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Lect 3 1.5.1 Linear Dependence:: (V, V ,..... V) A, A ,..... A Av+av+..... +av 0
Lect 3 1.5.1 Linear Dependence:: (V, V ,..... V) A, A ,..... A Av+av+..... +av 0
LECT4
1.6 CHARACTERISTICS MATRIX
If A be a square matrix of order n, then we can form the matrix [A I], where I
is the unit matrix of order n and is scalar. The determinant corresponding to
this matrix equated to zero is called the characteristic equation i.e. if A I be
the matrix then
a11 a12 a13 ... a1n
a 21 a 22 a 23 ... a2n
a 31 a 32 a 33 ... a 3n
... ... ... ... ...
... ... ... ... ...
a n1 an2 a n3 ... a nn
|A I| = =0 …(1)
is the characteristic equation of A.
On expanding the determinant (1), the characteristic equation may be
written as
(1)n n + a1 n1 + a2 n2 + … + an1 + an = 0
which is nth degree equation in .
The roots of (1) are called Eigen values or characteristic roots or latent
roots of the matrix A.
Eigen Vectors
a 11 a 12 a 13 ... a 1n
a ... a 2 n
21 a 22 a 23
a 31 a 32 a 33 ... a 3n
... ... ... ... ...
... ... ... ... ...
a n1 a n 2 a n3 ... a nn
We take the matrix A =
x 1
x
2
x 3
...
x
and if X = n
. If X be a vector such that X = AX AX X = 0
i.e. [A I]X = 0 where all elements of X can not be zero.(at least
one of them is non zero.) .Then the vector X is said to be Eigen vector
corresponds to Eigen value .
Example 1. Find the Eigen values and Eigen vectors of the matrices A=
1 2
2 4
.
Sol. The characteristic equation of the given matrix is |A I| = 0
1 2
2 4
=0
i.e. (1 ) (4 ) 4 = 0 2 5 = 0 ( 5) = 0
i.e. = 0, 5
Eigen values of A are 0 and 5.
1 0 2 x 1
2 4 0 x 2
So, corresponding to = 0 Eigen vectors are given by =0
i.e. x1 + 2x2 = 0 and 2x1 + 4x2 = 0
x1 x 2
i.e. single equation x1 + 2x2 = 0 2 1 so for = 0 Eigen vectors are
1 5 2 x 1
(2, 1) and for = 5, we have 2 4 5 x 2
=0
4x1 + 2x2 = 0 and 2x1 x2 = 0
x1 x 2
. i.e. Eigen vectors are 1 2 i.e. (1, 2) are Eigen vectors corresponding to
=5.
Example 2. Find the characteristic roots and characteristic vectors of the matrix
8 6 2
6 7 4
2 4 3
A= .
Sol. The characteristic equation of matrix A is | A I | = 0 i.e.
8 6 2
6 7 4
2 4 3
=0
i.e. (8 ) [(7 ) (3 ) 16] + 6[(6) (3 ) + 8] + 2[24 2(7 )] = 0
i.e. (8 ) [21 + 2 10 16] + 6[10 + 6] + 2[24 14 + 2] = 0
i.e. 3 + 182 85 + 40 60 + 36 + 20 + 4 = 0
i.e. 3 182 + 45 = 0 i.e. = 0, 3, 15.
Corresponding to = 0, Eigen vectors are given by
8 6 2 x 1
6 7 4 x
2
2 4 3 x 3
=0
i.e. equations are
8x1 6x2 + 2x3 = 0 …(1)
6x1 + 7x2 4x3 = 0 …(2)
2x1 4x2 + 3x3 = 0 …(3)
From (2) and (3) we get
x1 x2 x3 x1 x 2 x 3
21 16 8 18 24 14 i.e. 1 2 2
i.e. Eigen vector are (1, 2, 2)
Similarly from (1) and (2) we get the same vectors
8 3 6 2 x 1
6 73 4 x
2
2 4 3 3 x 3
Now for = 3, Eigen vectors are obtained from =0
5 6 2 x 1
6 4 4 x
2
2 4 0 x 3
i.e. =0
i.e. equations are
5x1 6x2 + 2x3 = 0 …(4)
6x1 + 4x2 4x3 = 0 …(5)
and 2x1 4x2 = 0 …(6)
From (4) and (5), we get
x1 x2 x3
24 8 12 20 20 36
x1 x 2 x x1 x 2 x 3
3
i.e. 16 8 16 2 1 2
i.e. Eigen vectors are (2, 1, 2) and for = 15, Eigen vectors are given by
8 15 6 2 x1 7 6 2 x 1
6 7 15 4 x 6 8 4 x
2 2
2 4 3 15 x 3 2 4 12 x 3
=0 =0
(6 ) [9 6 + 2 1] + 2[2 4] + 2[2 4] = 0
3 + 2[6 + 6] [36 8 + 8] + [48 8 8] = 0
3 122 + 36 32 = 0
3 22 102 + 20 + 16 32 =0
( 2) ( 8) = 0i.e. = 2, 2 and 8.
2
Exersice.
1 Find the Eigen values and Eigen vectors of the matrix
2 2 3
2 1 6
1 2 0
A=
2.Find the characteristics root and the corresponding characteristics vectors for the matrix
A=
A=
A= , B= , C=
A=
References 1. Higher Engineering Mathematics,N.P.Bali