Matrix 21.2 EIGEN VALUES «11 ^5 «ln 011 Ojj ■■■ ?i' *1 *2 7s *3 °31 ■1 A + 1 r T Am attl flrt3 TBP 1 P ■■ A °rtrt. _v 3? TBP ________ 1 P 1 H AV = 7 .„(!) Where J is the matrix, Xis the column vector and Xis also column vector. Here column vector X is transformed into the column vector Y by means of the square matrix A. Let A’be a such vector which transforms into XX by means of the transformation (1). Suppose the linear transformation F = AY transforms X into a scalar multiple of itself i.e. XV. AY = Y = XX AX-< kLY = O „(2) Thus the unknown scalar X is known as an eigen value or the matrix A and the corresponding non zero vector X aS eigen vector. (A-1J)X = 0 The cigen values arc also called characteristic values or proper values or latent values, '2 2 1 Let A= 1 3 1 1 2 2 '2 2 1' x-w = 1 3 1 -A 1 0 o’ 0 1 0 = 1 2-X. 2 1 3-X 1 characteristic matrix 12 2 0 0 1_ 1 2 2-X (ft) Characteristic Polynomial: The determinant | .4 - XJ | vs hen expanded will give a polynomial, which we call as characteristic polynomial of matrix J. — 1 1 1 — — ■ For example \ 2-1 2 1 I 3-1 1 I 2 2-1 = (2 - X) (6 - 51 + la - 2) - 2 p -1 - 1) 4-1( 2 - 3 +1} = - J? + 7 X1 - 11 X + 5 (c) Characteristic Equation: Tlx? equation | A - rd | = 0 is called die characteristic equation of the matrix J e.g. V-7Xa+ 111-5 = 0 (rf) Characteristic Roots or Eigen Values: The roots of characteristic equation | A -1/1 = 0 arc called characteristic roots of matrix 4. e.g, lJ-7la+ 111-5 = 0 => (1-1) (X - I) (X-5) = 0 Characteristic roots are 1, 1, 5 .-.1=1,1, 5 Some Important Properties of Eigen Values {/LVf/FTE 2009) (1) Any square matrix>4 and its transpose ?lr have the same eigenvalues. Nott The sum of the elements on the principal diagonal of a matrix is called the trace of the matrix. (2) The sum of the eigen values of a matrix is equal lo the trace of the matrix. (3) The produel of the eigen values of a matrix /I is equal to lhe determinant of J. (4) If X are the eigen values of .4, then the eigenvalues of (0 Aj4 are ..... f Example 1> bind the characteristic mats of the matrix 6-2 2 -2 3 -1 2 -I 3 Solution. The characteristic equation of tltc given matrix is (6 - A) (9 - 61 + I2 -1)+ 2 (-6+ 21 +2)+ 2(2-6 + 21) = 0 -V + 12 I2 - 36A + 32 = 0 => By trial, 1 = 2 is a root of this equation. (1-2) (A2 - 101 + 16> - 0 => (1 - 2) (1 - 2) (X -8) - 0 => A = 2S 2.8 are Lite characteristic roots or Eigen values. Ans. 3 2 0 0 Find die eigen values of 3 A' + 5 J2 — 6.-1 + 2/, Solution. |X-17( = 0 -2 Example 3. The matrix A is defined as A = 0 l-l 2 -3 0 3-JI 2 0 0 -2-X. =0 => (1-X) (3-1) (-2 - A) = 0 or K = 1, 3,-2 Eigen values of/T = L 27, -8; Eigen values of4: = 1, 9, 4 Eigen values or A = l, 3, -2; Eigen values of / = 1.1, 1 Eigen values of 3j43 + 5.-12 - 6.-1 + 21 First eigen value =3 (if + 5 (if - 6 (1) + 2(1) =4 Second eigen value = 3 (27) + 5 (9) - 6 (3) + 2(1) = 110 Third cigen value = 3 (-8) + 5 (4) - 6 (-2) + 2 (1) = 10 Required eigen values arc 4, 110, 10 characteristic wfr o/ a fria?rgw/ar mafr/x areyujtf rfie diagoHa/ Example 12- Show qf tite jnalrix. Solution. Let us consider the triangular matrix. xc -4 = Characteristic equation is 0 ®31 "22sxn a3] £T32 £J4I ^42 0 0 0 ^43 1-?JI = 0 c7- ■ a2i JI A. 0 0 0 «22 “*■ 0 0 0 rtj] fl4i =0 ^2 Oil expansion it gives (", i - M 0 J2 " <*© - ~ fl|l’ which are diagonal elements of matrix A. ^12’ <«*♦ “ M “ 0 °3J’ 344 Proved- Example 14. (he eigen values of the orthogonal mairix. 1 Solution. The characteristic equation of 1-1 2 1 2 2' => => => 2 I -2 2 -2 I is 2 2 / -2 -2 / 2 2 1 -1 -2 2 -2 1-1 (l-Z)[(l-X)(l-l)-4]-2[2(l-Z) + 4'| + 2 -4-2(l-k)]=0 (1-1) (1 -21 + y} -4) -2(2-21 + 4) + 2 (-4 - 2 + 21) = 0 I3-31s -91+27=0 (l-3)2(l+3) = O The cigen values of A are T 3* -3, so the eigen values of B 3 are lh 1,-1- Nate, If X - l is an eigen value of B then its reciprocal — = - = 1 is also an eigen value of B. Ant, l 21.3 CAYLEY-HAMILTON THEOREM Satcnmit. Every square matrix satisfies its own characteristic equation. if |>1-U =(-l)J,(x* i V"1 i tip/"1 + -■ i be the characteristic polyitoniialof n x « matrix A = (a. then the matrix equation +flLAr” 1+a2XJT 2+... + <<7 = 0 is satisfied by +£j]?1n_L j4 f.e., -...+«nZ =0 4 L- Exgnpie 15+ J erify Cayley-Hamilton theorem for the matrix p 2 1 □4 = J and hence find A b Solution. The characteristic equation of the matrix is |^ - X J| = 0 1-1 2 2 -l-l = 0 (!-?.)(- I- X) - 4 = 0 =>- I + V -4 = 0=>??-5=0 By Cayley-Hamilton Theorem, v4z-5Z =0 (U.P..I Sem., Dec 2008) Now; A = A.A = A2 -5/ = ‘ 1 2‘ 2 -1 5 0 0 5 -5 1 21 5 O' .0 5. 1 0 0 0 I 5 + 0 0 0 -5 Io -5 0 0 From (I) and (2), Cayley-Hamilton iboorcm is verified Again from (J), we have ,7 A1 - 5/ = 0 Multiplying by jT;, we get A-5A-{, = f> i = -A 1 j-i_ -0 ...(2) J. 2 1 ] 2 5 5 5 2 -I 2 ] 5 5 Ans Example 16. Find the characteristic equation of the matrix A, ■4 3 j4 = 2 l Fence find A ]’ -2 2 ] I 1 (R.<1P. I; Bhopal. Feb. 2006) J Solution Characteristic cq nation is 4-A 3 I 2 l-Z -2 I 2 1--A =0 (4-A)[l + J?-2X + 41 -3(2—23. +2) + b(4-1 + A) = 0 (4-;.)()? -23L+s)-3(-2A+4)+(3+k) = 0 4>?-8X+20-A3+2Az-5A+6A-12+3+A = 0 -A3+6A2-6X+11 = 0 cr V -6V +6)1-11 =0 By Ciiyley-Hamilton Theorem ^3_6J2+6X-111=0 Multiplying (J) tty J-1, we get /i2- 6/1+6/ -i vr1 = 0 or 1N-' = J 2-6J+6Z 4 3 T 4 3 r ■4 3 r "1 0 o' IN ' = 2 1 -2 2 1 -2 -6 2 1 -2 +6 0 1 0 1 2 1 1 2 1 _1 2 1 _0 0 1 23 17 + '-24 -l’ K 3 -2 + -12 9 7 -2_ 5 ^=1II -4 3 -18 -6_ -6 1,2 + 0 -+> -12 -6 -1 -7’ 3 10 -5 -2 "6 0 0" 5 -1 ’71 6 0 = -4 3 10 0 0 6 3 “5 A Ans. 21.5 CHARACTERISTIC VECTORS OR EIGEN VECTORS As we have discussed in Art 21.2, A column vector A-is transformed into column vector 7 by means of a square matrix A. Now we want to multiply the column vector X by a scalar quantity 1 so that we can find the same uansfomed column vector F. Le., AF is known as eigen vector. Example 19.Sftow that rhe vector (1, /, 2) is an eigen vector ofthe matrix 1 2 -I ctJrrespaWmg tn the eigen value 2. 2 0 Solution. Let A - (h 1,2). "3 Now; I AA = 2 2 2 2 -]' I -1 1 0_ 2 3 + 1-2 — 2+2-2 2+2+0 2 — ] 2 =2 1 4 2 Corresponding to each characteristic root 1. we have a corresponding non-zero vector A which satisfies the equation [-4-JJJA' =0. The non-zero vector JT is called characteristic vector or Eigen vector. 21.6 PROPERTIES OF EIGEN VECTORS 1. The eigen vector A'of a matrix J is not unique. 2. If ....... X* be dislinci eigen values of an n * n matrix then corresponding eigen vectors A, X JT form a linearly independent sei. 3. If two or more eigen values arc equal it may or may not be possible to get linearly mdepctidenl eigen vectors corresponding to tlic equal roots. 4, Two eigen vectors X and X ate called orthogonal vectors if X[ A\ = (), 5. Eigen vectors of a symmetric matrix corresponding to different eigenvalues arc orthogonal. a Normalised form of vectors. To find normalised form of 1 For eraropte, normalised form of 2 2 & we divide each element by 1/3 IS 2/3 2/3 l2+22 + 21 Example 20. Determine whether the eigen vectors of the matrix 0 -1 2 ] 2 3 tw orthogonal. Solution. Characteristic equation is l-X 0 -I => (]-Z>|(2-X)(3-X)-2]-0-l[2-2(2-X)] = 0 => (1-X)(6-5X+X2-2)-(2-4+2k) = 0 =* => (l-l)(k2-51 + 4)-2(k-l)=0 => (k-l)(k2-5k + 4 + 2|=C => (l-l)(k2-5k+6} = 0 => (X-I)(X-2)C.-3) = 0 SoT 3k. = 1,2, 3 arc three distinct eigen values of?L (k - I) {X? - 51 + 4) + 2 (X - 1) = 0 For 1 = 1 j 'o’ F k _ _ 0 — 4 3-1 2 « -1 1 2-1 0 "J L _ L 0 _1 0 -] V ’O’ 0 0 2-1 ] *2 — 0 J 1 2 3-1 _*s_ 0 2 2 x3 = 0 x <■ x, ■* x = 0 Let x = fr then x_, = 0 - k = - fc’ i _______ k a; = k -i A- => 0 i 1 o *1 = For A = 2 1-2 0 -1 ’< 1 2-2 1 *2 _2 2 3-2 .*3. — 'o' 0 0 0 _0_ 2 jt 4- Or + jr = 0 2r[ + 2x? + / = Q Ji 0-2 X2 =k _ -r2 _ J'1 _ {2-1 2-0 For k = 3 1-3 0 -l rL 1 2-3 1 *2 2 2 3-3 *3 => *, = k, -1 — —7 X 0 -T XL 0 1 -] I -V2 0 2 2 0 _*3_ 0 _ -k J2 X]-x2+Xj=0 J -1+2 X2 = -*, X3 = ^1 A3 = Xj = -k _*d -2k X^-[1,-1, 0] -2 -2*t +0*i -*j = 0] o' - *3 0 2-0 -2k l' k 2 - 0 = k -I -2 r r = 3, X2X3 = [2,-1.-21 -1 -2. xyr, =[).-], -2] 0 Since X{X2 = 3*0, XfX, = 7 * 0, XfXt = 2 # 0 Thus, there are three distinct eigen vectors. Sa A r A^ are not orthogonal eigen vectors. Example 23. Find the eigen value and corresponding eigeit vectors of the matrix Solution, pl- M| = 0 -5-1 2 = 0 => (- 5- 1) (- 2 -1) - 4 = 0 2 -2-1 => I2 + 71 + 10 - + = 0 => I2 + Th + 6 = 0 (1+ 1) (1 + 6) = 0=> 1=-1 ,-6 The cigen values of the given matrix arc - 1 and - 6. (i) When 'K = - 1, the corresponding eigen vectors are given by '-5 + 1 2 2 -2 + 1 __ _*2_ ’O’ -4 2' *i' _0_ 2 -1 -X2- =H h I k Let x. = Jt, then x. = 2k. Hence, eigen vector X( = 2k (i0 When < = - 6 . the corresponding eigen vectors arc given by '-5 + 6 2 [< 21 L . -2 + fiJ tj Xj + 2x, = 0 Let x. = A., then x, = lienee eigen vector X2 = o' 1 2' 0 2 4. -X2, *i => *i = - 2r2 "O' _0_ 3 1 4 Example 24, bind the eigen values and eigen vectors of matrix A = 0 2 6 5 (AM/ETE. June 20/0. 2009) = (3-1) (2-X) (5-1) 0 3-1 1 4 0 2-1 6 0 0 5-1 Hence the characteristic equation of matrix J is given by Solution, |J-U| = 0 X-1/I=O (3-1) (2-l)(5-l)=0 1 = 2,3,5. Thus the eigenvalues of matrix A are 2, 3, 5. Tlie eigen vectors of I he matrix A corresponding to the ci gem value l is given by Ute non­ zero solution of the equation (/I - ?J)A’ = 0 5-1 _*3. 0 1 1 o o — ------------------- _______ ---------- 0 1 i o i _0_ 3-2 0 0 1 4 2-2 6 0 5-2 *2 1 ’ When X = 2, (he corresponding eigen vector is given by o o _______ or rr '3-X = 0 I 1 0 0 0 0 xL + +4*3 = 0 0X| + Oxj + =0 *i *2 6-0 0-6'0-0' 1 " -I ’ 0 => X] = £, Xn = *3=0 r Ilcncc.V. - -k = k -1 0 _ oj can be taken as an eigen vector of A corresponding to (he eigen value Z = 2 2-3 6 _0 0 5-3 1 "0 1 4" 0 -1 6 _0_ 0 0 2 .*3. o 0 *i *2 0 _____ 4 — Ox, * x2 + 4xt = 0 Ox, - Xj + fix3 = 0 x, _ x, _ Xj 6+4_0-0~0-0 = Ar, X-, = 0, x, = 0 x, _ Xt _ Xj _ £ )0=0~0~10 *2 — 1 1 0 0 _____ ■3-3 1 ’ When X = 3, substituting in (J), tlw corresponding eigen vector is given by 0 fr 1 Hence, A\ = 0 = A- 0 0 1 eigenvalue X — i 0 can be taken as an eigen vector of A corresponding to the When X = 5. Again, when X = 5, substituting in (1), the corresponding eigenvector is given by 3-5 1 4 0 0 2-5 6 = 0 0 0 5-5 _r3_ -2 1 4" 0 -3 6 *2 0 _ 0 0 0_ .*3. 0_ => 0 0 -2xj + Xj + 4 a\ = 0 —3 Xj. + =0 By cross-multiplication method, we have _ r( = _ 6 + 12 0+12 6-0 r2 = 2th = k 3£ Hence, X2 value X - 5. 12 6 _3" = 2k = k 2 k 18 can be taken as an eigen vector of A corresponding to the eigen 1 Ans. 21.9 NON-SYM METRIC MATRIX WITH REPEATED EIGENVALUES Example 25. JW the eigen values and eigen vectors of the matrix: 2 I l 1 2 ] : Bhopal, June 2004) 0 0 ] "2 I I Solution. We have, /I = 1 2 1 0 0 1 Characteristic equation of A is | A - ?J | = 0 2-X l ] l 2-X 0 1 0 =0 1-X On expanding llic determinant by (he third row. we get => (1-Z){(2-a.)(2-a.)-1} = 0 => (i - ?-) {(i - ?.)2 -i}=o => (l-k}(2-?-+1)(2-X-1) = 0 => (1-5L)(3-1) ()-X) =0 X. = IU m titn X = 1 r 2-1 1 1 1 2 -1 1 0 0 1-1 1 1 "o = 0 z Q ]' X 'o' I I 0 x I y f z = 0 Lctx- kf and m = A. W*=° *i r = k ^2 A] = z = -(fc,+^) o i 11 f k} = A, = A | -2 J 0 Again 1 = 1, -V2 - |Again if A, = 1, ^=0, -(A + *,) = - l| -1 1 1 2-3 I 0 0 1-3 K 1 "o" "-1 I 1 X "0" V "2-3 ________ j 1 when 1=3 = 0 1 -1 ] y __ 0 z Q _ 0 0 -2 z 0 "-1 1 I x 0 0 2 >' = 0 0 0 -2 z 0 -x + 7 + z = 0 2z = 0 => z = 0 -.v-fj/ + 0 = 0 => x - y ■ i(say J T A *3 = A = A 1 0 Ans. 0 Example 26. Find a// fAe £f£en ra/eres mJ £j#en vectors o/JAe /nufrix -2 2 -31 (dAfffTE Dec 2009) Solution. Characteristic equation of j4 is => -2-1 2 2 ]-k -6 -] -2 U-A =0 (-2 - a) L-X+V -12] - 2(-2l -6) - 3 (-4 +1 - a) = 0 V+V-211-45 = 0 By trial: If A. = -3, then -27 + 9 + 63 - 45 = 0, so (X. + 3) is one factor of (1). The remaining factors are obta i tied o n div i di tig (1') by X + 3. ] 1 -21 -45 -3 45 -15 0 1 “2 (X-5)(X + 3) = 0 Xl-2X-I5-O => (X+3)(X i 3)(X 5)-0 =>■ 1 = 5, 3, J ■v " ~J XT."" V “ X “ X - p To find die eigenvectors for corresponding eigen values, we will consider die matrix equation -2-X 2 -3 X 2 1-K -6 y = 0 0-1 z -3’ Jf ’O’ G4-l/)A'=0 -2 -1 '-7 2 2 -4 Oil pulling Z - 5 in eq. (2), it becomes -1 Wc have x -12-12 -6 -2 -5 y ...(2) 0 = 0 0 - 7x + 2> - 3z = 0, 2x - 4y - 6z = 0 k — ----— -6-42 x = t, 28-4 y = 2fc z X ? -- — or 24 z = -it f ' k' Hence, die eigen vector jf. - 2k -k =k 2 -1 -48 24 or ] 2 -1 Pul x = -3 in eq. (2). it becomes 1 2 -3 2 4 -2 -C, sl -I We have x 4 2y - 3z ™ 0, 2x + 4y - 62 = 0, - x - 2_v + 3z = 0 Here first, second and third equations arc the same. Hence, the eigen vector is Let Jt| =0.^2 = X Hence A\ = 3 2 0 0 Since the matrix is non-symnielric, the corresponding eigen vectors Ar, and X must be linearly independent. This can be done by choosing U O vs = 2 -1 ■ j] O *2 = --------------- 1 2 , CjJ I fence, .Y, = r _________ ■ --------------- II 0, and Hence T3 = 0 1 Enample 2 Ji. bind the eigen values, eigen vectors the modal matrix given below. 0 0" 0 3 -I 0 -] 3_ ] (R.G.P.V. Bhopal, I Sent,, 2003) Solution. The characteristic equation of the given matrix is 1-A 0 0 0 3-X -I 0 -I 3-X (1-X)(3-X,4-1)C3-3L-1) = O (l-X>(4-X)(2-X) = 0 *-=1,2,4 When 1 = 1, - '0 0 0 2 0 -1 ooo O’ \i roi jJ = 0 ~ 0 2-1 -1 -*J H 0 o 2 2 L 2 => 2x2-x5 = 0 3 -x} = 0 ■ (!) x3 == 0 (2) Pulling i3= 0 from (2) in (1)? we get 2x2 - 0 Eigcti Vector = 0 0 0=>x2 = 0 When k = 2, —> W- + R-. Eigenvector = 1 1 When 31 = 4, -3 0 0 -1 0 -1 -3jTj = 0 -x2 - = 0 S " *3 0 Eigen Vfccior = I -I ] 0 0 Modal matrix = 0 1 1 Ans. 21.19 DIAGONALISATION OF A MATRIX Diagonalisation of a matrix X is the process of reduction of X to a diagonal form IfX is related to D by a similarity transformation such that D = P • XP then X is reduced to the diagonal matrix D through modal matrix P. Z> is also called .specfro/ matrix of A Notes L The square matrix P, which diagonalises X, is found by grouping the eigen vectors ofX into square-matrix and the resulting diagonal matrix has the eigen values of 4 as its diagonal elements. 2» The transformation of a matrix X to P 1 XP is known as a 3r The reduction of 4 to a diagonal matrix is, obviously. a particular case of similarity transformation. 4. The matrix P which diagonalises X is called die mods/ JNdhx of X and die resulting diagonal matrix D is known as the rpeefra nrafrix of X. Example 35. Ftrtda matrix P which diagonalizes the matrix 4 2 I 3 L verify Pr' AP = D where D is the diagonal matrix. (UP, I Semester, Dec. 2008} Solution. Tlic characteristic equal ion of matrix A is 4-k (4 - k) (3 - k) - 2 = 0 2 => V - 71 + 12 - 2 = 0 => k1 - 7k + 10 = 0 => (k - 2) (k -5) = 0 => k = 2, k = 5 Eigen values arc 2 and 5, (f) When X = 2 , eigen vectors are given by the matrix equation [4:2 A xi [ 2 3-2 *2 0 2 1 J>i 0 2 1 *2 2X, + x, = 0 => x2 = -2x, X| = k , x^ = - 2 k ■ k Hence, die eigen vector rn xi = -2k or M L°. (ii) When X = 5 , eigen vectors are given by the matrix equation 4-5 2 Let< = A . then u =4 J. T or 1 Hence, the eigen vector — Modal tnairix “J 1 =>?■’=! 1 -1 ] 3 2 I 1 n -ip n i L2 lJL2 3J -2 ] 6 o' For diagonalization . D = F' AP= t ] -r ’ 2 ! 3 2 i -4 ] d 3 : 0 15 r '2 O' .0 5 Verified♦ 6 -2 Example 3(i, Let A = -2 2 3-1 Find matrix P such that P 1 AP is diagonal matrix. 2-13 Solution. The characteristic equation of the matrix 4 is 6-X -2 2 -2 3-1 -1 2 -I 3-1 =0 (6-X)[9+l -6X-l] + 2[-6+2X + 2]+2[2-6+2X] = 0 (6 - XXX3 -6X + 8) - K + 4X - 8 +4X = 0 6X' - 36X + 48 - X3 + 6X2 - SX - J6 +81 = 0 -X3 +12?? -36?. +32=0 (X-2):(X-8)-0 ??-J2X2+36X-32 = 0 X “2,2, 8 Eigen vector for X = 2 2 -] or -2 0_ = 2 ] 4 -2 2' 0" -2 ] -I = 0 2 -1 1 "2 -J i" ’o’ 0 0 0 — 0 0 0 0 0 This equation is satisfied by -1 OL 2x1 = 0, r2 = l, x3 = l 0 *1- ] ] arid again je x = 3 *3 x *] = 1’ ’ *1 r -^2 “ 3 i I. jR-i —> J?| 4- /l; —> J?; + A? Eigen vector for X = 8 '-2 "o' 2’ -2 -2-5-1 *2 — 0 _ 2 -1 “5_ 0 - 2 xL - =0 -2xj -5x2 -r3 =0 *1 2+10 *3 _ _ *J -4-2'10- A= 12 -6 = 6 2 -1 1 2 ?3 = -I 1 "o P= Now p 1 2 1 3 -1 . 1 1 ]_ 4 F-'=-l -2 6 -2 1 -7 2 2 I -1 4 I -7ir 6 -2 2 [0 ] 2" '2 0 O' I =-2 -2 2 -2 3 -1 1 3 -1 — 0 2 0 6 0 0 8 -2 1 -I 2 -1 3 1 1 1 Ans.