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Complex Module 7

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0% found this document useful (0 votes)
25 views

Complex Module 7

class notes

Uploaded by

Trishna Tanaya
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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BMAT201L - COMPLEX VARIABLES AND

- V
LINEAR ALGEBRA
I T
, V
ru
Dr. M. Chandru
d
a n
Assistant Professor, Department of Mathematics, SAS,

h
Vellore Institute of Technology, Vellore, TN, INDIA.

C
M. September 28, 2022

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 1 / 65
Outline
.
1 Matrices and System of Equations (Module - 07)
Learning Outcomes
- V
2 Matrices - Preliminaries
Matrices: Introduction
I T
3 Eigenvalue and Eigenvector
Eigenvalue
, V
4
Eigenvector

r
Properties of Eigenvalues and Eigenvectors

d u
n
Cayley-Hamilton Theorem
Cayley-Hamilton Theorem: Introduction
5 Echelon Form
Echelon Form: Introduction
h a
6
Echelon Form: Examples

.
Normal(Canonical) Form
Normal Form: Introduction
C
7
. M
Normal Form: Examples

System of Linear Equation

Dr
System of Linear Equation: Introduction
System of Linear Equation: Examples
8 Solution of Linear Equations
Gauss Elimination Method: Introduction
Gauss Elimination Method: Examples
Gauss Jordan Method: Introduction
Gauss Jordan Method: Examples

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 2 / 65
Matrices and System of Equations (Module - 07) Learning Outcomes

- V
Eigen Values.
I T
Eigen Vectors.

, V
Properties of Eigen Values and Eigen Vectors.
Cayley-Hamilton Theorem.
d ru
System of Linear Equations.
a n
Linearly independent.
C h
M.
Gaussian Elimination Method.
Gaussian Jordan Method.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 3 / 65
Matrices - Preliminaries Matrices: Introduction

Matrices

- V
Matrices is a plural form of a matrix. A matrix is a rectangular array
of numbers, variables, symbols, or expressions that are defined for the

I T
operations like subtraction, addition, and multiplications. The size of a

V
matrix (which is known as the order of the matrix) is determined by
,
d ru
the number of rows and columns in the matrix.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 4 / 65
Matrices - Preliminaries Matrices: Introduction

Matrices

- V
Matrices is a plural form of a matrix. A matrix is a rectangular array
of numbers, variables, symbols, or expressions that are defined for the

I T
operations like subtraction, addition, and multiplications. The size of a

V
matrix (which is known as the order of the matrix) is determined by
,
d ru
the number of rows and columns in the matrix.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 4 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace
Determinant C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace
Determinant C h
M
Minors.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace
Determinant C h
M
Minors.
.
Co-factor

Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace
Determinant C h
M
Minors.
.
Co-factor

Dr
Adjoint

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Basic Operation on Matrices

V
The some basic operations that can be performed on matrices are:
-
Addition of Matrices
Subtraction of Matrices I T
Scalar Multiplication
, V
Multiplication of Matrices
d ru
Transpose of Matrices
a n
Trace
Determinant C h
M
Minors.
.
Co-factor

Dr
Adjoint
Inverse, etc.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 5 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

.
Symmetric Matrix(AT = A)

M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
Symmetric Matrix(AT = A)
Skew-symmetric Matrix(AT = −A)
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
Symmetric Matrix(AT = A)
Skew-symmetric Matrix(AT = −A)
.
Dr
Singular Matrix(|A| = 0)

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
Symmetric Matrix(AT = A)
Skew-symmetric Matrix(AT = −A)
.
Dr
Singular Matrix(|A| = 0)
Invertible Matrix(AA−1 = A−1 A = I)

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
Symmetric Matrix(AT = A)
Skew-symmetric Matrix(AT = −A)
.
Dr
Singular Matrix(|A| = 0)
Invertible Matrix(AA−1 = A−1 A = I)
Orthogonal Matrix(AT = A−1 ).

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

Types of Matrices
There are various types of matrices based on the number of elements
and the arrangement of elements in them.
- V
Row Matrix and Column Matrix
I T
Square Matrix
, V
Rectangular Matrix
Diagonal(Scalar) Matrices
d ru
Identity(Unit) Matrices
a n
C h
Upper Matrix and Lower Matrices

M.
Symmetric Matrix(AT = A)
Skew-symmetric Matrix(AT = −A)
.
Dr
Singular Matrix(|A| = 0)
Invertible Matrix(AA−1 = A−1 A = I)
Orthogonal Matrix(AT = A−1 ).

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 6 / 65
Matrices - Preliminaries Matrices: Introduction

- V
Rank of a Matrix
I T
, V
The rank of a matrix is defined as the maximum number of linearly

d ru
independent row(or column) vectors of the matrix.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 7 / 65
Matrices - Preliminaries Matrices: Introduction

- V
Rank of a Matrix
I T
, V
The rank of a matrix is defined as the maximum number of linearly

d ru
independent row(or column) vectors of the matrix.
The rank of a matrix will always be less than or equal to the
number of its rows or columns.
a n
h
The rank of a null matrix is zero since it has no independent row
C
.
or column vectors.

M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 7 / 65
Matrices - Preliminaries Matrices: Introduction

- V
Rank of a Matrix
I T
, V
The rank of a matrix is defined as the maximum number of linearly

d ru
independent row(or column) vectors of the matrix.
The rank of a matrix will always be less than or equal to the
number of its rows or columns.
a n
h
The rank of a null matrix is zero since it has no independent row
C
.
or column vectors.

M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 7 / 65
Eigenvalue and Eigenvector Eigenvalue

Eigenvalues are associated with eigenvectors in Linear algebra. Both


terms are used in the analysis of linear transformations. ’Eigen’ is a

- V
German word that means ’proper’ or ’characteristic’. Therefore, the
term eigenvalue can be termed as characteristic value, characteristic

I T
root, proper values or latent roots as well. In simple words, the eigen-
V
value is a scalar that is used to transform the eigenvector.
,
Eigenvalue

d ru
If A is any square matrix of order n, we can form the matrix A − λI,

a n
where I is the nth order unit matrix. The determinant of this matrix
equated to zero. That is,
C h
M. a11 − λ
a21
a12
a22 − λ
···
···
a1n
a2n
. |A − λI| = = 0.

Dr
··· ··· ··· ···
an1 an2 · · · ann − λ

is called the characteristic equation of A.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 8 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
Example: Find the Eigenvalues of the matrix A =

5 4

.

a n 1 2

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
Example: Find the Eigenvalues of the matrix A =

5 4

.

a n
Soln. The characteristic equation is |A − λI| = 0.
1 2

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
Example: Find the Eigenvalues of the matrix A =

5 4

.

a n
Soln. The characteristic equation is |A − λI| = 0. Now
1 2

C h5−λ

M. |A − λI| =
1
4
2−λ
=0

. ⇒ λ2 − 7λ + 6 = 0 ⇒ (λ − 6)(λ − 1) = 0.

Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
Example: Find the Eigenvalues of the matrix A =

5 4

.

a n
Soln. The characteristic equation is |A − λI| = 0. Now
1 2

C h5−λ

M. |A − λI| =
1
4
2−λ
=0

. ⇒ λ2 − 7λ + 6 = 0 ⇒ (λ − 6)(λ − 1) = 0.

Dr ∴ λ = 1, 6.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

On expanding the determinant, the characteristic equation of the form


be
- V
(−1)n λn + k1 λn−1 + k2 λn−2 + · · · + kn = 0,

I T
where, k ′ s are expressible in terms of the elements aij . The roots of

, V
this equation are called the eigenvalues of the matrix A.

d ru
Example: Find the Eigenvalues of the matrix A =

5 4

.

a n
Soln. The characteristic equation is |A − λI| = 0. Now
1 2

C h5−λ

M. |A − λI| =
1
4
2−λ
=0

. ⇒ λ2 − 7λ + 6 = 0 ⇒ (λ − 6)(λ − 1) = 0.

Dr ∴ λ = 1, 6.
Hence, the Eigenvalues of the matrix A are 1 and 6.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 9 / 65
Eigenvalue and Eigenvector Eigenvalue

- V
Examples:
I T
Find the
3
sum and
1 4 V
 product of the characteristics of
,
A= 0 2 6 .
d ru
0 0 5

a n  

C h 7 2 2
Find the product of the latent roots of A =  −6 −1 2 .

M. 6 2 −1

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 10 / 65
Eigenvalue and Eigenvector Eigenvector

Eigenvector
If A is any square matrix of order n and λ be the eigenvalues

- V
associated with it. Then, a non-zero vector v can be defined by the
following relation
I T
Av = λv.

, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 11 / 65
Eigenvalue and Eigenvector Eigenvector

Eigenvector
If A is any square matrix of order n and λ be the eigenvalues

- V
associated with it. Then, a non-zero vector v can be defined by the
following relation
I T
Av = λv.

, V
d ru
If I be the identity matrix of the same order as A, then

n
Av − λv = 0 ⇒ (A − λI)v = 0.
a
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 11 / 65
Eigenvalue and Eigenvector Eigenvector

Eigenvector
If A is any square matrix of order n and λ be the eigenvalues

- V
associated with it. Then, a non-zero vector v can be defined by the
following relation
I T
Av = λv.

, V
d ru
If I be the identity matrix of the same order as A, then

n
Av − λv = 0 ⇒ (A − λI)v = 0.
a
h
Here, v is known as eigenvector belonging to each eigenvalue is written
C
as

M. 
v = v1 v2 · · · vn .


.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 11 / 65
Eigenvalue and Eigenvector Eigenvector

Eigenvector
If A is any square matrix of order n and λ be the eigenvalues

- V
associated with it. Then, a non-zero vector v can be defined by the
following relation
I T
Av = λv.

, V
d ru
If I be the identity matrix of the same order as A, then

n
Av − λv = 0 ⇒ (A − λI)v = 0.
a
h
Here, v is known as eigenvector belonging to each eigenvalue is written
C
as

M. 
v = v1 v2 · · · vn .


.
Dr
Note: Corresponding to n distinct eigenvalues, we get n independent
eigenvectors. But when two or more eigenvalues are equal, it may or
may not be possible to get linearly independent eigenvectors corre-
sponding to the repeated eigenvalues.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 11 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
The characteristic equation is |A − λI| = 0.
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
V
The characteristic equation is |A − λI| = 0. Now
,
|A − λI| =
1−λ 4

d
−4 −7 − λ ru =0

a n
⇒ (1 − λ)(−7 − λ) − 4(−4) = 0 ⇒ (λ + 3)2 = 0.

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
V
The characteristic equation is |A − λI| = 0. Now
,
|A − λI| =
1−λ 4

d
−4 −7 − λ ru =0

a n
⇒ (1 − λ)(−7 − λ) − 4(−4) = 0 ⇒ (λ + 3)2 = 0.

C h ∴ λ = −3, −3.

M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
V
The characteristic equation is |A − λI| = 0. Now
,
|A − λI| =
1−λ 4

d
−4 −7 − λ ru =0

a n
⇒ (1 − λ)(−7 − λ) − 4(−4) = 0 ⇒ (λ + 3)2 = 0.

C h ∴ λ = −3, −3.

M.
Hence, the Eigenvalues of the matrix A are −3 and −3.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Find
  the eigenvalues and eigenvector of the matrix A =
1 4
−4 −7

1 4

- V
Soln. Given matrix be A =
−4 −7
.
I T
V
The characteristic equation is |A − λI| = 0. Now
,
|A − λI| =
1−λ 4

d
−4 −7 − λ ru =0

a n
⇒ (1 − λ)(−7 − λ) − 4(−4) = 0 ⇒ (λ + 3)2 = 0.

C h ∴ λ = −3, −3.

M.
Hence, the Eigenvalues of the matrix A are −3 and −3. Now

.
Dr
Av = λv.
Substitute λ value in the above equation, here λ = −3 and repeated.
We have
Av = −3v.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 12 / 65
Eigenvalue and Eigenvector Eigenvector

We know that
- V
(A − λI)v = 0
I T

1 4
 
+
3 0 x
,=V
    
0
−4 −7 0 3

d ru
y
⇒ 4x + 4y = 0 ⇒ x + y = 0.
0

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 13 / 65
Eigenvalue and Eigenvector Eigenvector

We know that
- V
(A − λI)v = 0
I T

1 4
 
+
3 0 x
,=V
    
0
−4 −7 0 3

d ru
y
⇒ 4x + 4y = 0 ⇒ x + y = 0.
0

a n
h
Assume that, x = k which gives k + y = 0 ⇒ y = −k.

C
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 13 / 65
Eigenvalue and Eigenvector Eigenvector

We know that
- V
(A − λI)v = 0
I T

1 4
 
+
3 0 x
,=V
    
0
−4 −7 0 3

d ru
y
⇒ 4x + 4y = 0 ⇒ x + y = 0.
0

a n
Therefore, the eigenvector is
C h
Assume that, x = k which gives k + y = 0 ⇒ y = −k.

M. v=
 
x
=k

1

.
. y −1

Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 13 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5

−2 −4 2

I T
Soln. Given matrix be A =  −2 1 2 .
, V
4 2 5

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5

−2 −4 2

I T
Soln. Given matrix be A =  −2 1 2 .
, V
4 2 5

d ru
The characteristic equation is |A − λI| = 0.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5

−2 −4 2

I T
Soln. Given matrix be A =  −2 1 2 .
, V
4 2 5

d ru
The characteristic equation is |A − λI| = 0. Now

a n
−2 − λ −4
−2 1−λ
2
2
C h =0
4

M. 2 5−λ
⇒ − λ3 + 4λ2 − 27λ − 90 = 0 ⇒ (λ − 3)(λ + 5)(λ − 6) = 0.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5

−2 −4 2

I T
Soln. Given matrix be A =  −2 1 2 .
, V
4 2 5

d ru
The characteristic equation is |A − λI| = 0. Now

a n
−2 − λ −4
−2 1−λ
2
2
C h =0
4

M. 2 5−λ
⇒ − λ3 + 4λ2 − 27λ − 90 = 0 ⇒ (λ − 3)(λ + 5)(λ − 6) = 0.
.
Dr ∴ λ = 3, −5, 6.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

Example: Findthe eigenvalues and eigenvector of the matrix A =



−2 −4 2
 −2 1 2 
- V
4 2 5

−2 −4 2

I T
Soln. Given matrix be A =  −2 1 2 .
, V
4 2 5

d ru
The characteristic equation is |A − λI| = 0. Now

a n
−2 − λ −4
−2 1−λ
2
2
C h =0
4

M. 2 5−λ
⇒ − λ3 + 4λ2 − 27λ − 90 = 0 ⇒ (λ − 3)(λ + 5)(λ − 6) = 0.
.
Dr ∴ λ = 3, −5, 6.
Hence, the Eigenvalues of the matrix A are 3, −5 and 6.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 14 / 65
Eigenvalue and Eigenvector Eigenvector

(i) Take λ1 = 3.

(A − λI)v = 0

−2 −4 2
 
−3 0 0
    
x 0 - V
 −2 1 2  +  0 −3 0   y  =  0 
I T
4 2 5 0 0 −3 z
,
0
V
⇒ − 5x − 4y + 2z = 0,
− 2x − 2y + 2z = 0
d ru → (1)
→ (2)
4x + 2y + 2z = 0
a n → (3).

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 15 / 65
Eigenvalue and Eigenvector Eigenvector

(i) Take λ1 = 3.

(A − λI)v = 0

−2 −4 2
 
−3 0 0
    
x 0 - V
 −2 1 2  +  0 −3 0   y  =  0 
I T
4 2 5 0 0 −3 z
,
0
V
⇒ − 5x − 4y + 2z = 0,
− 2x − 2y + 2z = 0
d ru → (1)
→ (2)
4x + 2y + 2z = 0
a n → (3).

C h
M.
Solving (1) and (2) by rule of cross multiplication, we have

−5 −4 2 −5 −4
.
Dr
−2 −2 2 −2 −2
x y z
−8+4 = −4+10 = 10−8
x y z
−4 = 6 = 2 .

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 15 / 65
Eigenvalue and Eigenvector Eigenvector
 
−2
Hence, the corresponding eigenvector be v1 =  3 .
1
(ii) Take λ2 = −5.
- V

−2 −4 2
 
5 0 0
    
x
I T
0
 −2 1 2  +  0 5 0   y  =  0 
, V
4 2 5 0 0 5

d
z
ru 0
⇒ 3x − 4y + 2z = 0, − 2x + 6y + 2z = 0 and 4x + 2y + z = 0
⇒ x = 2, y = −1 and z = 1.
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 16 / 65
Eigenvalue and Eigenvector Eigenvector
 
−2
Hence, the corresponding eigenvector be v1 =  3 .
1
(ii) Take λ2 = −5.
- V

−2 −4 2
 
5 0 0
    
x
I T
0
 −2 1 2  +  0 5 0   y  =  0 
, V
4 2 5 0 0 5

d
z
ru 0
⇒ 3x − 4y + 2z = 0, − 2x + 6y + 2z = 0 and 4x + 2y + z = 0
⇒ x = 2, y = −1 and z = 1.
a n
C h

M.
(iii) Take λ3 = 6.
−2 −4 2
 
−6 0 0
    
x 0
.
Dr
 −2 1 2  +  0 −6 0   y  =  0 
4 2 5 0 0 −6 z 0
⇒ − 8x − 4y + 2z = 0, − 2x − 5y + 2z = 0 and 4x + 2y − z = 0
⇒ x = 1, y = 6 and z = 16.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 16 / 65
Eigenvalue and Eigenvector Eigenvector

Examples:
Find the Eigenvalues
 and Eigenvectors of the matrix
1 1
A=
3 −1
.
- V
Find the Eigenvaluesand
I T
Eigenvectors of the matrix
11 −4 −7
A =  7 −2 −5 .
, V
10 −4 −6
Find the Eigenvalues
 and d ru
Eigenvectors of the matrix
1 0 −1
a n
A =  1 2 1 .
2 2 3
C h
M.
Find the Eigenvalues and
−2 2 −3
Eigenvectors of the matrix

.
Dr
A= 2 1 −6 .
−1 −2 0
Find the Eigenvalues and Eigenvectors of the matrix
6 −6 5
A = 14 −13 10 .

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 17 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Properties of Eigenvalues and Eigenvectors

V
The sum of the Eigenvalues of a matrix is the sum of the elements
-
I T
of the principal diagonal(trance of the matrix).
Sum of the Eigenvalues = Sum of the main diagonal elements.

, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 18 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Properties of Eigenvalues and Eigenvectors

V
The sum of the Eigenvalues of a matrix is the sum of the elements
-
I T
of the principal diagonal(trance of the matrix).
Sum of the Eigenvalues = Sum of the main diagonal elements.

, V
ru
Product of the Eigenvalues of a matrix is equal to determinant of
the matrix. Product of the Eigenvalues = |A|.
d
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 18 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Properties of Eigenvalues and Eigenvectors

V
The sum of the Eigenvalues of a matrix is the sum of the elements
-
I T
of the principal diagonal(trance of the matrix).
Sum of the Eigenvalues = Sum of the main diagonal elements.

, V
ru
Product of the Eigenvalues of a matrix is equal to determinant of
the matrix. Product of the Eigenvalues = |A|.
d
a n
A square matrix A and its transpose AT have the same
Eigenvalues.
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 18 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Properties of Eigenvalues and Eigenvectors

V
The sum of the Eigenvalues of a matrix is the sum of the elements
-
I T
of the principal diagonal(trance of the matrix).
Sum of the Eigenvalues = Sum of the main diagonal elements.

, V
ru
Product of the Eigenvalues of a matrix is equal to determinant of
the matrix. Product of the Eigenvalues = |A|.
d
a n
A square matrix A and its transpose AT have the same
Eigenvalues.
C h
M.
The characteristic roots of a triangular matrix are just the
diagonal elements of the matrix.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 18 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Properties of Eigenvalues and Eigenvectors

V
The sum of the Eigenvalues of a matrix is the sum of the elements
-
I T
of the principal diagonal(trance of the matrix).
Sum of the Eigenvalues = Sum of the main diagonal elements.

, V
ru
Product of the Eigenvalues of a matrix is equal to determinant of
the matrix. Product of the Eigenvalues = |A|.
d
a n
A square matrix A and its transpose AT have the same
Eigenvalues.
C h
M.
The characteristic roots of a triangular matrix are just the
diagonal elements of the matrix.
.
Dr
1
If λ is an Eigenvalue of a matrix A, then λ (λ ̸= 0) is the
Eigenvalue of A−1 .

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 18 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
ru,
nd
h a
. C
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
If λ1 , λ2 , · · · , λn are the Eigenvalues of a matrix A, then Am has
the Eigenvalues λm m

ru, m
1 , λ2 , · · · , λn .

nd
h a
. C
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
If λ1 , λ2 , · · · , λn are the Eigenvalues of a matrix A, then Am has
the Eigenvalues λm m

ru, m
1 , λ2 , · · · , λn .

d
The Eigenvalues of a real symmetric matrix are real numbers.
n
h a
. C
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
If λ1 , λ2 , · · · , λn are the Eigenvalues of a matrix A, then Am has
the Eigenvalues λm m

ru, m
1 , λ2 , · · · , λn .

d
The Eigenvalues of a real symmetric matrix are real numbers.
n
h a
The Eigenvectors corresponding to distinct Eigenvalues of a real

C
symmetric matrix are orthogonal.

.
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
If λ1 , λ2 , · · · , λn are the Eigenvalues of a matrix A, then Am has
the Eigenvalues λm m

ru, m
1 , λ2 , · · · , λn .

d
The Eigenvalues of a real symmetric matrix are real numbers.
n
h a
The Eigenvectors corresponding to distinct Eigenvalues of a real

. C
symmetric matrix are orthogonal.

The similar matrices have some Eigenvalues.

. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

V
1
If λ is an Eigenvalue of an orthogonal matrix, then also its
Eigenvalue.
T - λ

V I
If λ1 , λ2 , · · · , λn are the Eigenvalues of a matrix A, then Am has
the Eigenvalues λm m

ru, m
1 , λ2 , · · · , λn .

d
The Eigenvalues of a real symmetric matrix are real numbers.
n
h a
The Eigenvectors corresponding to distinct Eigenvalues of a real

. C
symmetric matrix are orthogonal.

The similar matrices have some Eigenvalues.

. M
Dr
If a real symmetric matrix of order 2 has equal Eigenvalues, then
the matrix is a scalar matrix.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 19 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

The Eigenvector v of a matrix A is not unique.


- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 20 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

The Eigenvector v of a matrix A is not unique.


- V
T
If λ1 , λ2 , · · · , λn be distinct Eigenvalues of an n × n matrix, the
I
independent.
, V
corresponding Eigenvectors v1 , v2 , · · · , vn are form a linearly

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 20 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

The Eigenvector v of a matrix A is not unique.


- V
T
If λ1 , λ2 , · · · , λn be distinct Eigenvalues of an n × n matrix, the
I
independent.
, V
corresponding Eigenvectors v1 , v2 , · · · , vn are form a linearly

d ru
If two or more Eigenvalues are equal it may or may not be

n
possible to get linearly independent Eigenvectors corresponding to
a
the equal roots.

C h
Two Eigenvectors v1 and v2 ar called orthogonal vectors if
.
v1T v2 = 0.
M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 20 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

The Eigenvector v of a matrix A is not unique.


- V
T
If λ1 , λ2 , · · · , λn be distinct Eigenvalues of an n × n matrix, the
I
independent.
, V
corresponding Eigenvectors v1 , v2 , · · · , vn are form a linearly

d ru
If two or more Eigenvalues are equal it may or may not be

n
possible to get linearly independent Eigenvectors corresponding to
a
the equal roots.

C h
Two Eigenvectors v1 and v2 ar called orthogonal vectors if
.
v1T v2 = 0.
M
.
If A and B are n × n matrices and B is a non-singular matrix,

Dr
then A and B −1 AB have same eigenvalues.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 20 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:Find the sum and


- V
 product of the Eigenvalues and the ma-
−1 1 1
I T
trix A =  1 −1 1 .
1 1 −1
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 21 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:Find the sum and


- V
 product of the Eigenvalues and the ma-
−1 1 1
I T
trix A =  1 −1 1 .
1 1 −1
, V
Soln. Using the properties, we have
d ru
Sum of the Eigenvalues = Sum of the diagonal elements = (−1) +
(−1) + (−1) = −3.
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 21 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:Find the sum and


- V
 product of the Eigenvalues and the ma-
−1 1 1
I T
trix A =  1 −1 1 .
1 1 −1
, V
Soln. Using the properties, we have
d ru
Sum of the Eigenvalues = Sum of the diagonal elements = (−1) +
(−1) + (−1) = −3.
a n
Product of the Eigenvalue =
−1 1
C h
1 −1 1
1
= −1(1 − 1) − 1(−1 −

M.
1) + 1(1 + 1) = 4.
1 1 −1

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 21 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Examples:
- V
Verify the statement that the sum of the elements in the diagonal
of
I T
 a matrix is the sum of the Eigenvalues of the matrix
−2 2 −3
, V
 2 1 −6 .
−1 −2 0
d ru
a n 
6 −2 2

C h
The product of two Eigenvalues of the matrix  −2 3 −1 .
2 −1 3

M. 
6 −2 2
Two of the Eigenvalues of −2 3 −1 .

.

Dr
2 −1 3

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 22 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:
 Find the
 Eigenvalues of the inverse of the matrix
2 1 0
A= 0
 3 4 .
- V
0 0 4
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 23 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:
 Find the
 Eigenvalues of the inverse of the matrix
2 1 0
A =  0 3 4 .
- V
0 0 4
I T
, V
Soln. We know that, the given matrix is a upper triangular matrix.
Therefore, the Eigenvalues of A are 2, 3, 4. Hence, by property the
Eigenvalues of A−1 are 21 , 13 , 14 .
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 23 / 65
Eigenvalue and Eigenvector Properties of Eigenvalues and Eigenvectors

Example:
 Find the
 Eigenvalues of the inverse of the matrix
2 1 0
A =  0 3 4 .
- V
0 0 4
I T
, V
Soln. We know that, the given matrix is a upper triangular matrix.
Therefore, the Eigenvalues of A are 2, 3, 4. Hence, by property the
Eigenvalues of A−1 are 21 , 13 , 14 .
d ru
Examples:

a
n2 0 1

C h
If 2, 3 are the Eigenvalues of  0 2 0 , find the value of a.

M. a 0 2
If the Eigenvalues of A of order 3 × 3 are 2, 3 and 1, then find the

.
Eigenvalues of adjoint of A.

Dr
If 2, −1, −3 are the Eigenvalues of the matrix A, then find the
Eigenvalues of the matrix A2 − 2I.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 23 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

- V
Cayley-Hamilton Theorem: Statement I T
, V
Every square matrix satisfies its own characteristic equation.

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 24 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

- V
Cayley-Hamilton Theorem: Statement I T
, V
Every square matrix satisfies its own characteristic equation.

Application:
d ru
The positive integral powers of A.
a n
C h
The inverse of the non-singular square matrix A.

M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 24 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

 
1 −2
Example: Show that the matrix
2 1
- V satisfies its own character-
istic equation.
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 25 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

 
1 −2
Example: Show that the matrix
2 1
- V satisfies its own character-
istic equation. 
1 −2

I T
Soln. Given matrix be A =
2 1
.
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 25 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

 
1 −2
Example: Show that the matrix
2 1 V
satisfies its own character-
-
istic equation. 
1 −2

I T
Soln. Given matrix be A =
2 1
.
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
is,
d
n
λ2 − S1 λ + S2 = 0,
a
where,
C h
.
S1 = sum of the main diagonal elements = 1 + 1 = 2, and

M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 25 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

 
1 −2
Example: Show that the matrix
2 1 V
satisfies its own character-
-
istic equation. 
1 −2

I T
Soln. Given matrix be A =
2 1
.
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
is,
d
n
λ2 − S1 λ + S2 = 0,
a
where,
C h
S2 = |A| =
.
S1 = sum of the main diagonal elements = 1 + 1 = 2, and

M 1 −2
= 1 + 4 = 5.
. 2 1

Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 25 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

 
1 −2
Example: Show that the matrix
2 1 V
satisfies its own character-
-
istic equation. 
1 −2

I T
Soln. Given matrix be A =
2 1
.
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
is,
d
n
λ2 − S1 λ + S2 = 0,
a
where,
C h
S2 = |A| =
.
S1 = sum of the main diagonal elements = 1 + 1 = 2, and

M 1 −2
= 1 + 4 = 5.
. 2 1

Dr
Hence, the characteristic equation is λ2 − 2λ + 5 = 0.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 25 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Verification: - V
I T
V
  
   
2 1 −2
1 −2 1 −2 1 0
A − 2A + 5I = −2 +5

−3 −4

2 12 1

1 −2
2 1
 
ru,
5 0

0 1

=
4 −3
−2
2 1
nd
+
0 5

=

0 0

= 0. h a
.
0 0
C
M
Therefore, the given matrix satisfies its own characteristic equation.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 26 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Example:
 Verify Cayley-Hamilton theorem find A4 and A−1 when A =
2 −1 2
 −1 2 −1 .
1 −1 2
- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 27 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Example:
 Verify Cayley-Hamilton theorem find A4 and A−1 when A =
2 −1 2
 −1 2 −1 .
1 −1 2
- V

2 −1 2

I T
Soln. Given matrix be A =  −1 2 −1 .
1 −1 2
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 27 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Example:
 Verify Cayley-Hamilton theorem find A4 and A−1 when A =
2 −1 2
 −1 2 −1 .
1 −1 2
- V

2 −1 2

I T
Soln. Given matrix be A =  −1 2 −1 .
1 −1 2
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
d
is,

a n
λ3 − S1 λ2 + S2 λ − S3 = 0,
where,
C h
.
S1 = sum of the main diagonal elements = 2 + 2 + 2 = 6, and

M
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 27 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Example:
 Verify Cayley-Hamilton theorem find A4 and A−1 when A =
2 −1 2
 −1 2 −1 .
1 −1 2
- V

2 −1 2

I T
Soln. Given matrix be A =  −1 2 −1 .
1 −1 2
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
d
is,

a n
λ3 − S1 λ2 + S2 λ − S3 = 0,
where,
C h
.
S1 = sum of the main diagonal elements = 2 + 2 + 2 = 6, and

M
S2 = sum of the minors of its leading diagonal elements =
2 −1
+
. −1 2
2 2
1 2 Dr +
2 −1
−1 2
= 8.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 27 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Example:
 Verify Cayley-Hamilton theorem find A4 and A−1 when A =
2 −1 2
 −1 2 −1 .
1 −1 2
- V

2 −1 2

I T
Soln. Given matrix be A =  −1 2 −1 .
1 −1 2
, V
ru
The characteristic equation of the given matrix is |A − λI| = 0. That
d
is,

a n
λ3 − S1 λ2 + S2 λ − S3 = 0,
where,
C h
.
S1 = sum of the main diagonal elements = 2 + 2 + 2 = 6, and

M
S2 = sum of the minors of its leading diagonal elements =
2 −1
+
. −1 2
2 2
1 2 Dr+
2 −1
−1 2
= 8.
S3 = |A| = 2(4 − 1) + 1(−2 + 1) + 2(1 − 2) = 3.
Hence, the characteristic equation is λ3 − 6λ2 + 8λ − 3 = 0.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 27 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

By Calyley-Hamilton theorem, every square matrix satisfies its own


characteristic equation. That is,

A3 − 6A2 + 8A − 3I = 0. - V → (1)
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 28 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

By Calyley-Hamilton theorem, every square matrix satisfies its own


characteristic equation. That is,

A3 − 6A2 + 8A − 3I = 0. - V → (1)
I T
Thus,
, V

7 −6 9
 
29 −28 38
A2 =  −5 6 −6  and A3 =  −22 23 −28 
d ru

5 −5 7
a n
22 −22 29

C
29 −28 38h  
7 −6 9

M.
∴ A3 − 6A2 + 8A − 3I =  −22 23 −28  − 6  −5 6
22 −22 29 5 −5
−6 
7

.
Dr
     
2 −1 2 1 0 0 0 0 0
+ 8 −1 2 −1 − 3 0 1 0 = 0
     0 0 .
1 −1 2 0 0 1 0 0 0

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 28 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

(i) Finding A4 :

(1) ⇒ A3 = 6A2 − 8A + 3I. → (2)


- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 29 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

(i) Finding A4 :

(1) ⇒ A3 = 6A2 − 8A + 3I. → (2)


- V
I T
(2) × A ⇒
, V
u
A4 = 6A3 − 8A2 + 3A = 6 6A2 − 8A + 3I − 8A2 + 3A
 

A4 = 28A2 − 45A − 18I.


d r
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 29 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

(i) Finding A4 :

(1) ⇒ A3 = 6A2 − 8A + 3I. → (2)


- V
I T
(2) × A ⇒
, V
u
A4 = 6A3 − 8A2 + 3A = 6 6A2 − 8A + 3I − 8A2 + 3A
 

A4 = 28A2 − 45A − 18I.


d r
a n
C h
.
     
7 −6 9 2 −1 2 1 0 0
A4 = 28  −5 6 −6  − 45  −1 2 −1  + 18  0 1 0 

. M 5 −5 7 1 −1 2 0 0 1

Dr
 
124 −123 162
4
A = −95
 96 −123  .
95 −95 124

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 29 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

(ii) Finding A−1 :

- V
(1) × A−1 ⇒
I T
, V
A2 − 6A + 8I − 3A−1 = 0
3A−1 = A2 − 6A + 8I.

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 30 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

(ii) Finding A−1 :

- V
(1) × A−1 ⇒
I T
, V
A2 − 6A + 8I − 3A−1 = 0
3A−1 = A2 − 6A + 8I.

d ru
a n
h
     
7 −6 9 2 −1 2 1 0 0

5 −5 7
C
3A−1 =  −5 6 −6  − 6  −1 2 −1  + 8  0 1 0 
. 1 −1 2 0 0 1

. M
3 0 −3

Dr
1
A−1 =  1 2 0  .
3
−1 1 3

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 30 / 65
Cayley-Hamilton Theorem Cayley-Hamilton Theorem: Introduction

Examples:  
1 2
Verify that A = satisfies its own characteristics
2 −1
equation
 and hence find A4 .
- V
If A =
1 2

I T
, then find An interms of A and I.
0 2

1 −1 4

, V
ru
Find A−1 , if A =  3 2 −1  using Cayley-Hamilton
d
theorem. 
2 1 −1
a n
2 1 1

C h
Let A = 0 1 0 , use Cayley-Hamilton theorem to find the
.

1 1 2
M
value of the following
.
Dr
f (A) = A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I.
Using Cayley-Hamilton −1
 theorem find A when
1 0 3
A = 2 1 −1 .

1 −1 1
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 31 / 65
Echelon Form Echelon Form: Introduction

Echelon Form:

V
A matrix is said to be Echelon form if its satisfies the following:
-
I T
Zero rows if any are below any non-zero rows.
The first non-zero entry in each non-zero is equal to 1.

, V
The number of zeros before the first non-zero is less than the

r
number of such zeros in the next row.
d u
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 32 / 65
Echelon Form Echelon Form: Introduction

Echelon Form:

V
A matrix is said to be Echelon form if its satisfies the following:
-
I T
Zero rows if any are below any non-zero rows.
The first non-zero entry in each non-zero is equal to 1.

, V
The number of zeros before the first non-zero is less than the

r
number of such zeros in the next row.
d u
n
Note: The number of non-zero rows in the row Echelon form of a ma-
a
trix is the rank of the matrix.

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 32 / 65
Echelon Form Echelon Form: Introduction

Echelon Form:

V
A matrix is said to be Echelon form if its satisfies the following:
-
I T
Zero rows if any are below any non-zero rows.
The first non-zero entry in each non-zero is equal to 1.

, V
The number of zeros before the first non-zero is less than the

r
number of such zeros in the next row.
d u
n
Note: The number of non-zero rows in the row Echelon form of a ma-
a
trix is the rank of the matrix.
1 0 1 0

C h
M.
For instances, (i)  0 1 −1 1 ,
0 0 0 0

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 32 / 65
Echelon Form Echelon Form: Introduction

Echelon Form:

V
A matrix is said to be Echelon form if its satisfies the following:
-
I T
Zero rows if any are below any non-zero rows.
The first non-zero entry in each non-zero is equal to 1.

, V
The number of zeros before the first non-zero is less than the

r
number of such zeros in the next row.
d u
a n
Note: The number of non-zero rows in the row Echelon form of a ma-
trix is the rank of the matrix.
1 0 1 0

C h 
2 1 2 3

M.
For instances, (i)  0 1 −1 1 , (ii) 
0 0 0 0
0 6 4 −6  and
0 0 3 1

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 32 / 65
Echelon Form Echelon Form: Introduction

Echelon Form:

V
A matrix is said to be Echelon form if its satisfies the following:
-
I T
Zero rows if any are below any non-zero rows.
The first non-zero entry in each non-zero is equal to 1.

, V
The number of zeros before the first non-zero is less than the

r
number of such zeros in the next row.
d u
a n
Note: The number of non-zero rows in the row Echelon form of a ma-
trix is the rank of the matrix.
1 0 1 0

C h 
2 1 2 3

M.
For instances, (i)  0 1 −1 1 , (ii) 
0 0 0 0
0 6 4 −6  and
0 0 3 1

.
 
4 5 7 6

Dr
 0 0 2 4 
(iii) 
 0 6 1 3 .

0 0 0 0

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 32 / 65
Echelon Form Echelon Form: Examples

Example: Reduce the matrix


- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 33 / 65
Echelon Form Echelon Form: Examples

 
1 2 3 0
 2 4 3 2 
Example: Reduce the matrix A =  .
 3
- V
2 1 3 
6
I T 8 7 5

, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 33 / 65
Echelon Form Echelon Form: Examples

 
1 2 3 0
 2 4 3 2 
Example: Reduce the matrix A =  .
 3
- V
2 1 3 

Soln. Given
6
I T 8 7 5


1 2 3 0

, V
A∼
 0 0 −3 2  
d ru
 0 −4 −8 3 
0 −4 −11 5
a n R2 → R2 − 2R1

C h R3 → R3 − 3R1
R4 → R4 − 6R1

M. 1 2

3
 0 −4 −8
0

3 
. A∼

Dr

 0 0 −3 2 
0 −4 −11 5 R2 ↔ R3

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 33 / 65
Echelon Form Echelon Form: Examples

- V
T
 
1 2 3 0
 0 −4 −8 3
A∼
V I 

 0 0 −3 2
0 0 −3 2
ru, 
R4 → R4 − R2

1 2 3 0
nd 
 0 −4 −8 3
A∼
h a 

C

 0 0 −3 2 

M. 0 0 0 0 R4 → R4 − R3

.
Dr
Therefore, the matrix reaches the row Echelon form. Hence, Rank of
A = 3.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 34 / 65
Echelon Form Echelon Form: Examples

Example: The rank of matrix

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 35 / 65
Echelon Form Echelon Form: Examples
 
5 3 14 4
Example: The rank of matrix A =  0 1 2 1  using row Eche-
1 −1 2 0
lon form.
- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 35 / 65
Echelon Form Echelon Form: Examples
 
5 3 14 4
Example: The rank of matrix A =  0 1 2 1  using row Eche-
1 −1 2 0
lon form.
- V
Soln. Given
I T
V
 
5 3 14 4
A∼ 0 1 2
0 −8 −4 −4
1 

ru,
d
R3 → 5R3 − R1

n
a
 
5 3 14 4
∼ 0 1 2 1 
0 0 12 4
C h
M. 
5 3 14 4

R3 ↔ R3 + 8R2

.
Dr
A∼ 0 1 2 1 

0 0 3 1 R ↔ R /4 3 3

Therefore, the matrix reaches the row Echelon form.


Hence, Rank of A = 3.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 35 / 65
Echelon Form Echelon Form: Examples

Examples:
- V
Find the rank of the
T
following matrices
I

1 −2 0 1

, V 
−1 −3 3 1

 2 −1
(i) 
 3 −3
1 0 
1 1
d ru
 (ii) 



1 1 −1 0 
.
2 −5 2 −3 
−1 1 −1 1
a n −1 1 0 1

1 1 −1

C h 
−1 −2 −1

M.
A =  2 −3
3 −2
4  and B =  6 12 6 .
3 −5 10 5
.
Dr
Rank of A, B, A + B, AB and BA.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 36 / 65
Normal(Canonical) Form Normal Form: Introduction

- V
Normal Form
I T
Every m ×n matrix
In
 ofrank n can
In 0
, V
 be reduced to the form [In ],

u
 
In 0 , and by a finite chain of elementary or
0 0 0
d r
column operations where In is the identity matrix of order n.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 37 / 65
Normal(Canonical) Form Normal Form: Introduction

- V
Normal Form
I T
Every m ×n matrix
In
 ofrank n can
In 0
, V
 be reduced to the form [In ],

u
 
In 0 , and by a finite chain of elementary or
0 0 0
d r
column operations where In is the identity matrix of order n.

a n
Note:

C h
The order of identity matrix is the rank of the matrix.

M.
Both row and column operations are allowed.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 37 / 65
Normal(Canonical) Form Normal Form: Examples
 
1 2 1 0
Example: Reduce the matrix A =  −2 4 3 0  to the canonical
1 0 2 8
form and hence find its rank.
- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 38 / 65
Normal(Canonical) Form Normal Form: Examples
 
1 2 1 0
Example: Reduce the matrix A =  −2 4 3 0  to the canonical
1 0 2 8
form and hence find its rank.
- V
Soln. Given
I T

1 2 1 0

, V
A∼ 0 8 5 0 
0 −2 1 −8 ru
R2 → R2 + 2R1
d
n
R3 ↔ R3 − R1
a
h
 
1 0 0 0

.
∼ 0 8 5 0 
0 −2 1 −8 C C2 ↔ C2 − 2C1

. M C3 → C3 − C1

Dr
 
1 0 0 0
A∼ 0  1 5 0 
0 −1/4 1 −8 C ↔ C /8 2 2

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 38 / 65
Normal(Canonical) Form Normal Form: Examples

 
1 0 0 0
A∼ 0
 1
0 −1/4
0
9/4 −8
0 
- V
C3 ↔ C3 − 5C2
I T
V
 
1 0 0 0
∼ 0 1 0
0 −1 9
0 
−32 R3 ↔ 4R3
ru,
 
nd
1 0 0
∼ 0 1 0

0
0 
h a
.
0 −1 1 1
CC3 ↔ C3 /9
C4 ↔ C4 /(−32)

. M 
1 0 0 0

Dr
 
A∼ 0 1 0 0  = I3 0 .
0 0 1 0 C2 ↔ C2 + C4
C4 ↔ C4 − C3
Therefore, the matrix reaches the normal form.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 39 / 65
Normal(Canonical) Form Normal Form: Examples

 
1 0 0 0
A∼ 0
 1
0 −1/4
0
9/4 −8
0 
- V
C3 ↔ C3 − 5C2
I T
V
 
1 0 0 0
∼ 0 1 0
0 −1 9
0 
−32 R3 ↔ 4R3
ru,
 
nd
1 0 0
∼ 0 1 0

0
0 
h a
.
0 −1 1 1
CC3 ↔ C3 /9
C4 ↔ C4 /(−32)

. M 
1 0 0 0

Dr
 
A∼ 0 1 0 0  = I3 0 .
0 0 1 0 C2 ↔ C2 + C4
C4 ↔ C4 − C3
Therefore, the matrix reaches the normal form. Hence, Rank of A is 3
which is the order of the
Dr. M. Chandru (VIT-Vellore)
identity matrix in the normal
Complex Variables and Linear Algebra
form.
September 28, 2022 39 / 65
Normal(Canonical) Form Normal Form: Examples

Example: Reduce the matrix

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 40 / 65
Normal(Canonical) Form Normal Form: Examples
 
0 1 2 −2
Example: Reduce the matrix A =  4 0 2 6  to the normal

form and hence find its rank.


2 1 3 1
- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 40 / 65
Normal(Canonical) Form Normal Form: Examples


0 1 2 −2
Example: Reduce the matrix A =  4 0 2 6  to the normal

form and hence find its rank.


2 1 3 1
- V
Soln. Given
I T

1 1 2 −2

, V
A∼ 4 0 2 6 
3 1 3 1
d ru
 
a n
C1 ↔ C1 + C2
1 1 2 −2
∼  0 −4 −6 14 
C h
M. 0 −2 −3 7 R2 ↔ R2 − 4R1
R3 → R3 − 3R1

.
Dr
 
1 1 2 −2
∼  0 −2 −3 7 
0 −2 −3 7 R ↔ R /2 2 2

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 40 / 65
Normal(Canonical) Form Normal Form: Examples


1 1 2 −2

- V
A∼ 0 0 0 0 
I T
0 −2 −3 7
V
R2 ↔ R2 − R3
,
u
 
1 0 2 −2
∼ 0 0
 0 0 
d r
0 −2 −3 7
a n
C2 ↔ C2 − C4

1 0 2 −2
C h

M. ∼  0 1 −3 7 
0 0 0 0 R2 ↔ R3

. C2 ↔ C2 /(−2)

Dr
Therefore, the matrix reaches the normal form.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 41 / 65
Normal(Canonical) Form Normal Form: Examples


1 1 2 −2

- V
A∼ 0 0 0 0 
I T
0 −2 −3 7
V
R2 ↔ R2 − R3
,
u
 
1 0 2 −2
∼ 0 0
 0 0 
d r
0 −2 −3 7
a n
C2 ↔ C2 − C4

1 0 2 −2
C h

M. ∼  0 1 −3 7 
0 0 0 0 R2 ↔ R3

. C2 ↔ C2 /(−2)

Dr
Therefore, the matrix reaches the normal form. Hence, Rank of A is 2
which is the order of the identity matrix in the normal form.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 41 / 65
Normal(Canonical) Form Normal Form: Examples

Examples:
- V
Find the rank of the following matrices
I T
V
     
2 −2 0 6 2 3 −1 −1 2 1 3 4
 4 2 0 2 
 1 −1 0 3  (ii)  3 1
(i)  
 1 −1 −2

r
3u, −4   0 3 4
 (iii) 
−2   2 3 7
1 
.
5 
1 −2 1 2 6 3
nd 0 −7 2 5 11 6

h a 1 2 −1 3
 

. C  4 1
Find the value of k in the give matrix 
2 1 
 3 −1 1 2  if the

. M 1 2 0 k

Dr
rank is 3.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 42 / 65
System of Linear Equation System of Linear Equation: Introduction

Linear Equation
The equation of the form

- V
a1 x1 + a2 x2 + · · · + an xn = b,

I T
is called a linear equation in n unknowns.
, V
where x1 , x2 , · · · , xn are unknowns and a1 , a2 , · · · , an , b are constants

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 43 / 65
System of Linear Equation System of Linear Equation: Introduction

Linear Equation
The equation of the form

- V
a1 x1 + a2 x2 + · · · + an xn = b,

I T
is called a linear equation in n unknowns.
, V
where x1 , x2 , · · · , xn are unknowns and a1 , a2 , · · · , an , b are constants

System of Linear Equation


d ru
a n
The system of ’m’ linear equations in ’n’ unknowns as given below

C h
a11 x1 + a12 x2 + · · · + a1n xn = b1 ,

M. a21 x1 + a22 x2 + · · · + a2n xn = b2 ,


..
. .

Dr am1 x1 + am2 x2 + · · · + amn xn = bn ,

where, aij ’s and bi ’s are constants and x1 , x2 , · · · , xn satisfying all the


equations simultaneously is called the solution.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 43 / 65
System of Linear Equation System of Linear Equation: Introduction

Every linear system may have only one of three possible number of
solutions:
The system has a single unique solution.
The system has infinitely many solutions.
- V
The system has no solution.
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 44 / 65
System of Linear Equation System of Linear Equation: Introduction

Every linear system may have only one of three possible number of
solutions:
The system has a single unique solution.
The system has infinitely many solutions.
- V
The system has no solution.
I T
, V
Geometrical Representation: Solution of Linear Equation

ru
For a system of two variables (x and y), each linear equation

d
determines a line on the xy-plane. The solution set is the intersection

a n
of these lines, and is hence either a line, a single point or don’t have
any common point.
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 44 / 65
System of Linear Equation System of Linear Equation: Introduction

Consistency of System of the Equations(Homogenous)

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 45 / 65
System of Linear Equation System of Linear Equation: Examples

Example: Test for the consistency of the set of of the equations x +


2y + 3z = 1; 2x + 3y + 8z = 2 and x + y + z = 3.

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 46 / 65
System of Linear Equation System of Linear Equation: Examples

Example: Test for the consistency of the set of of the equations x +


2y + 3z = 1; 2x + 3y + 8z = 2 and x + y + z = 3.
Soln. The matrix of the form
- V
T
    
1 2 3 x
 2 3 8  y  =  2 .
1

V I
1 1 1 z

ru, 3

nd
h a
. C
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 46 / 65
System of Linear Equation System of Linear Equation: Examples

Example: Test for the consistency of the set of of the equations x +


2y + 3z = 1; 2x + 3y + 8z = 2 and x + y + z = 3.
Soln. The matrix of the form
- V
T
    
1 2 3 x
 2 3 8  y  =  2 .
1

V I
1 1 1 z

ru, 3

d
Then, the corresponding argument matrix be
n

1 2 3 1
 
1 2
h a 3 1

1 1 1 3 C
[A/B] =  2 3 8 2  ∼  0 −1 2 0 
. 0 −1 −2 2 R2 ↔ R2 − 2R1

. M R3 → R3 − R1

Dr
 
1 2 3 1
[A/B] ∼ 0 −1 2 0 
 → (1)
0 0 −4 2 R →R −R 3 3 2

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 46 / 65
System of Linear Equation System of Linear Equation: Examples

Thus,
R([A/B]) = R([A]) = 3 = number of unknows(variables).
Therefore, system of the equation is consistence.
- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 47 / 65
System of Linear Equation System of Linear Equation: Examples

Thus,
R([A/B]) = R([A]) = 3 = number of unknows(variables).

- V
Therefore, system of the equation is consistence. From (A), the system
of the equation be
I T
V
x + 2y + 3z = 1,
,
→ (2)

d ru
−y + 2z = 0,
−4z = 2.
→ (3)
→ (4)

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 47 / 65
System of Linear Equation System of Linear Equation: Examples

Thus,
R([A/B]) = R([A]) = 3 = number of unknows(variables).

- V
Therefore, system of the equation is consistence. From (A), the system
of the equation be
I T
V
x + 2y + 3z = 1,
,
→ (2)

d ru
−y + 2z = 0,
−4z = 2.
→ (3)
→ (4)
From (3) and (4), we have
a n
C hz=
−1
, y = −1.

M.
Equation gives
2

. −1

Dr
9
x + 2(−1) + 3( )=1 ⇒ x= .
2 2

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 47 / 65
System of Linear Equation System of Linear Equation: Examples

Thus,
R([A/B]) = R([A]) = 3 = number of unknows(variables).

- V
Therefore, system of the equation is consistence. From (A), the system
of the equation be
I T
V
x + 2y + 3z = 1,
,
→ (2)

d ru
−y + 2z = 0,
−4z = 2.
→ (3)
→ (4)
From (3) and (4), we have
a n
C hz=
−1
, y = −1.

M.
Equation gives
2

. −1

Dr
9
)=1 ⇒
x + 2(−1) + 3( x= .
2 2
Hence, the solution of the system of equation be
9 −1
x = , y = −1 and z = .
2 2
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 47 / 65
System of Linear Equation System of Linear Equation: Examples

Examples:

x + 7y − 7z = 5 if it is consistent. - V
Solve the equations x + y + z = 4; 2x + 5y + 2z = 3 and

I T
Test for the consistency the set of equation and solve them

, V
x + 2y + 2z = 2; 3x − 2y − z = 5 2x − 5y + 3z = −4 and
x + 4y + 6z = 0.

d ru
Prove the following set of equations are consistent and solve them

a n
x + 3y + 2z = 1; x + 2y = 4 10y + 3z = −2 and 2x − 3y − z = 5.
h
Discuss the what values of λ and µ the simultaneous equations
C
M.
x + y + z = 6; x + 2y + 3z = 10 and x + 2y + λz = µ have (i) no
solution, (ii) a unique solution and (iii) infinity many solutions.

.
Dr
Find the value of a and b for which the equations x + y + z = 3;
x + 2y + 2z = 6 and x + ay + 3z = b have (i) no solution, (ii) a
unique solution and (iii) infinity many solutions.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 48 / 65
System of Linear Equation System of Linear Equation: Examples

Consistency of System of the Equations(Non-homogenous)


The system of ’m’ linear equations in ’n’ unknowns as given below

- V
T
a11 x1 + a12 x2 + · · · + a1n xn = 0,
I
,
.. V
a21 x1 + a22 x2 + · · · + a2n xn = 0,

d ru.
am1 x1 + am2 x2 + · · · + amn xn = 0,

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 49 / 65
System of Linear Equation System of Linear Equation: Examples

Consistency of System of the Equations(Non-homogenous)


The system of ’m’ linear equations in ’n’ unknowns as given below

- V
T
a11 x1 + a12 x2 + · · · + a1n xn = 0,
I
,
.. V
a21 x1 + a22 x2 + · · · + a2n xn = 0,

d ru.
am1 x1 + am2 x2 + · · · + amn xn = 0,

a n
h
The corresponding matrix of the form is AX = O.

C
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 49 / 65
System of Linear Equation System of Linear Equation: Examples

Consistency of System of the Equations(Non-homogenous)


The system of ’m’ linear equations in ’n’ unknowns as given below

- V
T
a11 x1 + a12 x2 + · · · + a1n xn = 0,
I
,
.. V
a21 x1 + a22 x2 + · · · + a2n xn = 0,

d ru.
am1 x1 + am2 x2 + · · · + amn xn = 0,

a n
h
The corresponding matrix of the form is AX = O.

C
M.
Thus, Rank of [A] and Rank of [A/B] is always same then the system
is consistent always.

.
Dr
If rank of the matrix is equal to number of variables then the
system has unique(trivial) or zero solution.
If rank of the matrix is less than number of variables then the
system has infinitely many(non-trivial) solution.
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 49 / 65
System of Linear Equation System of Linear Equation: Examples

Examples:
Solve completely the system of equations x + y − 2z + 3w = 0;
- V
x − 2y + z − w = 0; 4x + y − 5z + 8w = 0 and 5x − 7y + 2z − w = 0.

I T
Solve the system of equations x + y − 3z + 2w = 0;
V
2x − y + 2z − 3w = 0; 3x − 2y + z − 4w = 0 and
,
−4x + y − 3z + w = 0.

d ru
Solve the system of equations x + y − 3z + 2w = 0;
n
2x − y + 2z − 3w = 0; 3x − 2y + z − 4w = 0 and
a
−4x + y − 3z + w = 0.

C h
Determine whether the following equations will have a non-trivial

M.
solution if so solve them 4x + 2y + z + 3w = 0;
6x + 3y + 4z + 7w = 0 and 2x + y + w = 0.
.
Dr
Show that the real number of λ for which the system
x + 2y + 3z = λx; 3x + y + 2z = λy and 2x + 3y + z = λz has
non-zero solution and solve them when λ = 6.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 50 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

Gauss Elimination Method


Consider the system of equations
- V
I T
a11 x1 + a12 x2 + a13 xn = b1 ,

V
a21 x1 + a22 x2 + a23 xn = b2 ,
,
d ru
a31 x1 + a32 x2 + a33 xn = b3 .

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 51 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

Gauss Elimination Method


Consider the system of equations
- V
I T
a11 x1 + a12 x2 + a13 xn = b1 ,

V
a21 x1 + a22 x2 + a23 xn = b2 ,
,
d ru
a31 x1 + a32 x2 + a33 xn = b3 .

The given system can be expressed


a n as AX = B and the corresponding
argument matrix be

C h
.
 
a11 a12 a13 b1

. M [A|B] =  a21
a31
a22 a23 b2 
a32 a33 b3

Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 51 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

Gauss Elimination Method


Consider the system of equations
- V
I T
a11 x1 + a12 x2 + a13 xn = b1 ,

V
a21 x1 + a22 x2 + a23 xn = b2 ,
,
d ru
a31 x1 + a32 x2 + a33 xn = b3 .

The given system can be expressed


a n as AX = B and the corresponding
argument matrix be

C h
.
 
a11 a12 a13 b1

. M [A|B] =  a21
a31
a22 a23 b2 
a32 a33 b3

Dr
By applying suitable transformation the augment matrix [A|B] can be
reduced to either upper or lower triangular matrix.

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 51 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

For instance, - V
I T
V
 
a11 a12 a13 b1

0
r ,
[A|B] ∼  0 α22 α23 β2  .
u
0 α33 β3

nd
h a
. C
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 52 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

For instance, - V
I T
V
 
a11 a12 a13 b1

0
r ,
[A|B] ∼  0 α22 α23 β2  .
u
0 α33 β3

nd
h a
The above is the form of upper triangular matrix which can be

C
solved by backward substitution.
.
. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 52 / 65
Solution of Linear Equations Gauss Elimination Method: Introduction

For instance, - V
I T
V
 
a11 a12 a13 b1

0
r ,
[A|B] ∼  0 α22 α23 β2  .
u
0 α33 β3

nd
h a
The above is the form of upper triangular matrix which can be

. C
solved by backward substitution.
Similarly, lower triangular matrix form can be solved by forward
M
substitution.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 52 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

Example: Solve the system 2x + y + z = 10; 3x + 2y + 3z = 18 and


x + 4y + 9z = 16.

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 53 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

Example: Solve the system 2x + y + z = 10; 3x + 2y + 3z = 18 and


x + 4y + 9z = 16.
Soln. The matrix form be

2 1 1
  
x
- V
10

 3 2
I T
2   y  =  18  .
1 4 9
,
z
V 16
Thus,

2 1 1 10

d ru
[A|B] =  3 2 2 18 
a n
1 4 9 16
C h
.
 
2 1 1 10

. M ∼ 0 1 3 6 
0 7 17 22 R2 → 2R2 − 3R1

Dr
R3 → 2R3 − R1
 
2 1 1 10
∼ 0 1 3 6 
0 0 −4 20 R → R − 7R 3 3 2
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 53 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
2x + y + z = 10
- V → (1)

I
y + 3z = 6
T → (2)

, V
−4z = −20. → (3)

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 54 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
2x + y + z = 10
- V → (1)

I
y + 3z = 6
T → (2)

, V
−4z = −20. → (3)
By backward substitution, we have

d ru
a n(3) ⇒ z = 5.

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 54 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
2x + y + z = 10
- V → (1)

I
y + 3z = 6
T → (2)

, V
−4z = −20. → (3)
By backward substitution, we have

d ru
a n(3) ⇒ z = 5.
From (2) and (1), we get
C h
M. y = −9 and x = 7.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 54 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
2x + y + z = 10
- V → (1)

I
y + 3z = 6
T → (2)

, V
−4z = −20. → (3)
By backward substitution, we have

d ru
a n(3) ⇒ z = 5.
From (2) and (1), we get
C h
M. y = −9 and x = 7.

.
Hence, the unknowns are

Dr
   
x 7
 y  =  −9  .
z 5

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 54 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

Example: Solve the system x + y + z = 6; 3x + 3y + 4z = 20 and


2x + y + 3z = 13 using partial pivoting Gauss elimination method.

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 55 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

Example: Solve the system x + y + z = 6; 3x + 3y + 4z = 20 and


2x + y + 3z = 13 using partial pivoting Gauss elimination method.
Soln. The matrix form be

1 1 1
  
x 6

- V
 3 3 4   y  =  20  .
I T
2 1 3 z 13
, V
Thus, the corresponding augment matrix is

1 1 1 6

d ru
[A|B] =  3 3 4 20 
a n
2 1 3 13
C h
.
 
1 1 1 6

. M ∼ 0 0 1 2 
0 −1 1 13 R2 → R2 − 3R1

Dr
R3 → R3 − 2R1
 
1 1 1 6
∼  0 −1 1 1 
0 0 1 2 R ↔R 2 3
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 55 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
x+y+z =6
- V → (1)
−y + z = 1
I T → (2)

V
z = 2.
,
→ (3)

d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 56 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
x+y+z =6
- V → (1)
−y + z = 1
I T → (2)

V
z = 2.
,
→ (3)
By backward substitution, we have

d ru
a n(3) ⇒ z = 2.

C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 56 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
x+y+z =6
- V → (1)
−y + z = 1
I T → (2)

V
z = 2.
,
→ (3)
By backward substitution, we have

d ru
a n(3) ⇒ z = 2.
From (2) and (1), we get
C h
M. y = 1 and x = 3.

.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 56 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

The augment matrix reaches the Echelon form then the corresponding
system of the equation be
x+y+z =6
- V → (1)
−y + z = 1
I T → (2)

V
z = 2.
,
→ (3)
By backward substitution, we have

d ru
a n (3) ⇒ z = 2.
From (2) and (1), we get
C h
M. y = 1 and x = 3.

.
Hence, the unknowns are

Dr
   
x 3
 y  =  1 .
z 2

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 56 / 65
Solution of Linear Equations Gauss Elimination Method: Examples

- V
I T
, V
d ru
Example: Solve the system of equation 3x + y − z = 3; 2x − 8y + z = −5
and x − 2y + 9z = 8 using Gauss elimination method.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 57 / 65
Solution of Linear Equations Gauss Jordan Method: Introduction

- V
I T
Gauss Jordan Method
, V
ru
This method is a modification of Gauss elimination method. In this
d
method, the unknowns are eliminated so that the system is in diagonal
form.
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 58 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

Example: Solve the system of equations 2x + y + z = 10; 3x + 2y + 3z =


18 and x + 4y + 9z = 16 using Gauss Jordan method.

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 59 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

Example: Solve the system of equations 2x + y + z = 10; 3x + 2y + 3z =


18 and x + 4y + 9z = 16 using Gauss Jordan method.
Soln. The matrix form
 be
2 1 1
  
x 10

- V
 3 2 3   y  =  18  .
I T
1 4 9 z 16

, V
Thus, the corresponding

2
augment matrix
1 1 10

d ruis

[A|B] = 3

1
2 3 18 
4 9 16
a n

2
C h
1 1 10

M. ∼ 0

0
1 3 6 
7 17 22 R2 → 2R2 − 3R1

. R3 → 2R3 − R1

Dr
 
2 0 −2 −4
∼ 0 1 3 6 
0 0 4 20 R1 → R2 − R1
R3 → 7R2 − R3
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 59 / 65
Solution of Linear Equations Gauss Jordan Method: Examples


−8 0 0 −56

- V
[A|B] ∼  0 4 0 −36 
0 0 4 20 I
R1 → 4R1 − 2R3T
, V
R2 → 4R2 − 3R3

1 0 0 7

[A|B] ∼  0 1 0 −9 
d ru .
0 0 1 5
a n
C h
R /(−8), R /4, R /41 2 3

M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 60 / 65
Solution of Linear Equations Gauss Jordan Method: Examples


−8 0 0 −56

- V
[A|B] ∼  0 4 0 −36 
0 0 4 20 I
R1 → 4R1 − 2R3T
, V
R2 → 4R2 − 3R3

1 0 0 7

[A|B] ∼  0 1 0 −9 
d ru .
0 0 1 5
a n
C h
R /(−8), R /4, R /41 2 3

M.
Hence, the unknowns are

x
 
7

.
Dr
 y  =  −9  .
z 5

Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 60 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

Example: Solve the system of equations 10x+y +z = 12; 2x+10y +z =


13 and x + y + 5z = 7 using Gauss Jordan method.

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 61 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

Example: Solve the system of equations 10x+y +z = 12; 2x+10y +z =


13 and x + y + 5z = 7 using Gauss Jordan method.
Soln. The matrix form
 be
10 1 1
  
x 12

- V
 2 10 1   y  =  13  .
I T
1 1 5 z 7

, V
Thus, the corresponding
 augment matrix is
10 1 1 12
d ru
[A|B] =  2 10 1 13 
1 1 5 7
a n

10 1 1 12
C h

M. ∼  0 98 8 106 
0 9 49 58 R2 → 10R2 − 2R1

. R3 → 10R3 − R1

Dr
 
980 0 90 1070
∼  0 98 8 106 
0 0 4730 4730 R1 → 98R1 − R2
R3 → 98R3 − 9R2
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 61 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

 
98 0 9 107
[A|B] ∼  0 98 8
0 0 1 -1V
106 

I T R1 /10, R3 /4730

V
 
98 0 0 98
∼  0 98 0
0 0 1
ru, 98 
1 R1 → R1 − 9R3

nd R2 → R2 − 8R3

1 0 0 1
h a 

. 0 0 1 1C
[A|B] ∼  0 1 0 1 
R1 /98, R2 /98
.

. M
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 62 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

 
98 0 9 107
[A|B] ∼  0 98 8
0 0 1 -1V
106 

I T R1 /10, R3 /4730

V
 
98 0 0 98
∼  0 98 0
0 0 1
ru, 98 
1 R1 → R1 − 9R3

nd R2 → R2 − 8R3

1 0 0 1
h a 

. 0 0 1 1C
[A|B] ∼  0 1 0 1 
R1 /98, R2 /98
.

. M
Hence, the unknowns are

Dr
   
x 1
 y  =  1 .
z 1
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 62 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

- V
I T
, V
d ru
Example: Solve the system of equations 10x + y + z = 12; x + 10y − z =
10 and x − 2y + 10z = 9 using Gauss Jordan method.

a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 63 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 64 / 65
Solution of Linear Equations Gauss Jordan Method: Examples

- V
I T
, V
d ru
a n
C h
M.
.
Dr
Dr. M. Chandru (VIT-Vellore) Complex Variables and Linear Algebra September 28, 2022 65 / 65

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