Linear Algebra Notes
Linear Algebra Notes
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 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
𝑅3 → 𝑅3 − 𝑅2 , 𝑅4 → 𝑅4 − 𝑅2
1 0 1 1
0 1 −3 −1
𝐴~ [ ]
0 0 0 0
0 0 0 0
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
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:
Solution: -
The set of vectors can be written using column matrix
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
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
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
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
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)
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:
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:
Solution:
𝑥−𝑦 =0
𝑥 − 2𝑦 = 0
1 −1 𝑥 𝑎
[ ] [𝑦] = [ ]
1 −2 𝑏
R2= R2-R1
1 −1 𝑥 𝑎
[ ] [𝑦 ] = [ ]
0 1 𝑎 − 𝑏
𝑦 =𝑎−𝑏
Sub 𝑦 = 𝑎 − 𝑏
𝑥 − (𝑎 − 𝑏) = 𝑎
𝑥 =𝑎+𝑎−𝑏
𝑥 = 2𝑎 − 𝑏
𝐹 −1 (𝑥, 𝑦) = (2𝑥 − 𝑦, 𝑥 − 𝑦)
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
Example:1
Solution:
Example:2
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:
Example:4
Solution:
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)
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
Solution:
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
−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
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
(1-)[4 − 6 + 2 ] + 2 + − 40 + 4 = 0
−3 + 72 + 0 + 36 = 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:
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:
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
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 of𝑖
iv) The number of 𝐽𝑖𝑗 of each possible order is uniquely determined by T.
Problems:
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.
2 1 [2], 5 1
c) 𝑑𝑖𝑎𝑔 [[ ], [ ]] 𝑚(𝑡) = (𝑡 − 2)2 (𝑡 − 5)2
0 2 0 5
5 1
e) 𝑑𝑖𝑎𝑔 [[2], [2], [2], [ ]] 𝑚(𝑡) = (𝑡 − 5)2 (𝑡 − 2)
0 5
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 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
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 .
The sum of the orders of the companion matrices must be add upto 7.
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
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.
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.
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.
|⟨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
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.
‖𝑢+𝑣‖≤‖𝑢‖+‖𝑣‖.
Proof.
‖𝑢 + 𝑣 ‖2 =< 𝑢 + 𝑣, 𝑢 + 𝑣 >
̅̅̅̅̅̅̅̅̅̅̅
=< 𝑢, 𝑢 > +< 𝑢, 𝑣 > +< 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 ‖
Proof.
‖𝑢 + 𝑣 ‖2 =< 𝑢 + 𝑣, 𝑢 + 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.
‖𝑢 + 𝑣 ‖2 + ‖𝑢 − 𝑣 ‖2 ≤ 2(‖𝑢‖2 + ‖𝑣 ‖2
Proof:
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
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
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
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
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 >
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
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
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
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
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
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
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 −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 −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
𝑢 𝑢 𝑢
Orthonormal basis for V ={‖𝑢1‖ , ‖𝑢2 ‖ , ‖𝑢3‖}
1 2 3
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 −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
−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
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]
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?
D=PAP-1
where:
Ensure that PPP is invertible (its eigenvectors must be linearly independent), and check that
A=PDP-1
PROBLEMS:_
SOLUTION:-
| A−λI|=0
det(A−λI)=0
| |=0
Characteristic equations
-Pλ+|A|=0
-3λ+2 =0
| |=0
| |=0
2x +3y=0
2x=-3y
Put y=k
K=1
X=3/2
And y=1
| |
| |=0
-3x+3y=0
3x=3y
x=y
y=k
k=1
x=1
y=1
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 =[ ]
D=UAUT
Problems
SOLUTION:-
| A−λI|=0
det(A−λI)=0
| |=0
Characteristic equations
-Pλ+|A|=0
-3λ+2 =0
| |=0
| |=0
2x +3y=0
2x=-3y
Put y=k
K=1
X=3/2
And y=1
| |=0
-3x+3y=0
3x=3y
x=y
y=k
k=1
x=1
y=1
Find Norm:-
[ ]
X11=
√
[ ]
X21=
√
X11= [ ]
X21= [ ]
U= [ ]
UT=[ ]
D=UAUT
D=[ ][ ] [ ]
D=[ ]
A is orthogonally diagonalizable.
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
A=PDP-1
A=PDPT
Problems:-
1.diagonalize the symmetric matrix: A=[ ]
| A−λI|=0
det(A−λI)=0
| |=0
Characteristic equations
-Pλ+|A|=0
-7λ+11 =0
| |=0
| |=0
| |
| |=0
Find Norm:-
X11 =[ ]
X12 =[ ]
Form Matrix P
p=[ ]
D=[ ]
A=PDPT
A=[ ][ ][ ]
A=[ ]
A is symmetric Matrix
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:
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:
4. Rank:
o The rank of A is equal to the number of non-zero singular values in Σ.
PROBLEMS :-
Solution:-
A= [ ] AT=[ ]
AT A =[ ]
| A−λI|=0
det(A−λI)=0
| |=0
Characteristic equations
-Pλ+|A|=0
-18λ+0 =0
| |=0
| |=0
| |
Find Norm:-
X11 =[ ]
X12 =[ ]
Form Matrix V
V=[ ] VT=[ ]
Find diagonals :-
[ ]=[ ]
AAT = [ ][ ]
AAT =[ ]
Characteristic equation
- |A|=0
- 0=0
Eigen values:-
Find Norm:-
X11 =[ ]
X12 =[ ]
U= [ ]
A=UΣVT
A= [ ][ ]
[ ]
A= [ ]
Qudratic Forms
Definition
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
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:
4. Classification
6. Applications
Problems:-
A =[ ]
| A−λI|=0
det(A−λI)=0
| |=0
Characteristic equations
-Pλ+|A|=0
+4λ-21 =0
| |=0
| |=0
| |
Find Norm:-
X11 =[ ]
X12 =[ ]
Form Matrix U
U=[ ] UT=[ ]
D=UAUT
D=[ ][ ][ ]
D=[ ]
QUADRATIC FORM
Q(x)= xTDx.
Q(X) +
Q(X) +
1. Overview
Applications
PCA is widely used for data visualization, noise reduction, feature extraction, and
data compression.
Problems
̅̅̅ =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
| |=0
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