Vectors and Eigen Values Vectors
Vectors and Eigen Values Vectors
Kolhapur
Department of Mathematics
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
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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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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
2X1 − X2 + X3 = 0 ⇒ X2 = 2X1 + X3
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k1 − 2k2 − k3 = 0
−2k1 + 4k2 + 2k3 = 0
−3k1 − k2 + 7k3 = 0
4k1 + 3k2 − 5k3 = 0
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
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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k1 + 2k2 − k3 = 0
3k1 + (p + 7)k2 − 3k3 = 0
2k1 + 4k2 + (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
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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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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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
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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
λ3 − S1 λ2 − S2 λ − |A|
Where
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λ3 − S1 λ2 − S2 λ − |A| = 0
Where
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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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
[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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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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−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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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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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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an An + an−1 An−1 + · · · + a0 I = O
Characteristic equation is
λ3 − 6λ2 + 9λ − 4 = 0
To verify Cayley-Hamilton theorem, we have to prove
A3 − 6A2 + 9A − 4I = 0 (4)
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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
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
A4 = A3 − 9A2 − 4A
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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
Characteristic equation is
λ3 − 5λ2 + 9λ − 1 = 0
To verify Cayley-Hamilton theorem, we have to prove
A3 − 5A2 + 9A − I = 0 (5)
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Example 1.14. Find the characteristic equation of the matrix A given below and
8 7 − 5 4 3 2
matrixrepresented 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
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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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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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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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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