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Algebra and Calculus
Algebra and Calculus
(19A54101)
COMMON TO ALL BRANCHES
I B. Tech I semester
PREPARED BY
DEPARTMENT OF MATHEMATICS
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UNIT-I
MATRICES
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Matrix: A system of mn numbers real (or) complex arranged in the form of an ordered set of ‘m’
rows, each row consisting of an ordered set of ‘n’ numbers between [ ] (or) ( ) (or) || || is called a
matrix of order mxn.
a11 a12 ......... a1n
a
21 a12 ......... a 2 n
Eg: .......... .......... ..... = [aij ]mxn where 1≤ i≤m, 1≤j≤n.
.......... .......... ...
a m1 a m 2 ....... a mn
mxn
Types of matrices:
1. Square matrix : A square matrix A of order n x n is sometimes called as a n- rowed matrix A (or)
simply a square matrix of order n
1 1 nd
Eg : is 2 order matrix
2 2
2. Rectangular matrix: A matrix which is not a square matrix is called a rectangular matrix,
1 − 1 2
Eg: is a 2x3 matrix
2 3 4
3. Row matrix: A matrix of order 1xm is called a row matrix
Eg: 1 2 31x 3
5. Unit matrix: if A= [aij] nxn such that aij = 1 for i = j and aij = 0 for i≠j, then A is called a unit matrx.
1 0 0
1 0
Eg: I2 = I3= 0 1 0
0 1 0 0 1
6. Zero matrix : it A = [aij] mxn such that aij = 0 I and j then A is called a zero matrix (or) null matrix
0 0 0
Eg: O2x3=
0 0 0
7. Diagonal elements in a matrix: A= [aij]nxn, the elements aij of A for which i = j. i.e.
(a11, a22….ann) are called the diagonal elements of A
1 2 3
Eg: A= 4 5 6 diagonal elements are 1, 5, 9
7 8 9
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Note: the line along which the diagonal elements lie is called the principle diagonal of A
8. Diagonal matrix: A square matrix all of whose elements except those in leading diagonal are zero
is called diagonal matrix.
If d1, d2….. dn are diagonal elements of a diagonal matrix A, then A is written as A =
diag (d1,d2….dn)
3 0 0
E.g. : A = diag (3, 1,-2)= 0 1 0
0 0 − 2
9. Scalar matrix: A diagonal matrix whose leading diagonal elements are equal is called a scalar
matrix.
2 0 0
Eg : A= 0 2 0
0 0 2
10. Equal Matrices : Two matrices A = [aij] and b= [bij] are said to be equal if and only if (i) A and B
are of the same type(order) (ii) aij = bij for every i & j
11. The transpose of a matrix: The matrix obtained from any given matrix A, by interchanging its
rows and columns is called the transpose of A. It is denoted by A 1 (or) AT.
If A = [aij] m x n then the transpose of A is A1 = [bji] n x m, where b ji = a ij Also (A1)1 = A
Note: A1 and B1 be the transposes of A and B respectively, then
(i) (A1)1 = A
(ii) (A+B)1 = A1+B1
(iii) (KA)1 = KA1, K is a scalar
(iv) (AB)1= B1A1
12. The conjugate of a matrix: The matrix obtained from any given matrix A, on replacing its
elements by corresponding conjugate complex numbers is called the conjugate of A and is
denoted by A
− −
Note: if A and B be the conjugates of A and B respectively then,
(i) ( A ) = A
(ii) A + B = A + B
(iv) AB = AB
2 3i 2 − 5i 2 − 3i 2 + 5i
Eg; if A= = i − 4i + 3 2 x 3
then A
− i 0 4i + 3 2 x 3 0
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13. The conjugate Transpose of a matrix
The conjugate of the transpose of the matrix A is called the conjugate transpose of A and is
denoted by Aθ
− −
Thus Aθ = ( A1 ) where A1 is the transpose of A. Now A = [aij] m×n Aθ =[bij] n×m , where bij = a ij
i.e. the (i,j)th element of Aθ conjugate complex of the (j, i)th element of A.
5 3 − i − 2i
Eg: if A =
0 1 + i 4 − i 2X3
5 0
then Aθ = 3 + i 1 − i
2i 4+i
3x2
14.
(i) Upper Triangular matrix: A square matrix all of whose elements below the leading diagonal are
zero is called an Upper triangular matrix.
1 3 8
Eg; 0 4 − 5 is an upper triangular matrix
0 0 2
(ii) Lower triangular matrix: A square matrix all of whose elements above the leading diagonal are
zero is called a lower triangular matrix. i.e, aij=0 for i< j
4 0 0
Eg: 5 2 0
7 3 6
(iii) Triangular matrix: A matrix is said to be triangular matrix it is either an upper triangular matrix
or a lower triangular matrix
15. Symmetric matrix: A square matrix A =[aij] is said to be symmetric if aij = aji for every i and j
Thus A is a symmetric matrix if AT= A
a h g
Eg: h b f is a symmetric matrix
g f c
16. Skew – Symmetric: A square matrix A = [aij] is said to be skew – symmetric if aij = – aji for every i
and j.
0 a − b
E.g : − a 0 c is a skew – symmetric matrix
b − c 0
Thus A is a skew – symmetric iff A= -A1 or -A= A1
Note: Every diagonal element of a skew – symmetric matrix is necessarily zero.
Since aij = -aij aij = 0
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17. Multiplication of a matrix by a scalar.
Let ‘A’ be a matrix. The matrix obtain by multiplying every element of A by a scalar K, is called
the product of A by K and is denoted by KA (or) AK
Thus: A + [aij] m×n then KA = [kaij] m×n = k[aij] m×n
18. Sum of matrices:
Let A = [aij] m×n ,B = [bij] m×n be two matrices. The matrix C = [cij] m×n where cij = aij+bij is called
the sum of the matrices A and B.
The sum of A and B is denoted by A+B.
Thus [aij] m×n + [bij] m×n = [aij+bij] m×n and [aij+bij] m×n = [aij] m×n + [bij] m×n
19. The difference of two matrices: If A, B are two matrices of the same type then A+ (-B) is taken as
A–B
20. Matrix multiplication: Let A = [ai k ]m×n , B = [bkj]nxp then the matrix C = [cij]mxp where cij is called the
product of the matrices A and B in that order and we write C = AB.
The matrix A is called the pre-factor & B is called the post – factor
Note: If the number of columns of A is equal to the number of rows in B then the matrices are said
to be conformable for multiplication in that order.
21. Positive integral powers of a square matrix:
Let A be a square matrix. Then A2 is defined A.A
Now, by associative law A3 = A2.A = (AA)A
= A(AA) = AA2
Similarly we have Am-1A = A Am-1 = Am where m is a positive integer
Note 1: Multiplication of matrices is distributive w.r.t. addition of matrices.
i.e, A (B+C)=AB + AC
(B+C)A =BA+CA
Note 2: If A is a matrix of order mxn then AIn = InA = A
n
22. Trace of A square matrix : Let A = [aij] n×n the trace of the square matrix A is defined as a
i =1
ii .
a h g
Eg : A = h b f then trA = a+b+c
g f c
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Properties: If A and B are square matrices of order n and λ is any scalar, then
(i) tr (λ A) = λ tr A
(ii) tr (A+B) = trA + tr B
(iii) tr(AB) = tr(BA)
23. Idempotent matrix: If A is a square matrix such that A2 = A then ‘A’ is called idempotent matrix
24. Nilpotent Matrix: If A is a square matrix such that Am=0 where m is a +ve integer then A is called
nilpotent matrix.
Note: If m is least positive integer such that Am = 0 then A is called nilpotent of index m
25. Involuntary: If A is a square matrix such that A2 = I then A is called involuntary matrix.
cos − sin
AT =
sin cos
1 0
A AT = = I
0 1
A is orthogonal matrix.
− 1 2 2
2. Prove that the matrix 2 − 1 2 is orthogonal.
1
3
2 2 − 1
− 1 2 2
Sol: Given A = 2 − 1 2
1
3
2 2 − 1
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− 1 2 2
Then AT = 2 − 1 2
1
3
2 2 − 1
− 1 2 2 − 1 2 2
Consider A .AT = 2 −1 2 2 − 1 2
1
9
2 2 − 1 2 2 − 1
9 0 0 1 0 0
= 0 9 0 = 0 1 0
1
9
0 0 9 0 0 1
A.AT = I
Similarly AT.A = I
Hence A is orthogonal Matrix
0 2b c
3. Determine the values of a, b, c when a b − c is orthogonal.
a − b c
Sol: - For orthogonal matrix AAT =I
0 2b c 0 a a
So AAT = a b − c 2b b − b = I
a − b c c − c c
4b 2 + c 2 2b 2 − c 2 − 2b 2 + c 2 1 0 0
2 0 1 0
2b − c a2 + b2 + c2 a2 − b2 − c2
2
=I=
− 2b 2 + c 2 a 2 − b 2 − c 2 a 2 + b 2 + c 2 0 0 1
Solving 2b2-c2 =0, a2-b2-c2 =0
We get c = 2b a2 =b2+2b2 =3b2
a = 3b
From the diagonal elements of I
4b2+c2= 1 4b2+2b2=1 (c2=2b2)
1
b=
6
a= 3b
1
=
2
1
b=
6
c = 2b
1
=
3
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27. Determinant of a square matrix:
1 1 3
E.g.: Find Determinant of 1 3 − 3 by using minors and co-factors.
− 2 − 4 − 4
1 1 3
Sol: A = 1 3 − 3
− 2 − 4 − 4
3 −31 −3 1 3
det A = 1 −1 +3
−4 −4 −2 −4 −2 −4
=1(-12-12)-1(-4-6)+3(-4+6)
= -24+10+6 = -8
Similarly, we find det A by using co-factors also.
Note 1: If A is a square matrix of order n then KA = K n A , where k is a scalar.
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29. Inverse of a Matrix: Let A be any square matrix, then a matrix B, if exists such that AB = BA =I
then B is called inverse of A and is denoted by A-1.
Note:1 (A-1)-1 = A
Note 2: I-1 = I
30. Adjoint of a matrix:
Let A be a square matrix of order n. The transpose of the matrix got from A by replacing the
elements of A by the corresponding co-factors is called the adjoint of A and is denoted by adj A.
Note: For any scalar k, adj(kA) = kn-1 adj A
Note: The necessary and sufficient condition for a square matrix to posses’ inverse is that A 0
−1 1
Note: if A 0 then A = (adj A)
A
( ) ( )
T T
i.e A A=A A =I
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Note: The transpose of a unitary matrix is unitary.
PROBLEMS
3 7 − 4i −2 + 5i
7 + 4i −2 3 + i then show that A is Hermitian and iA is skew-Hermitian.
1) If A=
−2 − 5i 3 − i 4
3 7 − 4i −2 + 5i
7 + 4i −2 3 + i then
Sol: Given A=
−2 − 5i 3 − i 4
3 7 + 4i −2 − 5i 3 7 − 4i −2 + 5i
A = 7 − 4i −2
3 − i And ( A ) = 7 + 4i
T
−2 3 + i
−2 + 5i 3 + i 4 −2 − 5i 3 − i 4
( )
T
A= A Hence A is Hermitian matrix.
Let B= iA
3i 4 + 7i −5 − 2i
i.e B= −4 + 7i −2i −1 + 3i then
5 − 2i 1 + 3i 4i
−3i 4 − 7i −5 + 2i
B = −4 − 7i 2i −1 − 3i
5 + 2i 1 − 3i −4i
−3i −4 − 7i 5 + 2i 3i 4 + 7i − 5 − 2i
( B) 1 − 3i = (−1) − 4 + 7i − 2i − 1 + 3i = − B
T
= 4 − 7i 2i
−5 + 2i −1 − 3i −4i 5 − 2i 1 + 3i 4i
( B ) =-B
T
Now ( AB − BA ) = AB − BA ( )
T T
( )
T
= AB − B A
( ) − ( B A) = ( B ) ( A) − ( A) ( B )
T T T T T T
= AB
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= BA − AB (By (1))
= − ( AB − BA)
a + ic −b + id
3) Show that A= is unitary if and only if a2+b2+c2+d2=1
b + id a − ic
a + ic −b + id
Sol: Given A=
b + id a − ic
a − ic −b − id
Then A =
b − id a + ic
a − ic b − id
T
Hence A = A = () a + ic
− b − id
a + ic − b + id a − ic b − id
AA =
b + id a − ic − b − id a + ic
a 2 + b2 + c2 + d 2 0
=
0 a +b +c +d
2 2 2 2
4). Show that every square matrix is uniquely expressible as the sum of a Hermitian matrix and a
( ) = A + ( A )
Now A + A
= A + A
(A+ A )
= A + A A + A is a Hermitian matrix.
1
2
( )
A + A is also a Hermitian matrix
( ) = A − ( A )
Now A − A
= A − A = − ( A − A)
1
2
( A − A ) is also a skew –Hermitian matrix.
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Uniqueness:
= R + S
= R−S ( R = R, S = −S )
R =
1
2
( ) 1
A + A = P and S = A − A = Q
2
( )
Hence P=R and Q=S
Thus the representation is unique.
0 1 + 2i
, show that (I − A)(I + A) is a unitary matrix.
−1
5).Given that A=
−1 + 2i 0
1 0 0 1 + 2i
Sol: We have I − A = −
0 1 − 1 + 2i 0
1 −1 − 2i
=
1
and
1 − 2i
1 0 0 1 + 2i
I + A= +
0 1 − 1 + 2i 0
1 1 + 2i
=
−1 + 2i 1
1 1 − 1 − 2i
( I + A) −1 =
( )
1 − 4i − 1 1 − 2i
2
1
1 1 −1 − 2i
=
6 1 − 2i 1
Let B = (I − A)(I + A)
−1
1 1 − 1 − 2i 1 − 1 − 2i 1 1 + (1 − 2i )(−1 − 2i ) − 1 − 2i − 1 − 2i
B= =
6 1 − 2i 1 1 − 2i 1 6 1 − 2i + 1 − 2i (−1 − 2i )(1 − 2i ) + 1
1 − 4 − 2 − 4i
B=
6 2 − 4i − 4
1 −4 −2 + 4i 1 −4 2 + 4i
and ( B ) =
T
Now B =
6 2 + 4i −4 6 −2 + 4i −4
1 −4 −2 − 4i −4 2 + 4i
( )
T
= − 2 + 4i − 4
36 2 − 4i −4
B B
1 36 0 1 0
= = =I
36 0 36 0 1
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(B)
T
= B −1
i.e ( AA ) −1
= I −1
( A ) A−1 = I
−1
( A −1 ) A −1 = I
Problems
1). Express the matrix A as sum of symmetric and skew – symmetric matrices. Where
3 −2 6
A = 2 7 − 1
5 4 0
3 −2 6
Sol: Given A = 2 7 − 1
5 4 0
3 2 5
Then AT = − 2 7 4
6 − 1 0
3 −2 6 3 + 2 5
1
P= ½ (A+AT) = 2 7 − 1 + − 2 7 4
2
5 4 0 6 −1 0
6 0 11 3 0 11 / 2
1
= 0 14 3 = 0
7 3 / 2
2
11 3 0 11 / 2 3/ 2 0
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Q= ½ (A-AT)
3 −2 6 3 2 5 0 −4 1
1
4 = 4 − 5
1
= 2 7 − 1 − − 2 7 0
2 2
5 4 0 6 − 1 0
− 1 5 0
0 −2 1 / 2
= 2 0 − 5 / 2
− 1 / 2 5 / 2 0
A = P+Q where ‘P’ is symmetric matrix
‘Q’ is skew-symmetric matrix.
Sub – Matrix: Any matrix obtained by deleting some rows or columns or both of a given matrix is
called is sub Matrix.
1 5 6 7
8 9 10
E.g.: Let A = 8 9 10 5 . Then is a sub matrix of A obtained by deleting first row
3 4 5 −1 3 4 5 2 x3
2 1 1
3 1 2
Eg: A =
1 2 3
5 6 7 4X3
2 1
→B = is a sub-matrix of order ‘2’
3 1
B = 2-3 = -1 is a minor of order ‘2’
2 1 1
→ C = 3 1 2 is a sub-matrix of order ‘3’
5 6 7
detC = 2(7-12)-1(21-10) +(18-5)
= 2(-5)-1(11) +1(13)
= -10-11+13 = -8 is a minor of order ‘3’
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*Rank of a Matrix:
Let A be m x n matrix. If A is a null matrix, we define its rank to be ‘0’. If A is a non-null matrix,
we say that r is the rank of A if
(i) Every (r+1)th order minor of A is ‘0’ (zero) &
(ii) At least one rth order minor of A which is not zero.
Note:
1. It is denoted by ρ (A)
2. Rank of a matrix is unique.
3. Every matrix will have a rank.
4. If A is a matrix of order mxn,
Rank of A ≤ min (m,n)
5. If ρ(A) = r then every minor of A of order r+1, or more is zero.
6. Rank of the Identity matrix In is n.
7. If A is a matrix of order n and A is non-singular then ρ(A) = n
Important Note:
1. The rank of a matrix is ≤r if all minors of (r+1)th order are zero.
2. The rank of a matrix is ≥r, if there is at least one minor of order ‘r’ which is not equal to zero.
PROBLEMS
1 2 3
1. Find the rank of the given matrix 3 4 4
7 10 12
1 2 3
Sol: Given matrix A = 3 4 4
7 10 12
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1 2 3
Let us consider the minor 5 6 7
8 7 0
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1 0 0 0 0 0
2. 0 1 0 0 0 0 is a row echelon form.
0 0 0 0 0 0
PROBLEMS
2 3 7
1. Find the rank of the matrix A = 3 − 2 4 by reducing it to Echelon form.
1 − 3 − 1
2 3 7
Sol: Given A = 3 − 2 4
1 − 3 − 1
Applying row transformations on A
1 − 3 − 1
A ~ 3 − 2 4 R1 ↔ R3
2 3 7
1 − 3 − 1
~ 0 7 7 R2 → R2 –3R1, R3→ R3 -2R1
0 9 9
1 − 3 − 1
~ 0 1 1 R2 → R2/7, R3→ R3/9
0 1 1
1 − 3 − 1
~ 0 1 1 R3 → R3 –R2
0 0 0
This is the Echelon form of matrix A.
The rank of a matrix A = Number of non-zero rows =2
4 4 − 3 1
1 1 −1 0
2. For what values of k the matrix has rank ‘3’.
k 2 2 − 2
9 9 k 3
Sol: The given matrix is of the order 4x4
If its rank is 3 det A =0
4 4 − 3 1
1 1 −1 0
A=
k 2 2 − 2
9 9 k 3
By applying R2 → 4R2-R1, R3 →4R3 – kR1, R4 → 4R4 – 9R1
Page | 18
4 4 −3 1
0 0 −1 − 1
We get A ~
0 8 − 4k 8 + 3k 8 − k
0 0 4k + 27 3
Since Rank A = 3 det A =0
0 −1 −1
4 8 − 4k 8 + 3k 8−k = 0
0 4k + 27 3
1[(8-4k)3]-1(8-4k) (4k+27)] = 0
(8-4k) (3-4k-27) = 0
(8-4k) (-24-4k) =0
(2-k) (6+k) =0
k =2 or k = -6
2 1 3 5
4 2 1 3
3. Find the rank of the matrix by using Echelon form 𝐴 = [ ]
8 4 7 13
8 4 −3 −1
2 1 3 5
4 2 1 3
Sol: Given 𝐴 = [ ]
8 4 7 13
8 4 −3 −1
By applying𝑅2 → 𝑅2 − 2𝑅1 ; 𝑅3 → 𝑅3 − 4𝑅1 ; 𝑅4 → 𝑅4 − 4𝑅1
2 1 3 5
0 0 −5 −7
𝐴~ [ ]
0 0 −5 −7
0 0 −15 −21
𝑅 𝑅 𝑅
By applying𝑅2 → −12 ; 𝑅3 → −13 ; 𝑅4 → −34
2 1 3 5
0 0 5 7
𝐴~ [ ]
0 0 5 7
0 0 5 7
By applying 𝑅3 → 𝑅3 − 𝑅2 ; 𝑅4 → 𝑅4 − 𝑅2
2 1 3 5
0 0 5 7
𝐴~ [ ]
0 0 0 0
0 0 0 0
∴A is in Echelon form
Rank of A= Number of non zero rows
∴ 𝜌(𝐴) = 2
Page | 19
𝟏 −𝟐 𝟎 𝟏
𝟐 −𝟏 𝟏 𝟎
4. Find the rank of the matrix 𝑨 = [ ] by reducing it to Echelon form.
𝟑 −𝟑 𝟏 𝟏
−𝟏 −𝟏 −𝟏 𝟏
1 −2 0 1
2 −1 1 0
Sol: Given 𝐴 = [ ]
3 −3 1 1
−1 −1 −1 1
By applying𝑅2 → 𝑅2 − 2𝑅1 ; 𝑅3 → 𝑅3 − 3𝑅1 ; 𝑅4 → 𝑅4 + 𝑅1
1 −2 0 1
0 3 1 −2
𝐴~ [ ]
0 3 1 −2
0 −3 −1 2
By applying 𝑅3 → 𝑅3 − 𝑅2 ; 𝑅4 → 𝑅4 + 𝑅2
1 −2 0 1
0 3 1 −2
𝐴~ [ ]
0 0 0 0
0 0 0 0
∴ A is in Echelon form
Rank of A= Number of non zero rows
∴ 𝜌(𝐴) = 2
−𝟏 𝟐 𝟏 𝟖
5. Find the rank of the matrix 𝑨 = [ 𝟐 𝟏 −𝟏 𝟎] by reducing it to Echelon form.
𝟑 𝟐 𝟏 𝟕
−1 2 1 8
Sol: Given 𝐴 = [ 2 1 −1 0]
3 2 1 7
By applying 𝑅1 → −𝑅1
1 −2 −1 −8
𝐴~ [2 1 −1 0]
3 2 1 7
By applying 𝑅2 → 𝑅2 − 2𝑅1 ; 𝑅3 → 𝑅3 − 3𝑅1
1 −2 −1 −8
𝐴~ [0 5 1 16]
0 8 4 31
By applying 𝑅2 → 8𝑅2
1 −2 −1 −8
𝐴~ [0 40 8 128]
0 8 4 31
By applying 𝑅2 ↔ 𝑅3
1 −2 −1 −8
𝐴~ [0 8 4 31]
0 40 8 128
By applying 𝑅3 → 𝑅3 − 5𝑅2
1 −2 −1 −8
𝐴~ [0 8 4 31]
0 0 −12 −27
∴ A is in Echelon form
Rank of A= Number of non-zero rows
∴ 𝜌(𝐴) = 3
Page | 20
𝟏 𝟒 𝟑 −𝟐 𝟏
−𝟐 −𝟑 −𝟏 𝟒 𝟑
6. Find the rank of the matrix 𝑨 = [ ] by reducing it to Echelon form.
−𝟏 𝟔 𝟕 𝟐 𝟗
−𝟑 𝟑 𝟔 𝟔 𝟏𝟐
1 4 3 −2 1
−2 −3 −1 4 3
Sol: Given 𝐴 = [ ]
−1 6 7 2 9
−3 3 6 6 12
By applying 𝑅2 → 𝑅2 + 2𝑅1 ; 𝑅3 → 𝑅3 + 𝑅1 ; 𝑅4 → 𝑅4 + 3𝑅1
1 4 3 −2 1
0 5 5 0 5
𝐴~ [ ]
0 10 10 0 10
0 15 15 0 15
By applying 𝑅3 → 𝑅3 − 2𝑅3 ; 𝑅4 → 𝑅4 − 3𝑅2
1 4 3 −2 1
0 5 5 0 5
𝐴~ [ ]
0 0 0 0 0
0 0 0 0 0
∴ A is in Echelon form
Rank of A= Number of non-zero rows
∴ 𝜌(𝐴) = 2
Normal Form:
I r 0
Every mxn matrix of rank r can be reduced to the form (or) (Ir ) (or)
0 0
Ir I 0
(or) r by a finite number of elementary transformations, where Ir is the r – rowed
0
unit matrix.
Note: 1. If A is an mxn matrix of rank r, there exists non-singular matrices P and Q such that PAQ
=
I r 0
0 0
Normal form another name is “canonical form”
1 2 3 4
E.g.: By reducing the matrix 2 1 4 3 into normal form, find its rank.
3 0 5 −10
1 2 3 4
Sol: Given A = 2 1 4 3
3 0 5 −10
By applying R2 → R2 – 2R1 ; R3 → R3 – 3R1
1 2 3 4
A ~ 0 − 3 − 2 5
0 − 6 − 4 − 22
Page | 21
By applying R3 → R3/-2
1 2 3 4
A ~ 0 − 3 − 2 − 5
0 3 2 11
By applying R3 → R3+R2
1 2 3 4
A ~ 0 − 3 − 2 − 5
0 0 0 6
By applying c2→ c2 - 2c1, c3→c3-3c1, c4→c4-4c1
0 0 0 0
A ~ 0 − 3 − 2 − 5
0 0 0 6
By applying c3 → 3 c3 -2c2, c4→3c4-5c2
1 0 0 0
A ~ 0 − 30 0
0 0 0 18
By applying c2→c2/-3, c4→c4/18
1 0 0 0
A ~ 0 1 0 0
0 0 0 1
By applying c4 ↔ c3
1 0 0 0
A~ 0 1 0 0
00 1 0
This is in normal form [I3 0]
Hence Rank of A is ‘3’.
Gauss – Jordan method
• The inverse of a matrix by elementary Transformations: (Gauss – Jordan method)
1. suppose A is a non-singular matrix of order ‘n’ then we write A = In A
2. Now we apply elementary row-operations only to the matrix A and the pre-factor In of
the R.H.S
3. We will do this till we get In = BA then obviously B is the inverse of A.
1 6 4
1. Find the inverse of the matrix A using elementary operations where A= 0 2 3
0 1 2
1 6 4
Sol: Given A = 0 2 3
0 1 2
Page | 22
We can write A = I3 A
1 6 4 1 0 0
0 2 3 = 0 1 0 A
0 1 2 0 0 1
Applying R3 →2R3-R2, we get
1 6 4 1 0 0
0 2 3 = 0 1 0 A
0 0 1 0 − 1 2
Applying R1→R1-3R2, we get
1 0 − 5 1 − 3 0
0 2 3 = 0 1 0 A
0 0 1 0 − 1 2
Applying R1 → R1+5R3, R2 → R2-3R3 , we get
1 00 1 − 8 10
0 20 = 0 4 − 6 A
1 0 − 1
0 0 2
Applying R2 →R2/2, we get
1 0 0 1 − 8 10
0 1 0 = 0 2 − 3 A
0 0 1 0 − 1 2
I3 = BA
B is the inverse of A.
ai 1 x1 + ai 2 x2 + .......... .... + ai n xn = bi
……………………………………………………………………………………………….
Homogeneous system:
If all bi = 0 for i = 1, 2, …………………,m.
Page | 23
Non-Homogeneous system:
If all bi 0 i.e.at least one bi 0.
Matrix Representation:
The above system of linear non Homogeneous equations can be written in Matrix form as AX=B
a11 a12 .......... . a1n x1 b1
a a 22..................... a 2 n x 2 = b2
21
a m1 a m 2...................... a mn x n bm
Augmented Matrix:
It is denoted by [A/B] or [A B] is obtained by Augmenting A by the column B.
By reducing [A /B] into its row echelon form the existence and uniqueness of solution AX = B exists.
NOTE:
Given a system, we do not know in general whether it has a solution or not .If there is atleast one
solution , then the system is said to be consistent .If does not have any solution then the system is
inconsistent.
1. CONSISTENT: A system is said to be consistent if it has at least one solution
a) If ( AB ) = ( A) = r = n (total number of unknowns) then the system is consistent and it has
unique solution.
b) If ( AB ) = ( A) = r n (total number of unknowns) then the system is consistent and it has
Infinitely many solutions.
NOTE: To obtain solutions set (n – r) variables any arbitrary value & solve for remaining unknowns.
2. INCONSISTENT: If ( AB ) ( A) then the system is inconsistent and it has no solution.
NOTE: Here rank is denoted by
For Non Homogeneous System, The system AX = B is consistent i.e it has a solution.
The system is inconsistent i.e. it has no solution.
NOTE: Find the rank A and rank [A /B] by reducing the augmented matrix [A /B] to Echelon form by
elementary row operations . Then the matrix A will be reduced to Echelon form.
This procedure is illustrated through the following examples.
Example 1: Find whether the following equations are consistent, if so solve them
x + y + 2z= 4; 2x – y + 3z = 9; 3x – y - z = 2.
1 1 2 x 4
2 − 1 3 y 9
Solution: The given equations can be written in the matrix form as =
3 − 1 − 1 z 2
i.e .AX = B
Page | 24
1 1 2 4
2 − 1 3 9
The Augmented matrix [A/ B] =
3 − 1 − 1 2
1 1 2 4
1
[A / B] = 0 − 3 − 1
0 − 4 − 7 − 10
1 1 2 4
0 − 3 − 1 1
[A / B] =
0 0 − 17 − 34
1 1 2 x 4
0 − 3 − 1 y 1
=
0 0 − 17 z − 34
x + y + 2z= 4 → (1)
-3y – z = 1 → (2)
-17z = -34 → (3)
From (3) z = 2
Substituting z = 2 in eq ( 2) , we get y = -1
Substituting z = 2 & y = -1 in eq (1) , we get x = 1.
∴ x = 1, y = -1 , z = 2 is the solution.
Example 2: Find whether the following system of equations is consistent. If so solve them.
x + 2y+ 2z = 2; 3x - 2y - z = 5: 2x - 5y + 3z = -4; x + 4y + 6z = 0.
Solution: The given equations can be written in the matrix form as AX = B
Page | 25
1 2 2 2
3 − 2 − 1 x 5
i.e. y =
2 − 5 3 − 4
z
1 4 6 0
1 2 2 2
3 − 2 − 1 5
The Augmented matrix [A/ B] =
2 − 5 3 − 4
1 4 6 0
Applying R4 → R4 -R3
1 2 2 2
0 − 8 − 7 − 1
[A /B]
0 0 1 − 1
0 0 0 0
Page | 26
1 2 2 2
0 − 8 − 7 x
We have y = − 1
0 0 1 − 1
z
0 0 0 0
x + 2y + 2z = 2 → (1)
-8y - 7z = -1 → (2)
z = -1 → (3)
From (3) z = -1
Substituting z = -1 in eq ( 2) , we get y = 1
Substituting z = -1 & y = 1 in eq (1) , we get x = 2.
∴ x = 2 , y = 1 , z = -1 is the solution.
Example3: Show that the equations x + y + z = 4 , 2x + 5y -2z = 3 , x + 7y – 7z = 5 are not consistent.
Solution: The given equations can be written in the matrix form as AX = B
1 1 1 x 4
y 3
Where A = 2 5 − 2 ,X = B=
1 7 − 7 z 5
1 1 1 x 4
2 5 − 2 y 3
=
1 7 − 7 z 5
1 1 1 4
The Augmented matrix [A /B] = 2 5 − 2 3
1 7 − 7 5
1 1 1 4
0 3 − 4 − 5
[A /B] =
0 6 − 8 1
1 1 1 4
0 3 − 4 − 5
[A /B] =
0 0 0 11
Page | 27
1 1 1
A = 0 3 − 4
0 0 0
x + 2y + 3z =10; x + 2y + z = have
i) no solution
ii) a unique solution
iii) an infinite number of solutions.
Solution: The given equations can be written in the matrix form as AX = B
1 1 1 x 6
y 10
AX = 1 2 3 = =B
1 2 z
1 1 1 6
We have the Augmented matrix [A /B] = 1 2 3 10
1 2
1 1 1 6
0 1 4
[A/B] = 2
0 1 − 1 − 6
Applying R3 → R3 – R2 we get
1 1 1 6
0 1 4
[A/B] = 2
0 0 − 3 − 10
Case i): Let 3 then rank of A =3 and rank of [A/B]=3, So that they have same rank.
Then the system of equations is consistent. Here the number of unknowns is 3 which is
same as the rank of A. The system of equations will have a unique solution. This is true
for any value of .
Thus if 3 and has any value, the given system of equations will have a
Unique solution.
Page | 28
Case ii): Suppose = 3 & 10 , then we can see that rank of A = 2 and rank of [A/B] =3.
Since the ranks of A and [A/B] are not equal, we say that the system of equations has no
solution (inconsistent).
Case iii): Suppose = 3 & = 10 .Then we have rank of A = rank of [A/B] = 2
ai 1 x1 + ai 2 x2 + .......... .... + ai n xn = 0
……………………………………………………………………………………………….
a m 1 x1 + a m 2 x 2 + .......... .... + a m n x n = 0 → (1 )
Page | 29
Matrix Representation:
The above system of linear Homogeneous equations can be written in Matrix form as AX = 0
1 2 3 x 0
y
Solution: Taking A = 3 4 4 , X = and O= 0
7 10 12 z 0
Page | 30
We get the system of equations as AX = 0
1 2 3
Consider A = 3 4 4
7 10 12
1 2 3
~ 0 − 2 − 5
0 − 4 − 9
Applying R3 → R3 – 2R2
1 2 3
0 − 2 − 5
~
0 0 1
1 1 0 1 x 0
0 1 1 0 y 0
Where A =
X=
0=
1 1 1 1 z 0
1 1 2 0 w 0
1 1 0 1
0 1 1 0
Consider A =
1 1 1 1
1 1 2 0
Applying R3 → R3 – R1 , R4 → R4 – R1 ,we get
1 1 0 1
0 1 1 0
~
0 0 1 0
0 0 2 −1
Page | 31
Applying R4 → R4 – 2 R3 , we get
1 1 0 1
0 1 1 0
~
0 0 1 0
0 0 0 −1
Rank of A =4 and Number of variables = 4
There is no non -zero solution
Hence x = y = z = w = 0 is the only solution.
Example 3: Find all the solutions of system of equations.
x + 2y - z = 0; 2x + y + z = 0; x - 4y + 5z = 0.
1 2 − 1
1 .Then det A = 1 (5 +4) -2(10-1)-1(-8 - 1)
Solution: Let A = 2 1
1 − 4 5
=9 -18+9 = 0
The rank of A = 2 < 3(no. of variables)
Applying R2 → R2 – 2R1 , R3 → R3 – R1 , we get
1 2 − 1
A = 0 − 3 3
0 − 6 6
1 2 − 1
A = 0 − 3 3
0 0 0
Page | 32
Example 4: Solve completely the system of equations:
x + y - 2z + 3w = 0; x - 2y + z – w = 0; 4x + y - 5z + 8w = 0; 5x - 7y + 2z - w = 0.
Solution: The given equations can be written in the matrix form as AX = 0
1 1 − 2 3 x 0
1 − 2 1 − 1 y
AX = = 0
4 1 − 5 8 z 0
5 − 7 2 − 1 w 0
Applying R2 → R2 – R1 , R3 → R3 – 4R1, R4 → R4 – 5R1, ),we get
1 1 −2 3
0 − 3 3 − 4
A ~
0 − 3 3 −4
0 − 12 12 − 16
Applying R4 → R4/4 , we get
1 1 − 2 3
0 − 3 3 − 4
A ~
0 − 3 3 − 4
0 − 3 3 − 4
Applying R3 → R3– R2 , R4 → R4 – R2, we get
1 1 − 2 3
0 − 3 3 − 4
A ~
0 0 0 0
0 0 0 0
1 1 − 2 3
x 0
0 − 3 3 − 4 y 0
=
0 0 0 0 z 0
0 0 0 0 w 0
Page | 33
Example 5: show that the only real number for which the system
x+ 2y + 3z = x; 3x + y + 2z = y; 2x + 3y + z = z has non -zero solution is 6 and
solve them when =6.
Solution: The given equations can be written in the matrix form as AX = 0
1 − 2 3 x 0
3 1− 2 , X = y 0 =
0
Where A =
2 3 1 − z 0
1 1 1
(6 - ) 3 1 − 2 =0
2 3 1−
− 5 2 3 x 0
3 −5 2 y
= 0
2 3 − 5 z 0
Page | 34
Applying R2 → 5R2 +3R1 , R3 → 5R3 + 2R1,we get
− 5 2 3 x 0
0 − 19 19 y 0
~ =
0 19 − 19 z 0
− 5 2 3 x 0
0 − 19 19 y
~ = 0
0 0 0 z 0
-5x + 2y + 3z = 0
-19y + 19z = 0
y = z
Since Rank of A < Number of unknowns. i.e. r = 2 < n =3
The given system has infinite number of non-trivial solutions.
Set n - r = 3 -2 = 1. Let z = k y = k and from the above equations -5x +2k + 3k = 0
x=k
x = k , y = k , z = k is the solution.
Page | 35
(A-λI)X = 0 ------- (1)
This is a homogeneous system of n equations in n unknowns. Will have a non-zero solution X if and
only |A-λI| = 0
A-λI is called characteristic matrix of A
|A-λI| is a polynomial in λ of degree n and is called the characteristic polynomial of A
|A-λI|=0 is called the characteristic equation
Solving characteristic equation of A, we get the roots, these are called the
characteristic roots or Eigen values of the matrix.
Corresponding to each one of these n Eigen values, we can find the characteristic vectors.
Procedure to find Eigen values and Eigen vectors
𝑎11 𝑎12 … 𝑎1𝑛
𝑎21 𝑎22 … 𝑎2𝑛
Let 𝐴 = [ … … … … ] be a given square matrix
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑛
Characteristic matrix of A is (A-λI )
a11 − a12 a1n
a a22 − a2 n
i.e., A − I = 21
an1 an 2 ann −
Then the characteristic polynomial is A − I
a11 − a12 ... a1n
a21 a22 − ... a2 n
say ( ) = A − I =
... ... ... ...
an1 an 2 ... ann −
The characteristic equation is |A- we solve the we get n roots, these
are called Eigen values or latent values or proper values.
Let each one of these Eigen values say λ their Eigen vector X corresponding the given value
λ is obtained by solving Homogeneous system
a11 − a12 a1n x1 0
a a22 − a2 n x2 0
21 = and determining the non-trivial solution.
an1 an 2 ann − xn 0
PROBLEMS
8 −4
1. Find the Eigen values and the corresponding Eigen vectors of [ ]
2 2
8 −4
Sol: Let 𝐴 = [ ]
2 2
Characteristic equation of A is A − I = 0
Page | 36
8−λ −4
| |=0
2 2−λ
8 − λ −4 𝑥1
Consider the system [ ][ ] = 0
2 2 − λ 𝑥2
Eigen vector corresponding to λ=4:
Put in the above system, we get
4 −4 𝑥1 0
[ ][ ] = [ ]
2 −2 𝑥2 0
x 1
Let x1 = , Eigen vector is 1 = =
x2 1
1
[ ] is a Eigen vector of matrix A corresponding to the Eigen value λ=4
1
Eigen vector corresponding to λ=6:
2 −4 𝑥1 0
[ ][ ] = [ ]
2 −4 𝑥2 0
2 2
Eigen vector = =
1
2
[ ] is a Eigen vector of matrix A corresponding to the Eigen value λ=6
1
𝟐 𝟎 𝟏
2. Find the Eigen values and the corresponding Eigen vectors of the matrix [𝟎 𝟐 𝟎]
𝟏 𝟎 𝟐
2 0 1
Sol: Let 𝐴 = [0 2 0]
1 0 2
The characteristic equation of matrix A is |A-λI|=0
Page | 37
2−λ 0 1
i.e. |A- λ I| =| 0 2−λ 0 |=0
1 0 2−λ
∴ λ=1, 2, 3
The Eigen values of A is 1, 2, 3
To find the Eigen vector consider the system (𝐴 − λI)X = 0
2−λ 0 1 𝑥1 0
[ 0 2−λ 0 ] [𝑥2 ] = [0]
1 0 2 − λ 𝑥3 0
Eigen vector corresponding to λ=1:
2−1 0 1 𝑥1 0
[ 0 2−1 0 ] [𝑥2 ] = [0]
1 0 2 − 1 𝑥3 0
1 0 1 1 𝑥 0
[0 1 0] [𝑥2 ] = [0]
1 0 1 𝑥3 0
𝑥1 −𝛼 −1
[𝑥2 ] = [ 0 ] = 𝛼 [ 0 ]
𝑥3 𝛼 1
−1
[ 0 ] is the Eigenvector to the corresponding Eigen value λ=1.
1
Eigen vector corresponding to λ=2:
2−λ 0 1 𝑥1 0
[ 0 2−λ 𝑥
0 ] [ 2 ] = [0]
1 0 2 − λ 𝑥3 0
Page | 38
2−2 0 1 𝑥1 0
[ 0 2−2 𝑥
0 ] [ 2 ] = [0]
1 0 2 − 2 𝑥3 0
0 0 1 𝑥1 0
[0 0 0] [𝑥2 ] = [0]
1 0 0 𝑥3 0
𝑥1 0 0
𝑥
[ 2 ] = [𝛼 ] = 𝛼 [1]
𝑥3 0 0
0
The Eigen vector is[1]
0
Eigen vector corresponding to λ=3:
2−λ 0 1 𝑥1 0
[ 0 2−λ 0 ] [𝑥2 ] = [0]
1 0 2 − λ 𝑥3 0
2−3 0 1 𝑥1 0
[ 0 2−3 𝑥
0 ] [ 2 ] = [0]
1 0 2 − 3 𝑥3 0
−1 0 1 𝑥1 0
[ 0 −1 0 ] [𝑥2 ] = [0]
1 0 −1 𝑥3 0
x1 1
x = 0 = 0
2
x3 1
1
The Eigen vector is [0]
1
𝟔 −𝟐 𝟐
3. Find the Eigen values and the corresponding Eigen vectors of the matrix [−𝟐 𝟑 −𝟏]
𝟐 −𝟏 𝟑
6 −2 2
Sol: Given 𝐴 = [−2 3 −1]
2 −1 3
The characteristic equation of matrix A is |A-λI|=0
6 − λ −2 2
i.e. |A- λ I| =| −2 3 − λ −1 | = 0 ≡ 𝜆3 − 𝑆1 𝜆2 + 𝑆2 𝜆 − 𝑆3 = 0
2 −1 3−λ
Page | 39
𝑆1= SUM OF DIAGONAL ELEMENTS OF A 6+3 +3=12
3 −1 6 2 6 −2
𝑆2 = SUM OF MINORS OF DIAGONAL ELEMENTS OF A= | |+| |+| |=8+14+14=36
−1 3 2 3 −2 3
𝑆3 = DET A = 32
(6 − λ)[(3 − λ)2 − 1] + 2[−2(3 − λ) + 2] + 2[2 − 2(3 − λ)] = 0
(6 − λ)[λ2 − 6λ + 8] + 2[2λ − 4] + 2[2λ − 4] = 0
λ3 − 12λ2 + 36λ − 32 = 0
λ = 2, 2, 8
The Eigen values of A is 2, 2, 8
The Eigen vector of matrix A corresponding to𝛌 = 𝟐;
To find the Eigen vector consider the system (𝐴 − λI)X = 0 (𝐴 − 2I)X = 0
6−2 −2 2 𝑥1 0
[ −2 3 − 2 𝑥
−1 ] [ 2 ] = [0]
2 −1 3 − 2 𝑥3 0
4 −2 2 𝑥1 0
[−2 1 −1] [𝑥2 ] = [0]
2 −1 1 𝑥3 0
4𝑥1 − 2𝑥2 + 2𝑥3 = 0
−2𝑥1 + 𝑥2 − 𝑥3 = 0
2𝑥1 − 𝑥2 + 𝑥3 = 0
By observing that three equations are identical
Therefore, we have to take two arbitrary constants for any two variables
Let 𝑥1 = 𝑘1 , 𝑥2 = 𝑘2
From third equation 2𝑘1 − 𝑘2 + 𝑥3 = 0
𝑥3 = −2𝑘1 + 𝑘2
𝑥1 𝑘1 𝑘1 0 1 0
𝑥
X = [ 2] = [ 𝑘2 ] = [ 0 ] + [𝑘2 ] = 𝑘1 [ 0 ] + 𝑘2 [1]
𝑥3 −2𝑘1 + 𝑘2 −2𝑘1 𝑘2 −2 1
1 0
∴ 𝑋1 = [ 0 ] 𝑋2 = [1]
−2 1
The Eigen vector of matrix A corresponding to𝛌 = 𝟖;
To find the Eigen vector consider the system (𝐴 − λI)X = 0 (𝐴 − 8I)X = 0
6−8 −2 2 𝑥1 0
[ −2 3 − 8 𝑥
−1 ] [ 2 ] = [0]
2 −1 3 − 8 𝑥3 0
−2 −2 2 𝑥 1 0
[−2 −5 −1] [𝑥2 ] = [0]
2 −1 −5 𝑥3 0
Page | 40
−2𝑥1 − 2𝑥2 + 2𝑥3 = 0
−2𝑥1 − 5𝑥2 − 𝑥3 = 0
2𝑥1 − 𝑥2 − 5𝑥3 = 0
By solving above three equations we get 𝑥1 = 2, 𝑥2 = −1, 𝑥3 = 1
𝑥1 2
𝑥
X3 = [ 2 ] = [−1]
𝑥3 1
1 0 2
The Eigen vectors are 𝑋1 = [ 0 ] 𝑋2 = [1] X3 = [−1]
−2 1 1
𝟖 −𝟔 𝟐
4. Find the Eigen values and the corresponding Eigen vectors of the matrix [−𝟔 𝟕 −𝟒]
𝟐 −𝟒 𝟑
8 −6 2
Sol: Given 𝐴 = [−6 7 −4]
2 −4 3
The characteristic equation of matrix A is |A-λI|=0
8 − λ −6 2
i.e. |A- λ I| =| −6 7 − λ −4 | = 0
2 −4 3−λ
(8 − λ)[(7 − λ)(3 − λ) − 16] + 6[−6(3 − λ) + 8] + 2[24 − 2(7 − λ)] = 0
(8 − λ)[λ2 − 10λ + 5] + 6[6λ − 10] + 2[2λ − 10] = 0
λ3 − 18λ2 + 45λ = 0
λ = 0, 3, 15
The Eigen values of A is 0, 3, 15
The Eigen vector of matrix A corresponding to𝛌 = 𝟎;
To find the Eigen vector consider the system (𝐴 − λI)X = 0 (𝐴 − 0I)X = 0
8−0 −6 2 𝑥1 0
[ −6 7 − 0 𝑥
−4 ] [ 2 ] = [0]
2 −4 3 − 0 𝑥3 0
8 −6 2 𝑥1 0
𝑥
[−6 7 −4] [ 2 ] = [0]
2 −4 3 𝑥3 0
8𝑥1 − 6𝑥2 + 2𝑥3 = 0
−6𝑥1 + 7𝑥2 − 4𝑥3 = 0
2𝑥1 − 4𝑥2 + 3𝑥3 = 0
By solving above any of the two equations we get 𝑥1 = 1, 𝑥2 = 2, 𝑥3 = 2
1
Eigen vector 𝑋1 = [2]
2
The Eigen vector of matrix A corresponding to𝛌 = 𝟑;
To find the Eigen vector consider the system (𝐴 − λI)X = 0 (𝐴 − 3I)X = 0
Page | 41
8−3 −6 2 𝑥1 0
[ −6 7 − 3 𝑥
−4 ] [ 2 ] = [0]
2 −4 3 − 3 𝑥3 0
5 −6 2 𝑥1 0
[−6 4 −4] [𝑥2 ] = [0]
2 −4 0 𝑥3 0
5𝑥1 − 6𝑥2 + 2𝑥3 = 0
−6𝑥1 + 4𝑥2 − 4𝑥3 = 0
2𝑥1 − 4𝑥2 = 0
By solving above any of the two equations we get 𝑥1 = −2, 𝑥2 = −1, 𝑥3 = 2
−2
Eigen vector 𝑋2 = [−1]
2
The Eigen vector of matrix A corresponding to 𝛌 = 𝟏𝟓;
To find the Eigen vector consider the system (𝐴 − λI)X = 0 (𝐴 − 15I)X = 0
8 − 15 −6 2 𝑥1 0
[ −6 7 − 15 −4 ] [𝑥2 ] = [0]
2 −4 3 − 15 𝑥3 0
−7 −6 2 𝑥1 0
[−6 −8 −4 ] [𝑥2 ] = [0]
2 −4 −12 𝑥3 0
−7𝑥1 − 6𝑥2 + 2𝑥3 = 0
−6𝑥1 − 8𝑥2 − 4𝑥3 = 0
2𝑥1 − 4𝑥2 − 12𝑥3 = 0
By solving above any of the two equations we get 𝑥1 = 2, 𝑥2 = −2, 𝑥3 = 1
2
Eigen vector 𝑋3 = [−2]
1
1 −2 2
The Eigen vectors are 𝑋1 = [2] 𝑋2 = [−1] X3 = [−2]
2 2 1
Properties of Eigen Values:
1. The sum of the Eigen values of a matrix A is same as trace of the matrix A.
Page | 42
−(𝑎11 +𝑎22 +𝑎33 )
= −1
= 𝑎11 + 𝑎22 + 𝑎33
= Trace of A
Hence the result.
2. The product of the Eigen values of a matrix A is equal to its determinant.
= (−1)2𝑛 (𝜆1 𝜆2 … … … . 𝜆𝑛 )
|𝐴| = 𝜆1 𝜆2 … … … . 𝜆𝑛
Hence the result.
3. If 𝝀 is an Eigen value of A corresponding to the Eigen vector X then 𝝀𝒏 is the Eigen value of
𝑨𝒏 corresponding to the Eigen vector X.
Proof:
Since 𝜆 is an Eigen value of A corresponding to the Eigen vector X, we have
𝐴𝑋 = 𝜆 𝑋 -----------------------------1
Pre multiplying equation 1 by A
𝐴(𝐴𝑋) = A (𝜆 𝑋)
(𝐴𝐴)𝑋 = 𝜆 (𝐴 𝑋)
𝐴2 𝑋 = 𝜆 (𝜆 𝑋)
𝐴2 𝑋 = 𝜆2 𝑋
Hence 𝜆2 is Eigen value of 𝐴2 with 𝑋 itself as the corresponding Eigen Vector.
Thus the theorem is true for 𝑛 = 2.
Let the result be true for 𝑛 = 𝑘.
Then 𝐴𝑘 𝑋 = 𝜆𝑘 𝑋
Pre multiplying this by A
𝐴 (𝐴𝑘 𝑋) = 𝐴(𝜆𝑘 𝑋)
𝐴𝑘+1 𝑋 = 𝜆𝑘 (𝐴𝑋)
= 𝜆𝑘 (𝜆𝑋) (Since 𝑨𝑿 = 𝝀 𝑿 )
𝑘+1
=𝜆 𝑋
𝐴𝑘+1 𝑋 = 𝜆𝑘+1 𝑋
Which implies that 𝜆𝑘+1 is Eigen value of 𝐴𝑘+1 with X itself as the corresponding Eigen
Vector.
Hence by the principle of mathematical induction, the theorem is true for all positive integers n.
4. A square matrix A and it’s transpose 𝑨𝑻 have the same Eigen values.
Proof:
We have (𝐴 − 𝜆𝐼)𝑇 = 𝐴𝑇 − 𝜆𝐼 𝑇
= 𝐴𝑇 − 𝜆𝐼
|(𝐴 − 𝜆𝐼)𝑇 | =|𝐴𝑇 − 𝜆𝐼| or
𝑇
|𝐴 − 𝜆𝐼| =|𝐴 − 𝜆𝐼| [Since |𝑨𝑻 | = |𝑨| ]
Page | 43
∴ |𝐴 − 𝜆𝐼| = 0 if and only if |𝐴𝑇 − 𝜆𝐼| = 0
i.e., 𝜆 is an Eigen value of A if and only if 𝜆 is an Eigen value of 𝐴𝑇 .
Thus the Eigen values of A and 𝐴𝑇 are same.
= 𝜆𝑋 + 𝑘𝑋 (Since 𝑨𝑿 = 𝝀 𝑿 )
= (𝜆 + 𝑘)𝑋
(𝐴 + 𝑘𝐼) 𝑋 = (𝜆 + 𝑘)𝑋 -----------------
From Equation 2 , we see that that the scalar 𝑘 + 𝜆 is an 2 Eigen value of the matrix
𝐴 + 𝑘𝐼 and X is a corresponding Eigen vector.
6. If 𝝀𝟏 , 𝝀𝟐 … … . . 𝝀𝒏 are the Eigen values of a matrix A, then 𝒌𝝀𝟏 , 𝒌𝝀𝟐 … … . . 𝒌𝝀𝒏 are the Eigen
values of the matrix KA, where k is a non-zero scalar.
Proof:
Let A be a square matrix of order n.
Then |𝑘𝐴 − 𝜆𝑘𝐼| = |𝑘(𝐴 − 𝜆𝐼)|
= 𝑘 𝑛 |𝐴 − 𝜆𝐼|
Since 𝑘 ≠ 0, therefore |𝑘𝐴 − 𝜆𝑘𝐼| = 0 if and only if |𝐴 − 𝜆𝐼| = 0
i.e., 𝑘𝜆 is an Eigen value of 𝑘𝐴 if and only if 𝜆 is an Eigen value of A.
Thus 𝑘𝜆1 , 𝑘𝜆2 … … . . 𝑘𝜆𝑛 are the Eigen Values of the Matrix 𝑘𝐴 if 𝜆1 , 𝜆2 … … . . 𝜆𝑛 are the
Eigen values of the matrix A.
7. If 𝝀𝟏 , 𝝀𝟐 … … . . 𝝀𝒏 are the Eigen Values of A, then (𝝀𝟏 − 𝒌)(𝝀𝟐 − 𝒌) … … … . (𝝀𝒏 − 𝒌) are the
Eigen Values of the matrix (𝑨 − 𝒌𝑰), where k is a non-zero scalar.
Proof:
Since 𝜆1 , 𝜆2 … … . . 𝜆𝑛 are the Eigen values of A, then the characteristic polynomial of A is
|𝐴 − 𝜆𝐼| = (𝜆1 − 𝜆)(𝜆2 − 𝜆) … … … . (𝜆2 − 𝜆) -----------------------------
1
Thus the Characteristic polynomial of (𝐴 − 𝑘𝐼) is
|𝐴 − 𝑘𝐼 − 𝜆𝐼| = |𝐴 − (𝑘 + 𝜆)𝐼|
= [𝜆1 − (𝜆 + 𝑘)] [𝜆2 − (𝜆 + 𝑘)] ……[𝜆𝑛 − (𝜆 + 𝑘)] (Since from 1 )
= [(𝜆1 − 𝑘) − 𝜆] [(𝜆2 − 𝑘) − 𝜆] ………………….. [(𝜆𝑛 − 𝑘) − 𝜆]
This shows that the Eigen values of (𝐴 − 𝑘𝐼) are(𝜆1 − 𝑘)(𝜆2 − 𝑘) … … … . (𝜆𝑛 − 𝑘).
8. Prove that the Eigen values of 𝑨−𝟏 are the reciprocals of the Eigen values of A.
(Or)
If 𝝀 is an Eigen value of a non-singular matrix A corresponding to the Eigen vector X. Then
𝝀−𝟏 is an Eigen value of 𝑨−𝟏 and corresponding Eigen vector X itself.
Proof:
Since A is non-singular and product of the Eigen values is equal to |𝐴| , it follows that none of
the Eigen values of A is 0.
Page | 44
If 𝜆 is an Eigen value of the non-singular matrix A and X is the corresponding Eigen vector,
𝜆 ≠ 0 and 𝐴𝑋 = 𝜆 𝑋
Pre multiplying this with 𝐴−1 , we get
𝐴−1 (𝐴𝑋) = 𝐴−1 (𝜆 𝑋)
(𝐴−1 𝐴)𝑋 = 𝜆(𝐴−1 𝑋)
𝐼𝑋 = 𝜆(𝐴−1 𝑋)
𝑋 = 𝜆(𝐴−1 𝑋)
𝜆−1 𝑋 = 𝐴−1 𝑋
𝐴−1 𝑋 = 𝜆−1 𝑋 Since 𝝀 ≠ 𝟎
Hence by the definition, it follows that 𝜆−1 is an Eigen value of 𝐴−1 and X is the corresponding Eigen
vector.
|𝑨|
9. If 𝝀 is an Eigen value of a non-singular matrix A, then is an Eigen value of the matrix
𝝀
𝒂𝒅𝒋 𝑨.
Proof:
Since 𝜆 is an Eigen value of a non-singular matrix, therefore 𝜆 ≠ 0.
Also 𝜆 is an Eigen value of A implies that there exist a non-zero vector X such that
𝐴𝑋 = 𝜆 𝑋 ------------------1
Pre multiplying 1 by 𝑎𝑑𝑗 𝐴
(𝑎𝑑𝑗 𝐴) 𝐴𝑋 = (𝑎𝑑𝑗 𝐴) 𝜆𝑋
[(𝑎𝑑𝑗 𝐴) 𝐴]𝑋 = 𝜆[(𝑎𝑑𝑗 𝐴) 𝑋]
|𝐴| 𝐼 𝑋 = 𝜆(𝑎𝑑𝑗 𝐴)𝑋 [Since (𝒂𝒅𝒋 𝑨)𝑨 = |𝑨| 𝑰 ]
|𝐴| 𝑋 = 𝜆(𝑎𝑑𝑗 𝐴)𝑋
|𝐴|
𝑋 = (𝑎𝑑𝑗 𝐴)𝑋
𝜆
|𝐴|
(𝑎𝑑𝑗 𝐴)𝑋 = 𝑋
𝜆
|𝐴|
Since X is a non-zero vector, therefore from the relation 1 . It is clear that is an Eigen
𝜆
value of the matrix 𝑎𝑑𝑗 𝐴.
𝟏
10. If 𝝀 is an Eigen value of an orthogonal matrix, then 𝝀 is also an Eigen value.
Proof:
1
We know that if 𝜆 is an Eigen value of a matrix A, then 𝜆 is an Eigen value of 𝐴−1 .
Since A is an orthogonal matrix, therefore
𝐴−1 = 𝐴𝑇
1
is an Eigen value of 𝐴𝑇 .
𝜆
But the matrices A and 𝐴𝑇 have the same Eigen values. Since the determinants |𝐴 − 𝜆𝐼|
and |𝐴𝑇 − 𝜆𝐼|are same.
1
Hence 𝜆 is also an Eigen value of A.
11. The Eigen values of a diagonal matrix are its diagonal elements.
Proof: Let
Page | 45
𝑎11 0 0 …… 0
0 𝑎22 0 …… 0
0 0 𝑎33 … … 0
𝐷=
. . . …… .
. . . …… .
[ 0 0 0 …… 𝑎𝑛𝑛 ]
The characteristic equation of D is
|𝐷 − 𝜆𝐼| = 0
𝑎11 − 𝜆 0 0 …… 0
0 𝑎22 − 𝜆 0 …… 0
| |
0 0 𝑎33 − 𝜆 … … 0
=0
| . . . …… . |
. . . …… .
0 0 0 …… 𝑎𝑛𝑛−𝜆
13. If A and B are square matrices and if A is invertible then the matrices 𝑨−𝟏 𝑩 and 𝑩𝑨−𝟏 have
the same Eigen values.
Proof:
Given A is invertible, then 𝐴−1 exists.
Now 𝐴−1 𝐵 = 𝐴−1 𝐵 𝐼
= 𝐴−1 𝐵 (𝐴−1 𝐴)
= 𝐴−1 (𝐵𝐴−1 )𝐴
⇒ 𝐴−1 𝐵 = 𝐴−1 (𝐵𝐴−1 )𝐴 ---------------- 1
By using the above property, matrices 𝐵𝐴−1 and 𝐴−1 (𝐵𝐴−1 )𝐴 have the same Eigen
values.
Now by 1 , the matrices 𝐴−1 𝐵 and 𝐵𝐴−1 have the same Eigen values.
14. The Eigen values of a real symmetric matrix are always real.
Proof:
Let 𝜆 be an Eigen value of a real symmetric matrix A and let X be the corresponding Eigen
vector. Then 𝐴𝑋 = 𝜆 𝑋 ------------------ 1
Taking the Conjugate of 1
𝐴̅ 𝑋̅ = 𝜆̅ 𝑋̅
Taking the transpose on both sides
(𝐴̅ 𝑋̅)𝑇 = (𝜆̅ 𝑋̅ )𝑇
(𝑋̅)𝑇 (𝐴̅ )𝑇 = 𝜆̅ (𝑋̅)𝑇
Since A is symmetric, we have
𝐴̅ = 𝐴 and 𝐴𝑇 = 𝐴
∴ (𝑋̅)𝑇 𝐴 = 𝜆̅ (𝑋̅)𝑇
Post multiplying by X, we get
(𝑋̅)𝑇 𝐴 𝑋 = 𝜆̅ (𝑋̅)𝑇 𝑋 ------------2
Pre multiplying 1 with(𝑋̅)𝑇 , we get
(𝑋̅)𝑇 𝐴𝑋 = (𝑋̅)𝑇 𝜆 𝑋 ------------ 3
-
2 3
⇒ (𝜆 − 𝜆̅ ) (𝑋̅)𝑇 𝑋 = 0
⇒ (𝜆 − 𝜆̅ ) = 0 ̅ )𝑻 𝑿 ≠ 𝟎
𝒔𝒊𝒏𝒄𝒆 (𝑿
⇒ 𝜆 = 𝜆̅
⇒ 𝜆 is real
Hence the result.
15. If 𝝀 is an Eigen value of A,then prove that the Eigen value of 𝑩 = 𝒂𝟎 𝑨𝟐 + 𝒂𝟏 𝑨 + 𝒂𝟐 𝑰 is
𝒂𝟎 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟐 .
Proof:
If X be the Eigen vector corresponding to the Eigen value , then
𝐴𝑋 = 𝜆 𝑋 ------------------1
1
Page | 47
Pre multiplying by A on both sides of
𝐴(𝐴𝑋) = 𝐴(𝜆 𝑋)
(𝐴𝐴)𝑋 = 𝜆 (𝐴 𝑋)
𝐴2 𝑋 = 𝜆 (𝜆 𝑋) (Since 𝑨𝑿 = 𝝀 𝑿)
2 2
𝐴 𝑋 =𝜆 𝑋
Hence 𝜆 is Eigen value of 𝐴2 with 𝑋 itself as the corresponding Eigen Vector.
2
We have
𝐵 = 𝑎0 𝐴2 + 𝑎1 𝐴 + 𝑎2 𝐼
𝐵𝑋 = (𝑎0 𝐴2 + 𝑎1 𝐴 + 𝑎2 𝐼)𝑋
𝐵𝑋 = 𝑎0 𝐴2 𝑋 + 𝑎1 𝐴𝑋 + 𝑎2 𝑋
𝐵𝑋 = 𝑎0 𝜆2 𝑋 + 𝑎1 𝜆𝑋 + 𝑎2 𝑋
𝐵𝑋 = (𝑎0 𝜆2 + 𝑎1 𝜆 + 𝑎2 )𝑋
This shows that 𝑎0 𝜆2 + 𝑎1 𝜆 + 𝑎2 is an Eigen value of B and the corresponding Eigen Vector of
B is X.
16. Prove that the two Eigen vectors corresponding to the two different Eigen Values are
linearly independent.
Proof:
Let A be a square matrix. Let 𝑋1and 𝑋2 be the two Eigen vectors of A corresponding to two
distinct Eigen
values 𝜆1 and 𝜆2 .Then
𝐴𝑋1 = 𝜆1 𝑋1And 𝐴𝑋2 = 𝜆2 𝑋2 ---------------------1
Now we shall prove that the Eigen vectors 𝑋1and 𝑋2 are linearly independent.
Let us assume that the 𝑋1 and 𝑋2 are linearly dependent.
Then for two scalars 𝑘1 and 𝑘2 not both zeroes such that 𝑘1 𝑋1 + 𝑘2 𝑋2 = 0 ------------------ 2
Multiplying both sides of 2 by A, we get
𝐴 ( 𝑘1 𝑋1 + 𝑘2 𝑋2 ) = 𝐴(0)
𝐴 ( 𝑘1 𝑋1 ) + 𝐴(𝑘2 𝑋2 ) = 0
𝑘1 (𝐴𝑋1 ) + 𝑘2 (𝐴𝑋2 ) = 0
𝑘1 (𝜆1 𝑋1 ) + 𝑘2 (𝜆2 𝑋2 ) = 0 --------------------3 (Since from 1 )
3 - 𝜆2 1 ⇒ 𝑘1 (𝜆1 − 𝜆2 )𝑋1 = 0
⇒ 𝑘1 = 0 Since 𝝀𝟏 ≠ 𝝀𝟐 & 𝑿𝟏 ≠ 𝟎
Similarly 𝑘2 = 0
But this contradicts our assumption that 𝑘1 , 𝑘2 are not zeroes. Hence our assumption that
𝑋1 & 𝑋2 are Linearly independent is wrong.
Hence the statement is true.
17. For a real symmetric matrix, the Eigen vectors corresponding to two distinct Eigen values
are orthogonal.
Proof :
Let 𝜆1 and 𝜆2 be Eigen values of a real symmetric matrix A and let 𝑋1 & 𝑋2 be the
corresponding Eigen vectors.
Let 𝜆1 ≠ 𝜆2 , we have to show that 𝑋1 𝑇 𝑋2 = 0
1
Page | 48
We have 𝐴𝑋1 = 𝜆1 𝑋1---------------------
𝐴𝑋2 = 𝜆2 𝑋2 ---------------------
2
Pre multiplying 1 by 𝑋2 𝑇
𝑋2 𝑇 𝐴𝑋1 = 𝑋2 𝑇 𝜆1 𝑋1
Taking Transpose, we have
(𝑋2 𝑇 𝐴𝑋1 )𝑇 = (𝑋2 𝑇 𝜆1 𝑋1 )𝑇
⇒ 𝑋1 𝑇 𝐴𝑇 𝑋2 = 𝜆1 𝑋1 𝑇 𝑋2
⇒ 𝑋1 𝑇 𝐴𝑋2 = 𝜆1 𝑋1 𝑇 𝑋2 --------------------3 (Since 𝑨𝑻 = 𝑨)
Pre multiplying 2 by 𝑋1 𝑇
𝑋1 𝑇 𝐴𝑋2 = 𝜆2 𝑋1 𝑇 𝑋2 -----------------------
4
4
From 3 and 4
4
(𝜆1 − 𝜆2 )𝑋1 𝑇 𝑋2 = 0
⇒ 𝑋1 𝑇 𝑋2 = 0 Since 𝝀𝟏 ≠ 𝝀𝟐
∴ 𝑋1 is orthogonal to 𝑋2
5. Find the Eigen values and Eigen vectors of the matrix A and it’s inverse, where A =
Sol: Given A =
and x1 =
1
X = 0 = 0 is the solution where is arbitrary constant
0 0
Page | 49
1
X = 0 Is the Eigen vector corresponding to = 1
0
5 x3 = 0 x3 = 0
− x1 + 3x2 = 0 x1 = 3x2
Let x2 = k
x1 = 3k
3k 3
X = k = k 1
0 0
3
X = 1 is the Eigen vector corresponding to = 2
0
− 2 3 4 x1 0
For = 3, becomes 0 − 1 5 x2 = 0
0 0 0 x3 0
X=
19
X = 10 is the Eigen vector corresponding to = 3
2
Page | 50
Eigen values of A –1 are
1 1
Eigen values of A−1 are 1, ,
2 3
We know Eigen vectors of A –1 are same as Eigen vectors of A.
6.
Let f(A) =
Then Eigen values of f(A) are f(1), f(3) and f(-2)
f(1) = 3(1)3+5(1)2-6(1)+2(1) = 4
f(3) = 3(3)3+5(3)2-6(3)+2(1) = 110
f(-2) = 3(-2)3+5(-2)2-6(-2)+2(1) = 10
Eigen values of are 4,110,10
3i 2 + i
7. Find the Eigen values of A=
−2 + i − i
3i 2 + i
Sol: we have A=
−2 + i − i
−3i 2 − i 3i − 2 + i
and A =
T
So A =
−2 − i i
2 + i − i
A = − AT
Thus A is a skew-Hermitian matrix.
Page | 51
The characteristic equation of A is A − I = 0
3i − − 2 + i
A = =0
T
−2+i −i −
− 2i + 8 = 0
2
1 3
i
8. Find the Eigen values of A = 2 2
3 1i
2 2
1 3
− i
Now A = 2 2 and
3 − 1 i
2 2
1 3
− i
( ) T
A = 2 2
3 − 1 i
2 2
T 1 0
We can see that A . A = =I
0 1
Thus A is a unitary matrix
The characteristic equation is A − I = 0
1 3
i−
2 2 =0
3 1
i−
2 2
3 1 − 3 1
Which gives = + i and + i and
2 2 2 2
= 1/ 2 3 + 1/ 2i
Hence above values are Eigen values of A.
Page | 52
PROBLEMS
1. Show that the matrix A = satisfies its characteristic equation Hence find A-1
C2 → C2+C3
1 − 2 2 − 1 0 0 − 1 2 − 2
A = 1 − 2 3 A2 = − 1 − 1 2 A3 = − 2 2 − 1
0 − 1 2 − 1 0 1 − 1 1 0
− 1 2 − 2 − 1 0 0 1 − 2 2 1 0 0
A3 − A2 + A − I = − 2 2 − 1 − − 1 − 1 2 + 1 − 2 3 − 0 1 0
− 1 1 0 − 1 0 1 0 − 1 2 0 0 1
− 1 0 0 1 − 2 2 1 0 0 − 1 2 − 2
A−1 = − 1 − 1 2 − 1 − 2 3 + 0 1 0 = − 2 2 − 1
− 1 0 1 0 − 1 2 0 0 1 − 1 1 0
2) Using Cayley - Hamilton Theorem find the inverse and A4 of the matrix A =
Sol: Let A =
Page | 53
7− 2 −2
i.e., − 6 −1− 2 =0
6 2 −1 −
A-1
25 8 − 8 79 26 − 26
A = − 24 − 7 8 A = − 78 − 25 26
2 3
24 8 − 7 78 26 − 25
− 3 − 2 2
A = 6 5 − 2
1
−1
3
− 6 − 2 5
𝐴4 = 5𝐴3 − 7𝐴2 + 3𝐴
395 130 −130 175 56 −56 21 6 −6
𝐴4 = [−390 −125 130 ] − [−168 −49 56 ] + [−18 −3 6 ]
390 130 −125 168 56 −69 18 6 −3
241 80 −80
𝐴4 = [−240 −79 80 ]
240 80 −79
Diagonalization of a matrix:
Theorem: If a square matrix A of order n has n linearly independent eigen vectors (X1,X2…Xn)
corresponding to the n eigen values λ1,λ2….λn respectively then a matrix P can be found such that
P-1AP is a diagonal matrix.
Proof: Given that (X1,X2…Xn) be eigen vectors of A corresponding to the eigen values λ1,λ2….λn
respectively and these eigen vectors are linearly independent Define P = (X1,X2…Xn)
Since the n columns of P are linearly independent |P|≠0
Hence P-1 exists
Consider AP = A[X1,X2…Xn]
= [AX1, AX2…..AXn]
= [λX1, λ2X2….λnXn]
Page | 54
1 0 ... 0
0 ... 0
=[X1,X2…Xn] 2
AP=PD
Page | 55
To obtain An, Pre-multiply (1) by P and post multiply by P–1
Then PDnP–1 = P(P–1AnP)P–1
= (PP–1)An (PP–1) = An
An = PD n P −1
1n 0 0 0
0 n
0 0 −1
Hence A = P
n 2
P
0 0 0 nn
PROBLEMS
i.e,
0
Thus the Eigen values are λ=5, λ=-3 and λ=-3
when λ=5
Similarly, for the given Eigen value λ=-3 we can have two linearly independent Eigen vectors
X2 =
Page | 56
=
is a diagonal matrix.
𝟏 𝟎 −𝟏
2. Find a matrix P which transforms the matrix 𝑨 = [𝟏 𝟐 𝟏 ] too diagonal form. Hence
𝟐 𝟐 𝟑
Calculate 𝑨𝟒 .
Sol: Characteristic equation of A is given by |A-λI| = 0
i.e,
If x1, x2, x3 be the components of an Eigen vector corresponding to the Eigen value λ, we
have
[A-λI]X =
Page | 57
P=
0 2 − 1
1
The Matrix P is called modal matrix of A . P-1= − 2 2 0
2
− 2 − 2 − 1
1
0 − 1 2 1 0 − 1 1 − 2 − 1
Now P −1 AP = − 1 − 1 0 1 2 1 − 1 1 1
1
1 1 2 2 3 0 2 2
2
− 1
1 − 2 − 1 1 0 0 0 − 1
2
= − 1 1 1 0 16 0 − 1 1 0
0 2 2 0 0 81 − 2 − 2 − 1
−49 −50 −40
4
𝐴 = [ 65 66 40 ]
130 130 81
QUADRATIC FORMS
Quadratic form: A homogeneous expression of second degree in any number of variables is called a
quadratic form.
E.g.1. 3x + 5xy – 2y2 is a quadratic form in two variables x and y.
2
E.g.2. 2x2 + 3y2 – 4z2 + 2xy - 3yz + 5zx is a quadratic form in three variables x, y and z.
An expression of the form Q = XTAX = ∑𝑛𝑖=1 ∑𝑛𝑗=1 𝑎𝑖𝑗 𝑥𝑖 𝑥𝑗 , where 𝑎𝑖𝑗 ’s are constants, is called a
quadratic form in n variables x1,x2,…….xn.
To write the matrix of the quadratic form, we have to follow the following procedure.
❖ Write the coefficients of square terms along the diagonal and divide the coefficients of the
product terms xy, yz, zx by 2 and write them at the appropriate places.
𝑥 𝑦 𝑧
𝑥𝑦 𝑥𝑧
𝑥 𝑥2
2 2
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𝑥𝑦 𝑦𝑧
𝑦 𝑦2
2 2
𝑥𝑧 𝑦𝑧
𝑧 𝑧2
2 2
E.g.1. Write the matrix of the quadratic form ax2 + 2hxy + by2.
𝑥 𝑦
𝑥𝑦
𝑥 𝑥2
2
𝑥𝑦
𝑦 𝑦2
2
𝑎 ℎ
The corresponding matrix is ( )
ℎ 𝑏
E.g.2. Find the matrix of the quadratic form x2 + 2y2 + 3z2 + 4xy + 5yz + 6zx.
Sol. The given quadratic form is x2 + 2y2 + 3z2 + 4xy + 5yz + 6zx
1 2 3 𝑥
5⁄
The matrix of the quadratic form is A= (2 2 2), X = [ ], XT = [𝑥
𝑦 𝑦 𝑧]
3 5⁄2 3 𝑧
1 2 3
E.g.3. Find the quadratic form relating to the symmetric matrix [2 1 3]
3 3 1
1 2 3
Sol. The given symmetric matrix is [2 1 3]
3 3 1
We know that the general form of quadratic form is Q = XTAX,
𝑥 1 2 3
Where X =[ 𝑦 ], XT = [𝑥 𝑦 𝑧] and A = [2 1 3]
𝑧 3 3 1
1 2 3 𝑥
Required quadratic form = XTAX = [𝑥 𝑦 𝑧 ] [2 1 3] [ 𝑦 ]
3 3 1 𝑧
𝑥 + 2𝑦 + 3𝑧
= [𝑥 𝑦 𝑧] [2𝑥 + 𝑦 + 3𝑧]
3𝑥 + 3𝑦 + 𝑧
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CANONICAL FORM (OR) NORMAL FORM OF A QUADRATIC FORM
Let XTAX be a quadratic form in n variables. Then there exists a real non singular linear
transformation X = PY which transforms XTAX to another quadratic form of the type YTDY = 𝜆1 𝑦12 +
𝜆2 𝑦22 + … … … . +𝜆𝑛 𝑦𝑛2 , then YTDY is called the canonical form of XTAX. Where D = diag
[𝜆1 , 𝜆2 , … … … 𝜆𝑛 ].
Definition.1.The number of positive terms in canonical form of a quadratic form is known as the
index of the quadratic form, it is denoted by s.
Definition.2.The difference between the number of positive terms and the number of negative
terms in canonical form of a quadratic form is known as the signature of the quadratic form.
2 0 0
The matrix of the quadratic form is A = [0 2 1]
0 1 2
The characteristic equation of matrix A is |𝐴 − 𝜆𝐼| = 0
2−𝜆 0 0
| 0 2−𝜆 1 |=0
0 1 2−𝜆
By solving the above we can get the characteristic roots are 1, 2, 3.
Since all the roots are positive, the nature of the quadratic form is positive definite.
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Procedure to Reduce Quadratic Form into Canonical Form By Orthogonal transformation
Step5. Form the matrix P containing normalized Eigen vectors of A as column vectors.
i.e. P = [ e1,e2,……….en] then X = PY gives the required orthogonal transformation which
reduces quadratic form to canonical form.
Step6. Since P is an orthogonal matrix, we have P-1 = PT
Therefore D = P-1AP = PTAP, where D is diabolized matrix.
Step7. Write the canonical form using 𝜆1 𝑦12 + 𝜆2 𝑦22 + … … … . +𝜆𝑛 𝑦𝑛2 .
E.g1. Reduce the quadratic form 3x2 + 2y2 + 3z2 – 2xy - 2yz in to the normal form (canonical form).
3 −1 0
Sol: The matrix A of the given quadratic form is [−1 2 −1]
0 −1 3
The characteristic equation of A is |𝐴 − 𝜆𝐼| = 0
3−𝜆 −1 0
| −1 2−𝜆 −1 | = 0
0 −1 3−𝜆
(𝜆 − 3)(𝜆 − 1)(𝜆 − 4) = 0
1
The Eigen vector corresponding to Eigen value 𝜆 = 3 is X1 = [ 0 ]
−1
1
The Eigen vector corresponding to Eigen value 𝜆 = 1 is X2 = [ 2 ]
1
1
The Eigen vector corresponding to Eigen value 𝜆 = 4 is X3 = [−1]
1
The three Eigen vectors are mutually orthogonal. Now we can normalize these vectors and
𝑋 𝑋 𝑋
obtain 𝑒1 = ‖𝑋1‖ , e2 = ‖𝑋2‖ , e3 = ‖𝑋3 ‖
1 2 3
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1 1
1
√6 √3
√2 2 −1
𝑒1 = [ 0 ], 𝑒2 = √6
, 𝑒3 = √3
−1
1 1
√2 [ √6 ] [ √3 ]
1 1 1
√2 √6 √3
2 −1
Let P = The modal matrix in normalized form = [𝑒1 𝑒2 𝑒3 ] = 0 √6 √3
−1 1 1
[√2 √6 √3 ]
3 0 0
D = [0 1 0]
0 0 4
The required canonical form (or) normal form is
3 0 0 𝑦1
YTDY = [𝑦1 𝑦2 𝑦3 ] [0 1 0] [𝑦2 ] = 3𝑦12 + 𝑦22 + 4𝑦32
0 0 4 𝑦3
Here the linear transformation is X = PY
1 1 1
𝑥 √2 √6 √3 𝑦1
2 −1
[ ]= 0
𝑦 𝑦
[ 2]
√6 √3
𝑧 −1 1 1 𝑦3
[√2 √6 √3 ]
3 −1 0 1 0 0 1 0 0
[−1 2 −1] = [ 0 1 0]A[0 1 0]
0 −1 3 0 0 1 0 0 1
Applying 𝑅2 → 3𝑅2 + 𝑅1 , 𝐶2 → 3𝐶2 + 𝐶1
3 0 0 1 0 0 1 1 0
[0 15 −3] = [ 1 3 0]A[0 3 0]
0 −3 3 0 0 1 0 0 1
Applying 𝑅3 → 5𝑅3 + 𝑅2, 𝐶3 → 5𝐶3 + 𝐶2
3 0 0 1 0 0 1 1 1
[0 15 0 ] = [ 1 3 0 ] A [ 0 3 3 ]
0 0 60 1 3 5 0 0 5
𝑅1 𝐶1 𝑅2 𝐶2 𝑅3 𝐶3
Applying , , , , ,
√3 √3 √15 √15 √60 √60
1 1 1 1
0 0
1 0 0 √3 √3 √15 √60
1 3 3 3
[0 1 0] = √15 √15
0 A 0 √15 √60
0 0 1 1 3 5 5
[ √60 √60 √60 ] [0 0
√60 ]
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1 0 0
Where D is the diagonal matrix, D =[0 1 0]
0 0 1
1 1 1
√3 √15 √60
3 3
P= 0 √15 √60
5
[0 0
√60 ]
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UNIT-II
MEAN VALUE THEOREMS
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I Rolle’s Theorem:
Let f(x) be a function such that
(i). It is continuous in closed interval [a, b]
(ii). It is differentiable in open interval (a, b) and
(iii). f(a) = f(b).
Then there exists at least one point ‘c’ in (a, b) such that f1(c) = 0.
Geometrical Interpretation of Rolle’s Theorem:
Let f : [ a, b] → R be a function satisfying the three conditions of Rolle ’s Theorem. Then the graph.
c = π/4 є(0, π)
Hence Rolle’s theorem is verified.
x 2 + ab
2. Verify Rolle’s theorem for the functions log in[a,b] , a>0, b>0,
x( a + b )
x 2 + ab
Sol: Let f(x) = log
x( a + b )
= log(x2+ab) – log x –log(a+b)
(i). Since f(x) is a composite function of continuous functions in [a,b], it is continuous in [a,b].
1 1 x 2 − ab
(ii). f1(x) = .2 x − =
x 2 + ab x x( x 2 + ab)
f1(x) exists for all xє(a,b)
a 2 + ab
(iii). f(a) = log = log1 = 0
a + ab
2
b 2 + ab
f(b) = log = log1 = 0
b + ab
2
f(a) = f(b)
Thus f(x) satisfies all the three conditions of Rolle ’s Theorem.
So, c (a, b) f1(c) = 0,
c 2 − ab
f1(c) = 0, = 0 c2 = ab
c( c + ab )
2
c = ab (a, b)
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4. Verify Rolle’s theorem for the function f(x) = (x-a)m(x-b)n where m,n are positive integers in [a,b].
Sol: (i). Since every polynomial is continuous for all values, f(x) is also continuous in[a,b].
(ii) f(x) = (x-a)m(x-b)n
f1(x) = m(x-a)m-1(x-b)n+(x-a)m.n(x-b)n-1
= (x-a)m-1(x-b)n-1[m(x-b)+n(x-a)]
=(x-a)m-1(x-b)n-1[(m+n)x-(mb+na)]
Which exists
Thus f(x) is derivable in (a,b)
(iii) f(a) = 0 and f(b) = 0
f(a) =f(b)
Thus three conditions of Rolle’s theorem are satisfied.
There exists c є(a,b) such that f1(c)=0
(c-a)m-1(c-b)n-1[(m+n)c-(mb+na)]=0
(m+n)c-(mb+na)=0
=> (m+n)c = mb+na
𝑚𝑏+𝑛𝑎
c = 𝑚+𝑛
є(a,b)
Rolle ’s Theorem verified.
5. Using Rolle ’s Theorem, show that g(x) = 8x3-6x2-2x+1 has a zero between 0 and 1.
Sol: g(x) = 8x3-6x2-2x+1 being a polynomial, it is continuous on [0,1] and differentiable on (0,1)
Now g(0) = 1 and g(1)= 8-6-2+1 = 1
Also g(0)=g(1)
Hence, all the conditions of Rolle’s theorem are satisfied on [0,1].
Therefore, there exists a number cє(0,1) such that g1(c)=0.
Now g1(x) = 24x2-12x-2
g1(c)= 0 => 24c2-12c-2 =0
3 21
c= ie c= 0.63 or -0.132
12
only the value c = 0.63 lies in (0,1)
Thus there exists at least one root between 0 and 1.
6. Verify Rolle’s theorem for f(x) = x 2/3 -2x 1/3 in the interval (0, 8).
Sol: Given f(x) = x 2/3 -2x 1/3
f(x) is continuous in [0,8]
f1(x) = 2/3 . 1/x1/3 -2/3 . 1/x2/3 = 2/3(1/x1/3 – 1/x2/3)
Which exists for all x in the interval (0,8)
f is derivable (0,8).
Now f(0) = 0 and f(8) = (8)2/3-2(8)1/3 = 4-4 =0
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i.e., f(0) = f(8)
Thus all the three conditions of Rolle’s Theorem are satisfied.
There exists at least one value of c in(0,8) such that f1(c)=0
1 1
ie. 1
− 2
= 0 => c = 1 є (0,8)
3 3
c c
Hence Rolle’s Theorem is verified.
7. Verify Rolle’s theorem for f(x) = x(x+3)e-x/2 in [-3,0].
Sol: - (i). Since x(x+3) being a polynomial is continuous for all values of x and e-x/2 is also continuous for all x,
their product x(x+3)e-x/2 = f(x) is also continuous for every value of x and in particular f(x) is continuous in the
[-3,0].
(ii). we have f1(x) = x(x+3)( -1/2 e-x/2)+(2x+3)e-x/2
-x/2
x 2 + 3x
=e [2x+3- ]
2
=e-x/2[6+x-x2/2]
Since f1(x) doesnot become infinite or indeterminate at any point of the interval(-3,0).
f(x) is derivable in (-3,0)
(iii) Also we have f(-3) = 0 and f(0) =0
f (-3)=f(0)
Thus f(x) satisfies all the three conditions of Rolle’s theorem in the interval [-3,0].
Hence there exist at least one value c of x in the interval (-3, 0) such that f1(c)=0
i.e., ½ e-c/2(6+c-c2)=0 =>6+c-c2=0 (e-c/2≠0 for any c)
=> c2+c-6 = 0 => (c-3)(c+2)=0
c=3,-2
Clearly, the value c= -2 lies within the (-3,0) which verifies Rolle’s theorem.
II. Lagrange’s mean value Theorem
Let f(x) be a function such that (i) it is continuous in closed interval [a,b] & (ii) differentiable in (a,b). Then at
least one point c in (a,b) such that
f (b) − f (a)
f1(c) =
b−a
Geometrical Interpretation of Lagrange’s Mean Value theorem:
Let f : [ a, b] → R be a function satisfying the two conditions of Lagrange’s theorem. Then the graph.
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1. y=f(x) is continuous curve in [a,b]
2. At every point x=c, when a<c<b, on the curve y=f(x), there is unique tangent to the curve. By Lagrange’s
f (b) − f (a )
theorem there exists at least one point c (a, b) f (c) =
1
b−a
Geometrically there exist at least one point c on the curve between A and B such that the tangent line is
parallel to the chord AB
2 4 + 144 2 148 1 37
c= = =
6 6 3
1 + 37
We see that lies in open interval (0,4) & thus Lagrange’s Mean value theorem is verified.
3
2. Verify Lagrange’s Mean value theorem for f(x) = loge x in [1,e]
This function is continuous in closed interval [1,e] & derivable in (1,e).Hence L.M.V.T is applicable
here. By this theorem, a point c in open interval (1,e) such that
f (e) − f (1) 1 − 0 1
f1(c) = = =
e −1 e −1 e −1
1 1 1
But f1(c) = == =
e −1 c e −1
c = e - 1
Note that (e-1) is in the interval (1, e).
Hence Lagrange’s mean value theorem is verified.
3. Give an example of a function that is continuous on [-1, 1] and for which mean value theorem does not
hold with explanations.
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Sol:- The function f(x) = x is continuous on [-1,1]
But Lagrange Mean value theorem is not applicable for the function f(x) as its derivative does not
exist in (-1,1) at x=0.
b−a b−a
4. If a<b, P.T Tan −1b − Tan −1 a using Lagrange’s Mean value theorem. Deduce the
1+ b 2
1+ a2
following.
3 4 1
i). + Tan −1 +
4 25 3 4 6
5 + 4 +2
ii). Tan −1 2
20 4
Sol: consider f(x) = Tan-1 x in [a,b] for 0<a<b<1
Since f(x) is continuous in closed interval [a,b] & derivable in open interval (a,b).
We can apply Lagrange’s Mean value theorem here.
Hence there exists a point c in (a,b)
f (b) − f (a )
f1(c) =
b−a
1 1
Here f1(x) = & hence f 1 (c) =
1+ x 2
1+ c2
Thus c, a < c < b
1 Tan −1b − Tan −1 a
= ------- (1)
1+ c2 b−a
We have 1+a2<1+c2<1+b2
1 1 1
1 + a 1 + c 1 + b2
2 2
……….. (2)
From (1) and (2), we have
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𝑏−𝑎 −1 −1
𝑏−𝑎
⟹ < 𝑡𝑎𝑛 𝑏 − 𝑡𝑎𝑛 𝑎 <
1 + 𝑏2 1 + 𝑎2
Hence the result
3 4 1
+ Tan −1 +
Deductions: - 4 25 3 4 6
b−a b−a
(i)We have Tan −1b − Tan −1 a
1+ b 2
1+ a2
4
Take b = & a=1, we get
3
4 4 4−3
−1 −1
3 −1 4 3 4 4−3
−1
Tan ( ) − Tan (1) == 3 Tan −1 ( ) −
1+
16 3 1 + 12
25 3 4 3
9 9 2
3 4 1
+ Tan −1 ( ) +
25 4 3 4 6
5 + 4 +2
Tan −1 2
(ii) 20 4
b−a b−a
We have Tan −1b − Tan −1 a
1+ b 2
1+ a2
Taking b=2 and a=1, we get
2 −1 2 −1 1 1
Tan −1 2 − Tan −11 Tan −1 2 −
1+ 2 2
1+12
5 4 2
1 2+
+ Tan −1 2
5 4 4
4 + 5 2+
+ Tan −1 2
20 4
5. Show that for any x > 0, 1 + x < ex < 1 + xex.
Sol: - Let f(x) = ex defined on [0, x]. Then f(x) is continuous on [0, x] & derivable on (0, x).
By Lagrange’s Mean value theorem a real number c є (0, x) such that
f ( x) − f (0)
= f 1 (c )
x−0
e x -e0 c e x -1 c
=e =e ………….(1)
x-0 x
Note that 0<c<x => e0<ec<ex ( ex is an increasing function)
ex −1
=> 1 e x From (1)
x
=> x<ex-1<xex
=> 1+x<ex<1+xex.
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5
6. Calculate approximately 245 by using L.M.V.T.
5
Sol: - Let f(x) = x =x1/5& a=243, b=245 [a,b]=[243,245]
Then f1(x) = 1/5 x- 4/5& f1(c) = 1/5c- 4/5
By L.M.V.T, we have
f (b) − f (a)
= f 1 (c )
b−a
−4
f (245) − f (243) 1
=> = c 5
245 − 243 5
=> f (245) =f (243) +2/5c-4/5
=> c lies b/w 243 & 245 take c= 243
1 −4
2
=> 5
245 = (243) 1/5 -4/5
+2/5(243) = (3 ) + (35 ) 5
5 5
5
= 3+ (2/5) (1/81) = 3+2/405 = 3.0049
7. Find the region in which f(x) = 1-4x-x2 is increasing &the region in which it is decreasing using M.V.T.
Sol: - Given f(x) = 1-4x-x2
f(x) being a polynomial function is continuous on [a,b] & differentiable on (a,b) a,b R
f satisfies the conditions of L.M.V.T on every interval on the real line.
f1(x) = - 4-2x= -2(2+x) xR
f1(x) = 0 if x = -2
for x<-2, f1(x) >0 & for x>-2 , f1(x)<0
Hence f(x) is strictly increasing on (-∞, -2) & strictly decreasing on (-2,∞)
8. Using Mean value theorem prove that Tan x > x in 0<x</2
Sol: - Consider f(x) = Tan x in , x where 0< <x</2
Tan x − Tan
= sec2 c ==
x −
Tan x - Tan = (x - )sec2 c
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Then f1(t) is defined & continuous in [a, x] where axb.
& f(t) exist in open interval (a, x).
By L.M.V.T a point c in open interval (a, x)
f ( x) − f (a)
= f 1 (c )
x−a
But it is given that f1(c) = 0
f(x) - f(a) = 0
f(x) = f(a) x
Hence f(x) is constant.
10 Using mean value theorem
iv) < tan(-1)v - tan(-1)u < where 0 < u <v hence deduce
f (b) − f (a ) f 1 (c)
=
g (b) − g (a) g 1 (c)
1
b− a b − a − 2c c
= 2 c == = = ab = c
1 1 −1 a− b 2 c
−
b a 2c c ab
Since a, b >0 , ab is their geometric mean and we have a<ab <b
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c(a,b) which verifies Cauchy’s mean value theorem.
2. Verify Cauchy’s Mean value theorem for f(x) = ex& g(x) = e-x in [3, 7] &
Find the value of c.
Sol: We are given f(x) = ex& g(x) = e-x
f(x) & g(x) are continuous and derivable for all values of x.
=>f & g are continuous in [3, 7]
TAYLOR’S SERIES
2! n!
is called Taylor series expansion of f (x ) of degree n about x = a assuming that f (x ) has successive
derivatives of all orders for x a , b
MACLAURIN ‘S SERIES
2 n
The series f ( x) = f (0) + x f (0) + x f (0) + ......... + x f n (0) + .......
2! n!
is called maclaurin series expansion of f (x ) degree n about x = 0 assuming that f (x ) has successive
derivatives of all orders for x 0, b and the remainder after nth term in Lagrange’s form of remainder
xn n
f ( x) , (0 1)
n!
PROBLEMS
( x − a) 2
f ( x) = f ( a ) + ( x − a ) f ( a ) + f ( a ) + .........................
2!
here f(x) = sin x and a = π/4
f ( x) = sin x f (a) = f (
) = cos
=
1
4 4 2
f ( x) = cos x 1
f ( a ) = f ( ) = cos =
4 4 2
f v ( x) = sin x f v (a ) = f v (
) = sin
=
1
4 4 2
( x − a) 2 ( x − a) n n
f ( x ) = f (a ) + ( x − a ) f ( a ) + f ( a ) + ...... + f (a ) + − − −
2! n!
(x − )2 (x − )3 (x − )4
1 1 4 1 4 1 4 1
Sin x = + (x − ) + (− )+ (− )+ ( ) + ....
2 4 2 2! 2 3! 2 4! 2
2 3
(x − ) (x − ) (x − )4
1 4 4 4
Sin x = 1 + ( x − ) − − + + .....
2 4 2! 3! 4!
Sol: Write x − = t x= + t
4 4
Sin2x = Sin2( + t ) = sin ( + 2t ) = cos2t
4 2
22 t 2 24 t 4
=1- + - …………………., for all values of t
2! 4!
22 2 24
=1 - (x − ) + ( x − ) 4 − .......... .......... ....... for all values of x
2! 4 4! 4
3). Expand 𝑒 𝑥𝑠𝑖𝑛𝑥 in powers of x
𝑥𝑠𝑖𝑛𝑥
Sol. f(x) = 𝑒
f(0) = e0 = 1
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f 11 ( x) = f 1 ( x)( x cos x + sin x) + f ( x)(− x sin x + 2 cos x)
f 11 (0) = 0 + 1(0 + 2) = 2
f 111 ( x) = f 11 ( x)( x cos x + sin x) + f 1 ( x)(− x sin x + 2 cos x) + f 1 ( x)(− x sin x + 2 cos x) + f ( x)(− x cos x − 3 sin x)
And so on.
Substituting the values of f(0) , f1(0) , etc ., in the Maclaurin’s series , we obtain
x 1 x 2 11 x 3 111
𝑒 𝑥𝑠𝑖𝑛𝑥 = f(x) = f(0) + f (0) + f (0) + f (0) + .......... .
1! 2! 3!
x2
= 1+ (2) + .......... ..........
2!
= 1 + x 2 + .......... .......
Sol:
f ( x) = =
(e x + 1) 2 e x − 2e x (1 + e x )e x (1 + e x ) e x + e 2 x − 2e 2 x
=
e x − e2x
(e x +1) 4 (e x +1) 4 (e x +1) 3
e0 − e0
f (0) = 0 =0
(e +1) 3
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(e x + 1) 3 (e x − 2e 2 x ) − (e x − e 2 x )3(1 + e x ) 2 e x
f ( x) =
iv
(e x +1) 6
=
(1 + e x ) e x − 2e 2 x − 3(e x − e 2 x )e x
(e x +1) 4
f (0) =
iv
(1 + e 0 ) e 0 − 2e 0 − 3(e 0 − e 0 )e 0 2
=− =−
1
(e +1)
0 4
16 8
2 n
The series f ( x) = f (0) + x f (0) + x f (0) + ......... + x f n (0) + .......
2! n!
log (1 + e x ) = log 2 + x
1 x 2 1 x3 x4 1
+ + (0) + − + ..........
2 2! 4 3! 4! 8
log (1 + e x ) = log 2 +
x x2 x4 _______(1)
+ − + .......... .......
2 8 192
ex 1 x x3
Deduction: = + − + .......... :
e x + 1 2 4 48
ex 1 2x 4x3
= + − + .......... .......
e x + 1 2 8 192
ex 1 x x3
= + − + .......... .....
e x + 1 2 4 48
Page | 78
(ii) f (x) is differentiable in (0, 1)
Thus f(x) satisfies the conditions of Taylor’s theorem
Now we consider Taylor’s theorem with Lagrange’s form of remainder
x2
f ( x) = f (0) + x f (0) + f (x) with 0< <1 → (1)
2!
Here a = 0 and x = 1 , n = p =2 ,b = 1
5
Now f (x) = (1 − x) 2
f (0) =1
−5 −5 −5
f ( x) = (1 − x) 3 2 f (0) = (1 − 0) 3 2 =
2 2 2
1
15 15 15
f ( x) = (1 − x)1 2 f (x) = (1 − x)1 2 f 11 ( ) = (1 − ) 2
4 4 4
And f(1) = 0
x2
From (1) , We have f ( x ) = f (0) + x f (0) + f (x)
2!
− 5 12 (15)
1
Substituting the values, we get 0 = 1 + 1( )+ (1 − ) 2
2 2!(4)
9
= = 0.36
25
lies in between 0 and 1.
Thus Taylor’s theorem is verified.
f111(x) =sinhx
x 2 11 x 3 111
coshx = f (0) + xf (0) + 1
f (0) + f (()) + ......
2! 3!
x2 x4 x6 x 2n
= 1+ + + + + ..... + + .......... ........
2! 4! 6! (2n)!
8. Find Maclaurin’s theorem with Lagrange’s form of remainder for f(x) = cosx.
x2 x n −1 xn n
f ( x) = f (0) + x f (0) + f (0) + ......... + f n −1
(0) + f (x)
2! (n − 1) ! n!
Page | 79
dn n
f n ( x) = n
(cos x) = cos( + x)
dx 2
n
At x=0 , f n (0) = cos( )
2
2n
f 2n
(0) = cos = cos n = (−1) n
2
(2n + 1)
And f ( 2 n +1) (0) = cos[ ]=0
2
x2 x4 x 2n x 2 n +1
cos x = f ( x) = 1 + 0 + (−1) + ......... + (1) + ...... + (−1) n + (−1) n (−1) cos(x)
2! 4! ( 2n) ! (2n + 1)!
x2 x4 x6 n x
2n
(−1) n+1 x 2 n+1
cos x = 1 − + − + .......... . + (−1) + ...... + cos(x)
2! 4! 6! (2n)! (2n + 1)!
2. Show that
sin −1 x x3
i) = x+4 + ...........
1 −x2 3!
1 1
ii) x =1 + ( x − 1) − ( x − 1) 2 + .......... for 0 x 2
2 8
Page | 80
TAYLOR`S SERIES FOR A FUNCTION OF TWO VARIABLES:
The series f ( x, y ) = f (a, b) + ( x − a ) f x (a, b) + ( y − b) f y (a, b)
1
+ [( x − a ) 2 f xx (a, b) + 2( x − a )( y − b) f xy (a, b) + ( y − b) 2 f yy (a, b)]
2!
1
+ [( x − a ) 3 f xxx (a, b) + 3( x − a ) 2 ( y − b) f xxy (a, b)
3!
+3( x − a )( y − b) 2 f xyy (a, b) + ( y − b) 3 f yyy (a, b)] + .................
is called the Taylor`s series expansion of f(x,y) at (a,b) in powers of (x-a) and (y-b).
NOTE: If we put a=0 and b=0 in taylor`s series expansion , we get
1
f ( x, y ) = f (0,0) + xf x (0,0) + yf y (0,0) + [ x 2 f xx (0,0) + 2 xyf xy (0,0) + y 2 f yy (0,0)] + ...
2!
This is know as Maclaurin`s series for function of two variables.
Problem 1: Expand f(x,y) = x2y+3y-2 in powers of (x-1) and (y+2) upto the terms of third degree.
Solution: Given f(x,y) = x2y+3y-2 and (x-1) , (y+2)
Here x=a=1 and y=b=-2Now differentiate f(x,y) w.r.to x & y partially, we get
f ( x, y ) = x 2 y + 3 y − 2 ; f ( x, y ) = f (1,−2) = 12 ( −2) + 3( −2) − 2 = −10
2
f x ( x, y ) = ( x y + 3 y − 2 ) = 2 xy ; f x ( x, y ) = f x (1,−2) = 2(1)(−2) = −4
x
2
f y ( x, y ) = (x y + 3y − 2) = x2 + 3 ; f y ( x, y ) = f y (1,−2) = 12 + 3 = 4
y
2
f xx ( x, y ) = 2 f ( x, y ) = ( 2 xy) = 2 y ; f xx ( x, y ) = f xx (1,−2) = 2 y = 2(−2) = −4
x x
2 2
f xy ( x, y ) = f ( x, y ) = ( x + 3) = 2 x ; f xy ( x, y ) = f xy (1,−2) = 2 x = 2(1) = 2
xy x
2 2
f yy ( x, y ) = 2 f ( x, y ) = ( x + 3) = 0 ; f yy ( x, y ) = f yy (1,−2) = 0
y y
Page | 81
3
f xxx ( x, y ) = f ( x, y ) = (2 y ) = 0 ; f xxx ( x, y ) = f xxx (1,−2) = 0
x 3
x
3
f xxy ( x, y ) = 2 f ( x, y ) = (2 y ) = 2 ; f xxy ( x, y ) = f xxy (1,−2) = 2
x y y
3
f xyy ( x, y ) = f ( x, y ) = ( 0) = 0 ; f xyy ( x, y ) = f xyy (1,−2) = 0
xy 2
x
3
f yyy ( x, y ) = f ( x, y ) = ( 0) = 0 ; f yyy ( x, y ) = f yyy (1,−2) = 0
y 3
y
1
f ( x, y ) = −10 + ( x − 1)(−4) + ( y + 2)4 + [( x − 1) 2 (−4) + 2( x − 1)( y + 2)(2)]
2!
1
+ [3( x − 1) 2 ( y + 2)] + ..............
3!
x 2 y + 3 y − 2 = −1 − 4( x − 1) + 4( y + 2) − 2( x − 1) 2 + 2( x − 1)( y + 2) + ( x − 1) 2 ( y + 2) + ....
1. Expand (i).f(x,y)=x2+xy+y2
Page | 82
UNIT-III
Multivariable Calculus
Page | 83
We have already studied the notion of limit, continuity and differentiation in relation
with functions of a single variable. In this chapter we introduce the notion of a function of
several variables, (i.e) function of two or more variables.
In day -to-day life we deal with things which depend on two or more
quantities. For example, the area of a room which is a rectangle consists of two variables;
length(say a) and breadth (say b) is given by A = ab .Hence A has a definite value for a pair
of values a and b, Similarly , the volume of rectangular parallelepiped consists of three
variables: length a ,breadth b and height h is given by V = abh.
Partial Differentiation:
A Partial derivative of a function of several variables is its derivative with
respect to one of those variables, with the others held constant.
PROBLEMS:
2 xy 2u 2u
1. If u = tan −1 2 2
, prove that + 2 =0
x − y x 2
y
2 xy
Sol: Given u = tan −1 2 2
x − y
Page | 84
u 1 2 xy
= . 2
x 2 2
4x y x x − y 2
1+ 2
(x − y 2 )2
(x2 − y 2 )2 ( x 2 − y 2 )2 y − 2 xy .2 x
= 2 .
(x − y 2 )2 + 4x2 y 2 (x2 − y 2 )2
2 y( x 2 − y 2 − 2 x 2 ) − 2 y( x 2 + y 2 ) − 2y
= = = 2
(x + y )
2 2 2
(x + y )
2 2 2
(x + y2 )
2u 2 y (2 x) 4 xy
and = 2 = 2
x 2
(x + y ) 2 2
(x + y 2 )2
similarly
u 2x 2 u − 2 y (2 x) − 4 xy
= 2 and = 2 = 2
y ( x + y 2 ) y 2
(x + y )
2 2
(x + y 2 )2
2u 2u
+ =0
x 2 y 2
2u 2u −1 x
2. Verify = for the function u = tan
xy yx y
−1 x
Sol: Let u = tan
y
u 1 1 y
= = 2 (Here y is a constant)
x x y y + x2
1 + ( )2
y
2 u ( y 2 + x 2 )1 − y (2 y ) x2 − y2
And = = 2 → (1)
yx ( y 2 + x2 )2 ( y + x2 )2
u 1 −x −x
Now = ( 2 ) = 2 (Here x is a constant)
y x y y + x2
1 + ( )2
y
2u ( y 2 + x 2 )1 − x(2 x) y2 − x2 x2 − y2
= −[ ]=− 2 = → ( 2)
xy ( y 2 + x2 )2 ( y + x2 )2 ( y 2 + x2 )2
2u 2u
From (1) & (2), we have =
xy yx
Page | 85
2 z 2 2z
3. If z = f ( x + ay) + ( x − ay) , Prove that =a 2
y 2 x
z
= f 1 ( x + ay).a + 1 ( x − ay)(− a )
y
= a ( f 1 ( x + ay) − 1 ( x − ay)
2z
= a ( f 11 ( x + ay).a + 11 ( x − ay)a )
y 2
= a 2 ( f 11 ( x + ay) + 11 ( x − ay))
2z 2 z
2
= a (by(1))
y 2 x 2
2u 2u 2u
4 .If r = x + y + z and u = + 2 + 2 = m(m + 1)r m − 2
2 2 2 2 m
r then Prove that
x 2
y z
r r x
2r = 2 x or = → ( 2)
x x r
r y r z
Similarly = and =
y r z r
Also we have u = rm
u u r x
= . = m.r m −1 . = mr m − 2 .x (Using (2))
x r x r
2u r
And = m[ x.( m − 2)r m−3 . + r m−2 .1]
x 2
x
Page | 86
m−2 x2
= mr [( m − 2). 2 + 1] (using (2))
r
mr m−2
= 2
[( m − 2).x 2 + r 2 ]
r
2 u 2 u 2 u mr m − 2
Hence + 2 + 2 = [( m − 2) x 2 + r 2 ]
x 2
y z r 2
mr m−2
= 2
[( m − 2)r 2 + 3r 2 ]
r
= mrm-2[(m-2) +3]
= m (m+1) rm-2
w w w
5. If w = (y-z) (z-x) (x-y) find the value of + +
x y z
w
=(y -z) (z-x) (x-y)] [Since y, z are constants]
x x
= (y-z) [(z-x). 1 + (x-y). (-1)]
= (y-z) [z-x - x + y]
= (y-z) (y+z-2x)
= (y-z) (y+z)-2x(y-z)
= y2-z2-2x(y-z) → (1)
By symmetry, we have
w
= z2-x2-2y(z-x) → ( 2)
y
w
And = x2-y2-2z(x-y) → (3)
z
(1) +(2) + (3) gives
Page | 87
w w w
+ + = (y2-z2)-2x(y-z) + (z2-x2)-2y(z-x) + (x2-y2)-2z(x-y)
x y z
w w w
+ + =0
x y z
−1
Sol: Given U = (x + y + z )
2 2 2 2
U − 1 2 −3
= (x + y 2 + z 2 ) 2 (x2 + y 2 + z 2 )
x 2 x
−3
−1 2
= ( x + y 2 + z 2 ) 2 (2 x) Since y, z are constants
2
−3
= − (x + y + z )
2 2 2 2
( x)
−3 −5
2U −3
= − [( x 2 + y 2 + z 2 ) 2 + x( )( x 2 + y 2 + z 2 ) 2 .2 x]
x 2
2
−5
= − ( x + y + z ) [ x 2 + y 2 + z 2 − 3x 2 ]
2 2 2 2
−5
= ( x + y + z ) [2 x 2 − y 2 − z 2 ] → (1)
2 2 2 2
Similarly, we get
−5
2U
= ( x + y + z ) [ − x 2 + 2 y 2 − z 2 ] → ( 2)
2 2 2 2
y 2
−5
2U
= ( x 2 + y 2 + z 2 ) 2 [− x 2 − y 2 + 2 z 2 ] → (3)
z 2
2U 2U 2U
+ + 2 =0
x 2 y 2 z
Page | 88
𝜕 𝜕 𝜕 2 −9
7. If 𝑈 = log(𝑥 3 + 𝑦 3 + 𝑧 3 − 3𝑥𝑦𝑧) then show that ( + + ) 𝑈 =
𝜕𝑥 𝜕𝑦 𝜕𝑧 (𝑥+𝑦+𝑧)2
Similarly
𝜕𝑈 3y2 −3xz
=
𝜕𝑦 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧
𝜕𝑈 3z2 −3xy
And =
𝜕𝑧 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧
𝜕𝑈 𝜕𝑈 𝜕𝑈 3(𝑥 2 +𝑦 2 +𝑧 2 −𝑥𝑦−𝑦𝑧−𝑧𝑥)
∴ + + =
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝑥 3 +𝑦 3 +𝑧 3 −3𝑥𝑦𝑧
𝜕𝑈 𝜕𝑈 𝜕𝑈 3(𝑥 2 +𝑦 2 +𝑧 2 −𝑥𝑦−𝑦𝑧−𝑧𝑥)
+ + = (𝑥+𝑦+𝑧)(𝑥 2
𝜕𝑥 𝜕𝑦 𝜕𝑧 +𝑦 2 +𝑧 2 −𝑥𝑦−𝑦𝑧−𝑧𝑥)
𝜕𝑈 𝜕𝑈 𝜕𝑈 3
+ + = (𝑥+𝑦+𝑧)
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕 2 𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
Now ( + + ) 𝑈 =( + + )( + + )𝑈
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕 𝜕𝑈 𝜕𝑈 𝜕𝑈
=( + + )( + + )
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕 𝜕 𝜕 3
=( + + )
𝜕𝑥 𝜕𝑦 𝜕𝑧 (𝑥+𝑦+𝑧)
𝜕 1 𝜕 1 𝜕 1
= 3( (𝑥+𝑦+𝑧)
+ (𝑥+𝑦+𝑧)
+ )
𝜕𝑥 𝜕𝑦 𝜕𝑧 (𝑥+𝑦+𝑧)
−1 −1 −1
= 3((𝑥+𝑦+𝑧)2 + (𝑥+𝑦+𝑧)2 + (𝑥+𝑦+𝑧)2)
−9
= (𝑥+𝑦+𝑧)2
𝜕 𝜕 𝜕 2 −9
∴( + + ) 𝑈 =
𝜕𝑥 𝜕𝑦 𝜕𝑧 (𝑥+𝑦+𝑧)2
Page | 89
HOMOGENEOUS FUNCTION:
Definitions:
Then f(x,y) is a homogeneous function of degree n ,since the degree of each term is n.
Examples :
1. Let f(x, y) = x2+y2.
Now f (kx, ky) = k2x2+k2y2 = k2 (x2+y2) = k2 f(x, y)
f(x, y) is a homogeneous function of order 2 .
2. Let f(x, y) = logy +2logx.
Now f(kx, ky) = log(ky) + 2log(kx) = 3logk + f(x,y) f(x,y)
f(x,y) is not a homogeneous function.
3x y
3. Let f(x, y) = + log( )
y x
3kx ky 3x y
Now f (kx, ky) = + log( ) = + log( ) = k 0 f ( x, y )
ky kx y x
Page | 90
EULER’S THEOREM OR HOMOGENEOUS FUNCTIONS:
z z
Statement: If z = f(x, y) is a homogeneous function of degree n, then x + y = nz,x, y
x y
in the domain of the function.
u u u
Corollary: If u is a homogeneous function of x, y & z of degree n ,then x +y +z = nu .
x y z
Examples:
x− y kx − ky
1. If f(x, y) = ,then f (kx, ky) = = k 0 f ( x, y )
x+ y kx + ky
xf x + yf y = 0
2 2 2 2
x y x kx ky kx
2. If u = + + , then u (kx, ky, kz) = + +
z z y kz kz ky
x 2 y 2 x
= k + +
0
z z y
= k0 u
u is a homogeneous function of degree 0 in x , y , z.
u u u
By Euler’s theorem, x +y +z = nu = 0. (u) = 0
x y z
2u 2u 2 u
2
f (u )
ii) x 2
+ 2 xy +y = g (u )[ g 1 (u ) − 1] where g (u) = n
x 2
xy y 2
f 1 (u )
Page | 91
Problems:
u u x3 y3
1. Find x +y if u = 3
x y x + y3
x3 y3
Sol: Given u (x,y) =
x3 + y3
(k 3 x 3 )(k 3 y 3 ) k 6 x3 y3
Now u (kx , ky) = = = k 3 u ( x, y )
k x +k y
3 3 3 3
k (x + y )
3 3 3
= 2z using (1)
Hence Euler’s theorem is verified.
Page | 92
x2 + y2 u u
4. If u = log Prove that x + y = 1
x+ y x y
x2 + y2
Sol: Given u = log → (1)
x+ y
x2 + y 2
e =
u
f (u ) = f ( x, y )
x+ y
(kx) 2 + (ky )2 x2 + y 2
f (kx, ky ) = =k
kx + ky x+ y
f is a homogeneous function of x and y of degree 1.
u u f (u )
By Deduction from Euler’s theorem, we have x +y =n 1
x y f (u )
u u eu
x +y =1
x y d (e u )
eu
=
eu
=1
x3 + y3 u u
5. If u = tan −1 ( ) Prove that x +y = sin 2u
x+ y x y
x3 + y3
Sol: Given u = tan −1 ( ) -----→(1)
x+ y
(kx)3 + (ky)3 2 x + y
3 3
f (kx, ky) = =k
kx + ky x+ y
f(x,y) is a homogeneous function of x and y of degree 2.
u u f (u )
By Deduction from Euler’s theorem, we have x +y =n 1
x y f (u )
Page | 93
u u tan u
x +y =2
x y d (tan u )
tan u
=2 2
sec u
sin u
=2
cos u
1
cos u
2
= 2sin u cos u
= sin 2u
x y u u
6. If u = sin −1 + tan −1 Prove that x +y =0
y x x y
x y
Sol: Given u = sin −1 + tan −1
y x
u 1 1 1 −y
Now = + 2 2
x x y 1+ y x
2
1−
y x
u 1 y
= − → (1)
x y2 − x2 x + y2
2
u 1 −x 1 1
Similarly = +
y x y 1+ y x
2 2 2
1−
y x
u −x x
= + 2 → ( 2)
y y y −x
2 2 x + y 2
x3 − y 3 u u
7. If u = sec−1 Prove that x +y = 2 cot u then evaluate
x+ y x y
2u 2u 2 u
2
x2 + 2 xy + y
x 2 xy y 2
x3 − y 3
Sol: We have u = sec −1 → (1)
x+ y
(kx)3 − (ky)3 2 x − y
3 3
f (kx, ky ) = =k
kx + ky x+ y
f(x,y) is a homogeneous function of x & y of degree 2.
u u f (u )
By Deduction from Euler’s theorem, we have x +y =n 1
x y f (u )
u u sec u
x +y =2
x y d (sec u )
sec u
=2
sec u tan u
1
=2
tan u
= 2 cot u
= 2cotu [-2cosec2u - 1]
=-2 cotu [2 cosec2 u + 1]
Page | 95
Exact differential:
In thermo dynamics, we come across more number of variables such as temperature (T),
Volume (V), Pressure (P), Work (W), etc. In this case any one f these can be expressed as a function
of remaining two variables. For example: T = f (P, V), T = f (P,W),Then we have the following results.
T T T T
dT = dp + dv → (1) dT = dp + dw → (2)
p v p w
T
In (1) ,the value of where T is a function of P& V is obtained treating V as a constant and
p
T T
we can write ( ) v .In the same way we can have ( ) w in (2) . This dT is Exact Differential of T.
p p
In general, if = ( x, y ) , d = dx + dy is called Exact Differential of .
x y
z z u z v z z u z v
= + and = +
x u x v x y u y v y
These are referred to as the chain rule of partial differentiation .The above rule can be
extended to functions of more than two independent variables.
dz
Then is called the total differential coefficient or total derivative of z.
dt
dz z dx z dy
= +
dt x dt y dt
Page | 96
𝝏𝒖 𝝏𝒖 𝝏𝒖
1. If 𝒖 = 𝒖(𝒚 − 𝒛, 𝒛 − 𝒙, 𝒙 − 𝒚) then prove that + + =𝟎
𝝏𝒙 𝝏𝒚 𝝏𝒛
Sol: Given 𝑢 = 𝑢(𝑦 − 𝑧, 𝑧 − 𝑥, 𝑥 − 𝑦)
Let 𝑋 = 𝑦 − 𝑧, 𝑌 = 𝑧 − 𝑥, 𝑍 = 𝑥 − 𝑦 then 𝑢 = 𝑢(𝑋, 𝑌, 𝑍) where X, Y, Z are
functions of x, y, z.
Then
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
= + +
𝜕𝑥 𝜕𝑋 𝜕𝑥 𝜕𝑌 𝜕𝑥 𝜕𝑍 𝜕𝑥
𝜕𝑢 𝜕𝑢 𝜕𝑢
= .0 + . (−1) + .1
𝜕𝑋 𝜕𝑌 𝜕𝑍
𝜕𝑢 𝜕𝑢
=− + --------------- (i)
𝜕𝑌 𝜕𝑍
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
= + +
𝜕𝑦 𝜕𝑋 𝜕𝑦 𝜕𝑌 𝜕𝑦 𝜕𝑍 𝜕𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑢
= .1 + .0 + . (−1)
𝜕𝑋 𝜕𝑌 𝜕𝑍
𝜕𝑢 𝜕𝑢
= − --------------- (ii)
𝜕𝑋 𝜕𝑍
𝜕𝑢 𝜕𝑢 𝜕𝑋 𝜕𝑢 𝜕𝑌 𝜕𝑢 𝜕𝑍
And = + +
𝜕𝑧 𝜕𝑋 𝜕𝑧 𝜕𝑌 𝜕𝑧 𝜕𝑍 𝜕𝑧
𝜕𝑢 𝜕𝑢 𝜕𝑢
= . (−1) + .1 + .0
𝜕𝑋 𝜕𝑌 𝜕𝑍
𝜕𝑢 𝜕𝑢
=− + --------------- (iii)
𝜕𝑋 𝜕𝑌
𝜕𝑢 𝜕𝑢 𝜕𝑢
By adding (i), (ii) and (iii) we get + + =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
du
2. If u = x logxy where x3+y3+3xy = 1 .Find
dx
u 1
= x. + log x(1) + log y = 1 + log x + log y
x x
= 1+log xy → (1)
u 1 x
And = x. = → (2)
y y y
Also given x 3 + y 3 + 3xy = 1
dy dy
Differentiating , 3x 2 + 3 y 2 + 3( x + y) = 0
dx dx
Page | 97
dy − ( x 2 + y )
= → (3)
dx ( y 2 + x)
du u u dy
Now = +
dx x y dx
x − ( x 2 + y)
= 1 + log xy + from (1), (2), (3)
y y2 + x
x( x 2 + y
= 1 + log xy −
y ( y 2 + x)
JACOBIAN:
u u
x y ux uy
The determinant or is called the Jacobian of u and v w.r.to x and y and
v v vx vy
x y
(u , v) u, v
the determinant value is denoted by or J or J ( u , v )
( x, y ) x, y
If u=u(x,y,z), v=v(x,y,z), w=w(x,y,z) be any three functions of three variables, then the
u u u
x y z ux uy uz
(u , v, w) v v v
Jacobian of u, v, w, w.r.to x, y, z is given by = or v x vy vz
( x, y, z ) x y z
w w w wx wy wz
x y z
PROPERTIES OF JACOBIAN:
(u, v) ( x, y )
1. If J = and JI = then JJI = 1
( x, y ) (u, v)
X,y
Page | 98
FUNCTIONAL DEPENDENCE:
1. u, v are said to FUNCTIONALLY DEPENDENT (F.D) if, the JACOBIAN is ZERO and
there exist a relation between them.
u, v
i.e., J = 0 then u & v are said to be functionally dependent
x, y
u, v
i.e., J 0 then u & v are said to be functionally Independent
x, y
PROBLEMS:
𝑦𝑧 𝑧𝑥 𝑥𝑦 𝜕(𝑢,𝑣,𝑤)
1. If 𝑢 = ,𝑣 = ,𝑤 = 𝑡ℎ𝑒𝑛 𝑃𝑟𝑜𝑣𝑒 𝑡ℎ𝑎𝑡 =4
𝑥 𝑦 𝑧 𝜕(𝑥,𝑦,𝑧)
𝑦𝑧 −𝑦𝑧 𝑧 𝑦
Sol: 𝑢= ⟹ 𝑢𝑥 = ; 𝑢𝑦 = ; 𝑢𝑧 =
𝑥 𝑥2 𝑥 𝑥
𝑧𝑥 𝑧 −𝑧𝑥 𝑥
𝑣= ⟹ 𝑣𝑥 = ; 𝑣𝑦 = ; 𝑣𝑧 =
𝑦 𝑦 𝑦2 𝑦
𝑥𝑦 𝑦 𝑥 −𝑥𝑦
𝑤= ⟹ 𝑤𝑥 = ; 𝑤𝑦 = ; 𝑣𝑧 =
𝑧 𝑧 𝑧 𝑧2
𝑢𝑥 𝑢𝑦 𝑢𝑧
𝜕(𝑢,𝑣,𝑤)
Now = | 𝑣𝑥 𝑣𝑦 𝑣𝑧 |
𝜕(𝑥,𝑦,𝑧)
𝑤𝑥 𝑤𝑦 𝑤𝑧
−𝑦𝑧 𝑧 𝑦
𝑥2 𝑥 𝑥
𝑧 −𝑧𝑥 𝑥
= || 𝑦 𝑦2 𝑦 |
|
𝑦 𝑥 −𝑥𝑦
𝑧 𝑧 𝑧2
−𝑦𝑧 𝑧𝑥 2 𝑦 𝑥2 𝑧 −𝑥𝑦𝑧 𝑥𝑦 𝑦 𝑥𝑧 𝑥𝑦𝑧
= [ − ]− [ − ]+ [ + ]
𝑥2 𝑦2𝑧 2 𝑦𝑧 𝑥 𝑧 2𝑦 𝑦𝑧 𝑥 𝑦𝑧 𝑦2𝑧
𝑧 𝑥 𝑥 𝑦 𝑥 𝑥
= [ + ]+ [ + ]
𝑥 𝑧 𝑧 𝑥 𝑦 𝑦
=2+2=4
Page | 99
( x, y ) ( r , ) ( x , y ) ( r , )
2. If x = r cos , y = r sin , find and . Also showthat . =1
(r , ) ( x, y ) ( r , ) ( x , y )
Sol: Given that
( x, y )
I J= :
(r , )
x = r cos .........(1)
y = r sin .........(2)
Now differentiate eqn (1) & (2) w.r.to r and partially we get
x x y y
= cos ; = −r sin ; = sin ; = r cos
r r
x x
( x, y ) r cos −r sin
J = = = = r (cos 2 + sin 2 ) = r
(r , ) y y sin r cos
r
r r
(r , ) x y
Now we have to find =
( x, y )
x y
From eqn (1) & (2)
x 2 = r 2 cos 2
y 2 = r 2 sin 2
x2 + y2 = r 2 ......(3)
From these y sin y
= = tan = tan −1 ......(4)
x cos x
Now differentiate eqn (3) and (4) w.r.to x & y partially we get
r x r y −y x
= ; = ; = 2 2 ; = 2 2
x r y r x x + y y x + y
r r x y
(r , ) x y x2 y2 1
J = = = −ry r = + =
( x, y ) x r(x + y ) r(x + y ) r
2 2 2 2
x y x2+ y2 x +y
2 2
( x , y ) ( r , ) 1
JJ = . = r. = 1
( r , ) ( x , y ) r
Page | 100
3. If x = r sin cos , y = r sin sin , z = r cos , show that
( x, y , z ) (r , , )
= r 2 sin and find
(r , , ) ( x, y, z )
Sol : Given
x = r sin cos ........(1)
y = r sin sin ........( 2)
z = r cos ........( 3)
Now differentiate eqn (1), (2) and (3) w.r.to r, , partially we get
x x x
= sin cos ; = r cos cos ; = −r sin sin
r
y y y
= sin sin ; = r cos sin ; = r sin cos
r
z z z
= cos ; = −r sin ; =0
r
x x x
r
sin cos r cos cos − r sin sin
( x, y, z ) y y y
J= = = sin sin r cos sin r sin cos
(r , , ) r
cos − r sin 0
z z z
r
= sin cos (0 + r 2 sin 2 cos ) − r cos cos (0 − r sin cos cos )
− r sin sin ( − r sin 2 sin − r cos 2 sin )
= r 2 sin 3 cos 2 + r 2 sin cos 2 cos 2 + r 2 sin 3 sin 2 + r 2 sin cos 2 sin 2
= r 2 sin 3 cos 2 + sin 2 + r 2 sin cos 2 cos 2 + sin 2
= r 2 sin 3 + r 2 sin cos 2
= r 2 sin sin 2 + cos 2
= r 2 sin
( x, y , z )
J= = r 2 sin
(r , , )
( x, y , z ) ( r , , ) (r , , ) 1
we know that JJ = 1 . =1 = 2
( r , , ) ( x, y , z ) ( x, y , z ) r sin
( x, y , z )
3. If x +y + z = u , y + z = uv, z = uvw , then evaluate
(u , v , w)
uvw = z → (3)
From eq (2), uv = y + z y = uv - z
y =uv-uvw (from (3) )
From eq (1), u = x +y + z
x = u - (y+z)
x = u – uv (using (2))
x x x
= (u − uv) = 1 − v , = −u , =0
u u v w
y ( uv − uvw ) y y
= = v − vw , = u − uw , = −uv
u u v w
z z z
= vw , = uw , = uv
u v w
x x x
u v w 1− v −u 0
( x, y , z ) y y y
= = v − vw u − uw − uv
(u , v , w) u v w
z z z vw uw uv
u v w
(u , v)
4. If u = x 2 − y 2 , v = 2 xy where x = r cos , y = r sin , show that = 4r 3
(r , )
(u , v) (u , v) ( x, y )
= .
( r , ) ( x, y ) ( r , )
u u x x
We know that
x y r
= .
v v y y
x y r
Page | 102
2x −2 y cos − r sin
= .
2 y 2 x sin r cos
( )
= 4 x 2 + y 2 .r (1)
= 4(r 2 )r
= 4r 3
u u u
u = xy + yz + zx = y+z ; = z+x ; = x+ y
x y z
v v v
v = x2 + y2 + z 2 = 2x ; = 2 y ; = 2z
x y z
w w w
w= x+ y+z =1 ; =1 ; =1
x y z
u u u
x y z y+z x+z y+x
(u , v, w) v v v
J = = = 2x 2y 2z
( x, y , z ) x y z
w w w 1 1 1
x y z
= ( y + z )(2 y − 2 z ) − ( x + z )(2 x − 2 z ) + ( y + x)(2 x − 2 y )
. = 2( y + z )( y − z ) − 2( x + z )( x − z ) + 2( x + y )( x − y )
= 2 y 2 − 2z 2 − 2x 2 + 2z 2 + 2x 2 − 2 y 2
(u , v, w)
J= =0
( x, y , z )
Hence u, v and w are functionally dependent. Hence there exist a relation between u,
v and w.
Relation:
x+ y (u, v)
6. If u = , v = tan −1 x + tan −1 y .Find . Hence Prove that u & v are
1 − xy ( x, y )
Page | 103
Functionally dependent. Find the functional relation between them.
x+ y
Sol: Given u = , v = tan −1 x + tan −1 y
1 − xy
u 1 + y 2 u 1+ x2
= , =
x (1 − xy) 2 y (1 − xy) 2
v 1 v 1
= , =
x 1 + x 2 y 1 + y 2
u u 1+ y2 1+ x2
(u, v) x y (1 − xy) 2 (1 − xy) 2
Now = =
( x, y ) v v 1 1
x y 1+ x2 1+ y2
1 1
= − = 0.
(1 − xy) (1 − xy) 2
2
Relation:
Now v = tan −1 x + tan −1 y
−1 x+ y
= tan ( )
1 − xy
−1
v = tan u
−1
v = tan u is the functional relation between them.
Find l = 2f ,m = f , n = f2
2 2 2
2.
x x y y
3. i. If l n –m2> 0 and l < 0 at (a1,b1) then f(x ,y) is maximum at (a1,b1) and
maximum value is f(a1,b1)
ii. If l n –m2> 0 and l > 0 at (a1,b1) then f(x ,y) is minimum at (a1,b1) and minimum
value is f(a1,b1) .
iii. If l n –m2< 0 and at (a1, b1) then f(x, y) is neither maximum nor minimum at (a1, b1).
In this case (a1, b1) is saddle point.
iv. If l n –m2 = 0 and at (a1, b1), no conclusion can be drawn about maximum or
minimum and needs further investigation. Similarly we do this for other stationary
points.
*Extremum: A function which has a maximum or minimum or both is called ‘Extremum’
*Extreme value- The maximum value or minimum value or both of a function is Extreme
value.
= 0 i.e the pairs (a1, b1), (a2, b2) ………….. are called Stationary.
Page | 105
PROBLEMS:
1. Locate the stationary points & examine their nature of the following function.
u =x4 + y4 -2x2 +4xy -2y2, (x > 0, y > 0)
Sol: Given u(x, y) = x4 + y4 -2x2 +4xy -2y2
u u
For maxima & minima = 0, =0
x y
2u
r= = 12x2 – 4
x 2
2u
s= = ( ) =4
xy
2u
t= = 12y2 – 4
y 2
(𝑥 + 𝑦) = 0 or (𝑥 2 − 𝑥𝑦 + 𝑦 2 ) = 0
x = – y -------------------> (3)
Hence (3) y = 0, - 2, 2
Page | 106
2. Investigate the maxima & minima, if any, of the function f(x,y) = x3y2 (1-x-y).
Sol: Given f(x) = x3y2 (1-x-y) = x3y2- x4y2 – x3y3
2 f
r= =6xy2 – 12x2y2 -6xy3
x 2
2 f f
s= = =6x2y -8 x3y – 9x2y2
xy x y
2 f
t= = 2x3 -2x4 -6x3y
y 2
Step –II: p= =0
Page | 107
At (0,0) ; ( 0,2/3 ) ; (1,0) ; (0,1) ; (3/4,0), rt- s2 =0
At (1/2,1/3) : rt-s2 = (6xy2 – 12x2y2 -6xy3)( 2x3 -2x4 -6x3y) –(6x2y -8 x3y – 9x2y2)2
= (-1/9) (-1/8) – (-1/12)2 >0
Here rt-s2 > 0 and r < 0 ==> (1/2, 1/3) is maximum point
The function has a maximum value at (1/2, 1/3)
1 1 1 1 1 1 1 1 1 1
Maximum value is f , = 1 − − = − =
2 3 8 9 2 3 72 2 3 432
3. Find three positive numbers whose sum is 100 and whose product is maximum.
Sol: Let x, y, z be three +ve numbers.
Then x + y + z = 100
z = 100 – x – y
Let f(x,y) = xyz =xy(100 – x – y) =100xy –x2y-xy2
100 -2x –y = 0
200 -2x -4y =0
-----------------------------
-100 + 3y = 0 => 3y =100 => y =100/3
2 f f
s= = = 100 -2x -2y
xy x y
2 f
(100/3, 100/3) = 100 – (200/3) –(200/3) = -(100/3)
xy
2 f
t= 2 = -2x
y
2 f
2 (100/3, 100/3) = - 200/3
y
rt -s2 = (-200/3) (-200/3) - (-100/3)2 = (100)2 /3
The function has a maximum value at (100/3, 100/3)
Page | 108
100 100 100
i.e. at x = 100/3, y = 100/3 z = 100 − − =
3 3 3
The required numbers are x = 100/3, y = 100/3, z = 100/3
4. Find the maxima & minima of the function f(x) = 2(x2 –y2) –x4 +y4
Sol: Given f(x) = 2(x2 –y2) –x4 +y4 = 2x2 –2y2 –x4 +y4
2 f
r = 2 = 4-12x2
x
2 f
s = = f
=0
xy x y
2 f
t = = -4 +12y2
y
2
Page | 109
iii) At (0,0) , (± 1 , ± 1)
rt – s2 < 0
(0 , 0) & (± 1 , ± 1) are saddle points.
f has no max & min values at (0 , 0) , (± 1 , ± 1).
5. A rectangular box open at the top is to have volume of 32 cubic feets. Find the
Dimensions of the box requiring least material for its construction
Sol: let ‘x’ feet ’y’ feet, ’z’ feet are dimensions of the box(i.e, length, breadth, height)
The surface area of the box is
s=2xy+2yz+zx ……………………. (1)
we can take surface area as s= xy+2yz+2zx or s= 2xy+yz+2xz
The volume of the box is xyz=32 …………………….. (2)
32
From (2), z=
xy
‘z’ value is substitute in eq(1)
32 32
S= 2 xy + 2 y ( ) + ( )x
xy xy
64 32
Let f(x,y) = 2 xy + + …………………………………… (3)
x y
Now differentiate equation (3) w.r.to x and y we get
f 64
= p = 2y − 2
x x
f 32
= q = 2x − 2
y y
Page | 110
substitute x in eqn (5)
32 16 16 16
(5) 2 x = 2
x = 2 4 = 2 y2 = y = 2
y y y 4
substitute x & y in z we get xyz = 32
32 32 32
z= z = z= z=4
xy 4.2 8
x=4 feet, y=2 feet, z=4feet are the dimensions of the box required for its construction.
2 f f
r= = ( ) = [cos x + cos( x + y )] = − sin x − sin( x + y )
x 2
x x x
f
2
f
s= = ( ) = [cos y + cos( x + y )] = − sin( x + y )
xf x y x
2 f f
t = 2 = ( ) = (cos y + cos( x + y )) = − sin y − sin( x + y )
y y y y
f f
=0 =0
x x
cos x + cos( x + y ) = 0 ....................(1)
cosy+cos(x+y)=0 ................................(2)
(1)-(2): cosx=cosy x=y
Substitute x=y in eqn (1), we get
𝐶+𝐷 𝐶−𝐷
Cosx + Cos2x=0 cos 𝐶 + cos 𝐷 = 2 cos ( ) cos ( )
2 2
3x x 3x x
2 cos cos = 0 cos =0 (or ) cos = 0
2 2 2 2
3x x
= cos−1 (0) = cos−1 (0)
2 2
Page | 111
3x x
= =
2 2 2 2
3 x = x =
x= x = − ,+
3
the stationary po int s are
(− , − )( , )(− , − ), ( , )
3 3 3 3
Case1: At (-π,-π)
r=0 ; s=0 ; t=0
rt-s2=0
No conclusion
case2: At (π,π)
r=0, s=0,t=0
rt-s2=0
No conclusion
case3: At ( − ,− )
3 3
3 3 3
r = − sin x − sin( x + y ) = ++ = 3 ,s = ,t = 3
2 2 2
3 3
rt − s 2 = 3. 3 − ( ) 2 = 3 −
2 4
9
rt − s 2 = 0 and r = 3 0
4
Page | 112
7.
(− , − ) is a po int min imum
3 3
3 3
The min imum value is = f (− ,− ) = −
3 3 2
case4 : At ( , )
3 3
3
r = − 3, s = − ,t = − 3
2
9
rt − s 2 = 0 and r = − 3 0
4
( , ) is a po int of max imum
3 3
The max imum value is = f ( , ) = sin + sin + sin( + )
3 3 3 3 3 3
3 3 3 3 3
f ( , )= + + =
3 3 2 2 2 2
7. Find the shortest distance from origin to the surface 𝑥𝑦𝑧 2 = 2.
Sol: Given surface 𝑥𝑦𝑧 2 = 2
Let P(x,y,z) be any point on the surface
Now 𝑂𝑃 = √𝑥 2 + 𝑦 2 + 𝑧 2
𝑂𝑃2 = 𝑥 2 + 𝑦 2 + 𝑧 2
2
= 𝑥2 + 𝑦2 +
𝑥𝑦
2
Let 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 +
𝑥𝑦
2 −1
𝑝 = 2𝑥 + ( 2 )
𝑦 𝑥
2 −1
𝑞 = 2𝑦 + ( 2 )
𝑥 𝑦
Page | 113
2 −2
𝑟 = 2 − ( 3)
𝑦 𝑥
2
𝑠=
𝑥 2𝑦2
2 −2
𝑡 = 2 − ( 3)
𝑥 𝑦
2 −1
𝑝 = 0 ⟹ 2𝑥 + ( 2 ) = 0 ⟹ 𝑥 3 𝑦 − 1 = 0 -----→(1)
𝑦 𝑥
2 −1
𝑞 = 0 ⟹ 2𝑦 + ( 2 ) = 0 ⟹ 𝑥𝑦 3 − 1 = 0 -----→(2)
𝑥 𝑦
2 −2 2 −2 2 2
Now 𝑟𝑡 − 𝑠 2 = (2 − ( 3 )) (2 − ( 3 )) − ( 2 2)
𝑦 𝑥 𝑥 𝑦 𝑥 𝑦
∴ (𝑥, 𝑦, 𝑧) = (1,1, ±√2) 𝑎𝑟𝑒 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑠𝑢𝑟𝑓𝑎𝑐𝑒 𝑡ℎ𝑎𝑡 𝑎𝑟𝑒 𝑛𝑒𝑎𝑟𝑒𝑠𝑡 𝑡𝑜 𝑜𝑟𝑖𝑔𝑖𝑛
Shortest distance : 𝑂𝑃 = √𝑥 2 + 𝑦 2 + 𝑧 2 = 2
Page | 114
LEGRANGE’S METHOD OF UNDETERMINED MULTIPLIERS
Working rule:
Suppose it is required to find the extrema for the function f(x,y,z) subject to the
condition
( x, y, z ) = 0. .............(1)
STEP1: From Lagrangean function F ( x, y , z ) = f ( x, y , z ) + ( x, y , z ) where is
called the lagrangean multiplier , which is det er min ed by the following conditions.
STEP 2 : obtain the equations
F f
= 0 i.e. + =0 ...............(2)
x x x
F f
= 0 i.e. + =0 ................(3)
y y y
F f
= 0 i.e. + =0 ..................(4)
z z z
STEP3 : solve the equations (2), (3), (4)and (1)to get x, y, z values
the values of x, y, z so obtained will give the stationary po int of f ( x, y, z ).
Problem:
1. Find the minimum value of x2 +y2 +z2, given x + y + z =3a
Sol: f(x,y,z) = x2 +y2 +z2
= x + y + z - 3a = 0
Using Lagrange’s function
F(x , y , z) = f(x , y , z) + λ ( x , y , z)
F f
= 0: + = 2z + λ = 0 ------------ (3)
z z z
(1) , (2) & (3)
λ= -2x = -2y = -2z
Page | 115
Substitute x=y=z in = x + y + z - 3a = 0
= x + x + x - 3a = 0
x=a
x= y =z = a
hence the stationary point is (x,y,z)=(a,a,a) which is the minimum point
Minimum value of f(x,y,z) = x2 +y2 +z2 = a2 + a2 + a2 =3 a2
Page | 116
given condition x + y + z = a x + y + z − a = 0
( x, y , z ) = x + y + z − a ........................... (1)
By lagrange ' s method
F ( x, y, z ) = f ( x, y, z ) + ( x, y, z )
F = xm y n z p + ( x + y + z − a)
Differentiate equation (1) w.r .to x, y , z partially , we get
F x
= 0 y n z p mx m −1 + = 0 = − my n z p x m −1 *
x x
−mf −mf
= x= ..........(2)
x
F y
= 0 x m z p ny n −1 + = 0 = −nx m z p y n −1 *
y y
−nf −nf
= y= ..........(3)
y
F z
= 0 x m y n pz p −1 + = 0 = − px m y n z p −1 *
z z
− pf − pf
= z= ..........(4)
z
−mf −nf − pf
= = = but m n p we cant say x = y = z
x y z
Substitute (2),(3) & (4) in eqn(1)
−mf − nf − pf
(1) : x + y + z = a + + =a
−( m + n + p ) f
=
a
−mf ma
From(2) : x = =
m+n+ p
−nf na
From(3) : y = =
m+n+ p
− pf pa
From(4) : z = =
m+n+ p
Page | 117
ma na pa
( x, y , z ) = , ,
m+n+ p m+n+ p m+n+ p
is the stationary po int which is max imum po int
The Maximum value is f ( x, y , z ) = x m y n z p
m n p
ma na pa
=
m+n+ p m+n+ p m+n+ p
a m + n + p .m m .n n . p p
=
(m + n + p)m + n + p
Sol: Let p(x,y,z) be a point on the plane which is nearest to the origin
op = ( x − 0) 2 + ( y − 0) 2 + ( z − 0) 2
op 2 = x 2 + y 2 + z 2
let op 2 = f ( x, y , z )
f ( x, y , z ) = x 2 + y 2 + z 2 ..................(1)
given that 3 x + 2 y + z + 2 = 0
( x, y, z ) = 3 x + 2 y + z − 12 ...................(2)
By Lagrange ' s method
F ( x, y , z ) = f ( x, y , z ) + (3 x + 2 y + z − 12) ...............(3)
differentiate equation (3) w.r .to x, y , z partially and equating to zero
F F F
= 0, = 0, =0
x y z
2 x + 3 = 0 .......... ........( 4)
. 2 y + 2 = 0 .......... .........( 5)
2z + = 0 .......... .......... (6)
−3 −
from (4) x = ; from (5) y = − ; from (6) z =
2 2
substitute x, y , z values in (2)
−3 −12
3( ) + 2( − ) − − 12 = 0 =
2 2 7
18 12 6
x= ; y= ;z=
7 7 7
18 12 6
The stationary po int is ( , , )
7 7 7
18 12 6
p ( , , ) is the po int on the the plane which is nearest to origin
7 7 7
Page | 118
4. Find the volume of the largest rectangular parallelepiped that can be inscribed in the
x2 y2 z 2
ellipsoid 2 + 2 + 2 = 1.
a b c
Sol: Let x, y, z be the length, breadth and height of the rectangular parallelepiped that
can be inscribed in the ellipsoid
Its volume is V = xyz
Let f(x,y,z) =xyz
x2 y 2 z 2
Given ( x, y, z ) = 0 2 + 2 + 2 − 1 = 0
a b c
Form Lagrangean function F(x,y,z) as
𝐹 (𝑥, 𝑦, 𝑧) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜑(𝑥, 𝑦, 𝑧)
x2 y 2 z 2
F ( x, y, z ) = xyz + 2 + 2 + 2 − 1 ...........(2)
a b c
Where λ is the multiplier to be determined such that
F F F
= 0, = 0, =0
x y z
2x
yz + 2 = 0 ...........(3)
a
2y
zx + 2 = ...........(4)
b
2z
xy + 2 = 0 ...........(5)
c
Now (3),(4),(5) are combined as:
− a 2 yz −b 2 zx −c 2 xy
= = = .............(6)
2x 2y 2z
from first two fractions , we have
a 2 y b2 x x2 y2
= 2 = 2 ............(7)
x y a b
y2 z2
similarly =
b2 c2
substituting (7)and (8) in (1), we get
x2 y 2 z 2
( x, y , z ) = 0 :
+ + −1 = 0
a 2 b2 c2
x2 x2 x2 3x 2 a2
+ + − 1 = 0 = 1 x 2
=
a2 a2 a2 a2 3
a b c
x= ,y= ,z =
3 3 3
a b c
hence the possible extreme po int is p , ,
3 3 3
a b c abc
Thus v is maximum at p( , , )and its maximum value is v=xyz =
3 3 3 3 3
Page | 119
Page | 120
UNIT -IV
Multiple Integrals
Page | 121
Let y=f(x) be a function of one variable defined in the interval (a,b) then
𝑏
∫𝑎 𝑓(𝑥) 𝑑𝑥 is defined as the definite integral of f(x) between x=a and x=b.
This integral gives the area bounded by the curve y=f(x) between the
lines x=a and x=b.
Extending this definition to a function of two variables is called double
integral and to a function of three variables is called triple integral.
Double integral:
If f(x,y) is a function of two variables over a region R then
∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 is called Double integral.
If the region R is bounded by the lines 𝑥 = 𝑥1 , 𝑥 = 𝑥2 , 𝑦 = 𝑦1 , 𝑦 = 𝑦2
2 2 𝑥 𝑦
then ∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫𝑥=𝑥 ∫𝑦=𝑦 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
1 1
2 𝑥 2 𝑦 2 2 𝑦 𝑥
= ∫𝑥=𝑥 [∫𝑦=𝑦 𝑓 (𝑥, 𝑦)𝑑𝑦] 𝑑𝑥 (or) = ∫𝑦=𝑦 [∫𝑥=𝑥 𝑓 (𝑥, 𝑦)𝑑𝑥 ] 𝑑𝑦
1 1 1 1
2. If x limits are constants and y has variable limits (i.e., the limits of y are
functions of x) i.e., 𝑥 = 𝑥1 , 𝑥 = 𝑥2 , 𝑦1 = 𝜑1 (𝑥 ), 𝑦2 = 𝜑2 (𝑥) then
𝑥2 𝜑2 (𝑥)
∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ [∫ 𝑓 (𝑥, 𝑦)𝑑𝑦] 𝑑𝑥
𝑅 𝑥=𝑥1 𝑦=𝜑1 (𝑥)
3. If y limits are constants and x has variable limits (i.e., the limits of x are
functions of y ) i.e., 𝑥1 = 𝜑1 (𝑦), 𝑥2 = 𝜑2 (𝑦), 𝑦 = 𝑦1 , 𝑦 = 𝑦2 , then
𝑦2 𝜑2 (𝑦)
∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ [∫ 𝑓 (𝑥, 𝑦)𝑑𝑥 ] 𝑑𝑦
𝑅 𝑦=𝑦1 𝑥=𝜑1 (𝑦)
Problems
2 3
xy dx dy
2
1. Evaluate
1 1
2 3 2
3 2
xy dx dy = y =1 x=1 xy dx dy
2
Sol :
1 1
3
2
x2
= y 2 dy
y =1
2 x =1
2
y2
= 9 − 1 dy
1
2
2
8
= y 2 dy
21
2
= 4 y 2 dy
1
2
3
= 4y
3 1
4
= 8 − 1
3
4*7 28
= =
3 3
Page | 123
2 x 2 x
2. evaluate y dx dy =
0 0
x =0 y =0
y dx dy
2 x
= y dy dx
0 0
x
y2
2
= dx
0
2 0
2
x2
= − 0 dx
0
2
2
1 x3
=
2 3 0
1 8 4
= −0 =
2 3 3
2 x x 2
y dy dx = y=0 dx
x =0
y dy
x =0 y =0
5 x2
x(x + y 2 )dx dy
2
3. Evaluate
0 0
x2 x2
5
xy 3
5
Sol. x ( x + y ) dy dx = x 3 y +
2 2
dx
x =0 y =0 x =0 3 y =0
5
3 2 x ( x 2 )3
= x .x +
3
dx
x =0
5
5
x7 x 6 1 x8
= x5 + dx = + .
x =0
3 6 3 8 0
6
5 58
= +
6 24
1 1+ x 2
dydx
4. Evaluate
0 0
1 + x2 + y 2
1 1+ x 2
dydx 1 1+ x 2
1
Sol: 1 + x 2 + y 2 x=0
= dy
(1 + x2 ) + y 2
dx
0 0 y =0
Page | 124
1+ x2
1+ x
−1 y
2
1
1 1
1
= dy dx = Tan dx
( )
2
x =0 1 + x 1 + x2
2
x =0 y =0 1 + x2 + y 2
y =0
1 1
[ x 2
+a 2
dx = tan −1 ( x )]
a a
1
1
=
x =0 1+ x 2
Tan −11 − Tan −1 0 dx
1
1
=
4
x =0 1 + x2
dx
1
= sinh −1 x
4 x =0
= − 0
4 2
2
=
4
4 x2
5. Evaluate e
y/x
dydx
0 0
Answer: 3e4-7
1 x
6. Evaluate ( x 2 + y 2 )dxdy
0 x
Answer: 3/35
2 x
e
( x+ y )
7. Evaluate dydx
0 0
1
Answer: 2 [𝑒 4 − 2𝑒 2 + 1]
2 1
x
2
8. Evaluate y 2 dxdy
0 −1
3
Answer:
36
Page | 125
e
− ( x2 + y 2 )
9. Evaluate dxdy
0 0
− x2
e dxdy = e e dx dy
− ( x2 + y 2 ) − y2
Sol:
0 0 0 0
= e− y e dx =
−x
2 2
dy
0
2 0
2
e
− y2
= dy = . =
2 0
2 2 4
Alter:
2
e e − r rdrd ( x 2 + y 2 = r 2 )
−( x + y )
dxdy =
2 2 2
0 0 =0 r =0
( )
( )0 2 = 2 − 0
1 1
=
2 2
=
4
xy( x + y)dxdy over the region R bounded by y=x
2
10. Evaluate and y=x
2
Sol: y= x is a parabola through (0,0) symmetric about y-axis y=x is a straight line through
(0,0) with slope1.
2 2
Let us find their points of intersection solving y= x , y=x we get x =x x=0,1Hence
y=0, 1
For the evaluation of the integral, we first integrate w.r.t ‘y’ from y=x 2 to y=x
and then w.r.t. ‘x’
from x=0 to x=1
Page | 126
1
x xy ( x + y ) dy dx = 1 x ( x 2 y + xy 2 ) dy dx
x=0 y= x2 x=0 y= x2
x
1 y 2 xy 3
= x2 + dx
x =0
2 3 y = x2
1 x4 x4 x6 x7
= + − − dx
x =0
2 3 2 3
1 5x x6 x7
4
= − − dx
x =0
6 2 3
1
5 x 5 x 7 x8
= . − −
6 5 14 24 0
1 1 1 28 − 12 − 7 28 − 19 9 3
= − − = = = =
6 14 24 168 168 168 56
x2=4ay.
Sol. The line x=2a and the parabola x2=4ay intersect at B(2a,a)
The given integral = xy dx dy
R
Page | 127
2a
a x2
= 2 ydy
y =0
x =2 ay
a
= 2a 2 − 2ay y dy
y =0
a
2a 2 y 2 2ay 3 2a 4 3a 4 − 2a 4 a 4
= − = a 4
− = =
2 3 0 3 3 3
2
1
12. Evaluate r sin d dr
0
0
2
r =0 =0 sin d dr = r =0 r ( − cos ) =20 dr
1 1
Sol. r
(
−r cos )
1
= − cos 0 dr
r =0 2
1
r2 1 1
= −r ( 0 − 1) dr = rdr = = − 0 =
1 1
r =0 0
2 0 2 2
13. Evaluate ( x + y 2 )dx dy in the positive
2
quadrant
For Which
x + y 1
( x + y 2 )dx dy = (x + y 2 ) dy
1 y =1− x
Sol. 2
dx 2
x =0 y =0
R
1− x
2
1 y3
= x y + dx
x =0
3 0
1
1 3 x3 x 4 1 4
= x 2 − x3 + (1 − x ) dx = − − (1 − x )
1
x =0
3 3 4 12 0
1 1 1 1
= − −0+ =
3 4 12 6
Page | 128
( x + y 2 )dx dy over the area bounded by the ellipse
x2 y2
14. Evaluate 2
+ =1
a 2 b2
x2 y2
Sol. Given ellipse is + =1
a 2 b2
y2 x2 b2 2
2 ( ) 2 (
a − x2 )
1 2
i.e., 2
= 1 − 2
= a − x 2
( or ) y 2
=
b a a a
b 2
y = a − x2
a
Hence the region of integration R can be expressed as
−b 2 b
− a x a, a − x2 y a2 − x2
a a
( x 2 + y 2 ) dx dy = (x + y 2 ) dx dy
a b a2 − x2
a 2
x =− a y = − b a 2 − x 2
R a
a b3 3
= 2 x 2 . b a 2 − x 2 + 3 ( a 2 − x 2 ) 2 dx
−a a
3a
a b3 3
= 4 b x 2 a 2 − x 2 + 3 ( a 2 − x 2 ) 2 dx
a
0
3a
Changing to polar coordinates
putting x = a sin
dx = a cos d
x x
= sin = sin −1
a a
x → 0, → 0
x → a, →
2
Page | 129
ab3 1 1 ab3 3 1
= 4 2 a3b sin 2 cos 2 + cos 4 d = 4 a 3b. . + . . .
0
3 4 2 2 3 4 2 2
1
.
n −1 n−3 2 2
2
0 =
m n
sin cos d . .........
m+n m+n−2 m
4 3 ab 2 2
=
16
( a b + ab3 ) =
4
(a + b )
1 1 𝑑𝑥 𝑑𝑦
15. Evaluate ∫0 ∫0
√1−𝑥 2 √1−𝑦 2
1 1 𝑑𝑥 𝑑𝑦 1 1 1 𝑑𝑥
Sol: Given integral ∫0 ∫0 =∫0 [∫0 𝑑𝑦] √1−𝑥2
√1−𝑥 2 √1−𝑦 2 √1−𝑦 2
1 1 𝑑𝑥
= ∫0 [∫0 𝑑(sin−1 𝑦)] √1−𝑥2
1 𝑑𝑥
=∫0 (sin−1 𝑦)10 √1−𝑥2
𝜋 1
= ( ) ∫0 𝑑 (sin−1 𝑥 ) 𝑑𝑥
2
𝜋
= [sin−1 𝑥 ]10
2
𝜋 𝜋
= ( )
2 2
1 1 𝑑𝑥 𝑑𝑦 𝜋2
∴ ∫0 ∫0 =
√1−𝑥 2 √1−𝑦 2 4
−1 4
( )
a sin
4
= 2 a 2
− r 2
d = ( −1 ) 2 a 2 − a 2 sin 2 − a 2 − 0 d
2 0 0 0
= ( −a ) ( cos − 1) d = ( −a )( sin − )0
4
4
0
= ( −a ) sin − − ( 0 − 0 )
4 4
= ( −a ) 1 − = 2 − 1
2 4 4 2
a sin a 2
1. Evaluate 0 r dr d Ans:
0 4
Evaluate 0 e− r r d dr
2
2
2. Ans:
0 4
a (1+ cos ) 3 a 2
3. Evaluate 0 r dr d Ans:
0 4
x2
Sol. In the given integral for a fixed x, y varies from to 2 ax and then x varies
4a
x2
from 0 to4a. Let us draw the curves y = and y = 2 ax
4a
Page | 131
y2
Changing the order of integration, we must fix y first, for a fixed y, x varies from to
4a
y 2 d y
x x = y
4a 4a
= dy = −
2 ay
2 ay
y =0 4a
2
y =0
4a
4a
y 2 1 y3
3
= 2 a . − .
3 4a 3
2 0
4 1
= . a .4a 4a − .64a 3
3 12a
32 2 16 2 16 2
= a − a = a
3 3 3
(x + y 2 ) dx dy
a x
2. Change the order of integration and evaluate = x a 2
0
a
x x
Sol. In the given integral for a fixed x, y varies from to and then x varies from 0 to a
a a
x x
Hence we shall draw the curves y = and y =
a a
ay − ay 2 = 0
ay (1 − y ) = 0
y = 0, y = 1
If y=0, x=0 if y=1, x=a
Page | 132
The shaded region is the region of integration. The given integral is
(x + y 2 )dx dy
a y= x
a 2
x =0 y= x
a
Changing the order of integration, we must fix y first. For a fixed y, x varies from ay 2 to
ay and then y varies from 0 to 1.
Hence the given integral, after change of the order of integration becomes
(x + y 2 )dx dy = (x + y 2 ) dx dy
1 ay 1 ay
2 2
y =0 x = ay 2
y =0 x = ay 2
ay
1 x3
= + xy 2 dy
y =0
3 x =ay 2
1 a3 y 3 a3 y 6
= + ay 3
− − ay 4 dy
y =0
3 3
1
a3 y 4 ay 4 a3 y 7 ay 5
= + − −
12 4 21 5 y =0
a3 a a3 a a3 a
= + − − = +
12 4 21 5 28 20
1 2− x
3. Change the order of integration in
0 x2
xydxdy and hence evaluate the double integral.
Sol. In the given integral for a fixed x, y varies from x2 to 2-x and then x varies from 0 to 1.
Hence we shall Draw the curves y=x2 and y=2-x
The line y=2-x passes through (0, 2), (2, 0)
Solving y=x2, y=2-x
Then we get x = 2 − x
2
x2 + x − 2 = 0
Page | 133
x2 + 2 x − x − 2 = 0
x ( x + 2 ) − 1( x + 2 ) = 0
( x − 1)( x + 2 ) = 0
x = 1, −2
If x = 1, y = 1
If x = −2, y = 4
Hence the points of intersection of the curves are (-2, 4), (1, 1)
The Shaded region in the diagram is the region of intersection.
Changing the order of integration, we must fix y, for the region within OACO for a fixed
y, x varies From 0 to y
=
1 y xdx y dy + 2 2− y x dx y dy
x =0
y =0 y =1 x=0
2− y
y
1 x2 2 x
2
= y dy + y dy
y =0 y =1 2
2 x =0 x =0
2 (2 − y)
2
1 y
= . y dy + y dy
y =0 2 y =1 2
. ( 4 y − 4 y 2 + y 3 ) dy
1 1 2 1 2
=
2 y = 0
y dy +
2 y =1
1 2
1 y3 1 4 y 2 4 y3 y 4
= . + . − +
2 3 0 2 2 3 4 1
1 1 1
= . + 2.4 − 2.1 − 4 ( 8 − 1) + 1 (16 − 1)
2 3 2 3 4
1 1 28 15 1 1 72 − 112 + 45 1 1 5 4 + 5 9 3
= + 6− + = + = 6 + 2 12 = 24 = 24 = 8
6 2 3 4 6 2 12
a 2a− x
4. Changing the order of integration
x2
xy 2 dy dx
0
a
Page | 134
1 1− x2
5. Change of the order of integration y 2 dx dy Ans :
0 0 16
= 2
sin 2 cos 2 d = 2
sin 2 d − 2
sin 4 d
0 0 0
=
1
( )
− . =
3 1
2 2 4 2 2 16 ( )
Change of variables:
The variables x, y in f ( x, y )dx dy are changed to u, v with the help of the relations
R
( x, y )
f f1 ( u, v ) , f 2 ( u, v ) du dv
R1
( u, v )
Where R1is the region in the uv plane, corresponding to the region R in the xy-plane.
Page | 135
Note: In polar form dxdy is replaced by r dr d
Problems:
(
− x2 + y 2 )
1. Evaluate the integral by changing to polar co-ordinates
0 0
e dx dy
Put r 2 = t
2rdr = dt
r dr = dt
2
Where r = 0 t = 0 and r = t =
(
− x2 + y 2 ) 1 −t
e dx dy = 2
e dt d
0 0 =0 t =0 2
−1 − t
=
0
2
2
( e )0 d
−1 2
0 − 1) d ( )0 2 = =
1 1
= (
2 0 2 2 2 4
(x + y 2 )dx dy
a a2 − y2
2
3. Evaluate the integral by changing to polar co-ordinates 0 0
x = a2 − y2
x2 + y 2 = a2
= a4
8
Page | 136
4a y x2 − y 2 5
4. Show that
0 y 2
4a x + y
2 2
dx dy = 8a 2 −
2 3
2
Sol. The region of integration is given by x = y 4a , x = y and y=0, y=4a
i.e., the region is bounded by the parabola y2=4ax and the straight line x=y.
Let x = r cos , y = r sin .Then dx dy = rdrd
The limits for r are r=0 at O and for P on the parabola
4a cos
r 2 sin 2 = 4a ( r cos ) r =
sin 2
x2 − y 2 4 a cos
( cos 2 − sin 2 )rdrd
4a y
2 dx dy = 2 sin 2
4a x + y
0 y 2 2 = r = 0
4
4 a cos
r2 sin 2
= ( cos − sin )
2 2 2
d
= 4
2 0
cos 2
= 8a 2
4
2
( cos2 − sin 2 ) sin 4
d
3 − 8 5
= 8a 2 2
4
( cos 4
− cot 2 ) d = 8a 2
12
+ − 1 = 8a 2 − .
4 2 3
Page | 137
Triple integrals:
If x1, x2 are constants. y1, y2 are functions of x and z1, z2 are functions of x and y,
then f(x, y, z) is first integrated w.r.t. ‘z’ between the limits z1 and z2 keeping x and y fixed.
The resulting expression is integrated w.r.t ‘y’ between the limits y1 and y2 keeping x
constant. The resulting expression is integrated w.r.t. ‘x’ from x1 to x2
y = g2 ( x ) z = f2 ( x, y )
i.e. f ( x, y, z )dx dy dz = f ( x, y, z ) dz dy dx
b
v
x=a y = g1 ( x ) z = f1 ( x , y )
Problems
1 1− x 2 1− x 2 − y 2
1. Evaluate
0 0 0
xyz dx dy dz
1 1− x 2 1− x 2 − y 2 1 1− x 2 1− x 2 − y 2
Sol.
x =0 y =0
z =0
xyz dx dy dz =
x =0
dx
y =0
dy
z =0
xyz dz
1− x 2 − y 2
1 1− x 2 z2
= dx xy dy
x =0 y =0
2 z =0
xy (1 − x 2 − y 2 ) dy
1 1 1− x2
2 x =0 y =0
= dx
x (1 − x 2 ) y − y 3 dy
1 1 1− x2
=
2 x = 0
dx y = 0
1− x 2
1 1 y2 y4
= x (1 − x 2 ) − dx
2 x =0 2 4 0
1− x 2
1 1 y 2 x2 y 2 y 4
= . x − − dx
2 x =0 2 2 4 0
= . x 2 (1 − x 2 ) − 2 x 2 (1 − x 2 ) − (1 − x 2 ) dx
1 1 2
8 x = 0
1
1 x2 2 x4 x6
= ( x − 2 x3 + x5 ) dx = −
1 1
+
8 x =0 8 2 4 6 0
11 1 1 1
= − + =
8 2 2 6 48
Page | 138
x+ z
( x + y + z )dx dy dz
1 z
2. Evaluate −1 0 x− z
1 z x+ z
y 2 + zy dx dz
x+ z
( x + y + y ) dx dydz =
1 z
−1 0
Sol : xy +
2
−1 0 x − z x − z
x+ z x−z
2 2
x( x + z) − x( x − z) +
1 z
= − + z ( x + z ) − z ( x − z )dx dz
−1 0
2 2
1 z 1
= 2 z ( x + z ) + 2 4 xz dx dz
−1 0
z
x21 x2
= 2 z. + z 2 x + z. dz
−1
2 2 0
1
z31 z3 z4
= 2. + z 3 + dz = 4. = 0
−1 2
2 4 −1
1 2 3
3. Evaluate ∫0 𝑑𝑥 ∫1 𝑑𝑦 ∫1 𝑥𝑦𝑧𝑑𝑧
3
1 2 3 1 2 𝑧2
Sol: ∫0 𝑑𝑥 ∫1 𝑑𝑦 ∫1 𝑥𝑦𝑧𝑑𝑧 = ∫0 𝑑𝑥 ∫1 𝑑𝑦 [𝑥𝑦 ( ) ]
2 1
1 2 1
= ∫0 𝑑𝑥 ∫1 𝑑𝑦 [2 𝑥𝑦(9 − 1)]
1 2 8
= ∫0 𝑑𝑥 ∫1 𝑑𝑦 [2 𝑥𝑦]
1 2
= ∫0 𝑑𝑥 ∫1 4𝑥𝑦𝑑𝑦
2
1 𝑦2
= ∫0 𝑑𝑥(4𝑥) ( 2 )
1
=4
𝑒 log 𝑦 𝑒𝑥
4. Evaluate ∫1 ∫1 ∫1 log 𝑧 𝑑𝑧𝑑𝑥𝑑𝑦
𝑒 log 𝑦 𝑒𝑥 𝑒 log 𝑦 𝑥
Sol: ∫1 ∫1 ∫1 log 𝑧 𝑑𝑧𝑑𝑥𝑑𝑦 = ∫1 ∫1 [𝑧 log 𝑧 − 𝑧]1𝑒 𝑑𝑥𝑑𝑦
𝑒 log 𝑦
= ∫1 ∫1 [(𝑒 𝑥 log 𝑒 𝑒 𝑥 − 𝑒 𝑥 ) − (0 − 1)]𝑑𝑥𝑑𝑦
Page | 139
𝑒 log 𝑦
= ∫1 [∫1 (𝑥𝑒 𝑥 − 𝑒 𝑥 + 1)𝑑𝑥] 𝑑𝑦
𝑒 log 𝑦
= ∫1 (𝑥𝑒 𝑥 − 𝑒 𝑥 (1) − 𝑒 𝑥 + 𝑥)1 𝑑𝑦
𝑒 log 𝑦
= ∫1 (𝑥𝑒 𝑥 − 2𝑒 𝑥 + 𝑥)1 𝑑𝑦
𝑒
=∫1 [(log 𝑦 𝑒 log 𝑦 − 2𝑒 log 𝑦 + log 𝑦) − (1𝑒 − 2𝑒 + 1)]𝑑𝑦
𝑒
= ∫1 [(log 𝑦 (𝑦) − 2𝑦 + log 𝑦) − (1 − 𝑒)]𝑑𝑦
𝑒
𝑦2 𝑒 𝑦2 1 𝑦2
=[log 𝑦 ( 2 ) − ∫1 (𝑦) 𝑑𝑦 − 2 + (𝑦 log 𝑦 − 𝑦) − (1 − 𝑒)𝑦]
2 2 1
𝑒2 13
= − 2𝑒 +
4 4
3 2 1
Sol: ∭𝑉(𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥)𝑑𝑥𝑑𝑦𝑑𝑧 = ∫𝑧=0 ∫𝑦=0 ∫𝑥=0 ∭𝑉 (𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥 )𝑑𝑥𝑑𝑦𝑑𝑧
3 2 𝑥2 𝑥2
= ∫𝑧=0 ∫𝑦=0[ 𝑦 + 𝑥𝑦𝑧 + 𝑧]10 𝑑𝑦𝑑𝑧
2 2
3 2 𝑦 𝑧
= ∫𝑧=0 ∫𝑦=0[ + 𝑦𝑧 + ]𝑑𝑦𝑑𝑧
2 2
3 𝑦2 𝑦2 𝑦𝑧 2
= ∫𝑧=0[ + 𝑧+ ] 𝑑𝑧
4 2 2 0
3
= ∫𝑧=0[ 1 + 3𝑧]𝑑𝑧
3𝑧 2 3 33
= [𝑧 + ] =
2 0 2
Page | 140
1. Evaluate ( x + y + z ) dzdydxx where R is the region bounded by the planes x =0,x =1,
R
1 1
z2 1
= ( xz + yz + ) 0 dydx x
0 0
2
1 1
1
= ( x + y + 2 )dydx
0 0
1
y2 y 1
= ( xy + + ) 0 dx
0
2 2
1
1 1
= ( x + 2 + 2 )dx
0
1
= ( x + 1)dx
0
x2
= ( + x)10
2
1 3
= +1 = .
2 2
Let the functions x = 1 (u, v, w), y = 2 (u, v, w) & z = 3 (u, v, w) be the transformations from
Cartesian coordinates to the curvilinear coordinate’s u, v, and w.
( x, y , z )
J=
(u , v, w)
Page | 141
a) Change of variables from Cartesian to spherical polar coordinate system :
x x x
( x, y , z ) y y y
Where J = =
( , , )
z z z
v v
Page | 142
cos − sin 0
= sin cos 0 =
0 0 1
1 (1− x 2 ) (1− x 2 − y 2
dxdydz
1. Evaluate
0 0
0 (1 − x 2 − y 2 − z 2 )
by changing in to spherical polar coordinates.
x = r sin cos
y = r sin sin
z = r cos
In the positive octant for which r varies from 0 to 1, varies from 0 to and
2
Varies from 0 to .
2
(1− x 2 ) (1− x 2 − y 2
r 2 sin drdd
1 1 2 2
dxdydz
=
0 0 0 (1 − x 2 − y 2 − z 2 ) 0 0 0 (1 − r 2 )
2 2 1 1 − (1 − r 2 )dr
= 0 0 0 (1 − r 2 ) sindd
1
2 2
1
= − (1 − r 2 ) dr sin dd
0 0 0 (1 − r )
2
1
2 2
r 1
= sin −1 r − 1 − r 2 + sin −1 r sindd
0 0 2 2 0
Page | 143
1
2 2
= 2 − 2 2 sindd
0 0
2
2
= sind d
40 0
2
=
4 (− cos ) 02 d
0
2
2
=
4 d =
0
4 2
( − 0) =
8
.
2. Evaluate ( x + y 2 + z 2 )dxdydz taken over the volume enclose by the sphere
2
x = r sin cos
y = r sin sin
z = r cos
=0 =0 r =0
2
r5
= =0 =0 5 sindd
2
1
=
5 0
(− cos ) 0 d
2
2 2
= d = ( ) 02
5 0 5
4
=
5
Page | 144
3. Using cylindrical coordinates, find the volume of cylinder with base radius a and height h.
r : 0 → a, : 0 → 2 , z : 0 → h
h 2 a
Required volume = dxdydz = rdrddz
z =0 =0 r =0
h 2
r2 a
=
z =0 =0
(
2
) 0 ddz
h
a2
( )
2
= 0 dz
2 z =0
h
a2
= (2 ) dz
2 z =0
= a 2 ( z ) 0h
= a 2 h .
Sol: The sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 is cut into 8 equal parts by three co-ordinate planes.
Hence the volume of the sphere is equal to 8 times the volume of the solid bounded by
x=0, y=0, z=0 and 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 .
Z-varies from 0 to √𝑎2 − 𝑥 2 − 𝑦 2
Page | 145
𝑎 (𝑎2 −𝑥 2 ) 𝜋
= 8∫0 𝑑𝑥
2 2
𝑎
= 2𝜋 ∫0 (𝑎2 − 𝑥 2 )𝑑𝑥
𝑥3 𝑎
= 2𝜋[𝑎2 𝑥 − ]
3 0
4𝜋𝑎3
=
3
Page | 146
UNIT -V
Special Functions
Page | 147
Beta Function:
1
The definite integral ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 is called the Beta function
and is denoted by 𝛽(𝑚, 𝑛) and read as “Beta of m,n”.The above integral converges
for 𝑚 > 0, 𝑛 > 0.
1
Thus 𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥 where 𝑚 > 0, 𝑛 > 0
❖ Beta function is also called Eulerian integral of the first kind.
Properties of Beta Function:
1. Symmetry of Beta function: i.e., 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
Put (1 − 𝑥) = 𝑦 ⟹ 𝑥 = (1 − 𝑦) so 𝑑𝑥 = −𝑑𝑦
limits: when 𝑥 = 0 ⟹ 𝑦 = 1
𝑥=1⟹𝑦=0
1
∴ 𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
0
= ∫1 (1 − 𝑦)𝑚−1 𝑦 𝑛−1 (−𝑑𝑦)
0
= − ∫1 𝑦 𝑛−1 (1 − 𝑦)𝑚−1 𝑑𝑦
1 𝑏 𝑎
= ∫0 𝑦 𝑛−1 (1 − 𝑦)𝑚−1 𝑑𝑦 ∴ ∫𝑎 𝑓(𝑥)𝑑𝑥 = − ∫𝑏 𝑓(𝑥)𝑑𝑥
1 𝑏 𝑏
= ∫0 𝑥 𝑛−1 (1 − 𝑥)𝑚−1 𝑑𝑥 ∴ ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑦)𝑑𝑦
= 𝛽(𝑛, 𝑚)
∴ 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
Alternate Proof:
1
We know that 𝛽(𝑚, 𝑛) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
Page | 148
From the properties of definite integrals, we have
𝑎 𝑎
∫0 𝑓(𝑥)𝑑𝑥 = ∫0 𝑓(𝑎 − 𝑥)𝑑𝑥
1
∴ 𝛽(𝑚, 𝑛) = ∫0 (1 − 𝑥)𝑚−1 (1 − (1 − 𝑥))𝑛−1 𝑑𝑥
1
= ∫0 𝑥 𝑛−1 (1 − 𝑥)𝑚−1 𝑑𝑥
= 𝛽(𝑛, 𝑚)
∴ 𝛽(𝑚, 𝑛) = 𝛽(𝑛, 𝑚)
𝜋
2. Prove that 𝛽(𝑚, 𝑛) = 2 ∫0 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃
2
when 𝑥 = 0 ⟹ 𝜃 = 0
𝜋
𝑥=1⟹𝜃=
2
𝜋
∴ 𝛽 (𝑚, 𝑛) = ∫02 (𝑠𝑖𝑛2 𝜃)𝑚−1 (1 − 𝑠𝑖𝑛2 𝜃)𝑛−1 2𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
𝜋
= 2 ∫0 (𝑠𝑖𝑛2 𝜃)𝑚−1 (𝑐𝑜𝑠 2 𝜃)𝑛−1 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
2
𝜋
= 2 ∫02 𝑠𝑖𝑛2𝑚−2 𝜃 𝑐𝑜𝑠 2𝑛−2 𝜃 𝑠𝑖𝑛𝜃𝑐𝑜𝑠𝜃𝑑𝜃
𝜋
= 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃
𝜋
∴ 𝛽 (𝑚, 𝑛) = 2 ∫02 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠2𝑛−1 𝜃 𝑑𝜃
𝜋
1
Note: ∫0 𝑠𝑖𝑛2𝑚−1 𝜃𝑐𝑜𝑠 2𝑛−1 𝜃 𝑑𝜃 = 𝛽(𝑚, 𝑛)
2
2
Page | 149
3. Prove that 𝛽(𝑚, 𝑛) = 𝛽(𝑚 + 1, 𝑛) + 𝛽(𝑚, 𝑛 + 1)
1
𝛽(𝑚 + 1, 𝑛) = ∫0 𝑥 𝑚 (1 − 𝑥)𝑛−1 𝑑𝑥
1
𝛽(𝑚, 𝑛 + 1) = ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛 𝑑𝑥
1 1
Now 𝛽(𝑚 + 1, 𝑛) + 𝛽(𝑚, 𝑛 + 1) = ∫0 𝑥 𝑚 (1 − 𝑥)𝑛−1 𝑑𝑥 + ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛 𝑑𝑥
1
= ∫0 [𝑥 𝑚 (1 − 𝑥)𝑛−1 + 𝑥 𝑚−1 (1 − 𝑥)𝑛 ]𝑑𝑥
1
= ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 [ 𝑥 + (1 − 𝑥)]𝑑𝑥
1
= ∫0 𝑥 𝑚−1 (1 − 𝑥)𝑛−1 𝑑𝑥
= 𝛽(𝑚, 𝑛)
(1−𝑥)𝑛 1 1 (1−𝑥)𝑛
= [𝑥 𝑚−1 ] − ∫0 (𝑚 − 1)𝑥 𝑚−2 𝑑𝑥 (By integration by parts)
𝑛(−1) 0 𝑛(−1)
(𝑚−1) 1
=
𝑛
∫0 𝑥 𝑚−2 (1 − 𝑥)𝑛 𝑑𝑥
(𝑚−1)
𝛽(𝑚, 𝑛) = 𝛽(𝑚 − 1, 𝑛 + 1) ------------------(2)
𝑛
Page | 150
(𝑚−2)
𝛽(𝑚 − 1, 𝑛 + 1) = 𝛽(𝑚 − 2, 𝑛 + 2)
(𝑛+1)
(𝑚−1)(𝑚−2)(𝑚−3)…………1
𝛽(𝑚, 𝑛) = 𝛽(1, 𝑛 + 𝑚 − 1)-------------------(5)
𝑛(𝑛+1)(𝑛+2)………….(𝑛+𝑚−2)
1 1
𝛽(1, 𝑛 + 𝑚 − 1) = ∫0 𝑥 0 (1 − 𝑥)𝑛+𝑚−2 𝑑𝑥 = ∫0 (1 − 𝑥)𝑛+𝑚−2 𝑑𝑥
(1−𝑥)𝑛+𝑚−1 1 1
=[ ] =
(𝑛+𝑚−1)(−1) 0 𝑛+𝑚−1
(𝑚−1)!
𝛽(𝑚, 𝑛) = (𝑛+𝑚−1)(𝑛+𝑚−2)…..(𝑛+2)(𝑛+1)𝑛
(𝑚−1)!(𝑛−1)! (𝑚−1)!(𝑛−1)!
𝛽(𝑚, 𝑛) = (𝑛+𝑚−1)(𝑛+𝑚−2)…..(𝑛+2)(𝑛+1)𝑛 =
(𝑛−1)! (𝑚+𝑛−1)!
(𝑚−1)!(𝑛−1)!
∴ 𝛽(𝑚, 𝑛) =
(𝑚+𝑛−1)!
Page | 151
Other forms of Beta Function:
∞ 𝑥 𝑚−1 ∞ 𝑥 𝑛−1 ∞ 𝑦 𝑛−1
1. Show that 𝛽(𝑚, 𝑛) = ∫0 𝑚+𝑛
𝑑𝑥 = ∫0 𝑚+𝑛
𝑑𝑥 (or) ∫0 𝑑𝑦
(1+𝑥) (1+𝑥) (1+𝑦)𝑚+𝑛
1 −1
Put 𝑥 = so that 𝑑𝑥 = 𝑑𝑦
1+𝑦 (1+𝑦)2
when 𝑥 = 0 ⟹ 𝑦 → ∞
𝑥=1⟹𝑦=0
0 1 𝑦 𝑛−1 (−1)
𝛽(𝑚, 𝑛) = ∫∞ 𝑚−1
. . 𝑑𝑦
(1+𝑦) (1+𝑦)𝑛−1 (1+𝑦)2
∞ 𝑦 𝑛−1
𝛽(𝑚, 𝑛) = ∫0 𝑑𝑦
(1+𝑦)𝑚+𝑛
∞ 𝑥 𝑛−1
∴ 𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑚−1
𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑚−1 ∞ 𝑥 𝑛−1
Hence 𝛽(𝑚, 𝑛) = ∫0 𝑚+𝑛
𝑑𝑥 = ∫0 𝑑𝑥
(1+𝑥) (1+𝑥)𝑚+𝑛
1 𝑥 𝑚−1 +𝑥 𝑛−1
2.Show that 𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑚−1
Proof: We have 𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
1 𝑥 𝑚−1 ∞ 𝑥 𝑚−1
= ∫0 𝑚+𝑛
𝑑𝑥 + ∫1 𝑑𝑥 --------------(1)
(1+𝑥) (1+𝑥)𝑚+𝑛
∞ 𝑥 𝑚−1
Now consider ∫1 𝑑𝑥
(1+𝑥)𝑚+𝑛
Page | 152
1 −1
Put 𝑥 = so that 𝑑𝑥 = 𝑑𝑦
𝑦 𝑦2
when 𝑥 = 1 ⟹ 𝑦 = 1
𝑥→∞⟹𝑦=0
𝑚−11
∞ 𝑥 𝑚−1 0 (𝑦) −1
∴ ∫1 (1+𝑥)𝑚+𝑛 𝑑𝑥 = ∫1 1 𝑚+𝑛 . 2 𝑑𝑦
(1+ ) 𝑦
𝑦
1
1 𝑦𝑚−1 1
= ∫0 (1+𝑦)𝑚+𝑛 . 𝑦 2 𝑑𝑦
𝑦𝑚+𝑛
1 𝑦 𝑛−1 1 𝑥 𝑛−1
= ∫0 𝑑𝑦 = ∫0 𝑑𝑥
(1+𝑦)𝑚+𝑛 (1+𝑥)𝑚+𝑛
1 𝑥 𝑚−1 1 𝑥 𝑛−1
𝛽(𝑚, 𝑛) = ∫0 𝑚+𝑛
𝑑𝑥 + ∫0 𝑑𝑥
(1+𝑥) (1+𝑥)𝑚+𝑛
1 𝑥 𝑚−1 +𝑥 𝑛−1
∴ 𝛽(𝑚, 𝑛) = ∫0 𝑑𝑥
(1+𝑥)𝑚+𝑛
∞ 𝑥 𝑚−1
3.Show that 𝛽(𝑚, 𝑛) = 𝑎𝑚 𝑏 𝑛 ∫0 𝑑𝑥
(𝑎𝑥+𝑏)𝑚+𝑛
∞ 𝑥 𝑚−1 ∞ 𝑥 𝑚−1
Proof: We have, 𝑎𝑚 𝑏 𝑛 ∫0 𝑚+𝑛
𝑑𝑥 = 𝑎𝑚 𝑏 𝑛 ∫0 𝑎 𝑑𝑥
(𝑎𝑥+𝑏) 𝑏𝑚+𝑛 ( 𝑥+1)𝑚+𝑛
𝑏
𝑎𝑥 𝑏𝑦 𝑏
Put 𝑦 = ⟹𝑥= so that 𝑑𝑥 = 𝑑𝑦
𝑏 𝑎 𝑎
when 𝑥 = 0 ⟹ 𝑦 = 0
𝑥=∞⟹𝑦=∞
𝑚−1𝑏𝑦
𝑚 𝑛 ∞ 𝑥 𝑚−1 𝑎𝑚 𝑏𝑛 ∞ (𝑎) 𝑏
∴𝑎 𝑏 ∫0 (𝑎𝑥+𝑏)𝑚+𝑛 𝑑𝑥 = 𝑚+𝑛 ∫0 𝑎 𝑏𝑦 . 𝑑𝑦
𝑏 ( . +1) 𝑚+𝑛 𝑎
𝑏 𝑎
𝑏𝑚 ∞ 𝑦 𝑚−1
= 𝑎𝑚 𝑏 −𝑚 ∫ 𝑑𝑦
𝑎𝑚 0 (1+𝑦)𝑚+𝑛
∞ 𝑦 𝑚−1
= ∫0 𝑑𝑦
(1+𝑦)𝑚+𝑛
∞ 𝑥 𝑚−1 ∞ 𝑦 𝑛−1
We know that 𝛽(𝑚, 𝑛) = ∫0 𝑚+𝑛
𝑑𝑥 = ∫0 𝑑𝑦
(1+𝑥) (1+𝑦)𝑚+𝑛
∞ 𝑥 𝑚−1 ∞ 𝑦 𝑚−1
Hence 𝑎𝑚 𝑏 𝑛 ∫0 𝑚+𝑛
𝑑𝑥 = ∫0 𝑑𝑦 = 𝛽(𝑚, 𝑛)
(𝑎𝑥+𝑏) (1+𝑦)𝑚+𝑛
Page | 153
∞ 𝑥 𝑚−1
∴ 𝛽(𝑚, 𝑛) = 𝑎𝑚 𝑏 𝑛 ∫0 𝑑𝑥
(𝑎𝑥+𝑏)𝑚+𝑛
(1+𝑎)𝑦 𝑎(1+𝑎)
Put 𝑥 = so that 𝑑𝑥 = 𝑑𝑦
(𝑦+𝑎) (𝑦+𝑎)2
when 𝑥 = 0 ⟹ 𝑦 = 0
𝑥=1⟹𝑦=1
𝑛−1
1 𝑥𝑚−1 (1−𝑥) 𝛽(𝑚,𝑛)
∴ ∫0 𝑚+𝑛 𝑑𝑥 = 𝑚
(𝑥+𝑎) 𝑎𝑛 (1+𝑎)
𝑏
5. Show that ∫𝑎 (𝑥 − 𝑏)𝑚−1 (𝑎 − 𝑥)𝑛−1 𝑑𝑥 = (𝑎 − 𝑏)𝑚+𝑛−1 𝛽(𝑚, 𝑛), 𝑚 > 0, 𝑛 > 0.
𝑦−𝑏 1
Put 𝑥 = so that 𝑑𝑥 = 𝑑𝑦
𝑎−𝑏 𝑎−𝑏
Page | 154
when 𝑥 = 0 ⟹ 𝑦 = 𝑏
𝑥=1⟹𝑦=𝑎
𝑏 𝑦−𝑏 𝑚−1 𝑦−𝑏 1
∴ 𝛽(𝑚, 𝑛) = ∫𝑎 ( ) (1 −( ))𝑛−1 . 𝑑𝑦
𝑎−𝑏 𝑎−𝑏 𝑎−𝑏
𝑏 (𝑦−𝑏)𝑚−1 (𝑎−𝑦)𝑛−1 1
= ∫𝑎 . . 𝑑𝑦
(𝑎−𝑏)𝑚−1 (𝑎−𝑏)𝑛−1 𝑎−𝑏
𝑏 (𝑦−𝑏)𝑚−1 (𝑎−𝑦)𝑛−1
= ∫𝑎 𝑑𝑦
(𝑎−𝑏)𝑚+𝑛−1
𝑏 (𝑥−𝑏)𝑚−1 (𝑎−𝑥)𝑛−1
= ∫𝑎 𝑑𝑥
(𝑎−𝑏)𝑚+𝑛−1
𝑏 (𝑥−𝑏)𝑚−1 (𝑎−𝑥)𝑛−1
∫𝑎 𝑑𝑥 = 𝛽(𝑚, 𝑛)
(𝑎−𝑏)𝑚+𝑛−1
𝑏
Hence ∫𝑎 (𝑥 − 𝑏)𝑚−1 (𝑎 − 𝑥)𝑛−1 𝑑𝑥 = (𝑎 − 𝑏)𝑚+𝑛−1 𝛽(𝑚, 𝑛)
2
1 m +1 n +1
sin cos d = (
m n
6. Show that , )
0
2 2 2
2 2
2 m −1 n −1
= (sin 2 ) 2
(cos2 ) 2
(sin cos )d
0
dx
Put sin 2 = x so that sin cosd =
2
2 1 m −1 n −1
1
sin cos d = 2 0
m n
x 2
(1 − x) 2
dx
0
1 m +1 n +1
1 ( ) −1 ( ) −1
2 0
= x 2
(1 − x) 2
dx
1 m +1 n +1
= ( , )
2 2 2
Aliter:
Page | 155
2
1
sin cos2 n −1 d = (m, n) → (1)
2 m −1
We have
0
2
From Eq (1)
2
1 p +1 q +1
0 = (
p q
sin cos d , )
2 2 2
Or
2
1 m +1 n +1
sin cos d = 2 (
m n
, )
0
2 2
Problems:
1
x
1. Express the following integral in terms of Beta function
0 1− x2
dx
1
x
Sol: Given 0 1− x2
dx
put x 2 = y
−1
dy 1 2
dx = = y dy
2x 2
When x= 0, y = 0;
When x = 1, y = 1.
1
1 1 2 −1
x y1 2
0 1− x2
dx =
0 1− y 2
y dy
1 −1 1 1
1 1 −1 1 1
= y (1 − y ) 2 dy = y 1−1 (1 − y ) 2 dy = (1, ) .
20 20 2 2
Page | 156
3
dx
2. Express the following integral in terms of Beta function
0 9 − x2
3
dx
Sol: Given
0 9 − x2
Put x 2 = 9 y
−1
3 2
dx = y dy
2
When x= 0, y = 0;
When x = 3, y = 1.
3 3 −1 1 1 −1
dx − 3 2
= (9 − x ) dx = (9 − 9 y )
2 2 2
y dy
0 9 − x2 0 0
2
1 1 −1
3 − 1
=
20 (1 − y ) 2 y 2 dy
3
1 1 1
1 −1 −1
=
20 (1 − y ) 2 y 2 dy
1 1 1
= ( , ).
2 2 2
1 m +1
1
3. Show that x (1 − x n ) p dx = ( , p + 1)
m
0
n n
1
Sol: Given that x m (1 − x n ) p dx
0
Put x = y
n
1
1 n −1
dx = y dy
n
When x= 0, y = 0;
When x = 1, y = 1.
1 1 m 1− n 1 m +1− n
1 1
0 x (1 − x ) dx = 0 y (1 − y) n y dy = y (1 − y ) p dy
m n p n p n n
n0
Page | 157
1 m +1
1 −1
= y n
(1 − y ) ( p +1) −1 dy
n0
1 m +1
= ( , p + 1)
n n
1+ y 1
Put x = dx = dy
2 2
When x= 0, y = -1;
When x= 1, y = 1
(1 + y) m−1 1 + y n−1 1
1
(m, n) = m −1
(1 − ) dy
−1 2 2 2
(1 + y) m−1 (1 − y) n−1
1
= dy
−1 2 m+n−1
1
1
(1 + x)
m −1
= m + n −1
(1 − x) n−1 dx
2 −1
1
(1 + x) m−1 (1 − x) n−1 dx = 2 m + n −1 (m, n) .
−1
1
xdx 1 2 1
5. Prove that = ( , )
0 1 − x5 5 5 2
1
xdx
Sol: Given that
0 1 − x5
Put x = yx= y
5 5
1 −4
1 −1 1
dx = y 5 dy = y 5 dy
5 5
Page | 158
1
1 1 5 −4
xdx y1
= y 5
dy
0 1 − x5 0 1− y 5
1 −3 −1
1
= y 5 (1 − y ) 2 dy
50
1 2 1
1 −1 −1
= y 5 (1 − y ) 2 dy
50
1 2 1
= ( , ) .
5 5 2
1
x 2 dx
6. Evaluate
0 1 − x5
in terms of Beta function.
1 1 −1
x 2 dx
Sol: Given = x (1 − x ) dx
2 5 2
0 1 − x5 0
1 −1
x2
= 4 (1 − x 5 ) 2 x 4 dx
0 x
1 −1
= x −2 (1 − x 5 ) 2 x 4 dx
0
Put x 5 = y 5x 4 dx = dy
dy
x 4 dx =
5
0 1 − x5 0
5
1 3 1
1 −1 −1
= y 5 (1 − y ) 2 dy
50
1 3 1
= ( , ) .
5 5 2
b
7. Show that ( x − a) (b − x) n dx = (b − a) m + n +1 (m + 1, n + 1)
m
b
Sol: Given that ( x − a) (b − x) n dx
m
Page | 159
t−a
Put x = a+ (b-a) y ( or x = ) so that dx = (b-a)dy
b−a
( x − a) (b − x) dx = [(b − a) y ] m [b − a − (b − a) y ]n (b − a)dy
m n
a 0
1
= (b − a) m y m (b − a) n (1 − y ) n (b − a)dy
0
1
= (b − a) m+ n+1 y m (1 − y ) n dy
0
1
= (b − a) m+ n+1 y ( m+1)−1 (1 − y ) ( n+1)−1 dy
0
= (b − a)
m + n +1
(m + 1, n + 1) .
x m −1 dx
0 ( x + a) m+ n = a (m, n)
−n
8. Show that
x m−1 dx
Sol: we have (m, n) = m+n
0 (1 + x )
t dt
Put x = dx =
a a
x m −1dx
Hence m+n
= a −n (m, n)
0 ( x + a)
Gamma Function:
∞
The definite integral ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 is called the Gamma function and it’s
denoted by Γ(𝑛) and read as “Gamma of n”.The integral converges only for 𝑛 > 0.
Page | 160
∞
Thus, Γ(𝑛) = ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 where 𝑛 > 0
𝑒 −𝑥 ∞
=[ ] = −[𝑒 −∞ − 𝑒 −0 ] = −[0 − 1] = 1
−1 0
∴ Γ(1) = 1
𝑒 −𝑥 ∞ ∞ 𝑒 −𝑥
= [𝑥 𝑛−1 ] − ∫0 (𝑛 − 1)𝑥 𝑛−2 ( )𝑑𝑥 (Integrate by parts)
−1 0 −1
∞
= (𝑛 − 1) ∫0 𝑒 −𝑥 𝑥 𝑛−2 𝑑𝑥
= (𝑛 − 1)Γ(𝑛 − 1)
∴ Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)
= 𝑛!
∴ Γ(𝑛 + 1) = 𝑛!
Problems:
9
1. Find Γ ( )
2
9 9 9 7 7 7 7 7
Sol: Γ ( ) = ( − 1) Γ ( − 1) = Γ ( ) = ( − 1) Γ ( − 1)
2 2 2 2 2 2 2 2
7 5 5 7 5 5 5
= . Γ ( ) = . . ( − 1) Γ ( − 1)
2 2 2 2 2 2 2
7 5 3 3 7 5 3 3 3
= . . Γ ( ) = . . ( − 1) Γ ( − 1)
2 2 2 2 2 2 2 2 2
7 5 3 1 1
= . . . Γ( )
2 2 2 2 2
7 5 3 1 1
= . . . √π [ Γ ( ) = √π ]
2 2 2 2 2
9 105
Γ( ) = √π
2 16
13
2. Solve Find Γ ( )
3
13 10 7 4 1 1
Sol: Γ ( ) =. . . . Γ( )
3 3 3 3 3 3
Γ(𝑛+1)
Γ(𝑛) =
n
1
3. Compute Γ (− )
2
Γ(𝑛+1)
Sol: We know that Γ(𝑛) =
n
1
Put 𝑛 = −
2
Page | 162
1
1 Γ(−2+1)
Γ (− ) = 1
2 −2
1
1 Γ(2)
Γ (− ) = 1
2 −2
1 √π
Γ (− ) = 1
2 −2
1
∴ Γ (− ) = −2√π
2
5
4. Compute Γ (− )
2
Γ(𝑛+1)
Sol: We know that Γ(𝑛) =
n
5
5 Γ(−2+1) 2 3
Γ (− ) =
2 5 = − 5 Γ (− 2)
−2
3
2 Γ(−2+1) 4 1
=− 3 = Γ (− )
5 − 15 2
2
1
4 Γ(−2+1) 8 1 8
= 1 =− Γ( ) = − √π
15 −2 15 2 15
5 −8√π
∴ Γ (− ) =
2 15
Put x = t 2 dx = 2tdt
When x = 0, t = 0 & x = , t =
(m) = e (t )−t 2 2 m−1
2tdt = e −t t 2 m−2+1 2dt
2
0 0
Page | 163
= 2 e −t t 2 m−1dt
2
(m) = 2 e − x x 2 m −1 dx
2
Similarly (n) = 2 e − y y 2 n−1dy
2
(m)(n) = 4 e −( x + y2 )
x 2 m−1 y 2 n−1dxdy
2
0 0
2
(m)(n) = 4 e −r r 2( m+ n)−1 cos2 m−1 sin 2 n−1 drd
2
0 0
2
= 2 e −r r 2( m+n )−1dr. 2 cos2 m−1 sin 2 n−1 d
2
0 0
= (m + n). (m, n) (m) = 2 e − x x 2 m −1 dx
2
( m) ( n )
(m, n) =
( m + n)
Problems:
1
1. Show that ( ) =
2
( m) ( n )
Proof: We know that (m, n) =
( m + n)
Taking m = n = ½, we have
Page | 164
1 1
( ) ( )
1 1 2 2 = (( 1 )) 2
( , ) = since (1) = 1
2 2 1 1 2 ………………….. (1)
( + )
2 2
1 1 1 1 1 1
1 1 −1 −1 − −
But ( , )
2 2 0
= x 2
(1 − x ) 2
dx =
0
x 2
(1 − x ) 2
dx
Also when x =0, = 0; when x =1, =
2
2
1 1 1 1
( , ) = 2 sin cosd
2 2 0
sin cos
2
= 2 d = 2( ) 02 = 2( − 0) = …………………….(2)
0
2
1
( ) =
2
e
−x2
2. To show that dx =
0 2
Proof: We have (n) = e = x x n−1dx
0
−1
1
Taking n = ½, we have ( ) = e = x x 2 dx
2 0
Put x =t dx = 2tdt
2
2 0 0
2 e − x dx =
2
Page | 165
e − x dx =
2
0
2
Note:
0
e
− x2
1. dx =
−
2
e dx =
− x2
2.
−
4. Show that (n)(1 − n) =
sin n
x n −1
Proof: We know that (m, n) = m+ n
dx (by one of the forms of Beta function)
0 (1 + x )
( m) ( n )
Also we have (m, n) =
( m + n)
x n −1 ( m ) ( n )
dx =
0
(1 + x) m + n ( m + n)
x n −1
(1 − n)(n) = 0 (1 + x) dx ………………………..(1)
x 2m 2m + 1
We have 0 1 + x 2n dx = 2n cos ec( 2n ) where m > 0, n > 0 and n > m
2m + 1
Put x 2 n = t & = s we have
2n
2m 1
( )
t t 2n 2n
0 2n(1 + t )t 2n cosecs
dt =
2m 1
( ) −1
1 t t 2n 2n
2n 0 (1 + t )
dt =
2n
cos ecs
Page | 166
[( 2 m +1) / 2 n ]−1
t
0
(1 + t )
dt = cos ecs
t s −1
0 (1 + t )dt = sin s
x s −1 x n−1
0 (1 + x) sin s 0 (1 + x) sin n
dx = or dx =
…………….(2)
(n)(1 − n) =
sin n
1
1
5. show that (n) = (log ) n−1 dx , n > 0
0
x
Sol: We have (n) = e − x x n −1 dx → (1)
0
1 −x
Put x = log = − log y y = e
y
1
dy = −e − x dxordx = − dy
y
x (1 − x) 2 dx
4
6. Evaluate
0
1 1
0 0
Page | 167
(5)(3)
= (5,3) =
(8)
4!2!
=
7!
2
=
765
1
=
105
2 1
x(8 − x ) 3 dx
3
7. Evaluate
0
2 1
1 −2
2
Put x 3 = 8 y x = 2 y 3 dx = y 3 dy
3
When x = 0, y = 0; When x = 2, y = 1
2 1 1 1 1 −2
2 3
x(8 − x ) 3 dx = 2 y 3 (8 − 8 y) 3
3
y dy
0 0
3
1 1 1
8 −3
=
30
y (1 − y ) 3 dy
1 2 4
8 3 −1 −1
=
30
y (1 − y ) 3 dy
2 4 2 4 4
( ) ( ) ( )( − 1)( − 1)
8 2 4 8 3 3 8 3 3 3
= ( , ) = = (n) = (n − 1)(n − 1)
3 3 3 3 2 4 3 (2)
( + )
3 3
81 2 1 8 1 1
= ( )( ) = ( )(1 − )
33 3 3 9 3 3
8 16
= = [(n)(1 − n) = ]
9 9 3 sin n
sin( )
3
2 7
2
1
sin cos2 n −1 d = (m, n) → (1)
2 m −1
Solution: We have
0
2
Page | 168
Eq (1) becomes
9
2 7 (3)( )
1 9 1
0 sin cos d = 2 (3, 4 ) = 2
5 2 4
9
(3 + )
4
( m) ( n )
Since (m, n) =
( m + n)
9 9
(3)( ) ( )
1 4 = 4
= (3) = 2!= 2
2 21 21
( ) ( )
4 4
9
2 7 ( )
64
sin cos
5 2
d = 4 =
17 13 9 9 1989
0 . . ( )
4 4 4 4
3
−4 x2
9. Evaluate dx
0
3
−4 x2
Solution: Given dx
0
3 −4 x = e −4 x
2 2
log 3
x = e log x
3 −4 x2
dx = e − 4 x 2 log 3
dx
0 0
dy
Put 2 x log 3 = y dx =
2 log 3
dy 1
3 dx = e e
−4 x2 − y2 − y2
= dy
0 0 2 log 3 2 log 3 0
1
3
−4 x2
dx = = =
0 2 log 3 2 4 log 3 16 log 3
1
10. When n is a positive integer , Prove that 2 n (n + ) = 1.3.5......( 2n − 1)
2
1 1 1 1
(n + ) = (n − + 1) = (n − )(n − )
2 2 2 2
Page | 169
1 3 1 3 3
= (n − )(n − + 1) = (n − )(n − )(n − ), by(1)
2 2 2 2 2
1 3 5 5
= (n − )(n − )(n − )(n − )
2 2 2 2
2n − 1 2n − 3 2n − 5 2n − 5
= . . ( )
2 2 2 2
2n − 1 2n − 3 2n − 5 3 1 1
= . . .......... . . ( ) (by repeated use of (1) n times)
2 2 2 2 2 2
1
Hence 2 n (n + ) = 1.3.5......( 2n − 1)
2
1
11. Show that 2 2 n −1 (n)(n + ) = (2n)
2
1
Proof : Since we have (m, ) = 2 2 m−1 (m, m)
2
( m) 1
= 2 2 m −1 or(m)(m + ) = 2 m −1 (2m)
1 ( 2m) 2 2
(m + )
2
1
Hence 2 2 n −1 (n)(n + ) = (2n)
2
x 8 (1 − x 6 )
12. Prove that 0 (1 + x) 24 dx = 0 using - functions.
Proof:
x 8 (1 − x 6 ) x 8 − x 14
0 (1 + x) 24 dx = 0 (1 + x) 24 dx
x8 x14
= dx − dx
0 (1 + x ) 24
0 (1 + x ) 24
Page | 170
x 9−1 x15−1 x m −1
= 9 +15
dx − 15+ 9
dx Since (m, n) = dx
0
(1 + x ) 0
(1 + x ) 0 (1 + x )
m+ n
= (9,15) − (15,9)
= (9,15) − (9,15)
=0
(−1) n n!
1
x (log x) dx =
m n
13. Prove that Where n is a positive integer and m > -1.
0 (m + 1) n +1
−t
Put log x = −t x = e dx = −e −t dt
Also x = 0, t = & x = 1, t = 0
1 0
0
= (−1) n e −( m+1)t t n dt = (−1) n e −( m+1)t t ( n+1)−1 dt
0 0
(n + 1)
= (−1) n
(m + 1) n +1 ( n)
e − kx x n −1 dx = , n 0, k 0
(−1) n!
n
kn
= 0
(m + 1) n +1
Page | 171