M-5.64 A TEXTBOOK OF ENGINEERING MATHEMATI¢g oo ae 1.28 SOLUTION OF SYSTEM OF LINEAR EQUATIONS (CRAMER'S RULE) then Let the system of linear equations in three unknowns x, y, z be cerhasandl () Also, let the determinant of co-efficients be a, bo . =|42 & 2) 20 a3 by cy a, & | lax & 4% xA=x] a2 b, c2/=|a2x by Cy ay by cy| |asx bs cy Operating C, + yC, + 2C,, we have axtbytez & a] [di bb a ax+baytcoz by c2|=|d2 by ¢2| =A, (say) agx+bgytcgz by cy| | ds by cy a dy a 7 a Similarly, yh=|42 dz ¢2/=A, (say) and zA=| 42 = A, (say) a, dy cy a, by dy Thus, we have x4 = Ay, yA= Ay, 24 = Ay Since A # 0, the system has a unique solution, given by x = a, o. 2, z= Note 1. Cramer's rule is applicable to a system of n linear equations in n unknowns. Note 2. 4,, Ay, Ay are the determinants obtained from A by replacing the elements of C,,C,, C, respectively by d,, dy, d Note 8. The system of equations has a unique solution if A # 0. Note 4. If A = 0 and at least one of the three determinants A,, A», Ay is non-zero, then the system of equations has no solution If 4 = 0 and also A, = A, = 4, = 0, then the system of equations has an infinite number of solutions. Note 5. A system of equations is said to be consistent or compatible if it has at least one solution. Thus, the above system of equations is consistent if A # 0 or if A= A, = A, = A, =0. A system of equations is said to be inconsistent if it has no solution. Thus the above system of equations is inconsistent if A = 0 and at least one of A,, Ap, A, is non-zero. ILLUSTRATIVE EXAMPLES Example 1. Solve by Cramer's rule x-dy+z=2 Be ty +z=6 bxty+3z=3.v i M-5.65 + 6 : 34 ui ue 11 whet Here gol. F 5 13 Expanding along R,) = 18~1)+3@~5)4 . The system has a unique solution, 18-5)= 1240, 2 -3 1 4,= 11 3°18 (Expanding along R,) =28~ 1) + 318-5) + 16— 9) = 59 121 : y, =|9 6 ili Similarly “Te 3 gl 1-32 4,=13 1 6/=_79 5 13 pot 828 76 23" ; 6 6° Example 2. The currents i, iy i. i and i, in an electric network satisfy the system of sqations: 3i, + 2, -i, = 60 Bi, i, + dig = 160 di, +i, ~ 21,= 20 Si, -i,- 2, +i, =0 Find i, 30 2-1 Sol. Here Oe ee 5-1-2 1 Operating C, > C, + 3C,, Cs > C, + 2C, 0 0 0-1 = 4 0 " . 2 i SG (Expanding along R,) 8-1 0 1 2-1 4 . =-|-6 4-3 (Expanding along R,) 8-1 0 = 20 - 3) + 10 + 24) + 4(6 - 32) =- 86 #0 3 0 60 -1 A= 2 7; a : (Taking out 20 from C,) 5-1 0 1t ATEXTBOOK OF ENGINEERING rien | 3 03 -1 o|2-2 8. 10 alt) 0) ak Gi-1 0 whl : Operating 0, 4 ©, * Hy. © *%* 3C, O 0. Ow “1 8 0 ao ‘6 4-5 -2 Expanding alongp, g-1 3 1 ‘ 2-1 8 =20/-6 4 -5 Expanding along, a -1 3 7 = 20[2(12 — 5) + 1( - 18 + 40) + 86 - 32)] =~ 3440 By Cramer's rule, fy Example 3. Test for consistency the following systems and find the solution, fi ' ts a (ii) 2e-y +324 Bx ty-32=13 A 2x + 19y - 472 = 32 23 7 Sol.(i) Here 4=|3 1 -3 2 19 -47 6-3 7 a,=|13 1-3] = 5-47 +57) + 3-611 + 96) + 71247 -32) 32 19 -47 =10#0 Since 4 = 0 and A, # 0, the system is inconsistent 2-1 3 (ii) Here A=/1 1-3 Operating R, > R, + Ry, R, 7 R+h 5-1 38 30 0 =/1 1 -3/=0 60 0 Similarly, A, =A, =4,=0. -. The system is consistent and has an infinite number of solutions. Putting z = & in the first two equations, we have 2v-y=4-3k xty=-143ki wes M-5.67 jain er a ee whence y= 3h 2 ent (YS ek~2,2= kis the Solution for all values of k. om (GENEOUS LINEAR EQUATIONS ws jaime equations (DoF AL 21, ifdh = d,=¢) <0, yg = a,x + by +e2=0 a,x + by +c.2=0 a,x + bay + 2 =0 hare called homogeneous linear equations, i! since d, = dy = 4, = 0. we have 4, = 4, =A, =9 ya 0, then by Cramer's rule, the system h; 0 na 7 1a8 a unique solution x = y = z = 0. pissolution 1s called a trivial solution or null solution, ” » this a . (a= the system will have non-trivial solution (in which x, y, 2 are not all | osimaltaneously). In this case, we have an infinite number of solutions including the trivial solution. (i) Since x = y= 2 = 0 is always a solution of the above system, itis always consistent. |e test its consistency on! ly for non-trivial solutions. Example 4. Does the system x+y -32=0, 8-y-2=0, 2e+y-4z= rial solutions? If so, find these solutions | , have non- 1 1-3 Sol. Here A=/3 -1 -1)=144+1)-1¢ 12+2-38+2)=0. 2 1-4 :. The system has non-trivial solutions, | Tofind these solutions, we solve any two of the given equations, say x+y—3z=0 and 3r-y-z=0 ees 121 We have = -1-3 -9+1 -1-3 * ¥:y:2= 1:2: Lare the proportional values of x, y, z. The solutions can be written as x=k, y= 2k, z= k, where k is arbitrary. Example 5. Having given that x = cy + bz, y =az + cx, z= bx + ay, where x, y, z are allzero, prove that a2 + b? + c2 + Zabe = I. Sol. The given equations can be written as x-cy—bz=0 cx-y+az=0 bx + ay-2=0= A TEXTBOOK OF ENGINEERING MATHE upp, cs M-5.68 Since they have non-trivial solutions (i. are not all zero), we have 1 -c -6 > ce -1 a{=0 b a -l or 1(1 a2) + e(- ¢— ab) ~ (ea + by=0 or a+ b? + c? + 2abe = 1 4.27 CONSISTENCY OF (n + 1) EQUATIONS IN n UNKNOWNS While studying electrical nett orks and frequency of ‘oscillatory systems, we eneraly have more conditions than the number of unknowns. We are interested to know wheth ii hese conditions are satisfied simultaneously or not Ce whether these equations an consistent or not). Here we consider the particular case when the number of equations one more than the number of unknowns. Tet ue consider the ease of four linear equations in three unknowns Consider the equations a,x + by + 42> 4 a ax + bay + C2 = dy a agt + byy + eg = dy ® (4) axt by toz= dy Solving (2), (3) and (4) by Cramer's rule, we get dy by ca| |a2 b2 ¢ yo Ata]d, by cs |t]as bso a dy & cy] fae be a, [oe d e2| [a2 b eo y=S2ela, dy cs|+]as bs & Ola dy col las be es a, [ar & | [a2 & & z=S8=]a; bs d3|+|as 3 S Jay by del fag by & ‘The given system of equations will be consistent if these values of x, y, z satisfy (1) Substituting the values of x, y, 2 in (1) and multiplying by 4, we get db co} [a2 dp eg] [a2 be d2| [ar be & a;|dy 5 cy |+b,|a5 dy cy /tey/ay by ds|=dijas b cs dy by ey ay dy cy a, by dy ay by b 2 dp a, cz dy a; by ‘dp a 6G or a)b ce de|-d fay eg dy |te,{ag by d|—dy|ag Bs ca|=0 by ee dy] fay cg yf fay by dy a, & % a ba dy a,b cy dy or : a by cy |"? a, by cy dy which is the condition for the system to be consistent Note. The condition is the x, y, 2 eliminant of given equationsY ncts M-5.69 y ample 6. Find the value of i for whic h the ie 7 “ equations B (2-Nx t+ 2+ 3=0, 2+ (4 Ays 729 2k + by + (6-2) = ut ond find the values of x and y pine sis “orresponding to each of these values of ). #0 gol. We are Biven a system of three equations in two unknowns which will be nso : = (Operating R, + R, - Ry] « (ff =0 {Operating C, + C, + Ca] 2 u-a 7 |. . o if 00 alr? (Expanding along R,] a if, ( 1=A)[(2 - A -2) - 10) =0 or if, A+ INQ2- 1344 12)=0 Bt A+ HA-Na~12)=0 or if, A=-1,1,12. (i) When A = — 1, the first two equations become 3x + 2y + 3= 0 and 2x+ 5y+7=0 whence x = (i) When A = 1, the first two equations become x+ 2y+3=0 and 2x+ 3y+7=0 (iti) When 4 = 12, the first two equations become whence x - 10x + 2y +3 Oand 2x-8y+7=0 whence s= 2, y= 1 Example 7. Test for consistency the equations de + Ty - 52 =3, IIx - 9y + 32 = 2, Bx - 10y + 5z = 3, dx - By + 102 = 13 Sol. Here, we are given a system of four linear equations in three unknowns. For ‘sistency, we must have 4 7aaeae 11-9 3 2)_ “=lg -10 5 3/79 4 -3 10 13 Now, operating C, + C,-C,,C, > C, + Cy 1 2-5 3 9-6 3 2 tte es 12 Operating C, -» Cy ~ 2C,, C; 4 Cy + BC, C, + C, - 30,M-5.70 1. A TEXTBOOK OF ENGINEERING Mar, HEAT Ao OD 9 -24 48 -25 7 =] 5 -15 30 -12 Expanding along p p p- ' -24 48 -25 ' -|-15 30 -12 Operating C, > Cy #2C,, C30, 25 -35 40 ae -% 0-1 =|-15 0 3 Expanding along 2 15 15 1 -24 -1)__ 45 (72-15) = 1305 +0 Gear] 16) a8 Hence the given equations are not consistent TEST YOUR KNOWLEDGE fe the equations Apply Cramer's rule to solv L-xt2y+z=2 (xt y+ 2=0, 2x + Sy + 32 (i) 3x+-y + 22=3, 2x- 3-2 -3,xt2ytz=4 (iit) x+y + 2= 1, 2x4 By +22 =2, Bx t By 42-1 xt 2y+ 92514 (iv) x4 2y +32 =6, ut dy +2 Ix+ dy —32 = 19, 2x + y + 62 = 46 BI, Lx + ly + 82 = 63 (v) Bx - 6y + 42 = (vi) Tx + Oy + Bz = 42, 13x + 6y + 22 = 2, xt By = 2247, 52-8 = Sx t By 227 (vii) 2x + y + 42 = (viii) x + 3y + 62 = 2, 3x-y + 42=9, x- dy + 22, x4 2y + 32= 152 (iy xt y+ 2=66,x-yt2= (2) Bye 2x + xy = Supe, Bye + 22x + 4xy = W9ayz, Gyz + Tex —ay= 1T9% ‘| In a given electrical network, the equations for the currents iy Hint. Divide the equations by xyz and put a x iy, i, are Calculate i, and i, by Cramer's rule In a given electrical network, the equations for the currents i,, i, 4 are given by i, + 2i, + 31, = 14, 5i, + Bi, + 11i, = 54, 34, + 5i, + 1, = 16 Solve the above linear system by determinant method Does the system x~ 2y + 32 =0, 2x4 y-42=0,x~y + 2=0 have non-trivial solutions? Ifso find these solutions ”v 6 +2y al the values of & for which the equations : ae Det GA* Dy + 2z=0,a ~Dx+ O~2W+ A+ a2 =0, 2x+BL+ Dy +3Q-De=0 arvconsstent and find tho ratios of sy, «when 4 ee t happens when A has the greatest of these valuog > allest of these values. Wha prove that the equations x= ay + 2 Yeztax 2s solution), then a? + 1=0. x+y, are consistent (have non-zero ‘Test the consistency of the following equations xt 9y +324 14=0, 5x4 9y4 112456 =0, L @s= Git) x=3,y=0, wo) (i) x= 1 y=2,2=3 (i) x=-3,y=4,2=1 (i) x=12,y=22,2=32 2 =15.i,=25 4 Yes.x=hy=2h 5 A=5 x=2hy =k, where k is arbitrary. hk 2 = Ake | © 250.3, whenaso, x= Ie & (tomnsistent =2 when A= 3, equations become identical 9. Consistent 12. 3= 1, ¢e-4, 128 CHARACTERISTIC EQUATION IfAisa square matrix of order n, we ci and is ¢ ‘an form the matrix A— AI, where A isa scalar he ‘nit matrix of order n. The determinant of this matrix equated to Zer0, i.e., ay-d MQ ay VAAL|=| a1 ag A + ag = is called the characteristic equation of A, ay a aA TEXTBOOK OF ENGINEERING MATHEMATicg M572 istic equation can be written ay , acter On expanding the determinant, the chare kn + ght + i polynomial ¢ rr a » form I)" f degree nin A of the fo} polynomial equation Le ; equation are called the characteristic roots or Latent r eristic FOOLS of A is called spectrum of A The roots of (his values of A The set of all the charact 4.29 EIGEN VECTORS tion Y= AX a cote the column vector Y. In practice, we are ofte hich transforms the column vector X inte " : Seared is find those vectors X which transform into seal ar multiples of themselves Let X be such a vector which transforms into AX(@ being a non-zero scalar) by the Consider the linear transforma transformavion (). Then From (1) and (2) This matrix equation gives 1 homo y=ax : : A Roo Ok 0 2 GD a geneous linear equations (ay, - Ade, + r2%2 + ort ay, Xn 20 a) + (agg - Ate + +a, %,=0 eae d o On iX1 + On2X2 + + (Gay - 4) ‘These equations will have a non-triv ial solution only if the co-efficient matrix A - | is singular Le, if [A-aAl|=0 6 ‘This is the characteristic equation of the matrix A and has 1 roots which are the eigen values of A Corresponding to each root of (5), the homogeneous system (3) has a non-zero solution x] x, x =|*2 | which is called an eigen vector or latent vector x, Note. If X is a solution of (3), then so is kX, where kes an arbitrary constant. Thus, the eigen vector corresponding to an eigen value is not unique ILLUSTRATIVE EXAMPLES Example 1. Find the eigen values and eigen vectors of the matrix Sol. The characteristic equation of the given matrix is 1A-A1|=0 or [17-2 -5 4-h or (1-44 -a)- 10=0 or 2? = 5h - or A-BA+1I)=0 A=6,- Thus, the eigen values of A are 6, -ry esp nding to A he eigen Vectors are given by (A-6)x=0 res ‘of 1-6 -2][x, =0 % -2 pet eSIo = Ea -8 -2)x,) [9 operating R, > Ry Ri, ~ [ 0 se we get only one independent equation — gs, 2x, = 0, since rank of co-efficient posi! 41. 22 giving the eigen vector (2,~5), 2 corresponding tod =~ 1, the eigen vectors are given by [ 2 ae} - io %2, 1 : operating) > 5 Ry and Ry +2, “Li Yp}o Operating R, > R, + R, ~f} -1][17_f0 0 OjLx.|> lo We get only one independent equation 2x, ~ 2, = 0, since rank of co-efficient patrix 1s 1 +, giving the eigen vector (1, 1), -2 2-3 Example 2. Find the eigen values and. eigen vectors of the matrix A= 2 1- | -1-2 0 Sol. The characteristic equation of the given matrix is | A ~ AL |= -2-k 2-3 ® 2 1-A -6 -1 -2 =a C2 MER —~2) ~ 12} 2-2-6] —3- 4+ 11 —ay) = a8 +92 214-45 =0 By trial, A=— 3 sans it O+ 3yaz- 15)=0 => +3)A+3A-5)=0 = A=-3,-3,5 Thus, the eigen a of A are - 3, -3, 5. “orresponding to A =~3, the eigen veetors are given by 1 2 -3)[x (A+ 31I)X=0 or 2 4 -6/|m%/=0 -1-2 3]lx BereM-5.74 A TEXTBOOK OF ENGINEERING MATHENar ; 8 Operating Ry > R,-2R, and R,> Ry +R, ec We get only one independent equation x, + 2x, ~ 3x, = 0. since rank of co-tficien, matrix is | Choosing x, = 0, we have x, ~ 3x, = 0 = -3 = “3 giving the eigen vector (3, 0, 1 3 Choosing x, = 0, we have x, + 2x, = 0 7 = = 7 giving the eigen vector (2, - 1, 0) Any other eigen vector corresponding to A = - 3 will be a linear combination Of these two. -7 2 -3)fx, Corresponding to A = 5, the eigen vectors are given by| 2 -4 -6||x,|=0 -1 -2 -5]lx, Operating R, > R,-7R, and R,>R, +2R, 0 16 32)[x, ~| 0 -8 -16|/x,|=o0 -1 -2 -5]/x5 1 1 Operating R, > 7 R, and Ry >-F Ry 0 1 2ifx ~| 0 1 2/lxl=o -1 -2 -5|[x, Operating R, > R, ~ Ry, Ry > R, + 2R, 00 Ojfx, 08 aslo 2 0 Thx ae 0 ~| 01 2ix]=/0 00 Ojlx, 3 We get only two inde ; pendent equations — x, — of co-efficient matrix is 2 2 a Operating R, © R, => heearcs M-5.75 pROPERTIES OF EIGEN VALUES 0. (a) The eigen values of a square matrix A and ity ‘ranspose A’ are the same. A ay .... % a, A=|% Oy Let then ‘The characteristic equation of A 1S given by 1-2 an a, {A-Alj=| 1 a.-a tn 4/9 cy qq 2 1) Also, the characteristic equation of 4” given by ee a IN -at ls] M12 dag - A a2 |g (2) An Fan Since the value of a determinant remains uncha ae nterchanged, therefore, the charae eigen values of A and AY are the same (6) The sum of the eigen values of a matrix is the sum of the elements on the ‘principal diagonal. + Gq 2 inged when its rows and columns teristic equations (1) and (2) are same. Hence the We prove the Property for a matrix of order matrix of any order 3. However, the result is true for a M1 412 ay3 Let A= |G) ag agg 431 Gg2 Ogg, aya IA-AL] =| ay a3, Sothat == + May, + dy, + Oy) (a) IT... 2, be the eigen values of A, then JA-AL]= (I Q-%) @-A) A-a) =-A + MA, +a, +A) -... 2)a: | M-5.76 ATEXTBOOK OF ENGINEERING MATHE Mar, les From (1) and (2), we have =A + May, + yy + Aq) 54 MO, +2 + Ay) Comparing co-efficients of 22, we get Ay t Ag + Ag = Oy) + Oy9 + O55 = The sum of the elements on the principal diagonal, (c) The product of the eigen values of a matrix A ts equal to | A| IfA,, Ay. A, be the eigen values of a square matrix A of order 1, then JA-AII= CD" A=A)A-A) A=) Putting A = 0, we get TATE GD". DAA: A, > AA. a, = Ay n Al Ie Gps mM ie (@) If Ris an eigen value of a non-singular matrix A, then 5 is an eigen value of 41 Ais an eigen value of A = There exists a non-zero vector X such that AX = AX Pre-multiplying both sides by A-!, we get AT (AX) = AT AN) = (ATA)X = (AEX) = X=AMATX) = Axeax = aixeix a x = + isan eigen value of A” x 1 (©) If dis an eigen value of an orthogonal matrix, then 2 is also its eigen value Let 4 be an eigen value of an orthogonal matrix A, then t is an eigen value of A [Part (a) above} But AT=a (Ais an orthogonal matrix) : is an eigen value of But the matrices A and A’ have the same eigen values. [Part (a) above] 2 is also an eigen value of A DUphy ds A, are the eigen values of a matrix A, then A™ has the eigen values AM AS An (m being a positive integer)w AX = aX A(AX) = (1) i (AX) = AAX) aX MAX) AX= AX) 2 AK = 42x bby (1)] 2 similarly, A°X = 2°X. In general AmX = anX, ym is an eigen value of An 2 since A is an eigen value of A = mig an eigen value of A”, , ooo Ay are the i dy Ae eigen values of A, then ae Am are the eigen salues of 4 (@ The eigen values of an idempotent ‘matrix are either zero or unity, Let Abe an idempotent matrix, then Aaa Let Abe an eigen value of A, then there exists a non-zero vector X such that AX = AX w AAX) = A@X) or A2x = (AX) o AP=A and AX =AX] or (2) From (1) and (2), we have WX=AX or G2 -\)X=0 M-d=0 Cs X#0) AA-1)=0 2=0 or 1 Example 3. [2 be an cigen value of a non-singular matrix A, show that ‘al isan gen value of the matrix adj. A Sol. 4 is an eigen value of A. = There exists a non-zero matrix X such that AX = AX = (adj A)(AX) = (adj AJAX) = ((adj A)A) X = A (adj A) X = HALIX=A (adj AyX fe @dj AVA= 1A 1] = LAL X=A(adjA)X = ‘Al x= (agj ayx VAL. > (adj A) X= “ X = ‘Btisan eigen value of adj A.ae ws76 ATEXTBOOK OF ENGINEERING MATHEMar, es 1.31 CAYLEY HAMILTON THEOREM x satisfies its characteristic equation. Every square matri ie, if the characteristic equation of the nth order square matrix A is FA-ALT = Grane hat t+ kat Pe thy, DAN HRA RAN? th =O Let P =adj(A-AD Since the elements of A-AI are at most of first degree in A, the elements of P = adj (A- Al) are polynomials in 2 of degree (n ~ 1) or less. We can, therefore, split up p into a number of matrices each containing the same power of A and write P=P\At-1+PAr-2+P, | A+P, o Also, we know that if M is a square matrix, then M (adj M) = | M | x é (A-ADP= 1 A-ALI xT By (1) and (2), we have (A-AD@P AN + PLAr 2+ +P, 1) then 2 (AAPA) HIE DAT HRA yar? + +h, A+ kill Equating co-efficients of like powers of 4 on both sides, we have -P,=C nl Ie IP, =P AP, - P, = kyl AP, - Py = hy I AP, | P=8,_ AP, =h,1 Pre-multiplying these equations by A”, A""!, "2, ....., A, L respectively and adding. + we get . O=CIANt AT HAN 8+ th, At [terms on the LHS cancel in pairs] or CDA ERAN + AN 2+ th, Atk, LO 8) which proves the theorem Note 1. Multiplying (3) by A-!, we have (— I)" ANF RAN 2+ thy Pt RAT =O 1 1 ayn) n-2 palo thant th, Hl Thus Cayley-Hamilton theorem gives another method for computing the inverse of a matrix thod expresses the inverse of a matrix of order 1 in terms of (1 ~ 1) powers of A, 11s > Since this most suitable for computing inverses of large matrices. nn, we get Note 2. If m be a positive integer such that m > n, then multiplying (3) thy Amn hAm nO CDnan + kam! + kan? showing that any positive integral power A” (m > 1) of Ais linearly expressible in terms of those of lower degreene gaample 4 Verily Carle Hamitionthearey for the matrie 4 fees ence compute A! gol. The characteristic equation of 4 is 2-2 4 A-Mimo ta) 1 23 a 4 1-1 2-2 0 on simplification) toverify Cayley-Hamilton theorem, we have to show that A’- 6A? + 9A ~ 41=0 qd) i 2-1 ne 1 i 6-5 5 fe APs/-1 0 2 -aly|4 2-1=|-5 6 -5 EL albeit 21 25 5-5 6 Geo Soa 4 22-21 21 AP=APxKA=|-5 § 5 “12 -1/=]-21 99 -9) 5-5 6 1-1 2 21-21 22 22-21 ay 6-5 5 + A-GAP+9A—41=]-21 99 _91| 6 -5 6 -5 21-21 29 5-5 6 2-1 1 fioo *9/-1 2 -1!-4]0 1 0 1-1 2] loo1 000 =|0 0 Ol=0 000 This verifies Cayley-Hamilton theorem Now, multiplying both sides of (1) by A~!, we have AY-6AN+91- 44120 = 4A1=A2-6A+91 1 0 6-5 5 2.1 1 00 = IA1=/-5 6 -5/-6/-1 2 -1/+9/0 1 o|= : fs 6 1-1 2) [0 0 a] |-M-5.80 A TEXTBOOK OF ENGINEERING MATHE 4 Tle Example 6. Using Cayley-Hamilton theorem, find AM if A -| f| Sol. The characteristic equation of Ais 1A-M1=0 ie, | 2 |-0 2 -1-h or -(1-A4)-4=0 5 or Ma5 By Cayley-Hamilton theorem. A satisfies its characteristic equation (1) u At= 51 = (A)! = (6D! => AY= 6251 ( Hey 211 Example 6. Find the characteristic equation of the matrix « : : | and, hence find the matrix represented by A* - 5A” + TAS 3A8 + AT 5AS + BA? - 2A +1. Sol. The characteristic equation of A is 2-A 1 1 [A-alj=| 0 1-A 0 |=0 or A¥-5A*+7A-3=0 1 1 2-2 By Cayley-Hamilton theorem, A? - 5A? + 7A — 31 = O w Now A8—5A7+ TAS — 308 + At 5A + BAY - 2A +1 s_ 5A? + TA—31) + A(A® — 5A? + TA - 31) + (A + A+ D) sAP+AtT [Using (1) 4 ‘Roa aoe aoe, TEST YOUR KNOWLEDGE 1. Find the sum and product of the eigen values of oo 2 3 @}2 1-6 -1-2 0 1 2 (iw) | 4 wane owas Coesv nt M-5.81 duct of th jou 3 ca Find the prod © igen valuos of 8 1 2 si 840 625 are 3-1, (b Find the sum of eigen values ofthe inverso of tho matrix A= : f | (Hint. Bigen values of Aare 3.4.5 5 Eigen values of A-! 5-1] (@) Find the eigen values of 24%, if a = (: 2| [Hint. Eigen values of Aare 1,5 = Eigen values of A? are 1?, 52 = Elgon values of 2? are 2 x 12,2 x 52] s, Find the eigen values and the corresponding ©1Ben vectors of the following matrices: 5 4 12 ® i 4 2 [3 | wo (3 a] 2-4 3 201 217 314 (in |0 2 0 @)]1 21 wo 20 102 001 005 11 3, “92 6 wo]2 8 1 wid] 5 0 -3 (wit) is -16 4 ou + 3-101 10 -1 -1 2 -2 () |-1 05 -1 @ i241 @}1 2 1 1-1 3 22 3 -1-1 0 5 Show that the eigen values ofa triangular matrix A are equal tothe elements of the principal diagonal of A. : Show that 0 is a characteristic root of a matrix if and only if the matrix is singular. 1. Show that if A is a characteristic root of a matrix A, then A + k is a characteristic root of the matrix A + kl & IA Ay, . A, are the eigen values of a matrix A, then A? has the eigen values MAR a2 § Prove that the matrices A and P-!AP have the same eigen values, P being an invertible Matrix of same order as A 10. 137 (@ Find the characteristic equation of the matrix A= i: 2 i Show that the equation is satisfied by A and hence obtain the inverse of the given matrix, 123 (©) Find the characteristic equation of the matrix A= i: ‘ Show that the equation is satisfied by A. Also, find A“!ATEXTBOOK OF ENGINEERING MATHEMATi¢g mse ENTEOON OF ENONEERING WATE Vorify Cayley-Hamilton theorem for tho matrix A and find At when Ais 1k 102 2 61 1 BenQ wo 24 (i) {0 1 -6 Gi) |-6 -1 2 20 3, 34-2 6 2-4] 12. Using Cayley-Hamilton theorem, find the inverse of 7-18 10 3 off 3 wle 1 wf A 248 i 7 4 Ising Ci fnaatira=[2 2 18. Using Cayley-Hamilton theorem, find ANifA=| 5 _o 14 14. Find the characteristic equation of the matrix A = [2 3 and use it to find the matny represented by A® + 5A*- GA’ + 2A? 4A + 71 ‘Also express A® - 4A¢- 7A’ + 11A?— A - 101 as a linear polynomial in A. 15. Show that the matrix A= [- o 7 satisfies Cayley-Hamilton theorem ap 9 16. If [. 3 express AS - 4° + 8A‘ - 12A* + 14A? as a linear polynomial in A Answers lL (5,3 (ii) - 1,45. (dit) 12, 32 (iv) 10, 262 2 @-2) (b) 47/60 (©) 2, 50 3 @1,6:0,-), 4.) @)5,0, 0, 2), (2, -)@) 5,-2.0 1), G, = 3) 4. ()0,3,15;(, 2,2), 2, 1,-2),(2,-2,) (it) 2, 2,8, (1, 0, (1, 2, 0), 2,-1,1) iv) 1,1, 3,1, = 1, 0). 1,0, = 1), 0, 1, 0) (v) 2, 3,5; U1, = 1, 0), (1, 0, 0), (2, 0, 1). (vi) = 2, 3,6; (1,0, 1), = 1,1), 0, 2,1) (vii) 1, = 1,2; (1, = 1, 2), 2, = 1, 3), (2, - 1, 4) (wit) 0, 0, 5 ; ©, 1, 0), 2, 0, 1), C0, - 2) (ix) 2, 3,6; (- 1,0, 1), 0,1, 1), 1-2, 1) #9 1,2,8;0,-1. 0.8 -1-3. 0-1 -@ (a) 1, - V5, ¥551,0.),0 + V5.-1,D,0- 5-1». 9. (Hint. | P'AP-Al | = | P-'AP-AP-!P | =| P-4A-ADP | =IPHILA-ADIIP1=1A-Al I] PIPL =1A-A0 1] (ii) 12.3; ,0,-), 0,1, 0, 00,1) yf-4 uo -5 cia 1 6 10. (a) A? - 442-20 -35=0, 35 i-6 & (b) AP - 3A 144 14=0, 10 -8 2 6 2-25 -1 5 -3! -3 0 2 1 -22 -16 37 -3 -2 2 un. @f-1g¢ 4 we] we 7-12 Gin 3] 6 5 -2 i 7 3 20-1 3-10 -2 -6 -2 5 oa 1/78 2% -7 ie 3 3 12 @/.3 5 Gi) 5-40 50 - 10 (ii) =|3 2 -7 22-30 13 ola -1 -1 1861 3676 13. 811 14 [Ieo8 aeaa AtSl 16. -4A+ 51t ath M.5.63 “ pepucTION OF A MATRIX TO DIAGONAL FoR 3 ‘ trix: A of order n has n lina ware mal 1 linearly in oe Habe found such that BY AB igi, diagonal mare en det! iBen vectors, then a i rove the result for a square Neel higher order. atte’ 1 Abe a square matrix of order 3. Lot Ay A, let 1 A; be its eigen values and *) . XQ xy a= [:} X= EE} X= E be the corresponding eigen vectors, 2 2 since eigen Vectors Are non-trivial solutions of the matrix equation AX = AX, we pe Let Consider AB = A[X, IAX,, AX, AX,] = TAX), AgNy, AgX] Muti Date Ages] fa, ay x]fkr 0 0 =]Ain Aare daygl=ly, %2 Y3|/0 Ap 0 2 Ayer Ag2p yay Sh mili oa Lo * = BD, where D is the diagonal matrix] 42 0 0 0 A = AB=BD = BJAB= B'BD = ID = Note. The matrix Bwhich diagonalises A is called the modal Sof A into a square matrix. The diagonal as the ei which proves the theorem, matrix of A and is. obtained by matrix Dis called the spectral igen values of A as its diagonal elements 13 CALCULATION OF POWERS OF A MATRIX Given a si hen is la ‘diagonal m, aatrix of A and h. quare matrix A, it is quite tedious to find A* (n bein, 8e. On the other hand, it is quite easy to obtain any positi latrix D, since =e a” 0 re) = oles] Therefore 7 altri diagonalisation of a matrix is useful for finding positive integral powers ‘Square mat ix. a positive integer) ive integral power of Wh that P°@ Square matrix. Then we know that a non-singular matrix B can be found at B'AB =D -() matrix. " MED is a diagonal be7 M-5.84 ATEXTBOOK OF ENGINEERING MATHEMATig ij From (1), D? = (B'AB)(B 'AB) = BAM eee [> BBA Similarly, B ASB =I) In general, B'A"B (2) ‘To find A" from (2), pre-multiply (2) by B and post-multiply by B+. Then BD"B! = BB'A"BB =A" Hence A"= BD"B ILLUSTRATIVE EXAMPLES f 3 | is diagonalizable. Hence find p 2 Example 1. Show the the matrix A = [3 0 such that P-! AP is a diagonal matrix. Sol. The characteristic equation of A is 1A-Al| or 29-62 + HA - (On simplification) Solving it, Since the matrix A has three distinct eigen values, it has three linearly independent eigen vectors and hence A is diagonalizable When 2 = 1, the corresponding eigen vector is given by 2 1 -1][x] fo (A-DX=0 or |-2 0 2//x)|=|0 01 I4Jlx5} lo. Operating R, > R, + Ry 0 1 1)[x] fo -|-2 0 2{/x,|=|0 0 1 Ifx,} [0 1 Operating R, > 5Rz and Ry > RyRy 0 1 1)["] fo -|-1 0 1/lx,[=/0 0 0 oj|x,| lo We get only two independent equations x, + x, = 0 and - +x, = 0, since rank of co-efficient matrix 1s 2 = 4, and x, =, a giving the eigen vector (1, -1, 1)M-5.85 g, the corresponding woe? ae N vector is given by 11 -y (A-21)X=O or F R, + 2R, and R, > R, - R, 0 1 -1][x] fo -|-2 0 ollx,|=|o 0 0 ojlx,| [0 We get two independent equations x, ~ x= 0 and -2x, = 0, since rank of co-efficient matrix is 2, = x, =Oand x, = x, giving the eigen vector (0, 1, 1) The modal matrix P=[X1 Xz wa a, 0 0 and P1AP=D=| 0 Ay 0 Prat 0 0 As “the required diagonal matrix Hon mo, oor oNo wosA TEXTBOOK OF ENGINEERING MATHEMap 8 ele er el Example 2. Diagonalise the matrix A = 12. . Hand obtain the modal matrig -1 -1 0 Sol. The characteristic equation of Ais Si. oe 1 2-k 1 [=Oo0rd?-AF-5A+5=0 (on Simplification, -1 1A-All Solving it, we have A= 1, + v5 When 4= 1, the corresponding eigen vector is given by = 2x, + 2y, — 22, =0 xyty, +2, 20 x - 4470 Solving the last two = = 21-21 giving the eigen vector (1, 0, - 1). When A= J5, the corresponding eigen vector is given by (1 - J5)x, + 2y, - 22, = 0 x, +(2- JB), +2, =0 y~ ¥52=0 =z, Solving the x n 21 Solving the last tw 1 Wing the last wo = Tg" 7_ B 21 or SL =H = oo a -» W-1 1-5 1 Similarly, the eigen vector corresponding to A =~ V5 is (V5 +1, -1, 1) a giving the eigen vector (5 - 1, 1,-1) 1 V5-1 V5+1 ‘The modal matrix B=|0 1 1 “1-1 Or 0 i 0 0 and B'AB=D=|0 A, Of=|0 V5 0 0 0 Al lo 0 -v5. is the required diagonal matrix. 1 6.1 Example 3. Diagonalise the matrix A=|1 2 0| and hence find At 003 Sol. The characteristic equation of A is i-k 4 + IA-All=| 1 2-A 0 |=0 0 0 3-rtte M-5.87 y a)-GM+5A+ 12=0 i a+ DQ-3)A-4=0 (On simplification) oo A=-1,3,4 When ).=-1, the corresponding eigen oa 7 is given by 2x, + by, +2, =0 x, + 38y,=0 42, =0 Nn x salving the last two, = Ogiving the eigen vector (3, -1, 0. When A = 3, the corresponding eigen vector ig given by ~ 2x, + 6y, +2, =0 x -y,=0 He 2 i t- When 4 = 4, the corresponding eigen vector is given by — 3x, + 6y, +z, =0 solving 7 Siving the eigen vector (1, 1, — 4) y, = 0 2z,=0 HM Solving the last two, > = “T-, 2, = 0 giving the eigen vector (2, 1,0) 3012 The modal matrix B=|-1 11 0 -4 0 aA, 0 0} [-1 0 0 and B'AB=D=/|0 A, Ol=|0 3 0 0 0 as} 0 0 4 Sthe required diagonal matrix. To find B*! 3 12) Ja bh a IBl=/-1 1 1=|a & (say) 0 -4 0} as bs cy A, = 4, B, = 0, C,=4, A, =-8, B,=0, C= 12, Ag=-1, By =-5, Cy =4 [BI =a,A, + b,B, + ¢,C, = 84) + (10) + 24) = 20 Ay Ag Ag] [4 -8 -1 ad B=/B, B, B3/=|0 0 -5 C, Cc, C,| [4 2 4ATTEXTBOOK OF ENGINEERING MATHEMAT, Q <1 Now 0 1 2yp1 0 ofa -8 -1 1 10 81 offo o -5 -4 ol[o 0 256]|4 12 4 3 127 4 -8 -t -1/-; 1 1]) 0 0 ~405 20) 9 -4 oj|1024 3072 1024 2060 6120 1640] [103 306 82 = ;|1020 3080 620)=| 51 164 31 oo 1620} | 0 © 81. TEST YOUR KNOWLEDGE -19 7 Reduce the matrix A= [ 42 wl to the diagonal form. “13 By diagonalising the matrix A = E 2 4h. find At 2 $. Diagonalise each of the following matrices ei. 2 8-6 2 10-1 @lo -2 1 m/s 7-4 Gi) }1 201 0 0 -3 2-4 3 22 3 1-1 2 Diagonalise A=|0 2 -1) and hence find AS 0 0 38 st 5. Diagonalise the matrix A = iH 5 - and hence find A‘ ot 11d 6. Diagonalise A=| 0 2 1] and hence find A® -4 4 3 eee hae 3 Find a matrix P which transforms the matrix A j to its diagonal fo 1 calculate A®. yrm. Henceic88, [eal aio 0 0 0-2 0 Gi) }0 | 0 0 -3 is 1-7 32 0 8 -19 0 0 27, [ie 12385 6305 -12100 12356 6305 13120 13120 6561. ews owe cq that theFnear transformation 7 =| ‘ ah}. the matrix A= ik ‘| to diagonal form D = "T-i arp, 0 0 1b. 0 or, 6 sino sing i jane ) changes b-a Answers = 29 45 2 [8 ‘a 10 0 (i)]0 2 0 003 251 -405 235 [ss 891-405 235-405 251 -l 1a, [49 63 ar 7.P=|0 -1 2|,A°=|63 153 63 rid 41 63 49)" aaa