Alliance School of Applied Mathematics

Semester 1
Basic Calculus and Linear Algebra

Module 5: Matrices

1. Motivation:
Applications of matrices are found in most scientific fields. Matrices are applicable to study
physical phenomena, such as the motion of rigid bodies which occurs in every branch
of physics including classical mechanics, optics, electromagnetism, quantum mechanics
and quantum electrodynamics. In computer graphics, Matrices are used to manipulate 3D
models and project them onto a 2-dimensional screen. In probability
theory and statistics, stochastic matrices are used to describe sets of probabilities; for instance,
they are used within the PageRank algorithm that ranks the pages in a Google search. Matrix
calculus generalizes classical analytical notions such as derivatives and exponentials to
higher dimensions. Matrices are used in economics to describe systems of economic
relationships.

Introduction:
Matrix is a set of m x n elements (real or complex) arranged in a rectangular array of m rows
and n columns enclosed by a pair of square brackets (or round brackets). It is written as
 a11 a12 ... a1n 
a a22 ... a2 n 
A   21
 
 
 am1 am 2 ... amn 

A  a 
 ij  mn where aij is the element
● The matrix can also be expressed in the form
in the ith row and jth column, written as element of the matrix. The order of matrix
is read as m by n or written as m × n.
● Two matrices can be added or subtracted provided they are of same order.
A  a 
 ij  mn and
B  bij 
  pq can be found if n=q and
● The product of two matrices
then we apply row-column method to multiply them.

● If A is a square matrix and

A  0 then AA  I  A A , where A is called
1 1 1

.
inverse of a matrix A. The formula for finding the inverse is 𝐴 = . | |
Key Notations:
1. |𝐴|: Determinant of A
2. 𝐴= 𝑎 ×
: Matrix having i number of rows and j denotes number of columns.
Key Definitions:
(1) Diagonal Matrix: A square matrix whose all non -diagonal elements are zero and at
least one diagonal element is non-zero, is called a diagonal matrix.

1 0 0 
2 0  
0 1  , 0 4 0 
  0 0 8 
e.g.  
(2) Scalar Matrix: A square matrix, whose all diagonal elements are equal, is called a scalar
2 0 0
3 0  
0 3 ,  0 2 0 
  0 0 2
matrix. e.g.  
(3) Upper Triangular Matrix: A square matrix, in which all the elements below the
1 3 2 
 0 4 5
 
diagonal are zero, is called an upper triangular matrix.

 0 0 2 

(4) Lower Triangular Matrix: A square matrix, in which all the elements above the

 1 0 0
 1 4 0 
 
diagonal are zero, is called a lower triangular matrix.

 3 5 2 

(5) Trace of Matrix: The sum of all the principal diagonal elements of a square matrix is
 2 1 0 
A   4 6 2 
called the trace of a matrix. e.g.
 1 0 3 

Trace of A=2+6+3=11.

(6) Transpose of a Matrix: A matrix obtained by interchanging rows and columns of a

' T
matrix is called transpose of a matrix and is denoted by A or A .

 1 1 3   1 0 4 
A   0 2 6  A   1 2 1 
T

e.g.
 4 1 5   3 6 5 

A   aij  , then AT   a ji 
i.e. if mn n m

A   aij 
(7) Symmetric Matrix: A square matrix m n is called symmetric if

 1 i 3i 
2 4  
 4 3  ,  i 2 4 
   3i 4 3 
aij  a ji for all i and j i.e. A  AT e.g. 

A   aij 
(8) Skew Symmetric Matrix: A square matrix m n is called skew symmetric if
 aij   a ji for all i and j,i.e. A   AT .Thus, the diagonal elements of a skew symmetric
0 −3 −4
matrix are all zero. e.g. 3 0 8
4 −8 0
(9) Conjugate of a matrix: A matrix obtained from any given matrix A, on replacing its
elements by the corresponding conjugate complex numbers is called conjugate of A
and it is denoted by A .

1  3i 2  5i 8  1  3i 2  5i 8 
A , A
e.g.  i 6 9  i   i 6 9  i 

(10) Transpose Conjugate of a matrix: The transpose of the conjugate of a matrix A is


called the conjugate transpose of A and is denoted by A . e.g. 𝐴 = (𝐴) = (𝐴 ).

Rank of Matrix, Reduction to Echelon form

Here with the help of elementary transformations (row and column) we will learn to find
rank of matrix which will give idea about number of linearly independent rows and
columns in a matrix.

(1) Rank of the Matrix: The rank of the matrix is said to be r if it possesses the following
properties:

(i) there is at least one non- zero minor of order r.

(ii) every minor of order greater than r is zero.

Rank of the matrix is denoted by

  A .

(2) Normal form or Canonical form: Every m  n matrix of rank r can be reduced to the
 In 0
 0  by a finite sequence of elementary transformations. This form is
normal form  0
called the ‘normal form’ or the first Canonical form of the matrix A. By reducing the
matrix to a normal form through an elementary transformation. We can determine the
rank of the matrix.

(3) Echelon Form of a matrix: A matrix A is said to be in echelon form if

(i) Every zero row of matrix A occurs below a non-zero row.

(ii) The number of zeros before the first non-zero element in a row is less than the
number of such zeros in the next row.

The rank of a matrix in echelon form is equal to the number of non-zero rows of the
matrix.

(4) Rank-Nullity theorem: Rank of A+Nullity of A=Number of columns

The nullity of the matrix A is the dimension of null space of A.

The null space of matrix A is the set of all solutions to the homogeneous equation AX=0.

Exercise
1) Evaluate the rank of the following matrices by reducing them to Echelon form and
hence find the nullity of a matrix using Rank-Nullity theorem:
 1 2 3 −1 2 3 −1 −1
1 2 3
−2 −1 −3 −1 1 −1 −2 −4
i) A =1 4 2 ii) A = (iii) A=
1 0 1 1 3 1 3 −2
2 6 5
0 1 1 −1 6 3 0 −7

Ans: (i) ρ (A) = 2 (ii) ρ (A) = 2 (iii) ρ (A) =3

Homework Problems
1) Evaluate the rank of the following matrices by reducing them to Echelon form:
1 2 −2 1 2 3 2
i) A = −1 3 0 ii) A = 2 3 5 1
0 −2 1 1 3 4 5
Ans: (i) ρ (A) = 3 (ii) ρ (A) = 2

Non-homogeneous Linear system of Equations

We will learn one of the applications of rank of matrices to solve the non-homogeneous system
of equations. For this purpose, we will write the given system in matrix notation as AX=B.
Then we consider the augmented matrix [A : B] and find the rank of augmented matrix.

Consistency of an equation: The system of equations is consistent if and only if the coefficient
matrix A and the augmented matrix [A : B] are of the same rank. i.e.
 ( A)   [ A : B ] . There are two cases:

Case I: If  ( A)   [ A : B ]  n , no. of unknowns, the system has unique solution.

Case II: If  ( A)   [ A : B ]  n , no. of unknowns, the system has infinite solutions.

When  ( A)   [ A : B ] , the system is said to be inconsistent and has no solution.

Exercise
1) Discuss the consistency of the system and if consistent solve the equation:

i) x  y  z  6
x  2y  3z  14
2x  4 y  7z  30 Ans : Consistent : (x, y, z) = (0, 4, 2).
ii) x  y  z  5
x  2y  3z  10
x  2 y  3z  8 Ans :Inconsistent.
iii) x  2y  z  w  2
 x  2 y  4w  1
4x  z  3w   1 Ans : Consistent :
(x, y, z, w) = ( 13 - t, 13 - 23 t,
- t, t ) . 7
3

2) Investigate for what values of λ and μ the system of equations [May’17]

2x  3y  5z  9
7x  3y  2z  8
2x  3y  λz  μ
have (i) no solution (ii)unique solution (iii) many solutions.
Ans: (i) λ = 5, μ ≠ 9 (ii) λ ≠ 5,  μ (iii) λ = 5, μ = 9
3) Determine the values of λ so that the equations :[May’13, 14]
x y  z  1
x  2y  4z  
x  4y  10z   2
have a solution and solve them completely in each case.
Ans : i) λ = 2 , z = t , y = 1 -3t , x = 2t ii) λ = 1,z = t , y = -3t , x = 1 + 2t

Homework Problems

1) Discuss the consistency of the system and if consistent solve the equation:

i) 2x  3y  7z  5

3x  y  3z  13
2x  19 y  47z  32 Ans: Inconsistent.

ii) x  y  z  3

3x  y  2z   2
2x  4 y  7z  7 Ans: Inconsistent.
2) Discuss for all values of λ, the nature of solution of the system of equations

x  y  4z  6
x  2y  2z  6
λx  y  z  6
Ans: (i) no solution λ = -1/2, λ ≠ 1 (ii) unique solution λ ≠ -1/2
(iii) infinitely many solutions λ = -1/2, λ = 1

3) Show that the system of equations

3𝑥 + 4𝑦 + 5𝑧 = α
4𝑥 + 5𝑦 + 6z = 𝛽
5𝑥 + 6𝑦 + 7𝑧 = 𝛾are consistent only if α ,𝛽, 𝛾 are in A. P.
[Hint : Reduce the augmented matrix [A|B ] into row echelon form and then for
consistency we derive  -2 + α = 0 ]
Homogeneous Linear system of Equations
We will learn one more application of rank of matrices to solve the homogeneous system of
equations. For this purpose, we will write the given system in matrix notation as AX=O. Then
we consider the augmented matrix [A]and find the rank of the matrix.
Consistency of an equation: The homogeneous system of equations is always consistent.
There are two cases:

Case I: If  ( A)  r  n - no. of unknowns, the system has unique trivial solution.

Case II: If  ( A)  r  n - no. of unknowns, the system has infinite solutions.

Exercise
1) Solve the following system of equations completely.
2x  2y  5z  0

4x  y  z  0
3x  2 y  3z  0
x  3 y  7z  0
Ans: (x, y, z) = (0, 0, 0)
2) Solve 3x  y  z  0 , x  y  2z  0 , 5x  y  3z  0

Ans: (x, y, z) =
 -k
4
, -7k , k
4 
3) Find the value of λ for which following system of equations has nonzero solutions

x  2y  3z   x
3x  y  2 z   y
2 x  3y  z   z
Ans: λ = 6, x = y = z = t
Homework Problems
1) Solve x  y  z  w  0 , x  y  2z  w  0 , 3x  y  w  0 .
Ans: Consistent,(𝑥, 𝑦, 𝑧, 𝑤) = ( − , − 𝑡 ,𝑡 ,𝑡 )
2) Discuss for what values λ the system of equations has non-trivial solution? Obtain the
solution for real value of λ where
3x  y   z  0, 4x  2y  3z  0, 2 x  4y   z  0.
Ans: i) When λ ≠ -9 and λ ≠ 1 then (x, y, z) = (0, 0, 0)
ii) When λ= -9 and λ ≠ 1 then (x, y, z) = (-3t/2, -9t / 2, t)
ii) When λ ≠ -9 and λ=1 then (x, y, z) = (t/2, -t/2, t)

Linear dependence, Linear independence of vectors

1) Linear Dependence: A set of r vectors X 1 , X 2 ,..... X r is said to be linearly dependent if
there exist r scalars (numbers) k1 , k 2 ,.....k r not all zero, such that
k1 X 1  k 2 X 2  .....  k r X r  0 .

2) Linear Independence: A set of r vectors X 1 , X 2 ,..... X r is said to be linearly

independent if there exist r scalars (numbers) k1 , k 2 ,.....k r , such that if
k1 X 1  k 2 X 2  .....  k r X r  0 then k1  k 2  .....  k r  0.
Exercise
1. Examine whether the following vectors are linearly independent or dependent:
(i) [1,1,1,3], [1,2,3,4], [2,3,4,7] Ans: Dependent , x1  x2  x3  0
(ii) (1,2,-1,0),(1,3,1,2), (4,2,1,0) , (6,1,0,1) Ans: Independent
(iii) X1 = (a,b,c),X2 = (b,c,a),X3 = (c,a,b)where a+ b+ c ≠ 0. Ans: Independent
[Hint: Find determinant of coefficient matrix and factorize it]

Homework Problems
1. Examine whether the following vectors are linearly independent or dependent:
(i) [1,-1,1], [2,1,1], [3,0,2] Ans: Dependent , x1  x2  x3  0
(ii) [3,1,-4], [2,2,-3], [3,0,2] Ans: Independent
(iii) [1,1,-1], [2,-3,5], [2,-1,4] Ans: Independent
(iv) X1=[1,3,4,2] ,X2=[3,-5,2,6],X3=[2,-1,3,4] Ans: Dependent x1  x 2  2 x3  0

Eigen Values:
The roots of this characteristic equation are called the characteristic roots or latent roots or
characteristic values or the Eigen values or proper values of the matrix A.
1 2
e.g. If 𝐴 = then ,the characteristic equation of A is
4 3
 2  4  5  0
    5    1  0
   1, 5.
Hence,-1, 5 are the eigen values of the matrix A.
Eigen Vectors:
Suppose 𝜆 is a root of |𝐴 − 𝜆𝐼| = 0then |𝐴 − 𝜆 𝐼| = 0.Further we find a non-zero column
matrix X such that [𝐴 − 𝜆 𝐼]𝑋 = 0.The vectors X is called the eigen vector or latent vector
corresponding to the root𝜆 .

EXERCISE
1. Determine eigen values and eigen vectors for the matrix:
1 0  1 
1 2 1 
 
2 2 3 
(i) A = , find the eigen values of A3.
 2  2 2  2 1 1 
1 1 1  2 3 2 
  
1 3  1  3 3 4 
(ii) A = (iii) A = 

 0 1 0  2 5 4 
 0 0 1  5 7 5 
  
 1  3 3   4 5 2 
(iv) A = (v) A = 

2 4 
0 3 
2. If A =   then find the eigen values of 6A-1 + A3 + 2I .

Homework Problem

2 2 3
 2 1 6
 
  1  2 0 
1. If A = , find eigen values of A and 4A-1 . Also find eigen vectors of
A2 – 4I .
4 6 6 
 1 3 2 
 
  1  4  3
2. Find the eigen values of A3 – 3A2 + A where A = 

3. If  is a characteristic root of A then prove that f(  ) is characteristic root of f(A).

2 3 
0 1 
Hence find latent roots of A 2 – 2A + 3I and A-1 where A =  .

 2 9 5
 5  10 7 

 9  21 14
4. Find the sum and product of the eigen values of the matrix A = 

Ans: 2 , 4

2 −1 1
5. Find eigen values and eigen vectors of a matrix A = 1 2 −1 and verify the
1 −1 2

linear

Quadratic forms:
 A homogeneous equation of degree 2 in any number of variables is called the quadratic
form.
Exercise
1. Reduce the quadratic form 3𝑥 + 5𝑦 + 2𝑧 − 2𝑦𝑧 + 2𝑧𝑥 − 2𝑥𝑦 to the canonical form
and specify the matrix of transformation.
2. Reduce the quadratic form to the canonical form by orthogonal reduction and discuss
its nature 2𝑥 𝑥 + 2𝑥 𝑥 − 2𝑥 𝑥 .
3. Reduce the following quadratic forms in the canonical form by orthogonal
transformation and find their index and signature
(i) 3𝑥 + 3𝑥 + 3𝑥 + 2𝑥 𝑥 + 2𝑥 𝑥 − 2𝑥 𝑥
(ii) 𝑥 + 5𝑦 + 𝑧 + 2𝑦𝑧 + 6𝑧𝑥 + 2𝑥𝑦
4. Find the nature of the quadratic form 𝑥 + 5𝑦 + 𝑧 + 2𝑥𝑦 + 2𝑦𝑧 + 6𝑧𝑥

Vector space:

1. Norm: If X is a complex n-vector then the positive square root of the inner product (X,X)
is called the norm of the vector X and is denoted by .

Thus, if X= then

The norm of a vector is also called the length of the vector.

‖𝑥‖ = 0 iff X=0 i.e. X is a zero vector.
2. Unit Vector: If X is a complex n-vector then it is called a unit vector if ‖𝑥‖ = 1 .A
unit vector is also called a normal vector.
3. Orthogonal Vectors: If X and Y are any two complex n-vectors then X is said to be
orthogonal to Y if (X,Y)=0 i.e. if
4 Vector Spaces: A vector space V is a collection of objects with a (vector) addition and
Scalar multiplication defined that closed under both operations and which in addition
satisfies the following axioms:
(i) (α+β)x = αx+βx for all x ∈ V and α,β ∈ F
(ii) α(βx)=(αβ)x
(iii) x+y = y +x for all x, y ∈ V
(iv) x+ (y +z)=(x+y) +z for all x, y, z ∈ V
(v) α(x+y) = αx+αy
(vi) ∃O ∈ V z 0 +x = x; 0 is usually called the origin
(vii) 0x = 0
(viii) ex = x where e is the multiplicative unit in F.

Exercise
𝑥 0
1. Check whether or not 𝑉 = 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑥, 𝑦 𝜖 𝑅 is a vector space
0 𝑦

2. Show that 𝑉 = 𝑎 + 𝑏√2 /𝑎, 𝑏 𝜖 𝑄 is a vector space, where Q is a set of rational numbers.

3. Check whether or not 𝑉 = {(𝑥 , 𝑥 , 𝑥 , . . . . 𝑥 )/ 𝑥 𝜖 𝑅} is a vector space.

4. Q1. Determine whether any of the following sets are spanning sets for 𝑅

1 0
i) 𝑆 = ,
0 1
1 0 1
ii) 𝑆 = , ,
0 1 1
1 2
iii) 𝑆 = ,
1 2
1 0
5. . Determine whether the set 𝐵 = , is basis for 𝑅
0 1
1 1
6. Determine whether the set 𝐵 = , is basis for 𝑅 .
1 −1

**********************************************************************************
QUADRATIC FORM- REDUCTION OF QUADRATIC FORM TO CANONICAL FORM BY
ORTHOGONAL TRANSFORMATION:

Quadratic form:

A homogeneous polynomial of second degree in any number of variables is called a quadratic

form

Example: is a quadratic form in three variables

Note:

The matrix corresponding to the quadratic form is

Problems:

1. Write the matrix of the quadratic form

Solution:Q =

Here ; ;

2. Write the matrix of the quadratic form

Solution: Q =

3. Write down the quadratic form corresponding to the following symmetric matrix

Solution:Let
The required quadratic form is

NATURE OF THE QUADRATIC FORM:

Rank of the quadratic form:The number of square terms in the canonical form is the rank (r) of
the quadratic form

Index of the quadratic form: The number of positive square terms in the canonical form is
called the index (s) of the quadratic form

Signature of the quadratic form:The difference between the number of positive and negative
square terms = s (r-s) = 2s-r, is called the signature of the quadratic form

The quadratic form is said to be

(1) Positive definite if all the eigen values are positive numbers
(2) Negative definite if all the eigen values are negative numbers
(3) Positive Semi-definite if all the eigen values are greater than or equal to zero and at
least one eigen value is zero
(4) Negative Semi-definite if all the eigen values are less than or equal to zero and at least
one eigen value is zero
(5) Indefinite if A has both positive and negative eigen values

Problems:

1. Determine the nature of the following quadratic form f(

Solution:The matrix of the quadratic form is Q =

The eigen values of the matrix are 1, 2, 0

Therefore, the quadratic form is Positive Semi-definite

2. Discuss the nature of the quadratic form without reducing it to

canonical form

Solution:The matrix of the quadratic form is Q =

Therefore, the quadratic form is positive definite

REDUCTION OF QUADRATIC FORM TO CANONICAL FORM THROUGH ORTHOGONAL

TRANSFORMATION [OR SUM OF SQUARES FORM OR PRINCIPAL AXES FORM]

Working rule:

Step 1: Write the matrix of the given quadratic form

Step 2: To find the characteristic equation

Step 3: To solve the characteristic equation

Step 4: To find the eigen vectors orthogonal to each other

Step 5: Form the Normalized matrix N

Step 6: Find

Step 7: Find AN

Step 8: Find D =

Step 9: The canonical form is

Problems:

1. Reduce the given quadratic form Q to its canonical form using orthogonal
transformation Q =

Solution: The matrix of the Q.F is A =

i.e., A =

The characteristic equation of A is where

The characteristic equation of A is

1 1 -7 14 -8

0 1 -6 8

1 -6 8 0

The eigen values are 1, 2, 4

To find the eigen vectors:

Case 1: When

= 0 -------- (1)

-------- (2)

-------- (3)

Solving (2) and (3) by rule of cross multiplication, we get,

2 -1 0 2

-1 2 0 -1
Case 2: When

= 0 -------- (1)

-------- (2)

-------- (3)

Solving (1) and (2) by rule of cross multiplication, we get,

0 0 -1 0

1 -1 0 1

Case 3: When

= 0 -------- (1)

-------- (2)

-------- (3)

Solving (1) and (2) by rule of cross multiplication, we get,

0 0 -3 0

-1 -1 0 -1
The Normalized matrix N =

AN =

i.e.,

The canonical form is

canonical form is

1. Reduce the quadratic form to a canonical form by an orthogonal reduction

.Also find its nature.

Solution: The matrix of the Q.F is A =

i.e., A

The characteristic equation of A is where

The characteristic equation of A is

 1 1 0 -3 2

0 1 1 -2

1 1 -2 0

The eigen values are 1, 1, -2

To find the eigen vectors:

Case 1: When

------- (1)

------- (2)

------- (3)

1 1 2 1

2 -1 1 2

Case 2: When
 ------- (1)

------ (2)

------ (3)

All three equations are one and the same.

Put , . Let . Then

Let . Since is orthogonal to ,

-------- (1)

--------- (2)

l m n

1 1 -1 1

-1 1 0 -1

The Normalized matrix N = ;

AN =
i.e.,

The canonical form is

Nature: The eigen values are -2, 1, 1. Therefore, it is indefinite in nature.

Reference Links

1. Math Insight. http://mathinsight.org/matrix_introduction

mathinsight.org/matrix_introduction
2. www.mathresource.iitb.ac.in/linear%20algebra/chapter2.0.html
3. https://en.wikipedia.org/wiki/Matrix_(mathematics)
4. www.slideshare.net/moneebakhtar50/application-of-matrices-in-real-life
5. www.youtube.com/watch?v=jzHb1R5wWYU
6. www.clarkson.edu/~pmarzocc/AE430/Matlab_Eig.pdf