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Unit 1 - Linear Algebra

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43 views50 pages

Unit 1 - Linear Algebra

Uploaded by

blockysquadyt
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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SE Semester 4 Mathematics

Syllabus :

Module 1 : Linear Algebra

Module 2 : Vector Differentiation

Module 3 : Vector Integration

Module 4 : Probability

Module 5 : Sampling Theory

Module 6 : ANOVA
Linear Algebra
• Linear combinations. • Study of lines and planes,
vector spaces and mappings
that are required for linear
• Arithmetic on columns of numbers transforms.
called vectors and arrays of
numbers called matrices, to create
new columns and arrays of
numbers.
Matrices
• Eigenvalues and Eigenvectors

• Function of a matrix

• Cayley-Hamilton Theorem

• Diagonalization of matrix

• Derogatory / Non-Derogatory matrix

• Quadratic forms
U1-PT1: Finding Eigenvalues and Eigenvectors
U1-PT1: Finding Eigenvalues and Eigenvectors
Representing an Image

1 2 3 1 2 3
3 1 2 3 1 2
1 2 3 1 2 3
3 1 2 3 1 2
1 2 3 1 2 3
3 1 2 3 1 2

4 0 0
0 6 0
0 0 0
U1-PT1: Finding Eigenvalues and Eigenvectors
Transforming an Image

https://en.wikipedia.org/wiki/Affine_transformation#
/media/File:2D_affine_transformation_matrix.svg
U1-PT1: Finding Eigenvalues and Eigenvectors
Find Eigenvalues and Eigenvectors
Problem 1. Find eigenvalues and eigenvectors of
𝟖 −𝟖 −𝟐
matrix A= 𝟒 −𝟑 −𝟐
𝟑 −𝟒 𝟏
Find Eigenvalues and Eigenvectors
Problem 1. Find eigenvalues and eigenvectors of
𝟖 −𝟖 −𝟐
matrix A= 𝟒 −𝟑 −𝟐
𝟑 −𝟒 𝟏
Find Eigenvalues and Eigenvectors
Problem 1. Find eigenvalues and eigenvectors of
𝟖 −𝟖 −𝟐
matrix A= 𝟒 −𝟑 −𝟐
𝟑 −𝟒 𝟏
Find Eigenvalues and Eigenvectors
Problem 2. Find eigenvalues and eigenvectors of
−𝟐 𝟐 −𝟑
matrix A= 𝟐 𝟏 −𝟔
−𝟏 −𝟐 𝟎
Find Eigenvalues and Eigenvectors
Problem 2. Find eigenvalues and eigenvectors of
−𝟐 𝟐 −𝟑
matrix A= 𝟐 𝟏 −𝟔
−𝟏 −𝟐 𝟎
Find Eigenvalues and Eigenvectors
Problem 3. Find eigenvalues and eigenvectors of
𝟒 𝟔 𝟔
matrix A= 𝟏 𝟑 𝟐
−𝟏 −𝟓 −𝟐
U1-PT2: Properties of Eigenvalues and Eigenvectors
1. Eigenvalues of triangular matrix are the 2. Sum of eigenvalues = trace of matrix,
diagonal elements. Product of eigenvalues = determinant of matrix
𝟒 𝟎 𝟎 𝒙 𝟒𝒙
Q. Find eigenvalues of (i) A= 𝟏 Q. If A= has eigenvalues 5 and -1, find the values of x and y
𝟑 𝟎 and 𝟐 𝒚
−𝟏 −𝟓 −𝟐
𝟑 𝟔 𝟔
(ii) A= 𝟎 𝟏 𝟐
𝟎 𝟎 −𝟐
U1-PT2: Properties of Eigenvalues and Eigenvectors
3. Eigenvalues of f(A) = f(),  is eigenvalue of A
Eigenvectors of f(A) = Eigenvectors of A

f(A) f()
An n
AT 
𝐴ҧ ത
A ത
A-1 1/
Adj A |A|/
U1-PT2: Properties of Eigenvalues and Eigenvectors
−𝟐 𝟐 −𝟑
3. Eigenvalues of f(A) = f(),  is eigenvalue of A Q. If A= 𝟐 𝟏 −𝟔 , find eigenvalues and eigenvectors of :
Eigenvectors of f(A) = Eigenvectors of A −𝟏 −𝟐 𝟎
(i) A -2A2 +3I, (ii)A-1 +6A –I, (iii) 2 Adj A = 6I, (iv) A
3

(v) AT + 5𝑨
f(A) f()
An n
AT 
𝐴ҧ ത
A ത
A-1 1/
Adj A |A|/
U1-PT2: Properties of Eigenvalues and Eigenvectors
−𝟐 𝟐 −𝟑
3. Eigenvalues of f(A) = f(),  is eigenvalue of A Q. If A= 𝟐 𝟏 −𝟔 , find eigenvalues and eigenvectors of :
Eigenvectors of f(A) = Eigenvectors of A −𝟏 −𝟐 𝟎
(i) A -2A2 +3I, (ii)A-1 +6A –I, (iii) 2 Adj A = 6I, (iv) A
3

(v) AT + 5𝑨
f(A) f()
An n
AT 
𝐴ҧ ത
A ത
A-1 1/
Adj A |A|/
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
What are diagonalizable matrices ? How to check if matrix is diagonalizable?
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
Problem 1. Check if the following matrix is diagonalizable. If
yes, find its diagonal and transforming matrix
−𝟐 𝟐 −𝟑
A= 𝟐 𝟏 −𝟔
−𝟏 −𝟐 𝟎
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
Problem 1. Check if the following matrix is diagonalizable. If
yes, find its diagonal and transforming matrix
−𝟐 𝟐 −𝟑
A= 𝟐 𝟏 −𝟔
−𝟏 −𝟐 𝟎
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
Problem 1. Check if the following matrix is diagonalizable. If
yes, find its diagonal and transforming matrix
−𝟐 𝟐 −𝟑
A= 𝟐 𝟏 −𝟔
−𝟏 −𝟐 𝟎
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
Problem 2. Check if the following matrix is diagonalizable. If
yes, find its diagonal and transforming matrix
𝟒 𝟔 𝟔
A= 𝟏 𝟑 𝟐
−𝟏 −𝟓 −𝟐
U1-PT3: Diagonalizable / Non-Diagonalizable matrices
Problem 2. Check if the following matrix is diagonalizable. If
yes, find its diagonal and transforming matrix
𝟒 𝟔 𝟔
A= 𝟏 𝟑 𝟐
−𝟏 −𝟓 −𝟐
U1-PT4: Verification and Application of Cayley-Hamilton Theorem
Problem 1. Verify Cayley-Hamilton theorem for
𝟑 𝟏𝟎 𝟓
A= −𝟐 −𝟑 −𝟒
𝟑 𝟓 𝟕
Hence find :
(i) A-1
(ii) A-2
(iii) A4
(iv) A6-6A5+9A4+4A3-12A2+2A-I
U1-PT4: Verification and Application of Cayley-Hamilton Theorem
Problem 1. Verify Cayley-Hamilton theorem for
𝟑 𝟏𝟎 𝟓
A= −𝟐 −𝟑 −𝟒
𝟑 𝟓 𝟕
Hence find :
(i) A-1
(ii) A-2
(iii) A4
(iv) A6-6A5+9A4+4A3-12A2+2A-I
U1-PT4: Verification and Application of Cayley-Hamilton Theorem
Problem 1. Verify Cayley-Hamilton theorem for
𝟑 𝟏𝟎 𝟓
A= −𝟐 −𝟑 −𝟒
𝟑 𝟓 𝟕
Hence find :
(i) A-1
(ii) A-2
(iii) A4
(iv) A6-6A5+9A4+4A3-12A2+2A-I
U1-PT4: Verification and Application of Cayley-Hamilton Theorem
Problem 1. Verify Cayley-Hamilton theorem for
𝟑 𝟏𝟎 𝟓
A= −𝟐 −𝟑 −𝟒
𝟑 𝟓 𝟕
Hence find :
(i) A-1
(ii) A-2
(iii) A4
(iv) A6-6A5+9A4+4A3-12A2+2A-I
U1-PT6: Function of square matrix
𝟑 𝟏
𝟐 𝟐
Problem : If A = 𝟏 𝟑
, find eA , 4A
𝟐 𝟐
U1-PT6: Function of square matrix
𝟑 𝟏
𝟐 𝟐
Problem : If A = 𝟏 𝟑
, find eA , 4A
𝟐 𝟐
U1-PT6: Function of square matrix
𝟑 𝟏
𝟐 𝟐
Problem : If A = 𝟏 𝟑
, find eA , 4A
𝟐 𝟐
U1-PT6: Function of square matrix
𝟑 𝟏
𝟐 𝟐
Problem : If A = 𝟏 𝟑
, find eA , 4A
𝟐 𝟐
U1-PT6: Function of square matrix
𝟑 𝟏
𝟐 𝟐
Problem : If A = 𝟏 𝟑
, find eA , 4A
𝟐 𝟐
U1-PT6: Function of square matrix
𝟏 𝟎 𝟎
Problem : If A = 𝟏 𝟎 𝟏 , find A50
𝟎 𝟏 𝟎
U1-PT6: Function of square matrix
𝟏 𝟎 𝟎
Problem : If A = 𝟏 𝟎 𝟏 , find A50
𝟎 𝟏 𝟎
U1-PT7: Derogatory / Non-derogatory matrix
U1-PT7: Derogatory / Non-derogatory matrix
U1-PT7: Derogatory / Non-derogatory matrix
𝟓 −𝟔 −𝟔
Problem : Check if matrix A = −𝟏 𝟒 𝟐 is
𝟑 −𝟔 −𝟒
derogatory
U1-PT7: Derogatory / Non-derogatory matrix
𝟓 −𝟔 −𝟔
Problem : Check if matrix A = −𝟏 𝟒 𝟐 is
𝟑 −𝟔 −𝟒
derogatory
U1-PT7: Derogatory / Non-derogatory matrix
𝟏 𝟐 𝟑
Problem : Check if matrix A = 𝟐 𝟑 𝟒 is derogatory
𝟑 𝟒 𝟓
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
What is a Quadratic Form? What is a Canonical Form or
Normal Form?
Second degree homogenous
polynomial Only square terms, coefficients → 1, -1, 0
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
How to represent Quadratic form in How to convert Quadratic form to
matrix form ? Canonical form using congruent
transformation method?

Objective:
To find matrix P such that PT A P = D
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
U1-PT8: To find rank, index, value and signature of canonical form
obtained by congruent transformation
Problem : Reduce the Quadratic Form 2x12 + x22 - 3x32 -
8x2x3 – 4x3x1 + 12x1x2 to canonical form using
congruent transformation and find its rank, signature,
Index and Value class.
U1-PT8: To find rank, index, value and signature of canonical form
obtained by congruent transformation
Problem : Reduce the Quadratic Form 2x12 + x22 - 3x32 -
8x2x3 – 4x3x1 + 12x1x2 to canonical form using
congruent transformation and find its rank, signature,
Index and Value class.
U1-PT8: To find rank, index, value and signature of canonical form
obtained by congruent transformation
Problem : Reduce the Quadratic Form 2x12 + x22 - 3x32 -
8x2x3 – 4x3x1 + 12x1x2 to canonical form using
congruent transformation and find its rank, signature,
Index and Value class.
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
How to convert Quadratic form to Procedure :
Canonical form using
orthogonal transformation method? Step 1 : Find eigenvalues of A

Objective: Step 2 : Find eigenvectors of A


To find matrix P such that PT A P = D
P : Orthogonal matrix Step 3 : Normalize the eigenvectors of A

Step 4 : Construct P using the


normalized eigenvectors
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
Problem : Find the Orthogonal matrix P
that will diagonalise the quadratic form
7x12 + 5x22 + 6x32 - 4x2x3 – 4x3x1.
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
Problem : Find the Orthogonal matrix P
that will diagonalise the quadratic form
7x12 + 5x22 + 6x32 - 4x2x3 – 4x3x1.
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
Problem : Find the Orthogonal matrix P
that will diagonalise the quadratic form
7x12 + 5x22 + 6x32 - 4x2x3 – 4x3x1.
U1-PT9: To find rank, index, value and signature of canonical form
obtained by orthogonal transformation
Problem : Find the Orthogonal matrix P
that will diagonalise the quadratic form
7x12 + 5x22 + 6x32 - 4x2x3 – 4x3x1.

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