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An1
A12
A22
A32
...
...
An 2
A13
A23
A33
...
...
An 3
...
...
...
...
...
...
...
...
... An 1,m 1
... An ,m 1
A1m
A2 m
A3m
...
An 1,m
An ,m
Square Matrix
A11
A
A 21
...
A1n
A12
A22
...
A2 n
...
A1n
... A2 n
... ...
... Ann
Column Matrix
b1
b2
b b3
...
b
n
Row Matrix
c c1 c2
T
c3 ... cn
Diagonal Matrix
Identity Matrix
1
0
...
2
... ...
0 0
0 0
...
...
...
1
0
I ...
0
0
0
1
...
0
0
... n 1
...
...
...
...
...
...
0
0
...
1
0
0
0
...
0
0
...
0
1
Triangular Matrices - I
Lower Triangular Matrix
L11
L
21
L31
L
...
...
Ln1
L32
...
...
L33 0
...
... ...
...
... ... Ln 1,n 2
Ln 1,n 1
0
0
0
...
0
Ln 2
...
Ln ,n 1
Ln ,n
0
L22
0
0
...
...
...
...
...
...
...
...
...
...
Triangular Matrices - II
Upper Triangular Matrix
U11 U12 U13 ...
0 U
U 23 ...
22
0
0 U 33 U 34
U
...
...
...
...
...
...
...
...
...
...
...
0
...
...
U1n
...
...
U 2 n
...
...
U 3n
...
...
...
0 U n 1,n 1 U n 1,n
...
0
U n ,n
Symmetric matrix
Aij A ji
Anti-symmetric matrix
Aij A ji
Matrix transpose
AijT A ji
The Inverse
A 1A AA 1 I
1
A
where
is called the inverse of A
A a ij
R 1 , R 2 ,........, R m
The first nonzero element in a row R i is called the
leading nonzero element.
A row with all zeros is called a zero row.
A zero row has no leading nonzero element.
1 2 3
0 0 5
0 0 0
Theorem : ( AB ) ( A )B
Echelon MatricesA matrix A is called an echelon matrix , or is said to be in echelon
form , if the following two conditions hold:
(I) All zero rows, if any , are on the bottom of the matrix.
(ii) Each leading nonzero entry is to the right of the leading
nonzero entry in the preceding row.
The matrix is said to be row canonical form if it has the following
two additional properties:
(iii) Each leading nonzero entry is 1.
(iv) Each leading nonzero entry is the only nonzero entry in its
column.
2
0
3
0
0
0
2
1
0
0
0 4
1 3
0 0
0 0
5 6
2 0
6 2
0 0
0 1 3 0 0 4
0 0 0 1 0 3
0 0 0 0 1 2
1 2 3
0 0 1
0 0 0
2 4 7
0 5 8
0 0 6
2 2
2 19
~ R1 R 2
0 -2 6
0 0
0
2 2
2 19
0 1 3 1 0 1
0 0 0 2 1 9
1
~ R1
2 0 2 6 2 2 0
0 3 9 2 2 19
0 1 3 1 0 1
0 0 0 2 1 9
~ R 3 2R 1 R 3
0 2 6 0 2 2
0 3 9 2 2 19
0 1 3 1 0 1
0 0 0 2 1 9
~ R 4 3R 1 R 4
0 0 0 0 2 2
0 0 0 5 2 22
1
0 1 3 1 0
0 0 0 1 1 / 2 9 / 2
1
~ R2
0 0 0
2
0 0 0
22
1
0 1 3 1 0
0 0 0 1 1 / 2 9 / 2
1
~ R4 R3
0 0 0
2
0 0 0
~ R 4 5R 1 R 4
0 1 3 1
0 0 0 1
0 0 0
0 0 0
0 1 3 1
0 0 0 1
1
~ R3
0 0 0
2
0 0 0
0
0
1/ 2
1
9/ 2
0
1/ 2
1 / 2 1 / 2
1
9/ 2
1
1 / 2 1 / 2
1 - 3 2
1 3 2
1 0 0
2 0 0 0 1 0 A
1 4 1
0 0 1
1
Applying R 2 R 2 on the left & prefactor I
2
on the right, we get
1 3 2
1 0 0
1 0 0 0 1 / 2 0 A
1 4 1
0 0 1
R 1 R 2 , we have
1 0 0
0 1 / 2 0
1 3 2 1 0 0 A
1 4 1
0 0 1
0 4 1
0 1 / 2 1
Replacing R 2 byR 2 - 2R 3 , we have
0
0
0
1
0 1/ 2
0 11 0 1 1 / 2 2 A
0
0 1 / 2 1
4
1
0 1 0 1 / 11 1 / 22 2 / 11 A
0 4 1
0
1/ 2
1
Replacing R 3 byR 3 4R 2 , we have
0
1/ 2
0
1 0 0
0 1 0 1 / 11 1 / 22 2 / 11 A
0 0 1
4 / 11 7 / 22 3 / 11
I A A
i .e.A
0
1/ 2
0
1 / 11 1 / 22 2 / 11
4 / 11 7 / 22 3 / 11
1 2 3
A 2 3 4 , (A) 3 as A 0
0 2 2
Find the rank of A
1 2 3 1
1 1 1
A 2 4 6 2 , A 1 1 1
1 2 3 2
1 1 1
a11 x1 a1n x n b1
a 21 x1 a 2 n x n b21
a m1 x1 a mn x n bm
........... (1)
a11
a
21
a m1
a12
.....
a 22
.....
.....
am2
.....
a1n
a 2 n
xx
b1
, and x
.
a mn
x x
and b
bm
are column vectors. We assume that the cofficients ajk are not
all zero, so that A is not a zero matrix. Here x has n
components, whereas b has m components.
a11
~
A
a m1
a1n
a mn
bm
b1
AX B
( A ) ( A : B ) r n(order of A) , unique solution
( A ) ( A : B ) r n(order of A) , infinite solution
( A ) ( A : B ) no solution
AX O
( A ) ( A : O ) always so equations are consistent
( A ) r n(order of A) , trivial solution only
( A ) r n ) infinite solution
xyz 0
x 2y z 0
2x y 3z 0
1 1 1
A 1 2 1
2 1
3
by R 2 R 2 R 1 & R 3 R 3 2R 1
1 1 1
A ~ 0 3 2
0 3
1
by R 2 R 3 R 2
by R 2 1 / 3R 2 & R 3 1 / 3R 3
1 1 1
A ~ 0 3 2
0 0
3
1
1 1
A ~ 0 1 2 / 3
0 0
1
r(rank )A 3 n
solution is x y z 0
1 1 1 6
1 2 3 10
1 2
1
6
1 1
R 2 R1 R 2 0 1
2
4
0 1 1 6
1
6
1 1
R3 R2 R3 0 1
2
4
0 1 3 10
unique 3 & any
infinite 3, 10
no solution 3, 10
Gaussian Elimination - I
Solve
Ax b
A must be nonsingular
1. Augment the n n matrix A matrix with the right-hand side
vector b to obtain the n (n m) augmented matrix.
2. If appropriate, scale the rows of the augmented matrix.
3. Search for the element of largest magnitude in the first column
and pivot (interchange rows) to put that coefficient in the (1,1)
position. This step is actually accomplished by interchanging the
corresponding elements of the order vector.
Gaussian Elimination - II
4. Apply the elimination procedure to rows 2 to nto create
zeros in the column below the pivot element. Do not actually
calculate the zeros in column 1. The modified elements in each
column from 2 to n+m for rows 2 to n must be computed and
stored in place of the original elements using the equation
Repeat steps 3 and 4 for rows 3 to n. At the conclusion of
this step the original matrix, in pivoted form, is upper
triangular.
6. Solve for x using back substitution. If more than one b
vector is present, solve for the corresponding vectors one at a
time.
3x 2y 3z 18
A : B 3 2 3 : 18
x 4y 9z 16
1 4 9 : 16
Forward Elimination
3 2 3 : 18
~ 2 1 1 : 10 ( R 1 R 2 )
1 4 9 : 16
Forward Eliminatio n
2
3 : 18
3
~ 0 1 / 3 1 : 2
0 10 / 3 8 : 10
( R 2 2 / 3R 1 R 2 , R 3 1 / 3R 1 R 3 )
Forward Eliminatio n
2
3 : 18
3
~ 0 10 / 3 8 : 10 ( R 2 R 3 )
0 1 / 3 1 : 2
Forward Eliminatio n
2
3 : 18
3
~ 0 10 / 3 8 : 10 ( R 3 R 3 )
0 1 / 3 1 : 2
Forward Eliminatio n
2
3 : 18
3
~ 0 10 / 3 8 : 10 ( R 3 R 3 )
0 1 / 3 1 : 2
Forward Elimination
2
3 : 18
3
~ 0 10 / 3 8 : 10 ( R 2 10R 3 R 3 )
0
0
2 : 10
we have
- 2z - 10
10/3y 8z 10
3x 2y 3z18
Back substituion
z5
10/3y 40 10 y -9
3x 2(-9) 3(5) 18 x 7
A I
0
A I Characteristic matrix of A
A - I Characteristic polynomial of A
A - I 0 Characteristic equation of A
Eigenvectors
The eigenvector, x corresponding to the eigenvalue is given by
a solution of the homogeneous equation:
( A I )x 0
with
x0
Cayley-Hamilton Theorem:
Every square matrix A satisfies its own characteristic
equation
1 2 0
A 2 1 0
0 0 1
1 2 0
1 0 0
2 1 0 0 1 0 0
0 0 1
0 0 1
(1 )( 1 )(1 ) 4(1 ) 0
5 5 0
3
To prove A A 5 A 5I 0
3
1 2 0
A 2 1 0
0 0 1
5 0 0
2
A A .A 0 5 0
0 0 1
5 10 0
3
2
A A.A 10 5 0
0
0 1
A A 5 A 5I 0
3
5 10 0 5 0 0
1 2 0
1 0 0
10 5 0 0 5 0 5 2 1 0 5 0 1 0
0
0 0 1
0 0 1
0 1 0 0 1
0
A A 5 A 5I 0
3
5I - A A 5 A
3
1/5 - A A 5I
2
1 2 0
Show that the matrix A 2 - 1 0
0 0 1
satisfies its own characteristic equaiton and hence
or otherwise obtain the value of A - 2
A - 6 7 4
2 4 3
A I 0
8 6
6 7
2
0,3,15
2
4 0
3
6 7 4
2 4 3
X y 2k 2
z
3k 1
2 4 3
y 3
y
z
8x 6y 2z 3x 0
6x 7 y 4z 3y 0
2x 4y 3z 3z 0
5 6 2 x
0
6 4 4 y 0
2 4 0 z
0
2k 2
X k 2
2k 2
~ 3 15
2k 3
X 2k 3
k 3
k1
2k
1
3k 1
2k 2
k2
2k 2
2k 3
2k 3 Modal Matrix
k 3
Similar Matrices
Consider the following linear transformation:
A PBP
A PP
2
n
1
If is an eigen value of a matrix, then is eigen value
-1
of A .
If X be the eigen vector corrosponding to , then
-1
-1
AX X A (AX) A (X)
-1
X (A X )
A
As AX X.......................(1)
AX X
X A X .....................( 2)
AX X X
X A A X X X
X X X X
1 0
X X 1 0
1 or
Cayley-Hamilton Theorem:
Every square matrix A satisfies its own
characteristic equaiton
1
A 2
0
2 0
1 0
0 1
2
0
2 0
1 0 0
1 0 0 1 0 0
0 0 1
0 1
1
2
0
2
0
1
0 0
0
1
5 5 0
3
To prove A A 5 A 5I 0
3
1
A 2
0
2 0
1 0
0 1
5 0 0
2
A A .A 0 5 0
0 0 1
3
2
A A .A 10
0
10 0
5 0
0 1
A A 5 A 5I 0
3
5
10
10
5 0
0 1
5 0 0
1
0 5 0 5 2
0 0 1
0
1 0
0 1
1 0 0
5 0 1 0
0 0 1
A A 5 A 5I 0
3
3
2
5I - A A 5 A
1/5 - A A 5I
2
A I 0
3
1
4
0
2
6 0
0
0
5
(3 )(2 )(5 ) 0
The Eigen Values are 2, 3, 5.
6
5
0
0
1
2-
0
6
5 -
x
0
y 0 ........................(1)
z
0
0
0
1
0
0
6
3
y
z
0
0
1
R3 R3 R2
2
0
0
1
0
0
6
0
y
z
0
0
x y 4 z 0, 6z 0 z 0 and x y 0 x -y
let y k x -k, Z 0
X1 k or 1
0
0
4 x
0 2 z 0 z 0, y 4z 0, - y 6z 0
1 6 y 0
z 0 and y 0 and let x k
0 0 2 z
0
The eigen vector corrosponding to 3 is given by
1
k
1
X 2 0 or 0
0
0
put 5 in equation (1), we have
0
0
4 x
0
3 6 y 0
0
0 0 z
1
3y 6z 0, - 2x y 4z 0
let z k, y 2k, x 3k
X 3 2k or 2
k
1
X2
X3
2 -1 1
2-
The Characteristic equation is - 1
1
-1
2-
1
1
1 0
2-
-2 -1 1 x
When 4, we have - 1 - 2 - 1 y
1 - 1 - 2 y
0
0
When 1 we have - 1
1
-1
1
-1
- 1
1
x
0
y 0
z
0
On simplification, we have x - y z 0
let x k1 and y k 2 , z k 2 k1
Let k1 1 and k 2 1 k 3 0
1
hence eigen vector is X 2 1
0
l
Let X 3 m
n
As X 3 is orthogonal to X1 and X 2 since given matrix is symmetric.
l
l
1 1 1 m 0 l m n 0 1 1 0 m 0 l m 0
n
n
-1
2. The transformation of a matrix A to P AP is known as
Similarity Transformation.
P X1
X2
X 3 model Matrix
Solve P
-1
AP
11
Where X y , A a 21
a
z
31
X AX x
X AX a11 x a21 y a31 z
12
a 22
a
32
13
a 23 a Symmetric Matrix.
a
33
a
x
a
a
12
13
11
z a 21 a 22 a 23 y
a
z
a
a
31
32
33
2y
7z
4 xy 8 xz 5 yz
5
Co - efficient of x 1, y 2, z 7, xy 2, xz 4, yz
2
2
4
1
A 2
2
5 / 2
4 5/ 2 7
2
4
1
y z 2 2 5 / 2
4 5/ 2 7
x
y
z
X PY X Y P
XAX YPAX XAX YP A PY
(b)
- 1
3
1
A I A I Column Operation
Row Operation
Both Operations are same in Nature
2
2
1 3
1
1 0 0 1 0 0
3 0 1 0 A 0 1 0
0 0 1 0 0 1
1
2
1
R2 R2 R1 ; R3 R3 R1
3
3
2
1
0 0 1 0 0
3
1
0 2 / 3 11 / 3 2 / 3 1 0 A 0 1 0
0 11 / 3 2 / 3
1 / 3 0 1 0 0 1
2
1
C 2 C 2 C1 ; C3 C3 C1
3
3
0
0
0 0 1
3
1
0 2 / 3 11 / 3 2 / 3 1 0 A 0
0 11 / 3 2 / 3
1 / 3 0 1 0
2 / 3 1 / 3
1
0
0
1
R3 R3 (11 / 2) R2
3
0
0
0
2/3
0
11 / 3 2 / 3
1
0
4
39 / 2
11
/
2
1
C3 C3 (11 / 2)C 2
A 0
0
2 / 3 1 / 3
1
0
0
1
3 0
0 2/3
1
0
2/3
0 0 39 / 2 4
11
/
2
1
B PAP
P
0
4
1 2 / 3
A 0
1
11 / 2
0
0
1
y2
y3 0
0
0
0
2/3
0
0
39 / 2
y1
y2
y3
2 2
39 2
2
3y1
y2
y3
3
x1
1
X PY x 2 0
x3
0
2 / 3
1
0
y1
11 / 2 y 2
1 y3
4
2
11
x1 y1 y 2 4 y3 ; x 2 y 2
y3 ; x 3 y3
3
2