Engineering Maths K-Wiki Chapter 1 Linear Algebra
Engineering Maths K-Wiki Chapter 1 Linear Algebra
Objective
Upon completion of this chapter you will be able to determine:
Determinant of a matrix.
Adjoint and inverse of a matrix
Rank of a matrix
Solution of homogeneous and non-homogeneous linear equations.
Eigen values and Eigen vectors of a matrix.
Higher Powers of Matrix using Cayley Hamilton Theorem
Introduction
Linear Algebra is a branch of mathematics concerned with the study of vectors, with families
of vectors called vector spaces or linear spaces and with functions that input one vector and
output another, according to certain rules. These functions are called linear maps or linear
transformations and are often represented by matrices.
Matrices are rectangular arrays of numbers or symbols and matrix algebra or linear algebra
provides the rules defining the operations that can be formed on such an object. An
elementary application of linear algebra is to the solution of a system of linear equations in
several unknowns, which often result when linear mathematical models are constructed to
represent physical problems.
Matrix
A system of mn numbers arranged in the form of a rectangular array having m rows and n
column is called as a matrix of order m n
If A aij be any matrix of order m n then it is written in the form:
mn
Horizontal lines are called rows and vertical lines are called columns.
Types of Matrices
Square Matrix: The matrix in which the number of rows are same as the number of columns
is called as Square Matrix. If it has n rows then it is called as n-rowed square matrix. The
elements aij i j i.e., a11 , a22 ........ are called Diagonal Elements and the line along which the
lie is called principle diagonal of matrix. Elements other than a11 , a22 , etc are called off –
diagonal elements i.e. aij i j .
1 9 4
Example: A 7 2 8 is a square Matrix
10 78 45
33
The diagonal elements of this matrix are {1, 2, 45}
Note:
A square sub-matrix of a square matrix A is called a “principle sub-matrix” if its diagonal
1 9
elements are also the diagonal elements the matrix A. So is a principle sub matrix of
7 2
9 4
the matrix A given above, but is not
2 8
Diagonal Matrix: A square matrix in which all off-diagonal elements are zero is called a
diagonal matrix. The diagonal elements may or may not be zero.
11 0 0
Example: A 0 15 0 is a diagonal matrix
0 0 89
The above matrix can also be written as A diag 11 , 15 ,89
diag x , y , z
n
diag xn , y n , z n
Scalar Matrix: A scalar matrix is a diagonal matrix with all diagonal elements being equal.
5 0 0
Example: A 0 5 0 is a scalar matrix
0 0 5
Unit Matrix or Identity Matrix: A diagonal matrix whose each diagonal element is 1 is
called as Identity Matrix.
Thus a square matrix A aij is a unit matrix if aij 1 when i j and aij 0 when i j
1 0 0
1 0
Example: I3 0 1 0 , I2
0 0 1 0 1
Properties of Identity Matrix:
(a) AI IA A
(b) In I
(c) I1 I
(d) I 1
Null Matrix: The m n matrix whose elements are all zero is called null matrix.
Null matrix is denoted by O. Null matrix need not be square.
0 0 0
0 0 0
Example: O3 0 0 0 , O2 , O21
0 0 0 0 0 0
Properties of Null Matrix:
(a) A O O A A
So, O is additive identity.
(b) A A O
Upper Triangular Matrix: An upper triangular matrix is a square matrix whose lower off-
diagonal elements are zero, i.e. aij 0 whenever i j
It is denoted by U. The diagonal and upper off diagonal elements may or may not be zero.
79 45 76
Example: U 0 54 87
0 0 0
Lower Triangular Matrix: A lower triangular matrix is a square matrix whose upper off-
diagonal triangular elements are zero. i.e. aij 0 whenever i j . The diagonal and lower off-
diagonal elements may or may not be zero. It is denoted by L.
17 0 0
Example: L 85 0 0
42 34 62
2 2 4
1 0 0 0
Example: , , 1 3 4 are examples of idempotent matrices.
0 1 0 0 1 2 3
1 0
Example: is Involutory
0 1
4 3 3
Also 1 0 1 is Involutory since A2 I .
4 4 3
Matrix Algebra
Equality of Matrices
Two matrices A aij and B bij are said to be equal if.
1. They are of same size.
2. The elements in the two corresponding places of two matrices are the same i.e., aij bij
for each pair of subscripts i and j.
x y 42 55
Examples : Let
z w 31 19
⟹ x 42 , y 55 , p 31 and q 19
Addition of Matrices
Two matrices A and B are compatible for addition only if they both have exactly the same
size say m n . Then their sum is defined to be the matrix of the type m n obtained by
adding corresponding elements of A and B i.e. adding the elements that lie on the same
position.
Thus if, A aij & B bij then A B aij bij
mn mn mn
1 2 4 6
Example: A B
3 5 7 8
1 2 4 6 5 8
A B
3 5 7 8 10 13
5 6 1 20 24 4
If A 2 5 3 then, 4A 8 20 12
1 1 6 4 4 24
Trace of a Matrix
The sum of the diagonal elements of a square matrix is termed as Trace of a Matrix.
n
Thus if A aij then, Tr A a jj a11 a22 .....ann
mn
j1
11 2 5
Let A 2 23 1
1 6 35
Then, trace A tr A 11 23 35 23
Properties of Trace of a Matrix:
Let A and B be two square matrices of order n and k be a scalar. Then,
1. tr kA k tr A
2. tr A B tr A trB
3. tr AB tr BA
Transpose of a Matrix
Let A aij . Then the n m matrix obtained from A by changing its rows into columns
mn
and its columns into rows is called the transpose of A and is denoted by A or A T .
6 8
6 3 2
Let A 3 4 then, A T A
2 1 8 4 1
If B 1 2 3 then
1
t
B 1 2 3 1 2 3 2
3
A
T
1. T
A
A B A B
T T T
2.
AB B A
T T T
4.
ABC C B A
T T T T
5.
Conjugate of a Matrix
The conjugate of a matrix is obtained by taking conjugate of each element of the matrix. For
Real Matrices, Conjugate will yield the same matrix.
2 3i 4 7i 8
Example: If A
i 6 9 i
2 3i 4 7i 8
A
i 6 9 i
1. A A
2. A B A B
3. kA k A , k being any complex number
4. AB A B , if A & B can be multiplied
5. A A if and only if A is real matrix
A A if and only if A is purely imaginary matrix
2 i 3 i
Example: If A
4 1 i
2 i 3 i
To find A , we first find A
4 1 i
2 i 4
Then A A
T
3 i 1 i
Properties
If A & B be the transposed conjugates of A and B respectively then,
A
1.
A
A B A B
2.
AB B A
4.
Symmetric Matrices
If the Transpose of a matrix is identical to original matrix, then the matrix is called as
Symmetric Matrix.
AT A
A AT
Note: AAT and are always symmetric matrices.
2
A AT
Note: The matrix is always Skew Symmetric.
2
A real matrix can be resolved into Symmetric and Skew Symmetric Parts,
A AT A AT
A
2 2
Here, the first term represents a symmetric matrix and second term represents Skew
Symmetric Matrix.
Orthogonal Matrices
If the product of a matrix and its Transpose is equal to identity matrix or the Inverse of a
matrix is identical to its Transpose, then the matrix is termed as Orthogonal Matrix.
A T A 1 or AA T I
AA T I 1
AT A
2
Thus, A 1
A 1
Skew-Hermitian Matrix
If the conjugated transpose of a matrix is negative of the original matrix, then the matrix is
termed as Skew Hermitian Matrix.
A A
A complex matrix can be resolved into Hermitian and Skew Hermitian Matrix,
A A A A
A
2 2
Here, the first term represents a Hermitian matrix and second term represents Skew
Hermitian Matrix.
Unitary Matrix
If the product of Matrix and its conjugated transpose is identity matrix. Thus, inverse of
matrix is identical to its Conjugated Transpose of a matrix.
A A 1 or AA I
Determinant of a Matrix
Definition
a11 a12
Let a11 , a12 , a21 , a22 be any four numbers. The symbol represents the
a21 a22
number a11a22 a12a21 and is called determinants of order 2.
a11 a12 a13
Similarly, a21 a22 a23 represent a determinant of order 3.
a31 a32 a33
Cofactors
The minor Mij multiplied by 1
i j
is called the cofactor of element aij . We shall denote the
cofactor of an element by corresponding capital letter.
Example: Cofactor of aij Aij 1 Mij
i j
a21 a23
Cofactor element a12 A12 1 a21a33 a23a31
1 2
M12
a31 a33
a12 a13
Cofactor element a31 A31 1 a12a23 a22a13
31
M31 M31
a22 a23
We define for any matrix, the sum of the products of the elements of any row or column with
corresponding cofactors is equal to the determinant of the matrix.
Thus, the determinant of a 3x3 matrix is, a11 A11 a12 A12 a13 A13
1 2 0
Example: If A 1 6 1
2 0 2
12 4 12
cof A 4 2 4
2 1 8
A 1 12 2 4 0 12 1 4 6 2 1 4 2 2 0 1 2 8
20
Note: The Determinant can only be computed for Square Matrices and it can be calculated
along any row or column.
Properties of Determinants
The value of the determinant will not be changed if rows and columns are interchanged.
T
i.e. A A
5 4
A 10 4 6
1 2
T 5 1
A 10 4 6
4 2
The value of determinant is multiplied by -1 if two rows or two columns are interchanged.
The value of determinant can be zero in the following cases.
i) The elements in two rows or two columns are identical
1 2 3
A 1 2 3 0
4 5 6
ii) The elements in two rows and two columns are proportional to each other.
1 2 3
1 2 3 0 R 3 3R1
4 5 6
iii) All elements in any row or any column are zeros.
1 2 3
A 4 5 6 0
0 0 0
If the elements in the determinant are of consecutive order (valid for 3rd and higher
order)
1 2 3
A 4 5 6 0
7 8 9
iv) The first row of each element starts from the 2nd element of previous row such that the
elements in that determinant are of consecutive order.
1 2 3
A 2 3 4 0
3 4 5
The determinant of upper triangle, lower triangle, diagonal, scalar or identity matrix is the
product of its diagonal elements.
10 7 5
Upper triangle A 0 13 1 10 13 7 910
0 0 7
11 0 0
Lower triangle A 21 7 0 11 7 9 693
54 5 9
3 0 0
Diagonal matrix 0 6 0 3 6 1 18
0 0 1
Scalar matrix: A diagonal matrix with same diagonal elements.
2 0 0
A 0 2 0 222 8
0 0 2
If A is n n matrix then
KA Kn A
4 2
Consider the matrix A
2 4 22
4 2
3A 32 9 12 108
2 4
If each element of a determinant contains sum of two elements, then that determinant
should be expressed as sum of two determinants of the same order.
a a2 a3 3 a a2 a3 a a2 a3
Eg: A a b2 b3 3 b b2 b3 a a2 3
c c2 c3 3 c c2 c3 c c2 3
Solved Examples
Problem: If A aij 33
, B= bij
33
such that bij 2ij aij Vi, j and A 2 then B _______ ?
A 2 B 212 2 213
Problem: If A aij mn such that aij i j Vi, j then sum of all elements of A is ________?
Solution: The determinant of A can be expressed as,
a11 a12 ........... am
a21 a22 ........... am
A :
:
am1 am2 ........... amn
Taking the sum of each column in first matrix. It will be equal to sum on first ‘m’ natural
numbers
m m 1
Sum of each column =
2
mn m 1
Sum of ‘n’ columns =
2
Taking sum of each row in second matrix. Each row sum is equal to sum of ‘n’ natural
numbers.
n n 1
Sum of each row =
2
mn n 1
Sum of ‘m’ rows =
2
mn
Total Sum m n 2
2
sum of elements = 0
Problem: The A has m rows and (m + 5) columns and B has n rows and (11 n) columns,
the orders of A & if AB and BA are defined is?
Solution: Since AB is defined m + 5 = n
Since BA is defined, 11 – n = m
Solving above two equations, m = 3 and n = 8
5 0 2
Problem: Find the determinant of A 0 3 0
2 0 1
Solution: A 5 3 0 2 0 2 3 15 12 3
1 2 1 5
0 4 5 7
Problem: Determine the determinant of the matrix
1 1 1 3
2 3 4 9
Solution: Applying the Row Transformations,
R3 R3 – R1
R4 R4 – 2R1
1 2 1 5
0 4 5 7
The resultant matrix is, A
0 1 2 2
0 1 6 1
4 5 7
Determinant is given by, A 1 1 2 2 17
1 6 1
1b b 1
Problem: Find the value of the determinant A b 1b 1
1 2b 1
Solution: Applying the column transformation, C1 C1 + C2
1 2b b 1
1 2b 1 b 1
1 2b 2b 1
Since, C1 1 2b C3 i.e. both columns are proportional
A 0
Adjoint of a Matrix
Let B be the cofactor element of the matrix A, then adj of A = BT
Singular Matrix
A matric is said to be singular matrix if |A| =0
It is called as nonsingular if |A| 0
The inverse of only Non-Singular Matrix can be computed. Thus, Singular Matrices are non-
invertible.
A matrix A is used to be invertible if we can find some other matrix B such that AB=BA=I,
then B is called Inverse of the matrix A.
adjA
Inverse of a Matrix A is given by, A 1
A
Properties of Inverse of a Matrix
1. AA1 A1A I
2. A and B inverse of each other iff AB BA I
AB B A
1 1 1
3.
ABC C B
1
4. 1 1
A 1
A
1 T
5. If A be an n n non-singular matrix, then A T 1
A A 1 adj A
Since, kA kn A
n
Thus, A A1 adj A
n 1
A A adj A
n1
A adj A
n1
n1 n1
Replacing A by adj A adj adj A adj A A
2
n1
i.e. adj adj A A
3
n1
Similarly adj adj adjA A
Solved Examples
3 4
5 and mT = m1. Find x?
Problem: For the matrix m 5
x 3
5
Solution: If m is an orthogonal matrix, its rows and columns must be pairwise orthogonal
and periodic orthogonal.
3 4 3
x 0
5 5 5
3 4 3
x
5 5 5
4
x
5
Problem: If A aij
55
such that aij i – j
aij aji
Thus, A is a skew symmetric matrix
A T A
A T A
A 1 A A
5
A A 0
2A 0
A 0
Hence, A is a singular matrix and thus A1 doesnot exist
Note: Every odd order skew symmetric matrix is a singular matrix A 0
nn
Every even order skew symmetric matrix is a non-singular matrix A 0 The determinant
nn
Problem: If x and y are two non zero matrices of the same order, such that xy=O, then
a) x 0, y 0
b) x 0, y 0
c) x 0, y 0
d) x 0, y 0
xy=0
xyy 1 0y 1
x O is false since it is given x and y are non-zero matrices.
| y | 0 is wrong | y | = 0
Similarly, | y | = 0
Note: Product of two nonzero matrices is a null matrix if both of them are singular.
2k 1 2 k 2 k
A 2 k 1 2k
2 k 2k 1
2k 1 2 k 2 k
R2 R2 R3 0 1 2k 1 2k
2 k 2k 1
2k 1 2 k 2 k
C 2 C 2 C3 0 0 1 2k
2 k 2k 1 1
Expanding the determinant along the second row,
A 1 2k 2k 1 8k 1 2k 4k 4k 1 8k 1 2k 1 2k 2k 1
2 2 3
2
adj A A . 2k 1 2k 1
2 3 6
2k 1
6
(iii) 106
9
ie. 2k 1 10 2k 9 k
2
1 1 1 1
1 1 1 1
1
Problem: Given an orthogonal matrix A . The A AT is __________ ?
1 1 0 0
0 0 1 1
Solution: A A T I
A A
1
T
I1 I
cos sin 0
Problem: Find the inverse of matrix A sin cos 0 ?
0 0 1
Solution: Since its rows and columns are pairwise orthogonal. Thus, A is an orthogonal
matrix. AT A1
cos sin 0
A sin cos 0
1
0 0 1
Rank of a Matrix
Submatrix
A matrix is obtained after deleting some rows or columns is called a submatrix.
1 2 3 4
Eg: A 4 5 6 7
1 1 0 2
Some of the submatrices of A are
1 2 3
B1
4 5 6 23
3 4
B2
6 7 22
5 6 7
B3
1 0 2 23
Thus, minor can also be defined as the determinant of a square sub-matrix.
If the determinant of at-least one highest possible square sub matrix is non zero then order
of the determinant is called Rank of a matrix.
Solved Examples
1 3 2 1
Problem: Find the rank of the matrix, A 2 1 4 5 ?
1 11 14 5
34
Solution: Highest possible square matrix is 3 3.
1 3 2
B 2 1 4 44 14 12 84 2 44 0
1 11 14
3 2 1
B 1 4 5 14 60 110 10 44 210 0
11 14 5
Rank(A)=3
Properties of Rank of a matrix
Rank On n 0
Rank In n n
Rank aij Inn n
If A is an m n matrix, then Rank A min m,n
Rank AB min Rank A ,Rank B
Rank A B Rank A Rank B n . If A and B are n n matrices
Rank A Rank A T
Solved Examples
1 2 3
Problem: Determine the rank of adjoint of the matrix A 0 5 1
0 0 0
Solution: Adjoint of A is given by,
0 0 17
adj A 0 0 1
0 0 5
Applying Row Transformations, R1 R1 17R 2 , R 3 R 3 5R 2 as rank is invariant under
row transformation.
0 0 0
adj A= 0 0 1
0 0 0
P(adj A) = number of non-zero rows = 1
If rank Ann n 2 , then P(adj A) = 0
Echelon Form
Row Echelon Form: A matrix is said to be in Echelon Form if it satisfies the following
conditions.
All zero rows should occupy last rows if any.
The number of zeros before a non-zero entry of each row is less than the number of such
zeros before a non-zero entry of the next row. i.e. zeros increases row by row.
Rank of a matrix in Echelon form = number of non-zero rows.
To reduce any matrix to Row Echelon form we use only row operations.
The number of non-zero rows in row Echelon Form are also called Linearly Independent
vectors or LI rows.
Note: Every upper triangular matrix will be a row Echelon matrix but converse may or may
not be true.
Echelon form as it satisfies the two conditions.
0 2 5 6
0 0 5 2
A Echelon Form
0 0 0 3
0 0 0 0
But not upper triangular matrix as the diagonal elements are all zero.
Solved Examples
1 2 2 1
Problem: Determine the rank of matrix A 2 1 2 0
2 2 1 3
Solution: Applying row transformation
R2 R2 2R1
R3 R3 2R1
1 2 2 1
A= 0 3 2 2
0 2 3 5
Now R3 3R3 – 2R2
1 2 2 1
A= 0 3 2 2
0 0 5 11
There are three linearly independent rows and thus Rank(A) = 3
2 1 1 0
Problem: Determine the rank of A 0 1 1 5
1 1 2 3
Solution: Applying Row Transformation
R3 2R3 – R1
2 1 1 0
A 0 1 1 5
0 1 3 6
R3 = R3 – R2
2 1 1 0
A 0 0 2 1
0 1 3 6
Since, there are three linearly independent rows, Rank (A) = 3
Note: If Rank(A) = n then it has n linearly independent rows and linearly independent
columns.
Solved Examples
Problem: If A aij mn
such that aij i j V i, j then Rank(A) = _________ ?
T
Problem: If x x1 x 2 ................ x n is an n-tuple non zero vector. Then find Rank xx T
xxT min (x) xT
Problem: The rank of 5 6 matrix is 4. Then which of the following statement is true?
a) Q has 4 linearly independent rows and 4 linearly independent columns.
b) Q has 4 LI rows and 5 LI columns
c) Q . QT is invertible
d) QT . Q is invertible
Solution: If rank of a matrix is 4 then it have 4 LI rows and 4 LI columns. These 4 LI rows can
be obtained by reducing the matrix into Echelon form and 4 LI columns can be obtained by
reducing the matrix into Echelon form.
If the rank of matrix is less than the dimension of the matrix then the vectors are said to
be linearly dependent. Thus, if the determinant of the matrix is zero the vectors are said to
be Linearly Dependent.
If the rank of matrix is equal to the dimension of the matrix then the vectors are said to be
Linearly Independent. Thus, if determinant of the matrix is non-zero the vectors are said to
be Linearly Independent.
If the number of components of the vectors is more than the number of vectors then the
vectors are said to be Linearly Independent but if the number of components is less than the
number of vectors then the vectors are said to be Linearly Dependent.
Eg: Consider vectors ( 1 2 3 4)
(2 1 1 7)
(2 3 4 5)
Number of vectors r = 3
Number of component n = 4
Since r < n, the vectors are Linearly Independent.
1 2 3 4
If the vectors are expressed in Matrix form, A= 2 1 1 7
2 3 4 5
34
Applying row transformations,
R2 R2 – 2R1
R3 R3 – 2R1
1 2 3 4
A 0 3 1 1
0 1 2 1
R3 R3 – 3R2
1 2 3 4
A 0 3 7 1
0 0 19 4
A 3
Thus, the rank of matrix is same as number of vectors. Thus, the vectors are linearly
Independent.
But if we consider the vectors X1 = (1 2 3); X2 = (1 0 3); X3 = (1 1 1); X4 = (0 1 2)
Number of vectors r = 4
Number of components n = 3
Solved Examples
Problem: Determine whether the given vectors are Linearly Independent or Dependent
X1 = (1 0 0); X2 = (1 0 0); X3 = (0 0 1)
Solution: Expressing the linear combination of vectors and equating them to zero,
K1X1 + K2X2 + K3X3 = 0
Substituting the vectors, K1(1 0 0) + K2(0 1 0) + K3(0 0 1) = (0 0 0)
i.e. (K1 K2 K3) = (0 0 0)
K1 = K2 = K3 = 0
Since, all coefficients are zero. Thus, all vectors are linearly independent.
Alternate Method
1 0 0
Expressing the vectors in matrix form, A 0 1 0 1 0
0 0 1
A number of non zero rows = 3
Since, rank is same as number of vectors. The vectors are Linearly Independent.
The set of vectors having atleast one vector is a null vector, the vectors are said to be linearly
dependent.
Number of given vectors = 3. Thus, A n and the vectors are linearly dependent.
Orthogonal Vectors
For Orthogonal Vectors dot product or inner product of the vectors must be zero. Each term
in the row or column vector can be considered as a component of the vector. The dot
product is obtained as sum of product of corresponding components of both vectors.
In matrix form it can be expressed as, X1T X2 X1X2T 0
The set of orthogonal vectors in Rn (R vectors with n elements are Linearly Independent).
Nullity of a Matrix
Nullity of a matrix is denoted by N(A) and is defined as the difference between order and
rank of the matrix.
i.e. N A =n A A
Nullity of a non-singular matrix of any order is always zero as the Rank of the matrix is same
as the order since the determinant of the matrix is non-zero.
Solved Examples
Problem: Test whether the following vectors are Linearly Dependent or Linearly
Independent. Also find dimensions and basis?
(1 1 1 0) (4 4 3 1) (-6 2 2 2) (9 9 6 3)
k 1 2
Problem: Determine the value of k if nullity of A 1 1 2 is 1?
2 1 1
Solution: The order of matrix A is n(A) = 3
Nullity of Matrix A is, N(A)=n(A)-(A)
1=3 (A)
(A) 3 1 2
Since, Rank is 2. Thus, A 0
K 1 2
A 0 1 1 2 0
2 1 1
K 1 2 11 4 2 1 2 0
K 1
Problem: The rank of a matrix is 5 and nullity of the matrix is 3. Then what is the order of
the matrix.
Solution: N A n A A
3 n A 5
n A 8
Problem: Check if the vectors 1 2 1 , 2 3 0 , 1 2 5 span R3
1 2 1
Solution: Constructing A 2 3 0
1 2 5
Finding determinant to determine the rank,
1 2 1
2 3 0 1 15 0 2 10 0 1 4 3 15 20 7 12 0
1 2 5
So, rank 3
∴ The vectors are linearly independent and hence span R3
a b e
Infinite number of solutions if .The given system of equations can be brought
c d f
to the form of number of equations < number of variables. In this case, both the lines are
identical and hence overlap or intersect at infinite number of points.
Solved Examples
number of solutions.
vi) If the number of equations < number of variables (r < n), the given system of equations
will have infinite number of non-zero solutions. This non-zero solution can be found by
assigning (n – r) variables or arbitrary constants. These n – r solutions are said to be Linearly
Independent solution.
Inconsistent: The given system of equations are said to be inconsistent if they have no
solution.
Consistent: The given system of equations are said to be consistent if they have a solution
(unique or infinite).
Note: If the number of equations < number of variables (or) number of variables exceeds
number of equations, the system of equations have number of solutions.
In matrix form
a11 a12 ......... a1n x1 0
a21 a22 ......... a2n x 2 0
: : :
am1 am2 ......... amn xn 0
The following system can be represented as, AX=O
The solution of this system can have following cases:
Case-1: Inconsistency: This is not possible in a homogeneous system since such a system is
t
always consistent since the trivial solution C 0, 0, 0....... always exists for a homogeneous
system.
Case-2: Consistent Unique Solution: If r n ; the equation AX O will have only the trivial
t
unique solution X 0, 0, 0.....
Note: That r n A 0 i.e., A is non-singular.
Case-3: Consistent Infinite Solution: If r n we shall have n r linearly independent non-
trivial infinite solutions. Any linear combination of these n r solutions will also be a
solution of AX 0
Thus in this case, the equation AX O will have infinite solutions.
Note: If r n A 0 i.e, A is a singular matrix.
Solved Examples
Problem: How many solutions does the following system of equations have?
x 5y 1, x y 2, x 3y 3
Solution: The matrix A and B are given as,
1 5 1
A 1 1 ; B2
1 3 3
The augmented matrix is given by,
1 5 1
A | B 1 1 2
1 3 3
Determinant of Augmented Matrix is,
A | B 1 3 6 5 3 2 13 1 0
So Rank(A|B) = 2 = Rank (A) = number of variables.
Thus, this system has unique solution.
A | B A 3
6 0, 20 0 or 20=0
6, = any value
Thus, last row will be non-zero for both A and A | B.
1 1 1 5
A | B 1 3 3 9
1 2
Apply Row Transformations, R 2 R 2 R1 ; R 3 R 3 2R1
1 1 1 5
A | B 0 2 2 4
0 0 2 10
2, 10
This ensures that A | B A 2
Problem: Find the condition on a, b, c for which the following system of equations
3x 4y 5z a
4x 5y 6z b
5x 6y 7z c
do not have a solution?
Solution: The augmented matrix is given by,
3 4 5 a
A | B 4 5 6 b
5 6 7 c
Applying Row Transformations, R 2 3R 2 4R1 and R 3 3R 3 5R1
3 4 5 a
A | B 0 1 2 3b 4a
0 2 4 3c 5a
R 3 R 3 2R 2
3 4 5 a
A | B 0 1 2 3b 4a
0 0 0 3 a c 2b
From above matrix A 2
If 3 a c 2b 0 , then A | B 3 A . Thus, no solution.
Problem: For what values of does the system of equations have two linearly independent
solutions. x y z 0, 1 y 1 z 0, 2
1 z 0
Solution: Since there are two linearly independent solutions n r 2
3r 2
r 32 1
If rank is 1, determinant of the matrix should be zero.
1 1 1
A 0 1 1 0
0 0 1 33
2
1 1 2 1 0 0
1 1 1 0
1, 1
For = 1, rank = 1 as the determinant of order 2 square sub-matrix goes to 0.
If = 1, rank = 2
= 1 is correct.
Problem: The rank of A33 is 1. The system of equations AX=0 has how many Linearly
Independent Solutions?
Solution: Order of Matrix n=3
Rank of Matrix r =1
Number of Linearly Independent Solutions = n-r = 2
1 3 2
A 2 1 4
1 11 14
Determinant of A is
A 1 14 44 3 28 4 2 22 1 0
Thus, rank(A) < 3 = number of unknowns
Hence, this system has infinite non-trivial solutions.
i.e. 3k 8 6 3k 8 3 3k 8 3 0
3k 23k 11
2
0
2 11 11
k ,k ,
3 3 3
Solved Examples
4 2
Problem: Determine the eigen values of the matrix A
2 4
4 2 0 4 a
Solution: The characteristic Matrix is A I
2 4 0 2 4
4 2
Characteristic Polynomial is A I
2 4
Characteristic Equation is A I 0
4 2
4 4 0
2
2 4
16 2 8 4 0
2 8 12 0
6,2
Eigen Vectors: If is an Eigen vector of the matrix A, the there exists a non-zero vector X
such that AX = X. The X is called an Eigen vector corresponding to the Eigen-value .
3 4
Problem: Find the Eigen values and Eigen vectors of matrix A
4 3
Solution: The characteristic equation is,
3 4
A I 0 0
4 3
3 3 16 0
9 3 3 2 16 0
2 25 0
2 25
5
Case-1: When 5
AX X
AX XI
AX XI 0
A I X 0
3 4 x1 0
A I
4 3 x2 0
2 4 x1 0
5
4 8 x2 0
2x1 4x2 0 (1)
4x1 8x2 0 (2)
Equation (2) is obtained from Equation (1) by multiplying a factor of ‘-2’. Thus, unique
solution is impossible.
x1 2
x2 1
Therefore the Eigen vector corresponding to Eigen value = 5
x 2
X1 1
x2 1
Case-2: When = 5
AX IX 0
3 4 x1 0
4 3 x1 0
8 4 x1 0
4 2 x 2 0
8x1 4x 2 0
4x1 2x2 0
The first equation in this case can be obtained from second by multiplying a factor of ‘2’
Solved Examples
Problem: Find the Eigen values and corresponding Eigen vectors of the following matrix:
1 1 0
A 0 1 1
0 0 1
Solution: The characteristic matrix is,
1 1 0
A I 0 1 1
0 0 1
1 1 0
1 1 0
3
Characteristic Equation is, A I 0 1
0 0 1
1,1,1 are the eigenvalues of A.
To determine the eigen-vectors, A I X 0
1 1 0 x1 0
0 1 1 x 2 0
0 0 1 x3 0
Since, 1
0 1 0 x1 0
0 0 1 x 2 0
0 0 1 x 0
3
x2 = x3 = 0, x1 can be any value.
Number of equations < number of variables
Infinite number of nonzero solutions, r = 2, n =3.
If r < n, put n – r = 3 2 = 1
This means one variable can be assigned any arbitrary value.
Note: Zero vectors cannot be Eigen vectors.
c 1
Eigen vectors 0 0 can be 1, 2
0 0
Corresponding to 3 repeated Eigen values, there exists only 1. Linearly Independent Eigen
vector.
1
x1 0
0
Problem: Find the Eigen values and corresponding Eigen vectors of the following matrix:
1 1 0
A 0 1 0
0 0 1
Solution: For any upper triangular matrix, diagonal elements represent the eigen values as
seen in previous example.
Thus, 1,1,1
To determine the eigen-vectors, A I x 0
1 1 0
0 1 0 x 0
0 0 1
0 1 0 x1
Since, 1; 0 0 0 x 2 0
0 0 0 x 3
In this case, x 2 0 but x1 & x 3 can have any values.
r < n, put n – r =3 1 = 2
Two variables can be assumed as arbitrary values.
Put x1 = c1, x2 = 0, x3 = c2
c1 1 0
X 0 c1 0 c2 0
c 0 1
2
The two linearly independent eigen-vectors are,
1 0
0 & 0
0 1
Both these vectors cannot be expressed as multiple of one another. Thus, both are linearly
independent.
Therefore corresponding to 3 equal Eigen values, there exist two Linearly Independent Eigen
vectors.
1 0 0
Problem: Determine the eigen values and eigen vectors of the matrix 0 1 0
0 0 1
Solution: The characteristic equation is,
1 0 0
0 1
3
A I 0 1
0 0 1
1,1,1
Thus, eigen values of a diagonal matrix are same as its diagonal elements.
To determine eigen vectors, A I X 0 1
0 0 0 x1
i.e. 0 0 0 x2 0
0 0 0 x
3
r = 0, n = 3
r < n, put n – r = 3 – 0 = 3
Three variables can assume arbitrary values.
x1 c1 , x2 c2 , x3 c3
c1 1 0 0
x c2 c1 0 c2 1 c3 0
c 0 0 1
3
x1 x2 x3
1 0 0
0 1 0 1 0
0 0 1
The vectors are linearly independent.
There exists 3 Linearly Independent Eigen vectors.
1 0 0
x1 0 , x 2 1 , x3 0
0 0 1
Corresponding to 3 equal Eigen values.
Note: If an Eigen value is repeated m times, then the corresponding number of Linearly
Independent Eigen Vectors is given by
P n r where 1 P m
P = Number of Linearly Independent Eigen vectors.
n = order of matrix or number of variables.
r A I i.e. Rank of Characteristic Matrix.
m is the number of times an Eigen value is repeated.
If some Eigen values are repeated and some are non-repeated then the corresponding Eigen
vectors may be Linearly Independent or Linearly Dependent.
Solved Examples
2 1
Problem: The number of Linearly Independent eigen vector of A
0 2
Solution: Since the matrix is upper triangular, diagonal elements represent eigenvalues
2,2
To determine eigen vectors, A I X 0
2 1
A I
0 2
Since, 2
0 1
Characteristic Matrix becomes,
0 0
P = n – r, where 1 P 2
Since, there is only one non-zero row, r =1
P = 2 1 = 1 Linearly Independent Eigen vector
3 0
Problem: The number of LI Eigen vector of A
0 3
Solution: Since, this is a diagonal matrix, the diagonal elements represent eigen values.
3,3
To determine eigen vectors, A I X 0
3 0
0 3
Since, 3
0 0
Characteristic Matrix becomes,
0 0
P nr 2 0 2
Thus, there are 2 linearly independent eigen vectors.
The Eigen values of a upper triangle or lower triangle or diagonal or scalar or identity
matrix is its diagonal elements.
The Eigen values of A and AT are same.
The Eigen values of A and P-1AP (P is a non singular matrix) are same.
The Eigen values of orthogonal matrix are unit modular i.e. they have a magnitude of 1.
If is an Eigen value || = 1 of an orthogonal matrix then 1/ is also one of its Eigen
value.
The Eigen values of real symmetric matric are real.
The Eigen value of skew symmetric matric are purely imaginary or zeros.
For a real matrix if a+ib is an Eigen value then a-ib is also another Eigen value of the
same matrix.
The Eigen vector of A and A-1 are same.
The Eigen vectors of A and Am are same.
If is an Eigen value of a matrix A then
o K is an Eigen value of kA.
1
o is an Eigen value of A-1
o 2 is an Eigen value of A2
o m is an Eigen value of Am
A
o is an Eigen value of Adj A
o K is an Eigen value of A KI
K
2 2
o is an Eigen value of A KI
1
A KI
1
o is an Eigen value of
K
Note:
A matrix A is said to be singular. i.e. Det A = 0; if one of its Eigen value is zero. Its
converse is also true.
If one of the Eigen values of a matrix A is zero, then the homogenous system of
equations have infinite number of non-zero solutions.
Solved Examples
1 3 5
Problem: The Eigen value of A 3 1 6 are
0 0 3
a) 3, 3+5j, 6 j
b) 6 5j, 3 j, 3+j
c) 3 j, 5 j, 3 j
d) 3, 1 3j, 1 3j
Solution: Tr A 1 2 3 1 1 3 1
Problem: The Eigen values and Eigen vectors of a 2 2 matrix are given by Eigen value.
1 8 and 2 4
1 1
Eigen vectors 1 and 2
1 1
The matrix is
6 2 4 6 2 4 8 8
(a) (b) (c) (d)
2 6 6 4 4 2 8 4
Solution: Since Trace of matrix is same as sum of eigen values
Trace = 8+4 = 12
Options (a) and (d) have same trace.
Product of eigen values is same as determinant
Product = 8 x 4 =32
Only Option (A) has the determinant 32.
1 2 2 3
Problem: The vector 2 is an Eigen vector of A 2 1 6 . The Eigen value
1 1 2 0
corresponding to the Eigen vector is ?
Solution: If X is the eigen-vector of matrix A then A I x 0
2 2 3 1 0
2 1 6 2 0
1 2 0 1 0
1 2 2 1 0
1 4 0
5
4 2
Problem: For the matrix , the Eigen value corresponding to the Eigen vector
2 4
1 0 1
is ____________ ?
1 0 1
Solution: For any eigenvector X,
A I X 0
4 2 101
0
2 4 101
2 101 4 101 0
101 2 4 0
6 0
6
1 2 3
Problem: Given A 0 3 2 . The Eigen values of 3A3 5A2 6A 2I is?
0 0 2
Solution: Since the matrix is upper triangular, diagonal elements represent eigen values.
1,3, 2
If is eigen value of A, then eigen value of 3A3 5A2 6A 2I is 32 52 6 2
1 3 1 5 1 6 1 2 4
3 2
3 3 3 5 3 6 3 2 110
3 2
2 3 2 5 2 6 2 2 10
3 2
2 3
© Kreatryx. All Rights Reserved. 47 www.kreatryx.com
Engineering Maths (Linear Algebra)
Eigen Values of A2 2 1, 4, 9
A
Eigen Values of Adj(A) = 6, 3, 2
1 A
(A) EigenValues of A 2 A 1 adj A 2
Eigen Values = 8, 7.5, 11.33
Thus, Tr A 2 A 1 adj A =26.83
15 34
(B) Det A 2 A 1 adj A 8
2 3
680
1 2 1 1
Problem: The Eigen vectors of a 2 2 matric are given by , . What is a + b?
0 2 a b
Solution: Since the matrix is upper triangular, the diagonal values represent eigen values.
= 1, 2
Since, A I X 0
1 2 x1
0
0 2 x2
For = 1
0 2 x1 0
0 1 x 2 0
2x2 0 ............... (1)
x2 0 ............... (2)
Thus, there is only one independent variable x1
Since only one non-zero column, r=1, n=2
If r<n, n r 2 1 =1
Thus, only one variable can have arbitrary value.
c 1 1 1
x1 or a=0 or b=0
0 0 a b
For = 2, A I X 0
1 2 x1 0
0 0 x 2 0
x1 2x 2 0
x1 2
x2 1
1
If x1 1, then x2
2
x1 1
x2 1/2
1
i.e. b
2
1 1
ab 0
2 2
Method 2:
If X is the eigen vector then, AX = X
= 1, 2
1 2 1 1
If 1 1
0 2 a a
1 2a 1
2a a
1 2a 1
a0
If 2
1 2 1 1
2
0 2 b b
1 2b 2
2b 2b
1 2b 2
2b 1
1
b
2
1
a b
2
Every square matrix satisfies its own characteristic equation using Cayley Hamilton theorem,
we can find Inverse of a matrix or Higher powers of a matrix
4 2
Eg: Consider matrix A . Its characteristic equation is 8 12 0
2
2 4
By Cayley Hamilton Theorem we have A2 8A 12I 0
Note: The constant term of any characteristic equation of any order square matrix is equal
to the determinant of a matrix.
We can compute positive and negative powers of A as,
............................... 1
A 1 A 8I
12
...............................
1
............................... A 2 I 8A 1
12
1
A 3 A 1 8A 2
12
...............................
...............................
a b
Consider A22
c d
Characteristic Equation is A I 0
a b
i.e. 0
c d
a d bc 0
ad a d 2 bc 0
2 a d ad bc 0
Solved Examples
1 2
Problem: Find A8 if A using Cayley Hamilton Theorem
2 1
Solution: A 1 4 5
5 3 1 0
Problem: Given A and I=
3
Express A as a linear polynomial?
2 0 0 1
Solution: Characteristic equation is 2 5 6I 0
A2 5A 6I 0
A2 5A 6I .............(1)
A3 5A2 6A 5 5A 6I 6A from (1)
A3=19A+80I