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Module-5-Linear Algebra

Maths 5

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0% found this document useful (0 votes)
168 views

Module-5-Linear Algebra

Maths 5

Uploaded by

non319729
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module-5

Linear Algebra
Definition: A system of 𝑚, 𝑛 nos. arranged in a rectangular formation along m-rows & n-
columns , bounded by the brackets is called as 𝑚 × 𝑛 matrix .It is denoted by a capital letters
A,B,C etc.
𝑎11 𝑎12 … … 𝑎1𝑛
𝐴 = [ 𝑎21 𝑎22 … … 𝑎2𝑛 ]
𝑎𝑚1 𝑎𝑚2 … … 𝑎𝑚𝑛 𝑚×𝑛

Elementary operations on Matrices:


The following 3 operations are said to be elementary operations
1. Interchange of any two rows or columns.
2. Multiplication of each element of a row or column by a non-Zero scalar or constant.
3. Addition of a scalar multiple of one row or column to another row or column.
𝑎1 𝑎2 𝑎3 𝑎1 𝑎2 𝑎3
𝐴 = [ 𝑏1 𝑏2 𝑏3 ] 𝐵=[ 𝑏1 𝑏2 𝑏3 ]
𝐶1 𝐶2 𝐶3 𝑅 →𝑘𝑅 +𝑅 (𝑘𝑎1 + 𝐶1 ) (𝑘𝑎 2 + 𝐶 2 ) (𝑘𝑎 3 + 𝐶3 )
3 1 2

If a matrix A gets transferred into another matrix B by any of these transformations, then A is
said to be equivalent to B written as Echelon form or Row reduced Echelon form. A matrix A of
order 𝑚 × 𝑛 is said to be in a row reduced echelon form if. 𝐴 ~ 𝐵
1. The leading element (the first non-Zero entry) of each row is unity.
2. All the entries below this leading entry is Zero.
3. The no of Zeros appearing before the leading entry in each row is greater than that appears in
its previous row.
4. The Zero rows must appear below the non-zero rows.

Rank of a matrix: The number of non-zero rows in row echelon form. and is denoted
by 𝜌(𝐴)

1. Find the rank of matrix to the following


1232
𝐴 = [2 3 5 1 ]
1345
𝑆𝑜𝑙 ∶ 𝑅2 → −2𝑅1 + 𝑅2 , 𝑅3 → −𝑅1 + 𝑅3

MODULE-5 LINEAR ALGEBRA


1 2 3 2
𝐴~ [ 0 − 1 − 1 − 3 ]
0 1 1 3
𝑅3 → 𝑅2 + 𝑅3
1 2 3 2
𝐴~ [ 0 − 1 − 1 − 3 ]
0 0 0 0
𝑅2 → −𝑅2

1 2 3 2
𝐴~ [0 1 1 3]
0 0 0 0
∴ 𝜌 ( 𝐴) = 2

2. Find the rank of the matrix


1 3 −2
[2 −1 4]
1 −11 14
1 3 −2
𝑆𝑜𝑙 ∶ 𝐴 = [2 −1 4]
1 −11 14
∶ 𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 𝑅1

1 3 −2
𝐴~ [0 −7 8]
0 −14 16
𝑅3 → 𝑅3 − 2𝑅2

1 3 −2
𝐴~ [0 −7 8 ]
0 0 0

1 3 −2
𝐴~ [0 −7 8 ]
0 0 0
𝑅2⁄
∶ 𝑅2 → − 7

MODULE-5 LINEAR ALGEBRA


1 3 −2
𝐴~ [0 1 −8⁄ ]
7
0 0 0
∴ 𝜌 ( 𝐴) = 2

3. Find the values of 𝐤 such that the following matrix A may have rank equal
to 3.
1 1 1 1
𝐴=[ 1 2 4 𝑘 ]
1 4 10 𝑘 2

1 1 1 1
𝑆𝑜𝑙 ∶ 𝐺𝑖𝑣𝑒𝑛 𝐴 = [ 1 2 4 𝑘 ]
2
1 4 10 𝑘
: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1 1
𝐴~ [ 0 1 3 𝑘 − 1 ]
0 3 9 𝑘2−1
𝑅3 → 𝑅3 − 3𝑅2
1 1 1 1
𝐴~ [ 0 1 3 𝑘−1 ]
0 0 0 𝑘 2 − 3𝑘 + 2

Rank of A can be 3 if the equivalent form of A has three non-zero rows.


This is possible if
𝑘 2 − 3𝑘 + 2 ≠ 0

(𝑘 − 1)(𝑘 − 2) ≠ 0

∴ 𝜌(𝐴) = 3 𝑘 ≠ 1 𝑎𝑛𝑑 𝑘 ≠ 2

MODULE-5 LINEAR ALGEBRA


4. Find the rank of matrix to the following
0 1 −3 −1
1 0 1 1
𝐴=[ ]
3 1 0 2
1 1 −2 0
𝑆𝑜𝑙 ∶ 𝑅1 ↔ 𝑅2

1 0 1 1
0 1 −3 −1
𝐴~ [ ]
3 1 0 2
1 1 −2 0
𝑅3 → 𝑅3 − 3𝑅1 , 𝑅4 → 𝑅4 − 𝑅1

1 0 1 1
0 1 −3 −1
𝐴~ [ ]
0 1 −3 −1
0 1 −3 −1

𝑅3 → 𝑅3 − 𝑅2 , 𝑅4 → 𝑅4 − 𝑅2
1 0 1 1
0 1 −3 −1
𝐴~ [ ]
0 0 0 0
0 0 0 0

∴ 𝜌 ( 𝐴) = 2

5. Find the rank of matrix to the following


2 3 −1 −1
1 −1 −2 −4
𝐴=[ ]
3 1 3 −2
6 3 0 −7
𝑆𝑜𝑙 ∶ 𝑅1 ↔ 𝑅2

1 −1 −2 −4
2 3 −1 −1
𝐴~ [ ]
3 1 3 −2
6 3 0 −7

MODULE-5 LINEAR ALGEBRA


𝑅4 → 𝑅4 − (𝑅1 + 𝑅2 + 𝑅3 )

1 −1 −2 −4
2 3 −1 −1
𝐴~ [ ]
3 1 3 −2
0 0 0 0

𝑅3 → 𝑅3 − 3𝑅2 , 𝑅2 → 𝑅2 − 2𝑅1

1 −1 −2 −4
0 5 3 7
𝐴~ [ ]
0 4 9 10
0 0 0 0

∴ 𝜌 ( 𝐴) = 3

CONSISTANCY OF A SYSTEM OF LINEAR EQUATION

A system of equations in which all the unknowns appear in the first degree only is
called a 𝐥𝐢𝐧𝐞𝐚𝐫 system of equations.
Consider a system of ′𝐦′ linear simultaneous equations in ′𝐧′ unknown as follows:
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ … … 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ … … 𝑎2𝑛 𝑥𝑛 = 𝑏2


………………………………
………………………………

𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ … … 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 ---(1)


Equation (𝟏) can be written in matrix form as follows:
𝑎11 𝑎12 − − − − − − − −𝑎1𝑛 𝑥1 𝑏1
𝑎21 𝑎22 − − − − − − − − 𝑎2𝑛 𝑥2 𝑏2
−−−−−−−−−−−−−− − = −
−−−−−−−−−−−−−− − −
[𝑎𝑚1 𝑎𝑚2 − − − − − − − −𝑎𝑚𝑛 ] [𝑥𝑛 ] [𝑏𝑚 ]

𝐴𝑋 = 𝐵 − − − − − (2)

MODULE-5 LINEAR ALGEBRA


CO-EFFICIENT MATRIX: -
The matrix which consists of co–efficient of unknown is called co–efficient matrix.
𝑎11 𝑎12 − − − − − − − −𝑎1𝑛
𝑎21 𝑎22 − − − − − − − − 𝑎2𝑛
𝐴= −−−−−−−−−−−−−− 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑒𝑛𝑡 𝑚𝑎𝑡𝑟𝑖𝑥
−−−−−−−−−−−−−−
[𝑎𝑚1 𝑎𝑚2 − − − − − − − −𝑎𝑚𝑛 ]

AUGMENTED MATRIX: -
𝑎11 𝑎12 − − − − − −−: 𝑏1
𝑎21 𝑎22 − − − − − −−: 𝑏2
𝑇ℎ𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 [𝐴: 𝐵] = − − − − − − − − − − −−: −
−−−−−−−−−−−−−−
[ 𝑎𝑚1 𝑎𝑚2 − − − − − −−: 𝑏𝑚 ]

SOLUTION OF SYSTEM OF EQUATIONS: -


The set of values of unknowns (1,2,3,…..,𝐧) which satisfy all the equations
simultaneously is called the solution of system of equations.

CONSISTENCY OF SYSTEM OF LINEAR EQUATIONS: -


A system of linear equations is said to be consistent if it possesses at least one solution.
A system of linear equations is said to be inconsistent if it does not possess any solution.
The necessary and sufficient condition for a system of non – homogeneous equations 𝐀𝐗=𝐁 is
consistent (has a solution) if 𝐑𝐚𝐧𝐤 𝐨𝐟 𝐜𝐨𝐞𝐟𝐟𝐢𝐜𝐢𝐞𝐧𝐭 𝐦𝐚𝐭𝐫𝐢𝐱=𝐑𝐚𝐧𝐤 𝐨𝐟 𝐀𝐮𝐠𝐦𝐞𝐧𝐭𝐞𝐝 𝐦𝐚𝐭𝐫𝐢𝐱
𝛒(𝐀)=𝛒(𝐀:𝐁)

The system of non – homogeneous equations 𝐀𝐗=𝐁 is inconsistent (does not have a solution)
if 𝛒(𝐀)≠𝛒(𝐀:𝐁)

Suppose 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝐫 , then the conditions for various types of solutions as follows:-

1. Unique Solution: - 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝐫=𝐧 where ′𝐧′ represents no. of unknowns.

2. Infinitely many Solution: - 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝐫<𝑛


In this case (𝒏−𝒓) unknowns can take arbitrary values.

MODULE-5 LINEAR ALGEBRA


PROBLEMS: -

1. Test for consistency and solve:


𝐱+𝐲+𝐳=𝟔
𝐱−𝐲+𝟐𝐳=𝟓
𝟑𝐱+𝐲+𝐳=𝟖
Solution: -
1 1 1: 6
𝐿𝑒𝑡[𝐴: 𝐵] = [1 −1 2: 5] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
3 1 1: 8
: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 3𝑅1

1 1 1: 6
[𝐴: 𝐵]~ [0 −2 1: − 1 ]
0 −2 −2: − 10
𝑅3 → 𝑅3 − 𝑅2

1 1 1∶ 6
[𝐴: 𝐵]~ [0 −2 1 ∶ −1 ]
0 0 −3 ∶ −9

From this we have,


𝛒(𝐀)=𝟑 𝐚𝐧𝐝 𝛒(𝐀:𝐁)=𝟑
Since 𝛒 (𝐀)= 𝛒(𝐀:𝐁)=𝟑=𝐧=𝐧𝐨.𝐨𝐟 𝐮𝐧𝐤𝐧𝐨𝐰𝐧𝐬 (𝐢.𝐞.,𝐫=𝐧=𝟑)
The given system of equations is consistent and will have Unique Solution.
Rewriting the above Augmented matrix in equation format we get,
−𝟑𝐳=−𝟗 ; −𝟐𝐲+𝐳=−𝟏 ; 𝐱+𝐲+𝐳=𝟔
𝐳=3 -2y+3=−𝟏 𝐱+2+3=𝟔
-2y = −4 𝐱=𝟔-5
y=2 x=1
Solving the above equations, we get,
(𝐱, 𝐲, 𝐳) = (𝟏,𝟐,𝟑) is the required Unique Solution.

2. Show that the system of equations


𝒙+𝒚+𝒛=𝟒
𝟐𝒙+𝒚−𝒛=𝟏
𝒙−𝒚+𝟐𝒛=𝟐 is consistent and hence find the solution.
Solution:-

MODULE-5 LINEAR ALGEBRA


1 1 1: 4
𝐿𝑒𝑡[𝐴: 𝐵] = [2 1 −1: 1] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 −1 2: 2
: 𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 𝑅1

1 1 1: 4
[𝐴: 𝐵]~ [0 −1 −3: − 7]
0 −2 1: 2
𝑅3 → 𝑅3 − 2𝑅2

1 1 1∶ 8
[𝐴: 𝐵]~ [0 −1 −3: − 7]
0 0 7 ∶ 12

From this we have,


𝛒(𝐀)=𝟑 𝐚𝐧𝐝 𝛒(𝐀:𝐁)=𝟑
Since 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝟑=𝐧=𝐧𝐨.𝐨𝐟 𝐮𝐧𝐤𝐧𝐨𝐰𝐧𝐬 (𝐢.𝐞.,𝐫=𝐧=𝟑)
The given system of equations is consistent and will have Unique Solution.
Rewriting the above Augmented matrix in equation format we get,
𝒙+𝒚+𝒛=𝟒 ; −𝒚−𝟑𝒛=−𝟕 ; 𝟕𝒛=𝟏𝟐
Solving the above equations, we get,
(𝒙, 𝒚, 𝒛) = (𝟑/𝟕,𝟏𝟑/𝟕,𝟏𝟐/𝟕) is the required Unique Solution.

3. Investigate the values of 𝝀 𝒂𝒏𝒅 μ such that the system of equations


𝒙+𝒚+𝒛=𝟔
𝒙+𝟐𝒚+𝟑𝒛=𝟏𝟎
𝒙+𝟐𝒚+𝝀𝒛=μ may have
(𝒊) Unique solution (𝒊𝒊) Infinite solution (𝒊𝒊𝒊) No solution

Solution :-
1 1 1: 6
𝐿𝑒𝑡 [𝐴: 𝐵] = [1 2 3: 1 0] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 2 𝜆: 𝜇

𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1

1 1 1: 6
[𝐴: 𝐵]~ [0 1 2: 4 ]
0 1 𝜆 − 1: 𝜇 − 6

MODULE-5 LINEAR ALGEBRA


𝑅3 → 𝑅3 − 𝑅2

1 1 1: 6
[𝐴: 𝐵]~ [0 1 2: 4 ]
0 0 𝜆 − 3: 𝜇 − 10

(𝒊) Unique solution:-


We must have 𝛒 (𝐀)=𝟑 𝐚𝐧𝐝 𝛒 (𝐀: 𝐁)=𝟑
𝛒 (𝐀)=𝟑 will be 3 if (𝝀−3 )≠𝟎 since the other two entries in the last row of A are zero. If
(𝝀−𝟑) ≠𝟎 𝒐𝒓 𝝀≠𝟑 irrespective of the value of μ, will also be 3

(𝒊𝒊) Infinite solution:-


Here we have n = 3 and we need 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝐫<3 We must have 𝒓=𝟐 since the first and
second rows are non-zero.
𝛒 (𝐀)=2, 𝛒 (𝐀:𝐁)=𝟐<3 only when the last row of [𝐀:𝐁] is completely zero. This is
possible if (𝝀−𝟑)=𝟎,(μ−𝟏𝟎)=𝟎

∴ The system will have infinite solution if 𝝀=𝟑 𝒂𝒏𝒅 μ=𝟏𝟎

(𝒊𝒊𝒊) No solution:-
We must have 𝛒 (𝐀)≠𝛒(𝐀:𝐁) By case (i) 𝛒(𝐀)=𝟑 𝐢𝐟 𝝀≠𝟑 and hence if 𝝀=𝟑 we obtain
𝛒(𝐀)=𝟐
If we impose (μ−𝟏𝟎) ≠𝟎 then 𝛒 (𝐀:𝐁)=𝟑

∴ The system will have no solution if 𝝀=𝟑 𝒂𝒏𝒅 μ≠𝟏𝟎

4. Find for what values of 𝐤 the system of equations


𝐱+𝐲+𝐳=𝟏
𝐱+𝟐𝐲+𝟒𝐳=𝐤
𝐱+𝟒𝐲+𝟏𝟎𝐳=𝐤2 possesses a solution. Solve completely in each case.
Solution:-

1 1 1: 1
𝐿𝑒𝑡 [𝐴: 𝐵] = [1 2 4: 𝑘 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 4 10: 𝑘 2
𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1 ∶ 1
[𝐴: 𝐵]~ [0 1 3 ∶ 𝑘−1 ]
0 3 9∶ 𝑘2−1
𝑅3 → 𝑅3 − 3𝑅2

MODULE-5 LINEAR ALGEBRA


1 1 1 ∶ 1
[𝐴: 𝐵]~ [ 0 1 3 ∶ 𝑘−1 ]
2
0 0 0 ∶ 𝑘 − 3𝑘 + 2

𝛒(𝐀)=𝟐 and for the system to be consistent we must have 𝛒 (𝐀: 𝐁) =𝟐


This is possible if (𝐤2−𝟑𝐤+𝟐) = 𝟎
Solving we get, 𝐤=𝟏, 𝐤=𝟐
Hence we conclude that the system possesses a solution if 𝐤=𝟏,𝟐
Since 𝛒 (𝐀)= 𝛒 (𝐀 : 𝐁)=𝟐 <3 for the cases 𝐤=𝟏,𝟐 the system will have infinite solution and
the same are as follows:

Case(i) :- 𝐤=𝟏 The system of equations are


𝐱+𝐲+𝐳=𝟏
𝐲+𝟑𝐳=𝟎
Let 𝐳=𝐤𝟏 be arbitrary value.
𝐲=−𝟑𝐤𝟏 𝐚𝐧𝐝 𝐱= 𝟏+𝟐𝐤𝟏
Solving the above equations, we get,
(𝐱,𝐲,𝐳)=(𝟏+𝟐𝐤𝟏,−𝟑𝐤𝟏 , 𝐤𝟏) represents infinite solutions
.
Case (ii):- 𝐤=𝟐 the system of equations are
𝐱+𝐲+𝐳=𝟏
𝐲+𝟑𝐳=𝟏
Let 𝐳=𝐤𝟐 be arbitrary value.
𝐲=𝟏−𝟑𝐤𝟐 𝐚𝐧𝐝 𝐱= 𝟐𝐤𝟐
Solving the above equations, we get,
(𝐱,𝐲,𝐳)=(𝟐𝐤𝟐 ,𝟏−𝟑𝐤𝟐, 𝐤𝟐 ) represents infinite solutions.

5. Test for consistency and solve:


𝒙+𝒚+𝒛=−𝟑
𝟑𝒙+𝒚−𝟐𝒛=−𝟐
𝟐𝒙+𝟒𝒚+𝟕𝒛=𝟕

1 1 1: 3
𝐿𝑒𝑡[𝐴: 𝐵] = [3 1 −2: 2] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 4 7: 7
: 𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 1 1: 3
[𝐴: 𝐵]~ [0 −2 −5: − 7]
0 2 5: 1
𝑅3 → 𝑅3 + 𝑅2

MODULE-5 LINEAR ALGEBRA


1 1 1: 3
[𝐴: 𝐵]~ [0 −2 −5: − 7]
0 0 0: − 6
𝛒 (𝐀)≠𝛒(𝐀:𝐁)
The given system of equations is inconsistent

H.W
6. Test for consistency and solve:
𝒙+𝒚+𝒛=𝟗
𝟐𝒙+𝟓𝒚+𝟕𝒛=𝟓𝟐
𝟐𝒙+𝒚−𝒛=𝟎 Answer :- (𝒙,y,z)=(𝟏,𝟑,𝟓)

7. Investigate the values of 𝝀 𝒂𝒏𝒅 μ such that the system of equations


𝟐𝒙+𝟑𝒚+𝟓𝒛=𝟗
𝟕𝒙+𝟑𝒚−𝟐𝒛=𝟖
𝟐𝒙+𝟑𝒚+𝝀𝒛=μ may have
(𝒊) Unique solution (𝒊𝒊) Infinite solution (𝒊𝒊𝒊) No solution

GAUSS ELIMINATION METHOD


Gauss elimination method is reducing the coefficient matrix A to an upper
triangular matrix.

PROBLEMS:-

1.Solve by Gauss elimination method


2𝑥1 + 𝑥2 + 4𝑥3 = 12
4𝑥1 + 11𝑥2 − 𝑥3 = 33
8𝑥1 − 3𝑥2 + 2𝑥3 = 20

Solution:-
2 1 4: 12
𝐿𝑒𝑡 [𝐴: 𝐵] = [4 11 −1: 33] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
8 −3 2: 20
𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 4𝑅1

2 1 4: 12
[𝐴: 𝐵]~ [0 9 −9: 9 ]
0 −7 −14: − 28
𝑅2 → 1⁄9 𝑅2 . 𝑅3 → −1⁄7 𝑅3

MODULE-5 LINEAR ALGEBRA


2 1 4: 12
[𝐴: 𝐵]~ [0 1 −1: 1]
0 1 2∶ 4
𝑅3 → 𝑅3 − 𝑅2
2 1 4: 12
[𝐴: 𝐵]~ [0 1 −1: 1]
0 0 3∶ 3

The system of equations as follows:


2𝑥1 + 𝑥2 + 4𝑥3 = 12 ; 𝑥2 − 𝑥3 = 1 ; 3𝑥3 = 3

Solving the above equations, we get,


(𝐱𝟏 ,𝐱𝟐 , 𝐱𝟑)= (𝟑,2,1) is the required solution.

2. Solve by Gauss elimination method


𝐱+𝐲+𝐳=𝟒 ; 𝟐𝐱+𝐲−𝐳=𝟏 ; 𝐱−𝐲+𝟐𝐳=𝟐
Solution:-
1 1 1: 4
𝐿𝑒𝑡 [𝐴: 𝐵] = [2 1 −1: 1 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 −1 2∶ 2
𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1: 4
[𝐴: 𝐵]~ [0 −1 −3: −7 ]
0 −2 1: − 2
𝑅3 → 𝑅3 − 2𝑅2
1 1 1: 4
[𝐴: 𝐵]~ [0 −1 −3: −7]
0 0 7: 12

The system of equations as follows:

𝐱+𝐲+𝐳= 4; −𝐲−𝟑𝐳=− ; 7z=𝟏𝟐

Solving the above equations, we get,


(𝐱,𝐲,𝐳)=(𝟑/𝟕,𝟏𝟑/𝟕,𝟏𝟐/𝟕) is the required solution

MODULE-5 LINEAR ALGEBRA


3. Solve by Gauss elimination method
𝑥1 − 2𝑥2 + 3𝑥3 = 2
3𝑥1 − 𝑥2 + 4𝑥3 = 4
2𝑥1 + 𝑥2 − 2𝑥3 = 5

Solution:-
1 −2 3: 2
𝐿𝑒𝑡 [𝐴: 𝐵] = [3 −1 4 ∶ 4 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 1 −2 ∶ 5
𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 5 −8 ∶ 1
𝑅3 → 𝑅3 − 𝑅2

1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 −3 ∶ 3
The system of equations as follows:
𝑥1 − 2𝑥2 + 4𝑥3 = 2 ; 5𝑥2 + 5𝑥3 = −2 ; − 3𝑥3 = 3

Solving the above equations, we get,


(𝐱𝟏 ,𝐱𝟐 , 𝐱𝟑)= (2.2 ,-1.4 ,-1) is the required solution.

4. Solve by Gauss elimination method


𝐱+𝐲+𝐳=6
𝐱−𝐲+𝟐𝐳=𝟓
𝟑𝐱+𝐲+𝐳=𝟖
Solution: -
1 1 1: 6
𝐿𝑒𝑡[𝐴: 𝐵] = [1 −1 2: 5] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
3 1 1: 8
: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 3𝑅1

MODULE-5 LINEAR ALGEBRA


1 1 1: 6
[𝐴: 𝐵]~ [0 −2 1: − 1 ]
0 −2 −2: 10
𝑅3 → 𝑅3 − 𝑅2

1 1 1∶ 6
[𝐴: 𝐵]~ [0 −2 1 ∶ −1 ]
0 0 −3 ∶ −9
The system of equations as follows:
𝐱+𝐲+𝐳=6
-2y+z=-1
-3z=-9

Solving the above equations, we get,


(x , y , z )= (1 , 2 , 3) is the required solution.

5. Solve by Gauss elimination method


2𝐱+5𝐲+7𝐳=52
2𝐱+ 𝐲-𝐳=0
𝐱+𝐲+𝐳=9
Solution: -
2 5 7 ∶ 52
𝐿𝑒𝑡 [𝐴: 𝐵] = [2 1 −1: 0 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 1 1: 9
𝑅1 ↔ 𝑅3
1 1 1∶ 9
[𝐴: 𝐵] = [2 1 −1: 0 ]
2 5 7: 52
: 𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 1 1∶ 9
[𝐴: 𝐵]~ [0 −1 −3: − 18]
0 3 5: 34
𝑅3 → 𝑅3 + 3𝑅2

MODULE-5 LINEAR ALGEBRA


1 1 1∶ 9
[𝐴: 𝐵]~ [0 −1 −3: − 18 ]
0 0 −4: − 20
The system of equations as follows:
𝐱+𝐲+𝐳=9
-y-3z=-18
-4z=-20

Solving the above equations, we get,


(x , y , z )= (1 , 3 , 5) is the required solution

GAUSS JORDON METHOD


Gauss Jordon method is reducing the coefficient matrix A to a diagonal matrix.

PROBLEMS:-
1. Solve by Gauss Jordon method
𝐱+𝐲+𝐳=𝟗
𝟐𝐱+𝐲−𝐳=𝟎
𝟐𝐱+𝟓𝐲+𝟕𝐳=𝟓𝟐
Solution:

1 1 1: 9
𝐿𝑒𝑡 [𝐴: 𝐵] = [2 1 −1 ∶ 0] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 5 7 ∶ 52
𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 1 1: 9
[𝐴: 𝐵]~ [0 −1 −3 ∶ −18]
0 3 5 ∶ 34
𝑅1 → 𝑅1 + 𝑅2 , 𝑅3 → 𝑅3 + 3𝑅2

1 0 −2: 9
[𝐴: 𝐵]~ [0 −1 −3 ∶ −18 ]
0 0 −4: − 20
1
𝑅3 → (− ) 𝑅3
4

MODULE-5 LINEAR ALGEBRA


1 0 −2: 9
[𝐴: 𝐵]~ [0 −1 −3 ∶ −18]
0 0 1: 5
𝑅1 → 𝑅1 + 2𝑅3 , 𝑅2 → 3𝑅3 + 𝑅2
1 0 0∶ 1
[𝐴: 𝐵]~ [0 −1 0 ∶ −3]
0 0 1∶ 5
Solving the above equations, we get, (𝐱,𝐲,𝐳)=(𝟏,𝟑,𝟓) is the required solution.

2. Solve by Gauss Jordon method


𝟐𝐱+𝐲+𝐳=𝟏𝟎
𝟑𝐱+𝟐𝐲+𝟑𝐳=𝟏𝟖
𝐱+𝟒𝐲+𝟗𝐳=𝟏𝟔
Solution:

2 1 1: 10
𝐿𝑒𝑡 [𝐴: 𝐵] = [3 2 3 ∶ 18] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 4 9 ∶ 16
3 1
𝑅2 → 𝑅2 − ( )𝑅1 , 𝑅3 → 𝑅3 − ( )𝑅1
2 2

2 1 1: 10
[𝐴: 𝐵]~ [0 0.5 1.5 ∶ 3 ]
0 3.5 8.5 ∶ 11
𝑅1 → 𝑅1 − 2𝑅2 , 𝑅3 → 𝑅3 − 7𝑅2

2 0 −2: 4
[𝐴: 𝐵]~ [0 0.5 1.5 ∶ 3 ]
0 0 −2 ∶ −10
𝑅1 → 𝑅1 − 𝑅3 , 𝑅2 → 𝑅2 + (0.75)𝑅3

2 0 0∶ 14
[𝐴: 𝐵]~ [0 0.5 0 ∶ −4.5 ]
0 0 −2 ∶ −10

The system of equations as follows: 𝟐𝐱=𝟏4; 0.𝟓𝐲=−𝟒.𝟓 ; −𝟐𝐳=−𝟏𝟎


Solving the above equations, we get,

MODULE-5 LINEAR ALGEBRA


(𝐱,𝐲,𝐳)=(𝟕 ,−𝟗 , 𝟓) is the required solution.

3. Solve by Gauss Jordon method


X+y+z=9
x-2y+3z=8
2x+y-z=3
Solution: -
1 1 1∶ 9
𝐿𝑒𝑡 [𝐴: 𝐵] = [1 −2 3: 8 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 1 −1: 3

: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 1 1∶ 9
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 −1 −3: − 15
𝑅1 → 3𝑅1 + 𝑅2 𝑅3 → 𝑅2 − 3𝑅3

3 0 5 ∶ 26
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 0 11 ∶ 44
1
𝑅3 → 𝑅
11 3
3 0 5 ∶ 26
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 0 1 ∶ 4
𝑅1 → 𝑅1 − 5𝑅3 . 𝑅2 → −2𝑅3 + 𝑅2

3 0 0∶ 6
[𝐴: 𝐵]~ [0 −3 0: − 9 ]
0 0 1 ∶ 4
Solving the above equations, we get, (𝐱,𝐲,𝐳)=(2,𝟑,4) is the required solution.

4 . Solve by Gauss Jordon method


𝑥1 − 2𝑥2 + 3𝑥3 = 2
3𝑥1 − 𝑥2 + 4𝑥3 = 4
2𝑥1 + 𝑥2 − 2𝑥3 = 5

Solution:-

MODULE-5 LINEAR ALGEBRA


1 −2 3: 2
𝐿𝑒𝑡 [𝐴: 𝐵] = [3 −1 4 ∶ 4 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 1 −2 ∶ 5
𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 5 −8 ∶ 1
𝑅3 → 𝑅3 − 𝑅2

1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 −3 ∶ 3
−1
𝑅3 → 𝑅
3 3
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 1 ∶ −1
𝑅1 → 𝑅1 − 3𝑅3 , 𝑅2 → 𝑅2 + 5𝑅3

1 −2 0: 5
[𝐴: 𝐵]~ [0 5 0 ∶ −7]
0 0 1 ∶ −1
𝑅2 → 2𝑅2 + 5𝑅1
5 0 0: 11
[𝐴: 𝐵]~ [0 5 0 ∶ −7]
0 0 1 ∶ −1
Solving the above equations, we get,
(𝐱𝟏 ,𝐱𝟐 , 𝐱𝟑)= (2.2 ,-1.4,-1) is the required solution.

GAUSS SIEDEL METHOD

Consider the system of linear equations


𝐚𝟏𝐱 + 𝐚𝟐𝐲 + 𝐚𝟑𝐳 = 𝐝𝟏
𝐛𝟏𝐱 + 𝐛𝟐𝐲 + 𝐛𝟑𝐳 = 𝐝𝟐
𝐜𝟏𝐱 + 𝐜𝟐𝐲 + 𝐜𝟑𝐳 = 𝐝𝟑

Check the diagonal dominant, that is three diagonal coefficient (𝐚𝟏, 𝐛𝟐, 𝐜 )
are not zero and large compare to sum of other two components.

MODULE-5 LINEAR ALGEBRA


Such a system called diagonal dominant Above equation reduce to
1
𝑥= (d − 𝑎2 𝑦 − 𝑎3 𝑧)
𝑎1 1
1
𝑦 = (d2 − 𝑏1 𝑥 − 𝑏3 𝑧)
𝑏2
1
𝑧 = (d3 − 𝑐1 𝑥 − 𝑐2 𝑦)
𝑐3

NOTE: -
1. Assume the initial approximation values x0 = y0= z0 = 0

Problems
1. Solve the following system of the equation by Gauss Seidel iterative method
10𝑥 + 𝑦 + 𝑧 = 12 ; 𝑥 + 10𝑦 + 𝑧 = 12 ; 𝑥 + 𝑦 + 10𝑧 = 12

Solution:
Assume initial approximation value x0 = y0= z0 = 0
The given system of equations are diagonally dominant and the equations are put in
the form of
1
𝑥= (12 − 𝑦 − 𝑧)
10
1
𝑦 = (12 − 𝑥 − 𝑧)
10
1
𝑧= (12 − 𝑦 − 𝑥)
10

First iteration:
1
𝑥 (1) = (12 − 0 − 0) = 1.2 ;
10
1
𝑦 (1) = (12 − 1.2 − 0) = 1.08 ;
10
(1) 1
𝑧 = (12 − 1.2 − 1.08) = 0.972
10

Second iteration:
1
𝑥 (2) = (12 − 1.08 − 0.972) = 0.9948 ;
10
1
𝑦 (2) = (12 − 0.9948 − 0.972) = 1.00332 ;
10
1
𝑧 (1) = (12 − 0.9948 − 1.00332) = 1.000188
10

Third iteration:
1
𝑥 (3) = (12 − 1.00332 − 1.000188) = 099965 ;
10

MODULE-5 LINEAR ALGEBRA


1
𝑦 (3) = (12 − 099965 − 1.000188 ) = 1.00002
10
1
𝑧 (1) = (12 − 1.00002 − 099965) = 1.00003 ;
10

Fourth iteration:
1
𝑥 (4) = (12 − 1.00002 − 1.00003) = 0999995 ≈ 1 ;
10
1
𝑦 (4) = (12 − 1 − 1.00003 ) = 099997 ≈ 1 ;
10
1
𝑧 (4) = (12 − 1 − 1) = 1 ;
10

Thus x=1 ; y=1 ; z=1

2. Solve the following system of the equation by Gauss Seidel iterative method
20𝑥 + 𝑦 − 2𝑧 = 17 ; 3𝑥 + 20𝑦 − 𝑧 = −18 ; 2𝑥 − 3𝑦 + 20𝑧 = 25
Solution:
Assume initial approximation value x0 = y0= z0 = 0
The given system of equations are diagonally dominant and the equations are put in
1
the form of 𝑥 = (17 − 𝑦 + 2𝑧)
20
1
𝑦= (−18 − 3𝑥 + 𝑧)
20
1
𝑧= (25 − 2𝑥 + 3𝑦)
20

First iteration:
𝑥 (1) = 0.85
𝑦 (1) = −1.0275 ;
𝑧 (1) = 1.0109

Second iteration:
𝑥 (2) = 1.0025 ;
𝑦 (2) = −0.9998;
𝑧 (1) = 0.9998

Third iteration:
𝑥 (3) = 0.99997 ≈ 1
𝑦 (3) = −1.0000055 ≈ −1
𝑧 (1) = 1.0000022 ≈ 1 ;

𝑇ℎ𝑢𝑠 𝑥 = 1 , 𝑦 = −1 , 𝑧 = 1

MODULE-5 LINEAR ALGEBRA


3. Solve the following system of the equation by Gauss Seidel iterative method
5𝑥 + 2𝑦 + 𝑧 = 12 ; 𝑥 + 4𝑦 + 2𝑧 = 15 ; 𝑥 + 2𝑦 + 5𝑧 = 20 Carryout four iterations by taking
the initial approximation as (1,0,3).
Answer :
Assume initial approximation value x0 =1, y0=0, z0 = 3
The given system of equations are diagonally dominant and the equations are put in
the form of
1
𝑥 = (12 − 2𝑦 − 𝑧)
5
1
𝑦 = (15 − 𝑥 − 2𝑧)
4
1
𝑧 = (20 − 2𝑦 − 𝑥)
5

First iteration:
1
𝑥 (1) = (12 − 0 − 3) = 1.8 ;
5
(1) 1
𝑦 = (15 − 1.8 − 6) = 1.8 ;
4
(1) 1
𝑧 = (20 − 2 ∗ 1.8 − 1.8) = 2.92
5

Second iteration:
𝑥 (2) = 1.096 ;
𝑦 (2) = 2.016 ;
𝑧 (1) = 2.9744

Third iteration:
𝑥 (3) = 0.9987 ;
𝑦 (3) = 2.013
𝑧 (3) = 2.995 ;

Fourth iteration:
𝑥 (4) = 0.9958 ;
𝑦 (4) = 2.0036 ;
𝑧 (4) = 2.9994 ;

Thus 𝑥 = 0.9958 , 𝑦 = 2.0036, 𝑧 = 2.9994

4. Solve the following system of the equation by Gauss Seidel iterative method
5𝑥 − 𝑦 = 9 ; 𝑥 − 5𝑦 + 𝑧 = −4 ; 𝑦 − 5𝑧 = 6
Answer :
Assume initial approximation value x0 = y0= z0 = 0

MODULE-5 LINEAR ALGEBRA


The given system of equations are diagonally dominant and the equations are put in
the form of
1
𝑥 = (9 + 𝑦)
5
1
𝑦 = (4 + 𝑥 + 𝑧)
5
1
𝑧= (6 − 𝑦)
−5

First iteration:
1
𝑥 (1) = (9 + 0) = 1.8 ;
5
(1) 1
𝑦 = (4 + 1.8 + 0) = 1.16 ;
5
(1) 1
𝑧 = (6 − 1.16) = −0.9680
−5

Second iteration:
𝑥 (2) = 2.0320 ;
𝑦 (2) = 1.0128 ;
𝑧 (1) = −09974

Third iteration:
𝑥 (3) = 2.0026 ;
𝑦 (3) = 1.0010
𝑧 (3) = −0.9998 ;

Fourth iteration:
𝑥 (4) = 2.0002 ;
𝑦 (4) = 1.0001 ;
𝑧 (4) = −1.000 ;

Thus 𝑥 = 2 , 𝑦 = 1 , 𝑧 = −1

RAYLEIGH’S POWER METHOD TO FIND LARGEST EIGEN VALUES


AND THE CORRESPONDING EIGEN VECTOR
The iterative method for finding the dominant Eigen value and
corresponding Eigen vector of a square matrix is known as Rayleigh’s Power method.

Problems
1. Determine the largest Eigen value and the corresponding Eigen vector of the
2 −1 0
matrix [−1 2 −1] using the power method.
0 −1 2

MODULE-5 LINEAR ALGEBRA


Solution :
2 −1 0 1
(0)
𝐿𝑒𝑡 𝐴 = [−1 2 −1] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
0 −1 2 0
2 −1 0 1 2 1
(0)
𝐴𝑋 = [−1 2 −1] [0] = [−1] = 2 [−0.5] = 𝜆(1) 𝑋 (1)
0 −1 2 0 0 0

2 −1 0 1 2.5 1
(1)
𝐴𝑋 = [−1 2 −1] [−0.5] = [−2] = 2.5 [−0.8] = 𝜆(2) 𝑋 (2)
0 −1 2 0 0.5 0.2

2 −1 0 1 2.8 1
(2)
𝐴𝑋 = [−1 2 −1] [−0.8] = [−2.8] = 2.8 [ −1 ] = 𝜆(3) 𝑋 (3)
0 −1 2 0.2 1.2 0.429

2 −1 0 1 3 0.875
(3)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.429] = 3.429 [ −1 ] = 𝜆(4) 𝑋 (4)
0 −1 2 0.429 1.858 0.542

2 −1 0 0.875 2 0.875
(4)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.417] = 3.417 [ −1 ] = 𝜆(5) 𝑋 (5)
0 −1 2 0.542 2.084 0.610

2 −1 0 0.875 2.610 0.764


(5)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.415] = 3.415 [ −1 ] = 𝜆(6) 𝑋 (6)
0 −1 2 0.610 2.220 0.644

2 −1 0 0.764 2.528 0.742


(6)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.408] = 3.408 [ −1 ] = 𝜆(7) 𝑋 (7)
0 −1 2 0.644 2.228 0.671

Hence the largest Eigen value 𝛌=𝟑.𝟒𝟎𝟖≃𝟑.𝟒𝟏 and the corresponding Eigen vector is
0.742
𝐗=[ −1 ]
0.671

MODULE-5 LINEAR ALGEBRA


2. Determine the largest Eigen value and the corresponding Eigen vector of the
6 −2 2
matrix [−2 3 −1] using the power method.
2 −1 3
6 −2 2 1
(0)
Solution: 𝐿𝑒𝑡 𝐴 = [−2 3 −1] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
2 −1 3 0
6 −2 2 1 6 1
(0)
𝐴𝑋 = [−2 3 −1] [0] = [−2] = 6 [−0.333] = 𝜆(1) 𝑋 (1)
2 −1 3 0 2 0.333
6 −2 2 1 7.332 1
𝐴𝑋 (1) = [−2 3 −1] [−0.333] = [−3.332] = 7.332 [−0.454] = 𝜆(2) 𝑋 (2)
2 −1 3 0.333 3.332 0.454
6 −2 2 1 7.816 1
(2)
𝐴𝑋 = [−2 3 −1] [−0.454] = [−3.816] = 7.816 [−0.488] = 𝜆(3) 𝑋 (3)
2 −1 3 0.454 3.816 0.488
6 −2 2 1 7.952 1
(3)
𝐴𝑋 = [−2 3 −1] [−0.488] = [−3.952] = 7.952 [−0.497] = 𝜆(4) 𝑋 (4)
2 −1 3 0.488 3.952 0.497
6 −2 2 1 7.988 1
(4)
𝐴𝑋 = [−2 3 −1] [−0.497] = [−3.988] = 7.988 [−0.499] = 𝜆(5) 𝑋 (5)
2 −1 3 0.497 3.988 0.499
6 −2 2 1 7.996 1
(5)
𝐴𝑋 = [−2 3 −1] [−0.499] = [−3.996] = 7.996 [−0.5] = 𝜆(6) 𝑋 (6)
2 −1 3 0.499 3.996 0.5

Hence the largest Eigen value 𝛌=𝟖 and the corresponding Eigen vector is
1
𝐗=[−0.5]
0.5

3. Determine the largest Eigen value and the corresponding Eigen vector of the matrix
4 1 −1
[ 2 3 −1] by taking the initial approximation to the eigen vector as
−2 1 5
[1 , 0.8 , − 0.8 ]𝑇 . Perform 5 iterations.

4 1 −1 1
(0)
𝐿𝑒𝑡 𝐴 = [ 2 3 −1] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [ 0.8 ] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
−2 1 5 −0.8

MODULE-5 LINEAR ALGEBRA


4 1 −1 1 5.6 1
(0)
𝐴𝑋 = [ 2 3 −1] [ 0.8 ] = [ 5.2 ] = 5.6 [ 0.93 ] = 𝜆(1) 𝑋 (1)
−2 1 5 −0.8 −5.2 −0.93
4 1 −1 1 5.86 1
𝐴𝑋 (1) = [ 2 3 −1] [ 0.93 ] = [ 5.72 ] = 5.86 [ 0.98 ] = 𝜆(2) 𝑋 (2)
−2 1 5 −0.93 −5.72 −0.98

4 1 −1 1 5.96 1
(2)
𝐴𝑋 =[ 2 3 −1] [ 0.98 ] = [ 5.92 ] = 5.96 [ 0.99 ] = 𝜆(3) 𝑋 (3)
−2 1 5 −0.98 −5.92 −0.99
4 1 −1 1 5.98 1
(3)
𝐴𝑋 =[ 2 3 −1] [ 0.99 ] = [ 5.96 ] = 5.98 [ 0.997 ] = 𝜆(4) 𝑋 (4)
−2 1 5 −0.99 −5.96 −0.997
4 1 −1 1 5.994 1
(4)
𝐴𝑋 =[ 2 3 −1] [ 0.997 ] = [ 5.988 ] = 5.994 [ 0.999 ] = 𝜆(5) 𝑋 (5)
−2 1 5 −0.997 −5.988 −0.999

1
Answer:- 𝛌=5.994 𝐚𝐧𝐝 𝐗=[ 0.999 ]
−0.999

4. Determine the largest Eigen value and the corresponding Eigen vector of the
2 0 1
matrix [0 2 0] using the power method.
1 0 2
Solution :
2 0 1 1
(0)
𝐿𝑒𝑡 𝐴 = [0 2 0] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
1 0 2 0
2 0 1 1 2 1
(0)
𝐴𝑋 = [0 2 0] [0] = [0] = 2 [ 0 ] = 𝜆(1) 𝑋 (1)
1 0 2 0 1 0.5
2 0 1 1 2.5 1
(1)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.5 [ 0 ] = 𝜆(2) 𝑋 (2)
1 0 2 0.5 2 0.8

MODULE-5 LINEAR ALGEBRA


2 0 1 1 2.8 1
(2)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.8 [ 0 ] = 𝜆(3) 𝑋 (3)
1 0 2 0.8 2.6 0.93

2 0 1 1 2.93 1
(3)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.93 [ 0 ] = 𝜆(4) 𝑋 (4)
1 0 2 0.93 2.86 0.98

2 0 1 1 2.98 1
(4)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.98 [ 0 ] = 𝜆(5) 𝑋 (5)
1 0 2 0.98 2.96 0.99

2 0 1 1 2.99 1
(5)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.99 [ 0 ] = 𝜆(6) 𝑋 (6)
1 0 2 0.99 2.98 0.997

2 0 1 1 2.997 1
(6)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.997 [ 0 ] = 𝜆(7) 𝑋 (7)
1 0 2 0.997 2.994 0.999

Hence the largest Eigen value 𝛌=2.997≃𝟑 and the corresponding Eigen vector is
1 1
𝐗=[ 0 ]≃[0]
0.999 1

5. Determine the largest Eigen value and the corresponding Eigen vector of the
25 1 2
matrix [ 1 3 0 ] using the power method.
2 0 −4
25 1 2 1
(0)
Solution: 𝐿𝑒𝑡 𝐴 = [ 1 3 0 ] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
2 0 −4 0
25 1 2 1 25 1
(0)
𝐴𝑋 = [ 1 3 0 ] [0] = [ 1 ] = 25 [0.04] = 𝜆(1) 𝑋 (1)
2 0 −4 0 2 0.08

25 1 2 1 25.2 1
(1)
𝐴𝑋 = [ 1 3 0 ] [0.04] = [1.12] = 25.2 [0.04] = 𝜆(2) 𝑋 (2)
2 0 −4 0.08 1.68 0.07

MODULE-5 LINEAR ALGEBRA


25 1 2 1 25.18 1
(2)
𝐴𝑋 = [ 1 3 0 ] [0.04] = [ 1.12 ] = 25.18 [0.04] = 𝜆(3) 𝑋 (3)
2 0 −4 0.07 1.72 0.07

𝑊𝑒 𝑜𝑏𝑠𝑒𝑟𝑣𝑒 𝑡ℎ𝑎𝑡 𝑋 (2) = 𝑋 (3)

𝑇ℎ𝑢𝑠 𝑡ℎ𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑒𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝐴 𝑖𝑠 25.18


1
𝑎𝑛𝑑 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑒𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑖𝑠 [0.04]
0.07

MODULE-5 LINEAR ALGEBRA

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