
8) L.I. 9X1 − 12X2 + 5X3 − 5X4 = 0
Exercise No. 2
1) Ch. Polynomial is λ3 − 9λ2 + 15λ − 7 = 0
i) Eigen Values of A are 7, 1, ,1
1
ii) Eigen Values of A−1 are , 1, , 1
7
iii) Eigen Values of 3A are 21, 3, , 3
2) Ch. Polynomial is λ3 − 6λ2 + 5λ = 0; Eigen Values are 1, 5, 0
Eigen vector corresponding to smallest Eigen value λ = 0 is X = (1 0 − 1)T
3) Ch.Eeq.is λ3 − 12λ2 + 36λ − 32 = 0
Eigen Values of A are λ = 2, 2, 8
1 1 1
Eigen Values of A−1 are λ = , ,
2 2 8
Eigen Values of adj(A) are λ = 16, 16, 4
4) Ch. Equation is λ3 − 8λ2 − 17λ − 10 = 0; Eigen Values are λ = 1, 2, 5
Eigen vector corresponding to greatest eigen value λ = 5 is (0, 1, 1)
5) Ch. Polynomial is λ3 − 5λ2 + 7λ − 3 = 0
i) Eigen Values of A are 3, 1, ,1
ii) Eigen Values of AT are 3, 1, ,1
iii) Eigen Values of adjA are 1, 3, , 3
1
iv) Eigen Values of A−1 are , 1, , 1
3
6) Ch. Polynomial is λ3 − 7λ2 + 16λ − 12 = 0; Eigen Values are 3, 2, 2
Eigen vector corresponding to smallest Eigen value λ = 2 is

X1 = (1 1 − 2)T , X2 = (5 2 − 5)T

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F.Y. B. Tech.

7) Ch. Polynomial is λ3 − 8λ2 + 4λ + 48 = 0; Eigen Values are -2, 4, 6


Eigen vector corresponding to smallest Eigen value λ = −2 is X1 = (0 1 0)T
8) Ch. Polynomial is λ3 − 18λ2 + 45λ = 0
i) Eigen Values of A are 15, 3, ,0
−1
ii) Eigen Values of A are not exists
iii) Eigen Values of 2A are 30, 6, ,0
iv) Eigen Values of adjA are not exists
9) Ch. Polynomial is λ3 − 3λ2 − 90λ − 216 = 0; Eigen Values are -3, -6, 12
Eigen vectors are X1 = [1 − 1 1]T ; X2 = [−1 0 1]T ; X3 = [1 2 1]T
10) Eigen Values are -1, 1, 4
Eigen Vectors are [−6 − 2 7]T ; [0 1 − 1]T ; [−3 − 1 1]T
11) Ch. Polynomial is λ3 − 3λ − 2 = 0; Eigen Values are 2, -1, -1
Eigen vectors are X1 = [1 1 1]T ; X2 = [−1 1 0]T ; X3 = [−1 0 1]T
12) Ch. Polynomial is λ3 − 3λ2 + 3λ − 1 = 0; Eigen Values are 1, 1, 1
Eigen vector: X = [1 1 1]T
Exercise No. 3
1)
   
26 −32 −2 74 −104 10
2) Ch.Eeq.is λ3 −6λ2 +11λ−6 = 0 and A2 =  14 −15 −4 : A3 =  40 51 2 
11 −16 3 33 −52 13
   
14 25 31 157 283 353
3) Ch.Eeq.is λ3 −11λ2 −4λ+1 = 0 and A2 =  25 45 56 : A3 =  283 510 636 
31 56 70 353 636 793

4) Ch.Eeq.is λ3 − 3λ2 − λ + 9 = 0 and


   
4 3 0 4 11 1
A2 =  −3 2 −2  and A3 =  −9 −2 −7 
6 4 5 21 11 7

Hence A3 − 3A2 − A + 9I = 0
5) Ch.Eeq.is λ3 − 16λ2 + 55λ − 50 = 0
   
49 4 41 1 1  −8 20 −7
A2 =  56 11 54  and A−1 = [A2 −16A+55I] = −40 50 −10 
54 34 86 50 50 22 −30 13

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