Homework-4/Linear Algebra.

/2024-2025 academic year/ by Jandigulov AR

Content
1. Orthogonal Basis. ...................................................................................................................................... 2
Using the orthogonalization process, construct an orthogonal basis of the span{a1, a2, a3, a4}. ............... 2
2. Eigenvalues and eigenvectors ..................................................................................................................... 3
2.1. Find the eigenvalues and eigenvectors of second-order matrices. If the eigenvalues are distinct, then
compose a matrix P from eigenvectors, such that the equality 𝐀 = 𝐏 ∙ 𝐋 ∙ 𝐏 − 𝟏 holds. Check that the results
are correct. ................................................................................................................................................................... 3
2.2. Find the eigenvalues and eigenvectors of third-order matrices. ...................................................................... 5
3. Jordan normal form ...................................................................................................................................... 9
1. Orthogonal Basis.
Using the orthogonalization process, construct an orthogonal basis of the
span{a1, a2, a3, a4}.

2
2. Eigenvalues and eigenvectors

2.1. Find the eigenvalues and eigenvectors of second-order matrices. If the eigenvalues
are distinct, then compose a matrix P from eigenvectors, such that the equality 𝐀 = 𝐏 ∙
𝐋 ∙ 𝐏 −𝟏 holds. Check that the results are correct.

Examples of solution.
a) Given matrix:
−2 4
A=[ ]
−6 8
The characteristic polynomial of A is
−2 − λ 4
det(A − λI) = | | = (−2 − λ)(8 − λ) − 4 ∙ (−6) = λ2 − 6λ + 8 = 0
−6 8−λ
Then eigenvalues of 𝐴 are λ1 = 4, λ2 = 2 .
To find eigenvectors we must solve homogeneous equation
(A − λI)X = 0
x1
Where X = (x ).
2
For λ1 = 4
−2 − λ1 4 x1 −6 4 x1
(A − λI)X = ( ) (x ) = ( )( )
−6 8 − λ1 2 −6 4 x2
And we have one equation
−6x1 + 4x2 = 0
If we take x1 = 2t, where t – free variables, then we get x2 = 3t.
x1 2t 2
Therefore X = (x ) = ( ) = ( ) t = tV1
2 3t 3
2
As eigenvector corresponded to λ1 = 4 we can choose vector V1 = ( ).
3

For λ2 = 2
3
 −2 − λ2 4 x1 −4 4 x1
(A − λ2 I)X = ( ) (x ) = ( )( )
−6 8 − λ2 2 −6 6 x2
And we have one equation
−x1 + x2 = 0
If we take x1 = s, where s – free variables, then we get x2 = s.
x1 s 1
Therefore X = (x ) = ( ) = ( ) s = sV2
2 s 1
1
As eigenvector corresponded to λ2 = 2 we can choose vector V2 = ( ).
1
Compose a matrix P from eigenvectors V1 , V2 .

2 1
P=[ ]
3 1
det P = 2 − 3 = −1
Find inverse matrix
1 1 −1 −1 1
P −1 = [ ]=[ ]
−1 −3 2 3 −2
λ 0
Check that the equality A = P ∙ L ∙ P −1 is hold. Here L = [ 1 ]
0 λ2
2 1 4 0 −1 1 8 2 −1 1 −8 + 6 8−4
P ∙ L ∙ P −1 = [ ][ ][ ]=[ ][ ]=[ ]=
3 1 0 2 3 −2 12 2 3 −2 −12 + 6 12 − 6
−2 4
=[ ]
−6 8
It is true.
b) Given matrix:
0 1
A=[ ]
−1 2
The characteristic polynomial of A is
−λ 1
det(A − λI) = | | = (−λ)(2 − λ) − 1 ∙ (−1) = λ2 − 2λ + 1 = 0
−1 2 − λ
Then eigenvalues of 𝐴 are λ1 = λ2 = λ = 1 .
To find eigenvectors we must solve homogeneous equation
(A − λI)X = 0
x1
Where X = (x ).
2
x1 −1 1 x1
(A − λI)X = (0 − λ 1
) (x ) = ( )( )
−1 2 − λ 2 −1 1 x2
And we have one equation
−x1 + x2 = 0
If we take x1 = t, where t – free variables, then we get x2 = t.
x1 t 1
Therefore we have only one eigenvector X = (x ) = ( ) = ( ) t = V1 t
2 t 1
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2.2. Find the eigenvalues and eigenvectors of third-order matrices.

Examples of solution.

a) Given matrix:
1 2 −2
A = [−1 2 1]
1 1 −2
The characteristic polynomial of A is
λ3 − I1 λ2 + I2 λ − I3 = 0
Where

For our case

1 2 1 −2 2 1
I1 = 1 + 2 + (−2) = 1, I2 = | |+| |+| | = 4 + 0 − 5 = −1
−1 2 1 −2 1 −2

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 1 2 −2 1 2 −2
1 −2
I3 = |−1 2 1 | = |−1 2 1| = | | = −1
−1 1
1 1 −2 0 −1 0
So characteristic polynomial is
λ3 − λ2 − λ + 1 = 0
Solve the equation:
Notice that λ = 1 is on of solutions. Then
λ3 − λ2 − λ + 1 λ − 1
2
λ3 − λ2 ⬚ ⬚ λ − 1
−λ + 1 ⬚
⬚ ⬚ −λ + 1 ⬚
=0= ⬚

So, λ3 − λ2 − λ + 1 = (λ − 1)(λ2 − 1) = (λ − 1)2 (λ + 1).

And we have
λ1 = λ2 = 1, λ3 = −1
For λ1 = λ2 = 1
0 2 −2 x1 0 1 −1 x1 0 0 0 x1
x x x
(A − λ1 I)X = (−1 1 1 ) ( 2 ) ~ (0 2 −2) ( 2 ) ~ (0 1 −1) ( 2 )
1 1 −3 x3 1 1 −3 x3 1 0 −2 x3

x − x3 = 0
{ 2
x1 − 2x3 = 0

If we take x3 = t, where t – free variables, then we get x2 = t, x1 = 2t.

x1 2t 2
x
X = ( 2 ) = ( t ) = (1) t = tV1
x3 t 1
For λ3 = −1
2 2 −2 x1 0 0 0 x1
x
(A − λ1 I)X = (−1 3 1 ) ( 2 ) ~ (0 4 x
0 ) ( 2)
1 1 −1 x3 1 1 −1 x3

4x2 = 0
{
x1 + x2 − x3 = 0

From first equation x2 = 0. If we take x3 = t, where t – free variables, then we get

x1 = t.

x1 t 1
x 0
X = ( 2 ) = ( ) = (0) t = tV2
x3 t 1
Answer
2 1
λ1 = λ2 = 1, V1 = (1) , λ3 = −1, V2 = (0)
1 1
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 b) Given matrix:
5 6 3
A = [−1 0 1]
1 2 −1
The characteristic polynomial of A is
λ3 − I1 λ2 + I2 λ − I3 = 0
For our case
5 6 5 3 0 1
I1 = 5 + 0 + (−1) = 4, I2 = | |+| |+| | = 6 − 8 − 2 = −4
−1 0 1 −1 2 −1
5 6 3 5 6 3
5 3
I3 = |−1 0 1 | = |−1 0 1| = 2 | | = 16
−1 1
1 2 −1 0 2 0
So characteristic polynomial is
𝜑(λ) = λ3 − 4λ2 − 4λ + 16 = 0
The possible integer roots of the equation are found among the divisors of the free term, that
is, 16: ±1; ±2; ±4; ±8; ±16.
𝜑(1) = 1 − 4 − 4 − 16 = −23 ≠ 0
𝜑(−1) = −1 − 4 + 4 − 16 = −17 ≠ 0
𝜑(2) = −8 − 16 + 8 + 16 = 0
Well, λ = 2 is one of solutions.
Notice that λ = 1 is one of solutions. Then
λ3 − 4λ2 − 4λ + 16 λ−2
3 2 2
λ − 2λ ⬚ ⬚ ⬚ λ − 2λ − 8
2 ⬚
−2λ − 4λ + 16
2 ⬚
−2λ + 4λ + 16 ⬚
⬚ −8λ + 16 ⬚
⬚ −8λ + 16 ⬚
⬚
=0= ⬚

So, λ2 − λ2 − λ + 1 = (λ − 2)(λ2 − 2λ − 8) = (λ − 2)(λ + 2)(λ − 4)

And we have
λ1 = 2, λ2 = −2, λ3 = 4
For λ1 = 2
3 6 3 x1 0 0 12 x1 0 0 0 x1
(A − λ1 I)X = (−1 −2 1 ) ( 2 ) ~ (0 0 −2) ( 2 ) ~ (0 0 1) (x2 )
x x
1 2 −3 x3 1 2 −3 x3 1 2 0 x3

x3 = 0
{
x1 + 2x2 = 0

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 From first equation x3 = 0. And if we take x2 = t, where t – free variables, then we
get x1 = −2t.
x1 −2t −2
x
X = ( 2 ) = ( t ) = ( 1 ) t = tV1
x3 0 0
For λ2 = −2
7 6 3 x1 0 −8 −4 x1 0 0 0 x1
x
(A − λ2 I)X = (−1 2 1) ( 2 ) ~ (0 4 2 ) ( 2 ) ~ (0 2 1) (x2 )
x
1 2 1 x3 1 2 1 x3 1 0 0 x3

2x + x3 = 0
{ 2
x1 = 0
From the second equation x1 = 0. And if we take x2 = t, where t – free variables,
then we get x3 = −2t.
x1 0 0
x
X = ( 2 ) = ( t ) = ( 1 ) t = tV2
x3 −2t −2

For λ3 = 4
1 6 3 x1 0 2 4 x1 0 0 0 x1
(A − λ3 I)X = (−1 −4 1 ) (x2 ) ~ (0 −2 −4) (x2 ) ~ (0 1 2 ) (x2 )
1 2 −5 x3 1 2 1 x3 1 0 −9 x3

x + 2x3 = 0
{ 2
x1 − 9x3 = 0

If we take x3 = t, where t – free variables, then we get x2 = −2t, x1 = 9t.

x1 9t 9
x
X = ( 2 ) = (−2𝑡) = (−2) t = tV3
x3 t 1
Answer
−2 0 9
λ1 = 2, V1 = ( 1 ) λ2 = −2, V2 = ( 1 ) , λ3 = 4, V3 = (−2)
0 −2 1

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3. Jordan normal form

a). Find the Jordan normal form of the following third-order matrices.
b). A linear operator in the space 𝑅4 is defined by left multiplication by a matrix. Find a
basis in which the matrix of this operator has Jordan form and find it (the desired basis is not
uniquely defined).
c). For each of the following fourth-order matrices A, find an invertible matrix Q such that
the matrix Q−1 AQ has Jordan normal form (the matrix Q is not uniquely defined).

Examples of solution.

a) Given matrix:
0 6 4 0
A = [0 4 0 2 ]
0 −1 2 −1
1 −3 −2 2

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The characteristic polynomial of A is
−λ 6 4 0 −λ 6 4 0
det(A − λI) = | 0 4 − λ 0 2 | = 𝑅2 + 𝑅3 = | 0 4 − λ 4 − 2λ 0 | =
0 −1 2 − λ −1 0 −1 2 − λ −1
1 −3 −2 2 − λ 1 −3 −2 2 − λ

−λ 6 −8 0 −λ −8 0
= 𝐶3 − 2𝐶2 = | 0 2 − λ 0 0 (2
| = − λ) | 0 4 − λ −1 | =
0 −1 4 − λ −1
1 4 2−λ
1 −3 4 2−λ
−λ −8 0 0 4λ − 8 λ(2 − λ)
(2 (2
= − λ) | 0 4 − λ −1 | = 𝐶1 + λC3 = − λ) |0 4 − λ −1 | =
1 4 2−λ 1 4 2−λ
4(λ − 2) λ(2 − λ) −4 λ
= (2 − λ) | | = (2 − λ)2 | | = (2 − λ)2 (4 − 4λ + λ2 ) =
4−λ −1 4 − λ −1
= (2 − λ)4
So, we have one eigenvalues multiple 4: λ = 2
Consider the matrix
−2 6 4 0
A − λI = [ 0 2 0 2 ]
0 −1 0 −1
1 −3 −2 0
−2 6 4 0 0 0 0 0
r1 = Rank (A − λI) = Rank [ 0 2 0 2 ] = Rank [0 0 0 0 ]=2
0 −1 0 −1 0 −1 0 −1
1 −3 −2 0 1 −3 −2 0

−2 6 4 0 −2 6 4 0 4 −4 −8 8
(A − λI)2 = [ 0 2 0 2 ][ 0 2 0 2 ] = [ 2 −2 −4 4]
0 −1 0 −1 0 −1 0 −1 −1 1 2 −2
1 −3 −2 0 1 −3 −2 0 −2 2 4 −4

r2 = Rank (A − λI)2 = 1
−2 6 4 0 4 −4 −8 8 0 0 0 0
(A − λI)3 = [ 0 2 0 2 ] [ 2 −2 −4 4] = [0 0 0 0]
0 −1 0 −1 −1 1 2 −2 0 0 0 0
1 −3 −2 0 −2 2 4 −4 0 0 0 0

r3 = Rank (A − λI)3 = 0
In addition, we calculate the values of the following parameters using the formulas:

r0 = Rank(A) = 4
𝑚i = ri−1 − 2ri + ri+1 , i = 1,2, … k

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where 𝑚i is the number of Jordan cells of dimension I, and k is multiple of eigenvalues. In
our case k = 4. It is obviously, that ∑𝑛𝑖=1 i ∙ 𝑚i = k
𝑚1 = r0 − 2r1 + r2 = 4 − 4 + 1 = 1
𝑚2 = r1 − 2r2 + r3 = 2 − 2 + 0 = 0
𝑚3 = r2 − 2r3 + r4 = 1 − 0 + 0 = 1
So, Jordans form of matrix A is
2 1 0 0
JA = [ 0 2 1 0 ]
0 0 2 0
0 0 0 2

b) Definition. A system of vectors X1 , X2 , … , Xk is called a chain for λ = α

eigenvalues multiple k if (A − αI)Xj−1 = Xj , j = 1,2, … k and (A − λI)X1 = 0
To construct the chain, we need do following. Choose some basis in 𝑅4 . As a
complete system, we take the standard basis 𝐞1 , 𝐞2 , 𝐞3 , 𝐞4 and calculate (A − λI)2 𝐞𝑗

−2 6 4 0 2 −4
(A − λI)2 𝐞1 = [ 0 2 0 2 ] [ 0] = [ 2 ]
0 −1 0 −1 0 −1
1 −3 −2 0 1 2
−2 6 4 0 6 −4
(A − λI)2 𝐞2 = [ 0 2 0 2 ][ 2 ] = [ 2 ]
0 −1 0 −1 −1 −1
1 −3 −2 0 −3 2
−2 6 4 0 4 −8
(A − λI)2 𝐞3 = [ 0 2 0 2 ] [ 0 ] = [−4]
0 −1 0 −1 0 2
1 −3 −2 0 −2 4
−2 6 4 0 0 8
(A − λI)2 𝐞4 = [ 0 2 0 2 ][ 2 ] = [ 4 ]
0 −1 0 −1 −1 −2
1 −3 −2 0 0 −4

Since (A − λI)3 – is a zero matrix, then we made chains:

𝑆1 : (A − λI)2 𝐞1 , (A − λI)𝐞1 , 𝐞1
𝑆2 : (A − λI)2 𝐞2 , (A − λI)𝐞2 , 𝐞2
𝑆3 : (A − λI)2 𝐞3 , (A − λI)𝐞3 , 𝐞3
𝑆4 : (A − λI)2 𝐞4 , (A − λI)𝐞4 , 𝐞4

Now we construct the augmented matrix: ((A − λI)2 )T , (A − λI)T , I

4 2 −1 −2 −2 0 0 1 1 0 0 0
[−4 −2 1 2 | 6 2 −1 −3| 0 1 0 0]
−8 −4 2 4 4 0 0 −2 0 0 1 0
8 4 −2 −4 0 2 −1 0 0 0 0 1
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 Use REF for first matrix: R2+R1, R3+2R1, R4-2R1
4 2 −1 −2 −2 0 0 1 1 0 0 0
[0 0 0 0 | 4 2 −1 −2| 1 1 0 0]
0 0 0 0 0 0 0 0 2 0 1 0
0 0 0 0 4 2 −1 −2 −2 0 0 1
Crossing out zero lines
4 2 −1 −2 −2 0 0 1 1 0 0 0
[4 2 −1 −2 |
1 1 0 0 |⬚ ⬚ ⬚ ⬚]
2 0 1 0 ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
4 2 −1 −2 −2 0 0 1 ⬚ ⬚ ⬚ ⬚

Use REF for first matrix again: R2-R1, R4-R1

4 2 −1 −2 −2 0 0 1 1 0 0 0
0 0 |3 1 0 −1 ⬚ ⬚ ⬚ ⬚
[0 0 | ]
2 0 1 0 ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
0 0 0 0 0 0 0 0 ⬚ ⬚ ⬚ ⬚
Crossing out zero lines
4 2 −1 −2 −2 0 0 1 1 0 0 0
[3 1 0 −1 | ⬚ ⬚ ⬚ ⬚| ⬚ ⬚ ⬚ ⬚]
2 0 1 0 ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
Use REF for first matrix again: R2-3R1/4, R3-R1/2
4 2 −1 −2 −2 0 0 1 1 0 0 0
[0 −1/2 3/4 1/2 | ⬚ ⬚ ⬚ ⬚| ⬚ ⬚ ⬚ ⬚]
0 −1 3/2 1 ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
4 2 −1 −2 −2 0 0 1 1 0 0 0
[0 −1/2 3/4 1/2 | ⬚ ⬚ ⬚ ⬚| ⬚ ⬚ ⬚ ⬚]
0 0 0 0 ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
4 2 −1 −2 −2 0 0 1 1 0 0 0
[ 0 −1/2 3/4 1/2 | ⬚ ⬚ ⬚ ⬚| ⬚ ⬚ ⬚ ⬚]
⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
And finally
4 2 −1 −2 −2 0 0 1 1 0 0 0
[ 0 2 −3 −2 | ⬚ ⬚ ⬚ ⬚| ⬚ ⬚ ⬚ ⬚]
⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚ ⬚
We find basis
𝐮1 = (4 2 −1 −2)T, 𝐮2 = (−2 0 0 1)T , 𝐮3 = (1 0 0 0)T , for first
Jordan cell, and 𝐮4 = (0 2 −3 −2)T for second Jordan cell.
c) Construct matrix Q from the basis
4 −2 1 0
Q=[ 2 0 0 2]
−1 0 0 −3
−2 1 0 −2
Find inverse matrix

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 0 1/4 1/2 0
0 1 0 1 ]
Q−1 =[
1 −1 −2 2
0 −1/4 −1/2 0

And it is easy to verify that the equality Q−1 AQ = JA holds.

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