UNIT-I

MATRICES
A matrix is defined as a rectangular array(or arrangement in rows or columns) of
scalars.
If mn numbers (real or complex) or functions are arranged in the form of a
rectangular array A having m rows and n columns then A is called an m n matrix.
Each of the mn numbers is called an elements of the matrix. An m n matrix is
also called a matrix of order m n.

a
a12 a13
11

a21 a22 a23

An m n matrix is usually written as a31 a32 a33

...
...
...

am1 am2 am3

An m n matrix A may be written as
A = [aij ]mn

... a1n
...
...
...
...

a2n

a3n

...

amn

or A = [aij ], where i = 1, 2, 3, ..., m; j = 1, 2, 3, ..., n.

APPLICATION OF MATRICES

In Algebra, the matrices have their largest application in the theory of simultaneous equations and linear transformation. e.g., the set of simultaneous equations
a11 x1 + a12 x2 + a13 x3 = b1
a21 x1 + a22 x2 + a23 x3 = b2
a31 x1 + a32 x2 + a33 x3 = b3
may be symbolically represented by the equation
AX = B
1

a11 a12 a13

where A = a21 a22 a23

a31 a32 a33

x1

b1

, X = x 2 , B = b2

x3
b3

The theory of matrices has been found of great utility in many branches of higher
mathematics such as algebraic and differential equations, astronomy, mechanics, theory of electrical circuits, quantum mechanics, nuclear physics and aerodynamics.

1.1 CHARACTERISTIC EQUATION

The characteristic equation is the equation which is solved to find a matrixs

eigenvalues, also called the characteristic polynomial.
Let A = [aij ] be a square matrix of order n. the characteristic equation in
variable , is defined by
|A I| = 0.
The equation |A I| = 0 is called characteristic equation of matrix A.
In a 2
2 case, where:

a11 a12

A=
a21 a22
then:

a11
a12

A I =
a21
a22
so the characteristic equation is:
|A I| = (a11 )(a22 ) a21 a12 = 0
or simply:
|A I| = 2 (a11 + a22 ) + (a11 a22 a21 a12 ) = 0.

1.2 CHARACTERISTIC POLYNOMIAL

The determinant |A I| when expanded will give a polynomial of degree n

in which is called characteristic polynomial of matrix A.

SOLVED EXAMPLES

Example.1 Find the characteristic equation of the matrix A =

5 4
1 2

Solution: The characteristic equation of A is

|A I| = 0.




 5
4 
 = 0.



 1
2 
2 7 + 6 = 0.
Example.2

Find the characteristic polynomial of the matrix A =

Solution: The characteristic polynomil of A is


 1
2
|A I| = 
 2
1
2 2 3.
Exercise:

1 2
2 1

2 2 2

1. Find the characteristic equation of the matrix A = 1 1

1 .

1 3 1

1 1 1

2. Find the characteristic polynomial of the matrix A = 0 1 0 .

1 1 1
3

1.3 EIGEN VALUES AND EIGEN VECTORS

The roots 1 , 2 ...n of the characteristic equation are called eigen values or
characteristic roots. Corresponding to each characteristic root there corresponds
non-zero vector X which satisfies the equation (A I)X = 0. The non-zero vectors
X are called eigen vectors or characteristic vectors.

If we take the first eigenvalue 1 then our equation system is

(A 1 I)x = 0
For the 2 2 case, we can write this out in a systems of two equations:
(a11 1 )x1 + a12 x2 = 0
a21 x1 + (a22 1 )x2 = 0
Although it might not be obvious, the first equation is a linear transformation of the
second equation, thus the ratio x1 /x2 will be the same regardless of how we solve
it, i.e.
a12 /(a11 1 ) = x1 /x2 = (a22 1 )/a21
Once x1 /x2 is obtained, the only thing that remains to obtain some levels of x1 and
x2 , we have to normalize the system, e.g. we could take x2 = 1 or impose x1 +x2 = 1
or x21 + x22 = 1 as a normalization device. From this we would thus obtain the vector
x = [x1 x2 ]T . This x is the eigenvector associated with the eigenvalue 1 . If we then
took the second eigenvalue 2 , we would also find another eigenvector x associated
with that by the same means. In an n-dimensional system, we would have n eigenvalues with associated eigenvectors.

Example.1

Find the eigenvalues and eigenvectors of the matrix A =

3 1

Solution: The characteristic equation of A is

|A I| = 0.




 1

1

 = 0.


 3
1 
2 4 = 0.
= 2, 2
i.e.

The eigenvalues of A are 2, 2.

The eigenvector corresponding to any is given by (A I)X = 0






 1
 x1
1

=0
i.e.

 3
1  x2
Case(i) When = 2, the eigenvector is given by the equations
x1 + x2 = 0 and
3x1 3x2 = 0, which are one and the same.
Solving, x1 = x2 . Taking x1 = 1we get
x2 = 1.
1
The eigenvector is
1
Case(ii) When = 2, the eigenvector is given by the equations
3x1 + x2 = 0 and
3x1 + x2 = 0, which are one and the same.
Solving, 3x1 = x2 . Taking x1 =
1 we get
x2 = 3.
1

The eigenvector is
3

Example.2

1 1 3

Find the eigenvalues and eigenvectors of the matrix A 1 5 1

3 1 1
Solution: The characteristic equation of A is
|A I| = 0.


 1
1
3


 1
5
1


 3
1
1






=0




The characteristic equation of A is 3 72 + 36 = 0.

The eigenvalues of A are = 2, 3, 6.
Case(i) When = 2,
The eigenvector is given by

3 1 3

1 7 1

3 1 3
i.e.

x1

x2 = 0

x3

x1 + 7x2 + x3 = 0
3x1 + x2 + 3x3 = 0

Solving these equation by rule of cross-multiplication, we have

x1
20

x2
0

x3
20

Thus the eigenvector corresponding to = 2 is

X1 = 0

1
6

Case(ii) When = 3,
The eigenvector is given by

2 1 3

1 2 1

3 1 2
x1
1

x
1

x2 = 0

x3
x2
1

x3
1

Thus the eigenvector corresponding to = 3 is

X2 = 1

1
Case(iii) When = 6,
The eigenvector is given by

5 1
3

1 1 1

3
1 5
x1
1

x
1

x2 = 0

x3
x2
2

x3
1

Thus the eigenvector corresponding to = 6 is

1


X3 = 2

1

1.4 PROPERTIES OF EIGENVALUES:

1. A square matrix A and its transpose AT have the same eigenvalues.

2. The sum of the eigenvalues of a matrix A is equal to the sum of the principal
diagonal elements of A (The sum of the principal diagonal elements is called
the Trace of the matrix).
3. The product of the eigenvalues of a matrix A is equal to |A|.
4. If 1 , 2 , ...n are the eigenvalues of a matrix A, then
(i) k1 , k2 , ...kn are the eigenvalues of the matrix kA, where k is a non-zero
scalar.
(ii) p1 , p2 , ...pn are the eigenvalues of the matrix Ap , where p is a positive
integer.
(iii) 1/1 , 1/2 , ...1/n are the eigenvalues of the inverse matrix A1 , provided
r 6= 0 i.e. A is non-singular.
5. The eigenvalues of a real symmetric matrix are real.
6. The eigenvectors corresponding to distinct eigenvalues of a real symmetric
matrix are orthogonal.
SOLVED EXAMPLES

Example.1 Find the sum and product of the eigenvalues of

8 4
2

Solution:
Sum of the eigenvalues of a matrix A = Sum of the principal diagonal elements of
A.
Sum of the eigenvalues of a matrix A = 8+2=10.
8

The product of the eigenvalues of a matrix A = |A|.

The product of the eigenvalues of a matrix A = 24.

6 2 2

Example.2 The product of two eigenvalues of the matrix 2 3 1 is 16.

2 1 3
Find the third eigenvalue.
Solution:
The product of the eigenvalues of a matrix A = |A|.
163 =32.
3 =2.
Exercise:

1. Find the eigenvalues of 2A2 if A =

4 1
3 2

without finding A2 .

8 6 2

2. If 3 and 15 are two eigenvalues of A = 6 7 4 . Find the eigenvalues

2 4 3
2
of A 5I and A .

1.5 CAYLEY-HAMILTON THEOREM:

Statement:
Every square matrix satisfies its own characteristic equation.
If c0 n + c1 n1 + ... + cn1 + cn = 0 is the characteristic equation of a square
matrix of order n, then
c0 An + c1 An1 + ... + cn1 A + cn I = 0.

(1)

Corollary:
(i). If A is non-singular. i.e.A 6= 0, using this theorem, we can find A1 as follows.
Multiply (1) by A1 ,
9

c0 An1 + c1 An2 + ... + cn1 I + cn A1 = 0.

A1 = c1n [c0 An1 + c1 An2 + ... + cn1 I].
(ii). The higher positive integral powers of A can be computed by the following way.
Multiply (1) by A,
c0 An+1 + c1 An + ... + cn1 A2 + cn A = 0.
An+1 = c10 [c1 An + ... + cn1 A2 + cn A].
Example:

Verify Cayley-Hamilton theorem for the matrix A = 1 3

0 2
1
find A .

0 and hence

Solution:
The characteristic equation of A is 3 52 + 9 1 = 0.
2
To verify A3 5A
+ 9A I = 0.
1 12 4

A2 =A.A;
A2 = 4 7
2

2 8 1

13 42 2

3
2
3
A =A .A;
A = 11 9
10

10 22 3

A3 5A2 + 9A I= 0


13 42 2
5 60 20
9
18 18
1 0
0

= 11 9
0 + 0 1 0
10 + 20 35 10 + 9 27

10 22 3
10 40 5
0 18 9
0
0 1

0 0 0

= 0 0 0

0 0 0
10

To Find A1 :
A3 5A2 + 9A I = 0
Multiply by A1 ,

A2 5A + 9I A1 = 0

A1 = A2 5A + 9I

1 12 4
5 10 10
9 0 0

= 4 7
2 + 5 15 0 + 0 9 0

2 8 1
0
10 5
0 0 9

A1

3 2 6

= 1 1 2 .

2 2 5

Exercise:

1. Find An , using Cayley-Hamilton theorem, when A =

5 3
1 3

. Hence find A4 .

1 0 2

2. Verify Cayley-Hamilton theorem for the matrix A = 2 2 4 and hence

0 0 2
1
4
find (i) A and (ii) A .

1 0
3

3. Find the characteristic equation of the A = 2 1 1 . Verify that the

1 1 1
matrix satisfies its own characteristic equation. Also calculate (i) A1 and (ii) A4 .

4. Use Cayley-Hamilton theorem, to find the value of the matrix

given by

2 1 1

(A8 5A7 + 7A6 3A5 + A4 5A3 + 8A2 2A + I), if the matrix A = 0 1 0 .

1 1 2
11

1.6 DIAGONALISATION OF A MATRIX:

Similarity of Matrices:
Let A and B be two square matrices of the same order. Then the matrix B is
said to be similar to the matrix A if there exists a non-singular matrix P such that
B = P 1 AP . The transformation A to P 1 AP is called similarity transformation.

Property:
Two similar matrices have the same eigenvalues.
Proof:

Let A and B be two similar matrices.

B = P 1 AP

Then by definition,

B I = P 1 AP I
=P 1 AP P 1 IP
=P 1 (A I)P
|B I|

= |P 1 ||A I||P |
=|A I||P 1 P |
=|A I||I|
=|A I|

Thus A and B have the same Characteristic polynomials and hence the same characteristic equations.
A and B have the same eigenvalues.
DIAGONALISATION OF A MATRIX BY MEANS OF A SIMILARITY TRANSFORMATION:

A square matrix A of order n has n linearly independent Eigenvectors, the a

matrix M can be found such that M 1 AM = D, where D is a diagonal matrix, is
12

called diagonalisation of the matrix A. As M 1 AM = D is a similarity transformation, the matrices A and D are similar and hence A and D have the same eigenvalues.

Definition:
A square matrix A is said to be orthogonal if A.AT = AT .A = I . Note:
A is said to be orthogonal if A.AT = AT .A = I. (1)
we know that A.A1 = A1 .A = I . (2)
From (1) and (2) if A is orthogonal AT = A1 .

PROPERTIES OF ORTHOGONAL MATRIX:

1. If A is an orthogonal matrix then AT and A1 are also an orthogonal matrix.
2. If A and B are orthogonal, then AB is also orthogonal.
3. A square matrix A is orthogonal if and only if A1 = AT .

DIAGONALISATION OF A MATRIX BY ORTHOGONAL TRANSFORMATION (OR) ORTHOGONAL REDUCTION:

If A is a real symmetric matrix, then the eigen vectors of A are not only Linearly
independent but also pairwise orthogonal.
The Normalized eigenvectors of A is formed by divide each element of the vector X,
by the square-root of the sum of the squares of all the elements of X.
Let N be the Normalized modal matrix whose columns are the normalized eigen vectors of A. Then N ia as orthogonal matrix and by the property N T = N 1 .
If A be a real symmetric matrix, then there exists an orthogonal matrix such that
N T AN = N 1 AN = D is known as Orthogonal Reduction (or) Orthogonal Transformation.

Note: Orthogonal transformation is possible only for a real symmetric matrix.

13

Example:

Diagonalize the matrix A 1 3 1 by means of an orthogonal transformation.

1 1 3
Solution: The characteristic equation of A is
|A I| = 0.
The characteristic equation of A is 3 92 + 24 16 = 0.
The eigenvalues of A are = 1, 4, 4.
Case(i) When = 1,

The eigenvector X1 is X1 = 1

1
Case(ii) When = 4,

The eigenvector X2 is X2 = 1

1

a


Let X3 = b be the third eigenvectors which is orthogonal to X1 and X2 .

c
X3 is orthogonal to X1 a + b + c = 0
X3 is orthogonal to X2
b + c = 0
2


Solving we get X3 = 1

1
Now X1T X2 = X2T X3 = X3T X1 = 0

The Normalized Model matrix is N =

3
1
3
1
3

The orthogonal transformation is N T AN = D.

14

0
1

2
1
2

2
6
1
6
1
6

N T AN = D = 0

2
6

1
3
1

2
1
6

1
3
1
2
1
6

1 3 1

1 1 3

3
1
3
1
3

0
1

2
1
2

2
6
1
6
1
6

1 0 0

= 0 4 0 = D(1, 4, 4)

0 0 4

Exercise:

10

2 5

1. Diagonalize the matrix A 2 2

3 by means of an orthogonal transformation.

5 3
5

6 2 2

2. Diagonalize the matrix A 2 3 1 by means of an orthogonal transformation.

2 1 3
1.7 QUADRATIC FORM:

A homogeneous polynomial of the second degree in any number of variable is called a

quadratic form.
For examples:
1. x2 + y 2 + 2xy is a Q.F in the variable x and y.
2. x21 + 2x22 + 3x23 + 4x1 x2 + x2 x3 is a Q.F in the variable x1 , x2 , x3 .

Note 1:
The matrix corresponding to the quadratic form is

co-effi x21
1
2 co-effi

x2 x1

1
2 co-effi

x3 x1

1
2 co-effi

x1 x2

co-effi x22
1
2 co-effi

x3 x2

1
2 co-effi

x1 x3

x2 x3

co-effi x23

1
2 co-effi

15

Note 2:

x1

Quadratic form corresponding to the matrix A is X T AX where X = x2

x3
CANONICAL FORM OF A QUADRATIC FORM:

Let Q = X T AX be a quadratic form in n variables x1 , x2 , x3 , ..., xn .

Let X = P Y be a linear transformation. where P is a non-singular matrix.
Now,
Q = (P Y )T A(P Y )
= Y T (P T AP )Y
= Y T DY

= [y1 , y2 , ..., yn ]

2 0 .

. .

. .

. .

0 n
.

y1

y2

yn

Q = 1 y12 + 2 y22 + ... + n yn2 .

Which is the Canonical form of the given Quadratic Form.

NATURE OF THE QUADRATIC FORM:

Index of the Quadratic Form:

The number of positive terms in the canonical form is called the index and it is denoted
by s.

16

Signature of the Quadratic Form:

The difference of number of positive and negative square terms is called the signature
of the Quadratic Form.

The Quadratic Form Q = X T AX in n variables is said to be

Positive definite, if all the eigenvalues are positive numbers.
Negative definite, if all the eigenvalues are negative numbers.
Positive semi definite, if all the eigenvalues os A 0 and atleast one eigenvalue
is zero.
Negative semi definite, if all the eigenvalues os A 0 and atleast one eigenvalue
is zero.
Indefinite in all other cases.

Rules for finding nature of Quadratic form using principal sub-determinants:

In this method we can determine the nature of the quadratic form without reducing
it to the canonical form.
Let A be square matrix of order n.
D1 = |a11 |


 a11
D2 = 
 a21


 a11


D3 =  a21


 a31
.
.
.
Dn = |A|.

17



a12 


a22 


a12 a13 


a22 a23 


a32 a33 

Here D1 , D2 , D3 , ..., Dn are called the principal sub determinants of A.

A Quadratic form is said to be Positive definite, if D1 , D2 , D3 , ..., Dn are all

positive. (i.e) Dn > 0 for all n.
A Quadratic form is said to be Negative definite, if D1 , D3 , D5 , ... are all negative
and D2 , D4 , D6 , ... are all positive. (i.e) (1)n Dn > 0 for all n.
A Quadratic form is said to be Positive semi definite, if Dn 0 and atleast one
Di = 0.
A Quadratic form is said to be Negative semi definite, if (1)n Dn 0 and
atleast one Di = 0.
A Quadratic form is said to be Indefinite, in all other cases.
Example:
Reduce the quadratic form 2x21 + 6x22 + 2x23 + 8x1 x3 to canonical form by orthogonal
reduction.
Solution:
The matrix
of quadratic form is

2 0 4

A= 0 6 0

4 0 2
The characteristic equation of A is
|A I| = 0.
The characteristic equation of A is 3 102 + 12 + 72 = 0.
The eigenvalues of A are = 2, 6, 6.

Case(i) When = 2,

The eigenvector X1 is X1 = 0

18

Case(ii) When = 6,

The eigenvector X2 is X2 = 0

1

a


Let X3 = b be the third eigenvectors which is orthogonal to X1 and X2 .

c
X3 is orthogonal to X1 a c = 0
X3 is orthogonal to X2
a+c=0
0


Solving we get X3 = 1

0
Now X1T X2 = X2T X3 = X3T X1 = 0

1
2

The Normalised Model matrix is N = 0

The orthogonal
transformationisN T AN
1
1
0
2 0
2
2

N T AN = D = 1 0 1 0 6
2
2
4 0
0 1 0

2 0 0

= 0 6 0 = D(1, 4, 4)

0 0 6
.

1
2

0
1
2

= D.

1
2

0 0

2
2

1
2

0
1
2

The orthogonal transformation X = N Y reduces quadratic form to the canonical form,

which is of the form
Q = Y T DY

19

2 0 0

= (y1 , y2 , y3 ) 0

0
2
2
= 2y1 + 6y2 + y32

y1

6 0 y2

0 6
y3

Therefore the Quadratic form is indefinite in nature, since canonical form contains
both positive and negative terms.

Exercise:
1. Reduce 8x2 + 7y 2 + 3z 2 12xy + 4xz 8yz into canonical form by orthogonal reduction.

2. Reduce 6x21 + 3x22 + 3x23 4x1 x2 2x2 x3 + 4x3 x1 into canonical form by an orthogonal
reduction and find the rank, index, signature and the nature of the quadratic form.

3. Reduce 2x21 + 2x22 + 3x23 + 2x1 x2 4x2 x3 4x3 x1 into canonical form by an orthogonal
reduction and find the rank, index, signature and the nature of the quadratic form.

20