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Unit II

- The document discusses mathematical methods for matrices and linear algebra. It covers topics like matrices and linear systems, eigenvalues and eigenvectors, and numerical methods. - It provides the names of textbooks and references that can be used to study these mathematical methods. - The unit specifically focuses on eigenvalues, eigenvectors, and their properties. It defines characteristic matrices, polynomials, and equations. It also discusses diagonalization of matrices and the Cayley-Hamilton theorem.

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Sarthak Madaan
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46 views17 pages

Unit II

- The document discusses mathematical methods for matrices and linear algebra. It covers topics like matrices and linear systems, eigenvalues and eigenvectors, and numerical methods. - It provides the names of textbooks and references that can be used to study these mathematical methods. - The unit specifically focuses on eigenvalues, eigenvectors, and their properties. It defines characteristic matrices, polynomials, and equations. It also discusses diagonalization of matrices and the Cayley-Hamilton theorem.

Uploaded by

Sarthak Madaan
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPS, PDF, TXT or read online on Scribd
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MATHEMATICAL METHODS

CONTENTS
• Matrices and Linear systems of equations
• Eigen values and eigen vectors
• Real and complex matrices and Quadratic forms
• Algebraic equations transcendental equations and
Interpolation
• Curve Fitting, numerical differentiation & integration
• Numerical differentiation of O.D.E
• Fourier series and Fourier transforms
• Partial differential equation and Z-transforms
TEXT BOOKS
• 1.Mathematical Methods, T.K.V.Iyengar, B.Krishna
Gandhi and others, S.Chand and company
• Mathematical Methods, C.Sankaraiah, V.G.S.Book
links.
• A text book of Mathametical Methods,
V.Ravindranath, A.Vijayalakshmi, Himalaya
Publishers.
• A text book of Mathametical Methods, Shahnaz
Bathul, Right Publishers.
REFERENCES
• 1. A text book of Engineering Mathematics,
B.V.Ramana, Tata Mc Graw Hill.
• 2.Advanced Engineering Mathematics, Irvin Kreyszig
Wiley India Pvt Ltd.
• 3. Numerical Methods for scientific and Engineering
computation, M.K.Jain, S.R.K.Iyengar and R.K.Jain,
New Age International Publishers
• Elementary Numerical Analysis, Aitkison and Han,
Wiley India, 3rd Edition, 2006.
UNIT HEADER
Name of the Course:B.Tech
Code No:07A1BS02
Year/Branch:I Year CSE,IT,ECE,EEE,ME,
Unit No: I I
No.of slides:17
UNIT INDEX
UNIT-II
S.No. Module Lecture PPT Slide
No. No.
1 Eigenvalues,Eigenve L1-4 8-11
ctors,properties.
2 Diagonalisation of a L5-7 12-14
matrix
3 Cayley-Hamilton L8-9 15-17
theorem and its
inverse
UNIT-II

EIGEN VALUES AND EIGEN


VECTORS
LECTURE-1
Characteristic matrix: Let A be a square matrix of order n
then the matrix (A-λI) is called Charecteristic matrix of
A.where I is the unit matrix of order n and λ is any scalar
Ex: Let A= 1 2 
then
 
3 4 
A- λI= 1   2  is the characteristic matrix of A
 
3 4
Characteristic polynomial: Let A be square matrix of order n then | A- λI|
is called characteristic polynomial of A
1  2 
Ex: Let A=  
4 1
then | A- λI| = λ2-2λ+9 is the characteristic polynomial of A
Characteristic equation: Let A be square matrix of order n then
| A- λI|=0 is called characteristic equation of A
1  2 
 
 4 1
Ex: Let A=

then | A- λI| = λ2-2λ+9=0 is the characteristic equation of A


Eigen values: The roots of the characteristic equation | A- λI|=0 are
 2 1values
called the eigen 
Ex: Let A=   then | A- λI|=λ2-6λ+5=0
3 4

Therefore λ=1,5 are the eigen values of the matrix A


• LECTURE-2
• Eigen vector: If λ is an eigen value of the square matrix A. If
there exists a non- zero vector X such that AX=λX is said to be
eigen vector corresponding to eigen value λ of a square matrix A

• Eigen vector must be a non-zero vector

• If λ is an eigen value of matrix A if and only if there exists a


non-zero vector X such that AX=λX

• I f X is an eigen vector of a matrix A corresponding to the eigen


value λ, then kX is also an eigen vector of A corresponding to the
same eigen vector λ. K is a non zero scalar.
LECTURE-3
Properties of eigen values and eigen
vectors
• The matrices A and AT have the same eigen values.

• If λ1, λ2,…..λn are the eigen values of A then


1/ λ1, 1/λ2 ……1/λn are the eigen values of A-1.

• If λ1, λ2,…..λn are the eigen values of A then λ1k, λ2k,…..λnk are
the eigen values of Ak.

• If λ is the eigen value of a non singular matrix A, then |A|/λ is


the eigen value of A.
• LECTURE-4
• The sum of the eigen values of a matrix is the trace of
the matrix

• If λ is the eigen value of A then the eigen values of


B= aoA2+ a1A+a2I is aoλ2+a1λ+a2.
Similar Matrices : Two matrices A&B are said to be
similar if their exists an invertable matrix P such
that B=P-1AP.

 Eigen values of two similar matrices are same

 If A & B are square matrices and if A is invertable then the


matrices A-1B & BA-1 have the same eigen values
LECTURE-5
Diagonalization of a matrix: If a square matrix A of order
n has n eigen vectors X1, X2 ………..Xn
Corresponding to n eigen values λ1, λ2… λn respectively
then a matrix P can be found such that
P-1AP is a diagonal matrix
i.e., P-1AP=D.

Modal and spectral matrices: The matrix P in the above


result which diagonalize in the square matrix A is called
the modal matrix of A and the resulting diagonal matrix
D is known as spectral matrix.
LECTURE-6
Calculation of power of matrix: We can obtain the
powers of a matrix by using diagonalization.

Let A be the square matrix. Then a non singular matrix P


can be found such that
D=P-1AP
D2=P-1A2P A2=PD2P-1
D3=P-1A3P A3=PD3P-1

………………………………………

………………………………………

Dn=P-1AnP An=PDnP-1


LECTURE-7
Matrix Polynomial: An expression of the form
F(x)=A0+A1X+A2X2+…..Am Xm ≠0, Where
A0,A1,A2,…..Am are matrices each of order n is called
a matrix polynomial of degree m.

The matrices themselves are matric polynomials of degree


zero

Equality of matrix polynomials: Two matrix


polynomials are equal if and only if the coefficients of
like powers of x are the same.
LECTURE-8
CAYLEY-HAMILTON THEOREM
Statement: Every square matrix satisfies its own
characteristic equation.

Let A be square matrix of order n then |A-λI|=0 is the


characteristic equation of A.
|A-λI|=(-1)n[λn+a1 λn-1+a2λn-2+….+an]
Put λ=A then
=|(-1)n[An+a1 An-1+a2An-2+….+anI]=0
= [An+a1 An-1+a2An-2+….+anI]= 0 which
implies that A satisfies its characteristic equation.
LECTURE-9
Determination of A-1 using Cayley-Hamilton
theorem.
A satisfies it characteristic equation
=(-1)n[An+a1 An-1+a2An-2+….+anI]=0
= [An+a1 An-1+a2An-2+….+anI]=0
=A-1 [An+a1 An-1+a2An-2+….+anI]= 0
If A is nonsingular, then we have
anA-1=-[An+a1 An-1+a2An-2+….+anI]
A-1=-1/an[An+a1 An-1+a2An-2+….+anI]

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