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Part 2 Vectors,Linear Algebra,and

Systems of Linear Differential Equations

Chapter 6
Vectors and Vector Spaces
Chapter 7
Matrices and Linear Systems
Chapter 8
Determinants
Chapter 9
Eigenvalues, Diagonalization,
and Special Matrices
Chapter 10 Systems of Linear Differential Equations

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Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

Report=(9.1: Prob. 1,5,9,13,17,19,21, 23(해석) )


(9.2: Prob. 1,3,5,7, 9,16(해석) ) (1-2절 用語 10개)

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Eigenvalues and Eigenvectors
On the left, a reproduction
of the Mona Lisa with a
representation of two
vectors superimposed on
top of it. The red arrow
represents a vector in three
dimensions pointing directly
up on the plane of the
painting and the blue arrow
represents a unique
arbitrary vector on the
painting. On the right is the
result of a shear
transformation on the
image on the left. The blue
arrow now represents a
different vector, while the
red one still represents the
same vector. For this
reason, the red vector is an
eigenvector of the
transformation, and the
blue vector is not.

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Eigenvalues and Eigenvectors
Consider AE , (E : n-vector, (a1, a2,…,an))
A contains the information of transformation for E,
Then the direction of AE will generally be different from
that of E.
It may happen, however, that for some vector E, AE and E
are parallel, such that AE  E.
Then  is called an Eigenvalue of A, with E an associated
Eigenvector.
Eigenvalues contain important information about the
solutions of systems of differential equations.

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Eigenvalues and Eigenvectors
Definition 9.1 Eigenvalues and Eigenvectors
A real or complex number  is an Eigenvalue of A if there is
a non-zero n X 1 matrix (vector) E such that
AE  E
Any non-zero vector E satisfying this relationship is called an
Eigenvector associated with the Eigenvalue  .
(Eigenvalue  Characteristic Value, Eigenvector  Characteristic Vector)

If  is a non-zero scalar and AE  E, then


A  E    AE    E    E
 non-zero scalar multiples of E,  E are again Eigenvectors.

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Eigenvalues and Eigenvectors
How to find Eigenvalues and Eigenvectors
Any n X n matrix has at least one and at most n distinct
(real or complex) Eigenvalues
Ax   x   Ix
( A   I )x  0 : Homogeneous Equation
This equation has a non-trivial solution when corresponding determinant of coeficient is zero.
a11   a12  a1 j  a1n
a21 a22    a2 j  a2 n
: : : : : :
det(A   I)   D( )  0 Characteristic Determinant
ai1 ai 2  aij    ain
(특성(고유) 행렬식)
: : : : : : or Characteristic Equation
an1 an 2  anj  ann   (특성(고유) 방정식)

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Eigenvalues and Eigenvectors
How to find Eigenvalues and Eigenvectors
a11   a12  a1 j  a1n
a21 a22    a2 j  a2 n
: : : : : :
det(A   I)   D ( )  0
ai1 ai 2  aij    ain
: : : : : :
an1 an 2  anj   ann  
D( )  0   n  An 1 n 1    A1  A0 0  0  Characteristic Polynomial (특성(고유) 다항식)
The Eigenvalue of A are the roots of the corresponding characteristic equation.
Substituting  's into ( A   I) x  0  x : Eigenvectors
If x is an Eigenvector of A, then  x is also an eigenvector of A
corresponding to the same Eigenvalues ( =constant  0)

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Eigenvalues and Eigenvectors
 1 0  0  0
Ex. 9.1    = 0   Eigenvalue and Eigenvector?
 0 0  4   4

Solution

 1 0  0  0
   = 0  
 0 0  4   4
A x  x
Eigenvalue 0
0
Eigenvector   (  0)
 4

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Eigenvalues and Eigenvectors
Ex. 9.2 and 9.3
 1 1 0 
 
A=  0 1 1  Eigenvalue and Eigenvector?
 0 0 1
 

Solution
(A  I)x  0
Characteristic Equation
1  1 0
1  1
D( )  det( A   I)  0 1   1      1       1  0
2
1
0 1  
0 0 1  
 1  2  1, 3  1  Eigenvalues

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Eigenvalues and Eigenvectors
 1 1 0 
Ex. 9.2 and 9.3 (계속)  
A=  0 1 1 
i) For  =1 =2  1  0 0 1
 
1   1 0  x1   0   0 1 0  x1   0 
         
 0 1  1  x2    0  0 0 1  x2    0 
 0 1       0 0 2    
 0  x3   0    x3   0 
0 1 0  x1   0  0 1 0  x1   0 
         
0 0 1  x2    0  0 0 1  x2    0  x2  0, x3  0
0 0 2     0 0 0    
  x3   0    x3   0 

 x1     1
     
  x2    0  or  0     0  Eigenvector for  =1
x  0  0
 3    

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Eigenvalues and Eigenvectors
 1 1 0 
Ex. 9.2 and 9.3 (계속)  
ii) For  =3  1 A=  0 1 1 
 0 0 1
1   1 0  x1   0 
1 0 1 
4   x1 
 0
 

     0 1 1  x   0
 0 1  1  x2    0  
 2  2   
 0 1       0 0    
 0  x3   0  0   x3   0 
 
  1 1 0  1  1 0  1 0 1 
 2 1 0   1  2 0  
1
2   2   4
  
0 2 1  0 2 1  0 1 1   0 1 1   0 1 1 
0 0 0   2  2  2
   0 0 0  0 0 0   0 0 0   0 0 0 
       
 1  1

 4  4
 1   1   x1      1
 x  x  0   x   x3
4     
1 3 1
 x   x2      x3      or  2     0  Eigenvector for  =-1
4 1 1
  
 x  1 x  0  x   1 x     2
 2   2 x   2    4 
3  3  
   2 
3
2  1   1 
   

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Eigenvalues and Eigenvectors
Ex. 9.4  1 2 
A=   Eigenvalue and Eigenvector?
 2 0 

Solution
(A   I)x  0
Characteristic Equation
1   2
D( )  det( A   I)    1     4   2    4  0
2 
1  i 15 1  i 15
 1  , 2   Eigenvalues
2 2

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Eigenvalues and Eigenvectors
Ex. 9.4 (계속)  1 2 
A=  
1  i 15 2 0 
i) For  = 1 
2
 1  i 15  x
1   2   x1   0  1   1   0
  x     
 4    
 2    2   0  0   x2   0 
 0 
 1  i 15   1  i 15   4   1  i 15 
1  2   2   1  1    1  i 15 
 2  2    1  i 15    4  1 
 
1  i 15   0
4 
 1  i 15   1  i 15   1  i 15  
 2    2   2   2    0 
 2   2   2   2 
 1  i 15   1   1 
1  i 15   1  i 15
x2  x   1    4   or  4     1  i 15     0  Eigenvector for  =1 
x
 x1 
4  x2   1  






 2
   1  i 1 5   4 
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Eigenvalues and Eigenvectors
Ex. 9.4 (계속)  1 2 
A=  
1  i 15 2 0 
ii) For  =2 
2
 1  i 15  x
1   2   x1   0  1   1   0
  x     
 4    
 2    2  0 0   x2   0 
 0 
 1  i 15   1  i 15   4   1  i 15 
 1   2    2   1   1    1  i 15 
 2  2  1  i 15  4  1  
 1  i 15   1  i 15   1  i 15   
1  i 15   0
4 

 2    2   2   2    0 
 2   2   2   2 
 1  i 15   1   1 
1  i 15  x1     or         0 Eigenvector for  =  1  i 15
 x1  x2  x    
 4   4   1  i 15    2
4  2  1 
x     2
   1  i 15   4 

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Eigenvalues and Eigenvectors
Ex. 9.5
 5 4 4 
 
A= 12 11 12  Eigenvalue and Eigenvector?
 4 4 5 
 
Solution
(A  I)x  0
Characteristic Equation
5 4 4
D( )  det( A   I)  12 11   12   3   2  5  3  (  3)(  1) 2  0
4 4 5
 1  3, 2  1, 2  1  Eigenvalues

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Eigenvalues and Eigenvectors
Ex. 9.5 (계속)
 5 4 4 
A= 12 11 12 
 4 4 5 
 
i) For  = 1  3
5   4 4   x1   0   8 4 4   2 1 1   1 1 2 
 12
 11   12   x2    0 
 12 8 12    3 2 3    3 2 3 
 
 4
 4 5     x3   0 
  4 4 8   1 1 2   2 1 1 
     
1 1 2   1 0 1  x1   1 
  0 1 3    0 1 3    x   x2    3  Eigenvector for  =1  3
 
0  
1 3   0 0 0      
  x3   1 

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Eigenvalues and Eigenvectors
 5 4 4 
Ex. 9.5 (계속)  
A = 12 11 12 
 4 4 5 
 
i) For  = 2  1
5   4 4   x1   0   4 4 4   x1   0  1 1 1  x1   0 
  x         
 12 11   12  2   0  12 12 12   x2    0   1 1 1  x2    0 
 4
 4 5     x3   0   4 4 4   x   0 
  3   
1 1 1  x   0 
  3   
 x1   1   0 1  0
 
 x1  x2 +x3 =0 x3   x1  x2  x   x2    0  x1  1  x2    0    1 
 x   1 1  1 1
 3        
1  0
  0  and 1  Eigenvector for  =2  1
 1 1
   

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Eigenvalues and Eigenvectors
Ex. 9.6
 3 0 2 
A=  0 2 0  Eigenvalue and Eigenvector?
 2 0 0 
 
Solution
( A   I )x  0
Characteristic Equation
3  0 2
D ( )  det( A   I)  0 2   0   3  5 2  2  8  (  1)(  2)(  4)  0
2 0 
 1  2, 2  1, 3  4  Eigenvalues

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Eigenvalues and Eigenvectors
Ex. 9.6 (계속)
 3 0 2 
A=  0 2 0 
 2 0 0 
 
i) For  = 1  2
3  0 2   x1   0   1 0 2   1 0 2   1 0 0 
 0 2   0   x    0   0 0 0    0 0 0    0 0 1
  2         
 2    
   x3   0        
 0  2 0 2   0 0 6   0 0 0 
 x1   0 
  x   x2    1  Eigenvector for  =1  2
 
 x   0
 3  

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Eigenvalues and Eigenvectors
Ex. 9.6 (계속)
 3 0 2 
A=  0 2 0 
 2 0 0 
 
i) For  = 2  1
3  0 2   x1   0   4 0 2   1 0 1 / 2 
 0 2   0   x    0   0 3 0    0 1 0 
  2       
 2            
 0  3 
x  0   2 0 1   0 0 0 
 x1   1 
 x   x2    0  Eigenvector for  =2  1
 
 x   2
 3  

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Eigenvalues and Eigenvectors
Ex. 9.6 (계속)
 3 0 2 
A=  0 2 0 
 2 0 0 
 
i) For  = 3  4
3  0 2   x1   0   1 0 2   1 0 2 
 0 2   0   x    0    0 2 0    0 1 0 
  2       
 2             
 0  3 
x  0   2 0 4   0 0 0 
 x1   2 
 x   x2    0  Eigenvector for  =3  4
 
 x   1
 3  

21 of 55
Eigenvalues and Eigenvectors
Ex. 9.7  12i 3  1
A=  2 6 2  i  Eigenvalue ?
 3 1 5 

Characteristic Polynomial
PA ( )   3  (1  12i ) 2  (43  13i )  68  381i
n
Gershgorin Circles rk  
j 1, j  k
akj

C1 : (0,12), r1  1  3  4,
C2 : ( 6,0), r2  2  5  4.24,
C3 : (5,0), r3  3  1  4,
The eigenvalues of a general matrix ?merely by using the entries of ?to derive some disks.

These disks are called Gershgorin disks after the Russian mathematician
22 of 55
Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

23 of 55
Diagonalization of Matrices
Diagonal Matrix (대각행렬)
A Square matrix whose elements above and below the principal diagonal are all zero.
ie aij  0 for i  j

1 0 0 0
 
 0 1 0 0  1 0 
Ex.
0 0  
2 0  0 1 
 
0 0 0 7
Properties
1. If A, B are Diagonal Matices, then A+B is also Diagonal Matrix.
2. If AB is Diagonal Matices, then BA is also Diagonal Matrix and AB  BA.

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Diagonalization of Matrices
Definition of Diagonal Matrix
A square matrix having all off-diagonal elements equal to
zero is called a Diagonal Matrix(대각행렬 ).

Example of Diagonal Matrix

 d1 0  0
 
0 d2  0
 : : : 
 
0 0  d n 

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Diagonalization of Matrices
Properties of Diagonal Matrix
 d1 0  0  w1 0  0
   
 0 d2  0   0 w2  0 
Let D= , W=
 : : :   : : : 
   
0 0  d n  0 0  wn 
Then,
 1 0  0 
 d1w1 0  0   d1 
   0 1  0 
 0 d 2 w2  0   d2 
1. DW  3. D1 =  
 : : : 
   : : : 
 0 0  d n wn   0 0  1 

 dn 
2. det(D)= D  d1d 2  d n
26 of 55
Diagonalization of Matrices
 1 4 
Ex. 9.8 A=  
 0 3
(A   I)x  0
Characteristic Equation
1   4
D( )  det( A   I)    2  2  3  0
0 3
 1  1, 2  3  Eigenvalues
i) For  = 1  1 ii) For  =2  3
 1   4   x1   0   1   4   x1   0 
  x       x    
 0 3    2  0  0 3    2   0
 0 4   x1   0   4 4   x1   0 
  x       x    
 0 4  2  0  0 0  2  0
 x  1  x   1
 x2  0  x   1       x1  x2  x   1     
 x2   0   x2  1
27 of 55
Diagonalization of Matrices
Ex. 9.8 (계속)

 1 1 1 adj ( P)  1 1
변환행렬(Transformation Matrix) P=   P =  
 0 1  det( P )  0 1 
1  1 1  1 4   1 1  1 1   1 1  1 0 
P AP             
 0 1  0 3  0 1   0 3  0 1   0 3 
1 1  1 adj ( Q) 0 1 
변환행렬(Transformation Matrix) Q=   Q =  
 1 0  de t( Q )  1 1 
1  0 1   1 4   1 1   0 3   1 1   3 0 
Q AQ     0 3   1 0    1 1   1 0    0 1
 1  1        

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Eigenvalues and Eigenvectors
Ex. 9.10  5 4 4 
 
A= 12 11 12 
 4 4 5 
 
1  3, 2  1, 3  1  Eigenvalues as in Ex. 9.5
1   1  0
  ,   and    Eigenvectors as in Ex. 9.5
 3  0  1 
 1   1 1
     
1 1 0
 
변환행렬(Transformation Matrix) P =  3 0 1 
 1 1 1 
 

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Eigenvalues and Eigenvectors
1 1 0
 
Ex. 9.10 (계속) P=  3 0 1 
 1 1 1 
 
 0 1 1 0 1 0
   
 1 1 1 1 0 1
 1 1 1
1  3 1 
   2 1 
1 adj ( P ) 1 0 1 0
P =      1
det(P) 1  1 1 1 1 3 1  
   3 2 3 
 3 0 
1 1

1 1
 1 1 1 1 3 0 

 1 1 1 5 4 4  1 1 0   3 0 0
     
P 1AP   2 1 1 12 11 12  3 0 1    0 1 0
 3 2 3  4 4 5    1 
    1 1 1   0 0
30 of 55
Diagonalization of Matrices
Ex. 9.11  1 1
B=  
0 1 
1   1
det(B   I)   (  1) 2  0  1  1, 2  1  Eigenvalues
0 1 
i) For  = 1 = 2  1
1   1   x1   0   0 1  x1   0   x1   1 
  x        x      x2  0 x      
 0 1    2   0  0 0  2  0  x2   0 
 
변환행렬(Transformation Matrix) P =    singular  no inverse
0 0
Theorem 9.2
If the n  n matrix A has n distinct eigenvalues, A has n linearly independent eigenvectors
Theorem 9.6
If the n  n matrix A is diagonalizable iff A has n linearly independent eigenvectors

31 of 55
Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

Report=Prob. 1,5,7,9,11,15,19, 23,27,30(해석) ( 用語 20개)

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Complex Matrix
Real Matrix : All elements are real number
Complex Matrix : Some elements are complex number

Remind, Let Complex Number (복소수) z  a  bi


Then Complex Conjugate (공액복소수) z  a  bi
 2 2  3i 3i 
 
Ex. Let Complex Matrix U=  4  2i 3 4 
 5i 2i 
 7
 2 2  3i 3i 
 
Then, Complex Conjugate of U  U =  4  2i 3 4 
 5i 2i 
 7
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Special Matrices Summary

Symmetric Matrix : A t = A 對稱行列


Skew-Symmetric Matrix : A t = A 歪對稱行列

Orthogonal Matrix : A t = A-1 直交行列


Unitary Matrix : A t = A-1 유니타리行列

Hermitian Matrix : A t = A 헤르미이트行列


Skew-Hermitian Matrix : A t = A 歪헤르미이트行列

34 of 55
Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

35 of 55
Orthogonal Matrix

Orthogonal Matrices (직교행렬) : At=A-1


Orthogonal Matrix : A t = A-1 Unitary Matrix : A t = A-1
Ex.
0 1 5 2 5   0 1 0 
   
A  1 0 0   At   1 5 0 2 5  , det(A)=1
   
 0 2 5 1 5   2 5 0 1 5 
 0 0 1 5 2 5 1 5 2 5
   
 2 5 1 5 2 5 1 5 0 0 
   0 1 0 
 1 0 0 2 5 0 2 5  
A 1       1 5 0 2 5   At
0 1 5 1 1 0  
  1 5 
0 5
 
2 5 0

 1 0

0 1 5

0 1 5
 0 2 5 1 0 
 0 2 5

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Orthogonal Matrix

Ex.
0 1 5 2 5 
 
A  1 0 0 
 
0 2 5 1 5 

0 1 5 2 5
4 1
1 0 0   1
5 5
0 2 5 1 5

Theorem 9.7 If A is orthogonal, then A  1

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Symmetric Matrix

Symmetric Matrix (대칭행렬)


At  A (A : Real Square Matrix : 실정방 행렬)
that is, aij  a ji  i, j  1, 2, , n 

 3 1 5  3 1 5
Ex. A   1 0 2  A t   1 0 2 
 5 2 4   5 2 4 
   

Main Diagonal에 대하여 대칭이 되므로


Square Matrix에 대하여 성립되는 개념

38 of 55
Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

39 of 55
Unitary Matrix
Orthogonal Matrix : At = A-1 Unitary Matrix : At = A-1
Unitary Matrix
t
An n  n complex matrix U is Unitary if and only if U 1  U
t t
U 1 U is equivalent to UU  I n = UU t

If U is a unitary matrix with real elements, then UU t  I n (orthogonal matrix)

Theorem 9.11 If  is an eigenvalue of a unitary matrix U, then   1

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Unitary Matrix
 3 0 2 
Ex. 9.13 Let S=  0 2 0   real, symmetric matrix
 2 0 
 0
3  0 2
det(S   I)  0 2 0   (  3)(  2)  4(  2)  0    2, 1, 4
2 0 0
i) For  = 1 = 2
3  0 2   x1   0   1 0 2   x1   0 
 0 2   0  x    0   0 0 0   x    0
  2      2   
 2
 0 0     x3   0   2 0 2   x   0 
  3   
 1 0 2   1 0 2  1 0 0  x1   0 
  
1 0 1   0 0 3   0 0 1    1 x   x2    1  
x 0
     
0 0 0  0 0 0  0 0 0   x3  0   x   0
      3  

41 of 55
Unitary Matrix
 3 0 2 
Ex. 9.13 Let S=  0 2 0   real, symmetric matrix
 2 0 0 

ii) For  = 2 =  1
3  0 2   x1   0   4 0 2   x1   0 
 0 2   0   x    0   0 3 0   x    0
  2      2   
 2     x   0  2 0 1   x   0 
 0 0  3      3   
 1 0 1 / 2   x1   1 / 2  1
0 1    1 x  1 / 2 x3  x    0    0  
 0    x   2  
  
0 0   x 2 0      2
 0   x3   1   

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Unitary Matrix
iii) For  = 3 = 4
3  0 2   x1   0   1 0 2   x1   0 
 0 2   0   x    0    0 2 0   x    0 
  2      2   
 2
 0 0     x3   0   2 0 4   x   0 
  3   
1 0 2  x1   2   1 
 0 1 0    x1  2 x3   x   x    0     0  
   x 0   2    
0 0 0  2  x   1   1 / 2 
   3    

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Unitary Matrix
0 1 2 
 Transformation Matrix P=  1 0 0   not orthogonal matrix, diagonalizes S
 0 2 1
 
 The eigen vectors are not unit vectors and mutually orthogonal.

0 1 2 
 5 5 
 Transformation Matrix Q=  1 0 0   orthogonal matrix, diagonalizes S
 
 0 2  1 
 5 5
 The eigen vectors are unit vectors and mutually orthogonal. (orthonormal 정규직교)

Theorem 9.10 A cmplex matrix U is unitary iff its row(column) vectors form a unitary system.
Fj  Fk  0 Fj  Fj  1

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Unitary Matrix

 i 1   i 1 
 2 2  2 2
Ex. 9.14 Let Complex Matrix U =   U =
 i 1   i
 1 

 2 2  2 2
 i 1  i  i   11 11
 2 2  2 2  2 2 2 2  1 0
UU t       In
 i 1  1 1 
   1  1 1  1   0 1 
 2 2  2 2   2 2 2 2 
 U is Unitary Matrix

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Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

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Hermitian, Skew-Hermitian
Matrices
Hermitian Matrix and Skew-Hermitian Matrix
Hermitian Matrix : An n  n complex matrix H is Hermitian if and only if H = Ht
Skew - Hermitian Matrix : An n  n complex matrix S is Skew-Hermitian iff S = St

 15 8i 6  2i   15 8i 6  2i 
   
Ex. 9.15 Let Complex Matrix H =  8i 0 4  i   H =  8i 0 4  i  = H t
 6  2i 4  i 3   6  2i 4  i 3 
 
 H is Hermitian Matrix
 0 8i 2i   0 8i 2i   0 8i 2i 
     
Let Complex Matrix S=  8i 0 4i   S =  8i 0 4i  =   8i 0 4i  = S t
 2i 4i 0   2i 4i 0   2i 4i 0 
     
S is Skew-Hermitian Matrix

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Chapter 9 Eigenvalues,
Diagonalization, and Special Matrices
(55쪽)
9.1 Eigenvalues and Eigenvectors --------------------------------- (02)
9.2 Diagonalization --------------------------------------------------- (23)
9.3 Some Special Matrices ------------------------------------------ (32)
9.3.1 Orthogonal Matrices --------------------------------------- (35)
9.3.2 Unitary Matrices -------------------------------------------- (39)
9.3.3 Hermitian, and Skew-Hermitian Matrices ---------------- (46)
9.3.4 Quadratic Forms --------------------------------------------- (48)

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Quadratic Forms
Definition Complex Quadratic Form (복소수2차형)
 a11 a12  a1n  z1 
   n n
  a a  a2 n  z2 
Z AZ  ( z1 z2 zn ) 21 22
  a jk z j zk
 : : :  :  j 1 k 1
  
 an1 an 2  ann  zn 
For n  2, this quadratic form is
  a11 a12   z1 
Z AZ  ( z1 z2 )  z 
 21 22   2 
a a mixed product term (혼합곱항)
 z1 
  z1a11  z2 a21 z1a12  z2 a22     a11 z1 z1  a12 z1 z2  a21 z2 z1  a22 z2 z2
 z2 

squared term (2차항)


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Quadratic Forms
Definition Real Quadratic Form (실수2차형)
 a11 a12  a1n  x1 
   n n
 a a  a2 n  x2 
XAX  ( x1 x2  xn ) 21 22
  a jk x j xk
 : : :  :  j 1 k 1
  
 an1 an 2  ann  xn 
For n  2, this quadratic form is
  a11 a12   x1 
X AX  ( x1 x2 )   x  mixed product term (혼합곱항)
 21 22   2 
a a
 x1 
  x1a11  x2 a21 x1a12  x2 a22     a11 x12  (a12  a21 ) x1 x2  a22 x22
 x2 

50 of 55 squared term (2차항)


Quadratic Forms
Ex. 9.16 1 4 
Let A   
3 2
 1 4   x1   x1 
then ( x1 x2 )      ( x1  3x2 4x1  2 x2 )  
 3 2   x2   x2 
 x12  3 x2 x1  4 x1 x2  2 x22
7 7
 x12  x2 x1  x1 x2  2 x22
2 2
 7
 1   x1 
 ( x1 x2 )  2
 
 2   2 
7 x
2 
symmetric matrix
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Quadratic Forms
Theorem 9.13 Principal Axis Theorem (주축정리)
:어떤 이차형식이든 적절한 변수변환으로 혼합항이 없는 형태로 표현할 수 있음
Let A be a real symmetric matrix with eigenvalues 1 n .
Let Q be an orthogonal that diagonalizes A.
Then the change of variable X  QY transforms
n n

 a
j 1 k 1
jk x j xk  XAX  (QY)A(QY)  (YQ) A(QY)  Y(QAQ)Y

 1 0 
  y1 
0
  
2
0  0
  y2    y 2   y 2 
 ( y1 y2  yn )   n yn2
 ::  :  : 1 1 2 2

  
0 0  n   yn 
standard quadratic form (2차표준형)

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Quadratic Forms
Ex. 9.17
x12  7 x1x2  x22

 1 7  1   7
A
7
2
1 
 D( )  det( A   I) 
 7 1 
2 2
4 2 2 
 1     49  (  5 )   9  0 
 2  2
 1   5 , 2  9
2 2

i) For 1   5
2
1    7  x  7  7   x   0 1 
 2  1   0  2 2 1  x1   1  2
  x1  x2          
  7 1     x2   0  7 7   x2   0   2  
x 1  1 
 2   2 2   2

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Quadratic Forms
Ex. 9.17 x12  7 x1x2  x22
 1 7 
A
2
1   5 2 , 2  9 2
7 1 
 2 

ii) For 2  9
2
1    7  x 7 7  x 1 
 2   1   0  2 2   1   0  x1   1   2 
  x1   x2          
  7 1     x2   0    7  7   x2   0   x2   1  1 

 2   2 2  2
1 / 2 1 / 2   x1  1 / 2 1 / 2   y1 
Q    X  QY  x     
1 / 2  1 / 2   2  1 / 2  1 / 2   y2 
 
and x12  7 x1 x2  x22   5 y12  9 y22
2 2
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Quadratic Forms
Ex.
4x12  3x1x2  2 x22  8  conic(원추)

 4  3/2 
A 
 3/2 2 
4    3/2
D( )  det( A   I) 
23 13
   6   0
2
  3 
-3/2 2   4 2

 13  2  13  2
  3   y1   3   y 2  8  ellipse(타원)
 2   2 

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