Eigen Values and Eigen Vectors

Definition: Eigen Values and Eigen Vectors

Let Abe an n  n matrix. A scalar  is called eigen value of A if there is a non-zero vector X
such that AX  X . The vector X is called an eigen vector of A corresponding to  .
Geometrically, eigen vectors are those non zero vectors which get mapped on to their scalar
multiples by matrix A.
Now, AX  X  ( A  I ) X  0 . This is a homogeneous system of linear equations in
components of X and it will have a non trivial solution if and only if | A  I |  0 . This equation is
known as characteristic equation. If A is a n  n matrix then this is n th degree polynomial in 
and will have n roots which are called as eigen values of A. Eigen values are also called as
characteristic values / latent roots / proper values. The set of all eigen values of matrix A is
known as spectrum of A.
 Characteristic equation for 2  2 matrix.
a a 
A   11 12  Then | A  I |  0   2  s1 | A |  0
 a21 a22 
where s1  sum of diagonal elements  trace of A  a11  a22 , | A |  det( A)  a11a22  a21a12 .
If 1 ,  2 are the roots of characteristic equation , then
1   2  s1  trace of A, 1   2  | A | determinant of A
 Characteristic equation for 3  3 equation
 a11 a12 a13 
A   a21 a22 a23  .Then | A  I |  0   3  s1 2  s2 | A |  0 , where
 a31 a32 a33 
s1  sum of diagonal elements  trace of A  a11  a22  a33 .
s2  sum of minors of diagonal elements  a22 a23 a11 a13 a11 a12
 
a32 a33 a31 a33 a21 a22
det( A) | A |  a11 (a22 a33  a32 a23 )  a12 (a21a33  a31a23 )  a13 (a21a32  a31a23 )
, ,
If 1 2 3 are the roots of characteristic equation , then
1   2  3  s1 , 1   2   2  3  3  1  s2 , 1   2  3 | A |
Note: 1) If matrix is singular, one of its eigen value is zero.
2) The eigen values of upper and lower triangular matrices are diagonal
elements themselves.
3) Eigen vector is a null space of A  I for every eigenvalue  .
4) Eigenvector cannot be zero.
5)  is an eigen value of A, if and only if the system of homogeneous equations
 A  I  X  0 has a nontrivial solution.,i. e. det( A   I)  0.
i. e.   A  I   n, where n is the order of matrix A.
6) Xis an eigen vector of A, if AX  X , X  0.
 Eigen vectors of a non-symmetric matrix
Let A3  3 be a non-symmetric matrix. Let 1 ,  2 , 3 be its eigen values.
1) If 1   2  3 then there are 3 linearly independent eigen vectors.
2) If one of the eigen values is repeated, i. e., 1   2  3 ,
 Eigen Values and Eigen Vectors

 2 linearly independent eign vectors if ( A   2 I )  1

then  .
1 linearly independent eigen vectors if ( A   2 I )  2
Further eigen vectors corresponding to distinct eigen values 1 and 2 are linearly independent.
3) If all the eigen values are repeated,i. e. 1   2  3 , then number of linearly
independent eigen vectors  3  r , where r  [ A  1I ]
NoteThat :Number of linearly independent eigen vectors corresponding to each eigen value is the
dimension of the null space of A  I , i. e., dim Null ( A  I ) .
 Eigen vectors of a symmetric matrix
Symmetric matrix of order n has n linearly independent eigen vectors
NoteThat :1. Orthogonal set of vectors are always linearly independent.
2. Eigen values of symmetric matrices are real.
3. If A is a symmetric matrix, then eigen vectors from different eigen spaces are
orthogonal x1 and x2 are orthogonal if and only if  x1 , x2   x1T x2  0, x1 , x2  0 .
Theorem3.1: If X is an eigen vector of A, for eigenvalue  , then
i) eigen value for An is  n , with same eigen vector X.
1
ii) If all eigen values of A are non-zero the eigen values of A1 are .

iii) If  is eigen value of A, then eigen values of
A3  k1 A2  k2 A  k3 I is  3  k1 2  k2   k3 where k1 , k2 and k3
are real numbers.
Proof: i) AX  X .  A2 X  A( AX )  A(X )  ( AX )   2 X  An   n X
1
ii) AX  X .  A1  AX   A1  X   X   ( A1 X ) A1 X  X,   0

 Eigen space: The set of all eigen vectors of an eigenvalue  , is a subspace of n called
aseigen space of  .
 Algebraic Multiplicity: Let A be a matrix of order n. The number of times the eigen value
 is repeated is known as algebraic multiplicity. e.g. If A has eigen values
1   2  3 ,  4 , 5 ,  n then algebraic multiplicity of 1 is 3.
distinct
 Geometric Multiplicity: is the number of linearly independent eigen vectors
corresponding to eigenvalue  .
 Relation betweenAlgebraic Multiplicity and Geometric Multiplicity:
AM  GM
Illustrative Examples
1  4 2
Q 1) Is   a eigen vector of A    ? if so find the corrosponding eigen value.
 3  3 9 
 4 2   1  1
Soln.: yes, because      10   and corresponding eigen value is 10.
 3 9   3  3
 Eigen Values and Eigen Vectors

 2  3 4 2 3
Q 2) Are  1  and  0  eigen vectors of A   1 1 3 corrosponding to same eigen
   
 0   1   2 4 9 
value? If so find the corrosponding eigen value. Soln.:Yes, Eigen value is 3.
1 0 1
3) Is   2 a eigen value of A  1 3 0  ? If so find the corresponding eigen
 4 13 1 
Soln.: Yes, 1 1 3 .
T
vectors.
4 2 3
Q 4) Is   2 a eigen value of A   1 1 3 ? Why or why not?
 
 2 4 9 
Soln.: No, because det ( A  2 I )  0 or ( A  2 I )  3  order of matrix A .
3 2 4 4
Q 5) Find eigen value of 2 
0 2 whose eigen vector is  2  .

 4 2 3  5
3 2 4  4   4  4
Soln.: AX  X   2 0 2   2    2   1  2     1
     
 4 2 3   5  5  5 
Q 6) If 3 is eigen value of A then find the eigen value of A2  5 A .
Soln. AX  X  (5 A) X  5( A) X  5( AX )  (5) X  ( A2  5 A) X  A2 X  5 AX   2 X  5X  ( 2  5) X
Eigen value of A2  5 A is  2  5  (3)2  5(3)  24
Q 7) (a) If A2  I , what are the possible eigen values of A?
(b) If this A is 2  2 and not I and  I , find its trace and determinant.
(c) If 1st row of A is 3 1 , find the 2nd row of A.
Soln.: (a) Eigen value of I is 1.
 Eigen value of A2  1 (given A2  I )
 Eigen values of Aare 1 .
(b) If A is 2  2 , and A2  1
 Eigen values of Aare 1 .
 Trace  sum of eigen values  1  1  0
and, det( A)  product of eigen values  1(1)  1
(c) A   3 1 , trace  3  b  0  b  3and det ( A)  3b  a  product of eigen values  1 a  8.
a b
10 9 
Q 8) Find a basis for the eigen space of A    .
 4 2 
Soln.: Charactristic equation of A is det( A  I )  0 , i.e., 2  s1  A  0
Where s1  tr ( A)  10  (2)  8 and det ( A)  A  16 .
 2  8  16  0, (  4)2  0.   Eigen values of A  4, 4.
 Eigen Values and Eigen Vectors

 x
Eigen Vectors of A for   4. Let   be the eigen vector of A for   4
 y
6 9  x 
 A  4I  X  0       0    A  4I   1  2
 4 6  y 
 only one linearly independent eigen vector.
x y  3k   3
2 x  3 y  0    k , i.e., x  3k , y  2k  X     k  
3 2  2k   2
3  3 
 eigen vector  X    .  Basis for the eigen space of A     .
2  2 
 8 0 3
Q 9) Find eigen values and eigen vectors of the matrix, A   2 2 1 .
 
 2 0 3
Soln.: Characteristic equation is | A  I |  0 .i.e.  3.  s1 2  s2 | A |  0 , where
s1  sum of diagonal elenents of A  Trace( A)  13, s2  sum of minors of diagonal elements of A
8 0 3
2 1 8 3 8 0
    6  18  16  40, and | A |  2 2 1  36.
0 3 2 3 2 2
2 0 3
Therefore characteristic of matrix A is 3  13 2  40  36  0  (  2)2 (  9)  0    2, 2, 9.
Therefore Eigen values of A are 2, 2, 4.
 Methods of finding Eigen vectors
 x1   1 0 3   x1 
Let X 1   x2  be the eigen vector of A for   9 [ A  9 I ] X 1  0 i. e.  2 7 1   x2   0
    
 x3   2 0 6  x3 
We observed that 3rd row of [ A  9 I ] is  3 times 1st
 Considering the equations (Always consder non proportionate equatins)
 x1  0 x2  3x3  0, 2 x1  7 x2  x3  0
Using Crammer’s rule
x1  x2 x3 x x x x
   1  2  3  1  x2  x3  t (say)
0 3 1 3 1 0 27 7 7 3
7 1 2 1 2 7
3t   3  3
 x1  3t , x2  t , x3  t X 1   t   t 1  X 1  1
   
 t  1 1

Here AlgebraicMultiplicity of (  9)  1 , Geometric multiplicity o (  9)  1 Eigen vector for

2  3  2
6 0 3  x1 
[ A  2 I ] X 1  0 i.e. 2 0 1  x2   0 [ A  2 I ]  1  3
 2 0 1  x3 
Linearly independent eigen vectors  3 1  2
 Eigen Values and Eigen Vectors

Consider 2 x1  0 x2  1x3  0 , two free variables. Let

k2
x2  k1 & x3  k2  2 x1  k2 i.e. x1 
2
  k2 
 2  1 0 1 0
  k2  
X   k1    0   k1 1  , X 2   0  , X 3  1 
   
 k  2
 2   2   0   2   0 
Algebraic Multiplicity of (  2)  2 , Geometric multiplicity of (  2)  2
 14 1 0 
Q 10) Find the eigen values and eigen vectors of A   0 2 0 
 
 1 0 2
Soln.: Characteristic equation is | A  I |  0 .
 3  s1 2  s2  | A |  0 s1  10, s2  4  (28)  (28)  52, | A |  14(4)  1(0)  56
3  10 2  52  56  0    14, 2, 2
Eigen vector for   14
0 1 0 
 x1 
[ A  14 I ] X 1  0 ,i.e., 0 16 0 
x   0
 2
1 0 16 
 x3 
0 x1  1x2  0 x3  0 
  x2  0
Considering two equations which are not proportionate x1  0 x2  16 x3  0
x1  16 x3  0
Let x3  k , x1  16k Or by crammer’s rule
x1  x2 x x x x
  3 , i.e., 1  2  3  k ( say )
1 0 0 0 0 1 16 0 1
0 16 1 16 1 0
 16k   16   16
 x1  16k , x2  0, x3  k  X   0   k  0  X 1   0 
 k   1   1 

Algebraic multiplicity  1 , Geometric multiplicity  1 Eigen vector for  2  3  2

 16 1 0  x1 
[ A  2 I ] X 1  0 i.e.  0 0 0   x2   0
 1 0 0  x3 

Since  [ A  2 I ]  2  only one linearly independent eigen vector for repeated eigen value   2.

Consider, 16 x1  x2  0 x3  0, x1  0 x2  0 x3  0
By crammer's rule
 Eigen Values and Eigen Vectors

x1  x2 x3 x1  x2 x3
  , i.e.,    k (say)
1 0 16 0 16 1 0 0 1
0 0 1 0 1 0
0
 x1  0, x2  0, x3   k  X 2   0   X 3
 1

Here Algebraic Multiplicity (  2)  2 , Geometric multiplicity (  2)  1

3 1 0
Q 11) Find the basis for the eigen space for each eigen values of A   1 4 3 
 
 1 2 1
Soln.: Characteristic equation is | A  I |  0 .
s1  6, s2  2  (3)  13  12, | A |  3(4  6)  1(1  3)  6  2  8
 3  s1  s2 | A |  0   3  6 2  12  8  0    2, 2, 2
Eigen vector for 1   2  3  2
1 1 0  x1 
[ A  2 I ] X 1  0   1 2 3  x   0
 2
 1 2 3  x3 
x1  x2  0 x3  0 and  x1  2 x2  3x3  0
1
 x2 x1  x2 x3
  X 1  X 2  X 3   1
x1 x3
  , 
1 0 1 0 1 1 3 3 3
 1 
2 3 1 3 1 2

  1 
  1  .
 Basis for eigen space for   2, is   
  1  


1   2   3  1
Q 12) Find Eigen values and eigen vectors of an Identity matrix of order 3.
1  0  0 
Soln.: X 1  0 , X 2  1 , X 3  0 
    AM  GM  3
     
0 0 1 

Q 13) Find h in the matrix such that eigen space for   5 is 2 dimensional and find
corresponding eigen vectors.
5 2 6 1
0 3 h 0 
A 
0 0 5 4 
 
0 0 0 1 
 Eigen Values and Eigen Vectors

Soln.: In case upper and lower triangular matrix,

Eigen values  diagonal elements
0 2 6 1  x1 
0 2 h 0   x2 
[ A  5I ] X   0
0 0 0 4   x3 
  
0 0 0 4   x4 
0 2 6 1 R3 0 2 6 1
0 2 h 0  0 2 h 0 
R4  R3  
  4   
0 0 0 4  0 0 0 1 
   
0 0 0 0  0 0 0 0 
Eigen space for   5 is 2 dimensional iff  [ A  5 I ]  2
0 2 6 1
0 0 h  6 1 
R2  R1
    Now,  [ A  5I ]  2 iff h  6  0  h6
0 0 0 1
 
0 0 0 0
Eigen vector   5
0 2 6 1  x1 
0 0 0 1   x 
   2   0  2 x  6 x  x  0 x  0
0 0 0 0   x3  2 3 4 4

  
0 0 0 0   x4 
Let x1  k1 , x3  k2 , x2  3k2
 k1  1  0 1  0
3k  0  3 0  3
X  2
k   k   , X1    , X2   
 k2  1  0  2 1  0 1 
         
 0  0 0  0  0

 0 1
Q 14) For what values of a, does the matrix   have the characteristics listed below.
 a 1
i) A has an eigen value of multiplicity 2.
ii) A has – 1 and – 2 as eigen values.
iii) A has – 1 and 2 as eigen values.
iv) A has real eigen values.
n
Sol .: i)  2  s1 | A |  0
s1  1, | A |   a   2    a  0 Repeated roots
1
 b 2  4ac  0  1  4a  0  a
4
ii) Trace  1  1  2  3  Not possible for any a .
iii ) | A |   a  product of eigen values  (1)(2)  2.  a  2.
1
iv) Real values b2  4ac  0  1  4a  0  a
4
 Eigen values and Eigen vectors of symmetric matrices
 Eigen Values and Eigen Vectors

3 2 4
Q 15) Find the eigen values and eigen vectors of A   2 0 2  .
 
 4 2 3 
Soln.: Characteristic equation is | A  I |  0 .
3  s1 2  s2 | A |  0. s1  6, s2  4  7  7  15, | A |  3(4)  2(2)  4(4)  12  4  16  8
 3  6 2  15  8  0   8,  1,  1
Eigen vector for   8
 5 2 4   x1 
[ A  8I ] X 1  0  2 8 2  x   0
 2
5x1  2 x2  4 x3  0, 2 x1  8x2  2 x3  0
 4 2 5  x3 
2
 X 1  1  2  3 . AM(  8), GM(  8)  1
x1 x2 x3 x1 x x
  
2 4 5 4 5 2 36 18 36
 2 
8 2 2 2 2 8
 4 2 4  x1 
Eigen vector for   1 [ A  I ] X 1  0   2 1 2   x2   0
 4 2 4  x3 
But,  [ A]  1  3 . Number of Linearly independent vectors for   1 are 2
k1
2 x1  x2  2 x3  0 . Let x2  k1 & x3  k2  2 x1  k1  2k2  x1   k2
2
  k1 
  k2 
 x1  2 1  1 1  1
     k1    
X   x2    k1    2   k 2  0  , X 2   2  , X 3   0 
2
 x3   k2   0   1   6   1 
AM  2, GM  2 .
Note That: X1  X 2 , X1  X 3 but X 2  X 3 Since A is symmetric ( AT  A) and let
 x
X 3   y  for   1 . To find X 3 orthogonal to X1 & X 2 .
 z 
 X 1t X 3  0  2 x  y  2 z  0 & X 2t X 3  0  x  2 y  0z  0
4
x y
hence X 3   2   X 3  X 1 , X 3  X 2
z
  
4 2 5
 5
Note That:We may obtain the orthogonal Eigen vectors by Gram Schmidt
orthogonalization process. This technique is explained through the next example.
 2 1 1
Q 16) Find the Eigen values and Eigen vectors of A   1 2 1 .
 
 1 1 2 
 Eigen Values and Eigen Vectors

Soln.: Charactristic equation of A is 3  s12  s2 | A | 0 where s1  6, s2  9, A  0

  3  6 2  9  0 i.e. ( 2  6  9)  0 i.e. (  3) 2   0
 Eigen values are 1  0,  2   3  3.
 x  2 1 1  x 
 Let X 1   y  be the Eigen vector for 1  0,  A  0 I  X 1  0 i. e.  1 2 1  y   0
 
 z   1 1 2   z 
Equivalent system of equation are 2 x  y  z  0,  x  2 y  z  0
Solving by Crammers rule
1
x y z
   k  x  3k , y  3k , z  3k  X 1  1 .
3 3 3
1
Eigen vectors for repeated eigen values  2  3  3
 1 1 1  x 
Consider  A  3I  X  0,i. e.,  1 1 1  y   0
 1 1 1  z 
Here  A  3I   1, as all three rows of  A  3I  are identical.
 Two variables are free.Let y  s, z  t  x   s  t
s  t   1  1
X   s   s  1   t  0 
 
 t   0   1 
 1  1
Eigen vectors for  2  3  3 are x2   1  and x3   0  .
 
 0   1 
To obtained the orthgognal basis for 3 , by Gram Schmidt process
1  1  1
X 1  1 , x2   1  and x3   0  .
   
1  0   1 
Here observe that X 1T X 2  0 and X 1T X 3  0 but X 2T X 3  0.
Our aim is to find a vector orthogonal to X 1 and X 2
Let the orthogonal basis be v1 , v2 , v3 
By Gram schmidt process
v1  X 1
v1 , X 2
v2  X 2  v1  X 2 as v1 , X 2  X 1 , X 2  0
v1 , v1
v1 , X 3 v , X3
v3  X 3  v1  2 v2
v1 , v1 v2 , v2
v1 , X 3  0, v2 , X 3  1, v2 , v2  2
 Eigen Values and Eigen Vectors

 1
 
 1  1  2   1
 v3   0    1        1
1 1
2  2
 1   0     2 
 1 
 
1  1  1
 Orthoganal eigen vectors are 1 ,  1  and  1 .
   
1  0   2 
 Similarity of Matrices
A matrix A is said to be similar to B if there exists a non-singular matrix P such that Ais
expressible as A  P1BP . Notation is A  B
NoteThat : If 2 matrices are similar, then their Eigen values are same.
 Diagonalization of a Matrix
In this section, we are going to find the condition on square matrices so that they are similar to
diagonal matrices. That is, for a given square matrix A , we want to whether there exists a
nonsingular matrix P such that P 1 AP is a diagonal matrix, if so how can we find matrix P .
Some specific applications of diagonalizationof square matrix are
1. Solving the system of linear equations.
2. Checking the inevitability of A .
3. Calculating power of A .
4. Solving system of linear differential equation or difference equation.
 Method of diagonalization:
(For convenience the method is explained for matrix of order 3)
Let A3  3 be a non-symmetric matrix. Let X1 , X 2 , X 3 be linearly independent Eigen vectors
corresponding to distinct Eigenvalues 1 ,  2 , 3 .
 AX1  1 X1 , AX 2   2 X 2 , AX 3  3 X 3  AX1 AX 2 AX 3   1 X1 2 X 2 3 X 3 
1 0 0
A  X1 X2 X 3    X1 X2 X 3   0  2 0 
 0 0 3 
1 0 0
Let P   X1 X2 X3  . AP  PD where D   0  2 0   diagonal matrix

 0 0 3 
or P 1 AP  D or A  PDP 1 AD
P is called as Modal matrix and D is called as spectral matrix.
Theorem3.2: If a matrix of order n has n-distinct eigen values, then it is diagonalizable.
Theorem3.3: A matrix A3  3 is diagonalizable if and only if it has 3 linearly independent eigen
vectors.
Theorem3.4: A matrix A3  3 is diagonalizable if its eigen vectors forms a basis of 3 .
Theorem3.5: IfAis symmetric matrix, then it is orthogonally diagonalizable.( It has 3 linearly
independent orthogonal eigen vectors)
Note That:In case of a symmetric matrix, the matrix P is formed by considering orthonormal
Eigen vectors as its columns.
 Eigen Values and Eigen Vectors

P   X 1 X 3  where || X1 ||  || X 2 ||  || X 3 ||  1 & X 1 X 2  X 2 X 3  X 3 X 1  0
T T T
e.g. X2

X1 , X 2 , X 3 are orthonormal. P is orthogonal.  P 1  Pt  A  PDPt

There are four steps in diagonalization process
 Step1. Find the eigen values of A.
 Step 2.Find 3 linearly independent eigen vectors of A33 .
 Step 3. Costruct P from vectors in step 2.
 Step 4. Construct D from the corresponding eigenvalues.
Application of Diagonalization (powers of matrices)
To find higher powers of given matrix. If A is diagonalizable with P as modal matrix and
D as spectral matrix then An  ( PDP 1 )( PDP 1 ) ( PDP 1 )  ( PD)( P 1P)( DP 1 ) ( P 1P)( DP 1 )
 PD n P 1  An  PD n P 1
Illustrative Examples
3 1
Q 1) Is A    Diagonalizable, if yes diagonalize A.
1 5 
Soln.: Chracteristic equation of A
 2  s  A  0, S1  8, A  16,  2  8  16  0 i. e    4   0 1   2  4.
2

 1 1  x 
eigen vectors for 1   2  4  A  4I  X  0    0
 1 1   y
Here ( A)  1  only one linearly independent for repeated eigen value   4.
x y 1
x  y  0,   k , x  k , y  k X   
1 1  1
Since thereis only one linearly independent eigen vectors. The matrix is not diagonalizable.
 2 2
Q 2) Orthogonally diagonalize the matrix A   .
 2 1
Soln.: Charactristic equation of A is  2    6  0 1  3,  2  2
1 
Eigen vector of A for 1  3 is X 1    .
2
A is symmetric matrix eigen vector for  2  2 is orthogonal to X 1.
2
 Eigen vector of A for  2  2 is X 1    .
 1
 1 2 
 5 5 
Let P    , it is formed by considering normalized eigen vectors of A as its
 2 1 
 5  5
 
3 0 
columns. P is a orthogonal matrix.  P 1  PT  PT AP  D   .
0 2
 Eigen Values and Eigen Vectors

 1 1 0 
Q 3) Diagaonalize A   1 1 0  .
 
 0 0 0 
Soln.: Characteristic equation is i.e.  3  s1 2  s2 | A |  0 . s1  2, s2  0  0  0  0, | A |  0
3  2 2  0  2 (  2)  0   0, 0,  2 .
1 1 0   x1 
Eigen vector for   2 [ A  2 I ] X 1  0 1 1 0   x2   0
  
0 0 2   x3 
 k  1 1
x1  x2  0 & 2 x3  0  x3  0 Let x2  k , x1  kX 1   k   k  1
  X 1   1
 0   0   0 
Eigen vector for   0 AX  0  ( A)  1 . Hence  x1  x2  0 x3  0 .
 x1   k1  1   0 1  0
Let x2  k1 , x3  k2  x1  k1 X   x    k   k 1  k 0 , X  1 , X  0
 2  1 1   2   2   3  
 x3   k2  0 1 0 1
Here, X 1T X 2  X 2T X 3  X 3T X 1  0 .
 1   1 
 2   2
    0 
 1   1 
 Normalized eigen vectors are X 1    , X2   , X 3  0 
2 2
    1 
 0   0 
 1 1 
 2 0
2
 
 1 1 
 The diagonalizing matrix is P   X 1 X2 X 3     0 .
2 2
 
 0 0 1 
T
 1 1   1 1 
 2 0  0
2 2 2
   1 1 0    1 0 0 
 1    1 
0   0 0 0 
1 1
D  PAP   
T
0   1 1 0   
2 2 2 2
   0 0 0    0 0 0 
 0 0 1   0 0 1 
Q 4) Let A 2  2 be a symmetric matrix having eigen values 1, 1 and one of its eigenvector is
1
1 . Find A.
 
1 0 
Soln.: D    A is symmetric, second eigen vector must be orthogonal to given eigen
0 1 
 Eigen Values and Eigen Vectors

 1 1 
1  2 2 
vector.  X 2    . Hence modal matrix P .
 1  1 1 
 2  2 
 1 1   1 1 
 2 2  1 0   2 2  1 0 
 A  PDPT    0 1    .
 1 1     1 1  0 1 
  
2 2   2 2 

 Quadratic Form : A homogeneous polynomial of degree two in given number

of variables is called as a quadratic form.
e.g. 1.Quadratic Form in two variables is
Q( x)  ax12  2h1 x1 x2  bx22 , where a, h, and b  . .
2. Quadratic Form in three variablesis
Q( x)  ax12  bx22  cx32  2 fx1 x2  2 gx1 x3  2hx2 x3 , where a, b, c, f , g , h  . .
Matrix of the Quadratic Form
a h
1) Given a 2  2 symmetric matrix A    , the associated quadratic form is
h b 
x 
Q( x)  X t AX  ax12  2h1 x1 x2  bx22 , where X   1 
 x2  .
Conversely, if the quadratic form is Q( x)  ax12  2h1 x1 x2  bx22 , the associated matrix is
a h
A .
h b 
a h g
2) Given a 3  3 symmetric matrix A   h b f  , the associated quadratic form is

 g f c 
Q( x)  X t AX  ax12  bx22  cx32  2hx1 x2  2 gx1 x3  2 fx2 x3 .
Conversely, if the quadratic form is Q( x)  ax12  bx22  cx32  2hx1 x2  2 gx1 x3  2 fx2 x3 ,
a h g
the associated matrix is A   h b f  .

 g f c 
 Eigen Values and Eigen Vectors

Illustrative Examples

Q 1) Write matrix associated with 2 x12  5 x22  6 x32  7 x1 x2  8 x1 x3  4 x2 x3 .

 7 
 2  4
2
 
A   2
7
Soln. 5
 2 
 4 6 
 2
 1 1 3
Q 2) Write the quadratic form corresponding to matrix A   1 2 5 .
 
 3 5 3
Soln. Form is x12  2 x22  3x32  2 x1 x2  6 x1 x3  10 x2 x3

 Canonical Form : The representation of a quadratic form free from product terms like
x1 x2 , x2 x3 etc. is also known as ‘sum of squares form’ or canonical form.
 Reduction of a quadratic form into a C. F. by an Orthogonal Transformation
Q( x)  X T AX . Consider the transformation X  PY (P is a modal matrix.)
Q( x)  ( PY )T A( PY )  (Y T PT ) A( PY )  Y T ( PT AP)Y
 Y T DY  1 y12   2 y22   3 y32 .
 Principle Axes Theorem: -
For a conic whose equation is of the form ax 2  bxy  cy 2  dx  ey  f  0 , the rotation given
by X  PY eliminates the xy term if P is an orthogonal matrix, such that | P |  1 , that
1 0 
diagonalizesA, PT AP    and equation of the rotated conic is given by
 0 2 
1 y12  2 y22   d e PY  f  0 whereeigen vectors are the principle axes.
1) A quadratic form Q( X )  X T AX is said to be positive definite is
2) Q( X )  0  x  2 / x  3 .
i.e., if and only if all eigen values of A are positive.
3) A Q. F. Q( X )  X T AX is positive semidefiniteiff Q( X )  0  X , i.e. iff all eigen
values of A  0 and atleast one of the eigen value is zero.
4) Q( X )  X T AX is negative definite iff Q( X )  0  X .
5) Q( X )  X T AX is negative semidefiniteiff Q( X )  0 .
6) Q( X )  X T AX is indefinite iff some eigen values are positive (or zero) and
remaining are negative.
 Index of a real symmetric matrix: Let A be a real symmetric matrix, then number of
positive eigen values is called as rank of matrix A.

 Signature of real symmetric a Matrix: The difference between the positive eigen values
and negative eigen values is called index of matrix A.
 Eigen Values and Eigen Vectors

Illustrative Examples

Q 1) Reduce the Q. F. : 2 x1 x2  2 x1 x3  2 x2 x3  X T AX to a canonical form by orthogonal

transformation and discuss its nature.
0 1 1 
Sol .: A  1 0 1 Characteristic equation is | A  I |  0 .
n
 
1 1 0 
 3  s1 2  s2  | A |  0 . s1  0, s2  3,| A |  1  1  2 3  3  2  0   1, 1,  2
Eigen vector for   1
 1 1 1   x 
| A  I | X 1  0  1 1 1  y   0   x  y  z  0 x  y  z
 1 1 1  z 
 1 
 2
 y  z 1  1  1   
         1 
Solution vector X  y  y 1  z 0 Let X 2  1  X 2   
      2
 z  0 1  0   
 0 
2 1 1   x 
Eigen vector for   2 [ A  2 I ] X 1  0 1 2 1  y   0
1 1 2   z 
 2 x  y  z  0, x  2 y  z  0
 1 
 
 1  3
x y z  1 
  X 1   1  , X 1   
3 3 3
 1   3 
 1 
 3 
 
As A is symmetric, X 1 X 3  0, X 1 X 3  0 .   x  y  z  0, x  y  0 z  0
t T

 1 
 
1  6 
y  1 
X 3   1 ,
x z x y z
    X 3   
1 1   1 1   1 1 1 1 2
1 0   1 0   1  2   6
     1  2 
 6 
 
 1 1 1 
 
 3 2 6 
 1 1 1 
Let P   X 1 X2 X3    
 3 2 6 
 1 2 
 3 0
 6 
 Eigen Values and Eigen Vectors

 y1 
Using the transformation X  PY , Y   y2 
 
 y3 
 2 0 0
Q( X )  X AX  Y DY  2 y  y  y where D   0 1 0 
T T 2
1
2
2
2
3

 0 0 1 
Nature: indefinite, Index = 2, signature = 1.
Q 2) Q. F. : 2 x1 x2  2 x1 x3  2 x2 x3  3x12  3x22  3x32
3 1 1 
Soln.: A  1 3 1 Characteristic equation is | A  I |  0 i.e  3  s1 2  s2 | A |  0
1 1 3 
s1  9, s2  8  8  8  24, | A |  3(8)  1(4)  1(4)  16 3  92  24  16  0   1, 4, 4
Eigen vector for   1
2 1 1   x 
[ A  I ] X 1  0 1 2 1  y   0
1 1 2   z 
 2 x  y  z  0, x  2 y  z  0
 1 
 
 1  3
x y z  1 
X 1   1  ,
x y z
    X1   
1 1 2 1 2 1 3 3 3
 1   3 
2 1 1 1 1 2  1 
 3 
 
Eigen vector for   4
 1 1 1   x 
[ A  4 I ] X 1  0  1 1 1  y   0
 1 1 1  z 
 y  z 1  1 
  x  y  z  0 X  y  y 1  z 0
   
     
 z  0 1 
 1 
 
 1 
 6 
1   1
2  1 
Let X 2  1  , X2   , X 3   1 , X 3    (from previous sum)
 1 
 6 
0   2   2 
 2 
 6 
 
 Eigen Values and Eigen Vectors

 1 1 1 
 
 3 2 6 
 1 1 1 
Let P   X 1 X2 X3    
 3 2 6 
 1 2 
 3 0
 6 
1 0 0 
Q( X )  X AX  Y DY  y  4 y  4 y , D  0 4 0 
T T 2
1
2
2
2
3

0 0 4 
Nature: Positive definite.
Q 3) Find out what type of conic sections / pair of straight lines is represented by given Q. F.
Transform it into the principle axis and plot. Q( x)  x12  24 x1 x2  6 x22  5
Soln.: X T AX  5 ---------- (i)
x   1 12 
X   1, A   
 x2  12 6
Characteristic equation is | A  I |  0 .  2  s1 2  s2 | A |  0
s1  5, | A |  6  144  150 .  2  5  150  0   10,  15
Eigen vector for   15
16 12  y1 
[ A  15I ] X 1  0    0
12 9   y2 
4
Y Y  
4 5
4Y1  3Y2  0  4Y1  3Y2 1  2 Y2    Y2   
3 4 3 3
 5 
Consider the transformation X  PY where,
 3 4
 5 5  y1 
P  Y1 Y2     Y  
 4 3   y2 
 5 5 
Putting in (i), Y T DY  5
 15 0 
 y1 y2     y1 y2   5
 0 10 
15 y12  10 y22  5
3 y12  2 y22  1
y12 y22
 1 
1 1

3 2
 1   1 
The Curve is Hyperbola. It intersect Y2 axis at  0,  and  0, .
 2  2
 Eigen Values and Eigen Vectors

Q 4) Find out an orthogonal matrix P such that PT AP is diagonal. Sketch the graph in each of
the equations. 3x 2  10 xy  3 y 2  16 2 x  32  0
Soln.:Q. F. 3x 2  10 xy  3 y 2  16 2 x  32  0
X T AX  16 2 0 X  32 ---------- (i)
 3 5 x 
A  X   1
 5 3   y1 
Characteristic equation is [ A  I ]  0 .  2  s1 | A |  0
s1  6, | A |  9  25  16  2  6  16  0   8,  2
 5 5  y1 
Eigen vector for   8 .  A  8I  Y1  0    0
 5 5  y2 
 1 
y1 y2 1  2 
5t1  5 y2  0  5 y1  5 y2  Y1    , Y2   
1 1  1  1 
  2 
 1 
1  2
Eigen vector for   2 , Y2    , Y2   
1  1 
 2 
 1 1 
 2 2 y 
Consider the transformation X  PY where P  Y1 Y2    , Y   1
 1 1   y2 
  2 
2
Putting in (i), Y DY  16 2 0 PY  32 .
T

 1 1 
8 0   y1   2 2  y1 
Y1 Y2       16 2 0  
 1
 y   0
0 2   y2  1   2
  2 2 
8 y12  2 y22  16 y1  16 y2  32
8( y12  2 y1 )  2( y22  8 y2 )  32
8[( y1  1) 2  1]  2[( y2  4) 2  16]  32
8( y1  1) 2  2( y2  4) 2  8
( y1  1) 2  ( y2  4) 2  1