CALCULUS AND LINEAR ALGEBRA

MATHEMATICS-I

(18MAB101T)

DEPARTMENT OF MATHEMATICS
SRM Institute of Science and Technology

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 1 / 28

Introduction

Matrices find many applications in scientific field and useful in many

practical real life problem. For example:

It is useful in the study of electrical circuits, quantum mechanics and

optics
Matrices play a role in calculation of battery power outputs, resistor
conversion of electrical energy into another useful energy using
Kirchhoff law of voltage and current
Matrices can play a vital role in the projection of three dimensional
images into two dimensional screens, creating the realistic decreeing
motion
It is useful in wave equation associated with transmitting power
through transmission lines
It can be used to crack or deformities in a solid

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 2 / 28

Introduction

In machine learning we often have to deal with structural data, which

is generally represented by matrix
Car designers analyze eigenvalues in order to damp out noise so that
the occupant have a quite ride
It is also used in structural analysis to calculate buckling margins of
safty
Matrices are used in the ranking of web pages in the Google search
It can also be used in generalization of analytical motion like
experimental and derivatives to their high dimensional
The usages of matrices in computer side application are encryption of
message codes with the help of encryptions in the transmission of
sensitive and private data
Matrices are also used in robotics and automation in terms of base
elements for the robot movements which are programmed with the
calculation of matrices
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 3 / 28
Eigenvalues and Eigenvectors Unit-I

Definition: Let A be a square matrix. If there exists a scalar λ and

non-zero column matrix X such that AX = λX , then the scalar λ is called
an eigenvalue/characteristic value/latent value of A and X is called the
corresponding eigenvector of A.

How to find: We can obtain the eigenvalues and eigenvectors through the
following steps:

Step 1: Write the characteristic equation as

| A − λI |= λn − S1 λn−1 + S2 λn−2 + ....... + (−1)n Sn = 0, n = 2, 3, 4 · · · · · ·,
where

S1 = sum of the main diagonal elements of A.

S2 = sum of the of minor of main diagonal elements of A · · · · · · · ·

Sn = determinant of A i.e | A |.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 4 / 28

Eigenvalues and Eigenvectors Unit-I
Step 2: Find the eigenvalues by factorizing the characteristic equation as
(λ1 − a1 )(λ2 − a2 ) · · · · · ·(λn − an ) = 0 or by synthetic division.

Step 3: Find the eigenvectors X for each value of λ from the linear
system of equation (A − λi I )X = 0, i = 1, 2, 3 · · · · · ·
 
2 −2 3
Example: Find the eigenvalues and eigenvectors of A = 1  1 1 
1 3 −1
Solution:
2 − λ −2 3
| A − λI |= 1 1−λ 1 = λ3 − S1 λ2 + S2 λ − S3 = 0
1 3 −1 − λ
S1 = 2 + 1 − 1 = 2,
1 1 2 3 2 −2
S2 = + + = −4 − 5 + 4 = −5
3 −1 1 −1 1 1
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 5 / 28
Eigenvalues and Eigenvectors Unit-I
2 −2 3
S3 =| A |= 1 1 1 = 6 ⇒ λ3 − 2λ2 − 5λ − 6 = 0
1 3 −1
Which can be factorize as
(λ − 1)(λ − 3)(λ + 2) = 0 ⇒ λ = 1,
− 2, 3.
    
2 − 1 −2 3 x1 0
Eigenvector for λ = 1:  1 1−1 1   x2  =  0  .
1 3 −1 − 1 x3 0
    
1 −2 3 x1 0
i.e.  1 0 1   x 2  =  0 .
1 3 −2 x3 0
x1 − 2x2 + 3x3 = 0
x1 + 0 + x3 = 0
x1 + 3x2 − 2x3 = 0.
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 6 / 28
Eigenvalues and Eigenvectors Unit-I
 
−1
x1 x2 x1 x1 x2 x1
⇒ −3 = − −3 = 3 ⇒ −1 = 1 = 1 ⇒ X1 =  1  .
1
    
4 −2 3 x1 0
Eigenvector for λ = −2:  1 3 1   x2 = 0 
1 3 1 x3 0

4x1 − 2x2 + 3x3 = 0

x1 + 3x2 + x3 = 0.

Solving the above

 equation
 as x3 = −(x1 + 3x3 ) ⇒ x1 − 11x2 = 0, then
11
we get X2 =  1  .
−14

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 7 / 28

Eigenvalues and Eigenvectors Unit-I
    
−1 −2 3 x1 0
Eigenvector for λ = 3:  1 −2 1   x2  =  0 
1 3 −4 x3 0

−x1 − 2x2 + 3x3 = 0

x1 − 2x2 + x3 = 0
x1 + 3x2 − 4x3 = 0.
 
1
⇒ x51 = − −5
x2
= x51 ⇒ x11 = x12 = x11 ⇒ X3 =  1  .
1
 
1 0 0
Example: Find the eigenvalues and eigenvectors of A =  0 1 1 
0 1 1

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 8 / 28

Eigenvalues and Eigenvectors Unit-I

Solution:
1−λ 0 0
| A − λI |= 0 1−λ 1 = λ3 − S1 λ2 + S2 λ − S3 = 0
0 1 1−λ

1 1 1 0 1 0
S1 = 1 + 1 + 1 = 3, S2 = + + =0+1+1= 2
1 1 0 1 0 1
1 0 0
S3 =| A |= 0 1 1 = 0 ⇒ λ3 −3λ2 +2λ = 0 ⇒ λ(λ−1)(λ−2) = 0
0 1 1
⇒ λ = 0, 1, 2.     
1 0 0 x1 0
Eigenvector for λ = 0: 0 1 1  x2  =  0 
0 1 1 x3 0

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 9 / 28

Eigenvalues and Eigenvectors Unit-I

x1 + 0x2 + 0x3 = 0
0x1 + x2 + x3 = 0
0x1 + x2 + x3 = 0.
⇒ x1 = 0 and x2 = −x3 . If we take x3 = k ⇒ x2 = −k
   
0 0
⇒ X1 =  −k  =  −1  .
k 1
    
0 0 0 x1 0
Eigenvector for λ = 1: 0 0 1  x2  =  0 
0 1 0 x3 0
0x1 + 0x2 + 0x3 = 0
0x1 + 0x2 + x3 = 0
0x1 + x2 + 0x3 = 0
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 10 / 28
Eigenvalues and Eigenvectors Unit-I
   
k 1
⇒ x2 = 0 and x3 = 0. Taking x1 = k ⇒ X2 =  0  =  0  .
0 0
    
−1 0 0 x1 0
Eigenvector for λ = 2:  0 −1 1   x2  =  0 
0 1 −1 x3 0

−x1 + 0x2 + 0x3 = 0

0x1 − x2 + x3 = 0
0x1 + x2 − x3 = 0
   
0 0
⇒ x1 = 0 and x2 = x3 . If x3 = k ⇒ x2 = k ⇒ X3 =  k  =  1  .
k 1

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 11 / 28

Eigenvalues and Eigenvectors Unit-I

2 1 1
Example: Find the eigenvalues and eigenvectors of A =  2 3 2 
3 3 4

Solution: Here | A − λI |= λ3 − 9λ2 + 15λ − 7 = 0 ⇒ λ = 1, 1, 7,

some eigenvalues are repeated. Therefore we find the eigenvectors as:
    
−5 1 1 x1 0
Eigenvector for λ = 7:  2 −4 2   x2  =  0 
3 3 −3 x3 0
 
1
x1 x2 x3 x1 x2 x3
⇒ 12−6 = − −6−6 = 6+12 ⇒ 1 = 2 = 3 ⇒ X1 = 2  .

3
    
1 1 1 x1 0
Eigenvector for λ = 1: 2 2 2  x2  =  0 
3 3 3 x3 0

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 12 / 28

Eigenvalues and Eigenvectors Unit-I

Here we observe that all rows are linearly dependent

⇒ x1 + x2 + x3 = 0.

Now we will construct two linearly independent eigenvectors from the

same equation assuming the followings:
   
0 0
Assume x1 = 0 ⇒ x3 = −x2 hence X2 =  k  =  1  .
−k −1
Similarly assuming 
  
k 1
x2 = 0 ⇒ x3 = −x1 hence X3 =  0  =  0  .
−k −1

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 13 / 28

Symmetric matrix with repeated eigenvalues Unit-I

Symmetric Matrix: A real matrix A is said to be symmetric if A = AT ,

where T stands for transpose.
Orthogonal Matrix: Let X1 and X2 be two column matrices of same
order. Then X1 and X2 are said to be orthogonal if X1T X2 = 0
Example:
 Find the eigenvalues
 and eigenvectors of
6 −2 2
A =  −2 3 −1 
2 −1 3
Solution: Here we can see that A = AT , which implies it is a symmetric
matrix.
Now | A − λI |= λ3 − 12λ2 + 36λ − 32 = 0 ⇒ λ = 2, 2, 8, some
eigenvalues are repeated. Therefore we find the eigenvectors as:
    
−2 −2 2 x1 0
Eigenvector for λ = 8:  −2 −5 −1   x2 = 0 
 
2 −1 −5 x3 0

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 14 / 28

Symmetric matrix with repeated eigenvalues Unit-I
 
2
x1 x2 x3
⇒ 25−1 = − 10+2 = 2+10 ⇒ x21 = −1 x2
= x13 ⇒ X1 =  −1  .
1
    
4 −2 2 x1 0
Eigenvector for λ = 2: −2 1 −1  x2  =  0  Here one
2 −1 1 x3 0
can observe that all rows are linearly dependent ⇒ − 2x1 + x2 − x3 = 0.
   
0 0
Assume x1 = 0 ⇒ x3 = x2 hence X2 =  k  =  1  .
k 1
 
a
For the nest eigenvalue λ = 2, we consider X3 =  b 
c

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 15 / 28

Symmetric matrix with repeated eigenvalues Unit-I

As the matrix A is symmetric, 

so the
 eigenvectors are orthogonal.
a
∴ X1T X3 = 0 ⇒ 2 −1 1  b  = 0 ⇒ 2a − b + c = 0. again
 

c
 
 a
X2T X3 = 0 ⇒ 0 1 1  b  = 0 ⇒ b + c = 0.


c
 
1
Solving the above two equations we get a = b = −c ⇒ X3 =  1  .
−1
Example:
 Find the eigenvalues
 and eigenvectors of
2 −1 1
A =  −1 2 −1 .
1 −1 2

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 16 / 28

Properties of eigenvalues and eigenvectors Unit-I

Property 1: Every square matrix and it’s transpose has same eigenvalues.
 
1 −2
Example: If A = ⇒ λ2 − 5λ − 6 = 0 ⇒ λ = 6, − 1.
−5 4
 
1 −5
T
A = ⇒ λ2 − 5λ − 6 = 0 ⇒ λ = 6, − 1.
−2 4
Property 2: If λ1 , λ2 , λ3 , · · · · · · λn are the eigenvalues of the matrix A
then λ11 , λ12 , λ13 , · · · · · · λ1n are the eigenvalues of A−1 .

Proof: Let λ be the eigenvalue of a matrix A ⇒ AX = λX , where X is

an eigenvector X 6= 0. If we multiply A−1 with AX = λX as below:

A−1 AX = A−1 λX ⇒ IX = λA−1 X ⇒ λ1 X = A−1 X .

1
∴ λ is the eigenvalue of A−1 .

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 17 / 28

Properties of eigenvalues and eigenvectors Unit-I
Property 3: If λ1 , λ2 , λ3 , · · · · · · λn are the eigenvalues of the matrix A,
then λ21 , λ22 , λ23 , · · · · · · λ2n are the eigenvalues of A2 .

Proof: Let λ be the eigenvalue of a matrix A.

∴ AX = λX , where X is an eigenvector X 6= 0. If we multiply A with
AX = λX as below:

AAX = AλX ⇒ A2 X = λAX ⇒ A2 X = λ2 X .

∴ λ2 is the eigenvalue of A2 .

Property 4: If λ1 , λ2 , λ3 , · · · · · · λn are the eigenvalues of the matrix A,

then kλ1 , kλ2 , kλ3 , · · · · · · kλn are the eigenvalues of kA.

Proof: Let λ be the eigenvalue of a matrix A.

∴ AX = λX ⇒ kAX = k(λX ) = (kλ)X .

∴ kλ is the eigenvalue of kA.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 18 / 28

Properties of eigenvalues and eigenvectors Unit-I

Property 5: The eigenvalues of a real symmetric matrix are all real.

Proof: Let λ be the eigenvalue of a matrix A.

AX = λX (1)

Taking conjugate on both sides of (1) we get ĀX̄ = λ̄X̄ . As A is real

∴ A = Ā ⇒ AX̄ = λ̄X̄ . Taking transpose on both side one can get

(AX̄ )T = (λ̄X̄ )T ⇒ X̄ T AT = λ̄T X̄ T ⇒ X̄ T A = λ̄X̄ T

(∵ A is symmetric A = AT and λ is a scalar). Now post multiply by X

X̄ T AX = λ̄X̄ T X ⇒ X̄ T λX = λ̄X̄ T X ⇒ λX̄ T X = λ̄X̄ T X ⇒ λ = λ̄.

Property 6: If λ1 , λ2 , λ3 , · · · · · · λn are the eigenvalues of the matrix A,
then trace of A=sum of eigenvalues = λ1 + λ2 + λ3 , · · · · · · +λn and
product of eigenvalues of A=| A | i.e | A |= λ1 .λ2 .λ3 , · · · · · · λn .

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 19 / 28

Properties of eigenvalues and eigenvectors Unit-I

Property 6: Eigenvalues of a triangular matrix are just the diagonal

elements of the matrix.
 
a11 0 0
Proof: Let A = a21 a22 0 
a31 a32 a33

a11 − λ 0 0
⇒| A − λI |= a21 a22 − λ 0 =0
a31 a32 a33 − λ
⇒ (a11 − λ)(a22 − λ)(a33 − λ) = 0.

⇒ λ = a11 , a22 , a33 .

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 20 / 28

Problems based on properties Unit-I

Example:
 Find the 
sum and product of the eigenvalues of a matrix
−2 2 −3
A= 2 1 6 .
−1 −2 0
Proof: We know sum of eigenvalues of A=Sum of he leading diagonal
elements of A=trace of A=-2+1+0=-1.

Product of the
eigenvalues=| A |= −2(0 − 12) − 2(0 − 6) − 3(−4 + 1) = 45.
 
3 −1 1
Example: Two of the eigenvalues of A = −1 5 −1 are 3 and 6.
1 −1 3
Find the eigenvalues of A .
−1

Solution: Let λ1 , λ2 , λ3 are eigenvalues of A.

⇒ λ1 + λ2 + λ3 = 3 + 5 + 3 = 11

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 21 / 28

Problems based on properties Unit-I

As λ1 = 3, λ2 = 6 ⇒ λ3 = 2
1 1 1
∴ Eigenvalues of A−1 are 2, 3, 6.
 
3 10 5
Example: If 2 and 3 are eigenvalues of A = −2 −3 −4. Find the
3 5 7
eigenvalues of A−1 and A3 .
Solution: Let λ1 , λ2 , λ3 are eigenvalues of A.
⇒ λ1 + λ2 + λ3 = 3 + 2 + λ3 = 3 − 3 + 7 = 7 ⇒ λ3 = 2
1 1 1
∴ Eigenvalues of A−1 are 2, 2, 3.
and eigenvalues of A3 are 23 , 23 , 33 .

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 22 / 28

Problems based on properties Unit-I
 
a 4
Example: Find the constant a and b such that matrix has 3 and
1 b
-2 as eigenvalues.
Solution: a + b = 3 − 2 = 1 and ab − 4 = 3 × −2 = −6

∴ b = 1 − a ⇒ a(1 − a) − 4 = −6 ⇒ a(1 − a) = −2
⇒ a = 2, − 1 ⇒ b = −1, 2.
 
4 6 6
Example: Two eigenvalues of A =  1 3 2  are equal and they
−1 −5 −2
are double the third. Find the eigenvalues of A2 .
Solution: Let the third eigenvalue is λ. Therefore the three eigenvalues
are λ, 2λ, 2λ. ⇒ λ + 2λ + 2λ = 4 + 3 − 2 ⇒ 5λ = 5 ⇒ λ = 1
∴ The eigenvalues are 1, 2, 2 and eigenvalues of A2 are 1, 4, 4.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 23 / 28

Cayley-Hamilton Theorem Unit-I

Statement: Every square matrix satisfies it’s own characteristics equation.

i.e If A is any n × n matrix and
λn − S1 λn−1 + S2 λn−2 − S3 λn−3 · · · · · · + (−1)n Sn = 0
is the characteristic equation then
An − S1 An−1 + S2 An−2 − S3 An−3 · · · · · · + (−1)n Sn = 0.

Example:
 Verify Cayley-Hamilton
 theorem and hence find A−1 for
8 −8 2
A = 4 −3 −2.

3 −4 1
Solution: The characteristic equation can be obtain from
8−λ −8 2
4 −3 − λ −2 = 0 ⇒ λ3 − 6λ2 + 11λ − 6 = 0
3 −4 1−λ

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 24 / 28

Cayley-Hamilton Theorem Unit-I
Now we need to show that A3 − 6A2 + 11A − 6I = 0. For that we find the
followings:
    
8 −8 2 8 −8 2 26 −32 −2
A2 = A.A = 4 −3 −2 4 −3 −2 = 14 −15 −4
3 −4 1 3 −4 1 11 −16 3
    
26 −32 −2 8 −8 2 74 −104 10
A3 = A2 .A = 14 −15 −4 4 −3 −2 = 40 −51 −24
11 −16 3 3 −4 1 33 −52 13
   
74 −104 10 156 −192 −12
Now A3 − 6A2 + 11A − 6I = 40 −51 −24 −  84 −90 −24 +
33 −52 13 66 −93 18
     
88 −88 −22 6 0 0 0 0 0
44 −33 −22 − 0 6 0 = 0 0 0 = 0.
33 44 11 0 0 6 0 0 0
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 25 / 28
Cayley-Hamilton Theorem Unit-I

Finding A−1 : Let us premultiply the equation A3 − 6A2 + 11A − 6I = 0 by

A−1 , then we get: A2 − 6A + 11I − 6A−1 = 0 ⇒ 6A−1 = [A2 − 6A + 11I ].
     
26 −32 −2 48 −48 −12 11 0 0
⇒ 6A−1 = 14 −15 −4 − 24 −18 −12 +  0 11 0 
11 −16 3 18 −24 6 0 0 11
 
−11 16 10
⇒ A−1 = 16 −10 14 8  .
−7 8 8
Example:
 Using
 Cayley-Hamilton theorem find the inverse of
2 1
A= .
1 −5
Solution: The characteristic equation can be obtain from
2−λ 1
= 0 ⇒ λ2 + 3λ − 11 = 0 ⇒ A2 + 3A − 11I = 0.
1 −5 − λ

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 26 / 28

Cayley-Hamilton Theorem Unit-I
 
1 1 5 1
⇒ A + 3I = 11A−1 ⇒ A−1 = 11 [A + 3I ] = 11 .
1 −2
Example:
 Verify Cayley-Hamilton
 theorem for the matrix
1 2 −2
A = −1 3 0  and use it to find A−1 and A4 .
0 −2 1
Solution: The characteristic equation can be obtain from
1−λ 2 −2
−1 3 − λ 0 = 0 ⇒ λ3 − 5λ2 + 9λ − 1 = 0
0 −2 1 − λ
    
1 2 −2 1 2 −2 −1 12 −4
A2 = A.A = −1 3 0  −1 3 0  = −4 7 2
0 −2 1 0 −2 1 2 −8 1

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 27 / 28

Cayley-Hamilton Theorem Unit-I
    
−1 12 −4 1 2 −2 −13 42 −2
A3 = A2 .A = −4 7 2  −1 3 0  = −11 9 10 
2 −8 1 0 −2 1 10 −22 −3
   
−13 42 −2 −1 12 −4
Now A3 − 5A2 + 9A − I = −11 9 10  − 5 −4 7 2 +
10 −22 −3 2 −8 1
     
1 2 −2 1 0 0 0 0 0
9 −1 3 0  − 0 1 0 = 0 0 0 = 0.
0 −2 1 0 0 1 0 0 0
 
3 2 6
Multiplying by A−1 gives A−1 = A2 − 5A + 9I = 1 1 2
2 2 5
 
−55 104 24
Multiplying by A gives A4 = 5A3 − 9A2 + A = −20 −15 32 .
32 −42 −23
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 28 / 28