The properties of Determinants:

1. The determinant of the n × n identity matrix is 1.

det(I) = 1

2. The determinant changes sign when two rows are exchanged.

   
a b c d
det = −det
c d a b

3. The determinant is a linear function of each row separately.

         
ta tb
 = t a b  and a + b c + d = a c  + b d 
       

 c d  c d  e f   e f   e f

∗ Other rows have to remain same in each step.

4. If two rows are equal , then det(A) = 0. [Exchange the row prove].

5. Subtracting a multiple of one row from another row, leaves the det unchanged.

       0  
a b  a + lc b + ld a b  c d
 a b 
⇒
 c d =  c  c d + lc d =  c d
       
d 

6. A matrix with a row zero renders the det = 0.

7. If A is triangular, the det(A) = product of the diagonal entries.

det(A) = a11 a22 · · · aii · · · ann

8. For singular A, det(A) = 0 and invertible A, det(A) 6= 0.

↑
all the pivot entries will be non zero.

9. det(AB) = det(A)det(B) ⇒ det(A)det(A−1 ) = det(I) = 1.

10. det(A) = det(AT ) (A = LU → det(L) = 1 and det(U ) = det(U T ).

∗ For any triangular matrix, det(At ) = det(AT

t ), since the diagonal entries remain same.

Eigen values and Eigen vectors:-

• A vector x remains unaltered (the direction) even after being transformed by the matrix A.

Ax = λx

where, x is called the eigen vector and λ is called the eigen value.

1
• To determine, eigen values and eigen vectors

Av̄ = λv̄
⇒ (A−λI)v̄ = 0

⇒ hence the nullspace of (A − λI) is not only zero. Hence, (A − λI) is singular.

– |A − λI| = 0 → characteristic equation.

– Solution of the characteristic equation yields the eigen values λi (may or may not be
distinct.
– For each eigen value λi the eigen vectors are obtained

(A − λi I)vi = 0
   
Example: 1 4 1 − λ 4 
A= →  =0
2 3 2 3 − λ
⇒ (1 − λ)(3 − λ) − 8 = 0
⇒ 3 − 4λ + λ2 − 8 = 0
⇒ λ2 − 4λ − 5 = 0
⇒ (λ − 5)(λ + 1) = 0
λ = 5, −1
      
−4 4 x1 0 1
λ1 = 5 ⇒ = ⇒ v1 =
2 −2 x2 0 1
     
2 4 0 −2
λ2 = −1 ⇒ v2 = ⇒ v2 =
2 4 0 1
   
1 −2
The eigen vectors are, v 1 = and v 2 =
1 1

• Av = λv ⇒ after transformation v only gets scaled up or down (there is no change in the

direction).

• Now, A · Av = Aλv = λAv = λ2 v ⇒ A2 v = λ2 v

• Also, A−1 v = λ−1 v if Av = λv.

• (A + cI)v = (λ + c)v → eigen value gets shifted by c.

• det(A) = λ1 λ2 · · · λn = product of the eigen values of A, and

trace(A) =
 λ1 + λ2 + · · · + λn = sum of the eigen values of A.
1 4
For, A = ⇒ trace(A) = 4 = λ1 + λ2
2 3
det(A) = −5 = λ1 λ2

– These two features can be used to check the calculated eigen values.

• Say, through elimination one gets U from A →

2
 – the eigen values of U are basically the diagonal/pivot entries. However, these are not
the eigen values of A. The elimination does not preserve the eigen values.

• The eigen values/vectors can be imaginary.

• The eigen values of a symmetric matrix S are real numbers. → S T = S

• The eigen values of an skew-symmetric matrix A are purely imaginary. → AT = −A

• The λ’s of an orthogonal matrix are imaginary having absolute value as 1, i.e., |λ| = 1 →
AAT = I

• The λ’s of AB is not the product of the individual eigen values of A and B. Because they
do not share same λ.

• Similarly, eigen values of (A + B) are not the sum of the individual eigen values of A and B.

Diagonalization:
• Av i = λi v i → λi is the eigen value corresponding to the eigen vector v i .

– If a matrix V is formed whose columns are the eigen vectors of A, then V is called eigen
vector matrix of A.
  
| | | | | |
AV = a1 a2 · · · an  v 1 v 2 · · · v n 
| | | | | |
   
| | | | | |
= A v 1 v 2 · · · v n  = λ1 v 1 λ2 v 2 · · · λn v n 
| | | | | |
 
  λ1 0 · · · 0
| | |  0 λ ··· 0
2
= v 1 v 2 · · · v n   ..
 
.. .. 
. . .
| | |
0 0 ··· λn
=VΛ
↑
diagonal matrix with eigen values as diagonal entry.

⇒ AV = V Λ ← all are matrices.

If V contains linearly independent eigen vectors vi ’s, then,

A = V ΛV −1
or, Λ = V −1 AV

Eigen vector matrix V can diagonalize matrix ‘A’.

3
 • Thus, the eigen vector matrix (V ) containing the linearly independent eigen vector (vi ) as
columns, diagonalize the matrix A. The diagonal matrix contains the eigen values as entries.

Λ = V −1 AV

A is diagonlizable only if the eigen vectors are linearly independent.

• Now, since, A = V ΛV −1
⇒ A2 = (V ΛV −1 )(V ΛV −1 )
A2 = V Λ2 V −1
Thus, Ak = V Λk V −1
 
λk1 0 0 0
 0 λk 0 0
2
Λk =  ..
 
.. . . .. 
. . . .
0 0 · · · λkn

• Thus, if λ is the eigenvalue of A, then λk is the eigen value of Ak ; where as the eigen vectors
remain same.

• If the eigen vectors are not linearly independent, A cannot be diagonalized.

• Now, if the eigen values of A are all distinct, i.e., different from each other, then the eigen
vectors are linearly independent and thus eigen vector matrix is invertible. Hence, A is
diagonalizable.

• A matrix having repeated eigen values, does not have enough eigen vectors and hence are not
diagonalizable.

Example: 
3 2

A= → λ1 + λ2 = 7, λ1 λ2 = 10
1 4
Characteristic polynomial: (3 − λ)(4 − λ) − 2 = 0
⇒ 12 − 7λ + λ2 − 2 = 0
⇒ λ2 − 7λ + 10 = 0
⇒ (λ − 5)(λ − 2) = 0 ⇒ λ = 2, 5
     
1 2   0 −2
λ1 = 2 ⇒ v1 = ⇒ v1 =
1 2 0 1
     
−2 2 0 1
λ2 = 5 ⇒ v = ⇒ v2 =
1 −1 2 0 1
 
−2 1
V =
1 1
 
−1 1 1 −1
V =
−3 −1 −2
 
1 −1 1
=
3 1 2

4
    
Lets calculate → −1 1 −1 1 3 2 −2 1
V AV =
3 1 2 1 4 1 1
      
1 −1 1 −4 5 1 6 0 2 0
= = =
3 1 2 2 5 3 0 15 0 5

Example: 1 −1
 
A= ⇒ (1 − λ)(−1 − λ) + 1 = 0
1 −1
⇒ −1 + λ2 + 1 = 0 ⇒ λ = 0, 0

⇒ Repeated eigen values → 0 and 0.

   
1 −1 1
v=0⇒ v= ← is in the null space of A.
1 −1 1
 
1
Only one eigen vector v = , there is no other. Hence, the matrix cannot be diagonalized.
  1
0 1
Same is true for →
0 0
NOTE:- No connection between invertibility and diagonalizability.

⇒ If one eigen value is zero, it is non-invertible.

⇒ If the eigen vectors are not linearly independent (few eigen vectors), then the matrix is not
diagonlizable.

Proof:- Independent eigen vectors if distinct eigen values →

Say,
c1 v 1 + c2 v 2 + c3 v 3 + · · · + ci vi + · · · + cn vn = 0 (1)

Now, multiply by A →

c1 Av1 + c2 Av2 + c3 Av3 + · · · + ci Avi + · · · + cn Avn = 0

⇒ c1 λ1 v1 + c2 λ2 v2 + c3 λ3 v3 + · · · + ci λi vi + · · · + cn λn vn = 0 (2)

Eqn.(2) − Eqn.(1) × λn →

:0

c1 (λ1 − λn )v1 + c2 (λ2 − λn )v2 + · · · + ci (λi − λn )vi + · · · + 
cn 
n − λn )vn = 0
(λ

n−1
X
⇒ ci (λi − λn )vi = 0 (3)
i=1
n−1
X
⇒ ci (λi − λn )Avi = 0
i=1
n−1
X
⇒ ci (λi − λn )λi vi = 0 (4)
i=1

5
Eqn.(4) − Eqn.(3) × λn−1 →
n−1
X
ci (λi − λn )(λi − λn−1 )vi = 0
i=1

If we continue till i = 2 → we are left with

c1 (λ1 − λn )(λ1 − λn−1 ) · · · (λ1 − λ3 )(λ1 − λ2 )v1 = 0

Since λi ’s are distinct, c1 = 0 only satisfy the condition. Similarly, it can be shown for every c1 = 0 .
Thus, eigen vectors are independent.

Multiplicity
• It represents the repetition of the eigen values

• Geometric Multiplicity : no of independent eigen vectors and is equal to the dimension of the nullspace
of (A − λI)

• Algebraic Multiplicity : no of repetitions in the eigen values, i.e., in the solution of det(A − λI) = 0
 
1 −1
Example: A = =⇒ has both the eigen values as 0. Hence, AM=2, GM=1,since it
1 −1  
1
has only one eigen vector
1
Example: Suppose λ = 2, 2, 2 =⇒ then AM=3 but GM can be 1 or 2 or 3 ??

? When GM<AM → then there is a shortage of eigen vectors and hence A is not diago-
nizable

Explanation: AM & GM: Suppose A is having three eigen values identical out of n eigen
values. Now while substituting this repeated eigen values, say λi to find corresponding eigen
vector →
(A − λi I)v̄i = 0 =⇒ actually we are looking for the nullspace of (A − λi I). Now if (A − λi I)
has three free columns (after elimination), hence (A − λi I) has three independent vectors to
span its nullspace; thus having three independent vectors as a solution of (A − λi I)v̄i = 0.
Hence GM=3 and ‘A’ is diagonizable
 
1 1 0
Ex1 : A = 0 1 1 =⇒ |A − λi I| = 0 =⇒ (1 − λ)(1 − λ2 ) + 1 × 0 + 0 × 1 = 0
0 0 1
=⇒ (1 − λ)3 = 0
=⇒ λ = 1, 1, 1
Thus AM=3
 
0 1 0
0
A = (A − λi ) = 0
 0 1
0 0 1

6
      
0 1 0 0 1 0 v1 0
A0 v = 0 =⇒ A0 = 0 0 1 =⇒ 0 0 1 v 2  = 0
0 0 1 0 0 0 v3 0
↑ ↑
pivot columns
 
1
0
N(A ) = c 0

0
GM = dim (N(A0 )) = 1

 
1 1 0
Ex2 : B = 0 1 0 =⇒ |B − λI| = 0 =⇒ λ = 1, 1, 1 =⇒ AM = 3
0 0 1
 
0 1 0
B 0 = 0 0 0 =⇒ B 0 v̄ = 0
0 0 0
   
1 0
v̄1 = 0 and v̄2 = 0
0 1
GM = dim(N(B 0 )) = 2

 
1 0 0
Ex3 : C = 0 1 0 =⇒ λ = 1, 1, 1 =⇒ AM = 3
0 1 0
       
0 0 0 1 0 0
0 0
C = 0
 0 0 =⇒ N (C ) = c1 0 + c2 1 + c3 0
     
0 0 0 0 1 1
GM = dim(N(C 0 )) = 3

Solving an eigen value problem

• Ax̄ = λx̄ =⇒ (A − λI)x̄ = 0

• Find eigen values from the characteristic polynomial, |A − λI| = 0

• For each eigen value find the eigen vector from (A − λi I)x̄i = 0

• The solution of the above equation yields the nullspace of (A − λi I)

• The set of all vectors x̄i , that satisfy the (A − λi I)x̄i = 0, forms a vector space E(λi , A),
called as eigen space associated with λi

λi → x̄i1 and x̄i2 =⇒ x̄ = c1 x̄i1 + c2 x̄i2

Ax̄ = c1 Ax̄i1 + c2 Ax̄i2 = λi (c1 x̄i1 + c2 x̄i2 ) = λi x̄

7
? Thus eigen space of A corresponding to the eigen value λ is basically the solution space of
(A − λI)x̄ = 0 or the nullspace of (A − λI)

Example: Find the bases of the Eigenspaces of A

 
0 0 −2
A = 1 2 1 
1 0 3

Solution: Characteristic Polynomial :

 
−λ 0 −2
 1 2−λ 1  = 0 =⇒ −λ{(2 − λ)(3 − λ)} − 2{−(2 − λ)} = 0
1 0 3−λ
=⇒ (2 − λ) (2 − λ(3 − λ)) = 0
=⇒ (2 − λ)(2 − 3λ + λ2 ) = 0
=⇒ (2 − λ)(λ − 2)(λ − 1) = 0
=⇒ λ = 1, 2, 2

 
0 0 −2
A = 1 2 1 
1 0 3

 
−1 0 −2
λ1 = 1, (A − I)x̄1 = 0 =⇒  1 1 1  x̄1 = 0
1 0 2
x̄1 is the nullspace of (A − I)
   
−1 0 −2 -1 0 −2
 1 1 1 =  0 1 −1

1 0 2 0 0 0
↑
1 free column
 
−2
x̄1 = 1 

1
 
−2
N([A − I]) = c  1 
1
dim(N([A − I]) = 1
 
−2
Eigen Space of A corresponding to λ = 1 is one-dimensional and E(1, A) = c  1 
1

8
 λ2,3 = 2 =⇒ (A − 2I)x̄2 = 0
x1 x2 x3
   
−2 0 −2 −2 0 −2
(A − 2I) =⇒  1 0 1  =  0 0 0
1 0 1 0 0 0
↑ ↑
2 free column
   
0 −1
N(A − 2I) = c1 1 + c2 0  =⇒ dim(N(A − 2I) = 2
  
0 1

Eigen space of A corresponding to λ = 2 → E(2, A) is 2-D subspace and

   
0 −1
E(2, λ) = c1 1 + c2  0 
0 1

Similar Matrices
One can say a matrix B is similar to A , if there exist an invertible matrix P such that

B = P −1 AP
=⇒ A = P BP −1 if (P −1 = Q)
A = Q−1 BQ

Then A is also similar to B. Similarity implies →

• they have same determinant.

• if ‘A’ is invertible then so is ‘B’.

• they have same rank and nullity.

• they have same trace, characteristic polynomial, eigen value and eigen space corresponding
to same eigen value

? A matrix is diagonizable, if it is similar to a diagonal matrix,

B = P −1 AP where, B is diagonal

9
Symmetric matrix: S = S T
• Numbers to be saved = n diagonal entries + triangular part above diagonal
= n + (n − 1) + (n − 2) + (n − 3) + .............. + 1 + 0
↑ ↑ ↑ ↑ ↑
1st row 2nd row 3rd row (n − 1)th row nth row
= 1 + 2 + 3 + ......... + (n − 3) + (n − 2) + (n − 1) + n
n(n + 1)
=
2
• The eigen values and eigen vectors of a real symmetric matrix are real.
• The eigen vectors of ‘S’ are orthogonal to each other, which can be used to diagonalize the
matrix ‘S’.
Proof:
Say ‘S’ is a real symmetric matrix and λ and v are the imaginary eigen values.
Thus, Sv = λv ← λ and v are imaginary (5)
Since, ‘S’ is a real and λ̄v̄ is the complex conjugate of λv, then →
S v̄ = λ̄v̄ (6)
where, λ̄ is complex conjugate of λ and v̄ is complex conjugate of v.
Taking transpose of Eqn.(6) →
v̄ T S T = v̄ T λ̄ (7)
T T
v̄ Sv = v̄ λ̄v (8)
Taking dot product of Eqn.(5) with v̄, one gets →
v̄ T Sv = v̄ T λv (9)
Left side of Eqn.(8) and Eqn.(9) are same and v̄ T v = length squared (real)
Hence, λ = λ̄ (only possible when complex part are zero)
a + ib = a − ib =⇒ b = 0

• Say the eigen vector matrix is ‘V ’, containing eigen vectors of A as columns.

Thus, A = V ΛV −1
Now, AT = (V −1 )T λT V T
Since, A = AT and Λ = ΛT
⇒ V −1 = V T or V TV = I
Hence, the columns of V are orthonormal. Thus V is an orthogonal matrix Q.
Thus, the eigen vectors of a symmetric matrix are orthogonal and hence can be made or-
thonormal. Thus,

S = QΛQ−1 = QΛQT

10
 • A symmetric matrix S can be factorized as QΛQT , where, Λ contain eigen values as diagonal
entries and Q contain orthogonal eigen vectors of S.

Example:
 
1 2
S= =⇒ λ1 + λ2 = 5 and λ1 λ2 = 0
2 4
λ2 − 5λ + 0 = 0
=⇒ λ = 0, 5
   
−2 1
λ1 = 0, v1 = and λ2 = 5, v2 =
1 2
   
1 −2 1 1
q1 = √ and q2 = √
5 1 5 2
 
1 −2 1
Q= √
5 1 2
   
1 −2
T 1 0 0 −2 1
QΛQ =
5 1 2 0 5 1 2
      
1 −2 1 0 0 1 5 10 1 2
= = = =A
5 1 2 5 10 5 10 20 2 4

Spectral Theorem
Every symmetric matrix has the factorization with real eigen values in Λ and orthogonal eigen
values in column of Q.

S = QΛQT (Note −→ QT = Q−1 )

% -
eigen vector matrix eigen value matrix (diagonal)

→ Every symmetric matrix has real λ’s and orthogonal v’s.

• A 2×2 symmetric matrix can be seen as →
S = QΛQT
    
  λ1 q1T   λ1 q1T
= q 1 q2 = q1 q2
λ2 q2T λ2 q2T
↑ ↑ ↑
rotation stretch rotate back
= λ1 q1 q1T + λ2 q2 q2 T

11
• Every symmetric matrix −→ S = λ1 q1 q1T + λ2 q2 q2T + ....... + λn qn qnT
(spectral theorem)

• For real matrices (A, ‘non symmetric’) the eigen values and eigen vectors appear in conjugate
pairs.
 
cos θ − sin θ
Example: A = ;
sin θ cos θ
(cos θ − λ)(cos θ − λ) + sin2 θ = 0
⇒ λ2 − 2 cos θ + 1 = 0
√
+2 cos θ ± 4 cos2 θ − 4
λ=
2
λ = cos θ ± i sin θ
⇒ λ1 = cos θ + i sin θ
λ2 = cos θ − i sin θ

   
−i sin θ − sin θ 1
v =0 =⇒ v1 =
sin θ −i sin θ 1 −i
   
i sin θ − sin θ 1
v2 = 0 =⇒ v2 =
sin θ i sin θ i

NOTE : In case of orthogonal matrix Q, |λ|=1

• As discussed earlier, that with elimination the values are not preserved. It implies that though
pivot of U are the eigen value of U , but are not the eigen value of A.

– Product of the pivot are equal to the determinant of U as well as the determinant of A.

• In case of symmetric matrix S, the pivots and eigen values have the same signs.
 
1 3
S= =⇒ λ2 − 2λ − 8 = 0
3 1
=⇒ (λ − 4)(λ + 2) = 0
=⇒ λ = 4, 2
 
a b
=⇒ (λ − a)(λ − d) − cb = 0
c d
=⇒ λ2 − (a + d)λ + (ad − bc) = 0
=⇒ λ2 − tr(A)λ + det(λ) = 0

 
1 3
U= =⇒ pivots 1, −8
0 −8

S has one positive eigen value and one negative eigen value and one positive pivot and one
negative pivot.

• What happens if eigen value of S is repeated (Algebraic multiplicity is more than 1)

12
 – Repeated eigenvalues in A, sometimes yield shortage of independent eigen vectors.
– But it is not the case with symmetric matrices. There are always enough eigen vectors
to diagonalize. S = S T
• If S has repeated eigen values, one can always come up with n orthogonal vectors (eigen)
which diagonalize S.

S = QΛQT or, Λ = QT SQ

Proof:
To prove that S can always be diagonalized, we need to take help of Schur’s theorem.
Schur’ds theorem says that any square matrix A can be ‘triangularized’ by →

A = QT Q−1

Here, Q is orthogonal and T is upper triangular.

If eigen values are complex then Q−1 = Q̄T
A can have repeated eigen value.
Now, we need to prove, T is diagonal when A is symmetric.

S = QT Q−1 ←− S has only real eigenvalues and eigenvetors

=⇒ T = QT SQ
T
Now, T T = QT S T QT = QT SQ = T is symmetric.

Thus, T has to be diagonal (because T is triangular)

This proves, S = QΛQT

Positive definite matrix

• A matrix A is said to be positive deinite if xT Ax > 0 for any nonzero ’x’.
• All the eigen values of A are positive.

λi > 0

• A symmetric matrix is said to be positive definite if xT Sx > 0 for all non-zero x.

– all eigen values of S are positive.
• If xT Sx > 0 −→ then ‘S’ is positive semi-definite, and
if xT Sx < 0 −→ ‘S’ is termed as indefinite or negative definite.
• Now S = AT A, is positive definite provided ‘A’ has independent columns.

? To check whether all the eigenvalue are positive or not one can easily look the sign of pivots
(applicable only for symmetric matrix) →
 
2 2 1
 
2 2 1
0 1 0 
S= 2 3 1
  −→  
1 1 2 0 0 3/2

13
? All pivots are positive ⇒ hence, eigenvalues are also positive.

? Hence, S is a positive definite matrix.

? In many application, the requirement of positive energy given rise to the other definition of
positive definite matrix.
Example:

1 T
2
x Kx = strain energy stored in deformed body and always positive for any non-zero dis-
placement. Hence, K is positive definite, if x represent deformation and does not incorporate
rigid body motion. Otherwise it is positive semi-definite.

However, Kinetic energy = 12 v T M v > 0, for non-zero velocity v. Hence, M is always positive
definite.

? If S and T are symmetric and positive definite, then (S + T ) is also symmetric positive
definite.

– xT (S + T )x = xT Sx + xT T x > 0

? If the column of A are linearly independent, then prove S = AT A

– S T = AT A = S −→ symmetric
– xT (AT A)x = (Ax)T (Ax) = k Ax k2 > 0

? xT Sx = 1 is an equation of an ellipse of which the major and minor axis are denoteed by the
eigen vector of ‘S’.

– Now, if the coordinate system are rotated by Q,

xT Sx = xT (QΛQT )x = (xT Q)Λ(QT x)

= (QT x)T Λ(QT x)
= v T Λv

– in the rotated system the principle axes of the ellipse are oriented along coordinate di-
rection, (v).

Example:
 
5 4
S= ⇒ xT Sx = 1
4 5
 
  5x + 4y
⇒ x y =1
4x + 5y
⇒ 5x2 + 5y 2 + 8xy = 1

14
 λ1 + λ2 = 10, λ1 λ2 = 9 =⇒
   
1 1 1
λ1 = 1 −→ v1 = −→ q1 = √
−1 2 −1
   
1 1 1
λ2 = 9 −→ v2 = −→ q2 = √
1 2 1

   
1 1 1
1 0 1 −1
S=√ √
2 × 2 −1 1
0 9 1 1
      
1 1 1 1 −1 1 10 8 5 4
⇒S= = =
2 −1 1 9 9 2 8 10 4 5

Now,
  
T 1 1 −1 x
Q x= √
2 1 1 y
 
1 x−y
=√
2 x+y

 T   
T T T 1 x−y 1 x−y
(Q x) Λ(Q x) = √ √
2× 2 x+y 9 x+y
1
= {(x − y)2 + 9(x + y)2 }
2
(  2  2 )
x−y x+y
= √ +9 √
2 2
= (X 2 + 3Y 2 )

∗ With help of Q one can achieve the princi-

ple axis → that is why it is also named as
principle axis theorem.

15