Lecture 05

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 7

EE-603 Linear System Theory

Lecture 05

Dr. Sheraz Khan

University of Engineering & Technology Mardan

November 18, 2022

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 1/7
Review of Linear Algebra-II

Topics
Similarity Transformation
Diagonal and Jordan Forms
Case I: When A has distinct eigenvalues
Case II: When A has repeated eigenvalues

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 2/7
Similarity Transformation

Similar Matrices
In linear algebra, two n × n matrices A and B are called similar if there
exists an invertible n × n matrix Q such that

B = Q−1 AQ

Similar matrices represent the same linear map under two (possibly)
different bases, with Q being the change of basis matrix.

Similarity Transformation
A transformation A 7→ Q−1 AQ is called a similarity transformation or
conjugation of the matrix A.

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 3/7
Similarity Transformation

Example:
 
3 2 −1
A = −2 1 0 
4 3 1
 ′
and let b = 0 0 1 , Then we have

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 4/7
Eigenvalues

Eigenvectors and Eigenvalues


1 An eigenvector x lies along the same line as Ax : Ax = λx.
2 The eigenvalue is λ
3 If x = λx, then (Aλ − I) = 0, and λ − I is singular, and (Aλ − I) = 0,
we have n eigenvalues.

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 5/7
Eigenvalues

Example
   
0.8 0.3 0.8 − λ 0.3
ifA = , then det(A) = det
0.2 0.7 0.2 0.7 − λ
2 1
= λ2 − λ = (λ − 1)(λ − )
3 2
Thus λ = 1 and λ = 12 are the two eigenvlaues
We can also say that λ1 = 1 and λ2 = 12

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 6/7
Jordan Form

A matrix is said to be in Jordan form if


1 Its diagonal entries are equal to its eigenvalues
2 All its other entries are zeros

Dr. Sheraz Khan (UET Mardan) EE-603 LCA November 18, 2022 7/7

You might also like