Prepared by:1)Hardik Sonaiya (140110707014)

2)Ketan Gohil (140110707015)

Guidance by:Prof. Mukesh Joshi

Diagonalisation of a matrix A is the

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

If a square matrix A of order n has n linearly

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

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

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

Example:Reduce the matrix A =

1 1 2
0 2 1

0 0 3

to diagonal form by

similarity transformation. Hence find A3.

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

2
1 0
3 -

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

Corresponding to = 1, let X1 =
vector then

x1
x
2

be the eigen

x 3

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

2

0 0 2 x 3
0

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

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

Corresponding to = 2, let X2 =
vector then,

x1
x
2
x 3

be the eigen

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

0 0 1

x1
0
x 0
2

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

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

Corresponding to = 3, let X3 =
vector then,

x1
x
2
x 3

be the eigen

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

0 0 0

x1
0
x 0
2

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

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

3
k3
2

3
X3 k 3 - 2
2
8

Hence modal matrix is

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

1
1

2
Adj.
M
M1
0 - 1 1

M
1
0 0

1 1
M1AM 0 - 1

0 0

1
0
0

1
2
1
1

1 1 2
0 2 1

0 0 3

1 1 3
0 - 1 2

0 0 2

0 0
2 0
0 3

Now, since

D = M-1AM

=>

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

[since M-1M =

I]
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Similarly,

A3 = MD3M-1

A3 =

1 1
0 -1

1 -7
0 8

0 0

1
1
1
3 1 0 0
2

2 0 8 0 0 - 1 1

1
2 0 0 27 0 0

32
- 19
27

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A square matrix A with real elements is said to

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

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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.

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The similarity transformation M-1AM = D takes

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

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Example :Diagonalise the matrix A =

2 0 4
0 6 0
4 0 2

by means of an

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

2, 6, 6
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 x1
when = -2,let X 1 = x 2 be the eigen vector
x 3
then

(A + 2I)X1 = 0

4 0 4 x1 0
0 8 0 x = 0

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

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

1
X1 = k1 0
-1
16

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

(A - 6I)X 2 = 0

-4 0 4 x1
0 0 0 x

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

= 0

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

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Let X2 = 0 and let X3 =

1

Since X3 is orthogonal to X1

- =0

...(4)

X3 is orthogonal to X 2

+ =0

...(5)

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

0
Taking = 1, X 3 = 1
0
1 1 0
Modal matrix is M = 0 0 1
-1 1 0
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The normalised modal matrix is

1
1

0
2
2

N = 0
0 1
1

1
0

2
2
1
1
0
1
1

2
2
0

2 0 4 2
2

1
1

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

2
2

4 0 2 1
1
0
0
0 1

2
2

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

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DEFINITION:A homogeneous polynomial of second degree

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

20

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

is

b x x , where b
j 1 i 1

ij

ij

b ji

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

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

n

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

2
j 1 i1
j1 i1

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Hence every quadratic form can be written as

n

a x x
j1 i1

ij

X' AX,

so that the matrix A is always symmetric,

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

Now writing the above said examples of quadratic forms

in matrix form, we get

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

h x
b y

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

x
y
z

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

a h
h b
x y z w
f g

l m

f l
g m
c n

n d

x
y

z

w

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1.11 NATURE OF A QUADRATIC

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

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

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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.

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THANK YOU