Definition

A matrix is a rectangular array of elements arranged in horizontal

and vertical columns.
A11
A
21
A31
A
...
...

An1

A12
A22
A32
...
...
An 2

A13
A23
A33
...
...
An 3

...
...
...
...
...
...
...
...
... An 1,m 1
... An ,m 1

A1m
A2 m
A3m

...
An 1,m

An ,m

Square Matrix

A11
A
A 21
...

A1n

A12
A22
...
A2 n

...

A1n

... A2 n
... ...

... Ann

Column Matrix

b1

b2

b b3

...
b
n
Row Matrix

c c1 c2
T

c3 ... cn

Diagonal Matrix

Identity Matrix

1
0

...

2
... ...

0 0
0 0

...

...

...

1
0

I ...

0
0

0
1
...
0
0

... n 1
...

...
...
...
...
...

0
0
...
1
0

0
0

...

0
0
...

0
1

Triangular Matrices - I
Lower Triangular Matrix
L11
L
21

L31
L
...
...

Ln1

L32
...
...

L33 0
...
... ...
...
... ... Ln 1,n 2

Ln 1,n 1

0
0
0

...
0

Ln 2

...

Ln ,n 1

Ln ,n

0
L22

0
0

...
...

...

...
...

...

...
...
...
...

Triangular Matrices - II
Upper Triangular Matrix
U11 U12 U13 ...
0 U
U 23 ...
22

0
0 U 33 U 34
U
...
...
...
...
...
...
...
...

...
...
...
0

...
...
U1n
...
...
U 2 n
...
...
U 3n

...
...
...
0 U n 1,n 1 U n 1,n

...
0
U n ,n

Symmetric matrix

Aij A ji

Anti-symmetric matrix

Aij A ji

Matrix transpose

AijT A ji

The Inverse

A 1A AA 1 I
1
A
where
is called the inverse of A

ELEMENTARY ROW OPERATIONS

A a ij

R 1 , R 2 ,........, R m
The first nonzero element in a row R i is called the
leading nonzero element.
A row with all zeros is called a zero row.
A zero row has no leading nonzero element.

1 2 3
0 0 5

0 0 0

The following operations on A are called the elementary row

operations:

1 Interchange row R i and row R j .

2 Multiply each element in a row R i by a nonzero constant k.
3 Add a multiple of one row R i to another row R j or, in other
words, replace R j by the sum kR i R j

Matrices A and B are said to be row equivalent , written A~B,

if matrix B can be obtained from matrix A by using elementary
row operations.

Theorem : ( AB ) ( A )B
Echelon MatricesA matrix A is called an echelon matrix , or is said to be in echelon
form , if the following two conditions hold:
(I) All zero rows, if any , are on the bottom of the matrix.
(ii) Each leading nonzero entry is to the right of the leading
nonzero entry in the preceding row.
The matrix is said to be row canonical form if it has the following
two additional properties:
(iii) Each leading nonzero entry is 1.
(iv) Each leading nonzero entry is the only nonzero entry in its
column.

 2
0

3
0
0
0

2
1
0
0

0 4
1 3
0 0
0 0

5 6
2 0
6 2

0 0

0 1 3 0 0 4
0 0 0 1 0 3

0 0 0 0 1 2

1 2 3
0 0 1

0 0 0
2 4 7
0 5 8

0 0 6

Row canonical form

0
0 0
0 2 6

2 2

2 19

~ R1 R 2

0 -2 6
0 0
0

2 2

2 19

 0 1 3 1 0 1
0 0 0 2 1 9
1

~ R1
2 0 2 6 2 2 0

0 3 9 2 2 19
0 1 3 1 0 1
0 0 0 2 1 9

~ R 3 2R 1 R 3
0 2 6 0 2 2

0 3 9 2 2 19

 0 1 3 1 0 1
0 0 0 2 1 9

~ R 4 3R 1 R 4
0 0 0 0 2 2

0 0 0 5 2 22
1
0 1 3 1 0
0 0 0 1 1 / 2 9 / 2

1
~ R2
0 0 0
2

0 0 0

22

1
0 1 3 1 0
0 0 0 1 1 / 2 9 / 2

1
~ R4 R3
0 0 0
2

0 0 0

~ R 4 5R 1 R 4

0 1 3 1
0 0 0 1

0 0 0

0 0 0

0 1 3 1
0 0 0 1

1
~ R3
0 0 0
2

0 0 0

0
0

1/ 2
1

9/ 2

0
1/ 2

1 / 2 1 / 2
1

9/ 2
1

1 / 2 1 / 2

 1 - 3 2

Find the inverse of the matrix A 2 0 0

1 4 1
Solution: A = IA

1 3 2
1 0 0
2 0 0 0 1 0 A

1 4 1
0 0 1

1
Applying R 2 R 2 on the left & prefactor I
2
on the right, we get
1 3 2
1 0 0
1 0 0 0 1 / 2 0 A

1 4 1
0 0 1
R 1 R 2 , we have
1 0 0
0 1 / 2 0
1 3 2 1 0 0 A

1 4 1
0 0 1

Replacing R 2 byR 2 - R 1 & R 3 byR 3 - R 1 , we have

1 0 0
0 1 / 2 0
1 3 2 1 1 / 2 0 A

0 4 1
0 1 / 2 1
Replacing R 2 byR 2 - 2R 3 , we have
0
0
0
1
0 1/ 2
0 11 0 1 1 / 2 2 A

0
0 1 / 2 1
4
1

Replacing R 2 by 1 / 11R 2 , we have

0
1/ 2
0
1 0 0

0 1 0 1 / 11 1 / 22 2 / 11 A

0 4 1

0
1/ 2
1
Replacing R 3 byR 3 4R 2 , we have
0
1/ 2
0
1 0 0

0 1 0 1 / 11 1 / 22 2 / 11 A

0 0 1
4 / 11 7 / 22 3 / 11

I A A

i .e.A

0
1/ 2
0

1 / 11 1 / 22 2 / 11
4 / 11 7 / 22 3 / 11

Rank of a matrix : Maximum order of a non-singular

submatrix of any matrix A is called Rank of the matrix

1 2 3
A 2 3 4 , (A) 3 as A 0
0 2 2
Find the rank of A
1 2 3 1
1 1 1
A 2 4 6 2 , A 1 1 1
1 2 3 2
1 1 1

Linear Systems of Equations

Gauss Elimination
Most important practical use
Solution of linear system of equations
Linear System, Coefficient Matrix, Augmented Matrix
A linear system of m equations in n unknowns x1, ..., xn is a
set of equations of the form

a11 x1 a1n x n b1
a 21 x1 a 2 n x n b21

a m1 x1 a mn x n bm

........... (1)

Thus a system of two equations in three unknown is

a11 x1 a12 x 2 a13 x3 b1

a 21 x1 a 22 x 2 a 23 x 3 b2
Here ajk called coefficients of the system.
bi given numbers
if bi are all zero, then (1) is called a homogeneous
system.
If at least one bi is not zero, then (1) is called a
nonhomogeneous system.

Matrix form of the Linear system (1) is

Ax = b ...................(2)
where the coefficient matrix A= [ajk] is the mn
matrix

a11
a
21

a m1

a12

.....

a 22

.....

.....

am2

.....

a1n
a 2 n

xx

b1

, and x
.

a mn
x x

and b

bm

are column vectors. We assume that the cofficients ajk are not
all zero, so that A is not a zero matrix. Here x has n
components, whereas b has m components.

 a11

~
A

a m1

a1n

a mn

bm

b1

Where the above matrix is called the augmented matrix of the

system (1).

AX B
( A ) ( A : B ) r n(order of A) , unique solution
( A ) ( A : B ) r n(order of A) , infinite solution
( A ) ( A : B ) no solution
AX O
( A ) ( A : O ) always so equations are consistent
( A ) r n(order of A) , trivial solution only
( A ) r n ) infinite solution

xyz 0
x 2y z 0
2x y 3z 0

1 1 1

A 1 2 1
2 1
3

by R 2 R 2 R 1 & R 3 R 3 2R 1
1 1 1

A ~ 0 3 2
0 3
1

by R 2 R 3 R 2

by R 2 1 / 3R 2 & R 3 1 / 3R 3

1 1 1

A ~ 0 3 2
0 0
3

1
1 1

A ~ 0 1 2 / 3
0 0
1

r(rank )A 3 n
solution is x y z 0

Investigate for what values of , the equations

xyz 6
x 2y 3z 10
x 2y z
have (i) no solution (ii) unique solution (iii) an infinity
of solutions.

 1 1 1 6
1 2 3 10

1 2
1
6
1 1

R 2 R1 R 2 0 1
2
4
0 1 1 6

1
6
1 1

R3 R2 R3 0 1
2
4
0 1 3 10
unique 3 & any
infinite 3, 10
no solution 3, 10

Gaussian Elimination - I
Solve

Ax b

A must be nonsingular
1. Augment the n n matrix A matrix with the right-hand side
vector b to obtain the n (n m) augmented matrix.
2. If appropriate, scale the rows of the augmented matrix.
3. Search for the element of largest magnitude in the first column
and pivot (interchange rows) to put that coefficient in the (1,1)
position. This step is actually accomplished by interchanging the
corresponding elements of the order vector.

Gaussian Elimination - II
4. Apply the elimination procedure to rows 2 to nto create
zeros in the column below the pivot element. Do not actually
calculate the zeros in column 1. The modified elements in each
column from 2 to n+m for rows 2 to n must be computed and
stored in place of the original elements using the equation
Repeat steps 3 and 4 for rows 3 to n. At the conclusion of
this step the original matrix, in pivoted form, is upper
triangular.
6. Solve for x using back substitution. If more than one b
vector is present, solve for the corresponding vectors one at a
time.

Solve by Gauss elimination method with pivoting

2x y z 10
2 1 1 : 10

3x 2y 3z 18
A : B 3 2 3 : 18
x 4y 9z 16
1 4 9 : 16

Forward Elimination
3 2 3 : 18

~ 2 1 1 : 10 ( R 1 R 2 )
1 4 9 : 16

Forward Eliminatio n
2
3 : 18
3

~ 0 1 / 3 1 : 2
0 10 / 3 8 : 10
( R 2 2 / 3R 1 R 2 , R 3 1 / 3R 1 R 3 )
Forward Eliminatio n
2
3 : 18
3

~ 0 10 / 3 8 : 10 ( R 2 R 3 )
0 1 / 3 1 : 2

Forward Eliminatio n
2
3 : 18
3

~ 0 10 / 3 8 : 10 ( R 3 R 3 )
0 1 / 3 1 : 2
Forward Eliminatio n
2
3 : 18
3

~ 0 10 / 3 8 : 10 ( R 3 R 3 )
0 1 / 3 1 : 2

Forward Elimination
2
3 : 18
3

~ 0 10 / 3 8 : 10 ( R 2 10R 3 R 3 )
0
0
2 : 10

we have
- 2z - 10
10/3y 8z 10
3x 2y 3z18

Back substituion
z5
10/3y 40 10 y -9
3x 2(-9) 3(5) 18 x 7

A lg ebra of Square Matrices

A
2
3
A A.A, A A.A.A,& so on.

A I
0

Specifically , for any polynomial

f(x) a 0 a 1 x a 2 x .....a n x where the a i
2

are scalars, we define f(A) to be the matrix

f(A) a 0 I a 1 A a 2 A 2 .....a n A n .

If f(A) 0 then A is called zero or root of the polynomial f(x).

An expression of the form F( ) A 0 A 1 ...... A m m

are called a matrix polynomial of degree m if

(i) A 0 , A 1 ,....., A m are square matrices of same order
(ii) A m 0

A non - zero vector, X is said to be a characteristic

vector of a matrix A , if ' s a number AX X.

 is an eigen value which satisfies the equation

AX X
AX - X 0
(A - I)X 0

A I Characteristic matrix of A
A - I Characteristic polynomial of A
A - I 0 Characteristic equation of A

Eigenvectors
The eigenvector, x corresponding to the eigenvalue is given by
a solution of the homogeneous equation:

( A I )x 0
with

x0

Cayley-Hamilton Theorem:
Every square matrix A satisfies its own characteristic
equation

1 2 0
A 2 1 0
0 0 1

The characteristic equaiton of matrix A is

A - I 0

1 2 0
1 0 0

2 1 0 0 1 0 0
0 0 1
0 0 1

(1 )( 1 )(1 ) 4(1 ) 0

5 5 0
3

Find eigen values.

To prove A A 5 A 5I 0
3

 1 2 0
A 2 1 0
0 0 1

5 0 0

2
A A .A 0 5 0
0 0 1

5 10 0

3
2
A A.A 10 5 0
0
0 1

A A 5 A 5I 0
3

 5 10 0 5 0 0
1 2 0
1 0 0
10 5 0 0 5 0 5 2 1 0 5 0 1 0

0
0 0 1
0 0 1
0 1 0 0 1
0

A A 5 A 5I 0
3

5I - A A 5 A
3

1/5 - A A 5I
2

 1 2 0
Show that the matrix A 2 - 1 0
0 0 1
satisfies its own characteristic equaiton and hence
or otherwise obtain the value of A - 2

Find the characteristic roots and associated

characteristic vectors for the matrix
8 -6 2

A - 6 7 4
2 4 3

A I 0
8 6
6 7
2

0,3,15

2
4 0
3

Cha vectors corresponding to 0 is given by

(A - 1 I ) X
AX 1 X
8 6 2

6 7 4
2 4 3

On solving these equations , we have

x
1k 1

X y 2k 2
z
3k 1

The cha vector corresponding to the root

2 3 is given by
AX 2 X
8 6 2
6 7 4

2 4 3

y 3

y
z

8x 6y 2z 3x 0
6x 7 y 4z 3y 0
2x 4y 3z 3z 0
5 6 2 x
0
6 4 4 y 0

2 4 0 z
0

 2k 2
X k 2
2k 2

~ 3 15
2k 3

X 2k 3
k 3

k1
2k
1

3k 1

2k 2
k2
2k 2

2k 3

2k 3 Modal Matrix
k 3

Similar Matrices
Consider the following linear transformation:

A PBP

The matrices A and B are Similar.

If P is made up by ordering the eigenvectors and if the
eigenvalues are distinct then B is a diagonal matrix with the
eigenvalues on its main diagonal.

A PP

Eigen Values and Eigen Vectors

Characteristic Equation and Roots of a Matrix

The Matrix A - I is Called Characteristic Matrix of A

The Determinant A - I is called Characteristic Polynomial of A

The equation A - I 0 is called Characteristic equation

of A and its roots are called Characteristic Roots or Latent
Roots or Eigen Values.

Spectrum of A : The set of all Eigen values of the matrix

is called spectrum of the matrix.

Characteristic Vectors : If is a characteristic root

of an square matrix A then a non - zero vector X
such that AX X, is called a Characteristic Vector
or Eigen Vector of A corrosponding to the
Characteristic root .

Properties of Eigen Values :

1. A matrix and its transpose

both have same Eigen Values.

2. The trace of the matrix equals to the Sum

of eigen values of the matrix.
3. The determant of the matrix

equals to the product of Eigen Value

If 1 , 2 , 3 .........n are n eigen values, then

(a) eigen values of kA are k1 , k2 ,.....kn .

(b) eigen values of A -1are 11 , 21 ,.........n1

m
(c) eigen values of A m are 1m , m
.......,

2
n

1
If is an eigen value of a matrix, then is eigen value

-1

of A .
If X be the eigen vector corrosponding to , then
-1

-1

AX X A (AX) A (X)
-1

X (A X )
A

This is an equation of eigen Vector.

1
Hence is an eigen value of A -1 .

The Characteristic roots of a unitary matrix are of unit Modulus.

Let A be a Unitary matrix then A A I

Let be the eigen value of A and corrosponding eigen vector be X.

As AX X.......................(1)
AX X

X A X .....................( 2)

On multiplying (2) by (1), we have

AX X X

X A A X X X

X X X X

1 0

X X 1 0

1 or

Hence Characteristic roots of A are of Unit Modulus.

Cayley-Hamilton Theorem:
Every square matrix A satisfies its own
characteristic equaiton

1
A 2
0

2 0
1 0
0 1

2
0

The characteristic equaiton of matrix A is

A - I 0

2 0
1 0 0

1 0 0 1 0 0
0 0 1
0 1

1
2
0

2
0
1
0 0
0
1

(1 )(1 )(1 ) 4(1 ) 0

5 5 0
3

Eigen values are 1, 5

Find eigen values.

To prove A A 5 A 5I 0
3

 1
A 2
0

2 0
1 0
0 1

5 0 0

2
A A .A 0 5 0
0 0 1

3
2
A A .A 10
0

10 0

5 0
0 1

A A 5 A 5I 0
3

 5
10

10

5 0
0 1

5 0 0
1
0 5 0 5 2
0 0 1
0

1 0
0 1

1 0 0
5 0 1 0
0 0 1

A A 5 A 5I 0
3

3
2
5I - A A 5 A

1/5 - A A 5I
2

Properties of Eigen Vectors

1. The Eigen vectors of a matrix are not unique.
2. If 1, 2 ...........n be different eigen values of n n matrix
then corrosponding eigen vectors X1, X 2 ............., X n form a
linearly independent set.
3. If two or more eigen values are equal it may or may not be

possible to get linearly independent eigen vectors corrosponding

to equal roots.
4. Two eigen vectors X1 and X 2 are called orthogonal if X1 X 2 0
5. Eigen vectors of a symmetric matrix corrosponding to different
eigen values are orthogonal.

Find the characteristic roots and associated

3 1

characteristic vectors for the matrix A 0 2

0 0

A I 0

3
1
4
0
2
6 0
0
0
5

(3 )(2 )(5 ) 0
The Eigen Values are 2, 3, 5.

6
5

Now the equation A - I X 0 for the Matrix A is

3-

0
0

1
2-
0

6
5 -

x
0


y 0 ........................(1)
z
0

Put 2 in equation (1), we have

1

0
0

1
0
0

6
3

y
z

0
0

1
R3 R3 R2
2

0
0

1
0
0

6
0

y
z

0
0

x y 4 z 0, 6z 0 z 0 and x y 0 x -y

let y k x -k, Z 0

Hence eigen vector corrosponding to 2 is given by

k
- 1

X1 k or 1
0
0

Now put 3 in equation (1), we have

4 x
0 2 z 0 z 0, y 4z 0, - y 6z 0


1 6 y 0
z 0 and y 0 and let x k
0 0 2 z
0

The eigen vector corrosponding to 3 is given by
1

k
1


X 2 0 or 0
0
0


put 5 in equation (1), we have

0
0

4 x
0


3 6 y 0
0
0 0 z

1

3y 6z 0, - 2x y 4z 0
let z k, y 2k, x 3k

Hence Eigen Vector for 5 is

3k
3

X 3 2k or 2
k
1

Hence eigen vectors are X1

X2

X3

 2 -1 1

Find eigen values and eigen vector of the - 1 2 - 1

1 -1 2

2-
The Characteristic equation is - 1
1

-1
2-
1

1
1 0
2-

equation is of the form 3 62 9 4 0

The roots of the equations are 1, 1, 4 which are eigen values.

 -2 -1 1 x

When 4, we have - 1 - 2 - 1 y
1 - 1 - 2 y

upon elementary operation, we have

x - y - 2z 0 and y z 0
Let z k y -k and x k
1

the eigen vector is X1 1

1

0
0

When 1 we have - 1
1

-1
1
-1

- 1
1

x
0


y 0
z
0

On simplification, we have x - y z 0
let x k1 and y k 2 , z k 2 k1
Let k1 1 and k 2 1 k 3 0
1

hence eigen vector is X 2 1
0

 l

Let X 3 m
n

As X 3 is orthogonal to X1 and X 2 since given matrix is symmetric.

l
l
1 1 1 m 0 l m n 0 1 1 0 m 0 l m 0
n
n

On simplification of these we have, X 3 1

2

Diagonalisation of the matrix

1. The square matrix P which diagonalises A is found by
grouping eigen vectors of A into a Square matrix and
resulting diagonal matrix has the eigen values of A as
its diagonal elements.

-1
2. The transformation of a matrix A to P AP is known as
Similarity Transformation.

3. The matrix P which diagonalises A is called Model

Matrix and diagonal matrix is called as Spectra Matrix of A.

P X1

X2

X 3 model Matrix

Find out P -1 by any method.

Solve P

-1

AP

P AP D Diagonal matrix with diagonal as eigen values

-1

Quadratic Form expressed in Matrices

Quadratic form can be expressed as a Product of Matrices as
a
XAX
a
a
x

11

Where X y , A a 21
a
z

31
X AX x
X AX a11 x a21 y a31 z

12

a 22
a
32

13

a 23 a Symmetric Matrix.
a
33
a
x
a
a
12
13
11

z a 21 a 22 a 23 y
a
z
a
a

31
32
33

a12 x a22 y a32 z

a13 x a23 y a33 z

a11 x 2 a22 y 2 a33 z 2 2a12 xy 2a23 yz 2a31 zx

as A is symmetric matrix.

Write down the matrix of quadratic form

x

2y

7z

4 xy 8 xz 5 yz

5
Co - efficient of x 1, y 2, z 7, xy 2, xz 4, yz
2
2
4
1

A 2
2
5 / 2
4 5/ 2 7

Hence given quadratic form x

2
4
1

y z 2 2 5 / 2
4 5/ 2 7

x

y
z

Linear Transformation of Quadratic form

Let quadratic form be XAX where A is symmetric matrix.

Consider Linear Transformation X PY(Congurent Transformation)

X PY X Y P
XAX YPAX XAX YP A PY

X AX Y PAP Y X AX Y BY where B PAP

is called Transformed quadratic form.

(a)

B and A are Congurent Matrices.

(b)

B is a diagonal matrix, then transformed quadratic is a

sum of square terms known as canonical form.

Index(P) : The no. of ve terms in a canonical formof a quadratic form

Rank(r) : Rank of diagonal matrix is known as rank of the form.
Signature : Signature r - (r - P) is called signature of the form.

Reduce to diagonal form the symmetric matrix

by congurent transformation and interpret the
3 2

results in quadratic form A 2 2

-1 3

- 1

3
1

A I A I Column Operation
Row Operation
Both Operations are same in Nature

2
2

1 3

1
1 0 0 1 0 0

3 0 1 0 A 0 1 0
0 0 1 0 0 1
1

2
1
R2 R2 R1 ; R3 R3 R1
3
3
2
1
0 0 1 0 0
3
1

0 2 / 3 11 / 3 2 / 3 1 0 A 0 1 0
0 11 / 3 2 / 3
1 / 3 0 1 0 0 1

2
1
C 2 C 2 C1 ; C3 C3 C1
3
3

0
0
0 0 1
3
1

0 2 / 3 11 / 3 2 / 3 1 0 A 0
0 11 / 3 2 / 3
1 / 3 0 1 0

2 / 3 1 / 3

1
0
0
1

R3 R3 (11 / 2) R2
3

0
0

0
2/3
0

11 / 3 2 / 3
1
0
4

39 / 2

11
/
2
1

C3 C3 (11 / 2)C 2

A 0
0

2 / 3 1 / 3

1
0
0
1

3 0

0 2/3

1
0
2/3
0 0 39 / 2 4

11
/
2
1

B PAP
P
0

4
1 2 / 3

A 0
1
11 / 2
0

0
1

Thus the matrix reduced to diagonal form B PAP

The canonical form (sum of squares) is
Q YBY y1

y2

y3 0
0

0
0

2/3
0
0
39 / 2

y1

y2
y3

2 2
39 2
2
3y1
y2
y3
3

x1
1

X PY x 2 0
x3
0

2 / 3
1
0

y1

11 / 2 y 2
1 y3
4

2
11
x1 y1 y 2 4 y3 ; x 2 y 2
y3 ; x 3 y3
3
2

The rank of quadratic form is 3

Index 2
Signature 3 - (3 - 2) 2