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Linear Algebra

The document describes the diagonalization of a 3x3 matrix A by finding its eigenvectors and constructing the modal matrix M. M is used to perform a similarity transformation to diagonalize A into the diagonal matrix D. The eigenvectors of A are calculated and grouped into the modal matrix M. It is shown that M-1AM = D, where D contains the eigenvalues of A along the diagonal. As an example, a 3x3 matrix is diagonalized using this process.

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Hardik Sonaiya
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272 views27 pages

Linear Algebra

The document describes the diagonalization of a 3x3 matrix A by finding its eigenvectors and constructing the modal matrix M. M is used to perform a similarity transformation to diagonalize A into the diagonal matrix D. The eigenvectors of A are calculated and grouped into the modal matrix M. It is shown that M-1AM = D, where D contains the eigenvalues of A along the diagonal. As an example, a 3x3 matrix is diagonalized using this process.

Uploaded by

Hardik Sonaiya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 27

Prepared by:1)Hardik Sonaiya (140110707014)

2)Ketan Gohil (140110707015)


Guidance by:Prof. Mukesh Joshi

Diagonalisation of a matrix A is the


process of reduction A to a diagonal form.
If A is related to D by a similarity transformation,
such that D = M-1AM then A is reduced to the
diagonal matrix D through modal matrix M. D is
also called spectral matrix of A.

If a square matrix A of order n has n linearly


independent eigen vectors then a matrix B can
be found such that B-1AB is a diagonal matrix.
Note:- The matrix B which diagonalises A is called
the modal matrix of A and is obtained by
grouping the eigen vectors of A into a square
matrix.

Similarity of matrices:A square matrix B of order n is said to be a


similar to a square matrix A of order n if
B = M-1AM for some non singular
matrix M.
This transformation of a matrix A by a non
singular matrix M to B is called a similarity
transformation.
Note:- If the matrix B is similar to matrix A, then B
has the same eigen values as A.

Example:Reduce the matrix A =

1 1 2
0 2 1

0 0 3

to diagonal form by

similarity transformation. Hence find A3.


Solution:- Characteristic equation is
1- 1
0 2-

2
1 0
3 -

=>
= 1, 2, 3
Hence eigen values of A are 1, 2, 3.

Corresponding to = 1, let X1 =
vector then

x1
x
2

be the eigen

x 3

(A I ) X1 0
0 1 2 x1
0
0 1 1 x 0

2

0 0 2 x 3
0

x 2 2x 3 0
x2 x3 0
2x 3 0

x1 k 1, x 2 0 x 3
1
X1 k1 0
0
6

Corresponding to = 2, let X2 =
vector then,

x1
x
2
x 3

be the eigen

(A 2I ) X 2 0
-1 1 2
0 0 1

0 0 1

x1
0
x 0
2

x 3
0
x1 x 2 2x 3 0
x3 0
x3 0

x1 k 2 , x 2 -k 2 , x 3 0
1
X 2 k 2 - 1
0

Corresponding to = 3, let X3 =
vector then,

x1
x
2
x 3

be the eigen

(A 3I ) X3 0
- 2 1 2
0 - 1 1

0 0 0

x1
0
x 0
2

x 3
0
2 x1 x 2 2x 3 0
x2 x 3 0

x 2 k 3 , x 3 - k 3 , x1

3
k3
2

3
X3 k 3 - 2
2
8

Hence modal matrix is


1 1 3
M 0 - 1 2
0 0 2
M 2
-2 2 1
Adj. M 0
2 2
0
0 - 1
- 1

1
1

2
Adj.
M
M1
0 - 1 1

M
1
0 0

1 1
M1AM 0 - 1

0 0

1
0
0

1
2
1
1

1 1 2
0 2 1

0 0 3

1 1 3
0 - 1 2

0 0 2

0 0
2 0
0 3

Now, since

D = M-1AM

=>

A = MDM-1
A2 = (MDM-1) (MDM-1)
= MD2M-1

[since M-1M =

I]
10

Similarly,

A3 = MD3M-1

A3 =

1 1
0 -1

1 -7
0 8

0 0

1
1
1
3 1 0 0
2

2 0 8 0 0 - 1 1

1
2 0 0 27 0 0

32
- 19
27

11

A square matrix A with real elements is said to


be orthogonal if AA = I = AA.
But AA-1 = I = A-1A, it follows that A is orthogonal if
A = A-1.
Diagonalisation by orthogonal transformation is
possible only for a real symmetric matrix.

12

If A is a real symmetric matrix then eigen


vectors of A will be not only linearly independent but
also pairwise orthogonal.
If we normalise each eigen vector and use
them to form the normalised modal matrix N then it
can be proved that N is an orthogonal matrix.

13

The similarity transformation M-1AM = D takes


the form NAN = D since N-1 = N by a property of
orthogonal matrix.
Transforming A into D by means of the
transformation NAN = D is called as orthogonal
reduction or othogonal transformation.
Note:- To normalise eigen vector Xr, divide each
element of Xr, by the square root of the sum of the
squares of all the elements of Xr.

14

Example :Diagonalise the matrix A =

2 0 4
0 6 0
4 0 2

by means of an

orthogonal transformation.
Solution:Characteristic equation of A is
2
0
4
0
6
0 0
4
0
2
(2 )(6 )(2 ) 16(6 ) 0

2, 6, 6
15

x1
when = -2,let X 1 = x 2 be the eigen vector
x 3
then

(A + 2I)X1 = 0

4 0 4 x1 0
0 8 0 x = 0

2
4 0 4 x 3 0
4x1 + 4x 3 = 0 ...(1)
8x 2 = 0 ...(2)
4x1 + 4x 3 = 0 ...(3)

x1 = k1,x 2 = 0,x 3 = -k1

1
X1 = k1 0
-1
16

x1
when = 6,let X 2 = x 2 be the eigen vector
x 3
then

(A - 6I)X 2 = 0

-4 0 4 x1
0 0 0 x

2
4 0 -4 x 3
4x1 + 4x 3 = 0

= 0

4x1 - 4x 3 = 0
x1 = x 3 and x 2 isarbitrary
x 2 must be so chosen that X 2 and X3 are orthogonal among themselves
and also each is orthogonal with X1.

17



Let X2 = 0 and let X3 =

1


Since X3 is orthogonal to X1

- =0

...(4)

X3 is orthogonal to X 2

+ =0

...(5)

Solving (4)and(5), we get = = 0 and is arbitra ry.


0
Taking = 1, X 3 = 1
0
1 1 0
Modal matrix is M = 0 0 1
-1 1 0
18

The normalised modal matrix is

1
1

0
2
2

N = 0
0 1
1

1
0

2
2
1
1
0
1
1

2
2
0

2 0 4 2
2

1
1

D = N'AN =
0
0 6 0 0
0 1

2
2

4 0 2 1
1
0
0
0 1

2
2

-2 0 0
D = 0 6 0
which is the required diagonal matrix.
0 0 6

19

DEFINITION:A homogeneous polynomial of second degree


in any number of variables is called a quadratic
form.
For example,
ax2 + 2hxy +by2
ax2 + by2 + cz2 + 2hxy + 2gyz + 2fzx and
ax2 + by2 + cz2 + dw2 +2hxy +2gyz + 2fzx + 2lxw +
2myw + 2nzw
are quadratic forms in two, three and four variables.

20

In n variables x1,x2,,xn, the general quadratic form


is

b x x , where b
j 1 i 1

ij

ij

b ji

In the expansion, the co-efficient of xixj = (bij + bji).

Suppose 2aij bij bij where aij a ji and aii bii


n

1
bij x i x j aij x i x j where aij (bij b ji ).

2
j 1 i1
j1 i1

21

Hence every quadratic form can be written as


n

a x x
j1 i1

ij

X' AX,

so that the matrix A is always symmetric,


where A aij and X x1, x 2 ,..., x n .

Now writing the above said examples of quadratic forms


in matrix form, we get

a
(i) ax 2hxy by [x y]
h
2

h x
b y

22

a h f
(ii) ax 2 by 2 cz 2 2hxy 2gyz 2fzx x y z h b g
f g c

x
y
z

(iii) ax 2 by 2 cz 2 dw2 2hxy 2gyz 2f zx 2lxw 2myw 2nzw


a h
h b
x y z w
f g

l m

f l
g m
c n

n d

x
y

z

w

23

1.11 NATURE OF A QUADRATIC


FORM
A real quadratic form XAX in n variables is said to
be

i.
Positive definite if all the eigen values of A > 0.
ii. Negative definite if all the eigen values of A < 0.
iii. Positive semidefinite if all the eigen values of A 0
and at least one eigen value = 0.
iv. Negative semidefinite if all the eigen values of
A 0 and at least one eigen value = 0.
v. Indefinite if some of the eigen values of A are + ve
and others ve.
24

Example :Find the nature of the following quadratic forms


i.
x2 + 5y2 + z2 + 2xy + 2yz + 6zx
ii.
3x2 + 5y2 + 3z2 2yz + 2zx 2xy
Solution:i.
The matrix of the quadratic form is
1 1 3
A 1 5 1
3 1 1

25

The eigen values of A are -2, 3, 6.


Two of these eigen values being positive and
one being negative, the given quadratric form is
indefinite.
ii.
The matrix of the quadratic form is
3 1 1
A 1 5 1
1 1 3

The eigen values of A are 2, 3, 6. All these eigen


values being positive, the given quadratic form
is positive definite.

26

THANK YOU

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