DIAGONALIZATION

AND QUADRATIC
FORMS
KKKQ1223 ENGINEERING MATHEMATICS 2 (LINEAR ALGEBRA)

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QUADRATIC FORMS
Expressions of the form
a1 x1  a2 x2    an xn
occurred in our study of linear equations and linear systems.

If a1 , a2 , , anare treated as a fixed constants, then this expression is a real-valued

function of the n variables x1 , x2 , , xn and is called a linear form on Rn.

In this topic, we will be concerned with quadratic form on Rn, which are functions of
the form
a1 x12  a2 x22    an xn2   all possible terms ak xi x j in which xi  x j 

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Thus, a general quadratic form on R2 can be expressed as

a1 x12  a2 x22  2a3 x1 x2 (1)

and the general quadratic form on R3 as

a1 x12  a2 x22  a3 x32  2a4 x1 x2  2a5 x1 x3  2a6 x2 x3 (2)

Equations (1) and (2) can be expressed in matrix form as

 a1 a3   x1 
 x1 x2       x T
Ax
 a3 a2   x2 
 a1 a4 a5   x1 
 x1 x2 x3   a4 a2 a6   x2   xT Ax
 a5 a6 a3   x3 

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In general, if A is a n x n matrix and x is an n x 1 column vector of variable, then the
function
QA  x   xT Ax (3)

is called quadratic form associated with A.

Equation (3) can be expressed in dot product (when convenient) notation as

xT Ax  x  Ax  Ax  x(4)
T
In the case where A is a diagonal matrix, the quadratic form x Ax has no cross
product terms, then
1 0  0   x1 
0   0   x2 
xT Ax   x1 x2  xn   2
 1 x12  2 x22    n xn2
     
  
0 0  n   xn 

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QUADRATIC FORMS
Example 1

T
Expressing In each part, express the quadratic form in the matrix notation Ax, where A is
x

Quadratic symmetric.
Forms in (a) 2 x 2  6 xy  5 y 2
Matrix
(b) x12  7 x22  3 x32  4 x1 x2  2 x1 x3  8 x2 x3
Notation

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Solution
Example 1

The diagonal entries of A are the coefficients of the squared terms, and the off-diagonal
entries are half the coefficients of the cross product terms, so

2 3   x 
(a) 2 x 2  6 xy  5 y 2   x y   
 3 5  y 

 1 2 1  x1 
(b) x12  7 x22  3 x32  4 x1 x2  2 x1 x3  8 x2 x3   x1 x2 x3   2 7 4   x2 
 1 4 3  x3 

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QUADRATIC FORMS
There are three important kinds of problems that occur in applications of quadratic
forms:

Change of Variable in Quadratic Form

Problem 1. If xTAx is a quadratic form on R2 or R3, what kind of curve or

surface is represented by the equation xTAx = k?

Problem 2. If xTAx is a quadratic form on Rn, what conditions must A satisfy

for xTAx to have positive values for x  0 ?

Problem 3. If xTAx is a quadratic form on Rn, what are its maximum and
minimum values if x is constrained to satisfy x  1?

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 T
Simplifying the quadratic form x Ax by making a substitution
x  Py (5)

that expressed the variables x1 , x2 , , xn in terms of new variables y1 , y2 , , yn .

If P is invertible, then we call (5) a change of variable, and if P is orthogonal, then we

call (5) an orthogonal change of variable.

THEOREM 7.3.1 The Principal Axes Theorem

If A is a symmetric n x n matrix, then there is an orthogonal change of variable that transforms the
quadratic form xTAx into a quadratic form yTDy with no cross product terms. Specifically, if P
orthogonally diagonalizes A, then making the change of variable x = Py in the quadratic form
xTAx yields the quadratic form
xT Ax  y T Dy  1 y12  2 y22    n yn2

in which λ1, λ2,…,λn are the eigenvalues of A corresponding to the eigenvectors that form the
successive columns of P.

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If we make the change of variable x  Py in the quadratic form x Ax, we obtain
T

xT Ax   Py  A  Py   y T PT APy (6)y T  PT AP  y  y T Dy
T

1 0 0   y1 

0 2  0   y2 
  y1 y2  yn  
     
  
0 0  n   yn 
 1 y12  2 y22    n yn2

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QUADRATIC FORMS
Example 2

An Consider the quadratic form Q  x   6 x1

2
 6 x 2
2  2 x3
2
.4 x1 x2
Illustration of (a) Express Q in the matrix notation xTAx, where A is a symmetric matrix.
the Principal (b) Find an orthogonal change of variables that eliminates the cross product terms
Axes in the quadratic form Q.
Theorem
(c) Express Q in terms of new variables.

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Solution
Example 2

(a) With a1  6, a2  6, a3  2, a4  2, a5  a6  0

 a1 a4 a5   6 2 0
A   a4 a2 a6    2 6 0 
 a5 a6 a3   0 0 2 

Thus, Q can be expressed as

6 2 0   x1 
 x1 x2 x3   2 6 0   x2 
 0 0 2   x3 

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(b) The characteristic equation of A is
  6 2 0 
det   I  A   det  2  6 0      2     4     8   0
 0 0   2 

Thus, the distinct eigenvalues of A are 2,4, and 8.

1 0 0

The reduced row echelon form of 2I  A is 0 1 0  so that the eigenspace corresponding

 0 0 0 

 x1  0 
   
to   2 consist of vectors  x2  where x1  x2  0, x3  t. A vector p1  0 forms a
 
 x3  1 
basis for this eigenspace.

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 1 1 0 
The reduced row echelon form of 4I-A is  0 0 1  so that the eigenspace corresponding

 0 0 0 

 x1  1 
   
to λ = 4 consist of vectors  x2  where x1  x2  t , x3  0. A vector p 2  1 forms a
 
 x3   0 
basis for this eigenspace.

1 1 0
The reduced row echelon form of 8I-A is  0 0 1  so that the eigenspace corresponding

 0 0 0 

 x1   1
   
to λ = 8 consist of vectors  x2  where x1  t , x2  t , x3  0. A vector p 3  1 forms a
 
 x3   0 
basis for this eigenspace.

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 Applying the Gram-Schmidt process to the bases {p2} and {p3} amounts to simply normalizing the

vectors; the basis {p1} is already orthonormal. Therefore an orthogonal change of variables
x  Py
that eliminates the cross product terms in Q is
 x1  0
1
2
 1
  y1 
2
 x   0 1 1
 
y
 2  2 2  2
 x3  1 0

0   y3 


(c) In terms of the new variables,

Q  x T Ax

 y T  PT AP  y
2 0 0   y1 
  y1 y2 y3   0 4 0   y2 
 0 0 8   y3 
 2 y12  4 y22  8 y32

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QUADRATIC FORMS
Quadratic Forms in Geometry

RECALL:
• Conic section or conic is a curve that results by cutting a double-
napped cone with a plane. (refer Figure 7.3.1 pg. 419)
• The most important conic sections are ellipses, hyperbolas and
parabolas, which result when the cutting plane does not pass through
the vertex.
• Circles – special cases of ellipses – result when cutting the plane is
perpendicular to the axis of symmetry of the cone.
• If the cutting plane passes through vertex, the resulting intersection is
called degenerate conic (the possibilities: a point, a pair of intersecting
line or a single line).
FIGURE 7.3.1

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• Quadratic forms in R2 arise naturally in the study of conic section.
• Example:
It is shown in analytic geometry that an equation

ax 2  2bxy  cy 2  dx  ey  f  0 (7)

which a, b and c are not all zero, represent conic section. If,
 d  e  0, there are no linear terms – represent a central conic (circles,
ellipses and hyperbolas but not parabolas)

ax 2  2bxy  cy 2  f  0 (8)

 b is also 0, there is no cross product term (term involving xy ) –

represent a central conic in standard position (refer Table 1 pg. 420)

ax 2  cy 2  f  0 (9)

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 take the constant f in Eq. (8) and (9) to the right side, let k = -f, rewrite
these
equation in matrix form,
a b   x  a 0   x 
x y    k and x y    k
c d   y 0 d   y  (10)

there is a cross-product term no cross-product term

2bxy

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  the existence of a cross product term signals that the graph of the quadratic
form is rotated about the origin (refer Figure 7.3.2).

 The three‐dimensional of the equations in (10) are

a d e  x a 0 0  x 
x y z  d b f   y   k and x y z  0 b 0  y   k (11)
 e f c   z  0 0 c   z 

If a, b, and c are not all zero, the graph of these equations in R3 are called central
quadrics in standard position.

FIGURE 7.3.2

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QUADRATIC FORMS
Identifying Conic Sections
• Problem: to identify the curve or surface represented by xT Ax  k in 2 or 3 variables.
• Focus: two-variables case.
• Noted that equation (2) represents a central conic. If,
(a) b = 0, the conic is in standard position.
(b) b ≠ 0, it is rotated.
• It is easy to identify central conic s in standard position by matching the equation with one of
the standard forms.
• Example:
x2 y2 from Table 1,
9x2 + 16y2 -144 = 0 can be rewritten as  1 is the ellipse
16 9 (Figure 7.3.3)
• If a central conic is rotated out of standard position, it can be identified by first rotating the
coordinate axes to put it in standard position and then matching the resulting equation with one
of the standard forms in Table 1.

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• To find a rotation that eliminates the cross product term in the equation
ax 2  2bxy  cy 2  k , (12)
• In matrix form
a b   x 
x Ax   x
T
y    k
(13)
c d   y 
• Look for a change of variable x  Px that diagonalizes A and det  P   1.

• In Example 4 of Section 7.1, the transition matrix

cos   sin  
P
cos  
(14)
 sin 

has the effect of rotating the xy-axes of a rectangular coordinate.

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 • If we make this change of variable, then in the x'y'–coordinate system,
Equation (13) will become

1 0   x 
x Dx   x
T
y     k
(15)
 0 2   y
where λ1 and λ2 are the eigenvalues of A.

• The conic now can be identified by writing (15) in the from

1 x2  2 y2  k (16)

• Performing the necessary algebra to match it with one of the standard forms in
Table 1.
Example:
 If λ1, λ2 and k are positive, (8) represents an ellipse with an axis of
length 2 k 1 in the x' –direction and 2 k 2 in the y' –direction.
Principal axes of
 The first column vector of P – a unit eigenvector corresponding to λ1. ellipse
 The second column vector of P – a unit eigenvector corresponding to λ2. (see Figure 7.3.4)

FIGURE 7.3.4

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QUADRATIC FORMS
Example 3

(a) Identify the conic whose equation is x 2

 4 xy  2 y 2
 8  0 by rotating axes to
Identifying a
Conic by place the conic in standard position.
Eliminating (b) Find an equation of the conic in the rotated coordinates, and find the angle of
the Cross rotation.
Product Term

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Solution
Example 3
Rewrite the given equation in the matrix form x Ax  8
T
For   3,
where
1 2   x  4 2  EROs 1  12 
A , x   
 2

2   y
2


1 0 0 

The characteristic equation of A is  12 

 1 2
det   I  A       3    2   0
2 2
The eigenvalues of A are -3 and 2.
A vectors p1    forms a basis for the
1 
eigenspace corresponding to the   3.

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For   2,

1 2  EROs 1 2
2   
 4 0 0 

 2 
A vectors p 2    forms a basis for the eigenspace corresponding to the   2.
1

Applying the Gram-Schmidt process to both bases {p1} and {p2} (i.e., normalizing p1 and p2) yields

1  12    1  2    5 
1 2
p 5 p2
u1  1  1    , u2      1 
p1 5 2    2
5
 p2 5  1   5 

The column of matrix P that orthogonally diagonalizes A – two possibilities:

  25 1
5
  1
5
 2
5
  1
5
 2
5

 1 2
 and  2 1
 we choose the latter, i.e., P   2 1
 ,since its
 5 5
  5 5   5 5 

determinant is 1so that the substitution x  Px performs the rotation of axes.

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In the rotated coordinates, the equation of the conic becomes
 3 0   x 
 x y       8,
0 2   y

i.e., 3 x  2 y  8; this equation represents a hyperbola.

2 2

Solving
 1
5
 2
5
  cos   sin  
P 

2
5
1
5   sin  cos  

we conclude that the angle of rotation is   26.6.

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QUADRATIC FORMS
Example 4

(a) Identify the conic whose equation is 5 x  4 xy  5 y by

 9rotating axes to place
2 2
Identifying a
Conic by the conic in standard position.
Eliminating (b) Find an equation of the conic in the rotated coordinates, and find the angle of
the Cross rotation.
Product Term

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Solution
Example 4
Rewrite the given equation in the matrix form x Ax  9 where
T

5 2  x
A  , x 
2 5  y

The characteristic equation of A is

  5 2
det   I  A       3    7   0
2  5

The eigenvalues of A are 3 and 7.

For   3,

 2 2  EROs 1 1
 2   
 2  0 0 

 1
A vectors p1    forms a basis for the eigenspace corresponding to the   3.
1
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For   7,

2 2  EROs 1 1
 2   
 2 0 0 

1
A vectors p 2    forms a basis for the eigenspace corresponding to the   7.
1

Applying the Gram-Schmidt process to both bases {p1} and {p2} (i.e., normalizing p1 and p2) yields

1  1   2  1 1  
1 1
p1 p2 2
u1       1 , u2      
p1 2  1   2  p2 2 1  1
2

The column of matrix P that orthogonally diagonalizes A – two possibilities:
  12 1
2
  1
 1
  1
 1

 1 1
 and 
2 2
 we choose the latter, i.e., P  
2 2
 ,since its
 2 2
 
1
2
1
2  
1
2
1
2 

determinant is 1so that the substitution x  Px performs the rotation of axes.

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In the rotated coordinates, the equation of the conic becomes
7 0   x 
 x y       9,
0 3   y

i.e., 7 x  3 y   9; this equation represents an ellipse.

2 2

Solving
 1
2
 1
2
  cos   sin  
P 

1
2
1
2   sin  cos  

we conclude that the angle of rotation is   45.

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