Engineering Mathematics - I (MATH ZC 161) : BITS Pilani

BITS Pilani, K K Birla Goa Campus
BITSPilani
K K Birla Goa Campus
Engineering Mathematics I
(MATH ZC 161)
Dr. Amit Setia (Assistant Professor)
Department of Mathematics
BITSPilani
K K Birla Goa Campus
Chapter 8: Matrices
Outline of lecture 5
Section 8.6 Inverse of a Matrix
Using the inverse how to solve system of equations
Section 8.7 Cramers Rule
Section 8.8 The Eigenvalue Problem
Section 8.8 The Eigenvalue Problem
Section 8.9 Power of Matrices
17/08/2012 3 Engineering Mathematics I (MATH ZC 161)
Outline of lecture 6
Section 8.10 Orthogonal Matrices
Symmetric matrix
Real eigenvalues
Inner product
Norm of a column vector
Orthogonal eigenvectors
Orthogonal matrix
Criteria for an Orthogonal matrix
Constructing an Orthogonal matrix
Recall: Symmetric Matrix
An matrix is symmetric
if ,
T
n n A
A A
=
where is the transpose of .
T
A A
Problem
Check whether the given matrix is symmetric or not.
0 1 0
1 1 1 A
(
(
=
(
1 1 1
0 1 0
A =
(
(

Solution
0 1 0
1 1 1
0 1 0
0 1 0
A
(
(
=
(
(

(
0 1 0
1 1 1
0 1 0

is a symmetric martix
T
T
A
A A
A
(
(
=
(
(

=

Real Eigenvalues
Let be a symmetric matrix with real entries.
Then the eigenvalues of are real.
A
A
Then the eigenvalues of are real. A
Inner Product
[ ]
[ ]
1 2
1 2
In , the of two vectors
, ,......, and
, ,......,
inner product or dot prouduc
is given by
t
n
n
n
R
x x x x
y y y y
=
=
[ ]
1 2
1 1 2 2
, ,......, is given by
........
n
n n
y y y y
x y x y x y x y
=
= + + +
1 1
2 2
If and are 1 column vectors,
and ,
... ...
n n
X Y n
x y
x y
X Y
x y
( (
( (
( (
= =
( (
( (

[ ]
1 1 2 2
1 1
1 1 2 2
then in matrix form:
........
........
drop the Notation paranthe used:
n n
T T
n n
n n
x y
X Y x y x y x y Y X
x y x y x y
X Y

= + + + =
= + + +
=
ses for 1 1 matrix
1
2
The norm of a column vector

...
x
x
X
(
(
(
=
(
2 2 2
1 2

...
is given by
. .....
n
T
n
X
x
X X X X X x x x
=
(
(

= = = + + +
Orthogonal Eigenvectors
Let be an symmetric matrix.
Then eigenvectors corresponding to
distinct eigenvalues are orthogonal.
. .
A n n
i e

1 2
1 2
. .
Let and be two distinct eigenvalues of
corresponding to the eigenvector and , resp
i e
A
K K

1 2 1 2
ectively
then:
. 0
T
K K K K = =
Example
1 2 3
0 1 0
Let A= 1 1 1 be a symmetric matrix.
0 1 0
The eigenvalues of A are 0, 1, 2.
The corresponding eigenvectors are

(
(

(
(

= = =
1 2 3
The corresponding eigenvectors are
1 1 1
K 0 , K 1 , K 2
1 1 1
Method to fin : d Note
( ( (
( ( (
= = =
( ( (
( ( (

eigenvalues and eigenvectors
for a matrixis discussed in last lecture.
[ ]
1 2 3
1 2 1 2
since , Then from the previous theorem,
1
. 1 0 1 1 1 ( 1) 0 1 1 1 0
T
K K K K

(
(
= = = + + =
(
[ ]
1 3 1 3
1
1
. 1 0 1 2 1 1 0 2 1 ( 1) 0
1
T
K K K K
(
(

(
(
= = = + + =
(
(

[ ]
2 3 2 3
1
. 1 1 1 2 ( 1) 1 1 2 1 ( 1) 0
1
T
K K K K
(
(
= = = + + =
(
(

1
hence eigenvectors corresponding to distinct eigenvalues
are orthogonal.
(

Orthogonal Matrix
1
An nonsingular matrix is orthogonal
if
T
n n A
A A
=
In other words,
is orthogonal if
T
A A A I =
Problem
Check whether the matrix
1 2 2
3 3 3
2 2 1
(
(
(
(
2 2 1
A=
3 3 3
2 1 2
3 3 3
is orthogonal or not ?
(
(
(
(
(
(

1 2 2 1 2 2
3 3 3 3 3 3
1 0 0
2 2 1 2 2 1
0 1 0
3 3 3 3 3 3
T
A A I

( (
( (
(
( (
(
( (
= = =
(
( (
Solution
3 3 3 3 3 3
0 0 1
2 1 2 2 1 2
3 3 3 3 3 3
is orthogonal matrix. A
(
( (
(
( (

( (
( (

Criterion for an
Orthogonal Matrix
1 2
An matrix is orthogonal

its columns , ,......., form an orthonormal set.
n
n n A
X X X

1 2
its columns , ,......., form an orthonormal set.
n
X X X
Orthonormal set
1 2
A set of vectors , ,...., in forms an orthonormal set
if every pair of distinct vectors is orthogonal and
each vector in the set is a unit vector.
n
n
x x x R
1
In terms of inner product,
the set of vectors , x
2
,...., in , is orthonormal if
0, , , 1, 2,..., and
1 . . 1, 2,...., .
1)
2) 1,
i i i
n
n
i j
i i
x
x x R
x x i j i j n
x x i x e i x n
= =
= = = =
Problem
Verify using last theorem that the matrix
1 2 2
3 3 3
2 2 1
(
(
(
(
2 2 1
A=
3 3 3
2 1 2
3 3 3
is orthogonal.
(
(
(
(
(
(

Solution
1 2 3
1 2 2 1 2 2
3 3 3 3 3 3
2 2 1 2 2 1
, ,
3 3 3 3 3 3
A X X X

( ( ( (
( ( ( (
( ( ( (
( ( ( (
= = = =
( ( ( (
1 2 3
, ,
3 3 3 3 3 3
2 1 2 2 1 2
3 3 3 3 3 3
A X X X = = = =
( ( ( (
( ( ( (

( ( ( (
( ( ( (

1 2 1 2
2
3
1 2 2 2 2 4 2
. 0
3 3 3 3 9 9 9
1
3
T
X X X X
(
(
(
(
(
= = = + =
(
(

(
(
(

1 3 1 3
3
2
3
1 2 2 1 2 2 4
. 0
3 3 3 3 9 9 9
2
3
T
X X X X
(

(
(
(
(
(
= = = + =
(
(

(
(
(

2 3 2 3
2
3
2 2 1 1 4 2 2
. 0
3 3 3 3 9 9 9
2
3
T
X X X X
(
(
(
(
(
= = = + + =
(
(

(
(
(

1 1 1 1 1
3
1
3
1 2 2 2 1 4 4
. 1
3 3 3 3 9 9 9
2
3
T
X X X X X
(
(

(
(
(
(
(
= = = = + + =
(
(

(
(
(

2 2 2 2 2
2
3
2 2 1 2 4 4 1
. 1
3 3 3 3 9 9 9
1
3
T
X X X X X
(
(
(
(
(
= = = = + + =
(
(

(
(
(

3 3 3 3 3
3
2
3
2 1 2 1 4 1 4
. 1
3 3 3 3 9 9 9
2
3
, is orthog By the previous theorem onal.
T
X X X X X
A
(

(
(
(
(
(
= = = = + + =
(
(

(
(
(

Constructing an Orthogonal Matrix
1 2
1 2
If an real symmetric matrix possesses
distinct eigenvalues , ,....., ,
then the corresponding eigenvectors , ,.......,
are mutually o
By multiplying eac
rthog
h vector by the recipro
onal.
n
n
n n A
n
K K K

cal of its norm,

By multiplying each vector by the recipro
We can then constr
cal of its norm,
we
uct an orthogonal m
obtain a set of mutually orthogonal un
atrix by forming
an matrix P wh
it
ose
vectors
i.e. an o
columns are the
rth
se
onormal set
normalized ig
.
e
n n
envectors of . A
Problem
Construct an orthogonal matrix from the eigenvectors
of the given symmetric matrix
0 1 0
A= 1 1 1
(
(

A= 1 1 1
0 1 0
(

(
(

Solution
1 2 3
0 1 0
Let A= 1 1 1
0 1 0
The eigenvalues of A are 0, 1, 2.
(
(

(
(

= = =
1 2 3
1 2 3
The corresponding eigenvectors
1 1 1
K 0 , K 1 , K 2
1 1 1
are orthogonal.
( ( (
( ( (
= = =
( ( (
( ( (

1 2 3
3 1 2
1 2 3
1 2 3
Now the norms of the orthogonal eigenvectors are
||K || 2, ||K || 3, ||K || 6
K K K
, ,
||K || ||K || ||K ||
V V V
= = =

= = =
`
)
1 2 3
1 2 3
||K || ||K || ||K ||
1 1 1
1 1 1
0 , 1 , 2
2 3 6
1 1 1
forms an ortho
V V V
)

( ( (

( ( (
= = =
`
( ( (

( ( (

)
normal set of vectors.
[ ]
1 2 3 1 2 3
Orthogonal matrix,
; where , and are column vectors
1 1 1
P
V V V V V V =
(
(
2 3 6
1 2
0
3 6
1 1 1
2 3 6
(
(
(
=
(
(
(
(

{ }
n
1 2
Gram- Schmidt process is for transforming
a linearly independent set of vectors into
an orthogonal set
Let , ,....., be L.I. set of vectors in R .
m
K K K
Gram-Schmidt process
{ }
{ }
1 2
1 2
Let , ,....., be L.I. set of vectors in R .
we create a new set , ,....., of vectors as f
m
m
K K K
V V V
1 1
2 1
2 2 1
1 1
ollows:
Let
.
Let
.
V K
K V
V K V
V V
=
| |
=
|
\
3 1 3 2
3 3 1 2
1 1 2 2
. .
Let V
. .
...........................................................
K V K V
K V V
V V V V
| | | |
=
| |
\ \
1 2 1
1 2 1
1 1 2 2 1 1
1
. . .
Let ........
. . .
then ,
m m m m
m m m
m m
K V K V K V
V K V V V
V V V V V V
V V

| | | | | |
=
| | |
\ \ \
{ }
2
orthogonal s ,....., is et of vect . an s or
m
V
Constuct an orthogonal matrix from
0 2 2
the matrix
(
(
Problem
0 2 2
2 0 2
2 2 0
A
(
(
=
(
(

0 2 2
2 0 2
2 2 0
It's characterisitic equation is
A
(
(
=
(
(

Solution
( ) ( )
( )
2
1
2
It's characterisitic equation is
2 4 0
2 repeated eigenvalue 2
& 4

=
=
=
(stated on slide no.
The set of eigenvectors corresponding to distinct
eigenvalues are orthogonal 13)
Remark
(stated on slide no.
but the different eigenvectors corresponding to
repeated
eigenvalues are ort
eigenvalue may not be o
hogonal
rthogo
13)
nal.
( )
1
For 2,
solving 2 0
1 1
A I K
=
+ =

( (
( (
= =
1 2
1 2 1 2
1 2
we get 1 , 0
0 1
Now and are not orthogonal | K K 0
but and are linearly independent.
K K
K K
K K
( (
= =
( (
( (

i
1 1
2 1
We will use the Gram-Schmidt process to obtain
an orthogonal set from linearly independent set.
Let and
1/ 2

1/ 2
V K
K V
V K K
(
| |
(
= =
|
(
i
2 1
2 2 1
1 1
*
2 2
1/ 2

1
To eliminate fractions, we let
1
2 1
V K K
V V
V V
(
= =
|
(
\
(

= =
i
i
2
(
(
(
(

*
1 2
1 1
1
The sct { , } is an orthogonal sct of vectors.
Normalizing, we obtain
1
1 1
1
2
0
V V
W V
V
(
(
= =
(
(

1
*
2 2
*
2
1 2 1
0
1
1 1
1
6
2
The set { , } is an orthonormal set for the 2
W V
V
W W
(

(
(
= =
(
(

=
2
3
3
Now we find an eigenvector for = 4
by solving ( 4 ) 0
1
we get 1
A I K
K
=
(
(
=
(
3
3
we get 1
1
Normalizing this vector,
1
1
we have the eigenvector W 1
3
1
K =
(
(

(
(
=
(
(

[ ]
1 2 3
3 1 2
1 2 3
{ , , } is an orthonormal set
eigenvectors associated with distinct eigenvalues are orthogonal
i.e. is orthogonal to both and
i.e. { , , } is an orthogonal set
W W W
W W W
W W W

[ ]
1 2 3 1 2
, where , P W W W W W =
3
, are column vectors
1/ 2 1/ 6 1/ 3
1/ 2 1/ 6 1/ 3
0
2 / 6 1/ 3
is the required orthogonal matrix.
W
P
(

(
=
(
(
(

Thanks
Thanks

Engineering Mathematics - I (MATH ZC 161) : BITS Pilani

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BITS Pilani, K K Birla Goa Campus

17/08/2012 7 Engineering Mathematics I (MATH ZC 161)

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

cal of its norm,

BITS Pilani, K K Birla Goa Campus

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