0% found this document useful (0 votes)
8 views75 pages

Linear Algebra Notes

The document covers concepts in linear algebra, focusing on vector spaces, matrix rank, and finding bases using row and column spaces. It includes examples of linear transformations and tests for linear combinations and spans. The document provides step-by-step solutions to various problems related to these topics.

Uploaded by

Keerthi Gowda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
8 views75 pages

Linear Algebra Notes

The document covers concepts in linear algebra, focusing on vector spaces, matrix rank, and finding bases using row and column spaces. It includes examples of linear transformations and tests for linear combinations and spans. The document provides step-by-step solutions to various problems related to these topics.

Uploaded by

Keerthi Gowda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 75

Module-1

Linear Algebra

VECTOR SPACE:
Rank of a matrix: The number of non-zero rows in row echelon form. and is denoted by
𝜌(𝐴)
1. Find the Basis using row space
1 2 3 2
𝐴 = [2 3 5 1 ]
1 3 4 5
𝑆𝑜𝑙 ∶ 𝑅2 → −2𝑅1 + 𝑅2 , 𝑅3 → −𝑅1 + 𝑅3
Apply Row Echelon form (row elementary transformation)
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 , Linearly dependent.
1 2 3 2
𝐵𝑎𝑠𝑖𝑠 = [ ]
0 1 1 3

1. 2. Find the Basis using row space


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

LINEAR ALGEBRA: VECTOR SPACE


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

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

3. Find the row space to find the Basis of the set of vectors
(0,1,-3,-1),(1,0,1,1),(3,1,0,2),(1,1,-2,0).
𝑆𝑜𝑙
0 1 −3 −1
1 0 1 1
𝐴=[ ]
3 1 0 2
1 1 −2 0
: 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

LINEAR ALGEBRA: VECTOR SPACE


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 and Linearly dependent.


1 0 1 1
𝐵𝑎𝑠𝑖𝑠 = [ ]
0 1 −3 −1

5. Find the Basis and 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

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

LINEAR ALGEBRA: VECTOR SPACE


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

1 −1 −2 −4
∴ 𝜌(𝐴) = 3 Basis =[0 5 3 7 ]
0 0 3 2

Find the Basis using Column space for the set of vectors (1,1,0),(2,3,-2),(-1,-4,6)

Solution:

The given set of vectors should be written as column matrix


1 2 −1
[1 3 −4]
0 −2 6

Using Row Reduced Echelon form


1 2 −1
[0 1 −3]
0 −2 6
1 2 −1
[0 1 −3]
0 0 0
1 0 5
[0 1 −3]
0 0 0
1 0
Basis are [0] , [ 1 ]
5 −3

PROBLEMS on Linear combination.

1. Is (6,5,8) is Linear combination of the set of vectors (1,1,3),


(1,-1,2),(3,1,1)Test for consistency and solve:

Solution: -
The set of vectors can be written using column matrix

LINEAR ALGEBRA: VECTOR SPACE


1 1 1: 6
𝐿𝑒𝑡[𝐴: 𝐵] = [1 −1 2: 5]
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
The given system of equations is consistent.
Rewriting the above 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.

6 1 1 1
[5] = 1 [1] + 2 [−1] + 3 [2]
8 3 1 1
6 1 1 1
[5] 𝑖𝑠 𝑙𝑖𝑛𝑒𝑎𝑟 𝑐𝑜𝑚𝑏𝑖𝑛𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 [1] , [−1] , [2]
8 3 1 1

2. (-3,-2,7) is Linear span of the set of vectors (1,3,2),(1,1,4),(1,-2,7) .


Solution:
The above set of vectors written using column matrix, so that it can be written as

LINEAR ALGEBRA: VECTOR SPACE


1 1 1: 3
[3 1 −2: 2]
2 4 7: 7
Using Row reduced Echelon form, we get
: 𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1

1 1 1: 3
[𝐴: 𝐵]~ [0 −2 −5: − 7]
0 2 5: 1
𝑅3 → 𝑅3 + 𝑅2
1 1 1: 3
[𝐴: 𝐵]~ [0 −2 −5: − 7]
0 0 0: − 6
We do not get the solution as left hand side of the matrix in the last row are zero.

−3 1 1 1
[−2] 𝑖𝑠 𝑛𝑜𝑡 𝑙𝑖𝑛𝑒𝑎𝑟 𝑠𝑝𝑎𝑛 𝑜𝑓 [3] , [1] , [−2]
7 2 4 7

3. Show that (12,33,20) is Linear combination of the set of vectors (2,4,8),


(1,11,-3),(4,-1,2)
Solution: -

2 1 4: 12
𝐿𝑒𝑡 [4 11 −1: 33]
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

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

LINEAR ALGEBRA: VECTOR SPACE


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.
(12,33,20) is Linear combination of the set of vectors (2,4,8), (1,11, -3),
(4, -1,2)

LINEAR ALGEBRA: VECTOR SPACE


LINEAR TRANSFORMATION

Definition:
Let U and V be vector spaces. Let u and v be vectors in U and let c be a scalar.
A transformation T:U V is said to linear if
T(u+v)=T(u)+T(v)
T(cu)=cT(u)

1. Prove that T(x,y)=(2x,x+y) is linear in 𝑇: 𝑅 2 → 𝑅 2 .


Solution:
Let (𝑥1 , 𝑦1 ) 𝑎𝑛𝑑 (𝑥2 , 𝑦2 ) 𝑏𝑒 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑅 2
Then 𝑇((𝑥1 , 𝑦1 ) + (𝑥2 , 𝑦2 )) = 𝑇(𝑥1 + 𝑥2 , 𝑦1 + 𝑦2 )
= (2𝑥1 + 2𝑥2 , 𝑥1 + 𝑥2 + 𝑦1 + 𝑦2 )
= (2𝑥1 , 𝑥1 + 𝑦1, 2𝑥2 + 𝑥2 + 𝑦2 )
= 𝑇(𝑥1 , 𝑦1 ) + 𝑇(𝑥2 , 𝑦2 )
T preserves vector addition.
𝑇(𝑐(𝑥1 , 𝑦1 )) = 𝑇(𝑐𝑥1 , 𝑐𝑦1 )
= (2𝑐𝑥1 , 𝑐𝑥1 + 𝑐𝑦1 )
= 𝑐(2𝑥1 , 𝑥1 + 𝑦1 )
= 𝑐𝑇(𝑥1 , 𝑦1 )
T preserves vector multiplication.

2. Let 𝑃𝑛 be the vector space of real polynomial functions of degree≤ 𝑛, Show that the
transformation 𝑇: 𝑃2 → 𝑃1 is linear.
𝑇(𝑎𝑥 2 + 𝑏𝑥 + 𝑐) = (𝑎 + 𝑏)𝑥 + 𝑐
Solution:

Let (𝑎𝑥 2 + 𝑏𝑥 + 𝑐, 𝑝𝑥 2 + 𝑞𝑥 + 𝑟) be arbitrary elements of 𝑃2 .


Then
𝑇((𝑎𝑥 2 + 𝑏𝑥 + 𝑐), (𝑝𝑥 2 + 𝑞𝑥 + 𝑟)) = 𝑇((𝑎 + 𝑝)𝑥 2 + (𝑏 + 𝑞)𝑥 + (𝑐 + 𝑟))
= ((𝑎 + 𝑝 + 𝑏 + 𝑞)𝑥 + (𝑐 + 𝑟))
= ((𝑎 + 𝑏)𝑥 + 𝑐 + (𝑝 + 𝑞)𝑥 + 𝑟))
= 𝑇(𝑎𝑥 2 + 𝑏𝑥 + 𝑐) + 𝑇(𝑝𝑥 2 + 𝑞𝑥 + 𝑟)
T preserves vector addition

𝑇(𝑘(𝑎𝑥 2 + 𝑏𝑥 + 𝑐)) = 𝑇(𝑘𝑎𝑥 2 + 𝑘𝑏𝑥 + 𝑘𝑐)


= ((𝑘𝑎 + 𝑘𝑏)𝑥 + 𝑘𝑐
= (𝑘(𝑎 + 𝑏)𝑥 + 𝑐))
= 𝑘𝑇(𝑎𝑥 2 + 𝑏𝑥 + 𝑐)

T preserves vector multiplication.


1 2 3
3. Determine the kernel and the range of the transformation defined by [0 −1 1]
1 1 4

Solution:
Kernel: kernel consists of 𝑥 = (𝑥1 , 𝑥2 , 𝑥3 ) 𝑖𝑛 𝑅 3 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑇(𝑥) = 0

1 2 3 𝑥1 0
[0 −1 1] [𝑥2 ] = [0]
1 1 4 𝑥3 0

1 2 3 𝑥1 0
𝑥
[0 −1 1 ] [ 2 ] = [0]
0 1 −1 𝑥3 0
1 2 3 𝑥1 0
[0 −1 1] [𝑥2 ] = [0]
0 0 0 𝑥3 0
𝑥1 + 2𝑥2 + 3𝑥3 = 0
−𝑥2 + 𝑥3 = 0
𝐿𝑒𝑡 𝑥3 = 𝑘 𝑡ℎ𝑒𝑛 𝑤𝑒 𝑔𝑒𝑡 𝑥2 = 𝑘, 𝑎𝑛𝑑 𝑥1 = −5𝑘
Kernel of Tis a one dimensional subspace of 𝑅 3 𝑤𝑖𝑡ℎ 𝑏𝑎𝑠𝑖𝑠 (−5,1,1)

Range:
1 0 1
[2 −1 1]
3 1 4

1 0 1
= [0 −1 −1]
0 1 1
1 0 1
= [0 1 1]
0 0 0
The vectors (1,0,1),(0,1,1) span the range(T).
The L.C x (1,0,1) + y(0,1,1)
R(T) = {(x, y, x + y)}.
Singular and Nonsingular Linear Transformation:

Determine F: R2 to R2 defined by F(x,y)=(x-y,x-2y) is non-singular and hence find F inverse

Solution:

Find the kernel F by setting F(v)=0

𝑥−𝑦 =0

𝑥 − 2𝑦 = 0

By simplifying the equation we get x=0, y=0 .

Hence F is non- singular and invertible.

1 −1 𝑥 𝑎
[ ] [𝑦] = [ ]
1 −2 𝑏
R2= R2-R1

1 −1 𝑥 𝑎
[ ] [𝑦 ] = [ ]
0 1 𝑎 − 𝑏
𝑦 =𝑎−𝑏

𝑥 − 𝑦 = 𝑎 𝑖𝑠 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛

Sub 𝑦 = 𝑎 − 𝑏

𝑥 − (𝑎 − 𝑏) = 𝑎

𝑥 =𝑎+𝑎−𝑏

𝑥 = 2𝑎 − 𝑏

Consider a = x and b = y we get

𝐹 −1 (𝑥, 𝑦) = (2𝑥 − 𝑦, 𝑥 − 𝑦)

Determine F:R2 to R2 defined by F(x,y)=(2x-4y,3x-6y) is non-singular.

Solution:
kernel consists of 𝑥 = (𝑥1 , 𝑥2 ) 𝑖𝑛 𝑅 2 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑇(𝑥) = 0

2 −4 𝑥 0
[ ] [𝑦 ] = [ ]
3 −6 0
R2= 2R2-3R1
2 −4 𝑥 0
[ ] [𝑦 ] = [ ]
0 0 0
The system has one free variable.

Hence F is singular

Determine F:R2 to R3 defined by F(x, y)=(x + y , x-2y, 3x+y) is non-singular and find F inverse.

Solution:
kernel consists of 𝑥 = (𝑥1 , 𝑥2 ) 𝑖𝑛 𝑅 2 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑇(𝑥) = 0

1 1 𝑥 0
[1 −2] [𝑦] = [ ]
0
3 1
R2= R2-R1, R3= R3-3R1

1 1 𝑥 0
[0 3] [𝑦] = [ ]
0
0 2

R3= 3R3-2R2
1 1 𝑥 0
[0 3] [𝑦] = [ ]
0
0 0

We get Y=0 and x =0 from the above equation.


F is non-singular but not invertible.

We can’t find 𝐹 −1 because F is not a square matrix.

Example:1

F: R3 to R2 and G: R3 to R2 by F (x, y, z) = (2x, y + z) , G(x, y, z) = (x-z, y). Find the formulas


defining the maps i) F + G ii) 2F – 5G

Solution:

i) F (x, y, z) +, G(x, y, z) = (2x, y + z) +(x-z, y)= (2x+x-z, y + z + y)= (3x-z, 2y + z)


ii) 2F - 5G=2 (2x, y + z) -5(x-z, y) = (4x,2y+2z) – (5x-5z , 5y)
= (4x-(5x-5z ),2y+2z – 5y)= (-x +5z , -3y + 2z)

Example:2

F: R3 to R2 and G: R2 to R2 by F (x, y, z) = (2x, y + z), G(x, y, z) = ( y, x). Find the formulas


defining the mapping i) F o G ii) G o F

Solution:
i) (G o F ) (x, y, z)= G(F(x, y, z)) = G(2x, y + z) = ( z + y,2x)
ii) The mapping F o G is not defined since the image of G is not contained in the
domain of F.

Example:3

F: R2 to R2 and G: R2 to R2 by F (x, y) = (y,x) , G(x, y) = (0, x). Find the formulas defining the
maps i) F + G ii) 2F – 3G iii) FG iv) GF v) F2

Solution:

i) F (x, y) + G(x, y) = (y, x) + (0, x) = (y,2x)


ii) 2F - 3G=2 (y, x) - 3 (0, x) = (2y,2x) – (0 , 3x) = (2y,2x-3x)= (2y,-x)
iii) FG(x, y) = F(G(x, y))= F(0,x) = (x,0)
iv) GF(x, y)=G(F(x, y))= G(y, x) = (0,y)
v) F2(x,y) = F(F(x,y))=F(y,x) = (x,y).

Example:4

T is a Linear operator T on R3 defined by T(x,y,z) = (2x ,4x-y ,2x+3y-z).

a) Show that T is invertible. Find formulas for b) T -1 c) T2

Solution:

kernel consists of 𝑥 = (𝑥, 𝑦, 𝑧) 𝑖𝑛 𝑅 2 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑇(𝑥) = 0

2 0 0 𝑥 0
[4 −1 0 ] [𝑦] = [0]
2 3 −1 𝑧 0
R2= R2-2R1, R3= R3-R1

2 0 0 𝑥 0
[0 −1 0 ] [𝑦] = [0]
0 3 −1 𝑧 0

R3= R3+3R2
2 0 0 𝑥 0
[0 𝑦
−1 0 ] [ ] = [0]
0 0 −1 𝑧 0

We get x = 0 , y = 0 and z = 0
Hence T is non-singular and so T is invertible.

b) T(x, y, z) = (a, b, c)
𝑇 −1 (𝑎, 𝑏, 𝑐) = (𝑥, 𝑦, 𝑧)
2 0 0 𝑥 𝑎
[4 −1 0 ] [𝑦] = [𝑏 ]
2 3 −1 𝑧 𝑐
R2= R2-2R1, R3= R3-R1
2 0 0 𝑥 𝑎
[0 −1 0 ] [𝑦] = [𝑏 − 2𝑎]
0 3 −1 𝑧 𝑐−𝑎

R3= R3+3R2
2 0 0 𝑥 𝑎
𝑦
[0 −1 0 ] [ ] = [ 𝑏 − 2𝑎 ]
0 0 −1 𝑧 𝑐 + 3𝑏 − 7𝑎
𝑇 −1 (𝑎, 𝑏, 𝑐) = (𝑎, 𝑏 − 2𝑎, 𝑐 + 3𝑏 − 7𝑎)

Replace a ,b ,c as x, y, z 𝑇 −1 (𝑥, 𝑦, 𝑧) = (𝑥, 𝑦 − 2𝑥, 𝑧 + 3𝑦 − 7𝑥)

𝑇 2 = 𝑇(𝑇(𝑥, 𝑦, 𝑧)) = 𝑇(2𝑥, 4𝑥 − 𝑦, 2𝑥 + 3𝑦 − 𝑧)

𝑇(2𝑥, 4𝑥 − 𝑦, 2𝑥 + 3𝑦 − 𝑧)
= (2(2𝑥), 4(2𝑥) − (4𝑥 − 𝑦), 2(2𝑥) + 3(4𝑥 − 𝑦) − 7(2𝑥 + 3𝑦 − 𝑧))
2
𝑇 = −((4𝑥), 4𝑥 + 𝑦, 14𝑥 − 6𝑦 + 𝑧)

Example:5

T is a Linear operator T on R3 defined by T(x, y, z) = (2x ,4x-y ,2x+3y-z).

a) Show that T is invertible. Find formulas for b) T -1


T(x, y, z)= (x + z, x-y, y)

Solution:

kernel consists of 𝑥 = (𝑥, 𝑦, 𝑧) 𝑖𝑛 𝑅 2 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑇(𝑥) = 0

1 0 1 𝑥 0
[1 −1 0] [𝑦] = [0]
0 1 0 𝑧 0
R2= R2-R1,

1 0 1 𝑥 0
[0 −1 −1] [ 𝑦 ] = [ 0]
0 1 0 𝑧 0

R3= R3+R2
1 0 1 𝑥 0
[0 −1 0 ] [𝑦] = [0]
0 0 −1 𝑧 0

We get x = 0 , y = 0 and z = 0
Hence T is non-singular and so T is invertible.
b) T(x, y, z) = (a, b, c)
𝑇 −1 (𝑎, 𝑏, 𝑐) = (𝑥, 𝑦, 𝑧)

1 0 1 𝑥 𝑎
𝑦
[1 −1 0] [ ] = [𝑏 ]
0 1 0 𝑧 𝑐
R2= R2-R1,
1 0 1 𝑥 𝑎
𝑦
[0 −1 −1] [ ] = [𝑏 − 𝑎]
0 1 0 𝑧 𝑐

R3= R3+R2
1 0 1 𝑥 𝑎
[0 −1 0 ] [𝑦] = [ 𝑏 − 𝑎 ]
0 0 −1 𝑧 𝑐+𝑏−𝑎

1 0 0 𝑥 𝑐+𝑏
[0 −1 0 ] [𝑦] = [ 𝑏 − 𝑎 ]
0 0 −1 𝑧 𝑐+𝑏−𝑎

𝑇 −1 (𝑎, 𝑏, 𝑐) = (𝑐 + 𝑏, 𝑏 − 𝑎, 𝑐 + 𝑏 − 𝑎)

Replace a ,b ,c as x, y, z 𝑇 −1 (𝑥, 𝑦, 𝑧) = (𝑦 + 𝑧, 𝑦 − 𝑥, 𝑧 + 𝑦 − 𝑥)
Linear Algebra:

MODULE-3

Eigen Values and Eigen Vectors

Finding Eigen Values and Eigen Vectors of the matrix.


−19 7
1. A=[ ]
−42 16
Solution:
The characteristic equation of a matrix = |𝐴 − 𝐼| = 0

A is a given matrix. I = Identity matrix according to the given matrix A.  𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.

−19 −  7
|𝐴 − 𝐼| = | |=0
−42 16 − 
On expanding the determinant we get
(-19-)(16-)-(-42)*7=0
-304+19-16+2+294=0
2+ 3-10=0
Solve the quadratic equation, we get =2,-5.is called Eigen values.
To find the Eigen vector corresponding to =2.
Substitute =2 in [𝐴 − 𝐼][𝑋] = 0

−19 − 2 7 𝑥
[ ][ ] = 0
−42 16 − 2 𝑦
−21 7 𝑥
[ ][ ] = 0
−42 14 𝑦
Cofactor of -21 is 14.
Cofactor of 7 is –(-42)=42.
𝑥 14 1
[𝑦] = [ ]=[ ]
42 3
It is divided by 14, we get x=1,y=3.
To find the Eigen vector corresponding to = -5.
Substitute =-5 in [𝐴 − 𝐼][𝑋] = 0

−19 + 5 7 𝑥
[ ] [𝑦 ] = 0
−42 16 + 5
−14 7 𝑥
[ ][ ] = 0
−42 21 𝑦
Cofactor of -14 is 21.
Cofactor of 7 is –(-42)=42.
𝑥 21 1
[𝑦] = [ ]=[ ]
42 2
It is divided by 21, we get x=1,y=2.
1 1
Eigen vector =[ ].
3 2

8 −6 2
2.[−6 7 −4]
2 −4 3
Solution:
The characteristic equation of a matrix = |𝐴 − 𝐼| = 0
A is a given matrix. I = Identity matrix according to the given matrix A.  𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.
8 −  −6 2
|𝐴 − 𝐼| = | −6 7 −  −4 | = 0
2 −4 3 − 
On expanding we get ,
(8-)[(7 − )(3 − ) − (−4)(−4)] + 6[−6(3 − ) + 8] + 2[24 − 2(7 − )] = 0
(8-)[21 − 7 − 3 + 2 − 16] + 6[−18 + 6 + 8] + 2[24 − 14 + 2] = 0

(8-)[5 − 10 + 2 ] + 6[−10 + 6] + 2[10 + 2] = 0


40-80+82 -5+102 -3 -60+36+20+4=0
-45+182 -3 =0
Multiply the equation with -,
3 − 182 + 45=0
Using calculator to find the roots of the cubic equation,
We get =0,3,15.
The system of equation is
(8-)x - 6y + 2z = 0
-6x + (7-)y - 4z = 0
2x - 4y + (3-)z = 0
Case(i) Eigen vector corresponding to =0 in the above equation
8x-6y+2z= 0
-6x+7y-4z= 0
2x-4y+3z= 0

Applying the rule of cross multiplication using any two equation out of three,( any combination)
𝑥 −𝑦 𝑧
= =
7 −4 −6 −4 −6 7
| | | | | |
−4 3 2 3 2 −4
𝑥 −𝑦 𝑧
= =
21 − 16 −18 + 8 24 − 14
𝑥 −𝑦 𝑧
= =
5 −10 10
Divided by 5
𝑥 𝑦 𝑧
= =
1 2 2
Case(ii) Eigen vector corresponding to =3 in the above equation
5x-6y+2z= 0
-6x+4y-4z= 0
2x-4y+0z= 0
Applying the rule of cross multiplication using second and third equation

𝑥 −𝑦 𝑧
= =
4 −4 −6 −4 −6 4
| | | | | |
−4 0 2 0 2 −4
𝑥 −𝑦 𝑧
= =
0 − 16 0 + 8 24 − 8
𝑥 −𝑦 𝑧
= =
−16 8 16
Divided by -8
𝑥 𝑦 𝑧
= =
2 1 −2
Case(iii) Eigen vector corresponding to =15 in the above equation
-7x-6y+2z = 0
-6x-8y-4z = 0
2x-4y-12z = 0
Applying the rule of cross multiplication using second and third equation

𝑥 −𝑦 𝑧
= =
−8 −4 −6 −4 −6 −8
| | | | | |
−4 −12 2 −12 2 −4
𝑥 −𝑦 𝑧
= =
96 − 16 72 + 8 24 + 16
𝑥 −𝑦 𝑧
= =
80 80 40
Divided by 40
𝑥 𝑦 𝑧
= =
2 −2 1
1 2 2
Eigen vector of the matrix =[2 1 −2].
2 −2 1

1 1 3
3.[1 5 1]
3 1 1
Solution:
The characteristic equation of a matrix = |𝐴 − 𝐼| = 0

A is a given matrix. I = Identity matrix according to the given matrix A.  𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.


1− 1 3
|𝐴 − 𝐼| = | 1 5− 1 |=0
3 1 1−
On expanding we get ,
(1-)[(5 − )(1 − ) − (1)(1)] − 1[1(1 − ) − 3] + 3[1 − 3(5 − )] = 0
(1-)[5 − 5 −  + 2 − 1] − 1[−2 − ] + [−42 + 9] = 0

(1-)[4 − 6 + 2 ] + 2 +  − 40 + 4 = 0

−3 + 72 + 0 + 36 = 0

𝑥 3 − (𝑡𝑟𝑎𝑐𝑒)𝑥 2 + (𝐴11 + 𝐴22 + 𝐴33)𝑥 − 𝐷𝑒𝑡(𝐴) = 0


𝑥 3 − (1 + 5 + 1)𝑥 2 + (4 − 8 + 4)𝑥 + 36 = 0
𝑥 3 − 7𝑥 2 + 36 = 0
X= -2,6,3

The system of equation is


(1-)x - 1y + 3z = 0
1x + (5-)y + 1z = 0
3x + y + (1-)z = 0
Case(i) Eigen vector corresponding to = -2 in the above equation
3x -1y + 3z = 0
X + 7y + z = 0
3x + y + 3z = 0
Applying the rule of cross multiplication using any two equation out of three,( any combination) (2 and 3 rd
equation is considered)
𝑥 −𝑦 𝑧
= =
7 1 1 1 1 7
| | | | | |
1 3 3 3 3 1
𝑥 −𝑦 𝑧
= =
21 − 1 3 − 3 1 − 21
𝑥 −𝑦 𝑧
= =
20 0 −20
Divided by 20
𝑥 𝑦 𝑧
= =
1 0 −1
Case(ii) Eigen vector corresponding to =3 in the above equation
-2x - 1y + 3z = 0
1x +2y + 1z = 0
3x + y-2z = 0

Applying the rule of cross multiplication using second and third equation

𝑥 −𝑦 𝑧
= =
2 1 1 1 1 2
| | | | | |
1 −2 3 −2 3 1
𝑥 −𝑦 𝑧
= =
−5 −5 1 − 6
𝑥 𝑦 𝑧
= =
−5 5 −5
Divided by
𝑥 𝑦 𝑧
= =
−1 1 −1
Case(iii) Eigen vector corresponding to =6 in the above equation
-5x - 1y + 3z = 0
1x +-y + 1z = 0
3x + y -5z = 0
Applying the rule of cross multiplication using second and third equation

𝑥 −𝑦 𝑧
= =
−1 1 1 1 1 −1
| | | | | |
1 −5 3 −5 3 1
𝑥 −𝑦 𝑧
= =
5 − 1 −5 − 3 1 + 3
𝑥 −𝑦 𝑧
= =
4 −8 4
Divided by 4
𝑥 𝑦 𝑧
= =
1 2 1
1 −1 1
Eigen vector of the matrix =[ 0 1 2].
−1 −1 1
2 5 0 0 0
0 2 0 0 0
Find the Characteristic and minimal polynomial of the block diagonal Matrix 0 0 4 2 0
0 0 3 5 0
[0 0 0 0 7]
Solution:
Mark the block diagram to understand

2 5 0 0 0
0 2 0 0 0
0 0 4 2 0
0 0 3 5 0
[0 0 0 0 7]
2 5 4 2
Let us consider the block A1 = [ ] and A2 =[ ] A3=7
0 2 3 5
Let us find the Characteristic equation of A1 and A2 , A3using
For A1 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 4𝑥 + 4 = 0 , (𝑥 − 2)2
For A2 𝑥 2 − 9𝑥 + 14 = 0
(𝑥 − 2)(𝑥 − 7) = 0
For A3 (x-7)
Char.polynomial= ∆1(𝑡). ∆2(𝑡). ∆3(𝑡) = (𝑥 − 2)2 (𝑥 − 2)(𝑥 − 7). (𝑥 − 7)
Minimal polynomial=LCM( ∆1(𝑡), ∆2(𝑡), ∆3(𝑡))
= 𝐿𝐶𝑀((𝑥 − 2)2 , (𝑥 − 2)(𝑥 − 7), (𝑥 − 7)(𝑥 − 2)2 )
Minimal polynomial=(𝑥 − 2)2 (𝑥 − 7)

4 −1 0 0 0
1 2 0 0 0
2) Find the Characteristic and minimal polynomial of the block diagonal Matrix 0 0 3 1 0
0 0 0 3 1
[0 0 0 0 3]
Solution:
Mark the block diagram to understand
4 −1 0 0 0
1 2 0 0 0
0 0 3 1 0
0 0 0 3 1
[0 0 0 0 3]
3 1 0
4 −1
Let us consider the block A1 = [ ] and A2 = [0 3 1]
1 2
0 0 3
Let us find the Characteristic equation of A1 and A2 using
For A1 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 6𝑥 + 9 = 0 , (𝑥 − 3)2
A22 is Minor of second row and second column
For A2 𝑥 3 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 2 + (𝐴11 + 𝐴22 + 𝐴33)𝑥 − 𝐷𝑒𝑡(𝐴) = 0
3 1 3 0 3 1
𝑥 3 − (3 + 3 + 3)𝑥 2 + (| |+| |+| |) 𝑥 − 27 = 0
0 3 0 3 0 3
𝑥 3 − 9𝑥 2 + (9 + 9 + 9)𝑥 − 27 = 0
𝑥 3 − 9𝑥 2 + 27𝑥 − 27 = 0
X=3,3,3
Char.polynomial= ∆1(𝑡). ∆2(𝑡) = (𝑥 − 3)2 (𝑥 − 3)3 = (𝑥 − 3)5
Minimal polynomial=LCM( ∆1(𝑡), ∆2(𝑡)) = 𝐿𝐶𝑀((𝑥 − 3)2 , (𝑥 − 3)3 )
Minimal polynomial=(𝑥 − 3)2 )
2 7 0 0
3) Find the Characteristic and minimal polynomial of the block diagonal Matrix [0 2 0 0]
0 0 1 1
0 0 −2 4
Solution:
Mark the block diagram to understand
2 7 0 0
[0 2 0 0]
0 0 1 1
[ 0 0 −2 4 ]
2 7 1 1
Let us consider the block A1 = [ ] and A2 = [ ]
0 2 −2 4
Let us find the Characteristic equation of A1 and A2 using
For A1 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 4𝑥 + 4 = 0 , (𝑥 − 2)2
1 1
Let us consider the block A2 = [ ]
−2 4
Let us find the Characteristic equation of A2
For A2 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 5𝑥 + 6 = 0 , (𝑥 − 2)(𝑥 − 3)
Char.polynomial= ∆1(𝑡). ∆2(𝑡) = (𝑥 − 2)2 . (𝑥 − 2)(𝑥 − 3) = (𝑥 − 2)3 . (𝑥 − 3)
Minimal polynomial=LCM( ∆1(𝑡), ∆2(𝑡)) = 𝐿𝐶𝑀((𝑥 − 2)2 . (𝑥 − 2)(𝑥 − 3))
Minimal polynomial=(𝑥 − 2)2 (𝑥 − 3)
1 2 0 0
3) Find the Characteristic and minimal polynomial of the block diagonal Matrix [2 1 0 0]
0 0 3 2
0 0 4 1
Solution:
Mark the block diagram to understand
1 2 0 0
[2 1 0 0]
0 0 3 2
[ 0 0 4 1 ]
1 2 3 2
Let us consider the block A1 = [ ] and A2 = [ ]
2 1 4 1
Let us find the Characteristic equation of A1
For A1 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 2𝑥 − 3 = 0 , (𝑥 − 3)(𝑥 + 1)
3 2
Let us consider the block A2 = [ ]
4 1
Let us find the Characteristic equation of A2
For A2 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 4𝑥 − 5 = 0 , (𝑥 − 5)(𝑥 + 1)
Char.polynomial= ∆1(𝑡). ∆2(𝑡) = (𝑥 − 3)(𝑥 + 1). (𝑥 − 5)(𝑥 + 1)
= (𝑥 + 1)2 . (𝑥 − 3). (𝑥 − 5)
Minimal polynomial=LCM( ∆1(𝑡), ∆2(𝑡)) = 𝐿𝐶𝑀((𝑥 − 3)(𝑥 + 1). (𝑥 − 5)(𝑥 + 1))
Minimal polynomial=(𝑥 − 3)(𝑥 + 1). (𝑥 − 5)

4 −2 2
5.[6 −3 4] Find the Characteristic and minimal polynomial
3 −2 3
Solution:

𝑥 3 − (𝑡𝑟𝑎𝑐𝑒)𝑥 2 + (𝐴11 + 𝐴22 + 𝐴33)𝑥 − 𝐷𝑒𝑡(𝐴) = 0


𝑥 3 − (4 − 3 + 3)𝑥 2 + (−1 + 6 + 0)𝑥 − 2 = 0
𝑥 3 − 4𝑥 2 + 5𝑥 − 2 = 0
Char.polynomial= ∆(𝑡) = (𝑥 − 2)(𝑥 − 1)2
𝑀(𝑡) = (𝑥 − 2)(𝑥 − 1) 𝑜𝑟 (𝑥 − 2)(𝑥 − 1)2

2 −2 2 3 −2 2
𝑓(𝐴) = (𝐴 − 2𝐼)(𝐴 − 𝐼) = [6 −5 4] [6 −4 4] = [0]
3 −2 1 3 −2 2
𝐻𝑒𝑛𝑐𝑒 𝑀(𝑡) = (𝑥 − 2)(𝑥 − 1)

3 −2 2
5.[4 −4 6] Find the Characteristic and minimal polynomial
2 −3 5
Solution:

𝑥 3 − (𝑡𝑟𝑎𝑐𝑒)𝑥 2 + (𝐴11 + 𝐴22 + 𝐴33)𝑥 − 𝐷𝑒𝑡(𝐴) = 0


𝑥 3 − (3 − 4 + 5)𝑥 2 + (−2 + 11 − 4)𝑥 − 2 = 0
𝑥 3 − 4𝑥 2 + 5𝑥 − 2 = 0
Char.polynomial= ∆(𝑡) = (𝑥 − 2)(𝑥 − 1)2
𝑀(𝑡) = (𝑥 − 2)(𝑥 − 1) 𝑜𝑟 (𝑥 − 2)(𝑥 − 1)2

1 −2 2 2 −2 2 −2 2 −2
𝑓(𝐴) = (𝐴 − 2𝐼)(𝐴 − 𝐼) = [4 −6 6] [4 −5 6] = [−4 4 −4] ≠ 0
2 −3 3 2 −3 4 −2 2 −2
𝐻𝑒𝑛𝑐𝑒 𝑀(𝑡) = (𝑥 − 2)(𝑥 − 1)2

3 −2 2
6) [4 −4 6] Verify Cayley Hamilton Theorem and Hence Find 𝐴−1
2 −3 5
Solution:
𝑥 3 − (𝑡𝑟𝑎𝑐𝑒)𝑥 2 + (𝐴11 + 𝐴22 + 𝐴33)𝑥 − 𝐷𝑒𝑡(𝐴) = 0
𝑥 3 − (3 − 4 + 5)𝑥 2 + (−2 + 11 − 4)𝑥 − 2 = 0
𝑥 3 − 4𝑥 2 + 5𝑥 − 2 = 0
Replace x=A,
𝐴3 − 4𝐴2 + 5𝐴 − 2𝐼 = 0

𝐴3 − 4𝐴2 + 5𝐴 − 2𝐼
3 −2 2 3 −2 2 3 −2 2 3 −2 2 3 −2 2 3 −2 2 1 0 0
= [4 −4 6] [4 −4 6] [4 −4 6] − 4 [4 −4 6] [4 −4 6] + 5 [4 −4 6] − 2 [0 1 0]
2 −3 5 2 −3 5 2 −3 5 2 −3 5 2 −3 5 2 −3 5 0 0 1
7 −6 6 5 −4 4 15 −10 10 2 0 0
= [12 −18 26] − 4 [8 −10 14] + [20 −20 30] − [0 2 0]
6 −13 21 4 −7 11 10 −15 25 0 0 2
7 − 20 + 15 − 2 −6 + 16 − 10 − 0 6 − 16 + 10 − 0
= [12 − 32 + 20 + 0 −18 + 40 − 20 − 2 26 − 56 + 30 + 0]
6 − 16 + 10 − 0 −13 + 28 − 15 + 0 21 − 44 + 25 − 2
22 − 22 −16 + 16 16 − 16
= [32 − 32 −40 + 40 56 − 56]
16 − 16 −28 + 28 46 − 46
0 0 0
= [ 0 0 0]
0 0 0
𝐶𝑎𝑦𝑙𝑒𝑦 𝐻𝑎𝑚𝑖𝑙𝑡𝑜𝑛 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑖𝑠 𝑣𝑒𝑟𝑖𝑓𝑖𝑒𝑑.
𝑇𝑜 𝑓𝑖𝑛𝑑 𝐴−1
Multiply 𝐴−1
𝐴3 . 𝐴−1 − 4𝐴2 . 𝐴−1 + 5𝐴. 𝐴−1 − 2𝐼. 𝐴−1 = 0
𝐴2 − 4𝐴 + 5𝐼 − 2𝐴−1 = 0

−2𝐴−1 = 𝐴2 − 4𝐴 + 5𝐼
1
𝐴−1 = − (𝐴2 − 4𝐴 + 5𝐼)
2

−1
1 3 −2 2 3 −2 2 3 −2 2 1 0 0
𝐴 = − ([4 −4 6] . [4 −4 6] − 4 [4 −4 6] + 5 [0 1 0])
2
2 −3 5 2 −3 5 2 −3 5 0 0 1
1 3 −2 2 3 −2 2 12 −8 8 5 0 0
= − ([4 −4 6] . [4 −4 6] − [16 −16 24] + [0 5 0])
2
2 −3 5 2 −3 5 8 −12 20 0 0 5
1 5 −4 4 12 −8 8 5 0 0
= − ([8 −10 14] − [16 −16 24] + [0 5 0])
2
4 −7 11 8 −12 20 0 0 5
1 5 − 12 + 5 −4 + 8 + 0 4−8+0
= − ([8 − 16 + 0 −10 + 16 + 5 14 − 24 + 0])
2
4−8+0 −7 + 12 + 0 11 − 20 + 5
1 −1 4 −4
= − ([−8 −11 10 ])
2
−4 5 −4

1 1 0 0
6) [0 2 0 0 ] Verify Cayley Hamilton Theorem and hence find 𝐴−1 .
0 0 −1 1
0 0 −2 4
Solution:

1 1 −1 1
Let us consider the block A1 = [ ] and A2 = [ ]
0 2 −2 4
Let us find the Characteristic equation of A1
For A1 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 3𝑥 + 2 = 0
−1 1
Let us consider the block A2 = [ ]
−2 4
Let us find the Characteristic equation of A2
For A2 𝑥 2 − (𝑡𝑟𝑎𝑐𝑒 𝐴)𝑥 + 𝐷𝑒𝑡(𝐴) = 0
𝑥 2 − 3𝑥 − 2 = 0
(𝑥 2 − 3𝑥 − 2)(𝑥 2 − 3𝑥 + 2) = 0
𝑥 4 − 6𝑥 3 + 9𝑥 2 + 0𝑥 − 4 = 0
Replace x=A,
𝐴4 − 6𝐴3 + 9𝐴2 − 4𝐼 = 0

𝐴4 − 6𝐴3 + 9𝐴2 − 4𝐼 =
1 1 0 0 1 1 0 0 1 1 0 0 1 1 0 0
𝐴 = [0
4 2 0 0 ] [0 2 0 0 ] [0 2 0 0 ] [0 2 0 0]
0 0 −1 1 0 0 −1 1 0 0 −1 1 0 0 −1 1
0 0 −2 4 0 0 −2 4 0 0 −2 4 0 0 −2 4
1 15 0 0
= [0 16 0 0 ]
0 0 −17 39
0 0 −78 178
1 1 0 0 1 1 0 0 1 1 0 0
𝐴 = [0 2 0 0 ] [0
3 2 0 0 ] [0 2 0 0]
0 0 −1 1 0 0 −1 1 0 0 −1 1
0 0 −2 4 0 0 −2 4 0 0 −2 4
1 7 0 0
= [0 8 0 0 ]
0 0 −5 11
0 0 −22 50
1 1 0 0 1 1 0 0
𝐴 = [0
2 2 0 0 ] [0 2 0 0]
0 0 −1 1 0 0 −1 1
0 0 −2 4 0 0 −2 4
1 3 0 0
= [0 4 0 0 ]
0 0 −1 3
0 0 −6 14
𝐴4 − 6𝐴3 + 9𝐴2 − 4𝐼
1 15 0 0 1 7 0 0 1 3 0 0 1 0 0 0
= [0 16 0 0 ] − 6 [0 8 0 0 ] + 9 [0 4 0 0 ] − 4 [0 1 0 0]
0 0 −17 39 0 0 −5 11 0 0 −1 3 0 0 1 0
0 0 −78 178 0 0 −22 50 0 0 −6 14 0 0 0 1
1 − 6 + 9 − 4 15 − 42 + 27 − 0 0 0
=[ 0 16 − 48 + 36 − 4 0 0 ]
0 0 −17 + 30 − 9 − 4 39 − 66 + 27 + 0
0 0 −78 + 132 − 54 + 0 178 − 300 + 126 − 4
0 0 0 0
= [ 0 0 0 0]
0 0 0 0
0 0 0 0
𝑇𝑜 𝑓𝑖𝑛𝑑 𝐴−1
Multiply 𝐴−1
𝐴4 . 𝐴−1 − 6𝐴3 . 𝐴−1 + 9𝐴2 . 𝐴−1 − 4𝐼. 𝐴−1 = 0

𝐴3 − 6𝐴2 + 9𝐴 − 4𝐴−1 = 0
−4𝐴−1 = 𝐴3 − 6𝐴2 + 9𝐴
−1 3
𝐴−1 = [𝐴 − 6𝐴2 + 9𝐴]
4
1 7 0 0 1 3 0 0 1 1 0 0
−1 0 8
𝐴−1 = [[ 0 0 ] − 6 [0 4 0 0 ] + 9 [0 2 0 0 ]]
4 0 0 −5 11 0 0 −1 3 0 0 −1 1
0 0 −22 50 0 0 −6 14 0 0 −2 4
1 7 0 0 6 18 0 0 9 9 0 0
−1
−1 0 8 0 0 ] − [0 24 0 0 ] + [0 18 0 0 ]]
𝐴 = [[
4 0 0 −5 11 0 0 −6 18 0 0 −9 9
0 0 −22 50 0 0 −36 84 0 0 −18 36
1 − 6 + 0 + 0 7 − 18 + 0 + 0 0 0
−1
−1 0 8 − 24 + 0 + 0 0 0
𝐴 = [[ ]]
4 0 0 −5 + 6 − 9 11 − 18 + 9
0 0 −22 + 36 − 18 50 − 84 + 36
−5 −11 0 0
−1 0 −16 0 0
𝐴−1 = [[ ]]
4 0 0 −8 2
0 0 2 2
Jordan Canonical Form

Let T:V to V be a Linear operator whose characteristic and minimal polynomials are
respectively

∆(𝑡) = (𝑡 − 1 )𝑚1 … … . (𝑡 − 𝑟 )𝑚𝑛 m(𝑡) = (𝑡 − 1 )𝑚1 … … . (𝑡 − 𝑟 )𝑚𝑟


𝑤ℎ𝑒𝑟𝑒

Where 1are distinct scalars.Then T has a block diagonal matrix representation J which
each diagonal entry is a Jordan block 𝐽𝑖𝑗 = 𝐽(1 ).

i) There is at least one 𝐽𝑖𝑗 of order 𝑚𝑖 ; all other 𝐽𝑖𝑗 𝑎𝑟𝑒 𝑜𝑓 𝑜𝑟𝑑𝑒𝑟 ≤ 𝑚𝑖
ii) The sum of the orders of the 𝐽𝑖𝑗 𝑖𝑠 𝑛𝑖
iii) The number of 𝐽𝑖𝑗 equals the geometric multiplicity of𝑖
iv) The number of 𝐽𝑖𝑗 of each possible order is uniquely determined by T.

Problems:

Suppose the characteristic and minimal polynomials of an operator T are respectively

∆(𝑡) = (𝑡 − 2)4 (𝑡 − 5)3 m(𝑡) = (𝑡 − 2)2 (𝑡 − 5)3

Solution:

The Jordan canonical form of T is one of the following block diagonal matrices,

5 1 0 5 1 0
2 1 2 1 2 1 [2], [2],
𝑑𝑖𝑎𝑔 ([ ],[ ] , [0 5 1]) , 𝑑𝑖𝑎𝑔 ([ ] , [ 0 5 1])
0 2 0 2 0 2
0 0 5 0 0 5

The first matrix occurs if T has Two independent Eigen values belonging to the Eigen value
2.The second matrix occurs if T has three independent Eigen vectors belonging to 2.

2)
Determine all possible Jordan canonical forms for a linear operator T:v to v whose
characteristic polynomial ∆(𝑡) = (𝑡 − 2)3 (𝑡 − 5)2 . In each case find the minimal
polynomial m(t).
Solution:
Since t-2 has power 3 in ∆(𝑡), 2 must appear three times on the diagonal, similarly
5 must appear twice.

Thus there are six possibilities:


2 1 0
5 1
a) 𝑑𝑖𝑎𝑔 [[0 2 1] , [ ]] 𝑚(𝑡) = (𝑡 − 2)3 (𝑡 − 5)2
0 5
0 0 2
2 1 0
b) 𝑑𝑖𝑎𝑔 [[0 2 1] , [5], [5]] 𝑚(𝑡) = (𝑡 − 2)3 (𝑡 − 5)
0 0 2

2 1 [2], 5 1
c) 𝑑𝑖𝑎𝑔 [[ ], [ ]] 𝑚(𝑡) = (𝑡 − 2)2 (𝑡 − 5)2
0 2 0 5

2 1 [2], [5], [5]]


d) 𝑑𝑖𝑎𝑔 [[ ], 𝑚(𝑡) = (𝑡 − 2)2 (𝑡 − 5)
0 2

5 1
e) 𝑑𝑖𝑎𝑔 [[2], [2], [2], [ ]] 𝑚(𝑡) = (𝑡 − 5)2 (𝑡 − 2)
0 5

f) 𝑑𝑖𝑎𝑔[[2], [2], [2], [5], [5]] 𝑚(𝑡) = (𝑡 − 2)(𝑡 − 5)

Rational canonical Form.

Problem:1

Let V be a vector space of dimension 8 over the rational field Q and let T be a linear operator
on V whose minimal polynomial is 𝑚(𝑡) = 𝑓1 (𝑡)𝑓2 (𝑡)2 = (𝑡 4 − 4𝑡 3 + 6𝑡 2 − 4𝑡 − 7)(𝑡 − 3)2 .

Since dimV=8.

The characteristics polynomial ∆(𝑡) = 𝑓1 (𝑡)𝑓2 (𝑡)4

The rational canonical form M of T must have one block the companion matrix of 𝑓1 (𝑡) and
one block the companion matrix of 𝑓2 (𝑡)2

There are two possibilities

𝑑𝑖𝑎𝑔((𝑡 4 − 4𝑡 3 + 6𝑡 2 − 4𝑡 − 7)(𝑡 − 3)2 (𝑡 − 3)2 .

𝑑𝑖𝑎𝑔((𝑡 4 − 4𝑡 3 + 6𝑡 2 − 4𝑡 − 7)(𝑡 − 3)2 (𝑡 − 3)(𝑡 − 3).

0 0 0 7
𝑑𝑖𝑎𝑔 [0 1 0 4 ] , [0 −9 0
],[
−9
]
0 0 0 −6 1 6 1 6
[0 0 1 4 ]
0 0 0 7
𝑑𝑖𝑎𝑔 [0 1 0 4 ] , [0 −9 [3], [3],
],
0 0 0 −6 1 6
[ 0 0 1 4 ]

Problem:2

Let V be a vector space of dimension 7 over R and let T be a linear operator on V whose
minimal polynomial is 𝑚(𝑡) = 𝑓1 (𝑡)𝑓2 (𝑡)3 = (𝑡 2 − 2𝑡 + 5)(𝑡 − 3)3 .

Since dim V=7.

The characteristics polynomial ∆(𝑡) = 𝑓1 (𝑡)2 𝑓2 (𝑡)3 (𝑜𝑟) 𝑓1 (𝑡)1 𝑓2 (𝑡)5

The sum of the orders of the companion matrices must be add upto 7.

Companion matrix must be (𝑡 2 − 2𝑡 + 5) & 𝑜𝑛𝑒 𝑚𝑢𝑠𝑡 𝑏𝑒 (𝑡 − 3)3 = (𝑡 3 − 9𝑡 2 + 27𝑡 − 27)

M must be one of the following block

𝑑𝑖𝑎𝑔(((𝑡 2 − 2𝑡 + 5)2 )(𝑡 3 − 9𝑡 2 + 27𝑡 − 27).

𝑑𝑖𝑎𝑔(((𝑡 2 − 2𝑡 + 5))(𝑡 3 − 9𝑡 2 + 27𝑡 − 27)(𝑡 − 3)2 =

𝑑𝑖𝑎𝑔(((𝑡 2 − 2𝑡 + 5))(𝑡 3 − 9𝑡 2 + 27𝑡 − 27)(𝑡 2 − 6𝑡 + 9)

𝑑𝑖𝑎𝑔(((𝑡 2 − 2𝑡 + 5))(𝑡 3 − 9𝑡 2 + 27𝑡 − 27)(𝑡 − 3)(𝑡 − 3)

0 0 27
0 −5 0 −5
𝑑𝑖𝑎𝑔 [[ ],[ ] , [1 0 −27]]
1 2 1 2
0 1 9

0 0 27
0 −5 0 −9
𝑑𝑖𝑎𝑔 [[ ] , [1 0 −27] , [ ],]
1 2 1 6
0 1 9

0 0 27
0 −5
𝑑𝑖𝑎𝑔 [[ ] , [1 0 −27] , [5], [5]]
1 2
0 1 9
INNER PRODUCT SPACE

Definition: A vector space 𝑉 with underlying field 𝑅 or 𝐶 is known as an inner


product space when equipped with an operation ⟨⋅,⋅⟩ that satisfies the following:

(Conjugate) symmetry. For all vectors v1 and v2, ⟨v1,v2⟩=⟨v2,v1⟩.

Linearity. For any scalar 𝑎a and all vectors v1, v2, and v3,

⟨av1,v2⟩=a⟨v1,v2⟩

and ⟨v1+v2,v3⟩=⟨v1,v3⟩+⟨v2,v3⟩.

Positive-definiteness. For any vector v, ⟨v,v⟩≥0 and ⟨v,v⟩=0 implies that v=0.

Definition. [Inner Product] Let V be a vector space over F. An inner


product over V, denoted by ⟨,⟩, is a map from V × V to F satisfying

1.⟨au + bv,w⟩ = a⟨u,w⟩ + b⟨v,w⟩, for all u,v,w ∈ V and a,b ∈ F,


2.⟨u,v⟩ = ⟨v,u⟩, the complex conjugate of ⟨u,v⟩, for all u,v ∈ V and
3.⟨u,u⟩≥ 0 for all u ∈ V. Furthermore, equality holds if and only if u = 0.

Note that in the case of a real vector space, conjugate symmetry is just symmetry. In
the complex case, it is necessary for symmetry to be conjugate symmetry so
that ⟨v,v⟩ is always a real number.

The length (or norm) of a vector 𝑣v is then defined to be


∥v∥=⟨v,v⟩.
Note that the length of a vector is not linear; it does satisfy linear in scalar
multiplication though. For any vectors v1 and v2,

Definition Two vectors 𝑢,𝑣∈𝑉 are orthogonal (denoted 𝑢⊥𝑣) if ⟨u,v⟩=0⟨𝑢,𝑣⟩=0.

Note that the zero vector is the only vector that is orthogonal to itself. In fact, the zero
vector is orthogonal to every vector 𝑣∈𝑉.

Note that the converse of the Pythagorean Theorem holds for real vector spaces since,
in that case, ⟨𝑢,𝑣⟩+⟨𝑣,𝑢⟩=2Re⟨𝑢,𝑣⟩=0.
Given two vectors 𝑢,𝑣∈𝑉 with 𝑣≠0, we can uniquely decompose 𝑢 into two pieces:
one piece parallel to v and one piece orthogonal to 𝑣. This is called an orthogonal
decomposition.

Theorem 9.3.3 (Cauchy-Schwarz inequality). Given any 𝑢,𝑣∈𝑉, we have

|⟨𝑢,𝑣⟩|≤‖𝑢‖‖𝑣‖.

Furthermore, equality holds if and only if 𝑢 and 𝑣 are linearly dependent, i.e., are
scalar multiples of each other.

Proof. If v=0𝑣=0, then both sides of the inequality are zero. Hence, assume
that v≠0𝑣≠0, and consider the orthogonal decomposition

w𝑢=⟨𝑢,𝑣⟩‖𝑣‖2𝑣+𝑤

where 𝑤⊥𝑣. By the Pythagorean theorem, we have

Multiplying both sides by ‖𝑣‖2 and taking the square root then yields the Cauchy-
Schwarz inequality.
Note that we get equality in the above arguments if and only if w=0𝑤=0. But, by
Equation this means that u𝑢 and v𝑣 are linearly dependent.

Moreover, equality only holds if 𝑟 can be chosen such that 𝑢+𝑟𝑒𝑖𝜃𝑣=0, which means
that 𝑢 and 𝑣 are scalar multiples.

Now that we have proven the Cauchy-Schwarz inequality, we are finally able to verify
the triangle inequality. This is the final step in showing that ‖𝑣‖=⟨𝑣,𝑣⟩ does indeed
define a norm. We illustrate the triangle inequality in Figure 9.3.1.

Figure : The Triangle Inequality in 2𝑅2


Theorem (Triangle Inequality). For all 𝑢,𝑣∈𝑉 we have

‖𝑢+𝑣‖≤‖𝑢‖+‖𝑣‖.

Proof.

Note: 𝑧 = 𝑢 + 𝑖𝑣, 𝑧̅ = 𝑢 − 𝑖𝑣, 𝑧 + 𝑧̅ = 𝑢 + 𝑖𝑣 + 𝑢 − 𝑖𝑣 = 2𝑢 = 2𝑅𝑒𝑧

‖𝑢 + 𝑣 ‖2 =< 𝑢 + 𝑣, 𝑢 + 𝑣 >

=< 𝑢, 𝑢 > +< 𝑢, 𝑣 > +< 𝑣, 𝑢 > +< 𝑣, 𝑣 >

̅̅̅̅̅̅̅̅̅̅̅
=< 𝑢, 𝑢 > +< 𝑢, 𝑣 > +< 𝑢, 𝑣 > +< 𝑣, 𝑣 >

=< 𝑢, 𝑢 > +2𝑅𝑒 < 𝑢, 𝑣 > +< 𝑣, 𝑣 >

.
‖𝑢 + 𝑣 ‖2 ≤ ‖𝑢‖2 + 2‖𝑢‖‖𝑣 ‖ + ‖𝑣 ‖2

‖𝑢 + 𝑣 ‖2 ≤ (‖𝑢‖ + ‖𝑣 ‖)2

Taking the square root of both sides now gives the triangle inequality
‖𝑢 + 𝑣 ‖ ≤ ‖𝑢‖ + ‖𝑣 ‖

Note that |Re⟨𝑢,𝑣⟩≤|⟨𝑢,𝑣⟩| so that, using the Cauchy-Schwarz inequality, we obtain

Theorem (Pythagorean Theorem). For all 𝑢,𝑣∈𝑉 with u perpendicular to v then we


have ‖𝑢 + 𝑣 ‖2 = ‖𝑢 ‖2 + ‖𝑣 ‖2

Proof.

‖𝑢 + 𝑣 ‖2 =< 𝑢 + 𝑣, 𝑢 + 𝑣 >

=< 𝑢, 𝑢 > +< 𝑢, 𝑣 > +< 𝑣, 𝑢 > +< 𝑣, 𝑣 >

< 𝑢, 𝑣 ≥ 0 𝑠𝑖𝑛𝑐𝑒 𝑢 𝑎𝑛𝑑 𝑣 𝑎𝑟𝑒 𝑝𝑒𝑟𝑝𝑒𝑛𝑑𝑖𝑐𝑢𝑙𝑎𝑟

=< 𝑢, 𝑢 > +< 𝑣, 𝑣 >

‖𝑢 + 𝑣 ‖2 = ‖𝑢‖2 + ‖𝑣 ‖2

.
Note that equality holds for the triangle inequality if and only if 𝑣=𝑟𝑢 or 𝑢=𝑟𝑣 for
some 𝑟≥0. Namely, equality in the proof happens only if ⟨𝑢,𝑣⟩=‖𝑢‖‖𝑣‖, which is
equivalent to u𝑢 and v𝑣 being scalar multiples of one another.

Theorem 6. (Parallelogram Law). Given any u,v∈V𝑢,𝑣∈𝑉, we have

‖𝑢 + 𝑣 ‖2 + ‖𝑢 − 𝑣 ‖2 ≤ 2(‖𝑢‖2 + ‖𝑣 ‖2

Proof:

‖𝑢 + 𝑣 ‖2 + ‖𝑢 − 𝑣 ‖2 =< 𝑢 + 𝑣, 𝑢 + 𝑣 > +< 𝑢 − 𝑣, 𝑢 − 𝑣 >


=< 𝑢, 𝑢 > +< 𝑢, 𝑣 > +< 𝑣, 𝑢 > +< 𝑣, 𝑣 > +< 𝑢, 𝑢 > −< 𝑢, 𝑣 > −< 𝑣, 𝑢 > +
< 𝑣, 𝑣 >

= 2 < 𝑢, 𝑢 > +2 < 𝑣, 𝑣 >


‖𝑢 + 𝑣 ‖2 + ‖𝑢 − 𝑣 ‖2 = 2(‖𝑢‖2 + ‖𝑣 ‖2 )

Definition 9.4.1. Let V𝑉 be an inner product space with inner product ⟨⋅,⋅⟩. A list of
nonzero vectors (𝑒1,…,𝑒𝑚) in 𝑉 is called orthogonal if

⟨𝑒𝑖,𝑒𝑗⟩=0,for all 1≤𝑖≠𝑗≤𝑚.

The list (𝑒1,…,𝑒𝑚) is called orthonormal if

⟨𝑒𝑖,𝑒𝑗⟩=𝛿𝑖,𝑗,for all 𝑖,𝑗=1,…,𝑚,

where 𝛿𝑖𝑗 is the Kronecker delta symbol, i.e𝛿𝑖𝑗=1 if𝑖=𝑗 and is zero otherwise.

Problem:
Let u=(1,3,-4,2) , v=(4,-2,2,1) and w = (5,-1,-2,6 ) in R4
Show that <3u-2v,w> = 3<u,w>-2<v,w> and unit vector.
Solution:
<u,v>= (1,3,-4,2) .(4,-2,2,1)=1*4-3*2-4*2+2*1=4-6-8+2= - 8
<u,w>= (1,3,-4,2) .(5,-1,-2,6)=5-3+8+12= 22
<v,w>= (4,-2,2,1). (5,-1,-2,6)=20+2-4+6= 24
< 3u-2v,w > = < 3(1,3,-4,2)-2(4,-2,2,1),(5,-1,-2,6) >
=< (3,9,-12,6)-(8,-4,4,2),(5,-1,-2,6) >
=< (-5,13,-16,4),(5,-1,-2,6) >
= -25-13+32+24=18
3<u,w>-2<v,w> = 3*22-2*24 = 66-48=18
𝑢 1 3 −4 2
Unit vector of u = = . , ,
‖𝑢‖ √30 √30 √30 √30

Problem:
Let u=(2,3,5) , v=(1,4,-3) and w = (5,-2,6 ) in R3 Show that <u,v> , <u,w> and unit
vector.
Solution:
<u,v>= (2,3,5) .(1,4,3) = 2 + 12 + 15=29
<u,w>= (2,3,5) .(5,-2,6)=10-6+30= 34

‖𝑢‖ = √22 + 32 + 52 = √38

‖𝑣 ‖ = √12 + 42 + (−3)2 = √26

‖𝑤‖ = √52 + (−2)2 + 62 = √65


𝑢 2 3 5
Unit vector of u = = . ,
‖𝑢‖ √38 √38 √38
𝑣 1 4 −3
Unit vector of v = = . ,
‖𝑣 ‖ √26 √26 √26
𝑤 5 −2 6
Unit vector of w = = . ,
‖𝑤 ‖ √65 √65 √65
𝑎 𝑏 𝑐 𝑔 ℎ 𝑖
𝐴=[ ],𝐵 = [ ] 𝑡ℎ𝑒 < 𝐴, 𝐵 > = 𝑎𝑔 + 𝑏ℎ + 𝑐𝑖 + 𝑑𝑗 + 𝑒𝑘 + 𝑓𝑙
𝑑 𝑒 𝑓 𝑗 𝑘 𝑙

Problem: Let V be the vector space of all 2X3 matrices over R. The matrices
9 8 7 1 2 3 3 −5 2
𝐴=[ ],𝐵 = [ ] ,𝐵 = [ ] 𝑡ℎ𝑒𝑛 𝑓𝑖𝑛𝑑 < 𝐴, 𝐵 >,
6 5 4 4 5 6 1 0 −4
< 2𝐴 + 3𝐵, 4𝐶 >
‖𝐴‖, ‖𝐵‖

Solution:
9 8 7 1 2 3
𝐴=[ ],𝐵 = [ ]
6 5 4 4 5 6
< 𝐴, 𝐵 > = 9 ∗ 1 + 8 ∗ 2 + 7 ∗ 3 + 6 ∗ 4 + 5 ∗ 5 + 4 ∗ 6 = 119

‖𝐴‖ = √< 𝐴, 𝐴 > = √9 ∗ 9 + 8 ∗ 8 + 7 ∗ 7 + 6 ∗ 6 + 5 ∗ 5 + 4 ∗ 4 = √271

‖𝐵‖ = √< 𝐵, 𝐵 > = √1 ∗ 1 + 2 ∗ 2 + 3 ∗ 3 + 4 ∗ 4 + 5 ∗ 5 + 6 ∗ 6 = √91

9 8 7 1 2 3
2𝐴 + 3𝐵 = 2 [ ] + 3[ ]
6 5 4 4 5 6
18 16 14 3 6 9 21 22 23
=[ ]+[ ]=[ ]
12 10 8 12 15 18 24 25 26
3 −5 2 12 −20 8
4𝐶 = 4 [ ]=[ ]
1 0 −4 4 0 −16

21 22 23 12 −20 8
< 2𝐴 + 3𝐵, 4𝐶 >= [ ][ ]
24 25 26 4 0 −16
= 252 − 240 + 184 + 96 + 0 − 416 = −124

Problem: Let V be the vector space of all 2X2 matrices over R. The matrices
1 2 −2 0
𝐴=[ ],𝐵 = [ ] 𝑡ℎ𝑒𝑛 𝑓𝑖𝑛𝑑 < 𝐴, 𝐵 >, ‖𝐴‖, ‖𝐵‖
3 4 −3 5

Solution:
1 2 −2 0
𝐴=[ ],𝐵 = [ ]
3 4 −3 5
< 𝐴, 𝐵 > = −2 + 0 − 9 + 20 = 9

‖𝐴‖ = √< 𝐴, 𝐴 > = √1 + 4 + 9 + 16 = √30

‖𝐵‖ = √< 𝐵, 𝐵 > = √4 + 0 + 9 + 25 = √38


1 2 2 4
Problem: Prove that the pair of vertices are orthogonal. 𝐴 = [ ],𝐵 = [ ]
−1 1 3 −7

Solution:
1 2 2 4
𝐴=[ ],𝐵 = [ ]
−1 1 3 −7
< 𝐴, 𝐵 > = 2 + 8 − 3 − 7 = 0
Expand 𝑖 ) < 5𝑢 + 8𝑣, 6𝑤 − 7𝑥 > 𝑖𝑖) < 3𝑢 + 5𝑣, 4𝑢 − 5𝑣 > 𝑖𝑖𝑖) ‖2𝑢 − 3𝑣 ‖2
Solution:
𝑖 ) < 5𝑢 + 8𝑣, 6𝑤 − 7𝑥 > = < 5𝑢, 6𝑤 > +< 5𝑢, −7𝑥 > +< 8𝑣, 6𝑤 > +< 8𝑣, −7𝑥
>
= 30 < 𝑢, 𝑤 > −35 < 𝑢, 𝑥 > +48 < 𝑣, 𝑤 > −56 < 𝑣, 𝑥 >

𝑖𝑖 ) < 3𝑢 + 5𝑣, 4𝑢 − 5𝑣 > = < 3𝑢, 4𝑢 > +< 3𝑢, −5𝑣 > +< 5𝑣, 4𝑢 > +< 5𝑣, −5𝑣
>
= 12 < 𝑢, 𝑢 > −15 < 𝑢, 𝑣 > +20 < 𝑣, 𝑢 > −25 < 𝑣, 𝑣 >
iii) ‖2𝑢 − 3𝑣 ‖2 =< 2𝑢 − 3𝑣, 2𝑢 − 3𝑣 >
= < 2𝑢, 2𝑢 > +< 2𝑢, −3𝑣 > +< −3𝑣, 2𝑢 > +< −3𝑣, −3𝑣 >
= 4 < 𝑢, 𝑢 > −6 < 𝑢, 𝑣 > −6 < 𝑣, 𝑢 > +9 < 𝑣, 𝑣 >

An inner product in the vector space of continuous function in [0,1] is defined as


1
< 𝑓, 𝑔 >= ∫ 𝑓 (𝑥)𝑔(𝑥)𝑑𝑥
0

1.Find an inner product in the vector space of continuous function f(x)=3x-5 and
g(x)= x2 and norm of f
Solution:
1
< 𝑓, 𝑔 >= ∫ 𝑓 (𝑥)𝑔(𝑥)𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (3𝑥 − 5)(𝑥 2 )𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (3𝑥 3 − 5𝑥 2 )𝑑𝑥
0
1
3𝑥 4 5𝑥 3 3 5 −11
< 𝑓, 𝑔 >= [ − ] = − =
4 3 0 4 3 12

1
< 𝑓, 𝑓 >= ∫ 𝑓 (𝑥)𝑓(𝑥)𝑑𝑥
0
1
< 𝑓, 𝑓 >= ∫ (3𝑥 − 5)2 𝑑𝑥
0
1
< 𝑓, 𝑓 >= ∫ (9𝑥 2 − 30𝑥 + 25)𝑑𝑥
0
1
9𝑥 3 30𝑥 2 9 30 59
< 𝑓, 𝑓 >= [ − + 25𝑥] = − + 25 =
3 2 0
3 2 5

2.Find an inner product in the vector space of continuous function 𝑓 (𝑥) = 𝑥 2 + 2𝑥 −


1 and 𝑔(𝑥) = 4𝑥 + 1 𝑎𝑛𝑑 ‖𝑓‖, ‖𝑔‖ .
Solution:
1
< 𝑓, 𝑔 >= ∫ 𝑓 (𝑥)𝑔(𝑥)𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (𝑥 2 + 2𝑥 − 1)(4𝑥 + 1)𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (3𝑥 3 − 5𝑥 2 )𝑑𝑥
0
1
3𝑥 4 5𝑥 3 3 5 −11
< 𝑓, 𝑔 >= [ − ] = − =
4 3 0 4 3 12
1
< 𝑓, 𝑓 >= ∫ 𝑓 (𝑥)𝑓(𝑥)𝑑𝑥
0
1
< 𝑓, 𝑓 >= ∫ (3𝑥 − 5)2 𝑑𝑥
0
1
< 𝑓, 𝑓 >= ∫ (9𝑥 2 − 30𝑥 + 25)𝑑𝑥
0
1
9𝑥 3 30𝑥 2 9 30 59
< 𝑓, 𝑓 >= [ − + 25𝑥] = − + 25 =
3 2 0
3 2 5
1
< 𝑔, 𝑔 >= ∫ 𝑔(𝑥)𝑔(𝑥)𝑑𝑥
0
1
< 𝑔, 𝑔 >= ∫ (4𝑥 + 1)2 𝑑𝑥
0
1
< 𝑔, 𝑔 >= ∫ (16𝑥 2 + 8𝑥 + 1)𝑑𝑥
0
1
16𝑥 3 8𝑥 2 16 7
< 𝑔, 𝑔 >= [ − + 𝑥] = −4+1=
3 2 0
3 3

3.Find an inner product in the vector space of continuous function 𝑓 (𝑥) = 𝑥 3 + 2𝑥 −


1 and 𝑔(𝑥) = 3𝑥 2 − 4𝑥 + 2 𝑎𝑛𝑑 ‖𝑔‖ .
Solution:
1
< 𝑓, 𝑔 >= ∫ 𝑓 (𝑥)𝑔(𝑥)𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (𝑥 3 + 2𝑥 − 1)(3𝑥 2 − 4𝑥 + 2)𝑑𝑥
0
1
< 𝑓, 𝑔 >= ∫ (3𝑥 5 − 4𝑥 4 + 8𝑥 3 − 11𝑥 2 + 8𝑥 − 2)𝑑𝑥
0
1
3𝑥 6 4𝑥 5 8𝑥 4 11𝑥 3 8𝑥 2
< 𝑓, 𝑔 >= [ − + − + − 2𝑥]
6 5 4 3 2 0

3 4 8 11 8 1
= − + − + −2=
6 5 4 3 2 30
1
< 𝑔, 𝑔 >= ∫ 𝑔(𝑥)𝑔(𝑥)𝑑𝑥
0
1
< 𝑔, 𝑔 >= ∫ (3𝑥 2 − 4𝑥 + 2)2 𝑑𝑥
0
1
< 𝑔, 𝑔 >= ∫ (9𝑥 4 + 16𝑥 2 + 4 − 24𝑥 3 − 12𝑥 2 − 16𝑥)𝑑𝑥
0
1
9𝑥 5 16𝑥 3 24𝑥 4 12𝑥 3 16𝑥 2 9 16
< 𝑔, 𝑔 >= [ + + 4𝑥 − − − ] = + +4−6−4−8
5 3 4 3 2 0 5 3
−103
=
15

4.Show that an inner product in the vector space of continuous function


{1 + 𝑥, 𝑥 − 𝑥 2 } are orthogonal in [-2,2].
Solution:
2
< 𝑓, 𝑔 >= ∫ 𝑓 (𝑥)𝑔(𝑥)𝑑𝑥
−2
2
< 𝑓, 𝑔 >= ∫ (1 + 𝑥)(𝑥 − 𝑥 2 )𝑑𝑥
−2
2
< 𝑓, 𝑔 >= ∫ (1 − 𝑥 2 + 𝑥 2 − 𝑥 3 )𝑑𝑥
−2
2
< 𝑓, 𝑔 >= ∫ (1 − 𝑥 3 )𝑑𝑥
−2

2
𝑥4
< 𝑓, 𝑔 >= [𝑥 − ]
4 −2

= 2 − 2 − (4 − 4) = 0
< 𝑓, 𝑔 >= 0 ℎ𝑒𝑛𝑐𝑒 𝑓 𝑎𝑛𝑑 𝑔 𝑎𝑟𝑒 𝑝𝑒𝑟𝑝𝑒𝑛𝑑𝑖𝑐𝑢𝑙𝑎𝑟 𝑜𝑟 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

Definition:
𝑣.𝑢
The projection of a vector v onto the vector u in 𝑅𝑛 is denoted by 𝑝𝑟𝑜𝑗𝑢𝑣 = 𝑢
𝑢.𝑢
1.Determine the projection of the vector v onto the vector u ,where v=(7,4), u=(1,2)
Solution:
𝑣. 𝑢
𝑝𝑟𝑜𝑗𝑢𝑣 = 𝑢
𝑢. 𝑢
(7,4). (1,2)
𝑝𝑟𝑜𝑗𝑢𝑣 = (1,2)
(1,2). (1,2)
7+8
𝑝𝑟𝑜𝑗𝑢𝑣 = (1,2)
1+4
15
𝑝𝑟𝑜𝑗𝑢𝑣 = (1,2) = (3,6)
5

2.Determine the projection of the vector v onto the vector u , where v=(1,2,3,0), u=(1,-
1,2,3)
Solution:
𝑣. 𝑢
𝑝𝑟𝑜𝑗𝑢𝑣 = 𝑢
𝑢. 𝑢
(1,2,3,0). (1, −1,2,3)
𝑝𝑟𝑜𝑗𝑢𝑣 = (1, −1,2,3)
(1, −1,2,3). (1, −1,2,3)
1−2+6+0
𝑝𝑟𝑜𝑗𝑢𝑣 = (1, −1,2,3)
1+1+4+9
5
𝑝𝑟𝑜𝑗𝑢𝑣 = (1, −1,2,3)
15
1
𝑝𝑟𝑜𝑗𝑢𝑣 = (1, −1,2,3)
3

Orthogonal sets and Bases:

𝑆 = {𝑢1 , 𝑢2 , 𝑢3 , … … 𝑢𝑛 } of non-zero vectors in an inner product space V, S is called


Orthogonal if each pair of vectors in S are orthogonal & S is orthonormal if S is
orthogonal and each vector in S has unit length.

i) 𝑂𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙 < 𝑢𝑖 , 𝑢𝑗 > = 0 𝑓𝑜𝑟 𝑖 ≠ 𝑗


0 𝑓𝑜𝑟 𝑖 ≠ 𝑗
ii) 𝑂𝑟𝑡ℎ𝑜𝑛𝑜𝑟𝑚𝑎𝑙 < 𝑢𝑖 , 𝑢𝑗 >= {
1 𝑓𝑜𝑟 𝑖 = 𝑗

3 4 4 −3
Show that the set {(1,0,0), (0, , ) , (0, , )} 𝑖𝑠 𝑜𝑟𝑡ℎ𝑜𝑛𝑜𝑟𝑚𝑎𝑙.
5 5 5 5

Solution:
3 4 4 −3
𝐿𝑒𝑡 𝑢 = (1,0,0), 𝑣 = (0, , ) , 𝑤 = (0, , )
5 5 5 5
3 4
𝑢. 𝑣 = (1,0,0). (0, , ) = 0
5 5
3 4 4 −3 12 12
𝑣. 𝑤 = (0, , ) . (0, , ) = − =0
5 5 5 5 25 25
4 −3
𝑢. 𝑤 = (1,0,0). (0, , ) = 0
5 5
The given set of vectors are orthogonal.

9 16 16 9
‖𝑢‖ = √1 + 0 + 0 = 1 ‖𝑣 ‖ = √0 + + =1 ‖𝑤‖ = √0 + + =1
25 25 25 25

Gram-Schmidt orthogonalization process


Let {𝑣1 , 𝑣2 , 𝑣3, … … 𝑣𝑛 } be a basis for a vector space V. The set of vectors
{𝑢1 , 𝑢2, … … 𝑢𝑛 } defined as is Orthogonal. To obtain orthonormal basis for V,
normalize each of the vectors 𝑢1 , 𝑢2, … … 𝑢𝑛 .
𝑢1= 𝑣1
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣 𝑣
𝑢3 = 𝑣3 − 𝑝𝑟𝑜𝑗𝑢13 − 𝑝𝑟𝑜𝑗𝑢23

And so on .
Problem1:
The set {(1,2,0,3), (4,0,5,8), (8,1,5,6)} is L.I in 𝑅4 . The vectors from a basis for a 3-
dimensional subspace V of 𝑅4 . Construct an orthonormal basis for V.
Solution:
𝑣1 = (1,2,0,3), 𝑣2 = (4,0,5,8), 𝑣3 = (8,1,5,6)
𝑢1 = 𝑣1 = (1,2,0,3)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1

(4,0,5,8). (1,2,0,3)
𝑢2 = (4,0,5,8) − (1,2,0,3)
(1,2,0,3). (1,2,0,3)
4 + 0 + 0 + 24
𝑢2 = (4,0,5,8) − (1,2,0,3)
1+4+0+9
28
𝑢2 = (4,0,5,8) − (1,2,0,3)
14
𝑢2 = (4,0,5,8) − 2(1,2,0,3)
𝑢2 = (4,0,5,8) − 2(1,2,0,3) = (2, −4,5,2)

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(8,1,5,6). (1,2,0,3) (8,1,5,6). (2, −4,5,2)


𝑢3 = (8,1,5,6) − (1,2,0,3) − (2, −4,5,2)
(1,2,0,3). (1,2,0,3) (2, −4,5,2). (2, −4,5,2)
8 + 2 + 0 + 18 16 − 4 + 25 + 12
𝑢3 = (8,1,5,6) − (1,2,0,3) − (2, −4,5,2)
1+4+0+9 4 + 16 + 25 + 4
𝑢3 = (8,1,5,6) − 2(1,2,0,3) − (2, −4,5,2)
𝑢3 = (4,1,0, −2)

𝑢1 = (1,2,0,3), 𝑢2 = (2, −4,5,2), 𝑢3 = (4,1,0, −2)


𝑢1 . 𝑢2 = (1,2,0,3). (2, −4,5,2) = 2 − 8 + 0 + 6 = 0
𝑢2 . 𝑢3 = (2, −4,5,2). (4,1,0, −2) = 8 − 4 + 0 − 4 = 0
𝑢1. 𝑢3 = (1,2,0,3). (4,1,0, −2) = 4 + 2 + 0 − 6 = 0
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.
𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

(1,2,0,3) (2, −4,5,2) (4,1,0, −2)


={ , , }
√1 + 4 + 0 + 9 √4 + 16 + 25 + 4 √16 + 1 + 0 + 4
(1,2,0,3) (2, −4,5,2) (4,1,0, −2)
={ , , }
√14 √49 √21
(1,2,0,3) (2, −4,5,2) (4,1,0, −2)
={ , , }
√14 √49 √21

Problem 2:
The set {(3,0,4), (−1,0,7), (2,9,11)} is L.I in 𝑅4 . The vectors from a basis for a 3-
dimensional subspace V of 𝑅4 . Construct an orthonormal basis for V.
Solution:
𝑣1 = (3,0,4), 𝑣2 = (−1,0,7), 𝑣3 = (2,9,11)
𝑢1 = 𝑣1 = (3,0,4)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1

(−1,0,7). (3,0,4)
𝑢2 = (−1,0,7) − (3,0,4)
(3,0,4). (3,0,4)
−3 + 0 + 28
𝑢2 = (−1,0,7) − (3,0,4)
9 + 0 + 16
25
𝑢2 = (−1,0,7) − (3,0,4)
25
𝑢2 = (−1,0,7) − (3,0,4)
𝑢2 = (−4,0,3)

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2
(2,9,11). (3,0,4) (2,9,11). (−4,0,3)
𝑢3 = (2,9,11) − (3,0,4) − (−4,0,3)
(3,0,4). (3,0,4) (−4,0,3). (−4,0,3)
6 + 0 + 44 −8 + 0 + 33
𝑢3 = (2,9,11) − (3,0,4) − (−4,0,3)
9 + 0 + 16 16 + 0 + 9
𝑢3 = (2,9,11) − 2(3,0,4) − (−4,0,3)
𝑢3 = (2,9,11) − (6,0,8) − (−4,0,3)
𝑢3 = (0,9,0)
Show that 𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙
−24 18
𝑢1 = (3,0,4), 𝑢2 = (−4,0,3), 𝑢3 = ( , 9, )
5 5
𝑢1 . 𝑢2 = (3,0,4). (−4,0,3) = −12 + 0 + 12 = 0
𝑢2 . 𝑢3 = (−4,0,3). (0,9,0) = 0
𝑢1. 𝑢3 = (3,0,4). (0,9,0) = 0
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

(3,0,4) (−4,0,3) (0,9,0)


={ , , }
√9 + 0 + 16 √16 + 0 + 9 √81
(3,0,4) (−4,0,3) (0,9,0)
={ , , }
5 5 9

Problem 3:
The set {(1,1,1), (2,0,1), (2,4,5)} is L.I in 𝑅 4 . The vectors from a basis for a 3-
dimensional subspace V of 𝑅4 . Construct an orthonormal basis for V.
Solution:
𝑣1 = (1,1,1), 𝑣2 = (2,0,1), 𝑣3 = (2,45)
𝑢1 = 𝑣1 = (1,1,1)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(1,1,1). (2,0,1)
𝑢2 = (2,0,1) − (1,1,1)
(1,1,1). (1,1,1)
2+0+1
𝑢2 = (2,0,1) − (1,1,1)
1+1+1
𝑢2 = (2,0,1) − (1,1,1)
𝑢2 = (1, −1,0))

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(2,4,5). (1,1,1) (2,4,5). (1, −1,0)


𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
(1,1,1). (1,1,1) (1, −1,0). (1, −1,0)
2+4+5 2−4+0
𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
1+1+1 1+1+0
11 2
𝑢3 = (2,4,5) − (1,1,1) + (1, −1,0)
3 2
11
𝑢3 = (3,3,5) − (1,1,1)
3
(−2, −2,4)
𝑢3 =
3
Show that 𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

−2 −2 4
𝑢1 = (1,1,1), 𝑢2 = (1, −1,0), 𝑢3 = ( , , )
3 3 3
𝑢1 . 𝑢2 = (1,1,1). (1, −1,0) = 1 − 1 + 0 = 0
−2 −2 4 2 2
𝑢2 . 𝑢3 = (1, −1,0). ( , , ) = (− + + 0) = 0
3 3 3 3 3
−2 2 4 −2 2 4
𝑢1. 𝑢3 = (1,1,1). ( , − , ) = ( − + )=0
3 3 3 3 3 3
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

−2 2 4
(1,1,1) (1, −1,0) ( 3 , − 3 , 3)
={ , , }
√3 √1 + 1 + 0 24

9
(1,1,1) (1, −1,0) (−1, −1,2)
={ , , }
√3 √1 + 1 + 0 √6

Problem 4:
The set {(1,1,1), (2,0,1), (2,4,5)} is L.I in 𝑅 4 . The vectors from a basis for a 3-
dimensional subspace V of 𝑅4 . Construct an orthonormal basis for V.
Solution:
𝑣1 = (1,1,1), 𝑣2 = (2,0,1), 𝑣3 = (2,45)
𝑢1 = 𝑣1 = (1,1,1)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(1,1,1). (2,0,1)
𝑢2 = (2,0,1) − (1,1,1)
(1,1,1). (1,1,1)
2+0+1
𝑢2 = (2,0,1) − (1,1,1)
1+1+1
𝑢2 = (2,0,1) − (1,1,1)
𝑢2 = (1, −1,0))
𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(2,4,5). (1,1,1) (2,4,5). (1, −1,0)


𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
(1,1,1). (1,1,1) (1, −1,0). (1, −1,0)
2+4+5 2−4+0
𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
1+1+1 1+1+0
11 2
𝑢3 = (2,4,5) − (1,1,1) + (1, −1,0)
3 2
11
𝑢3 = (3,3,5) − (1,1,1)
3
(−2, −2,4)
𝑢3 =
3
Show that 𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

−2 −2 4
𝑢1 = (1,1,1), 𝑢2 = (1, −1,0), 𝑢3 = ( , , )
3 3 3
𝑢1 . 𝑢2 = (1,1,1). (1, −1,0) = 1 − 1 + 0 = 0
−2 −2 4 2 2
𝑢2 . 𝑢3 = (1, −1,0). ( , , ) = (− + + 0) = 0
3 3 3 3 3
−2 2 4 −2 2 4
𝑢1. 𝑢3 = (1,1,1). ( , − , ) = ( − + )=0
3 3 3 3 3 3
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

−2 2 4
(1,1,1) (1, −1,0) ( 3 , − 3 , 3)
={ , , }
√3 √1 + 1 + 0 24

9
(1,1,1) (1, −1,0) (−1, −1,2)
={ , , }
√3 √2 √6

Problem1:
The set {(1,2,0,3), (4,0,5,8), (8,1,5,6)} is L.I in 𝑅4 . Find a QR Factorization of A.
Solution:
𝑣1 = (1,2,0,3), 𝑣2 = (4,0,5,8), 𝑣3 = (8,1,5,6)
𝑢1 = 𝑣1 = (1,2,0,3)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1

(4,0,5,8). (1,2,0,3)
𝑢2 = (4,0,5,8) − (1,2,0,3)
(1,2,0,3). (1,2,0,3)
4 + 0 + 0 + 24
𝑢2 = (4,0,5,8) − (1,2,0,3)
1+4+0+9
28
𝑢2 = (4,0,5,8) − (1,2,0,3)
14
𝑢2 = (4,0,5,8) − 2(1,2,0,3)
𝑢2 = (4,0,5,8) − 2(1,2,0,3) = (2, −4,5,2)

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(8,1,5,6). (1,2,0,3) (8,1,5,6). (2, −4,5,2)


𝑢3 = (8,1,5,6) − (1,2,0,3) − (2, −4,5,2)
(1,2,0,3). (1,2,0,3) (2, −4,5,2). (2, −4,5,2)
8 + 2 + 0 + 18 16 − 4 + 25 + 12
𝑢3 = (8,1,5,6) − (1,2,0,3) − (2, −4,5,2)
1+4+0+9 4 + 16 + 25 + 4
𝑢3 = (8,1,5,6) − 2(1,2,0,3) − (2, −4,5,2)
𝑢3 = (4,1,0, −2)

𝑢1 = (1,2,0,3), 𝑢2 = (2, −4,5,2), 𝑢3 = (4,1,0, −2)


𝑢1 . 𝑢2 = (1,2,0,3). (2, −4,5,2) = 2 − 8 + 0 + 6 = 0
𝑢2 . 𝑢3 = (2, −4,5,2). (4,1,0, −2) = 8 − 4 + 0 − 4 = 0
𝑢1. 𝑢3 = (1,2,0,3). (4,1,0, −2) = 4 + 2 + 0 − 6 = 0
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

(1,2,0,3) (2, −4,5,2) (4,1,0, −2)


={ , , }
√1 + 4 + 0 + 9 √4 + 16 + 25 + 4 √16 + 1 + 0 + 4
(1,2,0,3) (2, −4,5,2) (4,1,0, −2)
={ , , }
√14 √49 √21
(1,2,0,3) (2, −4,5,2) (4,1,0, −2)
={ , , }
√14 √49 √21

1 2 4
√14 7 √21
2 −4 1
𝑄 = √14 7 √21
5
0 0
3 7 −2
2
[√14 7
√21]

𝐴 = 𝑄𝑅

𝑅 = 𝑄𝑡 𝐴
1 2 3
0
√14 7 √14 1 4 8
2 −4 5 2
𝑅= [2 0 1]
√14 7 7 7 0 5 5
4 1 −2 3 8 6
0
[√21 √21 √21]
14 28 28
√14 √14 √14
𝑅= 0 7 7
21
0 0
[ √21]
1 2 4
√14 7 √21 14 28 28
2 −4 1 1 4 8
√14 √14 √14
𝑄𝑅 = √14 7 √21 0 2 0 1] = 𝐴
7 7 =[
5 0 5 5
0 0 21
0 0 3 8 6
3 7 −2 [ √21 ]
2
[√14 7
√21]

Problem 2:
1 2 2
The set {[1 0 4]} is L.I in 𝑅3 . Find a QR Factorization of A.
1 1 5
Solution:
𝑣1 = (1,1,1), 𝑣2 = (2,0,1), 𝑣3 = (2,45)
𝑢1 = 𝑣1 = (1,1,1)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(1,1,1). (2,0,1)
𝑢2 = (2,0,1) − (1,1,1)
(1,1,1). (1,1,1)
2+0+1
𝑢2 = (2,0,1) − (1,1,1)
1+1+1
𝑢2 = (2,0,1) − (1,1,1)
𝑢2 = (1, −1,0))

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(2,4,5). (1,1,1) (2,4,5). (1, −1,0)


𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
(1,1,1). (1,1,1) (1, −1,0). (1, −1,0)
2+4+5 2−4+0
𝑢3 = (2,4,5) − (1,1,1) − (1, −1,0)
1+1+1 1+1+0
11 2
𝑢3 = (2,4,5) − (1,1,1) + (1, −1,0)
3 2
11
𝑢3 = (3,3,5) − (1,1,1)
3
(−2, −2,4)
𝑢3 =
3
Show that 𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

−2 −2 4
𝑢1 = (1,1,1), 𝑢2 = (1, −1,0), 𝑢3 = ( , , )
3 3 3
𝑢1 . 𝑢2 = (1,1,1). (1, −1,0) = 1 − 1 + 0 = 0
−2 −2 4 2 2
𝑢2 . 𝑢3 = (1, −1,0). ( , , ) = (− + + 0) = 0
3 3 3 3 3
−2 2 4 −2 2 4
𝑢1. 𝑢3 = (1,1,1). ( , − , ) = ( − + )=0
3 3 3 3 3 3
𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

−2 2 4
(1,1,1) (1, −1,0) ( 3 , − 3 , 3)
={ , , }
√3 √1 + 1 + 0 24

9
(1,1,1) (1, −1,0) (−1, −1,2)
={ , , }
√3 √2 √6

1 1 −1
√3 √2 √6
1 −1 −1
𝑄=
√3 √2 √6
1 2
0
[ √3 √6 ]
𝐴 = 𝑄𝑅
𝑅 = 𝑄𝑡 𝐴
1 1 1
√3 √3 √3
1 −1 1 2 2
𝑅= 0 [1 0 4]
√2 √2 1 1 5
−1 −1 2
[ √6 √6 √6 ]
3 3 11
√3 √3 √3
2 −2
𝑅= 0
√2 √2
4
0 0
[ √6 ]
11
√3 √3
√3
𝑅= 0 √2 −√2
4
0 0
[ √6 ]

1 1 −1
11
√3 √2 √6 √3 √3
1 −1 −1 √3 1 2 2
𝑄𝑅 = 0 √2 −√2 = [1 0 4] = 𝐴
√3 √2 √6 4 1 1 5
1 2 0 0
0 [ √6 ]
[ √3 √6 ]

Problem: 3
3 1 5
The set {[2 5 −1]} is L.I in 𝑅3 . Find a QR Factorization of A.
0 −1 2
Solution:
𝑣1 = (3,2,0), 𝑣2 = (1,5, −1), 𝑣3 = (5, −1,2)
𝑢1 = 𝑣1 = (3,2,0)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(1,5, −1). (3,2,0)
𝑢2 = (1,5, −1) − (3,2,0)
(3,2,0). (3,2,0)
3 + 10 + 0
𝑢2 = (1,5, −1) − (3,2,0)
9+4+0
𝑢2 = (1,5, −1) − (3,2,0)
𝑢2 = (−2,3, −1)

𝑣3 . 𝑢1 𝑣3 . 𝑢2
𝑢3 = 𝑣3 − 𝑢1 − 𝑢
𝑢1 . 𝑢1 𝑢2 . 𝑢2 2

(5, −1,2). (3,2,0) (5, −1,2). (−2,3, −1)


𝑢3 = (5, −1,2) − (3,2,0) − (−2,3, −1)
(3,2,0). (3,2,0) (−2,3, −1). (−2,3, −1)
15 − 2 + 0 −10 − 3 − 2
𝑢3 = (5, −1,2) − (3,2,0) − (−2,3, −1)
9+4+0 4+9+1
−15
𝑢3 = (5, −1,2) − 1(3,2,0) + (−2,3, −1)
14
−1 3 13
𝑢3 = ( , , )
7 14 14
Show that 𝑢1 , 𝑢2 , 𝑢3 𝑎𝑟𝑒 𝑜𝑟𝑡ℎ𝑜𝑔𝑜𝑛𝑎𝑙.

−1 3 13
𝑢1 = (3,2,0), 𝑢2 = (−2,3, −1), 𝑢3 = ( , , )
7 14 14

𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3

(3,2,0) (−2,3, −1) −2 3 13


={ , ,( , , )}
√13 √14 √182 √182 √182
3 −2 −2
√13 √14 7
2 3 3
𝑄=
√13 √14 √182
−1 13
0
[ √14 √182]
𝐴 = 𝑄𝑅

𝑅 = 𝑄𝑡 𝐴
3 2
0
√13 √13
−2 3 −1 3 1 5
𝑅= [2 5 −1]
√14 √14 √14 0 −1 2
−2 3 13
[ 7 √182 √182]
13 13 13
√13 √13 √13
14 −15
𝑅= 0
√14 √14
13
0 0
[ √182]
3 −2 −2 13 13 13
√13 √14 7 √13 √13 √13
2 3 3 14 −15 3 1 5
𝐴 = 𝑄𝑅 = 0 = [[2 5 −1]]
√13 √14 √182 √14 √14 0 −1 2
−1 13 13
0 0 0
[ √14 √182] [ √182]

Least Square Solution Method


QR Factorization method
Let AX=b
𝑥̂ = 𝑅−1 𝑄𝑇 𝑏
Problem: 1
4 0 2
Find the Least Square solution AX=B for The set 𝐴 = [0 2] 𝑎𝑛𝑑 𝐵 = [0].
1 1 1
Solution:
𝑣1 = (4,0,1), 𝑣2 = (0,2,1)
𝑢1 = 𝑣1 = (4,0,1)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(0,2,1). (4,0,1)
𝑢2 = (0,2,1) − (0,2,1)
(0,2,1). (0,2,1)
0+0+1
𝑢2 = (0,2,1) − (0,2,1)
0+4+1
1
𝑢2 = (0,2,1) − (0,2,1)
5
8 4
𝑢2 = (0, , )
5 5

𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖}
1 2

8 4
(4,0,1) √5 (0, 5 , 5)
={ , }
√17 4
(4,0,1) 2 1
={ , √5 (0, , )}
√17 5 5
4
0
√17
2
𝑄= 0
√5
1 1
[√17 √5]
𝐴 = 𝑄𝑅
𝑅 = 𝑄𝑡 𝐴
4 1
0 4 0
𝑅 = √17 √17 [[
0 2]]
2 1
0 1 1
[ √5 √5 ]
1
√17
𝑅= √17
1
√5
[ √5 ]
0.2454 −0.026
𝑅−1 = [ ]
−0.049 0.4525
𝑥̂ = 𝑅−1 𝑄𝑇 𝑏
2
0.2454 −0.026 0.9701 0 0.2425
𝑥̂ = [ ][ ] [0]
−0.049 0.4525 0 0.8944 2.2361
1

0.4762
𝑥̂ = [ ]
0.9047

Problem: 2
3 −6 −1
Find the Least Square solution AX=B for The set 𝐴 = [4 −8 ] 𝑎𝑛𝑑 𝐵 = [ 7 ].
0 1 2
Solution:
𝑣1 = (3,4,0), 𝑣2 = (−6, −8,1)
𝑢1 = 𝑣1 = (3,4,0)
𝑣
𝑢2 = 𝑣2 − 𝑝𝑟𝑜𝑗𝑢12
𝑣2 . 𝑢1
𝑢2 = 𝑣2 − 𝑢
𝑢1 . 𝑢1 1
(3,4,0). (−6, −8,1)
𝑢2 = (−6, −8,1) − (3,4,0)
(3,4,0). (3,4,0)
(−18 − 32)
𝑢2 = (−6, −8,1) − (3,4,0)
25
𝑢2 = (−6, −8,1) + 2(3,4,0)
𝑢2 = (0,0,1)

𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖}
1 2

(3,4,0) 1(0,0,1)
={ , }
25 1
3
0
25
𝑄= 4
0
25
[0 1]
𝐴 = 𝑄𝑅

𝑅 = 𝑄𝑡 𝐴

3 4 3 −6
𝑅 = [25 25 0] [[4 −8]]
0 0 1 0 1
1 −2
𝑅=[ ]
0 1
1 2
𝑅 −1 = [ ]
0 1
𝑥̂ = 𝑅 −1 𝑄 𝑇 𝑏
3 4 −1
1 2 0] [ 7 ]
𝑥̂ = [ ] [25 25
0 1
0 0 1 2

5
𝑥̂ = [ ]
2

Problem 3:
0 1 6
Find the Least Square solution AX=B for The set 𝐴 = [1 1 ] 𝑎𝑛𝑑 𝐵 = [ 0].
2 1 0
Solution:
0 1
0 1 2
𝐴𝑇 𝐴 = [ ] [[1 1]]
1 1 1
2 1
5 3
𝐴𝑇 𝐴 = [ ]
3 3
1 3 −3
(𝐴𝑇 𝐴)−1 = [ ]
6 −3 5

𝑥̂ = (𝐴𝑇 𝐴)−1 𝐴𝑇 𝑏

1 3 −3 0 1 2
6
𝑥̂ = [ ][ ] [ 0]
6 −3 5 1 1 1
0
1 3 −3 0
𝑥̂ = [ ][ ]
6 −3 5 6
−3
𝑥̂ = [ ]
5
MODULE 5;-OPTIMIZATION TECHNIQUES IN LINEAR ALGEBRA

What is Diagonalization?

A matrix A is said to be diagonalizable if it can be expressed in the form:

D=PAP-1

where:

 D is a diagonal matrix (with eigenvalues of A on the diagonal),


 P is an invertible matrix (with the corresponding eigenvectors of A as columns), and
 P is the inverse of matrix P.

Steps for Diagonalization

1. Find the Eigenvalues:


o Compute the characteristic polynomial

det(A−λI)=0 to find the eigenvalues λ\lambda.

2. Find the Eigenvectors:


o For each eigenvalue λ\lambda solve the equation (A−λI)v=0 to find the
eigenvectors.
3. Form the Matrix P:
o Construct the matrix P using the eigenvectors as columns.
4. Form the Matrix D:
o Construct the diagonal matrix D with the corresponding eigenvalues on the
diagonal.
5. Verify:

Ensure that PPP is invertible (its eigenvectors must be linearly independent), and check that
A=PDP-1

PROBLEMS:_

1. Diagonalize the matrix A=[ ] and henc find A4

SOLUTION:-

| A−λI|=0

det(A−λI)=0
| |=0

Characteristic equations

-Pλ+|A|=0

-3λ+2 =0

Eigen values are , λ=1 , λ=2

1)Find Eigen vector:- λ=1

| |=0

| |=0

2x +3y=0

2x=-3y

Put y=k

K=1

X=3/2

And y=1

Eigen vectors are X1 =[ ]

2)Find Eigen vector:- λ=2

| |

| |=0

-3x+3y=0

3x=3y

x=y

y=k

k=1

x=1
y=1

Eigen vectors are X2 =[ ]

P=[ ]

Adj P= [ ]

P-1 =

P-1 = [ ]

D=PAP-1
D=[ ][ ][ ]

D=[ ]

A is diagonalizable.

Ak=P Dk P-1

A4=P D4 P-1

A4=[ ][ ][ ]

A4 =[ ]

Orthogonally Diagonalizable Matrices

Definition: A matrix A is said to be orthogonally diagonalizable if there exists an orthogonal


matrix U and a diagonal matrix D such that

D=UAUT
Problems

1. Orthogonally Diagonalize the matrix A=[ ]

SOLUTION:-

| A−λI|=0

det(A−λI)=0

| |=0

Characteristic equations

-Pλ+|A|=0

-3λ+2 =0

Eigen values are , λ=1 , λ=2

1)Find Eigen vector:- λ=1

| |=0

| |=0

2x +3y=0

2x=-3y

Put y=k

K=1

X=3/2

And y=1

Eigen vectors are X1 =[ ]

2)Find Eigen vector:- λ=2


| |

| |=0

-3x+3y=0

3x=3y

x=y

y=k

k=1

x=1

y=1

Eigen vectors are X2 =[ ]

Find Norm:-

[ ]
X11=

[ ]
X21=

X11= [ ]

X21= [ ]

U= [ ]

UT=[ ]
D=UAUT

D=[ ][ ] [ ]

D=[ ]

A is orthogonally diagonalizable.

Diagonalize Symmetric Matrix

Diagonalizing a symmetric matrix involves finding a diagonal matrix and an orthogonal matrix such
that the original matrix can be expressed as the product of these matrices. This is a useful technique in
linear algebra and has applications in various fields, including physics, engineering, and computer
science.

Key Concepts

1. Symmetric Matrix: A square matrix A is symmetric if AT=A, where AT is the


transpose of A.
2. Diagonalization: A matrix A is diagonalizable if there exists an invertible matrix P
and a diagonal matrix D such that:

A=PDP-1

For symmetric matrices, P can be chosen to be an orthogonal matrix, which simplifies


the problem.

3. Orthogonal Matrix: An orthogonal matrix P is one where PT=P-1. For symmetric


matrices, the diagonalization can be done with P being orthogonal, so:

A=PDPT

Here, PT=P-1 , making the calculation more straightforward.

4. Eigenvalues and Eigenvectors: To diagonalize a matrix A, you need to find its


eigenvalues and eigenvectors. For symmetric matrices:
o The eigenvalues are real.
o The eigenvectors corresponding to distinct eigenvalues are orthogonal.

Steps to Diagonalize a Symmetric Matrix

1. Find Eigenvalues: Solve the characteristic polynomial det(A−λI)=0 to find the


eigenvalues λ.
2. Find Eigenvectors: For each eigenvalue λ, solve the equation (A−λI)v=0 to find the
corresponding eigenvectors.
3. Form Matrix P: Construct the matrix P using the normalized eigenvectors as
columns. For symmetric matrices, these eigenvectors can be chosen to be
orthonormal.
4. Form Diagonal Matrix D: Place the eigenvalues on the diagonal of D in the same
order as the corresponding eigenvectors in P.
T
Verify: Check that A=PDP holds true.

Problems:-
1.diagonalize the symmetric matrix: A=[ ]

| A−λI|=0

det(A−λI)=0

| |=0

Characteristic equations

-Pλ+|A|=0

-7λ+11 =0

Eigen values are , λ=5 , λ=2

1)Find Eigen vector:- λ=2

| |=0

| |=0

Eigen vectors are X1 =[ ]

2)Find Eigen vector:- λ=5

| |
| |=0

Eigen vectors are X2 =[ ]

Find Norm:-

X11 =[ ]

X12 =[ ]

Form Matrix P

p=[ ]

D=[ ]

A=PDPT

A=[ ][ ][ ]

A=[ ]

A is symmetric Matrix

Singular Value Decomposition (SVD)

Definition

Given a matrix A of size m×n , the Singular Value Decomposition (SVD) is a factorization of
A into three matrices:

A=UΣVT

where:

 U is an m×m orthogonal matrix (left singular vectors).


 Σ is an m×n diagonal matrix with non-negative real numbers on the diagonal (singular
values).
 VT is an n×n orthogonal matrix (right singular vectors).

Properties

1. Orthogonality:
o The columns of Uare orthonormal.
o The columns of V are orthonormal.
o UT U=Im and VT V=In , wher e Im and In are identity matrices.
2. Singular Values:
o The diagonal elements of Σ are called singular values of A.
o Singular values are non-negative and typically arranged in descending order.
3. Reconstruction:

The original matrix A can be reconstructed from U, Σ, and V using A=UΣVT .

4. Rank:
o The rank of A is equal to the number of non-zero singular values in Σ.

Steps to Compute SVD

1. Compute Eigenvalues and Eigenvectors:


o Compute AT and find its eigenvalues and eigenvectors. The eigenvectors form the
columns of V, and the square roots of the eigenvalues give the singular values.
o Compute AT and find its eigenvalues and eigenvectors. The eigenvectors form the
columns of U.
2. Form Σ:
o Arrange the singular values on the diagonal of Σ. Fill the remaining entries with
zeros.
3. Form Uand V:
o Normalize the eigenvectors of AT to get U.
o Normalize the eigenvectors of AT to get V.

PROBLEMS :-

1)Find the singular value decomposition of A, A= [ ]

Solution:-

A= [ ] AT=[ ]

AT A =[ ]

| A−λI|=0
det(A−λI)=0

| |=0

Characteristic equations

-Pλ+|A|=0

-18λ+0 =0

Eigen values are , λ=18 , λ=0

1)Find Eigen vector:- λ=0

| |=0

| |=0

Eigen vectors are X1 =[ ]

2)Find Eigen vector:- λ=18

| |

Eigen vectors are X2 =[ ]

Find Norm:-

X11 =[ ]

X12 =[ ]

Form Matrix V

V=[ ] VT=[ ]

Find diagonals :-
[ ]=[ ]

AAT = [ ][ ]

AAT =[ ]

Characteristic equation

- |A|=0

- 0=0

Eigen values:-

Eigen vectors are X1 =[ ]

Eigen vectors are X2 =[ ]

Find Norm:-

X11 =[ ]

X12 =[ ]
U= [ ]

A=UΣVT

A= [ ][ ]

[ ]

A= [ ]

Qudratic Forms

Definition

A quadratic form in n variables is a polynomial expression of the form: Q(x)=xTAx ,where


x is an n-dimensional column vector, and A is an n×n symmetric matrix.

2. Matrix Representation

Given a symmetric matrix A, the quadratic form can be written as: Q(x)=∑ ∑
where are the entries of matrix A and , are the components of vector x

3. Properties of Symmetric Matrices

For quadratic forms, the matrix AAA is always symmetric (i.e., A=AT). This ensures that the
quadratic form is well-defined and that certain properties hold:

 Eigenvalues and Eigenvectors: Symmetric matrices have real eigenvalues and


orthogonal eigenvectors.
 Positive Definiteness: The quadratic form Q(x) is positive definite if A is positive
definite, meaning xTAx >0 for all non-zero x.

4. Classification

 Positive Definite: Q(x)>0 for all x≠0.


 Negative Definite: Q(x)<0 for all x≠0.
 Positive Semidefinite: Q(x)≥0 for all x.
 Negative Semidefinite: Q(x)≤0 for all x.
 Indefinite: The quadratic form can take both positive and negative values.
5. Diagonalization

A symmetric matrix A can be diagonalized using an orthogonal matrix P: A=PDPT, where D


is a diagonal matrix containing the eigenvalues of A. Thus, the quadratic form can be written
as: Q(x)= xTAx.

6. Applications

 Optimization: Quadratic forms appear in optimization problems, such as quadratic


programming.
 Statistics: They are used in variance and covariance analysis.
 Geometry: Quadratic forms describe conic sections and quadratic surfaces.

Problems:-

1) Convert the Quadratic form Q(x)= in to quadratic form with No-cross


product form

A =[ ]

| A−λI|=0

det(A−λI)=0

| |=0

Characteristic equations

-Pλ+|A|=0

+4λ-21 =0

Eigen values are , λ=-7 , λ=3

1)Find Eigen vector:- λ=3

| |=0

| |=0

Eigen vectors are X1 =[ ]


2)Find Eigen vector:- λ=-7

| |

Eigen vectors are X2 =[ ]

Find Norm:-

X11 =[ ]

X12 =[ ]

Form Matrix U

U=[ ] UT=[ ]

D=UAUT

D=[ ][ ][ ]

D=[ ]

QUADRATIC FORM

Q(x)= xTDx.

Q(X) +

Q(X) +

Principal Component Analysis (PCA)

1. Overview

 PCA is a dimensionality reduction technique used to reduce the number of variables


in a dataset while preserving as much information as possible.
 It transforms the data into a new coordinate system such that the greatest variance by
any projection of the data comes to lie on the first coordinate (principal component),
the second greatest variance on the second coordinate, and so on.

Applications

 PCA is widely used for data visualization, noise reduction, feature extraction, and
data compression.

Problems

1.Using PCA, Reduce the dimension for the following data

Feature Exp-1 Exp-2 Exp-3 Exp-4


X1 4 8 13 7
X2 11 4 5 14

Find Mean:- ( ̅̅̅

̅̅̅ =8

̅̅̅ =8.5

Cov(x1, x1 )= =14

Cov(x2, x2 )= =23

Cov(x1, x2 )=

Cov(x1, x2 ) =-11

Cov(x2, x1 ) =-11

A =[ ]

A =[ ]

| A−λI|=0
det(A−λI)=0

| |=0

Characteristic equations

-Pλ+|A|=0

+37λ+201 =0

Eigen values are , λ=30.38, λ=6.62

1)Find Eigen vector:- λ=30.38

| |=0

Eigen vectors are X1 =[ ]

2)Find Eigen vector:- λ=6.62

Eigen vectors are X2 =[ ]

Find Norm:-

X11 =[ ]

X12 =[ ]

FIND ( I1):-

I1 =[ -0.56 ,0.83] [ ]

I1=4.32

I2 =[ -0.56 ,0.83] [ ]

I2=-3.7
I3 =[ -0.56 ,0.83] [ ]

I3=-3.7

I4 =[ -0.56 ,0.83] [ ]

I4=-3.1

You might also like