EIGEN VALUES & EIGEN VECTORS

Friday, December 10, 2021 2:11 PM

DEFINITION

PROPERTIES OF THE CHARACTERISTIC POLYNOMIAL:

(1) The characteristic polynomial of a matrix A is an ordinary polynomial in of degree where
A is a square matrix of order n
(2) In characteristic polynomial of A
(i) the coefficient of is
(ii) the coefficient of is trace of A
(iii) the constant term is
(3) If A is matrix then the characteristic equation can be expressed as

Where Sum of the diagonal elements of A,

Sum of the minors of the diagonal elements of

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 Sum of the minors of the diagonal elements of

PROPERTIES OF THE CHARACTERISTIC ROOTS (EIGEN VALUES):

(1) If A is a square matrix of order n then the degree of the characteristic equation is and consequently
there are exactly n roots (eigenvalues) not necessarily distinct.
(2) Sum of all eigenvalues = The sum of the diagonal elements of A (i.e. trace of A)
(3) Product of all eigenvalues of = constant term in the polynomial.

CHARACTERISTIC VECTORS OR EIGEN VECTORS:

WORKING RULE TO FIND THE EIGEN VECTORS OF A:

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SOME SOLVED EXAMPLES:

1. Find the Eigen values and Eigen vectors of the matrix

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1 1:25 PM

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2. Find the Eigen values and Eigen vectors of the matrix. Also verify that the Eigen vectors are linearly

independent

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3. Determine the Eigen values and the associated Eigen vectors for the matrix

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4. Find the Eigen values and Eigen vectors for

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5. Find the Eigen values and Eigen vectors of the matrix

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6. Prove that the Eigen values of are of unit modulus

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SIMILARITY OF MATRICES
Wednesday, December 15, 2021 2:50 PM

SIMILARITY OF MATRICES
Definition:
(i) If A and B are two square matrices of order n then B is said to be similar to A if there exists a non – singular matrix M
such that
(ii) A square matrix A is said to be diagonalizable if it is similar to a diagonal matrix.
Combining the two definitions we see that A is diagonalizable if there exists a matrix M such that

where D is a diagonal matrix. In this case M is said to diagonalize A or transform A to diagonal form.

Theorem 1: If A is similar to B and B is similar to C, then A is similar to C.

Theorem 2: If A and B are similar matrices then
Theorem 3: If A is similar to B, then is similar to
Corollary: If A is diagonalisable then is diagonalisable.
Theorem 4: If A and B are two similar matrices then they have the same Eigen values

ALGEBRAIC AND GEOMETRIC MULTIPLICITY OF AN EIGEN VALUES

Definition:

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Theorem: The necessary and sufficient condition of a square matrix to be similar to a diagonal matrix is that the
geometric multiplicity of each of its Eigen values coincides with the algebraic multiplicity.
i. e. We can diagonalise a given square matrix if and only if algebraic multiplicity of each of its Eigen values is equal to
the geometric multiplicity.
If corresponding to any Eigen value, if algebraic multiplicity is not equal to geometric multiplicity then the matrix is not
diagonalizable.

Corollary: Every matrix whose Eigen values are distinct is similar to a diagonal matrix.
Theorem: A square nonsingular matrix A whose Eigen value are all distinct can be diagonalised by a similarity
transformation where M is the matrix whose columns are the Eigenvectors of A and D is the diagonal
matrix whose diagonal elements are the Eigen values of A.

Notes: 1. If Eigen values of A are not distinct then it may or may not be possible to diagonalise it.
2. A and D are similar matrices and hence, they have the same Eigen values
3. The process of finding the modal matrix M is called diagonalising the matrix A.

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1. Find the algebraic multiplicity and geometric multiplicity of each Eigen value of the matrix

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2. Show that the matrix is diagonalisable. Find the transforming matrix and the

diagonal matrix

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3. Show that the matrix is diagonisable. Find the diagonal form and the diagonalising

matrix

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4. Show that the matrix is not similar to a diagonal matrix

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5. If and prove that both and are not diagonable but is diagonable

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6. Find the symmetric matrix having the eigen values and with the
corresponding Eigen vectors and

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Properties of Eigen Values and Eigen Vectors
Monday, December 27, 2021 1:33 PM

Theorem 1: Prove that zero is an eigenvalues of a matrix A if and only if A is singular.

Theorem 2: Prove that the matrix and its transpose has same characteristic roots.
Theorem 3: Prove that the eigenvalues of a diagonal matrix are precisely the diagonal elements.
Theorem 4: Prove that the eigenvalues of a triangular matrix are precisely the diagonal elements.
Theorem 5:  is an Eigen value of the matrix A if and only if there exists a non – zero vector X
such that
Theorem 6: If X is an Eigen vector of a matrix A corresponding to an Eigen value  then
(k is a non – zero scalar) is also an Eigen vector of A corresponding to the same Eigen value .
Theorem 7: (Uniqueness of Eigen Value):
If X is an Eigen vector of a matrix A then X cannot correspond to more than one Eigen values of A.
Theorem 8: (Linear independence of Eigen Vectors):
Eigen vectors corresponding to distinct Eigen values of a matrix are linearly independent.
Theorem 9: Eigen values of a Hermitian matrix are real.
Corollary 1: The determinant of a Hermitian matrix is real.
Corollary 2: Eigen values of a real symmetric matrix are all real.
Corollary 3: Eigen values of a Skew – Hermitian matrix are either purely imaginary or zero.
Corollary 4: The Eigen values of a real skew – symmetric matrix are purely imaginary or zero.
Theorem 10: The Eigen values of unitary matrix are of unit modulus. (have absolute value one).
Corollary: Eigen values of an orthogonal matrix are of unit modulus.
Theorem 11: The Eigen vectors corresponding to distinct Eigen values of a real symmetric matrix are
orthogonal.
Theorem 12: Any two Eigen vectors corresponding to two distinct Eigen values of a unitary matrix are
orthogonal.
Note:
1. If one Eigen value of a matrix A is then another eigen value must be .
2. If  is an Eigen value of A then is an eigen value of
3. If are the eigen values of A then show that are the Eigen value .
4. If are the eigen values of A then show that are the Eigen values of
5. If are the eigen values of A then show that are the eigen values of A2.
6. If  is an Eigen value of a non – singular matrix A, prove that is an eigen value of adj A.
7. If  is an Eigen value of the matrix A then is an eigen value of
8. If is an algebraic polynomial in and  is an Eigen value and X is the corresponding Eigen vector of
a square matrix A then is an eigen value and X is the corresponding eigen vector of

Solved Examples

1. If Where a, b, c are positive integers, then prove that

(i) a + b+ c is an Eigen value of A and (ii) if A is non – singular, one of the Eigen values is negative.

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2. If are the eigen values of a matrix then prove that the Eigen values of are

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3. If A is a real square matrix of order n where n is an odd positive integer, then show that A has at least one real Eigen
value.

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4. The sum of the Eigen values of a matrix is 6 and the product of the Eigen values is also 6. If one of
the Eigen values is one, find the other two Eigen values.

5. If then prove that there does not exist a real value of  for which

characteristic roots of A are

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5. If then prove that there does not exist a real value of  for which

characteristic roots of A are

6. Find the characteristic roots of where

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7. Find the Eigen values of if

8. Find the Eigen values of if

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9. If A is a square matrix of order 2 with then prove that A and have the same eigen
values. Hence verify for

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10. Verify that is an eigen vector corresponding to the eigen value of the matrix.

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CAYLEY – HAMILTON THEOREM
Monday, December 20, 2021 1:25 PM

STATEMENT:

1. Verify the Cayley-Hamilton theorem for the matrix and hence, find and where

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2. Find the characteristic equation of the matrix given below and hence, find the matrix represented by

where

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 where

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3. Apply Cayley-Hamilton theorem to and deduce that

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4. If show that for every integer hence, find

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Function of Square matrices
Friday, December 31, 2021 2:10 PM

CALCULATION OF POWERS OF MATRIX (FUNCTIONS OF SQUARE MATRIX):

If A is a non – singular square matrix with distinct Eigen values then we can find any power of A. i.e (k is a
positive integer) by the process explained below.
we have
Operating by M on the left and by on the right

)(

Note: Above method can be applied for any function of A i.e.

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ANOTHER METHOD:

SOME SOLVED EXAMPLES:

1. If find

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2. If prove that

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3. Find and if

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4. If then prove that

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5. If find

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5. If find

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6. Show that

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Minimal Polynomial
Monday, January 3, 2022 1:42 PM

MINIMAL POLYNOMIAL AND MINIMAL EQUATION OF A MATRIX

Let be a polynomial in x and A be a square matrix of order n.
If then we say that annihilates the matrix A.
We know that by Caley- Hamilton theorem every matrix satisfies its characteristic equation.
Hence, the characteristic polynomial of the matrix A annihilates A.

MONIC POLYNOMIAL:
A polynomial in x, in which the coefficient of the highest power of x is unity is called a monic polynomial.
Thus, is a monic polynomial while is not a monic polynomial.

MINIMAL POLYNOMIAL OF A MATRIX:

The monic polynomial of lowest degree that annihilates a matrix A is called minimal polynomial of A.
Further, if is the minimal polynomial of A then the equation is called the minimal equation of
the matrix A.

If a matrix is of order n then its characteristic polynomial is of degree n.

We know that the characteristic polynomial of A annihilates A. Hence, the degree of minimal polynomial of A cannot be
greater than n.
Note: (i) Minimal polynomial of a matrix is unique

(ii) Minimal polynomial of a matrix is a divisor of every polynomial that annihilates this matrix

(iii) Minimal polynomial of a matrix is a divisor of the characteristic polynomial of that matrix

(iv) Null matrix is only matrix whose minimal polynomial is

(v) Unit matrix is the only matrix whose minimal polynomial is

DEROGATORY AND NON – DEROGATORY MATRICES:

An n – rowed square matrix is said to be derogatory or Non – derogatory according as the degree of its

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DEROGATORY AND NON – DEROGATORY MATRICES:
An n – rowed square matrix is said to be derogatory or Non – derogatory according as the degree of its
minimal equation is less than or equal to

SOME SOLVED EXAMPLES:

1. Show that the matrix is derogatory

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2. Show that the matrix is non- derogatory

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