BITS Pilani, K K Birla Goa Campus

BITSPilani
K K Birla Goa Campus
Engineering Mathematics I
(MATH ZC 161)
Dr. Amit Setia (Assistant Professor)
Department of Mathematics
BITSPilani
K K Birla Goa Campus
BITS Pilani, K K Birla Goa Campus
Chapter 8: Matrices
Section 8.4 Determinants
Section 8.5 Properties of Determinants
Section 8.6 Inverse of a Matrix
Properties of the inverse
Summary of lecture 4
BITS Pilani, K K Birla Goa Campus BITS Pilani, K K Birla Goa Campus
Properties of the inverse
Adjoint matrix
Finding inverse by using adjoint matrix
Inverse of a matrix by Row operations Method
14/08/2012 3 Engineering Mathematics I (MATH ZC 161)
Section 8.6 Inverse of a Matrix
Using the inverse how to solve system of equations
Section 8.7 Cramers Rule
Section 8.8 The Eigenvalue Problem
Section 8.9 Power of Matrices
Outline of lecture 5
BITS Pilani, K K Birla Goa Campus BITS Pilani, K K Birla Goa Campus
Section 8.9 Power of Matrices
14/08/2012 4 Engineering Mathematics I (MATH ZC 161)
Using the Inverse
to Solve Systems
1 2
A system of m linear equations in
unknowns , ,......., ,
...
n
n x x x
a x a x a x b + + + =

BITS Pilani, K K Birla Goa Campus
( )
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
...
...
1
.......................................
...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =

+ + + =

`

+ + + =
)
14/08/2012 5 Engineering Mathematics I (MATH ZC 161)
( )
system 1 can be written completely as a matrix
equation ,
where
AX B =
BITS Pilani, K K Birla Goa Campus
11 12 1 1 1
21 22 2 2 2
1 2
where
...
...
, ,
... ... ... ... ... ...
...
n
n
m m mn n m
a a a x b
a a a x b
A X B
a a a x b
( ( (
( ( (
( ( (
= = =
( ( (
( ( (

14/08/2012 6 Engineering Mathematics I (MATH ZC 161)
Special Case
Let ,
then coefficient matrix A is n n.
m n =

BITS Pilani, K K Birla Goa Campus

1
If A is non-singular,
then the system AX B X A B

= =
14/08/2012 7 Engineering Mathematics I (MATH ZC 161)
Problem
Use the inverse of the coefficient matrix to
solve the given system of equations,
BITS Pilani, K K Birla Goa Campus
1 2 3
1 2 3
1 2 3
1
2 2 2
3 2 3
x x x
x x x
x x x
+ =
+ + =
+ =
14/08/2012 8 Engineering Mathematics I (MATH ZC 161)
Solution
1 1 1 1
A= 2 1 2 , B= 2
3 2 1 3
Proceeding as discussed in last lecture, one can find

( (
( (
( (
( (

BITS Pilani, K K Birla Goa Campus
1
A 0
5 1 1
12 12 4
2 1
3 3
1 5 1
12 12 4

(
(
(

(
(
(

(
(

14/08/2012 9 Engineering Mathematics I (MATH ZC 161)
1
1
0 2
3
5 1 1
1
12 12 4
2
2 1
0
3 3
3
1 5 1
X A B

= =

(

(
(
(
(
(
(

(
(
=
(
(
(
(
(
(


BITS Pilani, K K Birla Goa Campus
1 2 3
3

, 0,
3
1 5 1
2
12 12 4
1 3
2 2
x x x

= = =
(
(
(


(
(

(

14/08/2012 10 Engineering Mathematics I (MATH ZC 161)

Uniqueness
When det A 0,
the solution of the system is unique. AX B

=
BITS Pilani, K K Birla Goa Campus
14/08/2012 11 Engineering Mathematics I (MATH ZC 161)
Trivial & Nontrivial Solution
A homogeneous system of linear equations in unknowns
0 has only the trivial solution
A is nonsingular.
n n
AX =

BITS Pilani, K K Birla Goa Campus

A is nonsingular.
A homogeneous system of linear equations in unknowns
0 has a nontrivial solution
A
n n
AX =
is singular.
14/08/2012 12 Engineering Mathematics I (MATH ZC 161)
Problem
Without solving, determine whether the given
homogeneous system of equations has only
the trivial solution or a nontrivial solution:
BITS Pilani, K K Birla Goa Campus
1 2 3
1 2 3
1 2 3
1) 2 0
4 0
5 2 0
x x x
x x x
x x x
+ =
+ =
+ =
14/08/2012 13 Engineering Mathematics I (MATH ZC 161)
1 2 3
1 2 3
0
2
2)
0
2 2 0
x x x
x x x
x x x
+ + =
+ =
+ =
BITS Pilani, K K Birla Goa Campus
1 2 3
2 2 0 x x x + =
14/08/2012 14 Engineering Mathematics I (MATH ZC 161)
Solution
1 2 3
1 2 3
1 2 3
2 0
4 0
5 2 0
1 2 1
0 where = 4 1 1
1)
x x x
x x x
x x x
AX A
+ =

+ =
`

+ =
)

(
(
=
BITS Pilani, K K Birla Goa Campus
0 where = 4 1 1
5 1 2
1 2 1
det 4 1 1 18 0
5 1 2
the system has only the trivial solution.
AX A
A
(
=
(
(

= =

14/08/2012 15 Engineering Mathematics I (MATH ZC 161)

1 2 3
1 2 3
1 2 3
0
2 0
2 2 0
1 1 1
0 where = 1 2 1
2)
x x x
x x x
x x x
AX A
+ + =

+ =
`

+ =
)
(
(
=
BITS Pilani, K K Birla Goa Campus
0 where = 1 2 1
2 1 2
1 1 1
det 1 2 1 0
2 1 2
the system has a nontrivial solution.
AX A
A
(
=
(
(

= =

14/08/2012 16 Engineering Mathematics I (MATH ZC 161)

Cramers Rule
11 1 12 2 1 1
21 1 22 2 2 2
For a system of linear equations in unknowns
...
...
.......................................
...
n n
n n
n n
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =
BITS Pilani, K K Birla Goa Campus
1 1 2 2
11
...
We define a matrix A
n n nn n n
k
a x a x a x b
a
+ + + =
=
12 1 1 1 1 1 1
21 22 2 1 2 2 1 2
1 2 1 1
... ...
... ...
... ... ... ... ... ... ... ...
... ...
k k n
k k n
n n nk n nk nn
a a b a a
a a a b a a
a a a b a a
+
+
+
(
(
(
(
(

14/08/2012 17 Engineering Mathematics I (MATH ZC 161)
Let be the coefficient matrix of the given system.
If det 0,
then the solution of the system is given by
A
A
BITS Pilani, K K Birla Goa Campus
1 2
1 2
then the solution of the system is given by
det det det
, , ....... ,
det det det
n
n
A A A
x x x
A A A
= = =
14/08/2012 18 Engineering Mathematics I (MATH ZC 161)
Problem
1 2 3
Use Cramer's rule to solve the system
3 2 7 x x x + + =
BITS Pilani, K K Birla Goa Campus
1 2 3
1 2 3
3 3
5 4 2 1

x x x
x x x
+ =
+ =
14/08/2012 19 Engineering Mathematics I (MATH ZC 161)
Solution
1 2 3
1 2 3
1 2 3
3 2 7
3 3
5 4 2 1
. .
x x x
x x x
x x x
i e AX B
+ + =
+ =
+ =

=
`

)
BITS Pilani, K K Birla Goa Campus
1
2
3
where
3 2 1 7
1 1 3 , , 3
5 4 2 1
x
A X x B
x
( ( (
( ( (
= = =
( ( (
( ( (

14/08/2012 20 Engineering Mathematics I (MATH ZC 161)
3 2 1 7
1 1 3 , 3
5 4 2 1
A B
( (
( (
= =
( (
( (

BITS Pilani, K K Birla Goa Campus
1
3 2 1 7 2 1
det A= 1 1 3 13, det A 3 1 3 39,
5 4 2 1 4 2
= = =


14/08/2012 21 Engineering Mathematics I (MATH ZC 161)
3 2 1 7
1 1 3 , 3
5 4 2 1
A B
( (
( (
= =
( (
( (

BITS Pilani, K K Birla Goa Campus
2 3
3 7 1 3 2 7
det A 1 3 3 78, det A 1 1 3 52.
5 1 2 5 4 1
= = = =

14/08/2012 22 Engineering Mathematics I (MATH ZC 161)
1
1
By Cramer's rule:
det A
3,
det A
x = =
BITS Pilani, K K Birla Goa Campus
2
2
3
3
det A
6,
det A
det A
4.
det A
x
x
= =
= =
14/08/2012 23 Engineering Mathematics I (MATH ZC 161)
The Eigenvalue Problem
Let be an matrix.
A number is said to be an eigenvalue of
if a solution 0 such that
A n n
A
K

BITS Pilani, K K Birla Goa Campus
if a solution 0 such that
................ (1)
The solution vector is said to be an
eigenvector c
K
AK K
K

=
orresponding to the eigenvalue .
14/08/2012 24 Engineering Mathematics I (MATH ZC 161)
Remark
The eigenvalue and eigenvectors are also known
as characteristic values and characteristic vectors.
BITS Pilani, K K Birla Goa Campus
14/08/2012 25 Engineering Mathematics I (MATH ZC 161)
Finding Eigenvalue &
Eigenvector
By matrix algebra, we can write (1) in the form
( ) 0, ....................(2)
where I is the multiplicative identity.
A I K
a a a k

(
0
( (
BITS Pilani, K K Birla Goa Campus
11 12 1 1
21 22 2 2
1 2
n
n
n n nn n
a a a k
a a a k
a a a k

(
(

(
(
(

0
0
0
( (
( (
( (
=
( (
( (


14/08/2012 26 Engineering Mathematics I (MATH ZC 161)
To find a nonzero solution for (2), we must have
det( ) 0 .................... (3)
The equation (3) is called the characteristic equation of A.
K
A I =
BITS Pilani, K K Birla Goa Campus
The equation (3) is called the characteristic equation of A.
Thus, the eigenvalues of A are the roots of
the characteristic equation.
14/08/2012 27 Engineering Mathematics I (MATH ZC 161)
So , to find an eigenvector corresponding to an
eigenvalue , we solve the system of equations
( ) 0 A I K

=
BITS Pilani, K K Birla Goa Campus
( ) 0
by applying Gauss-Jordan elimination to the
augmented matrix (A I | 0).
A I K

14/08/2012 28 Engineering Mathematics I (MATH ZC 161)

Example
Find the eigenvalue and eigenvectors
of the given matrix
BITS Pilani, K K Birla Goa Campus
1 1
A
1
1
4
(
(
=
(

14/08/2012 29 Engineering Mathematics I (MATH ZC 161)
Solution
1 1
det(A I)
1
1
4
3 1
( )( ) 0

= =
BITS Pilani, K K Birla Goa Campus
3 1
( )( ) 0
2 2
3 1
,
2 2

= =
=
14/08/2012 30 Engineering Mathematics I (MATH ZC 161)
( )
1
3
For , we need to solve
2
3
0 0
2
A I K A I K

=
| |
| |
= =
| |
\
\
BITS Pilani, K K Birla Goa Campus
By Gauss-Jordan Method,
1
1
0
2

1 1 0
4 2
(
(
(

(
(

14/08/2012 31 Engineering Mathematics I (MATH ZC 161)
1
2 1
2
2 1 2 0 1
1
1
0
2

1 1 0
4 2
2 0

4 1 2 0 0 0 0
so that 2
R
R R
R
k k
( (
+
( (

(
(
(

(
(

BITS Pilani, K K Birla Goa Campus

1 2
2 1
1
1
2
so that 2

If 1 2
2
then
1
k k
k k
k
K
k
=
= =
( (
= =
( (

14/08/2012 32 Engineering Mathematics I (MATH ZC 161)
( )
2
1
Again, if we need to solve
2
1
0 0
2
A I K A I K

=
| |
| |
= =
| |
\
\
BITS Pilani, K K Birla Goa Campus
2
By Gauss-Jordan Method,
1
1
0 1 2 0
2
then finally gives
1 1 0 0 0 0
4 2
\
\
(
(
(
(
(
(

(

14/08/2012 33 Engineering Mathematics I (MATH ZC 161)
1 2
2 1
1
so that 2 .
If 1 2
2
then K
k k
k k
k
=
= =

( (
= =
( (
BITS Pilani, K K Birla Goa Campus
2
2
1 2
then K
1
:
Eigenvectors and are linearly independent.
k
Note
K K
= =
( (

14/08/2012 34 Engineering Mathematics I (MATH ZC 161)
Remark
1 2
1) When an matrix possesses distinct
eigenvalues , ,...., ,
then a set of linearly independent vectors can
be found.
n
n n A n
n

BITS Pilani, K K Birla Goa Campus

be found.
2) When an matrix has the repeated roots
then it may no be possible to
n n A
find n linearly
independent vectors.
14/08/2012 35 Engineering Mathematics I (MATH ZC 161)
Exercise
Find the eigenvalue and eigenvectors
of the given matrix
8 1
A
16 0

(
=
(

BITS Pilani, K K Birla Goa Campus
1 2
1
16 0
4,
1
4
: Answer
K


= =

(
=
(

14/08/2012 36 Engineering Mathematics I (MATH ZC 161)
Complex Eigenvalues and
Eigenvectors
Let A be a square matrix with real entries.
If , 0, is a complex eigenvalue of A,
then its conjugate is also an eigenvalue of A.
i
i


= +
=
BITS Pilani, K K Birla Goa Campus
then its conjugate is also an eigenvalue of A.
If K is an eigenvector corresponding to ,
then its conjugate
i

=
is an eigenvector corresponding to . K
14/08/2012 37 Engineering Mathematics I (MATH ZC 161)
Example
Find the eigenvalues and eigenvectors
of the given matrix

BITS Pilani, K K Birla Goa Campus

6 1
A=
5 4

(
(

14/08/2012 38 Engineering Mathematics I (MATH ZC 161)
Solution
The characteristic equation is
6 1
det(A I)
5 4

BITS Pilani, K K Birla Goa Campus

2
1 2 1
5 4
10 29 0
From the quadratic equation,
5 2 and 5 2 . i i

= + =
= + = =
14/08/2012 39 Engineering Mathematics I (MATH ZC 161)
( )
1
1 2
1 2
2 1
Now for 5 2 , we will solve
(1 2 ) 0
0 .
5 (1 2 ) 0
(1 2 ) ,
i
i k k
A I K
k i k
k i k

= +
=

+ =

=
BITS Pilani, K K Birla Goa Campus
2 1
1 2
1
2
Now, if we take 1 (1 2 )
1
then K
1 2
by previous theor
1
So , K
2
m . e
1
k k i
i
i
= =
(
=
(

(
=
(
+

14/08/2012 40 Engineering Mathematics I (MATH ZC 161)
( )
1
An matrix satisfies its own characteristic equation.
i.e.
if 1 ..... 0
n
n n
n n A
c c c

+ + + + =
Cayley-Hamilton Theorem
BITS Pilani, K K Birla Goa Campus
( )
( )
1
1 1 0
1
1 1 0
if 1 ..... 0
is the characteristic equation of ,
then above theorem says that
1 . 0 ....
n
n n
n
n
n n
n
c c c
A
A c A c A c I

+ + + + =
+ + + + =
14/08/2012 41 Engineering Mathematics I (MATH ZC 161)
Prove that the matrix
1 2
4 5
A

(
=
(

Problem
BITS Pilani, K K Birla Goa Campus
4 5
satisfies its own characteristic equation.
A =
(

14/08/2012 42 Engineering Mathematics I (MATH ZC 161)
The characteristic equation of
1 2
4 5
A

(
=
(

Solution
BITS Pilani, K K Birla Goa Campus
2
2
is
6 13 0
0 0
then A 6 13 0
0 0
A I
+ =
(
+ = =
(

14/08/2012 43 Engineering Mathematics I (MATH ZC 161)
( )
2 1
0 1 2 1
For an matrix ,
.... 1
where each of the coefficients, c , 0,1,.., 1,
m n
n
k
n n A
A c I c A c A c A
k n

= + + + +
=
Matrix of order n
BITS Pilani, K K Birla Goa Campus
( )
2 1
0 1 2 1
depends on the value of
Further,
....
holds for same constants as in 1 above.
m n
n
m
c c c c

= + + + +
14/08/2012 44 Engineering Mathematics I (MATH ZC 161)
10
Use the method of this section,
to compute A
1 1 1
0 1 2 A
(
(
=
Problem
BITS Pilani, K K Birla Goa Campus
0 1 2
0 1 0
satisfies its own characteristic equation.
A
(
=
(
(

14/08/2012 45 Engineering Mathematics I (MATH ZC 161)
The characteristic equation of
1 1 1
0 1 2
0 1 0
A
(
(
=
(
(
Solution
BITS Pilani, K K Birla Goa Campus
3 2
0 1 0
is
2 2 0
1,1, 2

(
(

+ + =
=
14/08/2012 46 Engineering Mathematics I (MATH ZC 161)
2
0 1 2
substituting the eigenvalues in
gives
m
c c c = + +
BITS Pilani, K K Birla Goa Campus
( )
( )
0 1 2
0 1 2
0 1 2
1
1
2 2 4
m
m
c c c
c c c
c c c
= +
= + +
= + +
14/08/2012 47 Engineering Mathematics I (MATH ZC 161)
( ) ( )
0
solving the system, we get
1
3 1 2
3
m m
c
(
= +

BITS Pilani, K K Birla Goa Campus
( )
( ) ( )
1
1
2
1
1 1
2
1
3 1 2
6
m
m m
c
c
+
(
=

(
= + +

14/08/2012 48 Engineering Mathematics I (MATH ZC 161)
( ) ( )
( )
( ) ( )
( )
2
0 1 2
1
1 1 2 1 2
1 2
0 1 2 1 2
3 3
m
m m
m m m m
A c I c A c A
+
= + +
(
(
+ +
(
(
= +
(
BITS Pilani, K K Birla Goa Campus
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
10
3 3
1 1
0 1 2 2 1 2
3 3
1 1023 1023
0 683 682
0 341 342
m m m m
A
(
(
(
+ +

(
(
=
(
(

14/08/2012 49 Engineering Mathematics I (MATH ZC 161)
Thanks
BITS Pilani, K K Birla Goa Campus
Thanks
1508/2012 50 Engineering Mathematics I (MATH ZC 161)