Math Sem 5 ???
Math Sem 5 ???
T A - 51, = 0
(b)A +51, =
0
(c) A -21, = O (d) None of these
Problem 1.9.4: The Cayley Hamilton theoren is applicable for
(a) Real matrix (b) Complex matrix
J)Both (a) and (b) (d) None of these
Answers (MCQs)
1.9.1 (a)) 1.9.2 (c) 1.9.3 (a) 1.9.4 (c)
1. Characteristic polynomial 459
Uniti
Exercise
terms:
the following
1. Define
Characteristic polynomials of a unatrix A of order n over the field F
(b) Characteristic equatiou of a natrix A of order n over tlhe ficli F'.
1 4
b)Let A|2 3 . Express the expression A" -41 - 7A" +11A2 - A - 10/, as a
linear polynomial in A
3.Let A =
-4 3 Using Cayley-Hamilton theorem show that A = 2® A
-8
4. Verify Cayley-Hamilton theorem for the following natrices:
(a) A =| B. H.
1997)(b) A =|_ B. H. 1998
o 0 1 00-90
(c) A =| 3 1 0 [C. H. 2008 (d)A =| 1 0 39 C. H. 1994]
-2 1 4 0 0
s.
Using Cayley-Hamilton theorem, show that for the followings matrices, A" cau l
expressed as a
polynomial in A. Hence find A.
(1 0 o 1 2 1
(a) A=1 2 1 (b) A =1 -1
.Com
23 2 2 3-1
e 11iverse by its characteristic polynonial for the following maatrics:
-12 1
(a)
(b) A=3 1
1. Use Cay
2 -1 23 1
ley-Hamiltou tlheoreul to copute A" for tle followiugs matris:
ntroduction to LINEAR
460
0 0 1
ALGERRA
(a) A =| 3 10 (b)A =|1 -10
0C.U. Model
-2 1 4 10-1 Ouestion
theorem, find the following:
8. Using Cayley-Hamilton
a)ifAo 1
(1 0 0
(b) A if A =|1 0 1 C.U. Model Question|
0 10
(1 0 0
(c) Aif A =|1 0 1
1 00
(d) Aif A =|1 0 1
0 1 0
Answers
2. (a) 1384-403/, (b) A+5/
1 0 0 -2 5 3
5.(a) A-5A+51, A =|0 2 -1| (b)A+A-1
A=33
-13 2 513
6.(a) A
135
34 3 (b) A =
-2 5 -1
-1 -3 67.(a) A = -12 2 3
41
3 1 7 7-1-2 5 0 0
(b) A
11 2 19.(a)" =
0
(b) AS =| 25 1 0
0
25 0 1
(c)A
(c)A00 50 1 0 (d) A =|1010 1 o
50 0 1 1010 0 1
Unit-2
Eigen Values
21 I N T R O D U C T I O N
Tn linear algebra, the eigen vaues of a matrix play an important roles. T'he
walues of
values of aa square
square matrix is the roots of the characteristic equation. In this unit.
eigen
aro to discuss definition, properties and related problems on eigen values of a
we
square matrix
of order n over a field F.
2.2 OBJECTIVES
n Points to
remember:
"
ne
coefficients of the characteristic polynonial v,(#)are the elemeuts of F
then the eigen valuesso A may not be the elements of F.
A root of the
characteristic equation w,(r) =
0 and of nultiplicity r is said to be
a r-fold eigen
values of
A.
The
a l l eigen values of A is called spectrum of A
Abe
x 2 matrix over a field F, then the eigen value of A are the roots of
tr(A)A
IE A
+
det(A) = 0.
a
3x3 matrix
the eque over a field F, then the eigen value of A are the roots
quation -tr(A)2 +(A,, +A +As)A -det(A) =0
461
462 Introduction to LINEAR ALr
2.3.2 A L G E B R I C M U L T I P L I C I T Y -
LGEBRA
Definition:
Let A be an n xn matrix over a fhelcd F. The
algebraic mltiplici
to be the (A M)
an eige value 2 of A is defined inultiplicity of 2
characteristic equation
of A. the
P o i n t to remember:
An eigen value of an n xn matrix A over a ficld F is said to
to be
be
siuuple if it i
hon-repeated.
Theorem 2.4.1
If A be an nxn matrix over a field F, then the prodiuct of eigen valies of
A is det(A).
Proof
Given:
Here. A is an n x n matrix over a ficld F.
where c =(-1)"
and c, =(-1)"=" (sum of principal minors of A oforder f
If p be the product of eigen values of A, then
p=(-1)" = Cg
i.e., p= det(A)
Heuce the product of eigen values of A is det(4).
Theorem 2.4.2
If A be an n xn matrix over a field F. then the atrix A is
all its eigen values are nol-zero.
Proof:
Given:
Let 2,2...,Abe the non-zero eigen values of A.
value
2:
Eigen 463
thit
non-singular
A is
pro
o
Here,
the characteristic polynomial of A is
det(A-A,) =
% tGA+ G%2 +.. +C,"
where det A
=
product of the roots of
det (A A1,) -
=
0.
Theorem2.4.3
IE A be an n* n matrix Over a field .F, then the suNn of the eigen values of
trace of A
Aisequal to C.H. 2001]
Proof
Claim:
Let A =
(a) be an nxn matrix over a field F.
To prove: Sum of the eigen values of A is equal to trace of A.
i=1
Let
4,42,..., 2, be the eigen values of the matrix A, then
det(A , ) -
=
(-1Y(a -a,)(1 a)(2 a) -
(i)
Here, (i) coefficient of a- in det(A A,)
-
is
(-1)2 i=1
i=l
i.e.
i=l i=l
i.e. tr(A) -
Ea,
i=l
ence the sum of the eigen values of A is equal to trace of A.
ar
Algebra (Vol.) 31]
464
Introduction to
LINEAR
Theorem 2.4.4 GEBR
If A be an nxn singular matrix over a ficld F, then 0 is an oie
the matrix A. eigen valiue o
Proof
Given:
Here, A is an nx n singular matrix over a field F.
To prove: 0 is an
eigen value of A
Here, A is an nxn singular matrix over a field F.
i.e., det(A) = 0
i.e., det(A-0,) = 0
Therefore, from definition, it follows that 0 is the eigeu value
of A
Note:
The converse of the above theorem is true.
i.e., A is singular if 0is the
Claim: eigen values of A.
Let us take 1 =
0.
To prove: A is
non-singular
Here, if 0 is an eigen value of A, then
i.e., det(A) = 0
det(A-01,) =
0
Hence A is an nx n
singular matrix over a field F.
Theorem 2.4.5
The eigen values of a
diagonal matrix are its diagonal elemeuts
Proof:
Given:
Let us take A
=digld,d.dbe a diagonal atrix of order n.
To prove: Eigen values of A are itsdiagonal elements
Here, the eigen values are the roots of the
equation det( A- a,) 0
l4- 0 0
0
i.e. 0
0
d,-
Eigen
value 465
hnit 2:
r. (4-2)(4,-2).(4-2)=o
Either - 2 =0 or, d-à =0 or. d - l = 0
are the s a m e .
Proof
Claim:
Let A be a square matrix of order n over the field F.
(A 1,y =
A" - (11,Y
ie., (A -Al,y =A" -
1,
det (A 1 , y = det(4" - 1,)
i.e., det(A -
A1,) det(A
= -
Al,)
Neretore, the characteristic polynomial of A and A are the same.
Hence the eigen values of A and A' are the samc.
heorem 2.4.7
A and P be both nxn matrices over a field F and P be non-singular,
then A and
P AP have the same eigen values.
Proof
Gven:
Here A and
Pare both nxn matrices andP be non-siugular matrix.
o prov i.e., Pexists.
A
and PAP have saie eigeu valucs
Here, for the natrix p-l AP,
detPAP-, ) = <det(P 'AP- P '(u,)P)
deP(4-1.)P
U a i2
t :
Introduction to LINEAR
466
ALGEBR hoolf
=det(4-/,)deePP
det (A-,)det(.)
ie., det pAP - . ) =det(A-.)
.e.
1op r o
eigen values.
Hence A and PAP have same
Theorem 2.4.8
If abe an eigen value of a nou-siugular inatrix A of order n, theu 2 is
Proof:
Given:
Here, 2 is an eigen value of A.
i.e., det(A , )
- = 0
det A dee,-24)
-det("A-1.)
det A
det(A - A,
" det A
-1 0 [Using i)]
a" det A
i.e. det 4-1'1.)=0
Theorem 2.4.9
real orthogonal matrix, then
that 8
a
If 2 be an eigen value of a
V.H. 2004,
N,B.H. 200
A. C.H. 2005,
eigen value of
value 467
Eigen
2:
tinit
Proof
Clain:
AA = ,
(i)
value of A
T op r o v e :
i s an eigen
matrix is non-singular. i.e. 0.
Here, orthogonal
Here, 2 is an eigen value of an orthogonal matrix A
i.e. detA-1,)=0
i.e., det4- AAA") = 0
ie.,
i.e. det{4(, - aA")} =0
det(A) det ( , - AA') = 0
i.e.,
i.e. (-1)"2" det| = 0
|-4)-(a-
ia, ("2"dete A--
deedet A-=0
herefore, by the definition of eigen value, is also an eigen value of A
S
PROBLEMS ON EIGEN VALUES
Problem 2.5.1|
W that the characteristic equation of an orthogonal matrix of order
= det(A-nAA")
=det{4-zA")}
det (4) det -A"
=-1" det(A)det(4-1,)
= (-1°=" det(4) det| A" -
Problem 2.5.2
If Pbe orthogonal matrix with det(P)
a =
-1, then prove that -1 is an
eige
value of P.
Solution:
Given:
Here, P is an orthogonal matrix of order n.
e., PP-I,
vaue
469
Eigen
2:
thait
a eigen
value of p
-1 i18
prov
consider
Let us consider
et us
the product (P + I,)P = PP" + I,P",
ie.. (P +1,)P" =
I, +
P":Pp I, =
detP+1,)Pi"= det(.+P)
or, det(P+ 1,)(det P = det
(7, P") +
or -1 =0
= t1
ence the
clharacteristic roots of
roblem 2.5.4 A is either 1 or -1.
If
is De
also
an
eigen value of
the eig value
eigen
a
square matrix A of order n over
of kA where k a field F, tleu
being scalar.
470
Introduction to
LINEAR
Solution:
Given: ALGERA
Here, is a eigen value of a square matrix A of orcdor
er the fiet
To prove: kl is a eigen value of kA
i
i.e., k"det
i.e., det A-
o
Again, if is an eigen value of A, then a =
4k
i.e., , =kl
Hence kA is the eigen value of kA where k being scalar.
Problem 2.5.5
If 2 be a eigen value of a non-singular matrix A of order n over the fiel
i.e., A exists.
Again, from the formula, A- = adj(A) provided det(A) * (0.
det(A)
Let 2 be an eigen value of a
non-singular matrix A.
i.e., det (A - A1,) = 0
or,
det(4 AA') -
= 0
Or,
det A -
AA
")} =0
i.e.,
de 41 -A
value 47
2: Eigen
Unit
(A)0
or, det(A) det , -a A)
det(A)
det- 0
det(A)
a adj(A)
or, -1" det
det(4) -4. =(0
-1)" 2"
or, det aclj(A)-det{4),
det()]
det adiA) -a,=
Therefore, detA) is an cigen value of nulj(A).
Points to remember:
field P, then the eigen values of adj(A) are etlA) let(4) det(A)
Problem 2.5.6
t h e eigen values of a (n + 1)x(n +1) uatrix A are zerw nul th n th nas
A+r
A+2A*+2A"-' A")}(21 A -
Solution:
Given
Here, the
ots of
eigen values of au (n+ 1) x (u + 1) uatrix A are zero aml tl a
-t
unity Therefore, the igen values of A are the roots of z(r" -
1) -
0.
i.e., '
Again, by Cayley-Hamilton theorem, A"" =A
To prove: 21:
(2-A +23A+24l A*)}(21 - A)
Uinit2 :E i s
Step 1:
2 " A + 2 " A + + 2 A " + A".
To find: (2/
-
A)
Let us take P = ++2 AT-l
+24"
A +2A
2P- AP 2"
=
= 2" A-A"+1
= 2" A - A necessa
=(2" 1)A
-
0 The
or, (2-A) =
(2" -1)
Proble
Step 2:
relation
To find: Required
A+23A+2A"- +A")}(21-A)
Here
Here, -(2
+2A+A" Solut
(21- A)+ 2 - A+2"%A Give
(2 -1)P
(21 -A)+P
= (2I - A) +A To
A) =2
i.e., 2=
ie, +22A+.+2A +A")}(er -)
Problem 2.5.7
Find the eigen values of - | A
o
Solution:
Given:
0
The given matrix is A =|
i.e., 0- 1
0--0
pit igen value 473
or, +l =0
Or, =i,-i
roblem 2.5.8]
Find the eigen values of the complex matrix A =|. [C.H. 2015]
olution:
iven:
-i
i.e.
1-
or, -trace(A)A+ det(A) = 00
or, -21+0 =0
A = 0,2
Hence the eigen values of A are 0,2.
Polnts to remember:
the matrix A
defined over a field C, then the eigeu values of A uay uot
scessarily belong to C.
he spectrum of A is the set S
The eigen values of A
e ={0.2
are simple.
474 Introduction to
LINEAR AL
Problem 2.5.9 LGEBRA
Find the eigen values of A =2
3-2 1
-1 0
-2 2 o
Solution:
Given:
3 -2 1
The given matrix is A =| 2 -1 0
-2 2 0
To find: Eigen values of A
The eigen values of A the roots of the
are
equation det(A -
Al,) =
0.
3-2-2
i.e. 2 -1-2 0=0
-2 2
det(4) = 0
ie. = 1 ativz7
2
(1 0 1
Shov
t h a t A =| 0 -1 T| has at least oue positive eigen valuc and at least
0 1 0
value.
uegative
eigen C. H. 2001)
Oue
Solution:
Given:
10
The given matrix is A =
|0 -1 1
values of A
To find: Eigen
The eigen values of A are the roots of the equation det(A - AI) = 0.
1-A 0
i.e., -1- 1|=0
0 1
-
.
i.e., -trace A) +(A,, +A A)-det(A) =0 +
or. - 2 2 +1 =0
or, ( -1)(A +a-1) = 0
Either - 1 =0 or, + - 1 =0
=ItvN5
i.e., A = 1
2
Hence A has at least one positive eigen value and at least one egative eigen
value.
e Points to remember:
The real eigen value of A is
l
The conplex eige -1+vs -1-V5
values of A are
2
roblem 2.5.11
2-2 2
Find the igen values of A =
|1
13
-1)
476 Introduction to LINEAR
Solution:
Given:
LGEBRA
- ---.
(1 0 1
The given matrix is A= 0 -1 1|
0 1 0
To find: Eigen values of A
The eigen values of A are the roots of the equation det(A 21. )-o
-
2- -2 2
i.C. 11- = 0
1 3 -1-
i.e.,
i.e. -trace(A)A* +(4, +A2 + Az)d - det(4) =
0
or, -2 -42 +8 =0
or, (a+2)(2* - 42+4) = 0
I f Abe a 2x2 matrix over a field F, then the eigen value of A are the
roots
the equation 2
tr(A)A + det(A) 0.
-
-
=
valueo fA
values of
f b e the eigen
4 . 4 4 , be a non-singular matrix A of order n over a
2
Problem 2.7.2: If A = then the sum of eigen values of A is
(a) 1 (b) 4
6 (d) 8
1 (b) 4
(c) 6 (d) 8
Problem 2.7.4: If 2 be a eigen value of a square matrix Aof order 3over the ficld F.
ueu the eigen value of kA wlhere k being scalar is
Jay 2k (b) 3k
(c) 4k (d) None of these
Problem f A be an n xn matrix and f(x) = (x - 1) +(r - 2 ) + (* - 3)" be its
Problem 2.7.6: If a be non real cube root of unity, then the eigen
alues of te
1 1 1
walrix
111 o o 1 1
0 -1 0||1 are
0 0
(JAM CA 2006
(a) 1, -1
1+2i --i3
2
DEC
UGC
NET
the following statements are true [CSIR
2011]
a) det(4 + B) = 0 d e t ( B ) =I
4
(c) trace A- B) = 0 traceA + B)
=
Eigen
value 479
2:
nit
roblem 2.7.10:
10: Let J denotec 101x101 matrix with all entries oqual to I aud let
Prob
dentity
identity matrix of
order 101. Then det(J-1) is (CSIR UGC NET DEC 2014
of.
denote1
(c)0 G100
Answers (MCQs)
2.7.2 (c) 2.7.3 (a) 2.7.4 (a) 2.7.5 (d) 2.7.6 (d)
27.1 (c)
27.7 (d) 2.7.8 (a) 2.7.9 (a, b, d) 2.7.10 (d) 2.7.11 (d)
Exercise
1.Define eigen value of a square matrix of order n over a field F.
2. (a) If A and B be two square matrices of same order and A is non-siugular. theu
prove that the matrices AB and BA have the same eigen values.
(b) If A and B be two square matrices of same order and A is non-singular, then
prove that the matrices A'B and BA" have the same eigen values.
) lf A and B be two square matrices of sane order and A is non-singular. then
1a) Prove that the eigen values of a upper triangular matrix are its diagoual
elements.
0rove that the eigen values of a lower triangular matrix are its diagonal
elements.
4.la) 1f y a r e the eigen values of square matrix A of order n. theu for a
,the eigen values of A- kl are k , 2, -k,.. k.
*** are the eigen values of square matrix A of order n, then for a
Salar k, ne
the eigen
eiger values of A +kl are
+k,Ay +k,...,4, +k.
S.A squar brix A is non-singular if all its eigen values are uou-zero.
.
IP be
Value of P. an XS
ortlhogonal matrix witl det(P) =1, then prove that l is the eigeu
ar
Algebra (Vol.l) [32