MA6151

J.Baskar Babujee
Department of Mathematics
Anna University, Chennai-600 025.
 CONTENT
1.1 INTRODUCTION

1.2 TYPES OF MATRICES

1.3 CHARACTERISTIC EQUATION

1.4 EIGEN VECTORS

1.5 PROBLEMS

1.6 CAYLEY HAMILTON THEOREM

2
1.7 DIAGONALISATION OF A MATRIX

1.8 REDUCTION OF A MATRIX TO DIAGONAL

FORM

1.9 ORTHOGONAL TRANSFORMATION OF A

SYMMETRIC MATRIX TO DIAGONAL FORM

1.10 QUADRATIC FORMS

1.11 NATURE OF A QUADRATIC FORM

3
1.12 REDUCTION OF QUADRATIC FORM TO
CANONICAL FORM

1.13 INDEX AND SIGNATURE OF THE QUADRATIC

FORM

1.14 LINEAR TRANSFORMATION OF A

QUADRATIC FORM.

1.15 REDUCTION OF QUADRATIC FORM TO

CANANONICAL FORM BY ORTHOGONAL
TRANSFORMATION

4
 Unit 1 MATRICES

1.1 INTRODUCTION:-
A matrix is defined as a rectangular array (or
arrangement in rows or columns) of scalar subject
to certain rules of operations.
If mn numbers (real or complex) or functions
are arranged in the columns (vertical lines) then A
is called an m  n matrix. Each of the mn numbers
is called an element of the matrix.
An m  n matrix is usually written as

 a11 a12 a13 .... a1n 

a .... a2 n 
 21 a22 a23
 a31 a32 a33 .... a3n 
 
 .... .... .... .... .... 
 am1 am 2 am3 .... amn 

A matrix is usually denoted by a single capital letter A, B or C

etc.
Thus, an m  n matrix A may be written as

A =  aij  , where i = 1, 2, 3, … , m ;
j = 1, 2, 3, … , n
In Algebra, the matrices have their largest
application in the theory of simultaneous
equations and linear transformations.

7
E.g., The set of simultaneous equations

a11x1  a12 x2  a13 x3  b1

a21x1  a22 x2  a23 x3  b2
a31x1  a32 x2  a33 x3  b3
may be symbolically represented by the equation

AX=B

 a11 a12 a13   x1   b1 

Where A =   , X =  , B = b 
 a a a  x  2
21 22 23
 2
a31 a32 a33   x3  b3 
1.2 TYPES OF MATRICES

(1) Real Matrix :- A matrix is said to be

real if all its elements are real numbers.

 5 3 1
E.g.,   is a real matrix.
 0  2 7
(2) Square Matrix:- A matrix in which the number
of rows is equal to the number of columns is
called a square matrix, otherwise, it is said to
be rectangular matrix.

i.e., a matrix A =  aij  is a square matrix if m = n

mn
a rectangular matrix if m  n
A square matrix having n rows and n columns is
called “ n – rowed square matrix”,
 a11 a12 a13 
a a a 
 21 22 23 

 a31 a32 a33  is a 3 – rowed square matrix

The elements a11 , a 22,a 33 of a square matrix are
called its diagonal elements and the diagonal
along with these elements are called principal or
leading diagonal.
The sum of the diagonal elements of a
square matrix is called its trace or spur.
Thus, trace of the n rowed square matrix
A=  aij  is

n
a11  a 22  a 33  ....  a nn   a ij
i 1
(3) Row Matrix :-
A matrix having only one row and any
number of columns,

i.e., a matrix of order 1  n is called a row

matrix.

Example:- [2 5 -3 0] is a row matrix.

(4) Column Matrix:-
A matrix having only one column
and any number of rows,
ii.e., a matrix of order m 1 is called a column
matrix.
is a column matrix.


Example:-  2
 
0
 1 
 
(5) Null Matrix:-
A matrix in which each element is zero
is called a null matrix or void matrix or zero matrix.
A null matrix of order m  n is denoted by O mn

Example :- 0 0 0 0 = O
0 0 0 0 24
 

16
(6) Sub - matrix :-
A matrix obtained from a given matrix A by
deleting some of its rows or columns or both is
called a sub – matrix of A.

Example:- 3 0  is a sub – matrix of

1 4

0 1 2 5 
3 5 0 7 
 

1 6 4  2

(7) Diagonal Matrix :-

A square matrix in which all non – diagonal

elements are zero is called a diagonal matrix.

i.e., A = [aij]nn is a diagonal matrix if a ij = 0 for i  j.

 2 0 0
Example:- 0  1 0 is a diagonal matrix.
 
0 0 0
(8) Scalar Matrix:-
A diagonal matrix in which all the diagonal
elements are equal to a scalar, say k, is called a
scalar matrix.

0 when i  j
i.e., A = [a ij] is a scalar matrix if a ij  
nn k when i  j

2 0 0
Example :- 0 2 0 is a scalar matrix.
 
0 0 2
(9) Unit Matrix or Identity Matrix:-
A scalar matrix in which each diagonal
element is 1 is called a unit or identity matrix. It is
denoted by I n .

0 when i  j
i.e., A = [aij]nn is a unit matrix if a ij  1 when i  j


Example
1 0 is a unit matrix.
0 1 
 
(10) Upper Triangular Matrix.
A square matrix in which all the elements
below the principal diagonal are zero is called an
upper triangular matrix.
i.e., A = [aij]nn is an upper triangular matrix if aij= 0
for i > j
Example:- 2 3 4
0 1 5 is an upper triangular

0 0 3 matrix
(11) Lower Triangular Matrix.
A square matrix in which all the elements
above the principal diagonal are zero is called a
lower triangular matrix.
i.e., A = [a ij] nn is a lower triangular matrix ifija = 0
for i < j
 1 0 0 
Example:-   is a lower triangular
 5 6 0
 3 2 0  matrix.
(12) Triangular Matrix:-
A triangular matrix is either upper
triangular or lower triangular.

(13) Single Element Matrix:-

A matrix having only one element is
called a single element matrix.

i.e., any matrix [3] is a single element matrix.

(14) Equal Matrices:-
Two matrices A and B are said to be equal iff
they have the same order and their corresponding
elements are equal.
i.e., if A = [a ij ]mn and B = [ bij ]pq , then A = B

iff a) m = p and n = q

b) a ij= bij for all i and j.

(15) Singular and Non – Singular Matrices:-
A square matrix A is said to be singular if |A|
= 0 and non – singular if |A|  0.

Example :- 2 3 4
A = 2 3 4 is a singular
 

0 1 1


matrix since |A| = 0.

1.3 CHARACTERISTIC EQUATION
If A is any square matrix of order n, we
can form the matrix A  λI , where I is the nth
order unit matrix.

The determinant of this matrix equated to zero,

i.e., a11  λ a12 ... a1n

a 21 a 22  λ ... a 2n
A  λI  0
... ... ... ...
an1 an2 ... ann  λ
is called the characteristic equation of A.

On expanding the determinant, we get

(1)n λn  k1λn1  k 2 λn2  ...  k n  0
where k’s are expressible in terms of the elements aij

The roots of this equation are called Characteristic

roots or latent roots or eigen values of the matrix A.
 1.4 EIGEN VECTORS
Consider the linear transformation Y = AX ...(1)

which transforms the column vector X into the column

vector Y. We often required to find those vectors X
which transform into scalar multiples of themselves.

Let X be such a vector which transforms into

X by the transformation (1).
Then Y =X ... (2)
From (1) and (2), AX = X  AX-  I X = 0

 (A -I )X = 0 ...(3)
This matrix equation gives n homogeneous linear
equations

(a11  λ)x1  a12 x 2  ...  a1n x n  0 

a21x1  (a 22  λ)x 2  ...  a2n x n  0 
 ... (4)
.... .... .... .... 
an1x1  an2 x 2  ...  (ann  λ)x n  0
These equations will have a non-trivial solution only
if the co-efficient matrix A -  is singular
I
i.e., if |A - I | = 0 ... (5)

Corresponding to each root of (5), the

homogeneous system (3) has a non-zero solution

 x1 
X = x  is called an eigen vector or latent
 2
 ...  vector
 
x 4 
Properties of Eigen Values:-
1. The sum of the eigen values of a matrix is the sum
of the elements of the principal diagonal.
2. The product of the eigen values of a matrix A is
equal to its determinant.
3. If  is an eigen value of a matrix A, then 1/ is
the eigen value of A-1 .
4. If is an eigen value of an orthogonal matrix, then
1/ is also its eigen value.

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PROPERTY 1:- If λ1, λ2,…, λn are the eigen values of
A, then
i. k λ1, k λ2,…,k λn are the eigen values of the matrix
kA, where k is a non – zero scalar.
1 1 1
, ,...,
ii. λ1 λ 2 λ n are the eigen values of the inverse
matrix A-1.

λ p
iii. 1 2, λ p
,..., λ p
are the eigen values of Ap, where p
n
is any positive integer.

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Proof:-
i. Let λr be an eigen value of A and Xr the
corresponding eigen vector.
Then, by definition,
AXr = λrXr
Multiplying both sides by k,
(kA)Xr = (kλr)Xr
Then k λr is an eigen value of kA and the
corresponding eigen vector is the same as that of
λr, namely Xr.

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ii. Pre multiplying both sides of AXr = λrXr by A-1
A-1 (A Xr) = A-1 (λr Xr )
Xr = λr (A-1 Xr )
=> A-1 Xr = 1 (Xr)
λr

1
Hence λ is an eigen value of A-1 and the
r
corresponding eigen vector is the same as that of
λr , namely Xr.

34
iii. Pre multiplying both sides of AXr = λrXr by A
A (A Xr) = A (λr Xr )
A2 Xr = λr (A Xr )
= λr (λr xr)
= λr2 Xr.
Similarly, we can prove that A3Xr = λr3 Xr, …,
ApXr = λrp Xr, where p is any positive integer. Hence
λrp is any eigen value of Ap and the corresponding
eigen vector is the same as that of λr, namely Xr.

35
THEOREM :-
A matrix A is singular if and only if 0 is an eigen
value of A.

1.5 PROBLEMS
1. Find the sum and product of the eigen values of
the matrix   2 2  3
 
A  2 1  6
 1  2 0 
 
without finding the eigen values.

36
Solution:-
Sum of the eigen values of A = sum of its diagonal
elements.
=-2+1+0
= -1.
Product of the eigen values of A = | A |
2 2 3
= 2 1 6
1  2 0
= 45.

37
 2 2 1
2. Two eigen values of the matrix A   1 3 
 1
1 2 2 

are equal to 1 each. Find the third eigen value.

Solution:- Let a be the third eigen value of A.

Since sum of the eigen values = sum of the diagonal
elements,
1+1+a =2+3+2
a = 5
Therefore, the third eigen value of A is 5.

38
3. The product of two eigen values of the matrix
 6 2 2 
 
A    2 3  1 is 16. Find the third eigen value.
 2 1 3 
 
Solution:-
Let a be the third eigen value of A.
Since product of the eigen values = | A |
6 2 2
16a =  2 3 1
2 1 3
Therefore, a = 2.

39
4. Find the sum of the eigen values of the inverse of
1 0 0
 
A  2  3 0
0 5 2 

Solution:-
The eigen values of the lower triangular matrix
A is 1, -3, 2. Then the eigen values of A-1 are
1 1
1,  , .
3 2
Sum of the eigen values of A-1 = 1   1  1 .
3 2
7
= 6

40
 2 7 5
 
5. If A  0 1 2 , find the eigen values of 3A, A-1
0 0 4
 
and – 2A-1.

Solution:-
The eigen values of A are 2, -1, 4.
The eigen values of 3A are 3×2, 3×(-1), 3×4
i.e., 6, -3, 12

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The eigen values of A-1 are
1 1 1
, ,
2 1 4
1 1
i.e., ,  1,
2 4

The eigen values of  2A 1 are

 1  1
 2 , ( 2)( 1),  2 
2 4
1
i.e.,  1, 2, 
2

42
6. Find the eigen values and eigen vectors of the
matrix
 1  2
A=  
  5 4 

Solution:- The characteristic equation of the given

matrix is
| A  I | 0

43
 1  2
or 0
5 4

   5  6  0
2

   6,1
Thus, the eigen values of A are 6, -1.

Corresponding to =6, the eigen vectors are given by

(A – 6 I) X1 = 0
1  6  2   x1   5  2  x1 
or      0 or     0
  5 4  6  x 2    5  2  x 2 
We get only one independent equation - 5x1 - 2x2 = 0

x1 x 2
   k1 (say)
2 5
x1  2k1
x 2  5k1
2
 The eigen vectors are X1  k1  
 5
Corresponding to  = -1, the eigen vectos are given
by ( A + I) X2 = 0

 2  2  x1  0
  5 5   x   0
   2  
 x1  x 2  0
x1 x 2
   k 2 (say)
1 1
x1  k 2 , x 2  k 2
1
 The eigen vectors are X 2  k 2  
1
7. Find the eigen values and eigen vectors of the
  2 2 3
matrix A = 2 
 1  6 
 1  2 0 

Solution:- The characteristic equation of the given

matrix is | A  I | 0

2 2 3
2 1   6  0
1 2 
  ( 2  λ)[ λ(1 λ)  12]  2[2λ  6]  3[4  1(1 λ)]  0
 λ3  λ 2  21λ  45  0
By trial, λ  3 satisfies it.
 (λ  3)(λ 2  2λ  15)  0
 (λ  3)(λ  3)(λ  5)  0
 λ  3,  3, 5

Thus, the eigen values of A are -3, -3, 5.

Corresponding to  = - 3, the eigen vectors are
given by
 1 2  3  x1 
A  3I X1  0 or  2 4  6  x 2   0
 1  2 3   x 3 
We get only one independen t equation x1  2x 2  3x 3  0
Let x 3  k1, x 2  k 2 then x1  3k 1  2k 2

 The eigen vectors are given by

3k1  2k 2   3   2
X1   k 2   k1 0  k 2  1 
 k1  1  0 
Corresponding to λ = 5, the eigen vectors are
given by (A – 5 I )X2 = 0.

 7 2  3  x1  0
  2  4  6  x2   0
    
  1  2  5  x3  0
  7 x1  2 x2  3x3  0
x1  2 x2  3x3  0
 x1  2 x2  5 x3  0
From first two equations. ,
x1 x2 x3
 
10 - 6 3  5  2  2
x1 x 2 x 3
    k 3 (say)
1 2 1
 x1  k 3 , x 2  2k 3, x 3  k 3
Hence the eigen vectors are given by
1

X2  k 3  2 
 1

51
8. Find the eigen values and eigen vectors of the
matrix  8 6 2 
A    6 7  4
 
 2  4 3 

Solution:- The characteristic equation is | A  I | 0

8λ 6 2
 6 7λ 4 0
2 4 3λ
  λ 3  18λ 2  45λ  0
 λ  0, 3,15
Hence eigen values are 0, 3, 15.
Eigen vector X1 corresponding to λ1= 0 is given by
 x1 
(A  λ1I)X 1  0, where X1   x 2 
 x 3 

8 6 2 x1  0
 6 7 4 x   0
 2  
2 4 3  x 3  0

 8x1  6x 2  2x 3  0 ... (1)

 6x1  7x 2  4x 3  0 ... (2)
2x1  4 x 2  3x 3  0 ... (3)

53
Solving equations (1) and (2) by cross-multiplication,
we get x x x
1
 2
 3
24  14  12  32 56  36
x1 x 2 x 3
    k1(say) where k1  0
1 2 2
x1  k1, x 2  2k1, x 3  2k1

which satisfy equation (3) also.

Required eigen vector corresponding to λ1 = 0 is
 k1  1
X1   2
 1k   k  2
1  


2k1  
 2


54
Eigen vector X2 corresponding to λ2= 3 is given by
 x1 
(A  λ 2I)X 2  0, where X 2   x 2 
 x 3 

5  6 2  x1  0
  6 4  4  x 2   0
2  4 0  x 3  0

 5x1  6x 2  2x 3  0 ... (4)

 6x1  4x 2  4x 3  0 ... (5)
2x1  4 x 2  0 ... (6)

55
Solving equations (4) and (5) by cross-
multiplication, we get
x1 x2 x3
 
24  8  12  20 20  36
x x x
 1  2  3  k 2 (say) where k 2  0
2 1 -2
x1  2k 2 , x 2  k 2 , x 3  2k 2

which satisfy equation (6) also.

Required eigen vector corresponding to λ2 = 3 is
 2k 2   2 
X 2   k 2   k 2  1 
 2k 2   2

56
Eigen vector X3 corresponding to λ3= 15 is given by
 x1 
(A  λ 3I)X 3  0, where X3   x 2 
 x 3 

-7 6  x1  0
2
 6 -8  x   0
4
 2  
2  4 - 12  x 3  0

 - 7x1  6x 2  2x 3  0 ... (7)

 6x1 - 8x 2  4x 3  0 ... (8)
2x1  4 x 2  12x 3  0 ... (9)

57
Solving equations (7) and (8) by cross-multiplication,
we get x1 x 2 x 3
 
40 - 40 20
x1 x 2 x 3
    k 3 (say) where k 3  0
2 -2 1
x1  2k 3 , x 2  2k 3 , x 3  k 3

which satisfy equation (9) also.

Required eigen vector corresponding to λ3 = 15 is
 2k 3  2
X 3   2k3   k3  2
 k3   1 

58
9. Find the eigen values and eigen vectors of the
matrix  6 2 2 
A   2 3  1
 
 2  1 3 

Solution:- The characteristic equation is | A  I | 0

6λ 2 2
 2 3  λ 1  0
2 1 3  λ
  λ 3  12λ 2  36λ  32  0
 λ  2, 2, 8
Hence eigen values are 2, 2, 8.

59
Eigen vector corresponding to 1  2  2 is
given by
 x1 
(A  λ 1I)X 1  0, where X 1   x
  2


x 3 

4 2 2  x 1  0
 2 1 1    
x 2   0
2 1 1 x 3 
  0


 4x 1  2x 2  2x 3  0
 2x 1  x2  x3  0
2x 1  x2  x3  0

60
These equations are equivalent to a single
equation 2 x  x  x  0 … (1)
1 2 3
Let x3 = 2 k3 and x2 = 2 k2 then from (1)
2x1 – 2 k2 + 2 k3 = 0
=> x1 = k2 – k3
 Required eigen vector corresponding to
1  2  2 is
k2  k3  1   1
X 1   2k2   k2 2  k3  0 
     
 2k3  0  2 
Similarly, the eigen vector corresponding to λ 3 = 8 is
given by,  x1 
(A - λ3I)X3  0 where X3   x 2 
 

x3  
 (A - 8 )X3  0
 2  2 2   x1  0
  2  5  1  x 2   0
    

 2  1  5 x3   
0

  2x1  2x2  2x3  0 ....(2)
 2x1  5x2  x 3  0 ....(3)
2x1  x 2  5x3  0 ....(4)
Solving equations (2) and (3) by cross-multiplication,
we get x1 x2 x3
 
12  6 6
x x x3
 1 2   k1 ( say )
2 1 1
x1  2k1 , x2  k1 , x3  k1

which satisfy equation (4) also.

Required eigen vector corresponding to λ3 = 8 is
 2k1  2
X 3   k1   k1  1
   
 k1   1 
 Example 1:-

Show that if λ1,λ2, … λn are the latent roots of the

matrix A, then A3 has the latent roots 3 , 3 , ..., 3 .
1 2 n

Solution:- Let λ be a latent root of the matrix A.

Then there exists a non – zero vector X such that

64
 AX=λX … (1)
=> A2 (AX) = A2 (λ X)
=> A3 X = λ (A2 X) [using (1)]
But A2 X = A ( A X) = A (λ X)
= λ (AX) = λ (λX) = λ2 X
Therefore, A3 X = λ (λ2 X) = λ3X

=> λ3 is a latent root of A3.

65
Therefore, If λ1,λ2, … λn are the latent roots of the
matrix A, then 13 , 32 , ..., 3n are the latent roots of
A3.

Example 2:-
If λ1,λ2, … λn are eigen values of A then find eigen
values of the matrix (A – λI)2 .

Solution:- (A – λI)2 = A2 – 2 λAI + λ2I2

= A2 – 2 λA + λ2I

66
Eigen values of A2 λ 2
are 1 2, λ 2
,... λ 2
n.

Eigen values of 2 λA are 2 λ λ1,2 λ λ2, …, 2 λ λn.

Eigen values of λ2I are λ2

 Eigen values of ( A – λI)2 are

λ12  2λλ1  λ 2 , λ 22  2λλ 2  λ 2 ,..., λn2  2λλn  λ 2 .

or (λ1  λ)2 ,(λ 2  λ)2 ,..., (λn  λ)2 .

67
 Example 3:-
Find the eigen values and eigen vectors of the matrix
3 1 4
A  0 2 6
0 0 5
Solution:- The characteristic equation is| A  I | 0
3λ 1 4
 0 2λ 6 0
0 0 5λ
 (3  λ)(2  λ)(5  λ)  0
 λ  3, 2, 5
Hence eigen values are 3, 2, 5.

68
Eigen vector X1 corresponding to λ1= 3 is given by
 x1 
(A  3I )X1  0, where X1   x 2 
 x 3 

0 1 4  x1  0
 0 - 1 6  x 2   0
0 0 2  x 3  0

 x 2  4x 3  0
 x 2  6x 3  0
2x 3  0
 x 3  0, x 2  0

69
The characteristic vector corresponding to eigen
value λ1 = 3 is given by
 x1  k1 
X1  x 2    0  where X1  k1, k1  0
x 3   0 

When λ2 = 2, let X2 be the eigen vector then

(A – 2I) X2 = 0 where X2 = [x1 x2 x3]’
1 1 4  x1  0
 0 0 6  x 2   0
0 0 3  x 3  0
 x1  x 2  4x 3  0
6x 3  0
3x 3  0  x 3  0
 x1  x 2  0 or x1   x 2
x1 x 2 x 3
   k 2 (say) where k 2  0
1 1 0
 x1  k 2
x 2  k 2
x3  0
 k2  1
 Required eigen vector is X 2   k 2   k 2  1
 0   0 

71
When λ3 = 5, let X3 be the eigen vector then
(A – 5I) X3 = 0 where X3 = [x1 x2 x3]’
 2 1 4  x1  0
  0  3 6  x 2   0
 0 0 0  x 3  0

  2x1  x 2  4x 3  0
 3x 2  6x 3  0

Solving above equations by cross – multiplication,

we get

72
 x1 x x
 2  3
6  12 12 6
x x x
 1  2  3  k 3 (say) where k 3  0
3 2 1
 x1  3k 3 , x 2  2k 3 , x 3  k 3

 Required eigen vector is

3k 3  3
X3  2k 3   k 3 2
 k 3  1

73
1.6 CAYLEY HAMILTON THEOREM
Every square matrix satisfies its own
characteristic equation.

Let A = [aij]n×n be a square matrix

then,
 a11 a12 ... a1n 
a a ... a 
A   21 22 2n 
 .... .... .... .... 
 
 n1 n 2
a a ... a nn  nn
Let the characteristic polynomial of A be  (λ)
Then,
φ(λ) = A - λI
a11 - λ a12 ... a1n 
 a a22 - λ ... a2n 
=  21

 ... ... ... ... 

 
 an1 an2 ... ann - λ 

The characteristic equation is

| A - λI|= 0
  p0 λn +p1λn-1 +p2 λn-2 +...+pn = 0
We are to prove that
p0 A n +p1A n-1 +p2 A n-2 +...+pnI= 0 ...(1)

Note 1:- Premultiplying equation (1) by A-1 , we

have
0 = p0 A n-1 +p1A n-2 +p2 A n-3 +...+pn-1I +pn A -1
1
 A =- [p0 A n-1 +p1A n-2 +p2 A n-3 +...+pn-1I]
-1

pn
 This result gives the inverse of A in terms of
(n-1) powers of A and is considered as a practical
method for the computation of the inverse of the
large matrices.

Note 2:- If m is a positive integer such that m > n

then any positive integral power Am of A is linearly
expressible in terms of those of lower degree.
 Example 1:-

Verify Cayley – Hamilton theorem for the matrix

 2 1 1 
A=  1 2  1 . Hence compute A-1 .
 
 1  1 2 
Solution:- The characteristic equation of A is
2λ 1 1
A  λI  0 i.e.,  1 2  λ 1  0
1 1 2  λ
or λ3  6λ 2  9λ  4  0 (on simplification)
To verify Cayley – Hamilton theorem, we have to
show that A3 – 6A2 +9A – 4I = 0 … (1)

Now,
 2 1 1   2 1 1   6  5 5 
A 2   1 2  1  1 2  1   5 6  5
 1  1 2   1  1 2   5  5 6 
 6  5 5   2  1 1   22  22  21
A 3  A 2  A   5 6  5  1 2  1   21 22  21
 5  5 6   1  1 2   21  21 22 
  A3 -6A2 +9A – 4I = 0
 22  22  21  6 5 5   2 1 1 
=  21 22  21 - 6  5 6  5 + 9  
      1 2  1
 21  21 22   5  5 6   1  1 2 

1 0 0
0 1 0 
-4  
0 0 0  0 0 1
0 0 0   0
=  
0 0 0

This verifies Cayley – Hamilton theorem.

 Now, pre – multiplying both sides of (1) by A-1 , we
have
A2 – 6A +9I – 4 A-1 = 0
=> 4 A-1 = A2 – 6 A +9I
 6 5 5   2  1 1  1 0 0  3 1  1
 4 A 1   5 6  5  6  1 2  1  9 0 1 0   1 3 1 
     
 5  5 6   1  1 2  0 0 1  1 1 3 
 3 1  1
 A 1   1 3 1 
1
4
 1 1 3 

81
 Example 2:-
1 2  1
Given A  0 1  1 find Adj A by using Cayley –
3  1 1 
Hamilton theorem.

Solution:- The characteristic equation of the given

matrix A is
1 λ 2 -1
A  λI  0 i.e., 0 1 λ  1  0
3  1 1 λ
or λ3  3λ 2  5λ  3  0 (on simplification)

82
By Cayley – Hamilton theorem, A should satisfy
A3 – 3A2 + 5A + 3I = 0
Pre – multiplying by A-1 , we get
A2 – 3A +5I +3A-1 = 0
1
 A -1   (A 2  3A  5I) ... (1)
3
1 2  1 1 2  1  2 5  4
Now, A 2  A.A  0 1  1 0 1  1   3 2  2
3  1 1  3  1 1   6 4  1
3 6  3
3A  0 3  3
9  3 3 

83
  2 5  4 3 6  3 5 0 0 
1  
From(1), A    3 2  2  0 3  3  0 5 0 
1

3 

 6 4  1  
 9  3 3  
 0 0 5 

 0  1  1
   3 4 1 
1
3
 3 7 1 
Adj. A
We know that, A 1 
A
 Adj. A  A 1 A

84
 1 2 1
Now, A 0 1 1   3
3 1 1
 0 1  1
 1 
 Adj. A  ( 3)     3 4 1 
 3

 3 7 1 
 0  1  1
Adj. A  
  3 4 1 


 3 7 1 

85
1.7 DIAGONALISATION OF A
MATRIX
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.

86
1.8 REDUCTION OF A MATRIX
TO DIAGONAL FORM
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.

87
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.

88
 Example:-
1  1 2 
Reduce the matrix A = 0 2  1 to diagonal form by
 
0 0 3 
similarity transformation. Hence find A3.

Solution:- Characteristic equation is

1- λ  1 2 
 0 2 - λ 1   0
 
 0 0 3 - λ
=> λ = 1, 2, 3
Hence eigen values of A are 1, 2, 3.

89
  x1 
Corresponding to λ = 1, let X1 = x  be the eigen
 2
 x 3 
vector then
(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  k 1 0
0

90
  x1 
Corresponding to λ = 2, let X2 = x  be the eigen
 2
 x 3 
vector then,
(A  2I ) X 2  0
- 1  1 2   x1  0
 0 0  1  x   0
  2   
 0 0 1   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 

91
  x1 
Corresponding to λ = 3, let X3 = x  be the eigen
 2
vector then,  x 3 
(A  3I ) X3  0
- 2  1 2   x1  0
 0 - 1  1  x   0
  2   
 0 0 0   x 3  0
  2 x1  x 2  2x 3  0
 x2  x 3  0

3
 x 2  k 3 , x 3  - k 3 , x1  k3
2
3
 X3  k 3 - 2
 2 

92
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 
 M1   0 -1  1
M  1
0 0 

 2 

93
   1
1 1 1  1 2  1 1 3 
2 0 2  1 0 - 1  2
M1AM  0 - 1  1   
 1
0 0  0 0 3  0 0 2 
 2 
1 0 0
 0 2 0
0 0 3

Now, since D = M-1AM

=> A = MDM-1
A2 = (MDM-1) (MDM-1)
= MD2M-1 [since M-1M = I]

94
Similarly, A3 = MD3M-1
  1
1 1 3  1 0 0  1 1 2 
= 0 - 1  2 0 8 0  0 - 1  1
 1
0 0 2  0 0 27 0 0 
 2 
1 - 7 32 
A3 = 0 8 - 19
 
0 0 27 

95
1.9 ORTHOGONAL TRANSFORMATION
OF A SYMMETRIC MATRIX TO
DIAGONAL FORM
A square matrix A with real elements is said to
be orthogonal if AA’ = I = A’A.
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.

96
 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.

97
 The similarity transformation M-1AM = D takes
the form N’AN = D since N-1 = N’ by a property of
orthogonal matrix.
Transforming A into D by means of the
transformation N’AN = 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.

98
Example :-
2 0 4
0 6 0
Diagonalise the matrix A = by means of an
4 0 2

orthogonal transformation.
Solution:-
Characteristic equation of A is
2λ 0 4
0 6λ 0 0
4 0 2λ
 (2  λ)(6  λ)(2  λ)  16(6  λ)  0
 λ   2, 6, 6

99
  x1 
when λ = -2,let X1 =  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

100
  x1 
when λ = 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 0   x  = 0 
   2  
 4 0 -4   x 3  0 
  4x1 + 4x 3 = 0
4x1 - 4x 3 = 0
 x1 = x 3 and x 2 isarbitrary
x 2 must be so chosen that X2 and X3 are orthogonal among themselves
and also each is orthogonal with X1.

101
  1 α
Let X 2 =  0
 
 and let X = β 
3  

 1 
γ 

Since X3 is orthogonal to X1
 α-γ =0 ...(4)
X3 is orthogonal to X 2
 α+γ = 0 ...(5)
Solving (4)and(5), we get α = γ = 0 and β is arbitrary.
0 
Taking β = 1, X3 =  1
 


0 
1 1 0
 Modal matrix is M = 
0 0 1


 -1 1 0


102
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 2 0 4  0
   2 2
 1 1    
D = N'AN =  0   0 6 0   0 0 1
  4 0 2   1 
2 2
 1
 0 1 0  - 0
   2 2 

-2 0 0
D =  0 6 0  which is the required diagonal matrix.
 0 0 6 

103
1.10 QUADRATIC FORMS
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.

104
In n – variables x1,x2,…,xn, the general quadratic form
n n
is  bij xi x j , where bij  b ji
j1 i1

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

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

n n n n
1

j1 i1
bij x i x j   aij xi x j where aij  (bij  b ji ).
j1 i1 2

105
Hence every quadratic form can be written as
n n

 a x x
j1 i 1
ij i j  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 h  x 
(i) ax  2hxy  by  [x y] 
2 2

h b  y 

106
 a h f   x 
(ii) ax 2  by 2  cz 2  2hxy  2gyz  2fzx  x y z h b g  y 
 f g c   z 

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

a h f l x
h b g m y
 x y z w    
f g c n z
   
l m n d w 

107
1.11 NATURE OF A QUADRATIC
FORM
A real quadratic form X’AX 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.

108
 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

109
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.

110
1.12 REDUCTION OF QUADRATIC
FORM TO CANONICAL FORM
A homogeneous expression of the second
degree in any number of variables is called a
quadratic form.
For instance, if
a h g x
A  h b f , X   y  and X'  [ x y z ],
g f c   z 
then X' AX  ax 2  by 2  cz 2  2fyz  2gzx  2hxy .... (i)

which is a quadratic form.

111
 Let λ1, λ2, λ3 be the eigen values of the matrix A
and
 x1  x 2  x 3 
X1  y1  , X2  y 2 , X3   y 3 
z1  z 2   z3 

be its corresponding eigen vectors in the

normalized form (i.e., each element is divided by
square root of sum of the squares of all the three
elements in the eigen vector).

112
Then B-1AB = D, a diagonal matrix.
Hence the quadratic form (i) is reduced to a sum of
squares (i.e., canonical form).
λ1x2 + λ2y2 + λ3z2
And B is the matrix of transformation which is an
orthogonal matrix.
Note:-
1. Here some of λi may be positive or negative or
zero
2. If ρ(A) = r, then the quadratic form X’AX will
contain only r terms.

113
1.13 INDEX AND SIGNATURE OF
THE QUADRATIC FORM
The number p of positive terms in the
canonical form is called the index of the quadratic
form.
(The number of positive terms) – ( the number of
negative terms)

i.e., p – (r – p) = 2p – r is called signature of the

quadratic form, where ρ(A) = r.

114
1.14 LINEAR TRANSFORMATION
OF A QUADRATIC FORM.
Let X’AX be a quadratic form in n- variables
and let X = PY ….. (1) where P is a non –
singular matrix, be the non – singular
transformation.
From (1), X’ = (PY)’ = Y’P’ and hence
X’AX = Y’P’APY = Y’(P’AP)Y
= Y’BY …. (2)
where B = P’AP.

115
Therefore, Y’BY is also a quadratic form in n-
variables. Hence it is a linear transformation of
the quadratic form X’AX under the linear
transformation X = PY and B = P’AP.

Note. (i) Here B = (P’AP)’ = P’AP = B

(ii) ρ(B) = ρ(A)
Therefore, A and B are congruent matrices.

116
 Example:-

Reduce 3x2 + 3z2 + 4xy + 8xz + 8yz into canonical

form.
Or
Diagonalise the quadratic form 3x2 + 3z2 + 4xy +
8xz + 8yz by linear transformations and write the
linear transformation.
Or
Reduce the quadratic form 3x2 + 3z2 + 4xy + 8xz +
8yz into the sum of squares.

117
Solution:- The given quadratic form can be
written as X’AX where X = [x, y, z]’ and the
symmetric matrix
 3 2 4
A=  2 0 4
 
4 4 3

Let us reduce A into diagonal matrix. We know tat

A = I3AI3.
3 2 4 1 0 0 3 2 4 1 0 0
2 0 4  0 1 0 2 0 4 0 1 0
     
4 4 3 0 0 1 4 4 3 0 0 1

118
 OperatingR 21( 2 / 3),R31( 4 / 3)
(for A onL.H.S.andpre  factor on R.H.S.), we get
   
3 2 4   1 0 0
    1 0 0
0 
4 4   2
  1 0 A 0 1 0 
 3 3   3  
 0 1
7  4  0
4
0    0 1
 3 3  3 
Operating C21( 2/3), C31( 4/3)
(for A on L.H.S. and post  factor on R.H.S), we get
   
3  2 4
4   1 0 1  
3
2 0
 4   2  3
0 
4
   1 0 A 0 1 0 
 3 3   3   
0 0 0 1 
   1
4 7 4

0  
3 3   3 

119
Operating R 32 (1), we get
 2 4
3 0  1 0 1  
3
0 0
 4  2  0
3
0 
4
0    3 1 0 A 1
0 3 3   2
 
 0  1  1 1 0 0 1 
 

Operating C32 (1), we get

 2 
3 0 0  1 0 0  1   2
   2  3
0 A 0 1
4
0  0  3 1 1
3  
0  1  2 
1 0 0 1
 0  1
 
 4 
or Diag 3,  ,  1  P' AP
 3 

120
The canonical form of the given quadratic form is
3 0 0   y1 
 4 
Y' (P' AP)Y  y1 y 2 y 3  0 0  y 2 
0 3
0  1 y 3 

4
 3y12  y 22  y 32
3
Here ρ(A) = 3, index = 1, signature = 1 – (2) = -1.
Note:- In this problem the non-singular
transformation which reduces the given quadratic
form into the canonical form is X = PY.
i.e.,  x   1 0 0  y1 
 y     2 1 0 y 
   3   2
 z    2 1 1  y3 
 

121
1.15 REDUCTION OF QUADRATIC
FORM TO CANANONICAL FORM BY
ORTHOGONAL TRANSFORMATION

Let X’AX be a given quadratic form. The modal

matrix B of A is the matrix whose columns are
characteristic vectors of A. If B represents the
orthogonal matrix of A,

122
then X = BY will reduce X’AX to Y’ diag(λ1, λ2,…, λn) Y,
where λ1, λ2,…, λn are characteristic values of A.

Note. This method works successfully if the

characteristic vectors of A are linearly independent
which are pairwise orthogonal.

123
 Example 1:-
Reduce 8x2 + 7y2 + 3z2 – 12xy + 4xz – 8yz into
canonical form by orthogonal reduction.

Solution:- The matrix of the quadratic form is

 8 6 2 
A   6 7  4
 2  4 3 

124
The characteristic roots of A are given by | A  λ I | 0

8λ 6 2
i.e.,  6 7  λ  4  0
2 4 3λ
or λ(λ  3)(λ  15)  0
 λ  0, 3, 15

125
Characteristic vector for λ = 0 is given by
[A – (0)I] X1 = 0

i.e., 8x1  6x 2  2x 3  0
 6x1  7x 2  4x 3  0
2x1  4x 2  3x 3  0
Solving first two , we get
x1 x 2 x 3
 
1 2 2
giving the eigen vector X1  k 1(1, 2, 2)'

126
When λ = 3, the corresponding characteristic
vector is given by [A – 3I] X2 = 0
5x1  6x 2  2x 3  0
i.e.,  6x1  4x 2  4x 3  0
2x1  4x 2 0

Solving any two equations, we get X2 = k2 (2, 1, -2)’.

Similarly characteristic vector corresponding to
λ = 15 is X3 = k3 (2, -2, 1)’.

127
Now, X1, X2, X3 are pairwise orthogonal

i.e., X1 . X2 = X2 . X3 = X3 . X1 = 0.

The normalised modal matrix is

 2 1 2 
 3 3 3 
 1 2 2
B   
 3 3 3
 2 2 1 
 3 3 3 

128
Now B is orthogonal matrix and B  1

i.e., B 1  BT and B 1AB  D  diag {3, 0,15}

2 1 2  2 1 2 
3 3  3   3 3 3 
1 2 3 0 0 
2   1 2 2 0 0 0 
ie.,  A     
3 3 3   3 3 3
2  2 1   2 2 1  0 0 15
 3 3 3   3 3 3 

129
 X' AX  Y' (B 1AB)Y  Y' DY
3 0 0   y1 
 y1 y 2 y 3  0 0 0  y 
 2
0 0 15  y 3 
 3y12  0.y 22  15y 32
which is the required canonical form.

Note. Here the orthogonal transformation is X =BY,

rank of the quadratic form = 2; index = 2,
signature = 2. It is positive definite.

130
 TEST YOUR KNOWLEDGE
1 2 3 
find the eigen value of  A  3I 
2
1. If   then
A  0 3 2
0 0 2 

2. Write the matrix of the Quadratic form 2 x1 x2  2 x3 x1  2 x2 x3
3. Obtain the characteristic equation of the matrix. whose
eigen values are 1,-2 and 3.
1 6 0
4. A =   , then find the eigen values of
0 2 3
0 2 
 0
3A3+5A2-6A+2I.

131
5. Write the quadratic form corresponding to the
following symmetric matrix  0  1 2 
 
 1 1 4
 2 3 
 4

6. Find the sum of the eigen values of the inverse of.

1 0 0
 
2 3 0
0 2 
 5
7. Obtain the latent roots of A4 where A =  5 4 
 
 1 2 
8. If A is idempotent matrix then A2=A. What will be
the eigen values of A.

132
9. If 1 , 2 and 3 are the eigen values of the matrix A,
whose characteristic equation is  3   2  21  45  0
Obtain 12  23  31 using the property.
10. (i) Using Cayley-Hamilton Theorem find the
inverse of the matrix 1 0 3
 
A  2 1 1
1 1 1 

(ii) Find the Characteristic roots and
Characteristic vectors of the matrix  1 1 3
 
A  1 5 1
 3 1 1
 

133
11. Reduce the quadratic form x  5 y  z  2 xy  2 yz  6 xz
2 2 2

to the canonical form by orthogonal transformation.

Also specify the matrix of transformation. Obtain
its index, signature and nature of the quadratic
form.
12. (i) Find the eigen value and eigen vector of the
matrix  11  4  7 
 7  2  5
10  4  6 
 
(ii) Using Cayley Hamiltonian find the inverse of
1 0 3
 
 2 1  1
1 1 1 
 

134
13. Discuss the nature, index and signature of the
quadratic form 10 x2  2 y 2  5z 2  6 yz  10 zx  4 xy

 8 6 2 
14. Diagonalise the matrix   by
A   6 7 4 
 2 4 3 
 

orthogonal reduction and provide the normalized

modal matrix.
15. Reduce the quadratic form 2x1x2+2x1x3-2x2x3 to
the canonical form by an Orthogonal
transformation.

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16. (i) Find the eigen value and eigen vector of the
matrix  2 1 0 
 
0 2 1
0 2
 0 
(ii) For A = 1 0 3  , compute the value of
 
2 1  1
1  1 1 


A6  5 A5  8 A4  2 A3  9 A2  31A  36 I , Using Cayley-

Hamilton theorem.

17. Reduce the quadratic form 3x12 + 5x22 + 3x32

-2x2x3+2x3x1-2x1x2 to a Canonical form by
orthogonal reduction.

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THANK YOU