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
Outline of lecture 5
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
BITS Pilani, K K Birla Goa Campus
Section 8.8 The Eigenvalue Problem
Section 8.9 Power of Matrices
17/08/2012 3 Engineering Mathematics I (MATH ZC 161)
Outline of lecture 6
Section 8.10 Orthogonal Matrices
Symmetric matrix
Real eigenvalues
Inner product
Norm of a column vector
BITS Pilani, K K Birla Goa Campus
Norm of a column vector
Orthogonal eigenvectors
Orthogonal matrix
Criteria for an Orthogonal matrix
Constructing an Orthogonal matrix
17/08/2012 4 Engineering Mathematics I (MATH ZC 161)
Recall: Symmetric Matrix
An matrix is symmetric
if ,
T
n n A
A A

=
BITS Pilani, K K Birla Goa Campus
where is the transpose of .
T
A A
17/08/2012 5 Engineering Mathematics I (MATH ZC 161)
Problem
Check whether the given matrix is symmetric or not.
0 1 0
1 1 1 A

(
(
=
(
BITS Pilani, K K Birla Goa Campus
1 1 1
0 1 0
A =
(
(

17/08/2012 6 Engineering Mathematics I (MATH ZC 161)
Solution
0 1 0
1 1 1
0 1 0
0 1 0
A

(
(
=
(
(

(
BITS Pilani, K K Birla Goa Campus
0 1 0
1 1 1
0 1 0

is a symmetric martix
T
T
A
A A
A

(
(
=
(
(

=

17/08/2012 7 Engineering Mathematics I (MATH ZC 161)

Real Eigenvalues
Let be a symmetric matrix with real entries.
Then the eigenvalues of are real.
A
A
BITS Pilani, K K Birla Goa Campus
Then the eigenvalues of are real. A
17/08/2012 8 Engineering Mathematics I (MATH ZC 161)
Inner Product
[ ]
[ ]
1 2
1 2
In , the of two vectors
, ,......, and
, ,......,
inner product or dot prouduc
is given by
t
n
n
n
R
x x x x
y y y y
=
=
BITS Pilani, K K Birla Goa Campus
[ ]
1 2
1 1 2 2
, ,......, is given by
........
n
n n
y y y y
x y x y x y x y
=
= + + +
17/08/2012 9 Engineering Mathematics I (MATH ZC 161)
1 1
2 2
If and are 1 column vectors,
and ,
... ...
n n
X Y n
x y
x y
X Y
x y

( (
( (
( (
= =
( (
( (

BITS Pilani, K K Birla Goa Campus
[ ]
1 1 2 2
1 1
1 1 2 2
then in matrix form:
........
........
drop the Notation paranthe used:
n n
T T
n n
n n
x y
X Y x y x y x y Y X
x y x y x y
X Y

= + + + =
= + + +
=
ses for 1 1 matrix
17/08/2012 10 Engineering Mathematics I (MATH ZC 161)
Norm of a column vector
1
2
The norm of a column vector

...
x
x
X
(
(
(
=
(
BITS Pilani, K K Birla Goa Campus
2 2 2
1 2

...
is given by
. .....
n
T
n
X
x
X X X X X x x x
=
(
(

= = = + + +
17/08/2012 11 Engineering Mathematics I (MATH ZC 161)
Orthogonal Eigenvectors
Let be an symmetric matrix.
Then eigenvectors corresponding to
distinct eigenvalues are orthogonal.
. .
A n n
i e

BITS Pilani, K K Birla Goa Campus

1 2
1 2
. .
Let and be two distinct eigenvalues of
corresponding to the eigenvector and , resp
i e
A
K K

1 2 1 2
ectively
then:
. 0
T
K K K K = =
17/08/2012 12 Engineering Mathematics I (MATH ZC 161)
Example
1 2 3
0 1 0
Let A= 1 1 1 be a symmetric matrix.
0 1 0
The eigenvalues of A are 0, 1, 2.
The corresponding eigenvectors are

(
(

(
(

= = =
BITS Pilani, K K Birla Goa Campus
1 2 3
The corresponding eigenvectors are
1 1 1
K 0 , K 1 , K 2
1 1 1
Method to fin : d Note

( ( (
( ( (
= = =
( ( (
( ( (

eigenvalues and eigenvectors
for a matrixis discussed in last lecture.
17/08/2012 13 Engineering Mathematics I (MATH ZC 161)
[ ]
1 2 3
1 2 1 2
since , Then from the previous theorem,
1
. 1 0 1 1 1 ( 1) 0 1 1 1 0
T
K K K K

(
(
= = = + + =
(
BITS Pilani, K K Birla Goa Campus
[ ]
1 3 1 3
1
1
. 1 0 1 2 1 1 0 2 1 ( 1) 0
1
T
K K K K
(
(

(
(
= = = + + =
(
(

17/08/2012 14 Engineering Mathematics I (MATH ZC 161)
[ ]
2 3 2 3
1
. 1 1 1 2 ( 1) 1 1 2 1 ( 1) 0
1
T
K K K K
(
(
= = = + + =
(
(

BITS Pilani, K K Birla Goa Campus
1
hence eigenvectors corresponding to distinct eigenvalues
are orthogonal.
(

17/08/2012 15 Engineering Mathematics I (MATH ZC 161)
Orthogonal Matrix
1
An nonsingular matrix is orthogonal
if
T
n n A
A A

=
BITS Pilani, K K Birla Goa Campus
In other words,
is orthogonal if
T
A A A I =
17/08/2012 16 Engineering Mathematics I (MATH ZC 161)
Problem
Check whether the matrix
1 2 2
3 3 3
2 2 1

(
(
(
(
BITS Pilani, K K Birla Goa Campus
2 2 1
A=
3 3 3
2 1 2
3 3 3
is orthogonal or not ?
(
(
(
(

(
(

17/08/2012 17 Engineering Mathematics I (MATH ZC 161)
1 2 2 1 2 2
3 3 3 3 3 3
1 0 0
2 2 1 2 2 1
0 1 0
3 3 3 3 3 3
T
A A I

( (
( (
(
( (

(
( (
= = =
(
( (
Solution
BITS Pilani, K K Birla Goa Campus
3 3 3 3 3 3
0 0 1
2 1 2 2 1 2
3 3 3 3 3 3
is orthogonal matrix. A
(
( (
(
( (

( (
( (

17/08/2012 18 Engineering Mathematics I (MATH ZC 161)
Criterion for an
Orthogonal Matrix
1 2
An matrix is orthogonal

its columns , ,......., form an orthonormal set.
n
n n A
X X X

BITS Pilani, K K Birla Goa Campus

1 2
its columns , ,......., form an orthonormal set.
n
X X X
17/08/2012 19 Engineering Mathematics I (MATH ZC 161)
Orthonormal set
1 2
A set of vectors , ,...., in forms an orthonormal set
if every pair of distinct vectors is orthogonal and
each vector in the set is a unit vector.
n
n
x x x R
BITS Pilani, K K Birla Goa Campus
1
In terms of inner product,
the set of vectors , x
2
,...., in , is orthonormal if
0, , , 1, 2,..., and
1 . . 1, 2,...., .
1)
2) 1,
i i i
n
n
i j
i i
x
x x R
x x i j i j n
x x i x e i x n
= =
= = = =
17/08/2012 20 Engineering Mathematics I (MATH ZC 161)
Problem
Verify using last theorem that the matrix
1 2 2
3 3 3
2 2 1

(
(
(
(
BITS Pilani, K K Birla Goa Campus
2 2 1
A=
3 3 3
2 1 2
3 3 3
is orthogonal.
(
(
(
(

(
(

17/08/2012 21 Engineering Mathematics I (MATH ZC 161)
Solution
1 2 3
1 2 2 1 2 2
3 3 3 3 3 3
2 2 1 2 2 1
, ,
3 3 3 3 3 3
A X X X

( ( ( (
( ( ( (
( ( ( (
( ( ( (
= = = =
( ( ( (
BITS Pilani, K K Birla Goa Campus
1 2 3
, ,
3 3 3 3 3 3
2 1 2 2 1 2
3 3 3 3 3 3
A X X X = = = =
( ( ( (
( ( ( (

( ( ( (
( ( ( (

17/08/2012 22 Engineering Mathematics I (MATH ZC 161)
1 2 1 2
2
3
1 2 2 2 2 4 2
. 0
3 3 3 3 9 9 9
1
3
T
X X X X

(
(
(

(
(
= = = + =
(
(

(
(
(

BITS Pilani, K K Birla Goa Campus
1 3 1 3
3
2
3
1 2 2 1 2 2 4
. 0
3 3 3 3 9 9 9
2
3
T
X X X X
(

(
(
(

(
(
= = = + =
(
(

(
(
(

17/08/2012 23 Engineering Mathematics I (MATH ZC 161)
2 3 2 3
2
3
2 2 1 1 4 2 2
. 0
3 3 3 3 9 9 9
2
3
T
X X X X
(
(
(

(
(
= = = + + =
(
(

(
(
(

BITS Pilani, K K Birla Goa Campus
1 1 1 1 1
3
1
3
1 2 2 2 1 4 4
. 1
3 3 3 3 9 9 9
2
3
T
X X X X X
(
(

(
(
(

(
(
= = = = + + =
(
(

(

(
(

17/08/2012 24 Engineering Mathematics I (MATH ZC 161)
2 2 2 2 2
2
3
2 2 1 2 4 4 1
. 1
3 3 3 3 9 9 9
1
3
T
X X X X X

(
(
(

(
(
= = = = + + =
(
(

(
(
(

BITS Pilani, K K Birla Goa Campus
3 3 3 3 3
3
2
3
2 1 2 1 4 1 4
. 1
3 3 3 3 9 9 9
2
3
, is orthog By the previous theorem onal.
T
X X X X X
A
(

(
(
(
(
(
= = = = + + =
(
(

(
(
(

17/08/2012 25 Engineering Mathematics I (MATH ZC 161)
Constructing an Orthogonal Matrix
1 2
1 2
If an real symmetric matrix possesses
distinct eigenvalues , ,....., ,
then the corresponding eigenvectors , ,.......,
are mutually o
By multiplying eac
rthog
h vector by the recipro
onal.
n
n
n n A
n
K K K

cal of its norm,

BITS Pilani, K K Birla Goa Campus
By multiplying each vector by the recipro
We can then constr
cal of its norm,
we
uct an orthogonal m
obtain a set of mutually orthogonal un
atrix by forming
an matrix P wh
it
ose
vectors
i.e. an o
columns are the
rth
se
onormal set
normalized ig
.
e
n n
envectors of . A
17/08/2012 26 Engineering Mathematics I (MATH ZC 161)
Problem
Construct an orthogonal matrix from the eigenvectors
of the given symmetric matrix
0 1 0
A= 1 1 1

(
(

BITS Pilani, K K Birla Goa Campus
A= 1 1 1
0 1 0
(

(
(

17/08/2012 27 Engineering Mathematics I (MATH ZC 161)
Solution
1 2 3
0 1 0
Let A= 1 1 1
0 1 0
The eigenvalues of A are 0, 1, 2.

(
(

(
(

= = =
BITS Pilani, K K Birla Goa Campus
1 2 3
1 2 3
The corresponding eigenvectors
1 1 1
K 0 , K 1 , K 2
1 1 1
are orthogonal.

( ( (
( ( (
= = =
( ( (
( ( (

17/08/2012 28 Engineering Mathematics I (MATH ZC 161)
1 2 3
3 1 2
1 2 3
1 2 3
Now the norms of the orthogonal eigenvectors are
||K || 2, ||K || 3, ||K || 6
K K K
, ,
||K || ||K || ||K ||
V V V
= = =

= = =
`
)
BITS Pilani, K K Birla Goa Campus
1 2 3
1 2 3
||K || ||K || ||K ||
1 1 1
1 1 1
0 , 1 , 2
2 3 6
1 1 1
forms an ortho
V V V
)

( ( (

( ( (
= = =
`
( ( (

( ( (

)
normal set of vectors.
17/08/2012 29 Engineering Mathematics I (MATH ZC 161)
[ ]
1 2 3 1 2 3
Orthogonal matrix,
; where , and are column vectors
1 1 1
P
V V V V V V =
(

(
BITS Pilani, K K Birla Goa Campus
2 3 6
1 2
0
3 6
1 1 1
2 3 6

(
(
(
=
(
(
(

(

17/08/2012 30 Engineering Mathematics I (MATH ZC 161)
{ }
n
1 2
Gram- Schmidt process is for transforming
a linearly independent set of vectors into
an orthogonal set
Let , ,....., be L.I. set of vectors in R .
m
K K K
Gram-Schmidt process
BITS Pilani, K K Birla Goa Campus
{ }
{ }
1 2
1 2
Let , ,....., be L.I. set of vectors in R .
we create a new set , ,....., of vectors as f
m
m
K K K
V V V
1 1
2 1
2 2 1
1 1
ollows:
Let
.
Let
.
V K
K V
V K V
V V
=
| |
=
|
\
17/08/2012 31 Engineering Mathematics I (MATH ZC 161)
3 1 3 2
3 3 1 2
1 1 2 2
. .
Let V
. .
...........................................................
K V K V
K V V
V V V V
| | | |
=
| |
\ \
BITS Pilani, K K Birla Goa Campus
1 2 1
1 2 1
1 1 2 2 1 1
1
. . .
Let ........
. . .
then ,
m m m m
m m m
m m
K V K V K V
V K V V V
V V V V V V
V V

| | | | | |
=
| | |
\ \ \
{ }
2
orthogonal s ,....., is et of vect . an s or
m
V
17/08/2012 32 Engineering Mathematics I (MATH ZC 161)
Constuct an orthogonal matrix from
0 2 2
the matrix
(
(
Problem
BITS Pilani, K K Birla Goa Campus
0 2 2
2 0 2
2 2 0
A
(
(
=
(
(

17/08/2012 33 Engineering Mathematics I (MATH ZC 161)
0 2 2
2 0 2
2 2 0
It's characterisitic equation is
A
(
(
=
(
(

Solution
BITS Pilani, K K Birla Goa Campus
( ) ( )
( )
2
1
2
It's characterisitic equation is
2 4 0
2 repeated eigenvalue 2
& 4

=
=
=
17/08/2012 34 Engineering Mathematics I (MATH ZC 161)
(stated on slide no.
The set of eigenvectors corresponding to distinct
eigenvalues are orthogonal 13)
Remark
BITS Pilani, K K Birla Goa Campus
(stated on slide no.
but the different eigenvectors corresponding to
repeated
eigenvalues are ort
eigenvalue may not be o
hogonal
rthogo
13)
nal.
17/08/2012 35 Engineering Mathematics I (MATH ZC 161)
( )
1
For 2,
solving 2 0
1 1
A I K
=
+ =

( (
( (
= =
BITS Pilani, K K Birla Goa Campus
1 2
1 2 1 2
1 2
we get 1 , 0
0 1
Now and are not orthogonal | K K 0
but and are linearly independent.
K K
K K
K K
( (
= =
( (
( (

i
17/08/2012 36 Engineering Mathematics I (MATH ZC 161)
1 1
2 1
We will use the Gram-Schmidt process to obtain
an orthogonal set from linearly independent set.
Let and
1/ 2

1/ 2
V K
K V
V K K

(
| |
(
= =
|
(
i
BITS Pilani, K K Birla Goa Campus
2 1
2 2 1
1 1
*
2 2
1/ 2

1
To eliminate fractions, we let
1
2 1
V K K
V V
V V
(
= =
|
(
\
(

= =
i
i
2
(
(
(
(

17/08/2012 37 Engineering Mathematics I (MATH ZC 161)
*
1 2
1 1
1
The sct { , } is an orthogonal sct of vectors.
Normalizing, we obtain
1
1 1
1
2
0
V V
W V
V

(
(
= =
(
(

BITS Pilani, K K Birla Goa Campus
1
*
2 2
*
2
1 2 1
0
1
1 1
1
6
2
The set { , } is an orthonormal set for the 2
W V
V
W W
(

(
(
= =
(
(

=
17/08/2012 38 Engineering Mathematics I (MATH ZC 161)
2
3
3
Now we find an eigenvector for = 4
by solving ( 4 ) 0
1
we get 1
A I K
K

=
(
(
=
(
BITS Pilani, K K Birla Goa Campus
3
3
we get 1
1
Normalizing this vector,
1
1
we have the eigenvector W 1
3
1
K =
(
(

(
(
=
(
(

17/08/2012 39 Engineering Mathematics I (MATH ZC 161)
[ ]
1 2 3
3 1 2
1 2 3
{ , , } is an orthonormal set
eigenvectors associated with distinct eigenvalues are orthogonal
i.e. is orthogonal to both and
i.e. { , , } is an orthogonal set
W W W
W W W
W W W

BITS Pilani, K K Birla Goa Campus

[ ]
1 2 3 1 2
, where , P W W W W W =
3
, are column vectors
1/ 2 1/ 6 1/ 3
1/ 2 1/ 6 1/ 3
0
2 / 6 1/ 3
is the required orthogonal matrix.
W
P
(

(
=
(
(
(

17/08/2012 40 Engineering Mathematics I (MATH ZC 161)
Thanks
BITS Pilani, K K Birla Goa Campus
Thanks
17/08/2012 41 Engineering Mathematics I (MATH ZC 161)