Beruflich Dokumente
Kultur Dokumente
Definition
A matrix A of order (or size) m n is a rectangular array of mn elements
arranged in m rows and n columns. The element in the i th row and j th
column is called the (i, j ) -entry of the matrix and is denoted by aij .
a11 a12 a1n
a
a22 a2 n
21
A [aij ]
am1 am 2 amn
Matrix operations:
Addition:
Matrices
are
added
(or
[aij ] [bij ] [aij bij ] , which is of same order.
subtracted)
element-wise:
Matrix Multiplication
An m n matrix A can be multiplied with an p q matrix B if and only if
n
Example
2 (1) 3 6 14 16
2 3
2 1 3 4
1
5 7
5 1 7 4
5 (1) 7 6 33 37
4 6
11 13
11 1 13 4 11 (1) 13 6 63 67
product BA may not even be defined, as in the case of the matrices in the above
example.
1 0 0
0 1 0
0 0 1
Multiplying any matrix by an identity matrix of appropriate order results in the
same matrix, i.e., if A is any m n matrix, then I m A AI n A . It is easy to
show that the identity matrix I the only matrix with this property. For, suppose
K is another such matrix, then IK K , because of the property of I , and
IK I , because of the property of K , and thus, I K .
1 0 9
1 5 1 4
5 3 2
T
.
If A 0 3 1 7 , then A
1 1 5
9 2 5 1
4 7 1
Hermitian transpose
The conjugate transpose of A (also called the Hermitian transpose or
transjugate) is matrix A * obtained by replacing every element of AT by its
complex conjugate. Thus, if A [aij ]mn , then A* AT a ji .
nm
Example
4
3 2i
1 i
6i
2 i
2i
5 , then A*
4
1 3i 4 i .
If A 1 i 1 3i
6i
3 2i 5 1 2i
4 i 1 2i
Symmetric, Skew-symmetric, Hermitian matrices
A square matrix A is said to be
(i)
T
Symmetric if A A
(ii)
(iii)
T
Skew-symmetric if A A
Hermitian of A A *
Example
9 1 1
If A 3 2 1 , then tr( A) a11 a22 a33 9 (2) 5 12 .
4 7 5
Properties
1. ( A B)T AT BT and ( A B)* A * B * for all m n matrices A and B .
2. cA cAT and cA* c * A * for all matrices A and scalars c .
T
3. AT
Example
3 1
2 7
Let A
and B
.
2
5
1
4
7 17
8 37
Then AB
and BA
.
1
34
11
19
Determinants
For every square matrix A , we can associate a unique real (or complex)
number, called the determinant of A , and denoted by | A | or det( A) , having
certain important properties.
Definition
1. For a 1 1 matrix A [a11 ] , the determinant is defined to be | A | a11 .
2. For an n n matrix A [aij ] (where n 1 ), the determinant is defined as
n
1 2
Then | A |
3 4
1 4 2 3
2 .
1 3 1
A 1 1 2
2 1 2
2. Let
Then | A | 1 1 2
2 1 2
1
1 2
1 1
2
4 6 3
1 .
Inverse of a Matrix
For a square matrix A of order n , another matrix B of the same order is said to
be an inverse of A if AB BA I , the identity matrix of order n .
A square matrix that has no inverse is said to be singular, and one that has an
inverse is said to be non-singular or invertible.
Theorem
Every invertible matrix has a unique inverse.
Proof
Let A be an invertible matrix, and suppose B1 and B2 are inverses of A .
Then B2 B2 I (where I is the identity matrix of appropriate order)
B2 ( AB1 )
( B2 A) B1
IB1
(as
(as
(as
is
B1
matrix
B2
is
B1
B2 B1 , i.e., the inverse of A is unique.
an
inverse
multiplication
an
inverse
of
is
associative)
of
)
.
Example
1 3 1
4 7 5
1
If A 1 1 2 , then A 2 4 3 .
3 5 4
2 1 2
1 3 1 4 7 5 1 0 0
For, AA 1 1 2 2 4 3 0 1 0 .
2 1 2 3 5 4 0 0 1
1
Properties
1. A1
3. AT
1 0 2
Let A 2 3 1 .
1 2 1
1 1 1
The cofactor matrix is C 4 1 2 and the determinant is | A | 3 .
6 3 3
1 4 6
Thus, adj A C T 1 1 3 .
1 2 3
1 4 6
adj
A
1
A1
1 1 3 .
| A| 3
1 2 3
Special Matrices
A matrix A [aij ] be an n n (real or complex) matrix is said to be
1. diagonal if aij 0 for all i j .
2. tridiagonal if aij 0 for all i , j with | i j | 1 , i.e., all the entries of A are
zero except (possibly) for those on the main diagonal
( a11, a22 ann ), the superdiagonal ( a12 , a23 an1,n ), and the subdiagonal
( a21, a32 an,n1 ).
3. upper-triangular if aij 0 for i j , i.e., all entries below the main
diagonal are zero.
4. lower-triangular if aij 0 for i j , i.e., all entries above the main diagonal
are zero.
5. orthogonal if all its entries are real and AT A1 , i.e., AAT AT A I .
6. unitary if it has complex entries and A* A1 , i.e., AA* A * A I .
Exercises
1. Classify the following matrices as symmetric, skew-symmetric, Hermitian, or
none of these:
1 3
a.
3 4
ex
b. ix
e
0 1
c. 1 0
1 1
2
d. 1 i
3
eix
e x
1
1
0
1 i
0
i
3
i
0 1 1
e. 1 0 1
1 1 0
1 1 1
f. 1 1 1
1 1 1
2 1 i 3
i
i
g. 1 i
3
i 1
x 2 9 x 2 2 x 1
2. Find the value of x such that A
is
4
2
x
0
a. symmetric
b. skew-symmetric
3. Show that every skew-symmetric matrix A [aij ] of order n has all main
3 3
0 1 1
b. 1 0 1
1 1 0
eix
e x
ex
c. ix
e
cos sin
d.
sin cos
e x e2 x
e. x
2x
e 2e
1 2 2
f. 1 3 0
0 2 1
6. Determine which of the following are invertible and find the inverse:
1 1
a.
3 3
1 1
b.
3 3
0 1 1
c. 1 0 1
1 1 0
0 1 1
d. 1 0 1
1 1 0
cos sin
e.
sin cos
1 x
f. 0 1
0 0
1
g. 0
0
a
h. 0
0
x2
x
1
a b
1 c , where a , b , c are any three complex numbers.
0 1
0 0
b 0
0 c
0 1
0
b. 0
1
1
c.
1
0 1
1 0
0 0
1
0
1 1
d.
1 1
1
1
2
2
e.
1
1
2
2
i
1
2
2
f.
1
i
2
2
cos sin
g.
sin cos
Note that zero rows (i.e., rows with all entries 0) are allowed, but the second
condition implies that all zero rows must occur below all non-zero rows (i.e.,
rows with at least one non-zero entry).
Example
Among the matrices given below, A and C are in row-reduced echelon form,
while B and D are not (why?).
1 0 2 1
A 0 0 1 4
0 0 0 0
1 0 2 1
B 0 0 0 0
0 0 1 4
1 2 0 0 1 5
C 0 1 0 4 3 3
0 0 0 1 1 2
1 2 0 0 1 5
D 0 1 0 4 3 3
0 1 0 5 4 1
The following three operations performed on a matrix are called elementary row
operations:
1. Interchange: Interchange any two rows. Ri R j denotes interchanging of
the i th and j th rows
2. Scaling: Multiply every entry of a row by the same non-zero scalar. Ri kRi
denotes multiplying the i th row by the scalar k .
3. Row Addition: Add a multiple of one row of the matrix to another row.
Ri Ri kR j denotes adding k times the j th row, to the i th row.
Note: These definitions are motivated by analogous operations that can be
performed on a given system of linear equations to obtain equivalent systems of
linear equations.
We can use elementary row operations to transform a matrix into its rowreduced echelon form.
Example
4 8 0 0 4 20
A 3 5 0 4 6 12
2 6 0 9 5 14
1 2 0 0 1 5 R1 R1 / 4
~ 3 5 0 4 6 12
2 6 0 9 5 14
1 2 0 0 1 5 R2 R2 3R1
~ 0 1 0 4 3 3 R3 R3 2 R1
0 2 0 9 7 4
1 2 0 0 1 5 R3 R3 2 R2
~ 0 1 0 4 3 3
0 0 0 1 1 2
2 6 0 9 5 14
4
~ 3
2
4
~ 3
0 0 0 0
1 0 4 3
2 0 9 7
0 0 0 0
1 0 0 0
2 0 1 1
0 C2 C2 2C1
3 C5 C5 C1
4 C6 C6 5C1
0 C4 C4 4C2
0 C5 C5 3C2
2 C6 C6 3C2
4 0 0 0 0 0 C5 C5 C4
~ 3 1 0 0 0 0 C6 C6 2C4
2 2 0 1 0 0
4 0 0 0 0 0 C3 C4
~ 3 1 0 0 0 0
2 2 1 0 0 0
Elementary Matrices
All the elementary row and column operations can be defined in terms of
multiplication by special matrices called elementary matrices.
Definition
An elementary matrix E is a square matrix that generates an elementary
row operation on a matrix A under the multiplication EA .
Example:
0 1 0
Let E 1 0 0 ,
0 0 1
1 2 3
A 4 5 6 .
7 8 9
0 1 0 1 2 3 4
EA 1 0 0 4 5 6 1
0 0 1 7 8 9 7
Thus, left-multiplication by E
second rows of A .
5 6
2 3
.
8 9
has the effect of interchanging the first and
1 2 3 0
AE 4 5 6 1
Now,
7 8 9 0
Right-multiplication by E , therefore,
columns of A .
1 0 2 1 3
0 0 5 4 6
.
0 1 8 7 9
interchanging the first and second
1 2 3 4
Example: Let A 5 6 7 8 . To construct an elementary matrix, say
9 10 11 12
1 0 0
E1 , that interchanges the first and third rows of A , consider I 0 1 0 . By
0 0 1
0 0 1
interchanging the first and third rows of I , we obtain E1 0 1 0 .
1 0 0
0 0 1 1 2 3 4 9 10 11 12
Then, E1 A 0 1 0 5 6 7 8 5 6 7 8 .
1 0 0 9 10 11 12 1 2 3 4
To construct an elementary matrix E2 that subtracts 5 times the first row of A
from the second row of A , perform the same operation on I :
1 0 0
E2 5 1 0
0 0 1
4
1 0 0 1 2 3 4 1 2 3
Then E2 A 5 1 0 5 6 7 8 0 4 8 12 .
0 0 1 9 10 11 12 9 10 11 12
However, E1 cannot be used for interchanging the first and third columns of A ,
as it is not possible to right-multiply A having order 3 4 by E1 having order
3 3 . Therefore, we need to obtain another elementary matrix, say E3 , from the
identity matrix of order 4 by interchanging the first and third columns (or
equivalently, rows).
0
0
Thus, E3
1
0 1 0
1 0 0
.
0 0 0
0 0 1
0
1 2 3 4
0
Then, AE3 5 6 7 8
1
9 10 11 12
0
0 1 0
3 2 1 4
1 0 0
7 6 5 8
0 0 0
11
10
9
12
0 0 1
2 4 2
0 1 2
is 3, since this is in the echelon form of
0 0 1
0 0 0
2 1 3
1 0 1
A
Example
0 2 1
1 1 4
1 0 1 R2 R2 2 R1
0 1 1 R R R
4
1
4
~
0 2 1
0 1 3
1 0 1 R1 R2
2 1 3
~
0 2 1
1 1 4
1 0
0 1
~
0 0
0 0
1
0
~
0
0
1
0
0
1 R3 R3 2 R2
1 R4 R4 R2
4
1
1 R2 R2
1 R4 R4 4 R3
As there are three non-zero rows in the row-reduced echelon form of A , the row
rank
of
is
3.
Now,
we
find
the
column
rank.
A
2 1 3
1 0 1
A
0 2 1
1 1 4
1
0
~
2
1
0
~
2
1
1
0
~
2
2
1
0
1
0
1
4
3
0
1
4
3
3 C1 C2
1
4
0 C2 C2 2C1
1 C3 C3 3C1
7
0 C3 C3 C2
0
Theorem
The row rank of a matrix is the same as the column rank, and the
common value is the rank of the matrix.
1 0 2 1 0 0 R1
Solution: [A | I] = 2 1 3 0 1 0 R 2
4 1 8 0 0 1 R 3
1 0 2 1 0 0
[A | I] = 0 1 1 2 1 0
0 1 0 4 0 1
1 0 2 1 0 0
0 1 1 2 1 0
0 0 1 6 1 1
1 0 0 11 2 2
0 1 0 4 0 1
0 0 1 6 1 1
1 0 2
2 1 3
4 1 8
1 0 0 11 2 2
0 1 0 4 0 1 .
0 0 1 6 1 1
11 2 2
0 1.
6 1 1
Therefore A-1 = 4
4
0
1
1
4
2
0
5
Solution:
Writing the given matrix side by side with the unit matrix of order 3, we have
4 1 2 1 0 0 R1
[A | I] = 0 1 0 0 1 0 R 2
8 4 5 0 0 1 R 3
[A | I] =
0
1
4
1
2
1
4
R1
and R 3 R 3 2R1
4
[A | I] =
0
1
4
1
2
1
4
1
4
[A | I] =
0
1
4
1
2
1
4
1
2
[A | I] =
0
5
4
3
4
1
2
= [ I | B]
0
3
4
1
2
1
2
.
0
1 1 0
1. A 2 2 1
1 1 0
1 1 0
2. A 1 1 1
1 1 0
1
2
Ans. A1 1
2
0
1
2
Ans. A1 1
2
0
0
0
1
0
0
1
1
2
1
2
2
1
2
1
2
1
1 3 1
4 7 5
3. A 1 1 2 Ans. A1 2 4 3
3 5 4
2 1 2
1 1 1
1 1 1
1
4. A 1 0 1
Ans. A 1 1 0
1 1 0
1 0 1
5 8 1
5 11 6
5
5. A 0 2 1 Ans A1 4 9
8 17 10
4 3 1
0
0
0
1
0
4
1
2
0
2
1
9
0 is 2, since two rows are non-zero.
0
Problem: Find the rank of the following matrix using elementary row
transformations.
2
A =(4
0
1
0
1
3 1
2 6).
2 2
Perform, R2 R2 - 2R1,
2
A (0
0
1
2
1
3 1
4 4).
2 2
R3 R3 + (1/2)R3,
2
A (0
0
1
2
0
3 1
4 4).
0 0
Rank(A) = 2
1 2 3 2
Example: Find the rank of 2 3 5 1
using elementary row transformation.
1 3 4 5 3 4
The rank of A min {3, 4} = 3.
1 2 3 2 R1
A = 2 3 5 1 R 2
1 3 4 5 R 3
[Firstly we use the leading entry in the first row 1 to make the
Perform,
1 2 3 2
R 2 R 2 2 R1, then A 0 1 1 3
0 1 1 3
R 3 R 3 R1
Perform, R 2 (1) R 2
Perform,
1 2 3 2
then A 0 1 1 3
0 1 1 3
R3 R3 R 2
1 2 3 2
then A 0 1 1 3
0 0 0 0
The above matrix is in the echelon form having two non-zero rows. Hence the rank of A is 2.
1
Example: Determine the rank of the matrix (1
2
2
4
6
3
2).
5
2
2
0
2
2
2
3
1)
1
3
1).
0
Exercises
Determine the rank of the following matrices by using elementary row
operations:
1
1. 1
2
1
2. 2
1
2 0
1 1
1 1
Ans. Rank = 2
1 0
2 1
1 0
Ans. Rank = 3
1 1 1 1
3. 1 1 1 2 Ans. Rank = 2
3 1 3 4
1 3 1 1
1 1 2 2
Ans. Rank = 4
4.
2 1 2 1
1 2 2 2
1 1 1
5. 1 0 1
Ans. Rank = 3
1 1 0
Linear Equations-Consistency:
...
...
...
...
where
21 a 22 .... a 2n
A = .... .... .... ....
x1
x
X = 2
and B =
n 1
xn
b1
b
2
m 1
b m
a11 a12
a 21 a 22
....
....
....
....
a m1 a m2
..... a1 n
..... a 2 n
....
....
....
....
.... a mn
b1
b2
....
....
bm
is called the augmented matrix. The matrix A B determines the system (*)
completely, since it contains all the given numbers appearing in (*).
Note: The matrix equation AX = B need not always have a solution. It may have no
solution or a unique solution or an infinite number of solutions.
Definition: A system of equations having no solution is called an inconsistent system.
A system of equations having one or more solution is called a consistent system.
Observations: Consider a system of non-homogeneous linear equations AX = B.
i) if rank A rank A B , then system is inconsistent.
ii) if rank A = rank A B = number of unknowns, then system has a unique
solution.
iii) if rank A = rank A B < number of unknowns, then system has an infinite
number of solutions.
(i)
from the second equation. Similarly we eliminate x from the third equation by
a3
times the first equation from the third equation. We thus, get the
a1
eliminating
new system
a1 x + b 1 y + c 1 z
= d1
(ii)
Here the first equation is called the pivotal equation and a1 is called the first pivot
element.
Step II: To eliminate y from third equation in (ii).
b '3
times the second
b '2
equation from the third equation. We thus, get the new system
a1 x + b 1 y + c 1 z = d 1
b '2 y c'2 z d'2
..(iii)
c''3 z d ' 3
Here the second equation is the pivotal equation and b'2 is the new pivot element.
Step III: To evaluate the unknowns
The values of x, y, z are found from the reduced system (iii) by back substitution.
This also can be derived from the augmented matrix of the system (i),
[A|B] =
a1
a
2
a 3
b1
b2
c1
c2
b3
c3
d1
d 2
d1
(iv)
c1
c '2
c'3
d1
d'2
d ' 3
..(v)
By back substitution we get z, y and x constituting the exact solution of the system (i).
Note: The method will fail if one of the pivot elements a1, b '2 or c3 '' vanishes. In
such cases the method can be modified by rearranging the rows so that the pivots are
non-zero. If this is impossible, then the matrix is singular and the equations have no
solution.
Solution: We have
5 3 7
3 26 2
7 2 10
4
9
5
7
2 10
12
45
5
Apply R2 R2 - R1
9 21
15
0 121 11
7
2 10
12
33
5
35 10 50 25
0 0 0
4
3
0
Therefore the rank of the coefficient matrix and the augmented matrix both are
2. Hence the equations are consistent. The given system is equivalent to
5x + 3y + 7z = 4, 11y - z = 3.
Therefore x = 7/11, y = 3/11, and z = 0.
Example: Sole by Gauss elimination method 5x - y + z = 10, 2x + 4y = 12, x +y
+5z = -1.
1 1 5
2 4 0
5 1 1
1
12
10
0 2 10
0 6 24
1
14
15
Apply R2 (1/2)R2
5 1
1 1
0
1 5 7
0 6 24 15
Apply R3 R3 + 6R2
5 1
1 1
0 1 5 7
0 0 54 57
Apply R3 (-1/54)R3
1
1 1 5
0 1 5
7
0 0
1 1.0556
x + y - 2z = 0
Answer: Rank (A) = Rank (A:B) = 2 < the number of unknowns = 3. Therefore the
system is consistent, and have infinite number of solutions, which involve n r = 3
2 = 1 constant (s).
z + 0w
6x + 0y + 0z - 2w
0x + 2y - 2z - w
0
1
0
1
3
7
0
6
2
1
3
0
4
0
1
1
4
2
0
5
Solution:
Writing the given matrix side by side with the unit matrix of order 3, we have
[A | I ] =
4
0
1
1
2
0
1
0
0
1
0 R1
0 R2
1 R3
1
4
1
2
1
4
R
0 R1 1
4
0 R2
1 R3 R3 2 R1
1
4
1
2
1
4
1
4
1
2
1
4
0
R1
0 R2
1 R3 R3 2 R2
0 R1 R1 1 R2
4
0 R2
1 R3
5
4
3
4
1
1
R R1 R3
2 1
2
0 R2
1 R3
= [ I | B]
Hence the inverse of the given matrix is
B = A1 =
3
4
1
2
1
2
. (i)
x + 2y + z = 4
The system (i) can be written as AX = B
where A =
1 2
3
2 3 1 ,
1 2 1
x
X y
z
Now AX = B X = A1 B
and
3
B 3
4
.. (ii)
Writing the given matrix side by side with the unit matrix of order 3, we have
3 1 2 1 0 0 R1
[A | I] = 2 3 1 0 1 0 R 2
1 2 1 0 0 1 R 3
Continue row transformations (please refer the earlier lesson for inverse
computation), we obtain
A1 =
1
8
3
8
7
8
3
8
1
8
5
5
8
7
8
11
3
8
1
8
5
9
3
8 8
9 3
8
8
21
15
8
8
x
y
z
3 1
5
8
7
8
11
8
20
8
28
8
44
8
3
3
4
1
2
1
1
2
1
3 1
a n1x 2 +a n2 x 2 +a n3 x 3 +...+a nn x n = b n
In which the diagonal elements aii do not vanish. If this is not the case, then the equations
should be rearranged so that this condition is satisfied. Now, we rewrite the system above as
x1
a
a
b1 a12
x2 13 x3 ... 1n xn
a11 a11
a11
a11
x2
a
a
b2 a21
x1 23 x2 ... 2 n xn
a22 a22
a22
a22
.
.
xn
a
bn an1
a
x1 n 2 x2 ... n , n 1 xn 1
ann ann
ann
ann
Let x1(0) , x2(0) ,....., xn(0) be the initial approximation to the solution.
If x1( k ) , x2( k ) ,....., xn( k ) denotes the approximation to the solution at kth iteration, then the solution
at (k +1)th iteration is given by
x1( k 1)
a
b1 a12 ( k ) a13 ( k )
x2
x3 ... 1n xn ( k )
a11 a11
a11
a11
x2( k 1)
a
b2 a21 ( k ) a23 ( k )
x1
x2 ... 2 n xn ( k )
a22 a22
a22
a22
.
.
xn ( k 1)
a
bn an1 ( k ) an 2 ( k )
x1
x2 ... n ,n 1 xn 1( k )
ann ann
ann
ann
This method is due to Jacobi and is called the method of simultaneous displacements.
Gauss Seidel Method:
In Jacobis method, to obtain the values at the (k+1)th iteration, only kthiteration values are
used. A simple modification to the above method sometimes yields faster convergence and
isdescribed below.
Here, along with the kth iteration values, all available (k + 1)thiteration values are used. It is
clear, therefore, that this method uses an improved component as soon as it is available and it
is called the method of successive displacements, or the Gauss Seidel method.
The Jacobi and Gauss Seidel methods converge, for any choice of the first approximation
xj(0) (j= 1, 2, , n), if every equation of the system satisfies the condition that sum of the
absolute values of the coefficients aij/aii is almost equal to, or in at least one equation less than
unity, i.e. provided that
n
a ij / a ii 1, i =1, 2,..., n
j = 1, j1
where the < sign should be valid in the case of at least one equation. A matrix A
satisfying the above condition is known as a diagonally dominant matrix. It can be shown
that the Gauss Seidel method converges twice as fast as the Jacobi method. The working of
the methods is illustrated in the following examples.
+ 20 yz = 18
(1)
2x 3y + 20 z =25
Solve for x, y, z respectively
x =
1
17 y 2z
20
y =
1
18 3x z
20
z =
1
25 2x 3y
20
(2)
x = x (1) =
17
20
= 0.85
y = y (1) =
18
20
= 0.9
z = z(1) =
25
20
= 1.25,
where (x(1), y(1), z(1)) = (0.85, 0.9, 1.25) are the first approximated values.
Putting these values on the right hand sides of the equations (2) we obtain
x = x (2) =
1
20
1.0200
y = y(2) =
1
20
[ 18 3 0.85 + 1.25] =
0.965
z = z(2) =
1
20
[ 25 2 0.85 + 3 (0.9)]=
1.1515
x
1.0134
1.0009
1.000
1.0000
Variables
y
-0.9954
-1.0018
-1.0002
-1.0000
z
1.0032
0.9993
0.9996
1.0000
Therefore
x = 1, y = 1, z = 1.
..........(1)
(0)
= 0, z =
z(0) = 0.
Then the first approximation is
x (1) 1.1446
(1)
y 2.0000
(1)
z 2.4483
.........(2)
Now using equation (1), the second approximation is computed from the
equations as
...............(3)
Substituting equation (2) into equation (3), we get the second approximation as
x (2) 0.9976
(2)
y 1.2339
(2)
1.7424
z
.........(4)
Proceed in a similar way, we get the third, fourth and fifth approximations to the
required solution and they are tabulated as below.
Variables
x
y
z
1.1446 2.0000 2.4483
0.9976 1.2339 1.7424
1.0651 1.4301 2.0046
1.0517 1.3555 1.9435
1.0587 1.3726 1.9665
25
x1 =
x2 =
x3 =
1
20
1
20
1
20
[17 x2 + 2x3 ]
(i)
[18 3x1 + x3 ]
(ii)
(iii)
(0)
Initial approximation: x1 x1(0) 0 , x 2 x (0)
2 0 , x3 x3 0 .
First iteration:
(0)
(1)
Taking x 2 x (0)
2 0 , x 3 x 3 0 in (i), we get x1 = 0.85
Taking
x (1)
2
1
[18 3 0.85 + 0 ] = 1.0275
20
1
[ 25 2 0.85 + 3 (1.0275)] = 1.0109
20
(1)
Therefore x1(1) 0.85, x (1)
2 1.0275, x 3 1.0109 .
Second iteration:
x1(2)
1
[17 3 (1.0275) + 2 1.0109] = 1.0025
20
x (2)
2
1
[18 3 (1.0025) + 1.0109] = 0.9998
20
x 3(2)
1
[25 2 1.0025 + 3 (0.9998)] = 0.9998
20
(3)
Similarly in third iteration, we get x1(3) 1.0000 , x (3)
2 1.0000 , x 3 1.0000
The values in the 2nd and 3rd iterations being practically the same, we can stop
the iterations. Hence the solution is x1 = 1, x2 = 1, x3 = 1
Example: Find the solution of the following system of equations
1
1
1
x y z
4
4
2
1
1
1
xy w
4
4
2
1
1
1
xz w
4
4
2
1
1
1
y zw
4
4
2
...
(1)
(1)
by
Gauss-Seidel
procedure,
the
second
and
the
subsequent
Variables
x
y
z
0.5
0.625
0.375
0.75
0.8125 0.5625
0.84375 0.85938 0.60938
0.86719 0.87110 0.62110
0.87305 0.87402 0.62402
w
0.5
0.59375
0.61719
0.62305
0.62451
(1)
Where I is the nth order identity matrix. The determinant of this matrix ( A I )
equated to zero,
a11
i.e,
A I
a21
....
an1
a12
.... a1n
a22 .... a2 n
....
an 2
.... ....
.... ann
(2)
(3)
Where the ki s are expressible in terms of the elements aij of the matrix A .
The roots of the characteristic equation of A are called as the Eigenvalues or
latent roots or the characteristic roots of the matrix A .
The vectors x 0 which satisfy (1) are called the Eigenvectors or latent vectors
of A . The determinant A I , which is a polynomial in , is called as the
characteristic polynomial of A .
The matrix equation (2) represents n homogenous linear equations
....
....
(4)
....
Which will have a non-trivial solution if and only if the coefficient matrix is
singular, i.e, if A I 0 .
The characteristic equation of A has n roots (need not be distinct) and
corresponding to each root, the equation (4) will have a non-zero solution,
which is the eigenvector or latent vector.
5 4
5
4
0 or 2 7 6 0
1
2
or ( 6)( 1) 0
6,1
4 x1
0.
2 x2
Corresponding to 6 , we have
1
4 x1
0 which gives only one
4 x2
dependent equation x1 4 x2 0 .
x1 x2
giving the eigenvector (4,1) .
4 1
4 4 x
1
Corresponding to 1 , we have
1 1 x2
equation x1 x2 0 .
x1 x2
giving the eigenvector (1, 1) .
1 1
Example 3: Find all eigen values and the corresponding eigen vectors of the
matrix
8 6 2
A = 6 7 4
2 4
3
That is,
0 0
0 0 .
0 0
= 0.
Expanding we get
(8 ) [(7) (3) 16] + 6 [6 (3) + 8] + 2 [24 2 (7) ] = 0
3 + 18 2 45 = 0
That is, 3 18 2 + 45 = 0, on simplification.
( 3) ( 15) = 0
Therefore = 0, 3, 15 are the eigen values of A.
If x, y, z be the components of an eigen vector corresponding to the eigen value
, then we have
2
8 6
(A I) X = 6 7 4
2
4 3
That is,
(8 ) x
2z
= 0
6x + (7)y
4z
= 0
2x
6y
x
0
y 0 .
z
0
4y
+ (3 )z = 0
(i)
6x + 7y 4z = 0
(ii)
2x 4y + 3z = 0
(iii)
y
8
6 4
z
8
x
y
z
24 14
32 12
56 36
x
y
z
x
y
z
or
10
20
20
1
2
2
Therefore (x, y, z) are proportional to (1, 2, 2) and we can write x = 1k, y = 2k,
z = 2k where k ( 0) is an arbitrary constant. However it is enough to keep the
values of (x, y, z) in the simplest form x = 1, y = 2, z = 2 (putting k = 1). These
values satisfy all the equations simultaneously.
Thus the eigen vector X1 corresponding to the eigen value = 0 is
Case II:
(iv)
6x + 4y 4z = 0
(v)
2x 4y 1z = 0
(vi)
4 4
That is,
y
5 2
6 4
x
y
z
16
8
16
z
5 6
6
1
2
2
That is,
x
y
z
2
1
2
2
Thus X2 = 1 is the eigen vector corresponding to = 3.
2
(vii)
6x 8y 4z = 0
(viii)
2x 4y 12z = 0
(ix)
40
40
20
That is,
x y z
2 2 1
2
Thus X3 = 2 is the eigen vector corresponding to = 15.
1
1
Therefore = 0, 3, 15 are the eigen values of A and 2 ,
2
2
2
1 and 2 are
2
1
3 1 -1
2 2 -1
2 2 0
3 1 1 0 0
2 2 1 0 0 0 = 0
2 2 0 0 0
3
2
2
2 1 = 0
2
3 52 + 8 4 = 0.
= 1, 2, 2
Thus the characteristic values are 1 and 2.
Part (ii): Suppose the characteristic vector corresponding to the characteristic
value 1 is . Then (A I) = 0
3 1 1 1 0 0 1
2 2 1 0 1 0 2 = 0
2 2 0 0 0 1
3
2 1 1 1 0
2 1 1 2 = 0 .
2 2 1 3 0
21 + 2 - 3 = 0 ..(i)
-----------------------2 = 0
----------------------Thus 2 = 0. Substituting this in (i), we get 21 + 2 - 3 = 0 ..(i))
21 - 3 = 0
1 = 3.
1
2
If 1 = 1, then we get
1 = 1, 2 = 0, 3 = 2.
= (1, 2, 3) = (1, 0, 2)
1
= 0 is the characteristic vector corresponding to the characteristic value1.
2
3 1 1 2 0 0 1
2 2 1 0 2 0 2 = 0
2 2 0 0 0 2
3
1 1 1 1 0
2 0 1 2 = 0
2 2 2 3 0
21 - 3 = 0 .(ii)
3 = 21
21 + 22 23 = 0 .(iii)
(or 1 + 2 - 3 = 0) 3 = 1 + 2
Now we use (i) and (ii).
Now 21 = 1 + 2 1 = 2.
So 1 = 2 and 3 = 21
If 1 = 1, then 2 = 1 and 3 = 2.
1
Thus = 1 is a characteristic vector corresponding to the characteristic value
2
2.
Example: Find all the eigen roots and the eigen vector corresponding to the
6 2 2
least eigen root of the matrix A = 2 3 1 .
2 1 3
This implies
2 3
2
A I = 0.
2
1 0.
1 3
a) 1 1 2 b) 0 2 0
1 0 2
1 2 1
Properties of Eigenvalues
1. Any square matrix A and its transpose A ' have the same eigenvalues.
2. The eigenvalues of a triangular matrix are just the diagonal elements of the
matrix.
3. The eigenvalues of an idempotent matrix are either zero or unity.
4. The sum of the eigenvalues of a matrix is the sum of the elements of the
principal diagonal.
5. The product of the eigenvalues of a matrix A is equal to its determinant.
6. If is an eigenvalue of a matrix A , then
is the eigenvalue of A1 .
Cayley-Hamilton Theorem
Every square matrix satisfies its own characteristic equation.
i.e if the characteristic equation for the nth order square matrix A is
A I (1)n n k1 n1 k2 n2 ..... kn 0 , then
(1)n An k1 An1 k2 An2 ..... kn I 0 . (5)
1
(1)n An1 k1 An2 .... kn 1I .
kn
8 6 2
6 7 4 we have by Cayley-Hamilton Theorem,
2 4
3
Therefore A1 =
1
[ A2 + k1 A + k2 I ].
k3
That is,
..(1)
On expanding, we get 3 32 -8 + 2 = 0.
Applying Cayley-Hamilton theorem, A3 3A2 -8A + 2I = O.
Post multiplying with A-1 we have,
A2-3A-8I +2A-1 = O. This implies A-1 =
1 2
(A 3A 8I) (2)
2
0 1 2 0 1 2
7 4 5
Now A = AA = 1 2 3 1 2 3 = 11 8 11
3 1 1 3 1 1
4 6 10
11 8 11 3 6 9 0 8 0 .
2
4 6 10 9 3 3 0 0 8
Therefore
1 1 1
1
A = 8 6 2 .
2
5 3 1
-1
Example: Verify Cayley Hamilton theorem and compute the inverse of the
matrix
1 1 1
A = 3 2 3
1 1 2
1
3
= 0
1 1 1 1 1 1
5 4 6
A = A. A = 3 2 3 3 2 3 12 10 15
1 1 2 1 1 2
6 5 8
2
A = A.A =
1 1 1 5 4 6
3 2 3 12 10 15
1 1 2 6 5 8
23 19 29
57 47 72
29 24 37
L.H.S. of A3 5 A2 + A + I becomes,
23 19 27
57 47 72 5
29 24 37
5 4 6
1 1 1
1 0 0
12 10 15 3 2 3 0 1 0
6 5 8
1 1 2
0 0 1
23 25 1 1 19 20 1 0 29 30 1 0
= 57 60 3 0 47 50 2 1 72 75 3 0
29 30 1 0 24 25 1 0 37 40 2 1
0 0 0
= 0 0 0 = O
0 0 0
Therefore A3 5A2 + A + I = 0
5 4 6
= 12 10 15 5
6 5 8
1 1 1
1 0 0
3 2 3 0 1 0
1 1 2
0 0 1
1 1 1
= 3 1 0
1 0 1
1
2
0 or
2
1
2 5 0 .
A8 ( A2 )4 ( A2 5I 5I )4
( A2 5I )4 4( A2 5I )3 5I 6( A2 5I )2 (5I ) 2 4( A2 5I )(5I )3 (5I ) 4
By Cayley-Hamilton theorem, A2 5I 0 .
A8 (5I )4 625I .
2 2 1
Example: If A 1 3 1 , then find the eigenvalues of A1 and hence, find its
1 2 2
determinant.
Solution: The eigenvalues of A are given by the roots of its characteristic
equation, i.e A I 3 7 2 11 5 0 .
5,1,1 .
If is an eigenvalue of A , then
is an eigenvalue of A1 .
1
5
A1
1
.
5
Problems:
1. Verify Cayley-Hamilton theorem for the following matrices and find its
2 1 1
inverse: a) 1 2 1
1 1 2
3 2 4
7 2 2
b) 6 1 2 c) 4 3 2
2 4 3
6 2 1
2 1 2
2. If A 1 2 1 , find A4 .
1 1 2
2 3 4
3. Find the eigenvalues of A 2 A I where A 0 4 2 .
0 0 3
2
....
....
....
is an eigenvalue of A1 if is
1]t.
(0)
(0)
AX
1
1
1
2 0 1 1 2
1
= 0 2 0 0 0 2 0 = (1) X(1)
1 0 2 0 1
0.5
2
( Since 2 is the largest value in 0 )
1
(1)
AX
(2)
AX
2 0 1 1 2.5
1
= 0 2 0 0 0 2 5 0 = (2) X(2)
1 0 2 0.5 2
0.8
2 0 1 1 2.8
1
= 0 2 0 0 0 2 8 0 = (3) X(3)
1 0 2 0.8 2.6
0.93
(3)
AX
2 0 1 1 2.93
1
= 0 2 0 0 0 2 93 0 = (4) X(4)
1 0 2 0.93 2.86
0.98
2 0 1 1 2.98
1
(5)
AX
(6)
AX
2 0 1 1 2.99
1
Therefore we can conclude that the largest eigen value is approximately 3 and
the corresponding eigen vector is (1, 0, 1)t.
Example: Determine the largest eigen value and the corresponding eigen vector
6 2 2
of the matrix A = 2 3 1 by power method taking the initial vector as
2 1 3
[1, 1, 1]t.
(0)
(0)
AX
6 2 2 1
6
= 2 3 1 1 0 6
2 1 3 1
4
1
1
1
1
0 = (1) X(1)
0.67
6
( Since 6 is the largest value in 0 )
4
6 2 2 1
7.34
1.0
(1)
AX
(2)
AX
(3)
AX
(4)
AX
(5)
AX
6 2 2 1
7.82
1.0
1
6 2 2
7.98
1
Therefore the largest eigen value is = (6) = 8 and the corresponding eigen
vector
Problems:
1. Find the largest eigenvalue and the corresponding eigenvector of the matrix
1 3 2
4 4 1 using the initial approximation 1 0 0 ' . Carry out 4 iterations.
6 3 5
iterations.