Matrices Calculus Notes
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r34377441Matrices Calculus Notes
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r34377441MATRICES AND CALCULUS
A Course Notes
Prepared by
Faculty of Mathematics
Rathinam Technical Campus
For I Year B.E. / [Link] Students
Department of Science and Humanities
DECLARATION
I hereby declare that this book titled “Matrices and Calculus” is an
original compilation prepared for academic use at Rathinam Technical
Campus. The content is designed to support undergraduate engineering
students by enhancing their conceptual clarity and problem-solving skills.
This work is intended solely for educational purposes and not for com-
mercial distribution.
Faculty of Mathematics
Rathinam Technical Campus
ii
PREFACE
This book, Matrices and Calculus, is designed as a student-friendly re-
source that bridges fundamental mathematics with practical applications in
engineering and science. It is intended to serve as both a classroom compan-
ion and a self-learning guide.
The chapters are organized to:
• Introduce key concepts progressively with definitions and examples
• Reinforce learning through solved problems and exercises
• Connect abstract theory with real-world applications
• Prepare students for advanced mathematics and competitive exams
We hope that this text will strengthen mathematical foundations and
inspire confidence in problem-solving among students.
Faculty of Mathematics,
Rathinam Technical Campus
iii
ACKNOWLEDGEMENT
We, the faculty of Mathematics, express our sincere gratitude to the Manage-
ment, Principal, and Academic Leadership of Rathinam Technical Campus
for their constant encouragement and support.
We extend our heartfelt thanks to our Honorable Chairman, Dr. Madan
A. Sendhil, the Principal, Dr. K. Geetha, the Vice-Principal & Dean of
Engineering, Dr. C. Krishnaraj, and the Head of Science and Humani-
ties, Dr. P. Sathish Kumar, for their visionary guidance and unwavering
commitment to quality education.
This book, Matrices and Calculus, is the outcome of collaborative ef-
fort, shared expertise, and dedication to student-centered learning. We re-
main grateful to our colleagues in the department for their valuable insights,
constructive feedback, and teamwork throughout the preparation of this re-
source.
Faculty of Mathematics
Rathinam Technical Campus
iv
Contents
Declaration ii
Preface iii
Acknowledgement iv
1 MATRICES 3
1.1 Introduction to Matrix . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Types of Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Operations on Matrices . . . . . . . . . . . . . . . . . . . . . . 7
1.3.1 Addition and subtraction of matrices . . . . . . . . . . 7
1.3.2 Multiplication of a matrix by a scalar . . . . . . . . . . 7
1.3.3 Multiplication of matrices . . . . . . . . . . . . . . . . 7
1.4 Rank of a Matrix . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4.2 Problems based on Rank of Matrix . . . . . . . . . . . 9
1.5 Consistency of a System of Linear Equations . . . . . . . . . . 11
1.5.1 Solution of System of Linear Equations . . . . . . . . . 11
1.5.2 Rouche’s Theorem . . . . . . . . . . . . . . . . . . . . 12
1.5.3 System of Homogeneous Linear Equations . . . . . . . 12
1.5.4 Problems Based on System of Linear Equations . . . . 12
1.5.5 Practice Problems . . . . . . . . . . . . . . . . . . . . . 17
1.6 Row Echelon Form . . . . . . . . . . . . . . . . . . . . . . . . 18
1.6.1 Reduced Row Echelon Form . . . . . . . . . . . . . . . 18
1.6.2 Problems based on Row Echelon Form . . . . . . . . . 19
1.6.3 Practice Problems . . . . . . . . . . . . . . . . . . . . . 23
1.7 Characteristic Equation . . . . . . . . . . . . . . . . . . . . . 24
1.7.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 24
v
CONTENTS vi
1.7.2 Characteristic Polynomial . . . . . . . . . . . . . . . . 25
1.7.3 Working Rule to Find Characteristic Equation . . . . . 25
1.7.4 Problems based on Characteristic Equation . . . . . . . 26
1.7.5 Practice Problems . . . . . . . . . . . . . . . . . . . . . 27
1.8 Eigenvalues and Eigenvectors of real symmetric matrix . . . . 28
1.8.1 Eigenvalues or Proper values or Latent roots or
Characteristic roots. . . . . . . . . . . . . . . . . . . . 28
1.8.2 Working Rule to find Eigenvalues and Eigenvectors . . 28
1.8.3 Symmetric matrix . . . . . . . . . . . . . . . . . . . . . 29
1.8.4 Problems Based on Symmetric Matrices with Non-Repeated
Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . 29
1.8.5 Problems Based on Symmetric Matrices with Repeated
Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . 31
1.8.6 Practice Problems . . . . . . . . . . . . . . . . . . . . . 34
1.9 Properties of Eigenvalues and Eigenvectors . . . . . . . . . . . 35
1.9.1 Problems based on Properties of Eigenvalues . . . . . . 36
1.10 Application of Matrices using Micro:Bit . . . . . . . . . . . . . 39
1.10.1 What is Micro:bit? . . . . . . . . . . . . . . . . . . . . 39
1.10.2 Getting Started with Micro:bit . . . . . . . . . . . . . 39
1.10.3 Programming Modes in MakeCode . . . . . . . . . . . 40
1.10.4 Getting Started with Micro:bit – Scroll the First Message 40
1.10.5 Case Study . . . . . . . . . . . . . . . . . . . . . . . . 43
1.10.6 Why This Matters for Your Career . . . . . . . . . . . 43
2 ORTHOGONALITY AND DIAGONALIZATION 44
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.2 Cayley-Hamilton Theorem . . . . . . . . . . . . . . . . . . . . 45
2.2.1 Application of Cayley-Hamilton Theorem . . . . . . . . 45
2.2.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.2.3 Practice Problem: . . . . . . . . . . . . . . . . . . . . . 48
2.3 Orthogonal Transformation of a Symmetric Matrix to Diago-
nal Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.3.1 Procedure . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.3.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.3.3 Practice Problems . . . . . . . . . . . . . . . . . . . . . 52
2.4 Quadratic Form to Canonical Form . . . . . . . . . . . . . . . 52
2.4.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.5 Linear Transformation of a Quadratic Form . . . . . . . . . . 54
CONTENTS vii
2.5.1 Canonical Form . . . . . . . . . . . . . . . . . . . . . . 55
2.5.2 Reduction of Quadratic Form to Canonical Form through
Orthogonal Transformation (OR) Sum of Squares form
/ Principal Axis Theorem . . . . . . . . . . . . . . . . 55
2.5.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.5.4 Nature of the Quadratic Form . . . . . . . . . . . . . . 59
2.5.5 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.5.6 Practice Problem: . . . . . . . . . . . . . . . . . . . . . 60
2.6 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.7 Application of Cayley-Hamilton Theorem . . . . . . . . . . . . 66
2.7.1 Encoding and Decoding . . . . . . . . . . . . . . . . . 66
2.7.2 Case Study :Encoding and Decoding a Message . . . . 67
2.7.3 Mathematical Investigation: . . . . . . . . . . . . . . . 68
3 DIFFERENTIAL CALCULUS 72
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
3.2 Representation of Functions . . . . . . . . . . . . . . . . . . . 73
3.2.1 DIFFERENTIAL CALCULUS . . . . . . . . . . . . . 74
3.3 Differentiation Rules . . . . . . . . . . . . . . . . . . . . . . . 74
3.3.1 Worked Examples . . . . . . . . . . . . . . . . . . . . . 75
3.3.2 The Product Rule . . . . . . . . . . . . . . . . . . . . . 76
3.3.3 The Quotient Rule . . . . . . . . . . . . . . . . . . . . 76
3.3.4 Problems based on Product and Quotient Rules . . . . 76
3.3.5 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . 79
3.3.6 The Power Rule Combined with the Chain Rule . . . . 79
3.3.7 Problems based on the Chain Rule . . . . . . . . . . . 79
3.3.8 Derivatives of Logarithmic Functions . . . . . . . . . . 82
3.3.9 Problems based on Logarithmic Functions . . . . . . . 83
3.4 Application :Ratio carbon dating and Newtons law of cooling
and exponential growth . . . . . . . . . . . . . . . . . . . . . . 85
3.4.1 Radiocarbon Dating . . . . . . . . . . . . . . . . . . . 85
3.4.2 Newton’s law of cooling . . . . . . . . . . . . . . . . . 86
3.5 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . 88
3.5.1 Rules of Partial Differentiation . . . . . . . . . . . . . . 88
3.5.2 Problems based on Partial derivatives . . . . . . . . . 90
3.5.3 Homogeneous function. . . . . . . . . . . . . . . . . . . 92
3.5.4 Problems based on Eulers theorem on homogeneous
functions . . . . . . . . . . . . . . . . . . . . . . . . . . 92
CONTENTS viii
3.6 Jacobian and its Properties . . . . . . . . . . . . . . . . . . . 96
3.6.1 Properties of Jacobians . . . . . . . . . . . . . . . . . . 98
3.7 Application of Differentiation . . . . . . . . . . . . . . . . . . 100
3.7.1 Case Study . . . . . . . . . . . . . . . . . . . . . . . . 101
4 FUNCTIONS OF SEVERAL VARIABLES 104
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
4.2 Total Differentiation . . . . . . . . . . . . . . . . . . . . . . . 104
4.2.1 Small Errors and Approximations . . . . . . . . . . . . 106
4.2.2 Differentiation of Implicit Functions . . . . . . . . . . . 107
4.3 Problems based on Total Derivatives – Change of Variables –
Partial Differentiation of Implicit Functions . . . . . . . . . . 108
4.4 Taylor’s Series for Functions of Two Variables . . . . . . . . . 114
4.5 Problems Based on Taylor’s Series for Functions of Two Variables116
4.5.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 120
4.6 Maxima and Minima for functions of two variables . . . . . . . 121
4.6.1 Stationary Value . . . . . . . . . . . . . . . . . . . . . 122
4.7 Application of Lagrange’s method . . . . . . . . . . . . . . . . 128
4.8 Applications of Lagrange’s Method of Undetermined Multipliers139
4.8.1 Illustrative Example . . . . . . . . . . . . . . . . . . . 139
4.8.2 Case Study . . . . . . . . . . . . . . . . . . . . . . . . 140
5 INTEGRAL CALCULUS 143
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
5.2 Indefinite Integral (Anti-derivative) . . . . . . . . . . . . . . . 143
5.2.1 Reversing Differentiation . . . . . . . . . . . . . . . . . 143
5.2.2 Family of Functions . . . . . . . . . . . . . . . . . . . . 144
5.2.3 Geometrical Interpretation . . . . . . . . . . . . . . . . 144
5.3 Indefinite Integral Formulas . . . . . . . . . . . . . . . . . . . 144
5.3.1 Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . 144
5.4 Indefinite Integration Problems . . . . . . . . . . . . . . . . . 144
5.5 Definite Integral . . . . . . . . . . . . . . . . . . . . . . . . . . 145
5.5.1 Limits of Integration . . . . . . . . . . . . . . . . . . . 146
5.5.2 Function . . . . . . . . . . . . . . . . . . . . . . . . . 146
5.5.3 Symbolic Representation . . . . . . . . . . . . . . . . . 146
5.5.4 Signed Area . . . . . . . . . . . . . . . . . . . . . . . 146
5.5.5 Connection to Area . . . . . . . . . . . . . . . . . . . . 146
5.6 Properties of Definite Integrals . . . . . . . . . . . . . . . . . . 147
CONTENTS ix
5.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.7.1 Problems based on Substitution Rule . . . . . . . . . . 150
5.8 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . 152
5.9 Double Integration . . . . . . . . . . . . . . . . . . . . . . . . 154
5.10 Area Enclosed by Plane Curves : Cartesian Co-ordinates . . . 156
5.11 Area Enclosed by Plane Curves: Polar Co-ordinates . . . . . . 159
5.12 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.13 Problems Based on Triple Integrals . . . . . . . . . . . . . . . 160
5.13.1 Volumes of solids of revolution: . . . . . . . . . . . . . 161
5.14 Applications of Integrals . . . . . . . . . . . . . . . . . . . . . 165
5.14.1 Case Study . . . . . . . . . . . . . . . . . . . . . . . . 166
Syllabus
UNIT I INTRODUCTION TO MATRIX
Matrices – Introduction to matrices – Types of matrices – Rank of matrices
– Consistency of a system of linear equations – Row Echelon form – Row
reduced Echelon form – Characteristic equation – Eigenvalues and Eigenvec-
tors of a real symmetric matrix – Properties of Eigenvalues and Eigenvectors.
Real time use case: Using Micro–bit/any programming language (Not for Ex-
amination).
UNIT II ORTHOGONALITY AND DIAGONALIZATION OF MA-
TRICES
Cayley–Hamilton theorem – Diagonalization of matrices by orthogonal trans-
formation – Reduction of a quadratic form to canonical form by orthogonal
transformation – Nature of quadratic forms. Applications: Stretching of
Elastic membrane, Eigenvalue problem arising from population model, Vi-
brating system of two masses on two springs.
Real time use case: Encoding and Decoding using any programming language
(Not for Examination).
UNIT III DIFFERENTIAL CALCULUS
Differential rules (sum, product, quotient, chain, log) – Applications: Radio
Carbon dating, Newton’s law of cooling and Exponential growth – Homoge-
neous functions and Euler’s theorem – Jacobians – Properties.
Real time use case: Application of differentiation (Not for Examination).
UNIT IV FUNCTIONS OF SEVERAL VARIABLES
Total derivative – Partial differentiation of implicit functions – Taylor’s se-
ries of two variables – Maxima and Minima of function of two variables –
Application – Lagrange’s method of undetermined multipliers.
1
CONTENTS 2
Real time use case: Lagrange’s method of undetermined multipliers (Not for
Examination).
UNIT V INTEGRAL CALCULUS
Definite and indefinite integrals – Evaluation of Double integral – Change
of order of integration – Area enclosed by plane curves – Triple integrals –
Volume of solids.
Real time use case: Area, volume (Not for Examination).
Text Books:
1. Kreyszig, E. Advanced Engineering Mathematics. John Wiley and
Sons. 10th Edition. New Delhi, 2015.
2. Grewal, B.S. Higher Engineering Mathematics. Khanna Publishers.
45th Edition. New Delhi, 2024.
Reference Books:
1. Thomas, G. B., Weir, M. D., Hass, J., and Hell, C. Thomas’ Calculus.
Pearson Education. 15th edition, 2024.
2. Bali, N., Goyal, M., and Watkins, C. Advanced Engineering Mathemat-
ics. Firewall Media, 7th Edition, 2009.
3. Jain, R.K. and Iyengar, S.R.K. Advanced Engineering Mathematics.
Narosa Publications. 5th Edition, 2016.
4. Narayanan, S. and Manicavachagom Pillai, T. K. Calculus Volume I
and II. S. Viswanathan Publishers Pvt. Ltd. Chennai, 2009.
5. Ramana, B.V. Higher Engineering Mathematics. McGraw Hill Educa-
tion Pvt. Ltd. New Delhi, 2016.
Web Links:
1. [Link]
2. [Link]
Chapter 1
MATRICES
The concept of matrices was formalized in the 19th century. Arthur Cayley
(1821 - 1895), a great French mathematician, discovered matrices in the year
1860. Nowadays, matrices have been found to be of great utility in many
branches:
Computer Science: Image processing, machine learning, cryptography
Cyber Security: Representing transformations in encryption algorithms.
Engineering: Solving systems of equations, modeling physical systems.
[Matrix methods are very easy to write many computer application pro-
grams.]
1.1 Introduction to Matrix
A system of mn elements arranged in a rectangular array along m rows and
n columns and bounded by the brackets [ ] or ( ) is called an m by n matrix,
which is written as m × n matrix.
a11 a12 · · · a1j · · · a1n
a21 a22 · · · a2j · · · a2n
.. .. .. ..
. . . .
A=
ai1 ai2 ··· aij ··· ain
. .. .. ..
.
. . . .
am1 am2 · · · amj · · · amn
Here, A is a matrix of order m×n. It has m rows and n columns, Each of the
mn numbers is called an element of the matrix. The matrix A is denoted by
3
CHAPTER 1. MATRICES 4
[aij ]. Here aij ’s are real or complex numbers. They are called the elements
of the matrix.
Order of a matrix:
The order of a matrix is defined by the number of rows and columns. If a
matrix has m rows and n columns, its order is m × n.
Example: A matrix with 3 rows and 2 columns has order 3 × 2.
1.2 Types of Matrix
Row matrix (or) Row vector: A matrix having a single row is called a
row matrix. h i
Example: A = 1 −5 6
1×3
Column matrix (or) Column vector: A matrix having a single column
is called a column
matrix.
2
Example: A = 3
1 3×1
Square matrix: A matrix having same number of row and column is
called a square matrix .
" # 1 6 9
1 2
Example: A = , B = 1 2
6
0 −5 2×2
0 3 3 3×3
Null or Zero matrix: In a matrix if all the elements are zero, then that
matrix is called
" a#null or "zero matrix.
#
0 0 0 0 0
Example: ,
0 0 2×2 0 0 0 2×3
Diagonal matrix: A square matrix in which all the non-diagonal elements
are zeros, then the
matrix is called a diagonal matrix.
1 0 0
Example: A = 0 2 0
0 0 5 3×3
Scalar matrix: A diagonal matrix in which all the elements of its main
diagonal are equal is called a scalar matrix.
CHAPTER 1. MATRICES 5
3 0 0
Example: A = 0 3 0
0 0 3 3×3
Unit matrix (or) Identity matrix: A diagonal matrix of order n which
has unity for all its diagonal elements, and zeros for the other elements is
called a unit matrix
or anidentity matrix of order n and is denoted by In .
1 0 0
Example: I3 = 0 1 0
0 0 1 3×3
Upper triangular matrix: A square matrix in which all the elements
below the main diagonalare zeros, is called an upper triangular matrix.
1 2 3
Example: A = 0 4 5
0 0 6 3×3
Lower triangular matrix: A square matrix in which all the elements
above the main diagonal
are
zeros, is called a lower triangular matrix.
2 0 0
Example: B = 4 3 0
2 5 3 3×3
Transpose of a Matrix: The matrix obtained by interchanging its rows
and columns is called
thetranspose of A denoted by AT .
and is
1 2 3 1 2 4
Example: A = 2 1 7 , AT = 2 1 2
4 2 5 3×3 3 7 5 3×3
Conjugate of a matrix: The matrix obtained from any given matrix
A, on replacing its elements by the corresponding conjugate complex num-
bers is called the"conjugate of A and denoted
# by "A. #
1 + i 2 − 3i 3 1 − i 2 + 3i 3
Example: A = , A=
7 + 2i −i 3 − 2i 7 − 2i i 3 + 2i
Hermitian matrix:
" A square
# matrix A is said
" to be Hermitian
# if A = (A)T .
2 3+i 2 3+i
Example: A = Here, (A)T = = A.
3−i 5 3−i 5
Hence, A is a Hermitian matrix.
Skew Hermitian matrix: A square matrix A is said to be skew Hermitian
if (A)T = −A.
CHAPTER 1. MATRICES 6
" # " #
0 2+i 0 −2 − i
Example: B = Now, B T = = −B.
−2 + i 0 2−i 0
Hence, B is a Skew-Hermitian matrix.
Singular matrix: A square matrix A is said to be singular if the determi-
nant value of A is zero. i.e., If |A| = 0 then A is said to be a singular matrix.
If |A| =
̸ 0 then A
" is said
# to be a non-singular matrix.
2 4
Example: A = , then det(A) = (2)(2) − (4)(1) = 4 − 4 = 0
1 2
Since det(A) = 0, the matrix A is singular.
Inverse of a matrix or Reciprocal matrix: If A is a non-singular
1
matrix, adj(A) is defined to be the reciprocal of A or the Inverse of A.
|A|
It is denoted by A−1 .
Note:
1. If A and B are two matrices such that AB = BA = I, then A and B
are the inverse of each other.
" # " #
a b d −b
2. If A = , then A−1 = 1
|A|
, |A| =
̸ 0.
c d 2×2
−c a
3. A−1 = 1
|A|
adj(A), ̸ 0. It can be shown that AA−1 = A−1 A = I.
|A| =
co factor of AT
4. A−1 = |A|
, |A| =
̸ 0.
Equality of matrices: Two matrices A and B are said to be equal if and
only if
(i) they are of the same order, and
(i) each element of A is equal to the corresponding element of B.
Orthogonal matrix: A square matrix A is called an orthogonal matrix if
AAT = AT A = I. If |A| = 1.
2 1 " #
T 2 −2 2
Example: A = −2 1. The transpose of A, A =
.
1 1 1
2 1
" # 2 1 " #
2 −2 2 1 0
Now, AT A = −2 1 = = I.
1 1 1 0 1
2 1
Thus, AT A = I, the identity matrix.
CHAPTER 1. MATRICES 7
Submatrix: Submatrix of a matrix A is any matrix obtained from A by
omitting some rows and columns. In particular, A is a submatrix of itself
(obtained by deleting
zero
rows and columns).
1 4 7
Example: A = 2 5 8. A submatrix of A, obtained by removing the first
3 6 9 " #
5 8
row and first column, is: Submatrix =
6 9
1.3 Operations on Matrices
1.3.1 Addition and subtraction of matrices
If A, B are two matrices of the same order, then
a1 b 1 c1 d 1 a1 + c1 b1 + d1
a2 b2 + c2 d2 = a2 + c2 b2 + d2
A+B =
a3 b 3 c3 d 3 a3 + c3 b3 + d3
" # " # " #
a b c d a − c1 b1 − d1
A−B = 1 1 − 1 1 = 1
a2 b 2 c2 d 2 a2 − c 2 b 2 − d 2
Note: Only matrices of the same order can be added or subtracted.
1.3.2 Multiplication of a matrix by a scalar
The product of a matrix A by a scalar k is a matrix whose each element is k
times the corresponding element of A.
" # " #
a b ka1 kb1
k 1 1 =
a2 b 2 ka2 kb2
1.3.3 Multiplication of matrices
Two matrices can be multiplied only when the number of columns in the first
is equal to the number of rows in the second.
a1 b1 c1 a1 e1 + b1 f1 + c1 g1 a1 e 2 + b 1 f 2 + c 1 g 2
e1 e2 a e + b f + c g
a
2 b2 c2
a2 e 2 + b 2 f 2 + c 2 g 2
× f1 f2 = 2 1 2 1 2 1
a3 b3 c3 a3 e1 + b3 f1 + c3 g1 a3 e 2 + b 3 f 2 + c 3 g 2
g1 g2 3×2
a4 b4 c4 4×3 a4 e1 + b4 f1 + c4 g1 a4 e2 + b4 f2 + c4 g2 4×2
CHAPTER 1. MATRICES 8
1.4 Rank of a Matrix
1.4.1 Definition
The determinant of any square submatrix of a given matrix A is called a
minor of A. If the square submatrix is of the order r, then the minor is also
said to be of order r.
Let A be an m × n matrix. The rank of A is said to be r, if
1. there is at least one minor of A of order r which does not vanish and
2. every minor of A of order (r + 1) and higher order vanishes.
In other words, the rank of a matrix is the largest of the orders of all the
non-vanishing minors of that matrix. Rank of a matrix A is denoted by R(A)
or ρ(A).
To find the rank of a matrix A, we may use the following proce-
dure:
We first consider the highest order minor (or minors) of A. Let their
order be r. If any one of them does not vanish, then ρ(A) = r. If all of them
vanish, we next consider minors of A of next lower order (r − 1) and so on,
until we get a non-zero minor. The order of that non-zero minor is ρ(A).
This method involves a lot of computational work and hence requires more
time, as we have to evaluate many determinants. An alternative method to
find the rank of a matrix A is given below:
Reduce A to any one of the following forms (called normal forms) by
a series of elementary operations on A and then find the order of the unit
matrix contained in the normal form of A:
" # " #
h i h i Ir Ir O
Ir ; Ir O ; ; .
O O O
Here Ir denotes the unit matrix of order r, and O is zero matrix.
By an elementary operation on a matrix (denoted as E-operation) we
mean any one of the following operations or transformations:
CHAPTER 1. MATRICES 9
• Interchange of any two rows (or columns).
• Multiplication of every element of a row (or column) by any non-zero
scalar.
• Addition to the elements of any row (or column) the same scalar mul-
tiples of corresponding elements of any other row (or column).
1.4.2 Problems based on Rank of Matrix
" #
1 2
Example 1.4.1. Find the rank of the matrix A = .
2 1
Solution :
" #
1 2
Let A =
2 1
" #
1 2
∼ R2 → R2 − 2R1
0 −3
R(A) = Number of non-zero rows = 2.
1 3 5
Example 1.4.2. Find the rank of the matrix A = 7 9 0
2 4 6
Solution:
Given
1 3 5
A= 7 9 0
2 4 6
1 3 5
R2 → R2 − 7R1
∼ 0 −12 −35
R3 → R3 − 2R1
0 −2 −4
1 3 5
∼ 0 −12 −35 R3 → 6R3 − R2
0 0 11
R(A) = Number of non-zero rows = 3.
CHAPTER 1. MATRICES 10
−1 −1 1
Example 1.4.3. Find the rank of the matrix 0 1 0
1 −1 1
Solution :
−1 −1 1
A= 0 1 0
1 −1 1
−1 −1 1
∼
0 1 0
R3 → R3 + R1
0 −2 2
−1 −1 1
∼ 0 R3 → R3 + 2R1
1 0
0 0 2
Hence R(A) = Number of non-zero rows = 3.
1 2 −1 3
Example 1.4.4. Find the rank of the matrix 3 4
0 −1
−1 0 −2 7
Solution :
1 2 −1 3
A = 3 4
0 −1
−1 0 −2 7
1 2 −1 3
R2 → R3 − 3R1
∼ 0 −2
3 −10
R3 → R3 + R1
0 2 −3 10
1 2 −1 3
0 −2
∼ 3 −10
R3 → R3 + R2
0 0 0 0
Hence R(A) = Number of non-zero rows = 2.
CHAPTER 1. MATRICES 11
1.5 Consistency of a System of Linear Equa-
tions
Consider the following system of m linear algebraic equations in n unknowns
a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
.. ..
. .
am1 x1 + am2 x2 + · · · + amn xn = bm
This system can be represented in matrix form as AX = B, where
· · · a1n
a11 a12 x1 b1
a21
a22 · · · a2n
x2
b2
A=
.. .. .. ,
.. X=
.. ,
B=
.. .
. . . . . .
am1 am2 · · · amn xn bm
The matrix A is called the coefficient matrix of the system, X is the matrix
of unknowns, and B is the matrix of constants.
If B ≡ O, the system is called a system of homogeneous linear equations.
If B ̸≡ O, it is called a system of linear non-homogeneous equations.
The augmented matrix is written as:
· · · a1n b1
a11 a12
a21
a22 · · · a2n b2
[A, B] =
.. .. ... .. ..
. . . .
am1 am2 · · · amn bm
1.5.1 Solution of System of Linear Equations
A set of values of x1 , x2 , . . . , xn which satisfy all m equations is called a
solution of the system.
(i) If a solution exists =⇒ system is consistent.
(ii) If no solution exists =⇒ system is inconsistent.
A consistent system may have: Exactly one solution (unique solution),
or - Infinitely many solutions.
CHAPTER 1. MATRICES 12
1.5.2 Rouche’s Theorem
The system AX = B is consistent iff R(A) = R([A, B]), where R(·) denotes
the rank
To text consistency, we use the Rank Method
• R(A) ̸= R([A, B]) =⇒ Inconsistent system
• R(A) = R([A, B]) = n =⇒ Consistent with a unique solution
In Particular, if A is non-singular(square) matrix, then the system
AX = B has a unique solution.
• R(A) = R([A, B]) < n =⇒ Consistent with infinitely many solutions
1.5.3 System of Homogeneous Linear Equations
Consider AX = 0
a11 x1 + a12 x2 + · · · + a1n xn = 0
a21 x1 + a22 x2 + · · · + a2n xn = 0
.. ..
. .
am1 x1 + am2 x2 + · · · + amn xn = 0
This system is always consistent.
(i) If det(A) ̸= 0, only trivial solution x1 = x2 = · · · = 0.
(ii) If det(A) = 0, infinite non-trivial solutions exist.
1.5.4 Problems Based on System of Linear Equations
Example 1.5.1. Show that the vectors X1 = (1, 1, 2), X2 = (1, 2, 5) and
X3 = (5, 3, 4) are linearly dependent.
Method 1:
Let
k1 X1 + k2 X2 + k3 X3 = 0
k1 (1, 1, 2) + k2 (1, 2, 5) + k3 (5, 3, 4) = (0, 0, 0)
Thus,
k1 + k2 + 5k3 = 0 − − − − − (1)
k1 + 2k2 + 3k3 = 0 − − − − − (2)
2k1 + 5k2 + 4k3 = 0 − − − − − (3)
CHAPTER 1. MATRICES 13
From (2)-(1): k2 − 2k3 = 0 =⇒ k2 = 2k3
Using in (3): 2k1 + 7k3 = 0 =⇒ k1 = − 27 k3 .
Taking k3 = 1, we get k1 = −7, k2 = 2.
Thus, −7X1 + 2X2 + X3 = 0
So the vectors are linearly dependent.
X1 = 72 X2 + 71 X3 , X2 = 72 X1 − 12 X3 , X3 = 7X1 − 2X2 .
Method 2:
Write X1 , X2 , X3 as rows:
1 1 2
A = 1 2 5
5 3 4
1 1 2
R2 → R2 − R1
[A] = 0 1 3
R3 → R3 − 5R1
0 −2 −6
1 1 2
∼ 0 1 3 R3 → R3 + 2R2
0 0 0
Thus, rank = 2 < 3, so linearly dependent.
Method 3:
det(A) = 0, ρ(A) ̸= 3, ρ(A) = 2.
Thus, rank = 2 < 3, so the vectors are linearly dependent.
Example 1.5.2. (Unique Solution) Solve the system: x + y = 2, 2x + 3y =
5. Solution : " # " #
1 1 1 1 | 2
Coefficient matrix: A = , [A|B] =
2 3 2 3 | 5
Here, det(A) = (1)(3) − (1)(2) = 1 ̸= 0 =⇒ ρ(A) = 2.
Also, ρ(A) = ρ([A|B]) = 2 = n.
Therefore System is consistent with a unique solution.
Solving: x + y = 2, 2x + 3y = 5
From first equation x = 2 − y. Substituting in second:
2(2−y)+3y = 5 =⇒ 4−2y+3y = 5 =⇒ y = 1, x = 1. ∴ Unique solution: (x, y) =
(1, 1).
CHAPTER 1. MATRICES 14
Example 1.5.3. ( Infinitely Many Solutions) Solve the system: x+y+z = 3,
2x + 2y + 2z = 6.
Solution:
Coefficient matrix:
" # " #
1 1 1 1 1 1 | 3
A= , [A|B] =
2 2 2 2 2 2 | 6
Clearly, second row is a multiple of first row. So, ρ(A) = 1, ρ([A|B]) = 1,
but number of unknowns n = 3.
∴ System is consistent with infinitely many solutions.
Let x = s, y = t. Then s + t + z = 3 =⇒ z = 3 − s − t.
General solution: (x, y, z) = (s, t, 3 − s − t), s, t ∈ R.
Example 1.5.4. (Inconsistent System) Solve the system: x + y = 2, 2x +
2y = 5
Solution:
Coefficient matrix:
" # " #
1 1 1 1 | 2
A= , [A|B] =
2 2 2 2 | 5
Here, ρ(A) = 1, but ρ([A|B]) = 2.
∴ System is inconsistent (no solution).
Example 1.5.5. Examine the consistency of the system and if consistency
solve the equations. x1 +x2 +2x3 = 9, 2x1 +4x2 −3x3 = 1, 3x1 +6x2 −5x3 =
0.
Solution :
The matrix form of the system is
AX = B
1 1 2 x1 9
2 4 −3 x2 = 1
3 6 −5 x3 0
CHAPTER 1. MATRICES 15
The augmented matrix of the system is
1 1 2 9
[A : B] = 2 4 −3 1
3 6 −5 0
1 1 2 9
R2 → R2 − 2R1
∼
0 2 −7 −17
R3 → R3 − 3R1
0 3 −11 −27
1 1 2 9
∼ 0 2 −7 −17 R3 → 2R3 − 3R2
0 0 −1 −3
Here R(A) = R(A; B) = 3 = No. of unknowns.
Hence, the system is consistent and has unique solution.
The corresponding system of equation is
x1 + x2 + 2x3 = 9 − − − −(1)
2x2 − 7x3 = −17 − − − (2)
−x3 = −3 − − − (3)
x3 = 3 − − − −(4)
From (3), Substitute, x3 = 3 in (2), we have
2x2 − 7(3) = −17
2x2 = −17 + 21
2x2 = 4
⇒ x2 = 2
Substitute x2 = 2 and x3 = 3 in (1), we have
x1 + 2 + 2(3) = 9
x1 + 8 = 9
x1 = 9 − 8
x1 = 1
Therefore, the solution of system is x1 = 1, x2 = 2, x3 = 3.
CHAPTER 1. MATRICES 16
Example 1.5.6. Find the value of k such that the following system of equa-
tions has (i) Unique solution, (ii) Many solution and (iii) no solution.
Solution :
The matrix form of the system is
AX = B
k 1 1 x1 1
1 k 1 x2 = 1
1 1 k x3 1
The augmented matrix of the system is
k 1 1 1
[A, B] = 1 k 1 1
1 1 k 1
1 1 k 1
∼ 1 k 1 1 R1 ↔ R3
k 1 1 1
1 1 k 1
R2 → R2 − R1
∼ 0 k−1 1−k 0
R3 → R3 − kR1
0 1 − k 1 − k2 1 − k
1 1 k 1
∼
0 k − 1 1 − k 0 R3 → R2 + R 3
0 0 2 − k − k2 1 − k
(i) Unique solution : If k ̸= 1 and k ̸= −2 then the system becomes
1 1 k 1
[A : B] ∼
0 k − 1 1 − k 0
0 0 2 − k − k2 1 − k
∴ The system is consistent and has unique solution.
1 1 1 1
(ii) Many solution : If k = 1 then the system becomes, [A, B] ∼ 0 0 0 0
0 0 0 0
Here R(A) = R(A, B) = 2 < 3 (No. of unknowns)
∴ The system is consistent and has many solution.
CHAPTER 1. MATRICES 17
(iii) No solution : If k = −2 then the system becomes
1 1 −2 1
[A : B] = 0 −3 3 0
0 0 0 3
Here R(A) = 2 but R(A, B) = 3
∴ The system is inconsistent and has no solution.
1.5.5 Practice Problems
1. Test for the consistency of the following system of equations
3x1 + x2 + x3 = 8, −x1 + x2 − 2x3 = −5, x1 + x2 + x3 = 6, −2x1 +
2x2 − 3x3 = −7.
2. Determine if the following system is consistent.
x2 − 4x3 = 8; 2x1 − 3x2 + 2x3 = 1; 5x1 − 8x2 + 7x3 = 1.
3. Test for the consistency of the following system of equations:
x1 − 2x2 − 3x3 = 2; 3x1 − 2x2 = −1; −2x2 − 3x3 = 2; x2 + 2x3 = 1.
4. Test the consistency of the following system of equation and if consis-
tent solve the equation.
2x1 − x2 − x3 = 2, x1 + 2x2 + x3 = 2; 4x1 − 7x2 − 5x3 = 2.
3. Solve the system of equations, if consistent.
x1 + 2x2 − x3 − 5x4 = 4; x1 + 3x2 − 2x3 − 7x4 = 5; 2x1 − x2 + 3x3 = 3.
5. Solve the following system of equations :2x − y + z = 9; 3x − y + z = 6;
4x − y + 2z = 7; −x + y − z = 4.
6. Investigate for what value of λ and µ the equation x1 + 2x2 + x3 = 8;
2x1 + 2x2 + 2x3 = 13; 3x1 + 4x2 + λx3 = µ have (i) no solution, (ii)
unique solution, (iii) many solution.
7. Test whether the following system of equation passes a non trivial so-
lution.
x + y + 2z + 3w = 0; 3x + 4y + 7z + 10w = 0; 5x + 7y + 11z + 17w = 0;
6x + 8y + 13z + 16w = 0.
CHAPTER 1. MATRICES 18
8. Examine if the following system of equations is consistent and find the
solution if it exists.
x + y + z = 1; 2x − 2y + 3z = 1; x − y + 2z = 5; 3x + y + z = 2.
1.6 Row Echelon Form
Row Echelon Form of a matrix simplifies solving systems of linear equations,
understanding linear transformations, and working with matrix equations.
A matrix is in Row Echelon form if it has the following properties:
• Zero Rows at the Bottom: If there are any rows that are completely
filled with zeros they should be at the bottom of the matrix.
• Leading 1s: In each non-zero row, the first non-zero entry (called a
leading entry) can be any non-zero number. It does not have to be 1.
• Staggered Leading 1s: The leading entry in any row must be to the
right of the leading entry in the row above it.
Below is an example of row-echelon form:
1 2 −1 4
A = 0 4 0 3
0 0 1 2
1.6.1 Reduced Row Echelon Form
A matrix is in Reduced Row Echelon Form if:
• Zero Rows at the Bottom: Any row that consists entirely of zeros must
be at the bottom of the matrix.
• Leading Entries: The first non-zero entry in each non-zero row must
be 1.
• Staggered Leading Entries: The leading 1 in each row must be to the
right of the leading 1 in the row above it.
CHAPTER 1. MATRICES 19
• Column of Leading 1s: Each leading 1 is the only non-zero entry in its
column. This means that all other entries in the column containing a
leading 1 must be zero.
Example:
Row Echelon Form Reduced Row Echelon Form
1 0 2 3 4 1 0 0 0 3
0 1 5 6 7 0 1 0 0 2
0 0 1 7 8 0 0 1 0 1
0 0 0 0 1 0 0 0 1 1
1.6.2 Problems based on Row Echelon Form
Example 1.6.1. Reduce the following matrix into echelon form and row
reduced echelon form
0 1 2 0 3
2 4 8 2 4
1 2 4 2 2
1 3 6 1 5
Solution:
0 1 2 0 3
2 4 8 2 4
Let A =
1 2 4 2 2
1 3 6 1 5
2 4 8 2 4
0 1 2 0 3
∼ R1 ↔ R2
1 2 4 2 2
1 3 6 1 2
1 2 4 1 2
0 1 2 0 3 R1
∼ R1
→
1 2 4 2 2
2
1 3 6 1 2
CHAPTER 1. MATRICES 20
1 2 4 1 2
0 1 2 0 3 R3 → R3 − R1
∼
0 0 0 1 0 R4 → R4 − R1
0 1 2 0 3
1 2 4 1 2
0 1 2 0 3
∼ R4 → R4 − R3
0 0 0 1 0
0 0 0 0 0
Which is the row echelon form of the given matrix.
Example 1.6.2. Find the row echelon form and reduced echelon form of the
matrix
−2 −3 −2
3 −2 −2
3 −2 −1
−1 −1 −2
Solution :
−2 −3 −2
3 −2 −2
Let A =
3 −2 −1
−1 −1 −2
−1 −1 −2
3 −2 −2
∼ R1 ↔ R4
3 −2 −1
−2 −3 −2
1 1 2
3 −2 −2
∼
R1 → R1 × (1)
3 −2 −1
−2 −3 −2
1 1 2
R2 → R2 − 3R1
0 −5 4
∼
R3 → R3 − 3R1
0 −5 −7
R4 → R4 + 2R1
0 −1 2
CHAPTER 1. MATRICES 21
1 1 2
0 −5 4 R3 → R3 − R2
∼
0 0 −11 R4 → 5R4 − R2
0 0 6
1 1 2
0 −5 4 R3 → R3 /(−11)
∼
0 0 1 R4 → R4 /(6)
0 0 1
1 1 2
0 −5 4
∼
0 0 1
0 0 0
1 1 2
0 1 −4/5
∼ R → R4 − R3
0 0 1 4
0 0 0
which is the echelon form of the given matrix.
Row reduced echelon form :
1 1 2
0 1 −4/5
A∼
0 0 1
0 0 0
1 0 14/5
0 1 −4/5
∼ R1 → R1 − R2
0 0 1
0 0 0
1 0 0
0 1
0 14
∼ R1 → R1 − R3
0 0
1
5
0 0 0
4
R2 → R2 + R3
5
which is the row reduced echelon, form of the given matrix.
Example 1.6.3. Find the echelon form and row reduced echelon form of the
CHAPTER 1. MATRICES 22
matrix
2 −3 −2 3
−2 2 −2 0
−1 3 3 2
−3 −2 −2 2
Solution:
2 −3 −2 3
−2 2 −2 0
Let A =
−1 3 3 2
−3 −2 −2 2
1 0 1 5
−2 2 −2 0
∼ R1 → R1 + R3
−1 3 3 2
−3 −2 −2 2
1 0 1 5
R2 → R2 + 2R1
0 2 0 10
∼
R3 → R3 + R1
0 3 4 7
R4 → R4 + 3R1
0 −2 1 17
1 0 1 5
0 1 0 5 R3 → R3 − 2R2
∼
0 0 4 −8 R4 → R4 + 2R2
0 0 1 27
1 0 1 5
0 1 0 5 R3
∼ R3 →
0 0 1 −2
4
0 0 1 27
1 0 1 5
0 1 0 5
∼ R4 → R4 − R3
0 0 1 −2
0 0 0 29
1 0 1 5
0 1 0 5 R4
∼
R4 →
0 0 1 −2
29
0 0 0 1
which is the echelon form of the given matrix.
CHAPTER 1. MATRICES 23
Row Reduced Echelon Form Transformation
1 0 1 0 5
0 1 0 1 −2
∼ R1 → R1 − R3
0 0 1 0 1
0 0 0 1 −2
1 0 0 0 7
R1 → R1 − 7R4
0 1 0 1 −2
∼
R2 → R2 − 5R4
0 0 1 0 1
R3 → R3 + 2R4
0 0 0 1 −2
1 0 0 0 7
0 1 0 0 5
∼
0 0 1 0 1
0 0 0 1 −2
which is the row reduced echelon, form of the given matrix.
1.6.3 Practice Problems
1. Put each of the following arrays into row echelon form
3 −2 4 7 3 −2 4 7
(a)
2 1 0 −3
(b)
2 1 0 −3
2 8 −8 2 2 8 −8 2
" # 1 2 3 4
cos θ sin θ
(c) (d) 5 6 7 8
− sin θ cos θ
6 7 8 9
2. Reduce each of the following arrays into row echelon form and reduced
row echelon form.
1 2 3
1 3 2 0 2 3 2
(a) 2 4 6 8 (b)
6 8 7
3 5 7 9
3 6 5
CHAPTER 1. MATRICES 24
0 −3 −6
4
1 2 3 −1
2 −2 4 −2
2 −3 0 1
(c) 0
−4 −8 −4 (d)
1 4 5 −9
4 −14 14 6
1 4 5 −9
1 4 5 −9
1.7 Characteristic Equation
1.7.1 Definition
Consider the linear transformation Y = AX.
In general,
this transformation transforms a column
vector
x1 y1
x
2 y2
X= . into another column vector Y = . .
. .
. .
xn yn
· · · a1n
a11 a12
a21 a22
· · · a2n
by means of the square matrix A. Where A = .. .. . . . ..
. . .
an1 an2 · · · ann
If a vector X is transformed into a scalar multiple of the same vector,
i.e., X is transformed into λX, then Y = λX = AX.
That is, AX = λX
AX = λIX, where I is the unit matrix of order n.
AX − λIX = 0
(A − λI)X = 0 − − − −(1)
a11 a12 · · · a1n ···
1 0 0 x1 0
a21
a22 · · · a2n
0 1
··· 0 x2 0
− λ .. .. . = .
. .. . . .. ..
.
..
. . . . . . . . .. ..
an1 an2 · · · ann 0 0 ··· 1 xn 0
a11 − λ ···
a12 a1n x1 0
a21 a22 − λ ··· a2n x2
0
.. .. ... .. .
. = .
.
. . . . .
an1 an2 · · · ann − λ xn 0
CHAPTER 1. MATRICES 25
i.e.,(a11 − λ)x1 + a12 x2 + · · · + a1n xn = 0
a21 x1 + (a22 − λ)x2 + · · · + a2n xn = 0
.. − − − −(2)
.
an1 x1 + an2 x2 + · · · + (ann − λ)xn = 0
This system of equations will have a non-trivial solution if |A − λI| = 0.
i.e.,a11 − λ a12 ··· a1n
a21 a22 − λ ··· a2n
.. .. .. .. =0 · · · (3)
. . . .
an1 an2 · · · ann − λ
The equation |A − λI| = 0 or equation (3) is said to be the characteristic
equation of the transformation or the characteristic equation of the matrix
A.
Solving |A − λI| = 0, we get n roots for λ. These roots are called the
characteristic roots (or) Eigenvalues of the matrix A.
1.7.2 Characteristic Polynomial
The polynomial obtained by expanding |A − λI| is called the characteristic
polynomial of the matrix A.
1.7.3 Working Rule to Find Characteristic Equation
Let A be a square matrix of order n. Then the characteristic equation is
|A − λI| = 0
For a 3 × 3 matrix
a11 a12 a13
A = 21 a22 a23
a
a31 a32 a33
the characteristic equation is
λ3 − S1 λ2 + S2 λ − S3 = 0, where
S1 = a11 + a22 + a33 (sum of the main diagonal elements),
S2 = sum of the minors of main diagonal elements,
CHAPTER 1. MATRICES 26
S3 = det(A).
For a 2 × 2 matrix " #
a a
A = 11 12
a21 a22
the characteristic equation is
λ2 − S1 λ + S2 = 0.
where S1 = a11 + a22 , S2 = det(A) = a11 a22 − a12 a21 .
1.7.4 Problems based on Characteristic Equation
" #
1 2
Example 1.7.1. Find the characteristic equation of the matrix A = .
0 2
Solution:
Method 1: The characteristic equation of A is |A − λI| = 0.
1 2 1 0
−λ =0
0 2 0 1
1−λ 2
=0
0 2−λ
(1 − λ)(2 − λ) − 0 = 0
λ2 − 3λ + 2 = 0
Thus, the required characteristic equation is λ2 − 3λ + 2 = 0.
Method 2:
The characteristic equation of A is λ2 − S1 λ + S2 = 0,
where S1 = trace(A) = 1 + 2 = 3, S2 = det(A) = (1)(2) − (0)(2) = 2.
Hence, λ2 − 3λ + 2 = 0.
2 −3 1
Example 1.7.2. Find the characteristic equation of A = 3 1 3
−5 2 −4
Solution:
Method 1: Using Determinant
The characteristic equation of A is given by |A − λI| = 0
2 − λ −3 1
3 1−λ 3 =0
−5 2 −4 − λ
CHAPTER 1. MATRICES 27
Expanding,
(2 − λ) (1 − λ)(−4 − λ) − 6 − (−3) 3(−4 − λ) − (−15) + 1 6 − (−5)(1 − λ) = 0
(2 − λ)(λ2 + 3λ − 10) + 3(−3λ − 3) + (11 − 5λ) = 0
−λ3 + λ2 + 2λ = 0
i.e., λ3 − λ2 − 2λ = 0
Hence, the required characteristic equation is: λ3 − λ2 − 2λ = 0
Method 2:
For a 3 × 3 matrix, the characteristic equation is:
λ3 − S1 λ2 + S2 λ − S3 = 0
where
S1 = Sum of diagonal elements = 2 + 1 + (−4) = −1
S2 = Sumof principalminorsof order2
1 3 2 1 2 −3
+ +
2 −4 −5 −4 3 1
= (−4 − 6) + (−8 + 5) + (2 + 9)
= −10 − 3 + 11 = −2
2 −3 1
S3 = |A| = 3 1 3 =0
−5 2 −4
Hence, the required characteristic equation is
λ3 − (−1)λ2 + (−2)λ − (0) = 0.
λ3 + λ2 − 2λ = 0.
1.7.5 Practice Problems
1. Find the characteristics equation of the following matrices:
" # " # " #
−1 3 1 1 1 2
1. ; 2. ; (3). ;
−2 4 3 −1 −1 4
8 −6 2 3 2 −1
4. −6 7 −4 ; 5. 2 1
0
2 −4 3 4 −1 6
CHAPTER 1. MATRICES 28
1.8 Eigenvalues and Eigenvectors of real sym-
metric matrix
1.8.1 Eigenvalues or Proper values or Latent roots or
Characteristic roots.
Let A = [aij ] be a square matrix. The characteristic equation of A is |A −
λI| = 0.
The roots of the characteristic equation are called the Eigenvalues of A.
If there exists a non-zero vector
x1
x2
X=
..
.
xn
such that AX = λX, then the vector X is called an Eigenvector of A cor-
responding to the Eigenvalue λ.
Note:
(i) Corresponding to distinct Eigenvalues, we get n independent Eigenvec-
tors.
(ii) If two or more Eigenvalues are equal, it may or may not be possible to
get linearly independent Eigenvectors corresponding to the repeated Eigen-
values.
(iii). If X1 is a solution for Eigenvalue λ, then it follows from (A − λI)X = 0
that CX1 is also a solution, where C is an arbitrary constant. Thus, the
Eigenvector corresponding to an Eigenvalue is not unique but can be any
one of the vectors CX1 .
Algebraic multiplicity of an Eigenvalue λ is the order of the root in
the characteristic polynomial. Geometric multiplicity of λ is the number
of linearly independent Eigenvectors corresponding to λ.
1.8.2 Working Rule to find Eigenvalues and Eigenvec-
tors
Step 1: Find the characteristic equation |A − λI| = 0.
Step 2: Solving the characteristic equation we get the characteristic roots.
They are called Eigenvalues.
CHAPTER 1. MATRICES 29
Step 3: To find Eigenvectors solve (A − λI)X = 0 for the different values of
λ.
1.8.3 Symmetric matrix
If a square matrix A is symmetric, then A = AT .
(i) In a symmetric matrix, if the Eigenvalues are non-repeated, then we
get a linearly independent and pairwise orthogonal set of Eigenvectors.
(ii) In a symmetric matrix, if the Eigenvalues are repeated, then we may or
may not get linearly independent and pairwise orthogonal sets of Eigen-
vectors. If we form a linearly independent and pairwise orthogonal set
of Eigenvectors, then diagonalisation is possible through orthogonal
transformation.
1.8.4 Problems Based on Symmetric Matrices with Non-
Repeated Eigenvalues
Example 1.8.1. Find the Eigenvalues and Eigenvectors of the matrix
7 −2 0
−2 6 −2
A=
0 −2 5
Solution:
Step 1: Characteristic Equation
The characteristic equation of A is |A − λI| = 0
For a 3 × 3 matrix, λ3 − S1 λ2 + S2 λ − S3 = 0,
S1 = sum of diagonal elements, S2 = sum of principal minors of order 2, S3 =
|A|
S1 = 7 + 6 + 5 = 18
6 −2 7 0 7 −2
S2 = + + = (30−4)+(35−0)+(42−4) = 26+35+38 = 99
−2 5 0 5 −2 6
7 −2 0
S3 = |A| = −2 6 −2 = 7(30 − 4) − 2(−10) + 0 = 182 + 20 = 202 Hence,
0 −2 5
the characteristic equation is λ3 − 18λ2 + 99λ − 162 = 0.
CHAPTER 1. MATRICES 30
Step 2: Eigenvalues
By trial and error (or synthetic division) :
If λ = 3:
33 − 18(32 ) + 99(3) − 162 = 27 − 162 + 297 − 162 = 0
. Thus, λ = 3 is a root. Dividing the cubic by (λ − 3), we get
λ2 − 15λ + 54 = 0
q √
15 ± (−15)2 − 4(54) 15 ± 225 − 216 15 ± 3
λ= = =
2 2 2
λ = 6, λ=9
Hence the eigenvalues are λ1 = 3, λ2 = 6, λ3 = 9.
Step 3: Eigenvectors
Case (i): When λ = 3, (A − 3I)X = 0
4 −2 0 x1
−2 3 −2 x2 = 0
0 −2 2 x3
From equations,
2x1 = x2 , −2x2 + 2x3 = 0
x1 : x2 : x3 = 1 : 2 : 2
Hence the eigenvector is
1
X1 = 2
2
Case (ii): When λ = 6, (A − 6I)X = 0
1 −2 0 x1
−2 0 −2 x2 = 0
0 −2 −1 x3
From equations, x1 : x2 : x3 = −2 : −2 : 1. Hence the eigenvector is
−2
X2 = −2
1
CHAPTER 1. MATRICES 31
Case (iii): When λ = 9, (A − 9I)X = 0
−2 −2 0 x1
−2 −3 −2 x2 = 0
0 −2 −4 x3
From equations, x1 : x2 : x3 = −2 : −3 : 2. Hence the eigenvector is
−2
X3 = −3
2
Therefore, Eigenvalues: λ1 = 3, λ2 = 6, λ3 = 9.
Corresponding Eigenvectors:
1 −2 −2
X1 = 2 ,
X2 = −2
, X3 = −3
2 1 2
1.8.5 Problems Based on Symmetric Matrices with Re-
peated Eigenvalues
Example
1.8.2. Find the eigenvalues and eigenvectors of the matrix A =
0 1 1
1 0 1 Determine the algebraic and geometric multiplicity.
1 1 0
Solution:
Step 1: Characteristic Equation:
The characteristic equation of A is |A − λI| = 0
The characteristic polynomial is λ3 − S1 λ2 + S2 λ − S3 = 0 where,
S1 = sum of diagonal elements = 0 + 0 + 0 = 0,
0 1 0 1 0 1
S2 = sum of principal minors of order 2 = + + = −1+(−1)+(−1) = −3,
1 0 1 0 1 0
0 1 1
S3 = det(A) = 1 0 1 = 2.
1 1 0
Hence, the characteristic equation is λ3 − 3λ − 2 = 0.
CHAPTER 1. MATRICES 32
Step 2: Eigenvalues :
Testing small roots, if λ = −1,
(−1)3 − 3(−1) − 2 = −1 + 3 − 2 = 0,
so λ = −1 is a root.
By synthetic division: λ3 − 3λ − 2 = (λ + 1)(λ2 − λ − 2)
Factorizing: λ2 − λ − 2 = (λ − 2)(λ + 1).
Thus, the eigenvalues are λ = 2, λ = −1, λ = −1. So, algebraic multi-
plicity of λ = −1 is 2.
Step 3: Eigenvectors:
We solve (A − λI)X = 0.
Case (i): λ = 2
−2 1 1 x1
1
−2 1 x2 = 0
1 1 −2 x3
This reduces to
−2x1 + x2 + x3 = 0, x1 − 2x2 + x3 = 0, x1 + x2 − 2x3 = 0
Solving gives x1 = x2 = x3 Hence, an eigenvector is
1
X1 = 1
Case (ii): If λ = −1 then the equation (A − λI)X = 0 becomes
1 1 1 x1 0
1 1 1 x2 = 0
1 1 1 x3 0
x1 + x2 + x3 = 0 − − − (4)
x1 + x2 + x3 = 0 − − − (5)
x1 + x2 + x3 = 0 − − − (6)
Here (4),
(5), x2 = −x3
(6) represent the same equation. Put x1 = 0, we get
0 0
i.e. X2 = 1 . Hence the corresponding eigenvector is X2 = 1
−1 −1
CHAPTER 1. MATRICES 33
l
Let X3 = m be an eigenvector.
n
Since the given matrix is symmetric, X3 is orthogonal to X1 and X2 .
l
[1 1 1] m = 0 ⇒ l+m+n=0 · · · (7)
n
l
[0 1 − 1] m = 0 ⇒ m−n=0 · · · (8)
n
Solving (7) and (8) by rule of cross-multiplication, we get
l m n
= =
2 −1 1
2
i.e., X3 = −1
−1
2
Hence the corresponding eigenvector is X3 = −1 Thus for the repeated
−1
eigenvalue λ = −1, there correspond two linearly independent eigenvectors
X2 and X3 .
So, the geometric multiplicity of eigenvalue λ = −1 is two.
Result
1. Eigenvalues of the given matrix A are 2, −1, −1.
2. Eigenvectors corresponding to the Eigenvalues are
1 0 2
X1 = 1 , X2 = 1 , X3 = −1
1 −1 −1
CHAPTER 1. MATRICES 34
1.8.6 Practice Problems
Find Eigen values and Eigen vectors of matrices.
2 4 −6
4
1. A = 2 −6 ,
−6 −6 −15
1 2 1
Eigenvalues: − 2, 9, −18, Eigenvectors: −1 , 2
, 1
0 −1 4
1 1 3
2. A = 1 5 1,
3 1 1
1 1 2
Eigenvalues: − 2, 3, 6, Eigenvectors: 0 , −1 , 1
−1 1 1
1 2 3
3. A = 2 4 6 ,
3 6 9
−2 3 1
Eigenvalues: 0, 0, 14, Eigenvectors: 1 , −6 , 2
0 5 3
2 0 1 1
0 3 0 1
4. A = ,
1 0 2 0
1 1 0 2
1 0 1
0 1 1
Eigenvalues: 1, 3, 3, Eigenvectors: , ,
−1 0 1
0 −1 1
6 −2 2
5. A =
−2 3 −1,
2 −1 3
2 0 2
Eigenvalues: 8, 2, 2, Eigenvectors: −1 , 1 , 0
1 2 −2
CHAPTER 1. MATRICES 35
1.9 Properties of Eigenvalues and Eigenvec-
tors
Property 1:
The sum of the eigenvalues of a matrix is the sum of the elements
of the principal (main) diagonal.
(or) The sum of the eigenvalues of a matrix is equal to the trace
of the matrix.
The product of the eigenvalues is equal to the determinant of the
matrix.
Property 2:
A square matrix A and its transpose AT have the same eigenvalues.
(or) A square matrix A and its transpose AT have the same char-
acteristic values.
Property 3: The eigenvalues of a triangular matrix are just the diag-
onal elements of the matrix.
1
Property 4: If λ is an eigenvalue of a matrix A, then (λ ̸= 0) is the
λ
eigenvalue of A−1 .
Proof: If X be the eigenvector corresponding to λ, then
AX = λX
Premultiplying both sides by A−1 ,
A−1 AX = A−1 λX ⇒ IX = λA−1 X ⇒ X = λA−1 X
1
∴ A−1 X = X
λ
1
Hence is an eigenvalue of A−1 .
λ
1
Property 5: If λ is an eigenvalue of an orthogonal matrix, then is
λ
also its eigenvalue.
CHAPTER 1. MATRICES 36
Property 6: If λ1 , λ2 , . . . , λn are the eigenvalues of a matrix A, then
Am has the eigenvalues λm m m
1 , λ2 , . . . , λn , where m is a positive integer.
Property 7: The eigenvalues of a real symmetric matrix are real num-
bers.
Property 8: The eigenvectors corresponding to distinct eigenvalues of
a real symmetric matrix are orthogonal.
Property 9: Similar matrices have the same eigenvalues.
Property 10: If a real symmetric matrix of order 2 has equal eigen-
values, then the matrix is a scalar matrix.
Property 11: The eigenvector X of a matrix A is unique up to a
scalar multiple.
Property 12: If λ1 , λ2 , . . . , λn be distinct eigenvalues of an n × n ma-
trix, then the corresponding eigenvectors X1 , X2 , . . . , Xn form a linearly
independent set.
Property 13: If two or more eigenvalues are equal, it may or may not
be possible to get linearly independent eigenvectors corresponding to
the equal roots.
Property 14: Two eigenvectors X1 and X2 are called orthogonal vec-
tors if
X1T X2 = 0.
Property 15: If A and B are n × n matrices and B is a non-singular
matrix, then A and B −1 AB have the same eigenvalues.
1.9.1 Problems based on Properties of Eigenvalues
Example
1.9.1. Find
the sum and product of eigenvalues of the matrix
−2 2 −3
A= 2 1 −6
−1 −2 0
Solution:
Sum of eigenvalues = Sum of diagonal elements = (−2) + (1) + (0) = −1.
CHAPTER 1. MATRICES 37
Product of eigenvalues = Determinant of A
−2 2 −3
det(A) = 2 1 −6 = −2(0 − 12) − 2(0 − 6) + (−3)(−2 − (−1))
−1 −2 0
= 24 + 12 + 9 = 45
8 −6 2
Example 1.9.2. If 3 and 15 are two eigenvalues of the matrix A = −6 7 −4
2 −4 3
Find |A| without expanding the determinant.
Solution:
Given λ1 = 3, λ2 = 15, λ3 =?
Sum of eigenvalues = Sum of main diagonal elements
λ1 + λ2 + λ3 = 8 + 7 + 3 = 18
3 + 15 + λ3 = 18 ⇒ λ3 = 0
Therefore, det(A) = λ1 λ2 λ3 = 3 × 15 × 0 = 0
Hence A is a singular matrix.
3 −1 −1
Example 1.9.3. Two of the Eigenvalues of A = −1 5 −1
are 3 and
−1 −1 3
6. Find the Eigenvalues of A−1 .
Solution:
Sum of the Eigenvalues = Sum of the main diagonal elements.
3 + 6 + k = 11
9 + k = 11 =⇒ k = 2
Let k be the third Eigenvalue.
Therefore, the Eigenvalues of A are 2, 3, 6.
Rule: If Eigenvalues of A are λ1 , λ2 , λ3 then the Eigenvalues of A−1 are
1 1 1
, , .
λ1 λ2 λ3
Therefore, the Eigen values of A−1 are
1 1 1
, , .
2 3 6
CHAPTER 1. MATRICES 38
Example 1.9.4. The eigenvectors of a3 ×3 real symmetric
matrix A corre-
1 1 −1
sponding to the eigenvalues 2, 3, 6 are 0 , 1 , 2 respectively. Find
−1 1 −1
the matrix A.
Solution:
To form a real symmetric matrix:
Given eigenvalues are λ1 = 2, λ2 = 3, λ3 = 6
1 1 −1
and eigenvectors are v1 = 0 , v2 = 1 , v3 = 2 .
−1 1 −1
Normalizing, we obtain
1
√1 − √16
1
− √12
√ √ 0
2 3 12
√1 √2 , NT = √1 √1 .
N= 0 √
3 6 3 3 3
− √12 √1
3
− √16 − √16 √2
6
− √16
2 0 0
T
We know that D = N AN = 0 3 0
.
0 0 6
Thus A = N DN T .
Computing,
1
√1 − √16
1
− √12
√
2 0 0 √2 0
2 3
√1 2 √1 √1 √1 .
A= 0 √ 0 3 0
3 6 3 3 3
− √12 √1
3
− √16 0 0 6 − √16 √2
6
− √16
3 1 −1
A = 1 5 1 .
−1 1 3
Verification:
Sum of eigenvalues = 2 + 3 + 6 = 11 equals the sum of the main diagonal
elements 3 + 5 + 3 = 11.
Product of eigenvalues = det(A) = 2 · 3 · 6 = 36.
CHAPTER 1. MATRICES 39
1.10 Application of Matrices using Micro:Bit
Introduction Modern technologies are built on mathematics, which is not
limited to textbooks and classrooms. Calculus and matrix concepts are fun-
damental to applied sciences, engineering, and computing. This chapter
presents the BBC Micro:bit, a portable programmable device intended to
foster computational thinking and creativity in order to connect theory to
practice.
We will investigate the direct application of matrix operations and cal-
culus concepts to real-world systems like data analysis, motion tracking, dis-
plays, and sensors using the Micro:bit.
1.10.1 What is Micro:bit?
The BBC Micro:bit is a small microcontroller board introduced in 2015 by
the British Broadcasting Corporation (BBC) to promote STEM (Science,
Technology, Engineering, and Mathematics) education. It is inexpensive,
portable, and sufficiently powerful to support real-time applications. Com-
prehensive resources and tutorials are available through the official website:
[Link] . The original version was released in 2015, and an
advanced version (Micro:bit V2) has since been introduced with additional
features such as a microphone, speaker, touch-sensitive logo, and improved
performance.
1.10.2 Getting Started with Micro:bit
The official Micro:bit website [Link] provides access to the
coding editors, including block-based MakeCode, JavaScript, and Python.
Programs can be created within the editor and tested using the built-in
simulator. Once completed, the program is downloaded as a .hex file and
transferred to the Micro:bit device via USB connection. In addition to the
editors, the website contains tutorials, classroom resources, and support ma-
terials that enhance understanding and provide guidance for practical appli-
cations. With this basic workflow, it becomes possible to proceed confidently
towards writing and executing the first Micro:bit program.
CHAPTER 1. MATRICES 40
1.10.3 Programming Modes in MakeCode
The MakeCode environment offers two primary modes of programming. The
first is the block-based editor, where programs are created by dragging and
arranging predefined blocks. This visual approach is intuitive and well-suited
for beginners, as it eliminates syntax errors and emphasizes logical flow. The
second is the code editor, where the same program can be written directly in
JavaScript or Python. This mode provides greater flexibility and is useful for
learners who wish to transition from block-based programming to text-based
coding according to their requirements.
1.10.4 Getting Started with Micro:bit – Scroll the First
Message
To begin programming the Micro:bit using block-based programming, follow
these steps:
• Open the MakeCode Editor by visiting [Link] in a web
browser.
• Click on “New Project” to start a new program.
• In the workspace, a block titled on start will be displayed by default.
This block defines the code that runs when the Micro:bit is powered on.
• From the toolbox on the left side, click on the “Basic” category. Find
the block labeled show string and drag it into the on start block.
• Inside the show string block, you will see a text field. Replace the
default text with the message you want to scroll—for example, Hello
World.
• Once you enter the message, the simulator on the right will immediately
begin scrolling the text across the Micro:bit’s virtual 5×5 LED display.
CHAPTER 1. MATRICES 41
Figure 1.1: Scroll "Hello World"
Figure 1.2: MakeCode Environment
CHAPTER 1. MATRICES 42
Note
A wide range of tutorials and learning resources are available on the
official Micro:bit website ([Link] ). These tutorials
cover fundamental to advanced applications, offering step-by-step guid-
ance for experimentation and practice.
Figure 1.3: Sample of available Tutorials
Another Method
This same task can also be accomplished using Python code. To do this,
click on the “Python” tab in the MakeCode editor window. This will switch
the workspace from block-based programming to text-based coding.
In the editor, type the following code:
Python Code
from microbit import *
while True:
[Link]("Hello World")
This program imports the Micro:bit module and continuously scrolls the
message "Hello World" across the LED display using a while True loop.
Once the code is entered, the output can be previewed in the simulator, or
CHAPTER 1. MATRICES 43
downloaded and flashed to a real Micro:bit device.
1.10.5 Case Study
LED Message Scrolling using Micro:bit
In a smart school environment, the management needed a low-cost way
to display short announcements such as Welcome Freshers or Exam
Today in classrooms. Instead of purchasing expensive LED boards,
the students proposed using the BBC Micro:bit device.
Scrolling the message
The Micro:bit has a built-in 5×5 LED matrix,
which can be programmed to scroll messages
across the screen. By writing simple code, stu-
dents created a prototype where any typed mes-
sage—such as a name or notice— scrolls contin-
uously. This case study demonstrates how ma-
trix representation of letters and hardware (LED grid) work together
to solve everyday problems in a cost-effective way.
1.10.6 Why This Matters for Your Career
This simple project demonstrates how matrix representation and shifting al-
gorithms work together to solve an everyday problem cost-effectively. Learn-
ing this isn’t just about math; it’s about developing core engineering skills:
• Problem Decomposition: Breaking down the big problem ("display
a message") into smaller steps ("turn specific LEDs on/off")
• Algorithmic Design:Creating a logical, step-by-step set of instruc-
tions for the Micro:bit to follow.
• Debugging: Fixing errors when the code doesn’t work, a fundamental
part of engineering.
This case bridges the gap between mathematical theory and physical hard-
ware, showing how they combine to create functional, interactive systems.
Chapter 2
ORTHOGONALITY AND
DIAGONALIZATION
Cayley – Hamilton theorem – Diagonalization of matrices by orthogonal
transformation – Reduction of a quadratic form to canonical form by orthog-
onal transformation – Nature of quadratic forms –Applications: Stretching
of Elastic membrane, Eigenvalue problem arising from population model, Vi-
brating system of two masses on two springs.
Real time use case: Encoding and Decoding using any programming language
(Not for Examination).
2.1 Introduction
Cayley Hamilton Theorem is a very important result that is used in advanced
linear algebra to simplify linear transformations. Cayley Hamilton theorem
formula is extremely useful is performing complicated calculations with speed
and accuracy. Orthogonal matrices are used to represent linear transforma-
tions that preserve distance and angles, such as rotations and reflections in
physics and computer graphics. Reducing a quadratic form to its canoni-
cal form involves representing the form as a matrix, finding its eigenvalues
and eigenvectors, and then using an orthogonal transformation to eliminate
cross-product terms and obtain a sum of squares. Canonical form in Com-
puter Science refers to a Boolean function that is expressed either as a sum
of minterms or as a product of maxterms. It represents the standard form of
a Boolean function that can be manipulated to simplify its expression.
44
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 45
2.2 CAYLEY - HAMILTON THEOREM
Statement: Every square matrix satisfies its own characteristic equation.
2.2.1 Application of Cayley-Hamilton Theorem
1. To calculate the positive integral powers of A.
2. To calculate the inverse of a square matrix A.
2.2.2 Problems
Example 2.2.1. Using Cayley-Hamilton theorem, find A3 and A−1 when
Using Cayley-Hamilton theorem, find A3 and A−1 when
2 −1 2
A = −1 2 −1
1 −1 2
Solution:
2 −1 2
Let A = −1 2 −1
1 −1 2
The characteristic equation (C.E.) is |A − λI| = λ3 − 6λ2 + 8λ − 3 = 0.
Hence, by Cayley-Hamilton theorem, A3 − 6A2 + 8A − 3I = 0.
From this equation, we can express: A3 = 6A2 − 8A + 3I.
Also, rearranging gives A−1 = 13 (A2 − 6A + 8I)
2 −1 2 2 −1 2
A2 = −1 2 −1 −1 2 −1
1 −1 2 1 −1 2
7 −6 9
2
A = −5 6 −6
5 −5 7
1
A−1 = (A2 − 6A + 8I).
3
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 46
7 −6 9 2 −1 2 1 0 0
1
= −5 6 −6 − 6 −1 2 −1 + 8 0 1 0
3
5 −5 7 1 −1 2 0 0 1
7 −6 9 12 −6 12 8 0 0
1 1 1
= −5 6 −6 − −6 12 −6 + 0 8 0
3 3 3
5 −5 7 6 −6 12 0 0 8
3 0 −3
1
A−1 = 1 2 0
3
−1 1 3
To find A3 From the Cayley-Hamilton equation,
A3 = 6A2 − 8A + 3I
7 −6 9 2 −1 2 1 0 0
A3 = 6 −5 6 −6 − 8 −1 2 −1 + 3 0 1 0
5 −5 7 1 −1 2 0 0 1
42 −36 54 16 −8 16 3 0 0
3
A = −30 36 −30 − −8 16 −8 + 0 3 0
30 −30 42 8 −8 16 0 0 3
29 −28 38
3
A = −22 23 −22
22 −22 29
" #
1 2
Example 2.2.2. Verify that A = satisfies its own characteristic
2 −1
equation and hence find A4 .
Solution: " #
1 2
Let A =
2 −1
The characteristic equation (C.E.) is λ2 − 5 = 0 ⇒ λ2 = 5. So, A2 - 5I = 0.
Verification " #" # " #
2 1 2 1 2 5 0
A = =
2 −1 2 −1 0 5
" # " # " #
2 5 0 5 0 0 0
A − 5I = − =
0 5 0 5 0 0
Thus, the given matrix satisfies its own C.E.
To find A4 :
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 47
Multiply A2 on both sides:
A2 (A2 − 5I) = 0
A4 = 5A2
" # " #
5 0 25 0
=5 =
0 5 0 25
To find A−1 From C.E.,
A2 − 5I =0
A2 =5I
A =5A−1
A−1 = 15 A = 1
5
" #
1 2
−1 5 5
A = 2
5
− 51
Example 2.2.3. Using Cayley-Hamilton Theorem to find A−1
1 1 3
A= 1
3 −3
−2 −4 −4
Solution:
To find the characteristic equation, we use
‘λ3 − S1 λ2 + S2 λ − S3 = 0
S1 = 0, S2 = −20, S3 = −8
Hence, the characteristic polynomial is λ3 − 20λ + 8 = 0. So using Cay-
ley–Hamilton theorem:
A3 − 20A + 8I = 0 − − − − − (1)
To find A−1 multiply (1) by A−1 :
A2 − 20I + 8A−1 = 0
8A−1 = −(A2 − 20I)
A−1 = − 18 A2 − 20I
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 48
Continuation: Finding A−1
1 1 3 1 1 3 −4 −8 −12
A2 = 1 3 −3 1 3 −3
= 10 22 6
−2 −4 −4 −2 −4 −4 2 2 22
−4 −8 −12 20 0 0
1
=− 10 22 − 0 20 0
6
8
2 2 22 0 0 20
−24 −8 −12
1
= − 10 2 6
8
2 2 2
12 4 6
1
= −5 −1 −3
4
−1 −1 −1
2.2.3 Practice Problem:
Example 2.2.4. Verify Cayley–Hamilton Theorem
1 3 7
A = 1 2 3
1 2 3
Given: S1 = 6, S2 = 20, S3 = 35
So, A3 − 14A2 + 20A − 35I = 0
20 33 29 195 152 232
2 3
A = 15 29 23 A = 140 163 208
9 22 14 60 76 111
2.3 Orthogonal Transformation of a Symmet-
ric Matrix to Diagonal Form
2.3.1 Procedure
1. To find the Characteristic equation.
2. To find the Eigenvalues and Eigenvectors.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 49
3. If the Eigenvectors are orthogonal, then form a normalized modal ma-
trix N .
4. Find N T and AN .
5. Calculate D = N T AN
2.3.2 Problems
Example 2.3.1. Diagonalize the matrix
8 −6 2
A = −6 7 −4
2 −4 3
Characteristic Equation C.E. is λ3 − S1 λ2 + S2 λ − S3 = 0 where S1 =
18, S2 = 45, S3 = 0
λ3 − 18λ2 + 45λ − 0 = 0
λ(λ2 − 18λ + 45) = 0
λ(λ − 3)(λ − 15) = 0
∴ λ = 0, 3, 15
To Find Eigenvectors (A − λI)X = 0
8 − λ −6 2 x1 0
−6 7 − λ −4 x
2 = 0
2 −4 3 − λ x3 0
Case (i) : λ = 0 8x1 − 6x2 + 2x3 = 0 − − − (1)
−6x1 + 7x2 − 4x3 = 0 − − − (2)
2x1 − 4x2 + 3x3 = 0 − − − (3)
From (2) − 6x1 + 7x2 − 4x3 =0
30x1 − 35x2 + 20x3 =0
Thus,
1
X1 = 2
2
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 50
Case (ii): λ = 3
5 −6 2 x1 0
−6 4 −4 x2 = 0
2 −4 0 x3 0
5x1 − 6x2 + 2x3 = 0 − − − (5)
−6x1 + 4x2 − 4x3 = 0 − − − (6)
2x1 − 4x2 + 0x3 = 0 − − − (7)
x1 x2 x3
From (5) & (6), we get = =
16 8 −16
Thus,
2
X2 = 1
−2
Case (iii):λ = 15
−7 −6 2 x1 0
−6 −8 −4 x2 = 0
2 −4 −12 x3 0
−7x1 − 6x2 + 2x3 = 0 − − − (8)
−6x1 − 8x2 − 4x3 = 0 − − − (9)
2x1 − 4x2 − 12x3 = 0 − − − (10)
x1 −x2 x3
Consider (8) and (9), we get: 40
= 40
= 20
2
x3 = −2
The eigenvectors are:
1 2 2
X1 = 2 ,
X2 = 1
, X3 = −2
2 −2 1
By the orthogonal property:
2
T
X1 X 2 = 1 2 2 1 = 2 + 2 − 4 = 0
−2
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 51
2
T
X2 X3 = 2 1 −2 −2 = 4 − 2 − 2 = 0
1
1
X3T X1 = 2 −2 1 2 = 2 − 4 + 2 = 0
2
The eigenvectors are orthogonal to each other.
The Normalised Matrix N is:
1 2 2
23 1
3 3
−2
N= 3 3 3
2 −2 1
3 3 3
1 2 2
1
∴ N = 2 1 −2
3
2 −2 1
1 2 2
1
∴ NT = 2 1 −2
3
2 −2 1
8 −6 2 1 2 2
1
Calculate AN : AN = −6 7 −4 · 2 1 −2
3
2 −4 3 2 −2 1
0 6 30
1
= 0 3 −30
3
0 −6 15
0 2 10
= 0 1 −10
0 −2 5
1 2 2 0 2 10
1
CalculateNT AN : NT AN = 2 1 −2 · 0 1 −10
3
2 −2 1 0 −2 5
0 0 0
D = 0 3 0 = N T AN
0 0 15
∴ The diagonal elements are the Eigenvalues of A.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 52
2.3.3 Practice Problems
Example 2.3.2. Diagonalise the matrix
2 0 4
A = 0 6 0
4 0 2
Solution:
S1 = 10, S2 = 12, S3 = −72, λ = 2, 6, 6
√1 √1 0 − √22 √6 0
1 1 0 2 2 2 −2 0 0
T
M = 0 0 1 , N= 0 0 1
, AN = 0 0 6 N AN = 0 6 0
−1 1 0 − √12 √1
2
0 √2
2
√6
2
0, 0 0 6
2.4 Quadratic Form to Canonical Form
2.4.1 Definition
A Quadratic form is defined as a homogeneous polynomial of second degree
in any number of variables.
Examples:
1. 12x2 + 5xy − 13y 2
2. x2 + xy + y 2 are quadratic forms in two variables.
3. x2 + 2y 2 + z 2 + xy − xz + yz
4. x2 + y 2 + z 2 + 6xy + yz + 2xz are quadratic forms in three variables.
In general, a quadratic form is of the form
n X
X n
bij xi xj in variables x1 , x2 , . . . , xn .
i=1 j=1
In general, bij ̸= bji . The coefficient of xi xj in the expansion is bij + bji .
1
Suppose we define aij = (bij + bji ).
2
Evidently, aij = aji , aii = bii .
Hence, aij + aji = 2aij = bij + bji .
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 53
Hence the quadratic form can be written as ni=1 nj=1 aij xi xj where aij =
P P
aji = 12 (bij +bji ). Therefore the quadratic form can be written as ni=1 nj=1 aij xi xj .
P P
so that the matrix A = [aij ] is always symmetric. The general quadratic form
Pn Pn T
i=1 j=1 aij xi xj where aij = aji can always be written as X AX The sym-
metric matrix
a11 a12 · · · a1n
a21 a22 · · · a2n
A = (aij ) = ..
.. . . .
. . . ..
an1 an2 · · · ann
is called the matrix of the quadratic form.
Example:
2
2 X
" #" #
X h i a11 a12 x1
aij xi xj = x1 x2
i=1 j=1
a21 a22 x2
Note: The matrix corresponding to the quadratic form is
1 1
coeff of x21 ···
2
coeff of x1 x2 2
coeffof x1 x3
1 1
2 coeff of x1 x2 coeff of x22 2
coeffof x2 x3 · · ·
1 1
coeff of x1 x3 coeff of x2 x3 coeff of x23 · · ·
2 2
.. .. .. ...
. . .
Example 2.4.1. Write the quadratic form matrix for
2x21 − 2x1 x2 + 4x23 − 6x1 x3 + 6x2 x3
Solution:
1 1
coeff of x21
2
coeff of x1 x2 2
coeff of x1 x3
1 1
Q = 2 coeff of x2 x1 coeff of x22 2
coeff of x2 x3
1 1
2
coeff of x3 x1 2
coeff of x3 x2 coeff of x23
So,
2 −1 −3
Q = −1 0 3
−3 3 4
and
h i 2 −1 −3 x1
x1 x2 x3 −1 0
3 x2
−3 3 4 x3
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 54
Example 2.4.2. Write the matrix of the quadratic form:
x21 + x22 + x23 + x1 x2 + x2 x3 + x3 x1
Solution:
1 1
1 2 2
Q = 21 1 1
2
1 1
2 2
1
Example 2.4.3. Write the quadratic form of the matrix
2 2 5
A = 2 0 −1
5 −1 8
Solution:
Q = 2x21 + 8x23 + 2x1 x2 + 10x1 x3 − 2x2 x3
Example 2.4.4. Write down the quadratic form corresponding to the matrix
1 2 5
A = 2 0 3
5 3 0
Solution:
Q = x21 + 4x1 x2 + 10x1 x3 + 6x2 x3
2.5 Linear Transformation of a Quadratic Form
Let X T AX be a quadratic form in n variables and consider a non-singular
linear transformation X = P Y. (P is non-singular) Then,
X T AX = (P Y )T A(P Y )
= (Y T P T )A(P Y )
= Y T (P T AP )Y
= Y T CY where C = P T AP
Hence Y T CY is also a quadratic form in n variables y1 , y2 , . . . , yn .
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 55
Thus Y T CY is the linear transform of the quadratic form X T AX. Quadratic
form X T AX under linear transformation X = P Y and C = P T AP .
Note 1: The matrix C is symmetric.
Proof:
C T = (P T AP )T = (P T )T AT P T = P AP T = C
Hence C is symmetric.
Note 2:
1. Since R(A) = R(C),
2. Rank(A) = Rank(C), the two matrices A and C are congruent matrices.
2.5.1 Canonical Form
Any real non-singular linear transformation of a real quadratic form can be
expressed as a sum or difference of the squares of the new variables.
Thus, if a quadratic expression in n variables can be reduced to the form
of sum or difference of squares, then the latter quadratic expression is called
the canonical form of the given quadratic form.
2.5.2 Reduction of Quadratic Form to Canonical Form
through Orthogonal Transformation (OR) Sum
of Squares form / Principal Axis Theorem
If N is an orthogonal matrix, the transformation X = N Y is called an
orthogonal linear transformation.
Let X T AX be a quadratic form. Let N be the normalized modal matrix
of A. The matrix D = N T AN is a diagonal matrix with the eigenvalues of
A as its diagonal elements.
Then the quadratic form
···
λ1 0 0
0 λ2
··· 0
Y T DY = Y T 2 2 2
.. .. .. Y = λ1 y1 + λ2 y2 + · · · + λn yn
..
. . . .
0 0 · · · λn
is called the canonical form of the quadratic form X T AX by an orthogonal
reduction.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 56
2.5.3 Problems
Example 2.5.1. Reduce the quadratic form
Q = 6x2 + 3y 2 + 3z 2 − 4xy − 2yz + 4zx
into canonical form by an orthogonal transformation.
Solution:
Q = 6x2 + 3y 2 + 3z 2 − 4xy − 2yz + 4zx
Step 1:
6 −2 2
A = −2 3 −1
2 −1 3
Step 2: Characteristic equation:
λ3 − S1 λ2 + S2 λ − S3 = 0
S1 = 12, S2 = 36, S3 = 42
Hence, λ3 − 12λ2 + 36λ − 32 = 0
Thus, eigenvalues are λ = 2, 2, 8.
Step 3: Eigenvectors
We solve
(A − λI)X = 0
6 − λ −2 2 x1 0
−2 3 − λ −1 x
2 = 0
2 −1 3 − λ x3 0
Case (i): λ = 8
−2 −2 2 x1 0
−2 −5 −1 x2 = 0
2 −1 −5 x3 0
From the equations:
x1 x2 x3
= =
12 −6 6
Taking proportionality,
x1 = 2, x2 = −1, x3 = 1
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 57
Thus an eigenvector is
2
X1 = −1
1
Case (ii): λ = 2
4 −2 2 x1 0
−2 1 −1 x2 = 0
2 −1 1 x3 0
From Case (ii), when λ = 2, we have
2x1 − x2 + x3 = 0
If we set x1 = 0, then
−x2 + x3 = 0 ⇒ x2 = x3
Thus one eigenvector is
0
X2 = 1
1
Case (iii): To find the third eigenvector orthogonal
to X1 and X2 , note
l
that the matrix A is symmetric. We require a vector m such that
n
h i l
2 −1 1 m = 0
n
h i l
0 1 1
m = 0
n
That is,
2l − m + n = 0, m+n=0
Hence,
1
X3 = 1
−1
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 58
Step 4: Normalized matrix N
2
√1
√ 0
6 3
√1 √1 √1
N= − 6 2 3
√1 √1
− √13
6 2
Then, 2
− √16 √1
√
6 6
NT = 0
√1 √1
2 2
√1 √1
− √13
3 3
Step 5: Compute AN
2
√1
√ 0
6 −2 2 6 3
√1 √1 √1
A = −2 3 −1 , N= − 6
2 3
2 −1 3
√1 √1
− √13
6 2
2
√1
√
0
6 −2 2 6 3
1 √1 √1
AN = −2 3 − √6
−1
2 3
2 −1
3 √1 √1
− √13
6 2
Carrying out multiplication:
12
√ + √2 + √2 0−2 √2 √6 − √2 √2
√ + +
6 6 6 2 2 3 3 3
−12 −3 −1 0+3 1 −2 3 √1
AN = √6 + √6 + √6 √
2
− √
2
√
3
+ √
3
− 3
12 √3 √3 0−1 3 2 1 √3
√
6
− 6
+ 6
√
2
+ √
2
√
3
− √
3
+ 3
Simplifying:
16
√2
√ 0
6 3
√8 √2 √2
AN = − 6 2 3
√8 √2
− √23
6 2
Step 6: Compute N T AN
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 59
2 1 1
√ −√ √ √16 √2
6 6 6 0
1 1 6 3
T 8 √2 √2
N AN =
0 √ √
− √6 2 3
2 2
1 1 1 √8 2
− √23
√
√ √ −√ 6 2
3 3 3
8 0 0
N T AN =
0 2 0
0 0 2
Canonical Form
8 0 0 y
h i 1
y1 y2 0 2 0 y2 = 8y12 + 2y22 + 2y32
y3
y3
0 0 2
Thus, the canonical form is:
8y12 + 2y22 + 2y32
2.5.4 Nature of the Quadratic Form
Let Q = X T AX be a quadratic form in n variables x1 , x2 , . . . , xn . If the rank
of A is r, then the canonical form of Q consists only of r square terms.
2.5.5 Definitions
Index of the Quadratic Form
The number of positive square terms in the canonical form is called the index
of the quadratic form.
Thus, the number of positive square terms = index = s.
Rank of the Quadratic Form
The rank is the number of square terms in the canonical form.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 60
Signature of the Quadratic Form
The signature of a quadratic form is the difference between the number of
positive and negative square terms in the canonical form.
Signature = (s − (r − s)) = 2s − r
The quadratic form Q = X T AX in n variables is said to be:
1. Positive definite if and only if all the eigenvalues of A are positive
numbers.
2. Negative definite if and only if all the eigenvalues of A are negative
numbers.
2.5.6 Practice Problem:
Example 2.5.2. Determine the nature, index and signature of the quadratic
form
Q = 3x21 + 5x22 + 3x23 − 2x1 x2 − 2x2 x3 + 2x1 x3 .
Solution:
The associated matrix is
3 −1 1
A = −1 5 −1 .
1 −1 3
The characteristic equation is S1 = 11, S2 = 36, S3 = 36
The characteristic Equation is: λ3 − 11λ2 + 36λ − 36 = 0 and eigenvalues
are: λ1 = 2, λ2 = 3, λ3 = 6.
All eigenvalues are positive (2, 3, 6). Hence, the quadratic form is positive
definite. Index = 3, Signature = 3.
2.6 Applications
Example 2.6.1. Stretching of an elastic membrane
An elastic membrane in the x1 x2 -plane with boundary circle x21 + x22 = 1
(Fig. 2.1)is stretched so that a point P : (x1 , x2 ) goes over into the point
Q : (y1 , y2 ) given by
" # " #" #
y 5 3 x1
y = 1 = Ax = .
y2 3 5 x2
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 61
In components, y1 = 5x1 + 3x2 , y2 = 3x1 + 5x2 .
Figure 2.1: Undeformed and deformed membrane in Example 2.6.1
Find the principal directions , that is, the directions of the position vector
x of P for which the direction of the position vector y of Q is the same
or exactly opposite. What shape does the boundary circle take under this
deformation?
Solution: We are looking for vectors x such that y = λx. Since y = Ax,
this gives Ax = λx, an equation of the form (A − λI)x = 0, an eigenvalue
problem. In components, Ax = λx is
5x1 + 3x2 = λx1 or (5 − λ)x1 + 3x2 = 0,
3x1 + 5x2 = λx2 or 3x1 + (5 − λ)x2 = 0.
The characteristic equation is
5−λ 3
= (5 − λ)2 − 9 = 0. (3)
3 5−λ
Its solutions are λ1 = 8 and λ2 = 2. These are the eigenvalues of our
problem. For λ = λ1 = 8, our system (2) becomes
−3x1 + 3x2 = 0,
3x1 − 3x2 = 0.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 62
Solution: x2 = x1 , arbitrary. For instance, x1 = 1, x2 = 1. For λ2 = 2,
our system (2) becomes
3x1 + 3x2 = 0,
3x1 + 3x2 = 0.
Solution: x2 = −x1 , arbitrary. For instance, x1 = 1, x2 = −1.
We thus obtain as eigenvectors of A, for instance,
" # " #
1 1
corresponding to λ1 , corresponding to λ2 ,
1 −1
(or a nonzero scalar multiple of these). These vectors make 45◦ and 135◦
angles with the positive x1 -direction. They give the principal directions, the
answer to our problem. The eigenvalues show that in the principal directions
the membrane is stretched by factors 8 and 2, respectively; see Fig.2.1
Accordingly, if we choose the principal directions as directions of a new
Cartesian u1 u2 -coordinate system, say, with the positive u1 -semiaxis in the
first quadrant and the positive u2 -semiaxis in the second quadrant of the
x1 x2 -system, and if we set
u1 = r cos ϕ, u2 = r sin ϕ,
then a boundary point of the unstretched circular membrane has coordinates
cos ϕ, sin ϕ. Hence, after the stretch we have
z1 = 8 cos ϕ, z2 = 2 sin ϕ.
Since cos2 ϕ + sin2 ϕ = 1, this shows that the deformed boundary is an
ellipse (Fig. 145)
z12 z22
+ = 1,
82 22
with principal semiaxes 8 and 2 in the principal directions.
Example 2.6.2. Eigenvalue problems arising from population models. Leslie
model
The Leslie model describes age-specified population growth. Let the old-
est age attained by the females in some animal population be 6 years. Divide
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 63
the population into three age classes of 2 years each. Let the “Leslie matrix”
be
0 2.3 0.4
L = 0.3 0 0,
0 0.5 0
where lik is the average number of daughters born to a single female during
the time she is in age class k, and sk (k = 1, 2) is the fraction of females in
age class k that will survive and pass into class (k + 1).
Problem: (a) What is the number of females in each class after t = 2, 4, 6
years if each class initially consists of 500 females? (b) For what initial
distribution will the number of females in each class change by the same
proportion? What is this rate of change?
Solution:
(a) Initially,
500
T
X0 = 500 .
500
After 2 years,
0 2.3 0.4 500 1350
X2 = LX0 = 0.3 0 0 500 = 150 .
0 0.5 0 500 250
Similarly, after 4 years the number of females in each class is given by
750
T T
X4 = (LX2 ) = 810 ,
90
and after 6 years we have
1899
T T
X6 = (LX4 ) = 450 .
243
(b) Proportional change means that we are looking for a distribution
vector X such that LX = λX, where λ is the rate of change (growth if
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 64
λ > 1, decrease if λ < 1). The characteristic equation is
−λ 2.3 0.4
det(L − λI) = 0.3 −λ 0 = −λ3 + 0.6λ + 0.345λ + 0.138λ + 0.072 = 0.
0 0.5 −λ
A positive root is found to be λ = 1.2. A corresponding eigenvector can be
determined from 0.6x1 − 1.2x2 = 0, 0.3x2 − 1.2x3 = 0, resulting from the
second
and third
components of the vector equation, (L − 1.2I)X = 0. Thus,
1
X T = 0.5 To get an initial population of 1500, as before, we multiply
0.125
T
X by 923. Answer: 923 females in class 1, 462 in class 2, 115 in class 3.
Growth rate λ = 1.2.
Example 2.6.3. Vibrating system of two masses on two springs
Mass–spring systems involving several masses and springs can be treated
as eigenvalue problems. For instance, the mechanical system in figure 2 in is
governed by the differential equations
y1′′ = −5y1 + 2y2 , y2′′ = 2y1 − 2y2 , (6)
where y1 and y2 are the displacements of the masses from rest, shown in the
figure, and the primes denote the derivatives with respect to time t. In vector
form, " # " #
y1 ” 5 −2
y” = = Ay = . · · · · · ·(7)
y2 ” −2 2
We try a vector solution of the form
y = xeωt . (8)
This is suggested by a mechanical system of a single mass on a spring
(Sec. 2.5), whose motion is given by exponential functions (and sines and
cosines). Substitution into (7) gives
ω 2 xeωt = Axeωt .
Dividing by eωt and writing λ = ω 2 , we see that our mechanical system
leads to the eigenvalue problem.
AX = λX, where λ = ω 2 . (9)
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 65
Figure 2.2: Vibrating system of two masses on two springs
A has the eigenvalues λ1 = −1 and λ2 = −6. Consequently,
√ √
ω = λ = ±i, and ω = ±i 6, respectively.
Corresponding eigenvectors are
" # " #
1 2
x1 = , x2 = . (10)
2 −1
From (8) we thus obtain the four complex solutions (see Sec. 2.3):
x1 e±it = x1 (cos t ± i sin t),
√ √ √
x2 e±i 6t = x2 (cos 6 t ± i sin 6 t).
By addition and subtraction (see Sec. 2.3) we get the four real solutions
√ √
x1 cos t, x1 sin t, x2 cos 6 t, x2 sin 6 t.
A general solution is obtained by taking a linear combination of these:
√ √
y = x1 (a1 cos t + b1 sin t) + x2 (a2 cos 6 t + b2 sin 6 t,
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 66
with arbitrary constants a1 , b1 , a2 , b2 , the values of which can be assigned by
prescribing initial displacement and initial velocity of each of the two masses.
By (10), the components of y are
√ √
y1 = a1 cos t + b1 sin t + 2a2 cos 6 t + 2b2 sin 6 t,
√ √
y2 = 2a1 cos t + 2b1 sin t − a2 cos 6 t − b2 sin 6 t.
These functions describe harmonic oscillations of the two masses. Physi-
cally, this had to be expected because we have neglected damping.
2.7 Application of Cayley-Hamilton Theorem
In the modern digital world, encoding and decoding play a vital role in com-
munication systems, data security, and cryptography. Messages are often
transformed into numerical forms, manipulated using mathematical tools,
and then reconstructed back into readable information. One fascinating
mathematical approach to encoding and decoding is through matrices. By
representing a message as a matrix and applying transformations, we can
encode it into an unreadable form. The decoding process requires the use of
the inverse of the transformation matrix.
The Cayley–Hamilton theorem provides an elegant method to com-
pute the inverse of a matrix without directly applying the standard row-
reduction or adjoint–determinant methods. This theorem states that every
square matrix satisfies its own characteristic equation. Using this property,
one can compute the inverse of a non-singular matrix in a systematic way.
Thus, matrices not only appear in engineering and science but
also in data security applications such as encoding and decoding.
2.7.1 Encoding and Decoding
Encoding is the process of converting information from one form into an-
other, usually into a coded format, for the purposes of efficiency, security, or
standardization.
Decoding is the reverse process of encoding, in which the encoded data is
converted back into its original form.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 67
Applications of Encoding and Decoding
Encoding and decoding are widely used in everyday life and modern
technology:
1. Communication Systems: Messages sent through WhatsApp,
Email, or SMS are encoded into numbers/signals and decoded
back into text at the receiver’s end.
2. Data Security and Cryptography: Online banking, ATM
PINs, and passwords are securely encoded so that only the correct
system can decode them.
3. Multimedia (Audio, Video, Images): Formats like MP3,
MP4, and JPEG are encoded for compression and decoded by
devices for playback.
4. Error Detection in Transmission: Extra information is
added during encoding to detect and correct errors while de-
coding.
Simple Analogy: Encoding is like locking a box, and decoding is like
unlocking it with the right key.
2.7.2 Case Study :Encoding and Decoding a Message
We illustrate the method of encoding and decoding a message using a case
study.
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 68
The Encrypted Message
One mid-night, Investigation Officer Mr.
Lokesh received a tip-off about a major con-
fidential operation. Shortly after, Cyberse-
curity Officer Mr. Vikram intercepted an
email sent by a group under surveillance. The
email was unusual, containing only a block of
numbers instead of a normal message. The of-
ficers suspected the message was encoded.
The Evidence
After a thorough investigation, Officer Vikram’s team managed to re-
cover two critical pieces of information:
The coded matrix (C) from the intercepted email:
−44 13 18
−51 16 26
C=
−74 30 29
38 −18 −20
The key matrix (K) used for encoding:
1 −1 0
K= 1
0 −1
−6 2 3
Now, the officers need your help to perform the final steps and decode
the message before the group can execute their plan.
2.7.3 Mathematical Investigation:
The smugglers encoded the plaintext matrix P by the relation
C = P K.
To recover the plaintext P we need
P = C K −1 .
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 69
Instead of computing K −1 directly, we will use the Cayley–Hamilton theorem
to express K −1 in terms of powers of K.
Solution (using Cayley–Hamilton)
Step 1: Compute the characteristic polynomial of K
Compute det(λI − K). For the given 3 × 3 matrix K the characteristic
polynomial is
pK (λ) = det(λI − K) = λ3 − 4λ2 + 6λ + 1.
The smugglers encoded the plaintext matrix P by the relation
K 3 − 4K 2 + 6K + I = 0.
Rearrange to express K 3 :
K 3 = 4K 2 − 6K − I.
Step 3: Derive an expression for K −1
Multiply the Cayley–Hamilton identity on the right by K −1 (assuming K is
invertible):
K 2 − 4K + 6I + K −1 = 0.
Hence
K −1 = −K 2 + 4K + 6I.
This expresses K −1 as a linear combination of I, K, K 2 .
Step 4: Compute K 2
Compute the square of K:
0 −1 1
K2 =
7 −3 −3
.
−22 12 7
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 70
Step 5: Form K −1
Substitute K 2 into the formula for K −1 :
0 −1 1 1 −1 0 1 0 0
K −1 = − 7 −3 −3 + 4 1 0 −1 − 6 0 1 0
−22 12 7 −6 2 3 0 0 1
Carrying out the arithmetic gives
−2 −3 −1
K −1 −3 −3 −1 .
=
−2 −4 −1
(You can verify by multiplying K K −1 = I.)
Step 6: Compute the plaintext matrix P
Now compute
−2 −3 −1
P = C K −1 = C · −3 −3 −1
.
−2 −4 −1
Performing the matrix multiplication yields
13 21 13
2 1 9
P = .
0 16 15
18 20 0
Step 7: Interpret the numbers as letters
Using the mapping A = 1, . . . , Z = 26 and 0 for space, read the rows of P as
triplets of letters:
(13, 21, 13) 7→ M U M
(2, 1, 9) 7→ B A I
(0, 16, 15) 7→ _ P O
(18, 20, 0) 7→ R T _
CHAPTER 2. ORTHOGONALITY AND DIAGONALIZATION 71
Combining (and treating zeros as spaces) gives the hidden message: “MUM-
BAI PORT”.
Final Findings: The officers successfully decoded the hidden message,
which revealed that the smugglers planned to use the Mumbai Port for
their operation. Acting swiftly on this intelligence, the Anti-Drug Inspector
and Cybercrime Officer coordinated a raid. The smugglers were caught red-
handed on time, preventing the illegal shipment.
Key Insights
This example shows how encoding can be performed using a transfor-
mation matrix and how decoding is achieved using the inverse obtained
from the Cayley–Hamilton theorem. Such techniques form the foun-
dation of matrix-based cryptography and have applications in secure
communications.
Chapter 3
DIFFERENTIAL CALCULUS
3.1 Introduction
In day to day life we are often interested in the extent to which a change in
one quantity affects a change in another related quantity. This is called a
rate of change. For example, if you own a motor car you might be interested
in how much a change in the amount of fuel used affects how far you have
travelled. This rate of change is called fuel consumption. If your car has high
fuel consumption then a large change in the amount of fuel in your tank is
accompanied by a small change in the distance you have travelled. Sprinters
are interested in how a change in time is related to a change in their position.
This rate of change is called velocity.
Other rates of change may not have special names like fuel consumption or
velocity, but are nonetheless important. For example, an agronomist might
be interested in the extent to which a change in the amount of fertiliser used
on a particular crop affects the yield of the crop. Economists want to know
how a change in the price of a product affects the demand for that product.
Differential calculus is about describing in a precise fashion the ways in
which related quantities change.
To proceed with this booklet you will need to be familiar with the concept
of the slope (also called the gradient) of a straight line. You may need to
revise this concept before continuing.
72
CHAPTER 3. DIFFERENTIAL CALCULUS 73
3.2 Representation of Functions
Definition 3.1. A function f from a set D to a set E is a rule that assigns
a unique (single) element f (x) ∈ E to each element x ∈ D. The set D of all
possible input values is called the domain of the function. The range of f
is the set of all possible values of f (x) as x varies throughout the domain. A
symbol that represents an arbitrary number in the domain of a function f
is called an independent variable. A symbol that represents a number in
the range of f is called a dependent variable.
There are four possible ways to represent a function:
1. Verbally (by a description in words)
2. Visually (by a graph)
3. Numerically (by a table of values)
4. Algebraically (by an explicit formula)
Definition 3.2. A function, whose domain and co-domain are subsets of the
set of all real numbers, is known as a real-valued function.
Definition 3.3. If x and y be so related that y can be expressed explicitly
in terms of x, then y is called an explicit function of x.
Example: y = x2 − 4x + 2
Definition 3.4. If x and y be so related that y cannot be expressed explicitly
in terms of x, then y is called an implicit function of x.
Example: x3 + y 3 − 3xy = 0
Definition 3.5. If a function y = f (x) is an
• Even function of x if f (−x) = f (x),
• Odd function of x if f (−x) = −f (x),
for every number x in its domain.
CHAPTER 3. DIFFERENTIAL CALCULUS 74
3.2.1 DIFFERENTIAL CALCULUS
To simplify the process of differentiation, mathematicians have derived a set
of standard rules known as the rules of differentiation. These rules allow us to
quickly find derivatives of different types of functions—such as sums, prod-
ucts, quotients, powers, and compositions of functions—without repeatedly
using the first principles of calculus (limits).
3.3 Differentiation Rules
To simplify the differentiation process, mathematicians have derived a set of
standard rules known as the rules of differentiation. These rules allow us
to quickly find derivatives of different types of functions without using the
first principles of calculus.
Rule Formula
d
Constant Rule (c) = 0
dx
d n
Power Rule (x ) = nx n−1
dx
Constant Multiple d
c · f (x) = c · f ′ (x)
Rule dx
d
Sum Rule f (x) + g(x) = f ′ (x) + g ′ (x)
dx
d
Difference Rule f (x) − g(x) = f ′ (x) − g ′ (x)
dx
d
Product Rule f (x)g(x) = f ′ (x)g(x) + f (x)g ′ (x)
dx
f ′ (x)g(x) − f (x)g ′ (x)
!
d f (x)
Quotient Rule = 2
dx g(x)
g(x)
d
Chain Rule f (g(x)) = f ′ (g(x)) · g ′ (x)
dx
These rules form the foundation for solving more complex problems in Dif-
ferential Calculus.
CHAPTER 3. DIFFERENTIAL CALCULUS 75
3.3.1 Worked Examples
√
1. f (x) = 30.
Solution: √
Given f (x) = 30,
f ′ (x) = 0.
2. f (x) = x2
Solution:
Given f (x) =x2 ,
f ′ (x) =2x2−1 = 2x
3. f (x) = x1000
Solution:
Given f (x) =x1000 ,
f ′ (x) =1000 · x999
√
4. y = x
Solution:
√
Given y = x = x1/2
dy 1 1 1 1
y′ = = x 2 −1 = x−1/2 = √
dx 2 2 2 x
5. y = ax2 + bx + c
Solution:
Given y = ax2 + bx + c
dy
y′ = = a(2x1 ) + b(1) + 0 = 2ax + b
dx
6. y = ax2 + bx + c
Solution:
Given y = ax2 + bx + c
dy
y′ = = a(2x1 ) + b(1) + 0 = 2ax + b
dx
7. y = 10x3 − 6x + 7
Solution:
Given y = 10x3 − 6x + 7
dy
y′ = = 30x2 − 6
dx
CHAPTER 3. DIFFERENTIAL CALCULUS 76
3.3.2 The Product Rule
If f and g are both differentiable, then
d d d
[f (x)g(x)] = f (x) [g(x)] + g(x) [f (x)]
dx dx dx
Example:
d
[uv] = u′ v + uv ′
dx
3.3.3 The Quotient Rule
If f and g are both differentiable, then
d d
" #
d f (x) g(x) dx [f (x)] − f (x) dx [g(x)]
= 2
dx g(x) [g(x)]
Example:
d u vu′ − uv ′
=
dx v v2
3.3.4 Problems based on Product and Quotient Rules
1. Find f ′ (x): f (x) = xex
Solution:
Given f (x) = xex ,
d x d
f ′ (x) = x · (e ) + ex · (x)
dx dx
f ′ (x) = xex + ex · 1 = (x + 1)ex
2. Find f ′ (x): f (x) = (x3 + x)ex .
Solution:
Given f (x) = (x3 + x)ex
d d
f ′ (x) = (x3 + x) (ex ) + ex (x3 + x)
dx dx
′ x x
f (x) = (x + x)(e ) + e (3x2 + 1)
3
h i
f ′ (x) = ex x3 + x + 3x2 + 1
CHAPTER 3. DIFFERENTIAL CALCULUS 77
3. Find f ′ (x):f (x) = (x3 + x)ex
Solution:
Given f (x) = (x3 + x)ex
d d
f ′ (x) = (x3 + x) (ex ) + ex (x3 + x)
dx dx
′ x x
f (x) = (x + x)(e ) + e (3x2 + 1)
3
h i
f ′ (x) = ex x3 + x + 3x2 + 1
4. Find f ′ (x): f (x) = (x2 + 1)(x + 2)
Solution:
Givenf (x) = (x2 + 1)(x + 2)
d d
f ′ (x) = (x2 + 1) (x + 2) + (x + 2) (x2 + 1)
dx dx
f ′ (x) = (x2 + 1)(1) + (x + 2)(2x)
f ′ (x) = x2 + 1 + 2x2 + 4x
f ′ (x) = 3x2 + 4x + 1
5. Find f ′ (x) and f ′′ (x) if f (x) = x4 ex
Solution:
Givenf (x) = x4 ex
d d
f ′ (x) = x4 (ex ) + ex (x4 )
dx dx
′ 4 x 3 x
f (x) = x e + 4x e
f ′ (x) = ex (x4 + 4x3 )
d x 4
f ′′ (x) = e (x + 4x3 ) (Apply Product Rule)
dx
′′
f (x) = ex · (x4 + 4x3 ) + ex · (4x3 + 12x2 )
h i
f ′′ (x) = ex x4 + 4x3 + 4x3 + 12x2
f ′′ (x) = ex (x4 + 8x3 + 12x2 )
CHAPTER 3. DIFFERENTIAL CALCULUS 78
2
′
6. f (x) = x x+x−2
3 +6 , then find f (x).
Solution:
x2 + x − 2
Givenf (x) = (Using Quotient Rule)
x3 + 6
d d
(x3 + 6) dx (x2 + x − 2) − (x2 + x − 2) dx (x3 + 6)
f ′ (x) =
(x3 + 6)2
(x3 + 6)(2x + 1) − (x2 + x − 2)(3x2 )
f ′ (x) =
(x3 + 6)2
2x4 + x3 + 12x + 6 − 3x4 − 3x3 + 6x2
f ′ (x) =
(x3 + 6)2
−x4 − 2x3 + 6x2 + 12x + 6
f ′ (x) =
(x3 + 6)2
x
7. If f (x) = ex , then find f ′ (x).
Solution:
ex
Given f (x) = , Using Quotient Rule
x
d d ′
′ x · dx (ex ) − ex · dx (x) xex − ex
f (x) = (x) =
f x2
ex (x − 1)
f ′ (x) =
x2
2
x ′ ′′
8. If f (x) = 1+x 2 , then find f (x) and f (x).
Solution:
x2
Given f (x) = 1+x 2 , Using Quotient Rule:
d d
(1 + x2 ) dx (x2 ) − (x2 ) dx (1 + x2 )
f ′ (x) =
(1 + x2 )2
(1 + x2 )(2x) − x2 (2x)
f ′ (x) =
(1 + x2 )2
2x(1 + x2 ) − 2x3
f ′ (x) =
(1 + x2 )2
2x
f ′ (x) =
(1 + x2 )2
2x
f ′ (x) =
(1 + x2 )2
CHAPTER 3. DIFFERENTIAL CALCULUS 79
Differentiating again using Quotient Rule:
d d
(1 + x2 )2 · dx
(2x) − (2x) dx (1 + x2 )2
f ′′ (x) =
(1 + x2 )4
(1 + x2 )2 · (2) − (2x)(2(1 + x2 )(2x))
f ′′ (x) =
(1 + x2 )4
2(1 + x2 )2 − 8x2 (1 + x2 )
f ′′ (x) =
(1 + x2 )4
2(1 + x2 )(1 + x2 − 4x2 )
f ′′ (x) =
(1 + x2 )4
2(1 − 3x2 )
f ′′ (x) =
(1 + x2 )3
3.3.5 The Chain Rule
If g is differentiable at x and f is differentiable at g(x), then the composite
function
F = f ◦ g defined by F (x) = f g(x)
is differentiable at x, and F ′ (x) = f ′ g(x) · g ′ (x).
In Leibnitz notation, if y = f (u) and u = g(x) are both differentiable
functions, then
dy dy du
= · .
dx du dx
3.3.6 The Power Rule Combined with the Chain Rule
If n is any real number and u = g(x) is differentiable, then
d n du
(u ) = nun−1 .
dx dx
d
Alternatively, [g(x)]n = n[g(x)]n−1 g ′ (x).
dx
3.3.7 Problems based on the Chain Rule
1. Find the derivative of y = (1 − x2 )10
Solution:
Given y = (1 − x2 )10 . . . (1).
CHAPTER 3. DIFFERENTIAL CALCULUS 80
du
Let u = 1 − x2 , then dx
= −2x.
From (1), y = u10 .
By the chain rule:
dy dy du
= · = (10u9 )(−2x).
dx du dx
dy
= −20x(1 − x2 )9 .
dx
2. Find the derivative of: y = (x4 + 3x2 − 2)5 .
Solution:
Given y = (x4 + 3x2 − 2)5 Applying the chain rule:
dy d
= 5(x4 + 3x2 − 2)4 · (x4 + 3x2 − 2)
dx dx
dy
= 5(x4 + 3x2 − 2)4 (4x3 + 6x).
dx
3. Find the derivative of: y = (x2 + 1)7
Solution: Given y = (x2 + 1)7 Applying the chain rule:
dy d
= 7(x2 + 1)6 · (x2 + 1)
dx dx
dy
= 7(x2 + 1)6 · (2x)
dx
dy
= 14x(x2 + 1)6 .
dx
4. Find the derivative of: y = (x4 + 3x2 − 2)5
Solution: Given y = (x4 + 3x2 − 2)5 Applying the chain rule:
dy d
=5(x4 + 3x2 − 2)4 · (x4 + 3x2 − 2)
dx dx
dy
=5(x4 + 3x2 − 2)4 (4x3 + 6x).
dx
√
x
5. Find the derivative of: y = e
Solution:
d √
!
dy √ √ 1 1 √
= e x · ( x) = e x √ = √ e x.
dx dx 2 x 2 x
CHAPTER 3. DIFFERENTIAL CALCULUS 81
6. Find the derivative of: y = sin5 x
Solution:
dy d
= 5 sin4 x · (sin x) = 5 sin4 x cos x.
dx dx
7. Find the derivative of: y = cos(x2 )
Solution:
dy d
= − sin(x2 ) · (x2 ) = − sin(x2 )(2x) = −2x sin(x2 ).
dx dx
8. Find the derivative of: y = sec(tan x)
Solution:
dy d
= sec(tan x) tan(tan x) · (tan x)
dx dx
dy
= sec(tan x) tan(tan x) sec2 x.
dx
9. Find the derivative of: y = sin sin(sin x)
Solution:
Given: y = sin sin(sin x)
Using the chain rule:
dy
= cos sin(sin x) · cos(sin x) · cos x
dx
10. Find the derivative of: y = log(sin x)
Solution:
Given y = log(sin x)Using chain rule
dy 1
= · cos x
dx sin x
dy
= cot x
dx
11. Find the derivative of: y = xex log x
Solution:
dy d
= (xex log x) (Using the product rule:)
dx dx
1
= x · + log x ex + ex log x(1)
x
= e + xex log x + ex log x
x
h i
= ex 1 + (1 + x) log x .
CHAPTER 3. DIFFERENTIAL CALCULUS 82
12. Find the derivative of: y = 2sin πx
Solution:
y = 2sin πx = esin πx·log 2
dy
= esin πx·log 2 (log 2)(cos πx)π
dx
= 2sin πx π log 2 cos(πx).
s
√
r q
13. Find the derivative of: y = x+ x+ x+ x
Solution:
!
dy 1 1 1 1
= s ·1+ r 1 + q
√ 1 + √ .
dx r q √
q √ 2 x+ x 2 x
2 x+ x+ x+ x 2 x + x + x
3.3.8 Derivatives of Logarithmic Functions
Expression Description
d 1
loga x = Derivative of log base a
dx x ln a
d 1
loge x = Derivative of natural log
dx x
d 1 du d 1 ′
loge u = , loge g(x) = g (x) Chain rule for natural log
dx u dx dx g(x)
d 1
loge |x| = Derivative of ln |x|
dx x
d b
(a ) = 0 Derivative of constant power
dx
d h i
f (x)b = b [f (x)]b−1 f ′ (x) Power rule with function base
dx
d h g(x) i
a = ag(x) ln a · g ′ (x) Exponential with variable exponent
dx
d h i
f (x)g(x) : use log differentiation Variable base and exponent
dx
e = limx→0 (1 + x)1/x Definition of e (limit form)
n
1
e = limn→∞ 1 + n
Classic limit definition of e
CHAPTER 3. DIFFERENTIAL CALCULUS 83
3.3.9 Problems based on Logarithmic Functions
dy
1. Find dx if y = log(x3 + 1).
Solution:
y = log(x3 + 1)
dy 1 3x2
= 3 · (3x2 + 0) = 3 .
dx x + 1 x +1
dy √
2. Find dx if y = log x.
Solution: q
y = log x
dy 1 1 1
= √ · = √ .
dx 2 log x x 2x log x
dy
3. Find dx if y = log(sin x).
Solution:
y = log(sin x)
dy 1
= · cos x = cot x.
dx sin x
dy
4. Find if y = sin(log x).
dx
Solution:
y = sin(log x)
dy d
= cos(log x) · (log x)
dx dx
dy 1
= cos(log x) ·
dx x
dy 1
= cos(log x).
dx x
5. Find y ′ if y = xx
Solution:
y = xx ⇒ log y = log(xx ) = x log x
1 dy d 1
= (x log x) = log x + x · = log x + 1
y dx dx x
dy
= y(1 + log x) = xx (1 + log x).
dx
CHAPTER 3. DIFFERENTIAL CALCULUS 84
6. Find y ′ if y = (sin x)x
Solution:
y = (sin x)x ⇒ log y = x log(sin x)
1 dy d 1
= [x log(sin x)] = cos x · x + log(sin x)(1)
y dx dx sin x
dy
= y [x cot x + log(sin x)] = (sin x)x [x cot x + log(sin x)] .
dx
7. Find y ′ if y = xsin x
Solution:
y =xsin x ⇒ log y = sin x log x
1 dy sin x
= cos x log x +
y dx x
dy sin x sin x
=y + cos x log x = xsin x + cos x log x .
dx x x
8. Find y ′ if y = (log x)sin x
Solution:
y = (log x)sin x ⇒ log y = sin x log(log x)
1 dy 1 1
= cos x log(log x) + sin x · ·
y dx log x x
!
dy sin x sin x
= (log x) cos x log(log x) + .
dx x log x
x
9. Find y ′ if y = xx
Solution:
x
y = xx , ⇒ log y = xx log x
1 dy d x
= (x log x)
y dx dx
d x d x 1
Now, (x log x) = (x ) · log x + xx ·
dx dx x
d x
We know, (x ) = xx (1 + log x)
dx
1 dy x xx
So, = x (1 + log x) log x +
y dx x
dy xx xx
x
= y xx (1 + log x) log x + = xx xx (1 + log x) log x +
dx x x
CHAPTER 3. DIFFERENTIAL CALCULUS 85
10. Find y ′ if xy = y x .
Solution:
xy = y x ⇒ y log x = x log y
dy y x dy
Differentiate w.r.t. x: log x + = log y +
dx x y dx
dy x dy y
Rearranging: log x − = log y −
dx y dx x
!
dy x y
log x − = log y −
dx y x
dy y(log y − xy )
=
dx y log x − x
dy y(x log y − y)
= .
dx x(y log x − x)
3.4 Application :Ratio carbon dating and New-
tons law of cooling and exponential growth
3.4.1 Radiocarbon Dating
Example 3.4.1. Suppose that an archaeologist excavates a bone and mea-
sures its content of radioactive carbon 14 C. If the result is 25% of the content
present in bones of a living organism, what can be said about the age of the
bone?
Solution
The mathematical model of the process of radioactive decay is
y ′ = ky, y(t) = y0 ekt ,
14
where y0 is the initial amount of C.
Step 1: Half-life condition
By definition, the half-life (5730 years) is the time after which the amount
of radioactive substance has decreased to half its original value:
y0 e5730k = 12 y0 .
CHAPTER 3. DIFFERENTIAL CALCULUS 86
Dividing through by y0 gives
e5730k = 12 .
Taking logarithms,
ln(1/2)
k= ≈ −0.000121.
5730
Step 2: 25% condition
14
The time t when only 25% of the original amount of C remains satisfies
y0 ekt = 41 y0 .
Thus,
ln(1/4)
ekt = 14 , t= .
k
Substituting k ≈ −0.000121,
ln(1/4)
t= ≈ 11,460 years.
−0.000121
Final Answer
Hence, the bone is approximately 11,460 years old. Notice that this is
exactly twice the half-life, since 25% means two half-lives.
3.4.2 Newton’s law of cooling
Example 3.4.2. Suppose that you turn off the heat in your home at night
2 hours before you go to bed; call this time t = 0. If the temperature T at
t = 0 is 66◦ F and at the time you go to bed (t = 2) has dropped to 63◦ F,
what temperature can you expect in the morning, say, 8 hours later (t = 10)?
Of course, this process of cooling off will depend on the outside temperature
TA , which we assume to be constant at 32◦ F.
Physical information
Experiments show that the time rate of change dT /dt of the temperature T
of a body is proportional to the difference between T and the temperature
TA of the surrounding medium. This is called Newton’s law of cooling.
CHAPTER 3. DIFFERENTIAL CALCULUS 87
Solution
1st Step. Modeling. Denoting the unknown constant of proportionality
by k, we have
dT
= k(T − TA ) = k(T − 32).
dt
2nd Step. General solution. Separation of variables, integration, and
taking exponentials gives
Z
dT Z
= k dt ⇒ ln |T − 32| = kt + c,
T − 32
so
T (t) = 32 + cekt .
3rd Step. Particular solution. The initial condition is T (0) = 66,
hence
T (0) = 32 + c = 66, c = 34.
Thus
T (t) = 32 + 34ekt .
4th Step. Determination of k. Using T (2) = 63:
31
63 = 32 + 34e2k , e2k = ≈ 0.911765.
34
Taking logs:
2k = ln(0.911765) ⇒ k ≈ −0.046187.
5th Step. Answer and interpretation. Substituting this k into the
solution, at t = 10:
T (10) = 32 + 34e−0.046187·10 ≈ 53.4◦ F.
Final Answer
The temperature in the morning will be approximately 53.4◦ F.
CHAPTER 3. DIFFERENTIAL CALCULUS 88
3.5 Partial Derivatives
Let u = f (x, y, z). The first partial derivative of u denoted by
∂u ∂u ∂u
, , and
∂x ∂y ∂z
treating x, y, and z respectively alone as variables can be obtained.
We can also find the higher order derivatives
∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u
, , , , , ,...
∂x2 ∂y 2 ∂z 2 ∂x∂y ∂y∂x ∂x∂z
They are evaluated as follows.
! ! !
∂ 2u ∂ ∂u ∂ 2u ∂ ∂u ∂ 2u ∂ ∂u
2
= , 2
= , 2
=
∂x ∂x ∂x ∂y ∂y ∂y ∂z ∂z ∂z
Also, !
∂ 2u ∂ ∂u
=
∂x∂y ∂x ∂y
!
∂ 2u ∂ ∂u
and =
∂y∂x ∂y ∂x
2
∂ u ∂ 2u
Generally, =
∂x∂y ∂y∂x
The third and higher orders of the partial derivatives can be obtained simi-
larly.
3.5.1 Rules of Partial Differentiation
(i) Differential coefficient of a sum
If u = v + w + . . . where v, w, . . . are all functions of x, y, z, . . ., then:
∂u ∂v ∂w
= + + ...
∂x ∂x ∂x
∂u ∂v ∂w
= + + ... and so on.
∂y ∂y ∂y
CHAPTER 3. DIFFERENTIAL CALCULUS 89
(ii) Differential coefficient of a product
If u and v are functions of x, y, z, . . ., then:
∂ ∂v ∂u
(uv) = u +v
∂x ∂x ∂x
∂ ∂v ∂u
(uv) = u +v
∂y ∂y ∂y
(iii) Differential coefficient of a quotient
If u and v are functions of x, y, z, . . ., then:
∂ u v ∂u ∂v
− u ∂x
∂x
=
∂x v v2
∂u ∂v
∂ u
v ∂y − u ∂y
=
∂y v v2
(iv) Derivative of a function of a function (Chain Rule)
If u is a function of t, where t is a function of the variables x, y, z, . . .,
then:
∂u du ∂t
= ·
∂x dt ∂x
∂u du ∂t
= · and so on.
∂y dt ∂y
CHAPTER 3. DIFFERENTIAL CALCULUS 90
3.5.2 Problems based on Partial derivatives
∂u ∂u ∂u
Example 3.5.1. If u = (x-y)(y-z)(z-x),then show that ∂x
+ ∂y
+ ∂z
= 0.
Solution:
Given u =(x − y)(y − z)(z − x).
∂u h i
Now, =(y − z) (x − y)(−1) + (z − x)(1) .
∂x
∂u
Simplify: = − (x − y)(y − z) + (y − z)(z − x).
∂x
∂u h i
Similarly, =(z − x) (y − z)(1) + (x − y)(−1)
∂y
= − (y − z)(z − x) + (z − x)(x − y).
∂u h i
And, =(x − y) (z − x)(1) + (y − z)(−1)
∂z
= − (z − x)(x − y) + (x − y)(y − z).
∂u ∂u ∂u
Adding, + + =0.
∂x ∂y ∂z
√
Example 3.5.2. If u = log x2 + y 2 , show that
∂ 2u ∂ 2u
+ = 0.
∂x2 ∂y 2
Solution.
We have q
u = log x2 + y 2 = 12 log(x2 + y 2 ).
Differentiating partially w.r.t. x, we get
∂u 1 1 x
= · 2 2
· 2x = 2 .
∂x 2 x +y x + y2
Again differentiating partially w.r.t. x, we get
∂ 2u (x2 + y 2 )(1) − x(2x) y 2 − x2
= = .
∂x2 (x2 + y 2 )2 (x2 + y 2 )2
Similarly, differentiating partially w.r.t. y, we get
∂u y
= 2 .
∂y x + y2
CHAPTER 3. DIFFERENTIAL CALCULUS 91
Again differentiating partially w.r.t. y, we get
∂ 2u (x2 + y 2 )(1) − y(2y) x2 − y 2
= = .
∂y 2 (x2 + y 2 )2 (x2 + y 2 )2
Therefore,
∂ 2u ∂ 2u y 2 − x2 x2 − y 2
+ = + = 0.
∂x2 ∂y 2 (x2 + y 2 )2 (x2 + y 2 )2
Example 3.5.3. If r2 = x2 + y 2 + z 2 , prove that
∂ 2r ∂ 2r ∂ 2r 2
2
+ 2+ 2 = .
∂x ∂y ∂z r
Solution. Given:
r 2 = x2 + y 2 + z 2 .
Differentiating w.r.t. x partially, we get
∂r ∂r x
2r = 2x ⇒ = .
∂x ∂x r
Now,
∂r 2
∂ 2r r−x· ∂x
r − xr r 2 − x2
= = = .
∂x2 r2 r2 r3
Similarly,
∂ 2r r2 − y 2 ∂ 2r r2 − z 2
= , = .
∂y 2 r3 ∂z 2 r3
Therefore,
∂ 2r ∂ 2r ∂ 2r (r2 − x2 ) + (r2 − y 2 ) + (r2 − z 2 )
+ + = .
∂x2 ∂y 2 ∂z 2 r3
3r2 − (x2 + y 2 + z 2 )
= .
r3
Since r2 = x2 + y 2 + z 2 , we have
3r2 − r2 2r2 2
= 3
= 3
= .
r r r
CHAPTER 3. DIFFERENTIAL CALCULUS 92
3.5.3 Homogeneous function.
A function f (x, y) is said to be a homogeneous function in x and y of degree
n if
f (tx, ty) = tn f (x, y) for any positive t.
Example:
1. f (x, y) = x2 + y 2 + 2xy is a homogeneous function of degree 2 in x and
y.
2. If tan−1 x
y
= u, then tan u is a homogeneous function of degree 0.
3.5.4 Problems based on Eulers theorem on homoge-
neous functions
x3 +y 3
Example 3.5.4. Let u = x+y
, Show that u is a homogeneous function.
Find its degree.
Now consider
t3 x3 + t3 y 3 t3 (x3 + y 3 ) x3 + y 3
u(tx, ty) = = = t2 = t2 u.
tx + ty t(x + y) x+y
Hence, u is a homogeneous function of degree 2.
Now,
3
x3 1 + xy 3
u= .
x 1 + xy
3
y
1+ x
= x2 · .
1 + xy
3
y
y
y
1+ x
= x2 F , where F = .
x x
1 + xy
∴ u is a homogeneous function of degree 2 in x and y.
x3 +y 3
Example 3.5.5. If u = log x+y
, prove that x ∂u
∂x
+ y ∂u
∂y
= 2.
Solution:
!
x3 + y 3 x3 + y 3
Given u = log ⇒ eu = .
x+y x+y
t3 x3 + t3 y 3 t3 (x3 + y 3 ) t2 (x3 + y 3 )
eu(tx,ty) = = = = t2 eu .
tx + ty t(x + y) x+y
CHAPTER 3. DIFFERENTIAL CALCULUS 93
∴ eu is a homogeneous function of degree 2.
Here, n = 2.
x3 +y 3
Example 3.5.6. If u = log x+y
, prove that x ∂u
∂x
+ y ∂u
∂y
= 2.
Solution. Given:
!
x3 + y 3 x3 + y 3
u = log ⇒ eu = .
x+y x+y
t3 x3 + t3 y 3 t3 (x3 + y 3 ) t2 (x3 + y 3 )
eu(tx,ty) = = = = t2 eu .
tx + ty t(x + y) x+y
∴ eu is a homogeneous function of degree 2.
Here, n = 2. By Euler’s theorem,
∂ u ∂
x (e ) + y (eu ) = 2eu .
∂x ∂y
∂u ∂u
⇒ xeu + yeu = 2eu .
∂x ∂y
!
u ∂u ∂u
e x +y = 2eu .
∂x ∂y
∂u ∂u
x +y = 2.
∂x ∂y
x2 y 2
Example 3.5.7. If sin u = x+y
, showthat
∂u ∂u
x +y = 3 tan u.
∂x ∂y
Solution.
x2 y 2
sin u(x, y) = .
x+y
t2 x2 t2 y 2 t4 (x2 y 2 )
sin u(tx, ty) = = = t3 sin u.
tx + ty t(x + y)
CHAPTER 3. DIFFERENTIAL CALCULUS 94
Hence, sin u is a homogeneous function of degree 3 in x and y. By Euler’s
theorem,
∂ ∂
x (sin u) + y (sin u) = 3 sin u.
∂x ∂y
∂u ∂u
x cos u + y cos u = 3 sin u
∂x ∂y
!
∂u ∂u
cos u x +y = 3 sin u.
∂x ∂y
∂u ∂u 3 sin u
x +y = = 3 tan u.
∂x ∂y cos u
x3 +y 3
Example 3.5.8. If u = tan−1 x−y
show that x ∂u
∂x
+ y ∂u
∂y
= sin 2u.
Solution.
x3 + y 3
tan u = .
x−y
Clearly, tan u is a homogeneous function of degree 2 in x and y.
By Euler’s theorem,
∂ ∂
x (tan u) + y (tan u) = 2 tan u.
∂x ∂y
∂u ∂u
sec2 u x + sec2 u y = 2 tan u.
∂x ∂y
!
2 ∂u ∂u
sec u x +y = 2 tan u.
∂x ∂y
∂u ∂u 2 tan u
x +y =
∂x ∂y sec2 u
2 sin u
= · cos2 u
cos u
= 2 sin u cos u = sin 2u.
Example 3.5.9. Example 6
−1 x2 +y 2
If u = sin x+y
, prove that x ∂u∂x
+ y ∂u
∂y
= tan u.
Solution. Write
x2 + y 2
sin u = .
x+y
Then
t2 x2 + t2 y 2 t(x2 + y 2 )
sin u(tx, ty) = = = t sin u,
tx + ty x+y
CHAPTER 3. DIFFERENTIAL CALCULUS 95
so sin u is homogeneous of degree 1 in x, y.
By Euler’s theorem for homogeneous functions,
∂ ∂
x (sin u) + y (sin u) = 1 · sin u.
∂x ∂y
∂ ∂u
Using (sin u) = cos u and similarly for y,
∂x ∂x
!
∂u ∂u
cos u x +y = sin u,
∂x ∂y
hence
∂u ∂u sin u
x +y = = tan u.
∂x ∂y cos u
Example 3.5.10. If u is a homogeneous function of degree n in x and y,
then show that:
∂ 2u ∂ 2u 2
2∂ u
x2 + 2xy + y = n(n − 1)u
∂x2 ∂x∂y ∂y 2
Step 1: Euler’s Theorem for homogeneous functions
Since u is homogeneous of degree n:
∂u ∂u
x +y = nu (1)
∂x ∂y
Step 2: Differentiate equation (1) with respect to x
!
∂ ∂u ∂u ∂
x +y = (nu)
∂x ∂x ∂y ∂x
Apply the product rule:
∂u ∂ 2u ∂ 2u ∂u
+x 2 +y =n
∂x ∂x ∂x∂y ∂x
Rearranging:
∂ 2u ∂ 2u ∂u
x + y = (n − 1) (2)
∂x2 ∂x∂y ∂x
Step 3: Differentiate equation (1) with respect to y
CHAPTER 3. DIFFERENTIAL CALCULUS 96
!
∂ ∂u ∂u ∂
x +y = (nu)
∂y ∂x ∂y ∂y
Apply the product rule:
∂ 2u ∂u ∂ 2u ∂u
x + +y 2 =n
∂x∂y ∂y ∂y ∂y
Rearranging:
∂ 2u ∂ 2u ∂u
x + y 2 = (n − 1) (3)
∂x∂y ∂y ∂y
Step 4: Multiply equation (2) by x, and equation (3) by y
From (2):
∂ 2u ∂ 2u ∂u
x2 2 + xy = (n − 1)x
∂x ∂x∂y ∂x
From (3):
∂ 2u ∂ 2u ∂u
xy + y 2 2 = (n − 1)y
∂x∂y ∂y ∂y
Add both:
!
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
x2 2 + 2xy + y 2 2 = (n − 1) x +y
∂x ∂x∂y ∂y ∂x ∂y
Using equation (1) again:
∂u ∂u
x +y = nu
∂x ∂y
Therefore:
∂ 2u ∂ 2u 2
2∂ u
x2 + 2xy + y = n(n − 1)u
∂x2 ∂x∂y ∂y 2
3.6 Jacobian and its Properties
Definition.
If u and v are continuous functions of two independent variables x and y
having first order partial derivatives, then the Jacobian determinant or the
Jacobian of u and v is defined by
CHAPTER 3. DIFFERENTIAL CALCULUS 97
∂u ∂u
!
∂(u, v) u, v ∂x ∂y
or J or J = ∂v ∂v .
∂(x, y) x, y ∂x ∂y
If u, v, w are continuous functions of three independent variables x, y, z
having first order partial derivatives, then the Jacobian of u, v, w w.r.t. x, y, z
is defined as
∂u ∂u ∂u
∂x ∂y ∂z
∂(u, v, w) ∂v ∂v ∂v
= ∂x ∂y ∂z .
∂(x, y, z) ∂w ∂w ∂w
∂x ∂y ∂z
Example 3.6.1. If x = r cos θ, y = r sin θ, find the Jacobian of x and y
w.r.t. r and θ.
Solution.
We differentiate x and y with respect to r and θ:
∂x ∂x
x = r cos θ ⇒= cos θ, = −r sin θ.
∂r ∂θ
∂y ∂y
y = r sin θ ⇒ = sin θ, = r cos θ.
∂r ∂θ
Now compute the Jacobian determinant:
∂x ∂x
∂(x, y) ∂r ∂θ cos θ −r sin θ
= ∂y ∂y =
∂(r, θ) ∂r ∂θ
sin θ r cos θ
= r(cos θ + sin2 θ) = r.
2
Example 3.6.2. In cylindrical polar coordinates, x = ρ cos ϕ, y = ρ sin ϕ,
z = z. Show that
∂(x, y, z)
= ρ.
∂(ρ, ϕ, z)
Solution.
We compute the Jacobian determinant:
∂x ∂x ∂x
∂ρ ∂ϕ ∂z cos ϕ −ρ sin ϕ 0
∂(x, y, z) ∂y ∂y ∂y
= ∂ρ ∂ϕ ∂z = sin ϕ ρ cos ϕ 0
∂(ρ, ϕ, z) ∂z ∂z ∂z
∂ρ ∂ϕ ∂z
0 0 1
The determinant of this block matrix is:
cos ϕ −ρ sin ϕ
=1· = ρ(cos2 ϕ + sin2 ϕ) = ρ.
sin ϕ ρ cos ϕ
CHAPTER 3. DIFFERENTIAL CALCULUS 98
3.6.1 Properties of Jacobians
Property I. If u and v are functions of r and s where r and s are functions
of x, y, then
∂(u, v) ∂(u, v) ∂(r, s)
= · .
∂(x, y) ∂(r, s) ∂(x, y)
Example 3.6.3. If u = 2xy, v = x2 − y 2 , x = r cos θ, y = r sin θ, evaluate
∂(u, v)
∂(r, θ)
without actual substitution.
Solution. Given that u and v are functions of x and y, and x and y are
functions of r and θ. ∴ By property (1) of the Jacobians, we have:
∂(u, v) ∂(u, v) ∂(x, y)
= ·
∂(r, θ) ∂(x, y) ∂(r, θ)
∂u ∂u
∂(u, v) 2y 2x
= ∂v ∂y
∂x
∂v =
∂(x, y) ∂x ∂y
2x −2y
= (2y)(−2y) − (2x)(2x) = −4y 2 − 4x2
= −4(x2 + y 2 ) = −4r2
∂x ∂x
∂(x, y) cos θ −r sin θ
∂r
= ∂y ∂θ
∂y = = r(cos2 θ + sin2 θ) = r
∂(r, θ) ∂r ∂θ
sin θ r cos θ
∂(u, v)
= (−4r2 )(r) = −4r3
∂(r, θ)
Property II. If J1 is the Jacobian of u, v with respect to x, y and J2 is
the Jacobian of x, y with respect to u, v then J1 J2 = 1.
i.e.,
∂(u, v) ∂(x, y)
· = 1.
∂(x, y) ∂(u, v)
Example 3.6.4. If x = u(1 − v), y = uv, then compute J1 and J2 and prove
that J1 J2 = 1.
Solution.
We have:
∂(x, y) ∂(u, v)
J1 = , J2 = .
∂(u, v) ∂(x, y)
CHAPTER 3. DIFFERENTIAL CALCULUS 99
Given:
x = u(1 − v), y = uv.
Compute J1 :
∂x ∂x
1 − v −u
J1 = ∂u
∂y
∂v
∂y = = (1 − v)u − (−u)(v) = u(1 − v + v) = u.
∂u ∂v
v u
We shall express u and v in terms of x and y.
x =u − uv = u − y ⇒ x + y = u
y y
y =uv ⇒ v = = .
u x+y
We get:
1
J2 = .
u
Now,
1
J1 J2 = u · = 1.
u
Property III. If the functions u, v, w of three independent variables
x, y, z are not independent, then the Jacobian of u, v, w with respect to x, y, z
vanishes.
Example 3.6.5. If u = x+2y+z, v = x−2y+3z and w = 2xy−xz+4yz−2z 2 ,
show that they are not independent. Find the relation between u, v and w.
CHAPTER 3. DIFFERENTIAL CALCULUS 100
Solution:
Given u =x + 2y + z.
∂u ∂u ∂u
=1, = 2, = 1.
∂x ∂y ∂z
v =x − 2y + 3z.
∂v ∂v ∂v
=1, = −2, = 3.
∂x ∂y ∂z
w =2xy − xz + 4yz − 2z 2 .
∂w ∂w ∂w
=2y − z, = 2x + 4z, = −x + 4y − 4z.
∂x ∂y ∂z
∂u ∂u ∂u
∂x ∂y ∂z
∂(u, v, w) ∂v ∂v ∂v
= ∂x ∂y ∂z
∂(x, y, z) ∂w ∂w ∂w
∂x ∂y ∂z
1 2 1
= 1 −2 3
2y − z 2x + 4z −x + 4y − 4z
Expanding the determinant:
= 1(−2(−x + 4y − 4z) − 3(2x + 4z)) − 2(−x + 4y − 4z − 3(2y − z))
+ 1(2x + 4z + 2(2y − z))
= 2x − 8y + 8z − 6x − 12z + 2x − 8y + 8z + 12y − 6z + 2x + 4z + 4y − 2z = 0
Hence, u, v, w are not independent. Now,
u + v = 2x + 4z, u − v = 4y − 2z.
(u + v)(u − v) = 2(x + 2z) · 2(2y − z)
u2 − v 2 = 4(2xy − xz + 4yz − 2z 2 )
u2 − v 2 = 4w.
3.7 Application of Differentiation
Differentiation is a fundamental concept in calculus that measures the rate of
change of one quantity with respect to another. In engineering, science, and
daily life, many phenomena involve changes — such as the speed of a moving
CHAPTER 3. DIFFERENTIAL CALCULUS 101
vehicle, population growth, heat transfer, or stress on a material. Thus,
differentiation is not only a mathematical tool but also a powerful technique
that connects mathematics with real-world applications across disciplines.
Applications of Differentiation
• Motion – Velocity and acceleration are obtained as first and
second derivatives of displacement with respect to time.
• Optimization – Used to find maxima and minima, e.g., max-
imizing profit or minimizing cost in economics and engineering
design.
• Natural Phenomena – Explains rates of cooling (Newton’s
law), chemical reaction rates, and population growth models.
• Related Rates – Shows how change in one quantity affects an-
other, e.g., how water height changes as volume decreases in a
tank.
• Engineering and Technology – Current in circuits (I = dQ dt
),
marginal cost and revenue in economics, and modeling spread of
diseases in biology/medicine.
3.7.1 Case Study
CHAPTER 3. DIFFERENTIAL CALCULUS 102
CBI Investigation using Differentiation
One evening in Coimbatore, a busi-
nessman named Mr. Vikram was
found dead in his bungalow. The CBI,
led by Inspector Arjun, faced a crit-
ical challenge: determine the exact
time of death before the suspect fled
the city by midnight.
A forensic doctor recorded the body
temperature at 9:00 PM as 30◦ C.
The surrounding room temperature
was constant at 20◦ C. Help the
CBI to estimate the time of death of
[Link].
Mathematical Investigation: According to Newton’s Law of Cooling,
the body temperature T (t) satisfies
dT
= −k (T − Tenv ), Tenv = 20.
dt
Step 1: General Solution.
T (t) = Tenv + (T0 − Tenv )e−kt , T0 = 37◦ C.
Step 2: Use the readings to find k. At 9:00 PM (time τ after death):
30 − 20 = (37 − 20)e−kτ ⇒ 10 = 17e−kτ .
At 9:30 PM:
1
27 − 20 = (37 − 20)e−k(τ + 2 ) ⇒ 7 = 17e−kτ e−k/2 .
Dividing,
7
= e−k/2 ⇒ k ≈ 0.713 hr−1 .
10
Step 3: Estimate time since death. From 10 = 17e−kτ ,
1 10
τ = − ln ≈ 0.744 hours.
k 17
CHAPTER 3. DIFFERENTIAL CALCULUS 103
So, the death occurred about 44.6 minutes before 9:00 PM, i.e., at ap-
proximately 8:15 PM.
Final Findings
The CBI confirms Mr. Vikram died around 8:15 PM. This simple
application of differentiation and Newton’s Law of Cooling helped solve
the mystery and identify the true culprit. Mathematics proves to be a
vital tool even in real-life investigations.
Note
Algor Mortis, the cooling of the body after death, plays a crucial role
in estimating the exact time of death. However, since body cooling is
influenced by environmental conditions, forensic experts also examine
Livor Mortis (the settling of blood causing skin discoloration) and
Rigor Mortis (the stiffening of muscles). By analyzing all three post-
mortem changes together, investigators can establish a more reliable
and precise timeline of death.
Key Insights
Differentiation provides a powerful tool to analyze changes in physi-
cal, biological, and economic systems. From calculating the speed of
vehicles to optimizing business profits, its applications span across dis-
ciplines. For an engineer, understanding differentiation is essential to
solve real-time problems effectively.
Chapter 4
FUNCTIONS OF SEVERAL
VARIABLES
4.1 Introduction
The students have studied in the lower classes the concept of partial differ-
entiation of a function of more than one variable. They were also exposed to
homogeneous functions of several variables and Euler’s theorem associated
with such functions. In this chapter, we discuss some of the applications of
the concept of partial differentiation, which are frequently required in engi-
neering problems.
4.2 Total Differentiation
In partial differentiation of a function of two or more variables, it is assumed
that only one of the independent variables varies at a time. In total differ-
entiation, all the independent variables concerned are assumed to vary and
so to take increments simultaneously.
Let z = f (x, y), where x and y are continuous functions of another variable
t.
Let ∆t be a small increment in t. Let the corresponding increments in x, y, z
104
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 105
be ∆x, ∆y and ∆z respectively. Then
∆z = f (x + ∆x, y + ∆y) − f (x, y)
= {f (x + ∆x, y + ∆y) − f (x, y + ∆y)} + {f (x, y + ∆y) − f (x, y) ]
( ) ( )
∆z f (x + ∆x, y + ∆y) − f (x, y + ∆y) ∆x f (x, y + ∆y) − f (x, y) ∆y
∴ = +
∆t ∆x ∆t ∆y ∆t
We note that ∆x → 0 and ∆y → 0 as ∆t → 0 and hence ∆z → 0 as ∆t → 0.
Taking limits on both sides of (1) as ∆t → 0, we have
dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt
(∵ x, y and z are functions of t only and f is a function of x and y).
dz ∂z dx ∂z dy
i.e., = + [since f (x, y) ≡ z(x, y)]. − − − −(2)
dt ∂x dt ∂y dt
!
dz dx dy
and also and
dt dt dt
is called the total differential coefficient of z.
This name is given to distinguish it from the partial differential coefficients
∂z ∂z
and .
∂x ∂y
Thus to differentiate z, which is directly a function of x and y, (where x and
y are functions of t) with respect to t, we need not express z as a function of
t by substituting for x and y. We can differentiate z with respect to t via x
and y using the result (2).
Corollary 1: In the differential form, result (2) can be written as
∂z ∂z
dz = dx + dy − − − −(3)
∂x ∂y
dz is called the total differential of z.
Corollary 2: If z is directly a function of two variables u and v, which are
in turn functions of two other variables x and y, clearly z is a function of x
and y ultimately. Hence the total differentiation of z is meaningless. We can
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 106
∂z ∂z
find only and by using the following results which can be derived as
∂x ∂y
result (2) given above.
∂z ∂z ∂u ∂z ∂v
= + − − − −(4)
∂x ∂u ∂x ∂v ∂x
∂z ∂z ∂u ∂z ∂v
= + − − − −(5)
∂y ∂u ∂y ∂v ∂y
We note that the partial differentiation of z is performed via the intermediate
∂z ∂z
variables u and v, which are functions of x and y. Hence and are
∂x ∂y
called partial derivatives of a function of two functions.
Note: Results (2), (3), (4) and (5) can be extended to a function z of several
intermediate variables.
4.2.1 Small Errors and Approximations
∆y dy ∆y dy dy
Since lim∆x→0 ∆x = dx , ∆x ≈ dx approximately or ∆y ≈ dx ∆x −
− − −(1).
If we assume that dx and dy are approximately equal to ∆x and ∆y
respectively, result (1) can be derived from the differential relation.
!
dy
dy = dx − − − −(2)
dx
Though (2) is an exact relation, it can be made use of to get the approximate
relation (1), by replacing dx and dy by ∆x and ∆y respectively. Let y = f (x).
If we assume that the value of x is obtained by measurement, it is likely that
there is a small error ∆x in the measured value of x. This error in the value
of x will contribute a small error ∆y in the calculated value of y, as x and y
are functionally related. The small increments ∆x and ∆y can be assumed
to represent the small errors ∆x and ∆y. Thus the relation between the
errors ∆x and ∆y can be taken as
′
∆y ≃ f (x)∆x
This concept can be extended to a function of several variables. If u =
u(x, y, z) or f (x, y, z) and if the value of u is calculated on the measured
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 107
values of x, y, z, the likely errors ∆x, ∆y, ∆z will result in an error ∆u in the
calculated value of u, given by
∂u ∂u ∂u
∆u ≈ ∆x + ∆y + ∆z,
∂x ∂y ∂z
which can be assumed as the approximate version of the total differential
relation
∂u ∂u ∂u
du = dx + dy + dz
∂x ∂y ∂z
Note: The error ∆x in x is called the absolute error in x, while ∆x x
is called
the relative or proportional error in x and 100∆x
x
is called the percentage error
in x.
4.2.2 Differentiation of Implicit Functions
When x and y are connected by means of a relation of the form
f (x, y) = 0,
x and y are said to be implicitly related or y is said to be an implicit function
of x.
When x and y are implicitly related, it may not be possible in many cases to
dy
express y as a single valued function of x explicitly. However, dx can be found
out in such cases as a mixed function of x and y using partial derivatives as
explained below: Since f (x, y) = 0, df = 0. i.e.,
∂f ∂f
dx + dy = 0, by definition of total differential.
∂x ∂y
Dividing by dx, we have
∂f ∂f dy
+ . =0
∂x ∂y dx
∂f
dy ∂x
= − ∂f
− − − −(1)
dx
∂y
If we denote
∂f ∂f ∂ 2f ∂ 2f ∂ 2f
= p, = q, = r, = s, =t
∂x ∂y ∂x2 ∂x∂y ∂y 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 108
by the letters p, q, r, s, t respectively, then
dy p
= − − − − −(2)
dx q
d2 y
We can express the second order derivative 2 in terms of p, q, r, s, t as given
dx
below. Noting that p and q are functions of x and y and differentiating both
sides of (2) with respect to x totally, we have
dp dq
d2 y q dx
− p dx
2
=−
dx q2
∂q ∂q dy ∂p ∂p dy
p ∂x
+ ∂y dx
−q ∂x
+ ∂y dx
=
q2
dy dy
p s+t· dx
−q r+s· dx
=
q2
dy p
Substituting = − , we get
dx q
2
dy p s + t · − pq − q r + s · − pq
=
dx2 q2
(qs − pt) − (qr − ps)
=
q3
p t − 2pqs + q 2 r
2
=
q3
4.3 Problems based on Total Derivatives –
Change of Variables – Partial Differen-
tiation of Implicit Functions
Example 4.3.1. If u = f (x, y), then
du ∂u ∂u dy
= +
dx ∂x ∂y dx
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 109
Proof:
du ∂u dx ∂u dy
We have, = +
dt ∂x dt ∂y dt
du ∂u dx ∂u dy ∂u ∂u dy
Put t = x, = + = +
dx ∂x dx ∂y dx ∂x ∂y dx
du
Thus, is called the total differential co-efficient of u with respect to x.
dx
du
Example 4.3.2. Find in terms of t, if u = x3 +y 3 where x = at2 , y = 2at.
dt
Solution:
du ∂u dx ∂u dy
= + · · · (1)
dt ∂x dt ∂y dt
u =x3 + y 3
∂u
=3x2 = 3(at2 )2 = 3a2 t4
∂x
∂u
=3y 2 = 3(2at)2 = 12a2 t2
∂y
dx dy
x =at2 ⇒ = 2at, y = 2at ⇒ = 2a
dt dt
Substituting in (1):
du
= (3a2 t4 )(2at) + (12a2 t2 )(2a)
dt
du
= 6a3 t5 + 24a3 t2
dt
dy
Example 4.3.3. Find when y sin x = x cos y.
dx
Solution: Let
f (x, y) = y sin x − x cos y
∂f
= y cos x − cos y
∂x
∂f
= sin x + x sin y
∂y
!
∂f
dy ∂x y cos x − cos y
=− ! =−
dx ∂f sin x + x sin y
∂y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 110
Example 4.3.4. If u = x2 + y 2 + z 2 and x = et , y = et sin t, z = et cos t,
du
then find without actual substitution. Check.
dt
Solution:
du ∂u dx ∂u dy ∂u dz
= + +
dt ∂x dt ∂y dt ∂z dt
= 2xet + 2y et sin t + et cos t + 2z et cos t − et sin t
h i
= 2et x + y(sin t + cos t) + z(cos t − sin t)
h i
= 2et et + et sin2 t + et sin t cos t + et cos2 t − et sin t cos t
h i
= 2et et + et (sin2 t + cos2 t)
= (2et )(2et ) = 4e2t
Checking: u = (et )2 + (et sin t)2 + (et cos t)2
= e2t + e2t sin2 t + e2t cos2 t
= e2t (1 + sin2 t + cos2 t)
= e2t [1 + 1] = 2e2t
du
= 4e2t
dt
Example 4.3.5. Given the transformations u = ex cos y and v = ex sin y
and that ϕ is a function of u and v and also of x and y, prove that
!
∂ 2ϕ ∂ 2ϕ 2 2 ∂ 2ϕ ∂ 2ϕ
+ = (u + v ) + .
∂x2 ∂y 2 ∂u2 ∂v 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 111
Solution:
u = ex cos y, v = ex sin y
∂u ∂v
= ex cos y = u, = ex sin y = v
∂x ∂x
∂u ∂v
= −ex sin y = −v, = ex cos y = u
∂y ∂y
∂ϕ ∂ϕ ∂u ∂ϕ ∂v
= + (Using chain rule)
∂x ∂u ∂x ∂v ∂x
∂ϕ ∂ϕ ∂ϕ
= ·u+ ·v
∂u ∂v ∂y
∂ϕ ∂ϕ ∂u ∂ϕ ∂v
= +
∂y ∂u ∂y ∂v ∂y
∂ϕ ∂ϕ
= · (−v) + ·u
∂u ∂v
∂ ∂ ∂ ∂ ∂ ∂
Hence, =u +v , = −v +u .
∂x ∂u ∂v ∂y ∂u ∂v
! ! !
∂ 2ϕ ∂ ∂ϕ ∂ ∂ ∂ϕ ∂ϕ
= = u +v u +v
∂x2 ∂x ∂x ∂u ∂v ∂u ∂v
! !
∂ ∂ϕ ∂ϕ ∂ ∂ϕ ∂ϕ
=u u +v +v u +v
∂u ∂u ∂v ∂v ∂u ∂v
" # " #
∂ 2 ϕ ∂ϕ ∂ 2ϕ ∂ 2ϕ ∂ϕ ∂ 2ϕ
=u u 2 + (1) + v +v u + (1) + v 2
∂u ∂u ∂u∂v ∂v∂u ∂v ∂v
2 2 2 2
∂ ϕ ∂ϕ ∂ ϕ ∂ ϕ ∂ϕ ∂ ϕ
= u2 2 + u + uv + uv +v + v 2 2 · · · (1)
∂u ! ∂u ∂u∂v ! ∂v∂u ∂v ! ∂v
∂ 2ϕ ∂ ∂ϕ ∂ ∂ ∂ϕ ∂ϕ
= = −v +u −v +u
∂y 2 ∂y ∂y ∂u ∂v ∂u ∂v
! !
∂ ∂ϕ ∂ϕ ∂ ∂ϕ ∂ϕ
= −v −v +u +u −v +u
∂u ∂u ∂v ∂v ∂u ∂v
" # " #
∂ 2ϕ ∂ 2ϕ ∂ϕ ∂ 2ϕ ∂ϕ ∂ 2ϕ
= −v −v 2 + u + (1) + u −v + (−1) + u 2
∂u ∂u∂v ∂u ∂v∂u ∂v ∂v
2 2 2 2
∂ ϕ ∂ ϕ ∂ϕ ∂ ϕ ∂ϕ ∂ ϕ
= v 2 2 − uv −v − uv −u + u2 2 · · · (2)
∂u ∂u∂v ∂v ∂v∂u ∂u ∂v
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 112
Adding (1) and (2):
∂ 2ϕ ∂ 2ϕ 2 2 ∂ ϕ
2
2
2
2 ∂ ϕ
+ = (u + v ) + (u + v )
∂x2 ∂y 2 ∂u2 ∂v 2
!
2 2
∂ ϕ ∂ ϕ
= (u2 + v 2 ) +
∂u2 ∂v 2
Example 4.3.6. If u = log (x3 + y 3 + z 3 − 3xyz) , show that
!2
∂ ∂ ∂ −9
+ + u= .
∂x ∂y ∂z (x + y + z)2
Solution:
∂u 1
= 3 · (3x2 − 3yz)
∂x x + y + z − 3xyz
3 3
3(x2 − yz)
= 3
x + y 3 + z 3 − 3xyz
∂u 3(y 2 − zx) ∂u 3(z 2 − xy)
Similarly,= 3 , = .
∂y x + y 3 + z 3 − 3xyz ∂z x3 + y 3 + z 3 − 3xyz
∂u ∂u ∂u 3(x2 − yz + y 2 − zx + z 2 − xy)
+ + =
∂x ∂y ∂z x3 + y 3 + z 3 − 3xyz
3(x2 + y 2 + z 2 − yz − zx − xy)
= .
(x + y + z)(x2 + y 2 + z 2 − yz − zx − xy)
!
∂ ∂ ∂ 3
+ + u= .
∂x ∂y ∂z x+y+z
Differentiating both the sides partially w.r.t. x, we get
( ! )
∂ ∂ ∂ ∂ −3
+ + u = . Similarly,
∂x ∂x ∂y ∂z (x + y + z)2
( ! )
∂ ∂ ∂ ∂ −3
+ + u = , and
∂y ∂x ∂y ∂z (x + y + z)2
( ! )
∂ ∂ ∂ ∂ −3
+ + u = .
∂z ∂x ∂y ∂z (x + y + z)2
!( ! )
∂ ∂ ∂ ∂ ∂ ∂ −9
Adding, + + + + u =
∂x ∂y ∂z ∂x ∂y ∂z (x + y + z)2
!2
∂ ∂ ∂ −9
i.e., + + u= .
∂x ∂y ∂z (x + y + z)2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 113
Example 4.3.7. If Z = f (y − z, z − x, x − y), show that ∂Z
∂x
+ ∂Z
∂y
+ ∂Z
∂z
= 0.
Solution:
Let u = y − z, v = z − x, w = x − y. Then, Z = f (u, v, w). Now,
∂Z ∂f ∂u ∂f ∂v ∂f ∂w
= + +
∂x ∂u ∂x ∂v ∂x ∂w ∂x
∂f ∂f ∂f ∂f ∂f
= (0) + (−1) + (1) = − + .
∂u ∂v ∂w ∂v ∂w
∂Z ∂f ∂f ∂Z ∂f ∂f
Similarly, = − , and =− + .
∂y ∂u ∂w ∂z ∂u ∂v
∂Z ∂Z ∂Z
Adding, + + = 0.
∂x ∂y ∂z
du
Example 4.3.8. If u = x log(xy) where x3 + y 3 + 3xy = 1, then find dx
.
Solution:
We begin by rewriting the expression for u:
u = x log(xy) = x[log x + log y] = x log x + x log y
Differentiating both sides with respect to x:
du d
= (x log x + x log y)
dx dx
Using the product rule and chain rule:
du 1 1 dy
= log x + x · + log y + x · ·
dx x y dx
x dy
= log x + 1 + log y + ·
y dx
Now, differentiate the constraint x3 + y 3 + 3xy = 1 with respect to x:
d 3
(x + y 3 + 3xy) = 0
dx
dy dy
3x2 + 3y 2 · + 3x · + 3y = 0
dx dx
Divide through by 3
dy dy
x2 + y 2 · +x· + y = 0.
dx dx
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 114
dy
Group terms: (y 2 + x) · = −(y + x2 )
dx
dy y + x2
:=−
dx y(x + y 2 )
du
Substitute back into the expression for dx
:
!
du x y + x2
= log x + log y + 1 + · −
dx y y(x + y 2 )
du x(y + x2 )
= log x + log y + 1 −
dx y(x + y 2 )
4.4 Taylor’s Series for Functions of Two Vari-
ables
Taylor’s expansion for a function of two variables
Let f (x, y) be a function of two variables x, y. We can expand f (x + h, y + k)
in a series of ascending powers of h and k. Consider f (x + h, y + k) as
a function of the single variable x, i.e., keep y temporarily constant. By
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 115
Taylor’s theorem,
∂ h2 ∂ 2
f (x + h, y + k) =f (x, y + k) + h f (x, y + k) + f (x, y + k) + . . .
∂x 2! ∂x2
Now, considering f(x,y+k) as a function of y only, we have
∂ k2 ∂ 2
f (x, y + k) = f (x, y) + k f (x, y) + f (x, y) + . . .
∂y 2! ∂y 2
Differentiating (2) partially with respect to x, we have
∂ ∂ ∂2 k2 ∂ 3
f (x, y + k) = f (x, y) + k f (x, y) + f (x, y) + . . .
∂x ∂x ∂x∂y 2! ∂x∂y 2
Differentiating (3) partially with respect to x, we have
∂2 ∂2 ∂3 k2 ∂ 4
f (x, y + k) = f (x, y) + k 2 f (x, y) + f (x, y) + . . .
∂x2 ∂x2 ∂x ∂y 2! ∂x2 ∂y 2
Substituting (2),(3), (4) etc. in (1), we have
∂ k2 ∂ 2
f (x + h, y + k) = f (x, y) + k f (x, y) + f (x, y) + . . .
∂y 2! ∂y 2
∂ ∂2 k2 ∂ 3
+h f (x, y) + k f (x, y) + f (x, y) + . . .
∂x ∂x∂y 2! ∂x∂y 2
h2 ∂ 2 ∂3 k2 ∂ 4
+ 2 f (x, y) + k 2 f (x, y) + f (x, y) + . . .
2! ∂x ∂x ∂y 2! ∂x2 ∂y 2
k2 ∂ 4
+ f (x, y) + . . .
2! ∂x2 ∂y 2
We have f (x + h, y + k)
! !
∂ ∂ 1 ∂ 2f ∂ 2f ∂ 2f
= f (x, y) + h +k f (x, y) + h2 2 + 2hk + k2 2 + ···
∂x ∂y 2! ∂x ∂x∂y ∂y
h i 1 2
h
= f (x, y) + hfx (x, y) + kfy (x, y) + h fxx (x, y) + 2hkfxy (x, y)
i 2!
+ k 2 fyy (x, y) + · · · (5)
The above result can be written in symbolic form as
f (x + h, y + k)
! !2
∂ ∂ 1 ∂ ∂
= f (x, y) + h +k f (x, y) + h +k f (x, y) + · · · (6)
∂x ∂y 2! ∂x ∂y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 116
Equation (5) represents an expansion of f (x + h, y + k) in powers of h and k.
From this, we can obtain a form which closely resembles the one-dimensional
Taylor’s series. In (5), replace (x, y) by (a, b). We have
f (a + h, b + k)
h i1h 2 i
= f (a, b) + hfx (a, b) + kfy (a, b) + h fxx (a, b) + 2hkfxy (a, b) + k 2 fyy (a, b)
2!
+ higher order terms. · · · (7)
In equation (7), replace h by (x − a) and k by (y − b). We have, then
1
h i
f (x, y) = f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b) + (x − a)2 fxx (a, b)
2!
+ 2(x − a)(y − b)fxy (a, b) + (y − b)2 fyy (a, b) + · · · (8)
Equation (8) is the expansion of f (x, y) in a series in powers of (x − a) and
(y − b). It is the Taylor series expansion of f (x, y) about the point (a, b).
Symbolically, (8) can be written as
h
∂ ∂
i 1h ∂
f (x, y) = f (a, b) + (x − a) ∂x + (y − b) ∂y f (a, b) + (x − a) ∂x
2!
i2
∂
+ (y − b) ∂y f (a, b) + · · ·
Important Note: It can be proved that the expansion of f (x, y) by Taylor
series (9) is unique. This means that if f (x, y) can be expanded as
f (x, y) = a0 + b1 (x − a) + b2 (y − b) + c1 (x − a)2 + · · ·
by any other method, which converges to f (x, y) near (a, b), it must be the
same as the Taylor expansion of f (x, y).
4.5 Problems Based on Taylor’s Series for Func-
tions of Two Variables
Example 4.5.1. (i) Expand ex cos y about 0, π2 up to the third term using
Taylor’s series.
(ii) Expand ex cos y in powers of x and y as far as the terms of the third
degree.
Solution:
f (x, y) = ex cos y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 117
Function / Derivative Value at (0, π2 ) Value at (0, 0)
f (x, y) = ex cos y f =0 1
fx = 0 1
fy = −1 0
fxx = 0 1
fxy = 0 0
fyy = 0 −1
f (x, y) = −ex sin y f = −1 0
fx = −1 0
fy = 0 −1
fxx = −1 0
fxy = 0 −1
fyy = 1 0
f (x, y) = ex cos y fxxx = 0 1
fxxy = 0 0
fxyy = −1 0
fyyy = 0 1
f (x, y) = −ex sin y fxxx = −1 0
fxxy = 0 −1
fxyy = 0 1
fyyy = 1 0
By Taylor’s theorem
1h i 1h 2
f (x, y) =f (a, b) + hfx (a, b) + kfy (a, b) + h fxx (a, b) + 2hkfxy (a, b)
1! 2!
i 1h 3
+ k 2 fyy (a, b) + h fxxx (a, b) + 3h2 kfxxy (a, b) + 3hk 2 fxyy (a, b)
i 3!
+ k 3 fyyy (a, b) + · · ·
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 118
π
Case(i): a = 0, b = 2
π
h = x − a = x, k =y−b= y− 2
π
f (x, y) =0 + (x)(0) + y − 2
(−1)
1
2
2 π π
+ (x )(0) + (2x) y − 2 (−1) + y − 2 (0)
2!
1
+ (x3 )(0) + (3x2 ) y − π2 (−1)+
3!
3
π π
(3x) y − 2
(0) + y − 2
(1)
h i h 3 i
= −y + π
2
+ 1
2!
− 2xy + 2x π2 + 1
3!
− 3x2 y + 3π 2
2
x + y− π
2
Case (ii): a = 0, b = 0
h=x−a=x−0=x k =y−b=y−0=y
1h i
f (x, y) =f (0, 0) + xfx (0, 0) + yfy (0, 0)
1!
1h 2 i
+ x fxx (0, 0) + 2xyfxy (0, 0) + y 2 fyy (0, 0)
2!
1h 3 i
+ x fxxx (0, 0) + 3x2 yfxxy (0, 0) + 3xy 2 fxyy (0, 0) + y 3 fyyy (0, 0) + · · ·
3!
x 1 1
= 1 + + (x2 − y 2 ) + (x3 − 3xy 2 ) + · · ·
1! 2! 3!
x
Example 4.5.2. Expand e log(1 + y) in powers of x and y up to terms of
third degree.
f (x, y) = ex log(1 + y)
Solution:
Function Value at (0,0)
f (x, y) = ex log(1 + y) f =0
fx = ex log(1 + y) fx = 0
fy = ex (1 + y)−1 fy = 1
fxx = ex log(1 + y) fxx = 0
fxy = ex (1 + y)−1 fxy = 1
fyy = −ex (1 + y)−2 fyy = −1
Third order derivatives:
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 119
Function Value at (0,0)
fxxx = ex log(1 + y) fxxx = 0
fxxy = ex (1 + y)−1 fxxy = 1
fxyy = −ex (1 + y)−2 fxyy = −1
fyyy = 2ex (1 + y)−3 fyyy = 2
By Taylor Series expansion:
f (x, y) =f (a, b) + [hfx (a, b) + kfy (a, b)]
1 h 2 i
+ h fxx (a, b) + 2hkfxy (a, b) + k 2 fyy (a, b)
2!
1 h 3 i
+ h fxxx (a, b) + 3h2 kfxxy (a, b) + 3hk 2 fxyy (a, b) + k 3 fyyy (a, b)
3!
where h = x − a = x − 0 = x, k = y − b = y − 0 = y.
x(0) + y(1) x2 (0) + 2xy(1) + y 2 (−1)
ex log(1 + y) =0 + +
1! 2!
x (0) + 3x y(1) + 3xy (−1) + y 3 (2)
3 2 2
+ + ···
3!
y 2xy − y 2 3x2 y − 3xy 2 + 2y 3
= + + + ···
1! 2! 3!
Example 4.5.3. Expand x2 y + 3y − 2 in powers of (x − 1) and (y + 2) up
to the third degree terms.
Solution:
Let f (x, y) = x2 y + 3y − 2. The expansion of f (x, y) in powers of (x − a) and
(y − b) is given by Taylor’s theorem:
1
∴ f (x, y) =f (a, b) + (x − a)fx (a, b) + (y − b)fy (a, b)
1!
1
2 2
+ (x − a) fxx (a, b) + 2(x − a)(y − b)fxy (a, b) + (y − b) fyy (a, b)
2!
1
+ (x − a)3 fxxx (a, b) + 3(x − a)2 (y − b)fxxy (a, b)
3!
+ 3(x − a)(y − b)2 fxyy (a, b) + (y − b)3 fyyy (a, b) + · · · (1)
Here, a = 1, b = −2, h = x − 1, k = y + 2.
Example 4.3.4 Taylor Series Expansion of f (x, y) = x2 y + 3y − 2 around
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 120
(1, −2).
Solution:
Given f (x, y) = x2 y + 3y − 2
f (1, −2) = 12 (−2) + 3(−2) − 2 = −2 − 6 − 2 = −10
Partial derivatives evaluated at (1, −2):
fx = 2xy ⇒ fx (1, −2) = −4
fy = x2 + 3 ⇒ fy (1, −2) = 4
fxx = 2y ⇒ fxx (1, −2) = −4
fxy = 2x ⇒ fxy (1, −2) = 2
fyy = 0 ⇒ fyy (1, −2) = 0
fxxx = 0 ⇒ fxxx (1, −2) = 0
fxxy = 2 ⇒ fxxy (1, −2) = 2
fxyy = 0 ⇒ fxyy (1, −2) = 0
fyyy = 0 ⇒ fyyy (1, −2) = 0
Let h = x − 1, k = y + 2. Then the Taylor expansion becomes:
1 2
f (x, y) = f (1, −2) + [hfx + kfy ] + [h fxx + 2hkfxy + k 2 fyy ]
2!
1 3
+ [h fxxx + 3h2 kfxxy + 3hk 2 fxyy + k 3 fyyy ]
3!
Substituting the values:
1h i
f (x, y) = −10 + [−4(x − 1) + 4(y + 2)] + −4(x − 1)2 + 4(x − 1)(y + 2) + 0
2
1h 2
i
+ 0 + 6(x − 1) (y + 2) + 0 + 0
6
= −10 − 4(x − 1) + 4(y + 2) − 2(x − 1)2 + 4(x − 1)(y + 2) + (x − 1)2 (y + 2)
4.5.1 Exercise
1. Use Taylor’s formula to expand the function f defined by f (x, y) =
x2 + xy + y 2 in powers of (x − 1) and (y − 2).
2. Find the Taylor’s series expansion of ex near the point (1, 1) upto the
first degree terms.
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 121
3. Find the terms of degree two or less in the Taylor expansion.
1
x+y
= a0 +b1 (x−1)+b2 (y−1)+c1 (x−1)2 +c2 (x−1)(y−1)+c3 (y−1)2 +· · ·
(a) by direct use of the two dimensional Taylor formula
(b) by any shorter method
4. Find the Taylor’s series expansion of x2 y 2 + 2x2 yh + 3y 2 in powers of
(x + 2) and (y − 1) upto third degree terms. + 3!1 24(x + 2)2 (y − 1) −
i
6(x + 2)(y − 1)2 + · · ·
5. Expand ex sin y by Taylor’s theorem in powers of x and y as far as the
terms of third degree.
4.6 Maxima and Minima for functions of two
variables
Definition 4.1. Maximum Value f (a, b) is said to be a maximum value of
f (x, y) if there exists some neighbourhood of the point (a, b) such that for
every point (a + h, b + k) of the neighbourhood,
f (a, b) > f (a + h, b + k).
Definition 4.2. Minimum Value f (a, b) is said to be a minimum value of
f (x, y) if there exists some neighbourhood of the point (a, b) such that for
every point (a + h, b + k) of the neighbourhood,
f (a, b) < f (a + h, b + k).
Necessary conditions for a maximum or a minimum
fx (a, b) = 0 and fy (a, b) = 0.
Notations:
∂f ∂f ∂ 2f ∂ 2f ∂ 2f
= fx , = fy , = fxx , = fxy , = fyy .
∂x ∂y ∂x2 ∂x∂y ∂y 2
Sufficient condition
If fx (a, b) = 0, fy (a, b) = 0 and fxx (a, b) = A, fxy (a, b) = B, fyy (a, b) = C,
then:
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 122
(i) f (a, b) is maximum value if AC − B 2 > 0 and A < 0 (or B < 0)
(ii) f (a, b) is minimum value if AC − B 2 > 0 and A > 0 (or B > 0)
(iii) f (a, b) is not an extremum (saddle) if AC − B 2 < 0
(iv) If AC − B 2 = 0, then the test is inconclusive.
Note: If AC − B 2 > 0, then A ̸= 0, C ̸= 0.
4.6.1 Stationary Value
Definition 4.3. A function f (x, y) is said to be stationary at (a, b) or f (a, b)
is said to be a stationary value of f (x, y) if fx (a, b) = 0and fy (a, b) = 0.
Note: Every extremum value is a stationary value but a stationary value
need not be an extremum value.
Example 4.6.1. Find the stationary values of the function
f (x, y) = x3 + 3x2 y + 3xy 2 + y 3 − 12x − 12y.
Solution:
∂f
= 3x2 + 6xy + 3y 2 − 12
fx =
∂x
∂f
fy = = 3y 2 + 6xy + 3x2 − 12
∂y
Equating to zero:fx = 0, fy = 0
3x2 − 3 = 0 ⇒ x2 − 1 = 0 ⇒ x = ±1
3y 2 − 12 = 0 ⇒ y 2 − 4 = 0 ⇒ y = ±2
The stationary points are (1, 2), (1, −2), (−1, 2), (−1, −2). Now, compute the
second-order partial derivatives:
fxx = 6x, fyy = 6y, fxy = 6x
At each stationary point:
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 123
Point A = fxx B = fxy C = fyy AC − B 2 Conclusion
(1, 2) 6 6 12 72 − 36 = 36 > 0 Min. point
(1, −2) 6 6 −12 −72 < 0 Saddle point
(−1, 2) −6 −6 12 −72 < 0 Saddle point
(−1, −2) −6 −6 −12 72 − 36 = 36 > 0 Max. point
Hence, the stationary points are:
(1, 2) minimum point, (−1, −2) maximum point, (1, −2), (−1, 2) saddle points.
Maximum value: f (−1, −2)
= (−1)3 + (−1)2 (3)(−2) + 3(−1)(−2)2 + (−2)3 − 12(−1) − 12(−2) + 20 = 38.
Minimum value: f (1, 2)
= (1)3 + 3(1)2 (2) + 3(1)(2)2 + (2)3 − 12(1) − 12(2) + 20 = 2.
Example 4.6.2. Find the extreme values of f (x, y) = x3 y 2 (1 − x − y).
Solution:
Given
f (x, y) = x3 y 2 (1 − x − y)
= x3 y 2 − x4 y 2 − x3 y 3
fx (x, y) = 3x2 y 2 − 4x3 y 2 − 3x2 y 3
fy (x, y) = 2x3 y − 2x4 y − 3x3 y 2
A = fxx (x, y) = 6xy 2 − 12x2 y 2 − 6xy 3
B = fxy (x, y) = 6x2 y − 8x3 y − 9x2 y 2
C = fyy (x, y) = 2x3 − 2x4 − 6x3 y
To find the stationary points: fx = 0, fy = 0
3x2 y 2 − 4x3 y 2 − 3x2 y 3 =0
h i
⇒ x2 y 2 3 − 4x − 3y =0
⇒ x = 0, y = 0, 4x + 3y = 3
2x3 y − 2x4 y − 3x3 y 2 =0
h i
⇒ x3 y 2 − 2x − 3y =0
⇒ x = 0, y = 0, 2x + 3y = 2
The stationary points are
1 1
(0, 0), ,
2 3
, (0, 1), 0, 32 , 3
4
,0 , (1, 0)
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 124
Let A =6x2 y − 12x2 y 2 − 6xy 3 ,
B =8x2 y 2 − 8xy 3 − 9x2 y 2 ,
C =2x3 − 2x4 − 6x3 y
1 1
(x, y) (0, 0) ,
2 3
(0, 1) 0, 23 3
4
,0 (1, 0)
1
A 0 −9 < 0 0 0 0 0
1
B 0 − 12 0 0 0 0
27
C 0 0 0 0 128
0
2 1
AC − B 0 144
>0 0 0 0 0
Nature Inconclus Max. point Inconclus Inconclus Inconclus Inconclus
1 1
Thus, ,
2 3
is a maximum point.
3 2
1 1 1 1
Maximum value f (x, y) = f ,
2 3
= 2 3
1 − 21 − 1
3
1
= − 432
Example 4.6.3. Examine x3 y 2 (12 − x − y) for extreme values.
Solution:
f (x, y) = x3 y 2 (12 − x − y)
Expanding,f (x, y) = 12x3 y 2 − x4 y 2 − x3 y 3
fx (x, y) = 36x2 y 2 − 4x3 y 2 − 3x2 y 3
fy (x, y) = 24x3 y − 2x4 y − 3x3 y 2
A = fxx (x, y) = 72xy 2 − 12x2 y 2 − 6xy 3
B = fxy (x, y) = 72x2 y − 8x3 y − 9x2 y 2
C = fyy (x, y) = 24x3 − 2x4 − 6x3 y
To find the stationary points
fx = 0 ⇒ 36x2 y 2 − 4x3 y 2 − 3x2 y 3 = 0
⇒ x2 y 2 (36 − 4x − 3y) = 0
⇒ x = 0, y = 0, 4x + 3y = 36 − − − −(1)
fy = 0 ⇒ 24x3 y − 2x4 y − 3x3 y 2 = 0
x3 y(24 − 2x − 3y) = 0
⇒ x = 0, y = 0, 2x + 3y = 24 − − − −(2)
From (1) and (2)
4x + 3y = 36 (1), 2x + 3y = 24 (2)
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 125
Subtracting:
2x = 12 ⇒ x=6
Substitute in (1):
24 + 3y = 36 ⇒ 3y = 12 ⇒ y=4
∴ The stationary points are (0, 0), (6, 4)
Second derivative test
At (0, 0)
A = 0, B = 0, C = 0, AC − B 2 = 0
⇒ Inconclusive
At (6, 4)
A = −2304 < 0, B = −1728 < 0, C = −2592 < 0
AC − B 2 = 2985984 > 0
∴ (6, 4) is a maximum point.
A = (72)(6)(16) − (12)(36)(16) − (6)(6)(64)
= 6912 − 6912 − 2304 = −2304
B = (72)(36)(4) − 8(216)(4) − 9(36)(16)
= 10368 − 6912 − 5184 = −1728
C = 24(216) − 2(1296) − 6(216)(4)
= 5184 − 2592 − 5184 = −2592
AC − B = (−2304)(−2592) − (−1728)2
2
= 5971968 − 2985984 = 2985984 > 0
Thus, (6, 4) is a maximum point.
Maximum value f (x, y) = f (6, 4) = (63 )(42 )(12 − 6 − 4)
= (216)(16)(2) = 6912
Example 4.6.4. Find the maxima and minima of u = x4 + y 4 − 2x2 + 4xy −
2y 2 . Solution:
Given u = x4 + y 4 − 2x2 + 4xy − 2y 2
First-order partial derivatives:
∂u ∂u
= 4x3 − 4x + 4y, = 4y 3 − 4y + 4x
∂x ∂y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 126
Second-order partial derivatives:
∂ 2u ∂ 2u ∂ 2u
A = uxx = 2
= 12x2 −4, B = uxy = = 4, C = uyy = 2
= 12y 2 −4
∂x ∂x∂y ∂y
From the first order conditions:
∂u
= 4x3 − 4x + 4y = 0 ⇒ x3 − x + y = 0 − − − (1)
∂x
∂u
= 4y 3 − 4y + 4x = 0 ⇒ y 3 − y + x = 0 − − − (2)
∂y
Adding (1) and (2): x3 + y 3 − x − y = 0
Subtracting (2) from (1):
x3 − y 3 − (x − y) = 0 ⇒ (x − y)(x2 + xy + y 2 − 1) = 0
Case 1: x = y
x3 − x + x = 0 ⇒ x3 = 0 ⇒ x = 0, y = 0
Case 2: x = −y x3√− x − x = 0 ⇒ x3 − 2x = 0 ⇒ x(x2 − 2) = 0
⇒ x = 0 or x = ± 2 √ √ √ √
Hence, the critical points are: (0, 0), ( 2, − 2), (− 2, 2)
Second derivative test
at (0, 0):
A = 12x2 − 4 = −4, C = 12y 2 − 4 = −4, B=4
AC − B 2 = (−4)(−4) − 42 = 16 − 16 = 0
⇒ Cannot be an extreme point.
√ √
at ( 2, − 2):
A = 24 − 4 = 20, C = 24 − 4 = 20, B = 4
AC − B 2 = (20)(20) − 16 = 400 − 16 = 384 > 0
⇒ Minimum point.
√ √
at (− 2, 2):
A = 20, C = 20, B = 4
AC − B 2 = 400 − 16 = 384 > 0
⇒ Minimum point.
√ √
Minimum Value ( 2, − 2):
√ √ √ √ √ √
u = ( 2)4 + (− 2)4 − 2( 2)2 + 4( 2)(− 2) − 2(− 2)2
= 4 + 4 − 4 − 8 − 4 = −8
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 127
√ √
at (− 2, 2):
√ √ √ √ √ √
u = (− 2)4 + ( 2)4 − 2(− 2)2 + 4( 2)( 2) − 2( 2)2
=4+4−4−8−4
= −8
√ √ √ √
∴ ( 2, − 2), (− 2, 2) are points of minimum value, and the minimum value is − 8.
Example 4.6.5. Find the maximum and minimum values of
f (x, y) = x3 + 3xy 2 − 15x2 − 15y 2 + 72x.
Solution:
Differentiating f partially w.r.t. x and y:
∂f
fx = = 3x2 + 3y 2 − 30x + 72
∂x
∂f
fy = = 6xy − 30y
∂y
The stationary (critical) points are given by fx = 0 and fy = 0. From
fy = 6xy − 30y = 0
6y(x − 5) = 0
Thus, either y = 0 or x = 5. Since fx = 3x2 + 3y 2 − 30x + 72 = 0,
For y = 0:
3x2 − 30x + 72 = 0
x = 6 or x = 4
For x = 5:
75 + 3y 2 − 150 + 72 = 0
y = ±1
Thus, the four stationary points are given by
(6, 0), (4, 0), (5, 1), (5, −1).
We have
fxx = A = 6x − 30, fxy = B = 6y, fyy = C = 6x − 30
h i
∴ AC − B 2 = (6x − 30)2 − 36y 2 = 36 (x − 5)2 − y 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 128
i) at the stationary point (6, 0):
A = 36 − 30 = 6 > 0, AC − B 2 = 36 > 0
so (6, 0) is a minimum point of the given function f and the minimum
value of f at (6, 0) is
f (6, 0) = 63 + 0 − 15 · 36 + 72 · 6 = 108
ii) at the stationary point (4, 0):
A = 24 − 30 = −6 < 0, AC − B 2 = 36 > 0
so a maximum occurs at (4, 0) and the maximum value of f is
f (4, 0) = 43 + 0 − 15 · 16 + 72 · 4 = 112
iii) at the stationary point (5, 1):
A = 0, AC − B 2 = −36 < 0
So (5, 1) is a saddle point (neither maximum nor minimum). iv) at the
stationary point (5, −1):
A = 0, AC − B 2 = −36 < 0
So (5, −1) is also a saddle point (neither maximum nor minimum).
4.7 Application of Lagrange’s method
The method of Lagrange multipliers is used to find the maximum or
minimum values of a function subject to one or more constraints.
General Method
Suppose we want to maximize or minimize
f (x, y, z, . . . )
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 129
subject to the constraint
g(x, y, z, . . . ) = 0
We form the Lagrangian function
L(x, y, z, . . . , λ) = f (x, y, z, . . . ) + λ g(x, y, z, . . . )
The necessary conditions are obtained by solving the system:
∂L ∂L ∂L ∂L
= 0, = 0, = 0, =0
∂x ∂y ∂z ∂λ
Applications
• In Economics: maximize profit or utility subject to budget con-
straints.
• In Engineering: minimize cost subject to strength/volume re-
strictions.
• In Physics: equilibrium states under conservation laws.
• In Geometry: find shortest/longest distances subject to given
conditions.
Example 4.7.1. Find the maximum and minimum of f (x, y) = x2 + y 2 and
subject to the constraint x + y = 1.
Solution:
Form the Lagrangian:
L(x, y, λ) = x2 + y 2 + λ(1 − x − y)
Conditions:
∂L
= 2x − λ = 0 ⇒ λ = 2x
∂x
∂L
= 2y − λ = 0 ⇒ λ = 2y
∂y
So, x = y
Constraint:
1
x+y =1 ⇒ x=y= 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 130
Thus, 2 2
1 1 1 1 1
f ,
2 2
= 2
+ 2
= 2
1
Hence, the function has a minimum value 2
at ( 21 , 12 ). No maximum value
exists since f (x, y) → ∞ as (x, y) grows.
Example 4.7.2. Find the minimum value of
x2 + y 2 + z 2
subject to the condition
1 1 1
+ + =1
x y z
Solution:
Let the auxiliary function F be
!
2 21 1 1 2
F (x, y, z, λ) = (x + y + z ) + λ + + −1
x y z
where λ is the Lagrange multiplier.
∂F 1 λ
Fx = = 2x + λ − 2 = 2x −
∂x x x2
!
∂F 1 λ
Fy = = 2y + λ − 2 = 2y −
∂y y y2
∂F 1 λ
Fz = = 2z + λ − 2 = 2z −
∂z z z2
For a minimum at (x, y, z), we must have
Fx = 0, Fy = 0, Fz = 0
Thus,
λ λ
2x − =0 ⇒ 2x3 = λ ⇒ x3 = (1)
x2 2
λ λ
2y − 2 = 0 ⇒ 2y 3 = λ ⇒ y3 = (2)
y 2
λ λ
2z − 2 = 0 ⇒ 2z 3 = λ ⇒ z3 = (3)
z 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 131
From (1), (2), and (3), we get
x=y=z
Given condition:
1 1 1
+ + =1
x y z
Since x = y = z, we have
3
=1 ⇒ x=3
x
Therefore,
y = 3, z=3
Finally, the minimum value is
x2 + y 2 + z 2 = 32 + 32 + 32 = 27
The minimum value is 27 at (3, 3, 3).
Example 4.7.3. Find the dimensions of the open at the top box to have the
least surface area, whose volume is 32 cu. units.
Solution:
Let x, y, z be the length, breadth, and height of the box.
Volume V = xyz = 32
Surface area S = xy + 2yz + 2zx
To minimize S subject to the constraint xyz = 32, we use the method of
Lagrange multipliers.
Define the function
F (x, y, z, λ) = (xy + 2yz + 2zx) + λ(xyz − 32)
Now,
∂F
Fx = = y + 2z + λyz
∂x
∂F
Fy = = x + 2z + λxz
∂y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 132
∂F
Fz = = 2x + 2y + λxy
∂z
Fλ = xyz − 32
Setting each equal to zero:
y + 2z + λyz = 0 (1)
x + 2z + λxz = 0 (2)
2x + 2y + λxy = 0 (3)
xyz = 32 (4)
From (1) and (2):
y + 2z x + 2z
= ⇒ x=y (5)
yz xz
From (2) and (3):
x + 2z 2x + 2y x
= ⇒ z= (6)
xz xy 2
From (4), (5), and (6):
x x3
x·x· = 32 ⇒ = 32 ⇒ x3 = 64 ⇒ x=4
2 2
Thus,
x
y = 4, z= =2
2
From (2) and (3):
x + 2z 2x + 2y x
= ⇒ z= (6)
xz xy 2
From (4), (5), and (6):
x x3
x·x· = 32 ⇒ = 32
2 2
x3 = 64 ⇒ x=4
Thus,
x
y = 4, z= =2
2
The dimensions of the box are:
x = 4, y = 4, z=2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 133
Example 4.7.4. A rectangular box open at the top is to have a given ca-
pacity K. Find the dimensions of the box requiring least material for its
construction.
Solution: Let x, y, z be the dimensions of the box. Surface area = xy +
2yz + 2zx is to be minimized, subject to
Volume = xyz = k
Let the auxiliary function F be
F (x, y, z, λ) = (xy + 2yz + 2zx) + λ(xyz − k)
where λ is Lagrange multiplier.
∂F
Fx = = y + 2z + λyz
∂x
∂F
Fy = = x + 2z + λxz
∂y
∂F
Fz = = 2x + 2y + λxy
∂z
When F is extremum,
Fx = 0 Fy = 0 Fz = 0
1 2
y + 2z + λyz = 0 ⇒ + = −λ . . . (1)
z y
1 2
x + 2z + λxz = 0 ⇒ + = −λ . . . (2)
z x
2 2
2x + 2y + λxy = 0 ⇒ + = −λ . . . (3)
y x
From (1) and (2), we get
1 2 1 2 2 2
+ = + ⇒ = ⇒ x=y . . . (4)
z y z x y x
From (2) and (3), we get
1 2 2 2 1 2
+ = + ⇒ = ⇒ y = 2z . . . (5)
z x y x z y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 134
From (4) & (5), we get
x = y = 2z
Volume = xyz = k ⇒ (2z)(2z)(z) = k
!1/3
3 3 k k
4z = k ⇒ z = ∴ z=
4 4
!1/3 !1/3 !1/3
k k k
x=2 , y=2 , z=
4 4 4
Value of minimum surface area:
!2/3 !2/3 !2/3
k k k
xy + 2yz + 2zx = 4 +4 +4
4 4 4
!2/3
k
= 12 = 3(2k)2/3
4
Example 4.7.5. The temperature u(x, y, z) at any point in space is
u = 400xyz 2 .
Find the highest temperature on the surface of the sphere
x2 + y 2 + z 2 = 1.
Solution:
Given:
u = f = 400xyz 2 (A)
ϕ = x2 + y 2 + z 2 − 1 = 0 (B)
Let the auxiliary function F be
F (x, y, z, λ) = (400xyz 2 ) + λ(x2 + y 2 + z 2 − 1).
Now,
∂F
Fx = = 400yz 2 + λ(2x),
∂x
∂F
Fy = = 400xz 2 + λ(2y),
∂y
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 135
∂F
Fz = = 800xyz + λ(2z).
∂z
For maximum or minimum:
Fx = 400yz 2 + 2λx,
Fy = 400xz 2 + 2λy,
Fz = 800xyz + 2λz.
For maximum or minimum, set these equal to 0:
400yz 2 + 2λx = 0,
400xz 2 + 2λy = 0,
800xyz + 2λz = 0.
From (1) and (2), we get
200yz 2 200xz 2
= ⇒ y 2 = x2 . (4)
x y
From (2) and (3), we get
200xz 2
= 400xy ⇒ z 2 = 2y 2 . (5)
y
Using (4) and (5), we get
x2 = y 2 = 12 z 2 . (6)
Substitute in the constraint:
x2 + y 2 + z 2 = 1,
1 2 1 2
z + z + z 2 = 1,
2 2
1 1
2z 2 = 1 ⇒ z2 = ⇒ z = ±√ .
2 2
From (6):
1 1
x2 = ⇒ x=± ,
4 2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 136
1 1
y2 = ⇒ y=± .
4 2
2
u = 400xyz .
Selecting x, y, z > 0:
1 1 1
u = 400 2 2 2
,
u = 50.
The Maximum temperature is 50.
Example 4.7.6. Find the maximum volume of the largest rectangular par-
allelepiped that can be inscribed in an ellipsoid
x2 y 2 z 2
+ 2 + 2 = 1.
a2 b c
Solution:
Let a vertex of such parallelepiped be (x, y, z), then all other vertices will be
(±x, ±y, ±z). Hence, the sides of the solid are 2x, 2y, 2z (lengths). Therefore,
the volume is
V = (2x)(2y)(2z) = 8xyz.
Let f = 8xyz. We have to maximise V subject to the condition
x2 y 2 z 2
ϕ(x, y, z) = + 2 + 2 − 1 = 0.
a2 b c
Let !
x2 y 2 z 2
F (x, y, z, λ) = f + λϕ = 8xyz + λ 2 + 2 + 2 − 1 .
a b c
Now,
∂F 2xλ ∂F 2yλ ∂F 2zλ
Fx = = 8yz + 2 , Fy = = 8xz + 2 , Fz = = 8xy + 2 .
∂x a ∂y b ∂z c
To find the stationary values, set
Fx = 0, Fy = 0, Fz = 0.
Fx = 0 Fy = 0 Fz = 0
2yλ
8yz + a2 = 0 8xz + b2 = 0 8xy + 2zλ
2xλ
c2
=0
−2xλ −2yλ −2zλ
8yz = a2 8xz = b2 8xy = c2
4yz x y 4xy
−λ
= a2 4xz
−λ
= b2 −λ
= cz2
x2 y2 z2
⇒ x2 = 4yz
−λ a2
⇒ y2 = 4xz
−λ b2
⇒ z2 = 4xy
−λ c2
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 137
x 4xyz x2 y 4xyz y 2 z 4xyz z 2
= , = , = . (1)
2 −λ a2 2 −λ b2 2 −λ c2
From (1), (2), and (3), we get
x2 y2 z2
= = (4)
a2 b2 c2
Given:
x2 y 2 z 2
+ 2 + 2 =1
a2 b c
By (4),
3x2 a2 a
=1 ⇒ x2 = ⇒ x= √ .
a2 3 3
Similarly,
b c
y=√ , z=√ .
3 3
Hence, the extremum point is
!
a b c
√ , √ , √ .
3 3 3
This will not give minimum V , because when x = 0, V = 0 and the solid
degenerates into a rectangular sheet. Hence, this gives only maximum value.
abc
∴ Vmax = 8 · √ .
3 3
Example 4.7.7. Find the maximum and minimum value of x2 + y 2 + z 2
subject to condition x + y + z = 3a.
Solution
Here, we try to find the conditional minimum of x2 + y 2 + z 2 subject to the
condition
x + y + z = 3a (1)
Using (1), we first express the given function as a function of x and y. From
(1),
z = 3a − x − y.
Using this in the given function, we get
f (x, y) = x2 + y 2 + (3a − x − y)2 .
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 138
Now,
fx = 2x − 2(3a − x − y),
fy = 2y − 2(3a − x − y),
fxx = 4, fxy = 2, fyy = 4.
The possible extreme points are given by fx = 0 and fy = 0:
fx = 0 fy = 0
2x − 2(3a − x − y) = 0 2y − 2(3a − x − y) = 0
x = 3a − x − y y = 3a − x − y
2x + y = 3a 2y + x = 3a
From (2) and (3), we get the only extreme point as (a, a).
at the point (a, a), since AC − B 2 > 0 and A > 0, f (x, y) is minimum at
(a, a) and the minimum value of f (x, y) is 3a2 . Alternatively, let the auxiliary
function F be
F (x, y, z) = (x2 + y 2 + z 2 ) + λ(x + y + z − 3a). (1)
We have,
∂F ∂F ∂F
Fx = = 2x + λ, Fy = = 2y + λ, Fz = = 2z + λ.
∂x ∂y ∂z
To find the stationary values:
Fx = 0 Fy = 0 Fz = 0
2x + λ = 0 2y + λ = 0 2z + λ = 0
−λ −λ −λ
x= (1) y = (2) z = (3)
2 2 2
From (1), (2) and (3), we get
x=y=z (4)
Given:
x + y + z = 3a
x + x + x = 3a (by (4))
3x = 3a ⇒ x = a.
Hence,
(a, a, a) is the point where minimum value occurs.
Therefore, the minimum value is
a2 + a2 + a2 = 3a2 .
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 139
4.8 Applications of Lagrange’s Method of Un-
determined Multipliers
In real-world optimization problems, we often need to maximize or minimize
a function subject to certain constraints. For example, a company may want
to maximize profit given limited resources, or an engineer may want to design
a system with minimum cost under safety restrictions.
The Lagrange’s method of undetermined multipliers provides a
systematic way to solve such constrained optimization problems by intro-
ducing an auxiliary variable, called the Lagrange multiplier, which helps in
transforming the constrained problem into an unconstrained one.
Key Applications of Lagrange Multipliers
- Economics: Maximizing profit or utility subject to budget con-
straints.
- Engineering Design: Minimizing material cost while satisfying
strength limits.
- Physics: Deriving equilibrium conditions in mechanical systems.
- Computer Science: Optimization in machine learning with
constraints.
4.8.1 Illustrative Example
Suppose we want to maximize f (x, y) = xy subject to the constraint x2 +
y 2 = 1 (points lying on the unit circle).
Step 1: Define the Lagrangian
L(x, y, λ) = xy + λ(1 − x2 − y 2 ).
Step 2: Take partial derivatives and set them equal to zero:
∂L ∂L ∂L
= y − 2λx = 0, = x − 2λy = 0, = 1 − x2 − y 2 = 0.
∂x ∂y ∂λ
Step 3: Solve the system to get candidate points: (± √12 , ± √12 ).
Step 4: Substituting into f (x, y), the maximum value is f = 21 and the
minimum is f = − 12 .
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 140
4.8.2 Case Study
This example shows how Lagrange multipliers allow us to handle optimization
problems with equality constraints easily, which is widely used in economics,
engineering, and science.
Bridge Construction Problem
Background: A city plans to build a
suspension bridge across a river in
Chennai. The engineer, Mr. Arjun,
must design the supporting cables to
minimize steel cost while meeting a
safety tensile-strength requirement.
Design model: Let x denote the ca-
ble thickness (cm) and y the cable length
(m). The cost function is
C(x, y) = 5x + 8y,
subject to the safety constraint
x2 + y 2 = 100.
Story: Pressed for time before a funding meeting, Mr. Arjun consults
Dr. Meera, a mathematician, who applies the Lagrange multiplier method.
Within hours she computes the optimal (x, y) that minimizes cost without
violating safety regulations — saving the city money and keeping the design
safe.
Takeaway: This problem shows how constrained optimization (Lagrange
multipliers) provides practical engineering trade-offs between design variables
like thickness and length.
Mathematical Investigation: Problem restatement.
Minimize the cost
C(x, y) = 5x + 8y
subject to the safety constraint
g(x, y) = x2 + y 2 − 100 = 0,
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 141
where x (thickness) and y (length) are positive.
Lagrangian. Introduce the multiplier λ and form
L(x, y, λ) = 5x + 8y + λ(x2 + y 2 − 100).
First-order conditions. Set partial derivatives to zero:
∂L 5
= 5 + 2λx = 0 ⇒ x=− ,
∂x 2λ
∂L 8 4
= 8 + 2λy = 0 ⇒ y=− =− ,
∂y 2λ λ
∂L
= x2 + y 2 − 100 = 0.
∂λ
Solve for λ. Substitute x and y into the constraint:
2 2
5 4 25 16
− + − = 100 ⇒ 2
+ 2 = 100.
2λ λ 4λ λ
Combine terms:
25 + 64 89 89
= = 100 ⇒ λ2 = .
4λ2 4λ2 400
Hence √
89
λ=±
.
20
5 4
Corresponding (x, y). Using x = − and y = − we get two algebraic
2λ λ
solutions:
(x, y) ≈ (−5.300, −8.480) and (x, y) ≈ (5.300, 8.480).
Physical admissibility. Thickness and length must be positive, so
x ≈ 5.300 (cm), y ≈ 8.480 (m).
Cost at the admissible solution.
C(5.29999, 8.47998) ≈ 5(5.29999) + 8(8.47998) ≈ 94.34.
CHAPTER 4. FUNCTIONS OF SEVERAL VARIABLES 142
Final Findings The minimum feasible cost under the given safety con-
straint occurs when the cable thickness and length are approximately 5.30
and 8.48 (in the chosen units), yielding a cost of about 94.34 units.
Key Insight
Lagrange multipliers convert a constrained optimization problem into
solving a simple system of equations. For design problems (like this
bridge cable), the method yields the precise trade-off between design
variables that minimizes cost while satisfying safety. The case study
involves an engineer designing a bridge cable, using the method to find
the cheapest design that still meets safety requirements. The technique
provides a precise way to balance design variables and make optimal
decisions.
Chapter 5
INTEGRAL CALCULUS
5.1 Introduction
Integral Calculus is the study of finding a function based on the infor-
mation about its rate of change. Definite integral is very useful in calculating
areas bounded by curves, arc length, volumes, velocity, length, moment of
inertia, work, etc.
d
Z
f (x) dx = f (x)
dx
R
The integral symbol “ ” was introduced by Leibnitz.
5.2 Indefinite Integral (Anti-derivative)
An indefinite integral is a function whose derivative equals a given
function. It represents a family of functions that differ only by a constant.
Z
f (x) dx = F (x) + C
F (x): an anti-derivative of f (x) C: the constant of integration
5.2.1 Reversing Differentiation
Indefinite integration is the reverse of differentiation. If
d Z
[F (x)] = f (x), then f (x) dx = F (x) + C
dx
143
CHAPTER 5. INTEGRAL CALCULUS 144
5.2.2 Family of Functions
Since the derivative of a constant is zero, the result of indefinite integration
is not unique but a family of functions. 2x dx = x2 + C
R
5.2.3 Geometrical Interpretation
Geometrically, indefinite integrals represent a family of curves that are verti-
cal shifts of one another. All such curves have the same slope at any given
x.
5.3 Indefinite Integral Formulas
5.3.1 Formulas
Function Indefinite Integral Function Indefinite Integral
xn+1 √ 1 sin−1 x + C
R n
+ C (n ̸= −1)
R
x dx n+1 1−x2
dx
tan−1 x + C
R 1 1
ln |x| + C
R
x
dx 1+x2
dx
√ 1 sinh−1 x + C
R x
ex + C
R
e dx x2 +1
dx
ax
ax dx + C (a > 0, a ̸= 1) − cos x + C
R R
ln a
sin x dx
− ln | cos x| + C
R R
cos x dx sin x + C tan x dx
ln | sin x| + C ln | sec x + tan x| + C
R R
cot x dx sec x dx
− ln | csc x + cot x| + C sec2 x dx
R R
csc x dx tan x + C
csc2 x dx − cot x + C
R R
sec x tan x dx sec x + C
− csc x + C
R
csc x cot x dx
5.4 Indefinite Integration Problems
1. I = x2 dx
R
x2+1 x3
Solution: I = 2+1
= 3
+ C.
2. I = x14 dx
R
x−4+1 x−3
Solution: I = x−4 dx = = − 13 x−3 + C.
R
−4+1
= −3
CHAPTER 5. INTEGRAL CALCULUS 145
3. I = (x2 + 1)(x + 3) dx
R
Solution: Z
I = (x3 + 3x2 + x + 3) dx
x4 3x3 x2
I= + + + 3x + C
4 3 2
x4 x2
I= + x3 + + 3x + C
4 2
tan2 x dx
R
4.
Z Z Z
= (sec2 x − 1) dx = sec2 x dx − dx
= tan x − x + C.
R 1
5. dx
1+sin x
Solution: Multiply numerator and denominator by (1 − sin x):
Z
1 − sin x Z
1 − sin x
= dx = dx
(1 + sin x)(1 − sin x) 1 − sin2 x
1 − sin x Z
1 sin x
Z
= dx = − dx
cos2 x cos2 x cos2 x
Z Z
sin x
= sec2 x dx − dx
Z cos2 x
= tan x − tan x sec x dx
= tan x − sec x + C
5.5 Definite Integral
Definition 5.1. A definite integral represents the area under a curve be-
tween two specified limits on the x-axis. It is calculated by finding the an-
tiderivative of a function and evaluating it at the upper and lower limits of
integration, then subtracting the results.
In essence, it is a way to find the signed area of the region bounded by
the curve, the x-axis, and the vertical lines at the limits.
Z b
f (x) dx = F (b) − F (a)
a
where F (x) is an antiderivative of f (x).
CHAPTER 5. INTEGRAL CALCULUS 146
5.5.1 Limits of Integration
Definite integrals have a lower limit (a) and an upper limit (b), defining the
interval on the x-axis where the area is calculated.
5.5.2 Function
The definite integral operates on a function f (x), which represents the curve
whose area is being measured.
5.5.3 Symbolic Representation
The definite integral is written as
Z b
f (x) dx
a
where:
R
• : Integral symbol (indicating the operation)
• a, b: Limits of integration
• f (x): Function to integrate
• dx: Variable of integration
5.5.4 Signed Area
The definite integral can yield a positive or negative value:
• Positive if the curve lies above the x-axis
• Negative if the curve lies below the x-axis
5.5.5 Connection to Area
The definite integral represents the net area between the curve and the
x-axis over the given interval.
CHAPTER 5. INTEGRAL CALCULUS 147
5.6 Properties of Definite Integrals
[Link]. Property of Definite Integral
Rb Rb
1 a f (x) dx = a f (t) dt
Rb Ra
2 a f (x) dx = − b f (x) dx
Rc Rb Rb
3 a f (x) dx + c f (x) dx = a f (x) dx (a < c < b)
Ra Ra
4 0 f (x) dx = 0 f (a − x) dx
R 2a Ra
5 0 f (x) dx = 2 0 f (x) dx if f (2a − x) = f (x)
R 2a
6 0 f (x) dx = 0 if f (2a − x) = −f (x)
5.7 Problems
Example 5.7.1.
Z 1
(4 + 3x2 ) dx
0
Solution:
Z 1 Z 1
= 4 dx + 3x2 dx
0 0
3 1
h i h i
= [4x]10 + x = [4(1) − 4(0)] + (1)3 − (0)3 = 4 + 1 = 5
0
Example 5.7.2.
Z 4
(x2 + 2x − 5) dx
1
Solution:
" #4
x3
= + x2 − 5x
3 1
! !
43 13
= + 42 − 5(4) − + 12 − 5(1)
3 3
64 1
= + 16 − 20 − +1−5
3 3
64 1 63
= − = = 21
3 3 3
CHAPTER 5. INTEGRAL CALCULUS 148
Example 5.7.3.
Z 10 Z 8 Z 10
f (x) dx = 17 and f (x) dx = 12, then find f (x) dx
0 0 8
Solution: Z 10 Z 8 Z 10
f (x) dx = f (x) dx + f (x) dx
0 0 8
Z 10
17 = 12 + f (x) dx
8
Z 10
f (x) dx = 17 − 12 = 5
8
Example 5.7.4. Evaluate
Z π/2
sin x Z π/2
1
dx or dx.
0 sin x + cos x 0 1 + cot x
Solution: Let
Z π/2
sin x
I= dx − − − (1)
0 sin x + cos x
Using the property
Z a Z a
f (x) dx = f (a − x) dx,
0 0
we get
π
Z π/2 sin 2
−x
I=
π
π
dx.
0 sin 2
− x + cos 2
−x
Note that
π
sin − θ = cos θ,
2
π
cos − θ = sin θ.
2
Z π/2
cos x
I= dx − − − − − (2)
0 cos x + sin x
CHAPTER 5. INTEGRAL CALCULUS 149
Adding (1) and (2):
Z π/2
sin x Z π/2
cos x
I +I = dx + dx
0 sin x + cos x 0 sin x + cos x
Z π/2
sin x + cos x
2I = dx
0 sin x + cos x
Z π/2
π
2I = 1 dx = [x]π/2
0 = −0
0 2
π π
2I = =⇒ I =
2 4
R π/2
Example 5.7.5. Evaluate: 0 log(tan x) dx
Solution: Let
Z π/2
I= log(tan x) dx − − − − − (1)
0
Using the property
Z a Z a
f (x) dx = f (a − x) dx,
0 0
we have Z π/2
π
I= log tan −x dx
0 2
Z π/2
I= log(cot x) dx − − − − − (2)
0
Adding (1) and (2):
Z π/2
2I = [log(tan x) + log(cot x)] dx log a + log b = log(ab)
0
Z π/2
= log(tan x · cot x) dx
0
Z π/2
= log 1 dx log 1 = 0
0
Z π/2
2I = 0 dx = 0
0
I=0
CHAPTER 5. INTEGRAL CALCULUS 150
5.7.1 Problems based on Substitution Rule
Example 5.7.6. Evaluate (ax + b)n dx
R
Solution:
Put u = ax + b, du = a dx =⇒ du
a
= dx
Z
du 1Z n 1 un+1 1 (ax + b)n+1
∴I= un = u du = = +c
a a an+1 a n+1
1 R
Example 5.7.7. Evaluate ax+b dx
Solution:
Put u = ax + b, du = a dx =⇒ du
a
= dx
Z
1 du 1Z 1 1 1
∴I= = du = log u = log(ax + b) + c
u a a u a a
Example 5.7.8. Evaluate x(4 + x2 )10 dx
R
Solution:
Put u = 4 + x2 , du = 2x dx =⇒ du
2
= x dx
Z
10 du 1 Z 10 1 u11 u11
∴I= u = u du = = +c
2 2 2 11 22
(4 + x2 )11
= +c
22
R log x
Example 5.7.9. Evaluate x
dx
Solution:
Put u = log x, du = x1 dx
Z
u2 (log x)2
∴I= u du = +c= +c
2 2
R sec2 (log x)
Example 5.7.10. Evaluate x
dx
Solution:
Put u = log x, du = x1 dx
Z
∴I= sec2 u du = tan u + c = tan(log x) + c
CHAPTER 5. INTEGRAL CALCULUS 151
3
Example 5.7.11. Evaluate ex x2 dx
R
Solution:
3 3 3
u = ex , du = ex · 3x2 dx =⇒ du
3
= ex · x2 dx
Z
du 1Z 1 1 3
∴I= = du = u + c = ex + c
3 3 3 3
Example 5.7.12. Evaluate ecos x sin x dx
R
Solution:
u = ecos x , du = ecos x · (− sin x) dx = −ecos x sin x dx
Z Z
∴I= (−du) = − du = −u + c = −ecos x + c
Example 5.7.13. Evaluate cos3 θ sin θ dθ
R
Solution:
Put u = cos θ, du = − sin θ dθ
Z Z
u4 cos4 θ
∴I= u3 (−du) = − u3 du = − +c=− +c
4 4
cos x R
Example 5.7.14. Evaluate sin 2 x dx
Solution:
Put u = sin x, du = cos x dx
Z
du Z −2 u−2+1 u−1 1 1
I= = u du = + c = + c = − + c = − +c
u2 −2 + 1 −1 u sin x
sec x R 2
Example 5.7.15. Evaluate 5+4 tan x
dx
Solution:
Put u = 5 + 4 tan x, du = 0 + 4 sec2 x dx
du
= sec2 x dx
4
Z
1 du 1Z 1 1 1
I= = du = log u = log(5 + 4 tan x)
u 4 4 u 4 4
R sin(log x)
Example 5.7.16. Evaluate x
dx
Solution:
Put u = log x, du = x1 dx
Z
I= sin(u) du = − cos u + c = − cos(log x) + c
CHAPTER 5. INTEGRAL CALCULUS 152
R π/2
Example 5.7.17. Evaluate 0 cos x sin(sin x) dx
Solution:
Put u = sin x, du = cos x dx When x → 0 ⇒ u → 0 When x → π/2 ⇒
u→1
Z 1
∴I= sin u du = [− cos u]10 = (− cos 1) − (− cos 0) = − cos 1 + 1
0
Example 5.7.18. Evaluate (1 + sin x)4 cos x dx
R
Solution:
Put u = 1 + sin x, du = cos x dx
Z
u5 (1 + sin x)5
∴I= u4 du = +c= +c
5 5
5.8 Integration by Parts
Integration by parts is a technique used to evaluate integrals of products of
functions. It’s essentially the reverse process of the product rule in differen-
tiation. The formula is:
Z Z
u dv = uv − v du.
Choosing the right functions for u and dv can simplify the integration
process.
Integration by parts comes from the product rule of differentiation:
d dv du
(uv) = u + v
dx dx dx
Rearranging and integrating both sides gives:
Z Z
u dv = uv − v du
The key is to choose u and dv wisely:
• Usually, you pick u as a function that becomes simpler when differen-
tiated.
• Pick dv as the part that is easy to integrate.
CHAPTER 5. INTEGRAL CALCULUS 153
Example 5.8.1. Z
xex dx,
you’d choose:
u =x ⇒ du = dx,
dv =ex dx ⇒ v = ex .
Then apply the formula:
Z Z
xex dx = xex − ex dx = xex − ex + C.
Formula Z Z
u dv = uv − v du
Example 5.8.2. Z
x sin x dx
Solution: Let u = x, dv = sin x dx
Z
du =dx, v= sin x dx = − cos x
Z Z
u dv = uv − v du
Z
du = dx, v= sin x dx = − cos x
Z
= x(− cos x) − (− cos x) dx
Z
= −x cos x + cos x dx
= −x cos x + sin x + c
Example 5.8.3. Z
tet dt
Solution: Let u = t, dv = et dt
Z
du = dt, v= et dt = et
Z Z
u dv = uv − v du
Z
= tet − et dt
= tet − et
CHAPTER 5. INTEGRAL CALCULUS 154
5.9 Double Integration
Problems based on double integration in Cartesian Co-
ordinates
Example 5.9.1. Evaluate
Z 1Z 2
x(x + y) dy dx
0 0
Solution:
Z 1 Z 2 Z 1 Z 2
x(x + y) dy dx = x2 + xy dy dx
0 0 0 0
Z 1" #y=2
2xy 2
= x y+ dx
0 2 y=0
Z 1h i
= (2x2 + 2x) − (0 + 0) dx
0
Z 1 Z 1
3x
= 2x2 + 2x dx = x2 + dx
0 0 2
2 2
" #
3
x 3x
= +
3 4 0
1 3 13
= + − (0 + 0) =
3 4 12
Example 5.9.2. Evaluate
Z 1Z 1
(x2 + y 2 ) dx dy
0 0
Solution:
Z 1" 3 #x=1
Z 1Z 1
x Z 1
1
2 2 2
(x + y ) dx dy = +y x dy = + y 2 dy
0 0 0 3 x=0 0 3
" #1
y y3 1 1 2
= + = + − (0 + 0) =
3 3 0
3 3 3
Example 5.9.3. Evaluate
Z bZ 1
xy(x − y) dx dy
a 0
CHAPTER 5. INTEGRAL CALCULUS 155
Solution:
Z bZ 1 Z b Z 1 Z b Z 1
2 2
xy(x − y) dx dy = y x(x − y) dx dy = y (x y − xy ) dx dy
a 0 a 0 a 0
" #1 !
3
Z b
x x2 Z b
y y2
= y y − y2 dy = y − dy
a 3 2 0 a 3 2
!
Z b 2 3
y y
= − dy
a 3 2
" #b ! !
b3 b4 b3 b 4 a3 a4
= − = − − −
9 8 a
9 8 9 8
2 3 b
b3 y 2 b y
= −
6 3 a
!
3 2 2 3
ba ba
= − − (0 − 0)
6 3
2 2
ab
= (b − a)
6
Example 5.9.4. Evaluate
Z 3Z 2
ex+y dy dx
0 0
Solution: Let
Z 3Z 2
I= ex+y dy dx
0 0
Z 3 Z 2 Z 3 Z 2
x+y x y
= e dy dx = e e dy dx
0 0 0 0
= [ex ]30 [ey ]20 = (e3 − 1)(e2 − 1)
Example 5.9.5. Evaluate
Z 1Z 2
xy 2 dy dx
0 0
CHAPTER 5. INTEGRAL CALCULUS 156
Solution:
Z 1 Z 2 Z 1 Z 2
xy 2 dy dx = x y 2 dy dx
0 0 0 0
3 2
" #
Z 1
y Z 1
8 8Z 1
= x dx = x dx = x dx
0 3 0 0 3 3 0
" #1
8 x2 8 1 4
= = × =
3 2 0
3 2 3
Example 5.9.6. Evaluate
Z 1Z 2
xy 2 dy dx
0 0
Solution:
Z 1 Z 2 Z 1 Z 2
2 2
xy dy dx = x y dy dx
0 0 0 0
3 2
" #
Z 1
y Z 1
8
= x dx = x dx
0 3 0 0 3
" #1
8Z 1 8 x2 8 1 4
= x dx = = × =
3 0 3 2 0
3 2 3
5.10 Area Enclosed by Plane Curves : Carte-
sian Co-ordinates
Problems Based on Area Enclosed by Plane Curves [Carte-
sian Co-ordinates]
Example 5.10.1. Evaluate
ZZ
xy dx dy,
R
where R is the domain bounded by x = 2a, x-axis and the curve x2 = 4ay.
[Anna, May 1996]
Solution:
x2
X-axis: y = 0, x = 2a, x2 = 4ay ⇒ y=
4a
CHAPTER 5. INTEGRAL CALCULUS 157
x y
0 0
2a a
Here, y limits vary from 0 to a.
√
For a given y, x varies from 2 ay to 2a.
Hence, the required area is
Z a Z 2a
√ xy dx dy
0 2 ay
Evaluate inner integral:
Z a" #2a
x2
y dy
0 2 √
x=2 ay
!
Z a
4a2 y 4ay 2
= − dy
0 2 2
Z a
= 2a2 y − 2ay 2 dy
"0 #a !
2a2 y 2 2ay 3 2a4
= − = a4 − − (0 − 0)
2 3 0 3
1
= a4 square units.
3
Diagram:
x2 = 4ay
x = 2a
y=a
Q
P
x
O (2a, 0)
CHAPTER 5. INTEGRAL CALCULUS 158
Example 5.10.2. Using double integral, find the area bounded by y = x
and y = x2 .
Solution: Given: y = x (1)
x 0 1 2 −1 −2
y = x 0 1 2 −1 −2
Given: y = x2 (2)
x 0 1 2 −1 −2
y = x2 0 1 4 1 4
Therefore, the point of intersection of (1) and (2) is (0, 0) and (1, 1).
Divide the area into vertical strips of width δx.
Diagram:
y
y = x2
y=x
(1, 1)
P
Q
x
O(0, 0)
The limits are:
x varies from 0 to 1 (Vertical path)
y varies from y = x2 to y = x (Vertical strip PQ)
Therefore, the required area is
Z 1Z x Z 1 Z 1
dy dx = [y]y=x
y=x2 dx = (x − x2 ) dx
0 x2 0 0
CHAPTER 5. INTEGRAL CALCULUS 159
" #1
x2 x3 1 1
= − = − − (0 − 0)
2 3 0
2 3
3−2 1
= = square unit.
6 6
5.11 Area Enclosed by Plane Curves: Polar
Co-ordinates
Example 5.11.1. Find, using a double integral, the area of the cardioid
r = a(1 + cos θ).
Solution:
The curve is symmetrical about the initial line. Draw any line OP through
the pole cutting the curve at P .
Along this line, θ is constant and r varies from 0 to a(1 + cos θ). Then θ
varies from 0 to π in the upper half. Hence, the required area is
Z π Z a(1+cos θ)
=2 r dr dθ
0 0
Z π " 2 #a(1+cos θ)
r
=2 dθ
0 2 0
Z πh i
= a2 (1 + cos θ)2 dθ
0
Z π
= a2 1 + cos2 θ + 2 cos θ dθ
0
!
2
Z π
1 + cos 2θ
=a 1+ + 2 cos θ dθ
0 2
2 Z π
a
= 3 + cos 2θ + 4 cos θ dθ
2 "0 #π
a2 sin 2θ
= 3θ + + 4 sin θ
2 2 0
2
a
= (3π + 0 + 0 − (0 + 0 + 0))
2
3
= a2 π square units.
2
CHAPTER 5. INTEGRAL CALCULUS 160
Diagram:
y
π
θ= 2
θ=0
θ=π x
O
5.12 Triple Integrals
Triple integration in Cartesian co-ordinates: A triple integral of a
function defined over a region R is denoted by
ZZZ ZZZ ZZZ
f (x, y, z) dx dy dz or f (x, y, z) dv or f (x, y, z) d(x, y, z).
R R R
RRR
Note: dx dy dz represents the volume of the region R.
R
5.13 Problems Based on Triple Integrals
Example 5.13.1. Evaluate
Z aZ bZ c
xyz dz dy dx
0 0 0
CHAPTER 5. INTEGRAL CALCULUS 161
Solution: Let Z aZ bZ c
I= xyz dz dy dx
0 0 0
Z a "Z b # Z
c
= x dx y dy z dz
0 0 0
" #" #" #
x2 a y2 b z2 c
=
2 0 2 0 2 0
! ! !
2 2
a b c2 (abc)2
= =
2 2 2 8
Example 5.13.2. Evaluate
Z aZ bZ c
ex+y+z dz dy dx
0 0 0
Solution: Let
Z aZ bZ c
I= ex+y+z dz dy dx
0 0 0
Z a "Z b # Z
c
x y
= e dx e dy ez dz
0 0 0
" #
a b c
= ex ey ez
0 0 0
= (e − e )(e − e )(ec − e0 )
a 0 b 0
= (ea − 1)(eb − 1)(ec − 1)
5.13.1 Volumes of solids of revolution:
Let the elementary area δx δy at the point P (x, y) of a plane area.
The area revolves about x-axis, we get a ring of volume
h i
V = π (y + δy)2 − y 2 δx
= 2πy δx δy
nearly to the first powers of δy. Hence,
ZZ
V = 2πy dx dy
R
CHAPTER 5. INTEGRAL CALCULUS 162
Note (1): In polar co-ordinates
ZZ ZZ
V = 2πr sin θ r dθ dr = 2πr2 sin θ dθ dr
R R
Note (2): When the area revolves about y-axis
ZZ
V = 2πx dx dy
R
δyR
y P δx
x x
O
Example 5.13.3. Find the volume of the sphere x2 + y 2 + z 2 = a2 without
transformation.
Solution:
V = 8 × Volume in an octant
q
z varies from z = 0 to z = a2 − x 2 − y 2
√
y varies from y = 0 to y = a2 − x2
x varies from x = 0 to x = a
CHAPTER 5. INTEGRAL CALCULUS 163
Z a Z √a2 −x2 Z
√
a2 −x2 −y 2
V =8 dz dy dx
0 0 0
Z aZ √
a2 −x2
√
a2 −x2 −y 2
=8 [z]0 dy dx
0 0
Z a Z √a2 −x2 q
=8 a2 − x2 − y2 dy dx
0 0
Z a" 2 ! #√a2 −x2
a − x2 y yq 2
=8 sin−1 √ 2 + a − x2 − y 2 dx
0 2 a − x2 2 0
" #
Z a
a2 − x 2 π
=8 · dx
0 2 2
" #a
Z a
2 2 x3 2
= 2π (a − x ) dx = 2π a x −
0 3 0
" ! #
3
a 2 4
3
= 2π a − − (0 − 0) = 2π a3 = πa3 cubic units.
3 3 3
Example 5.13.4. Find the volume bounded by the cylinder x2 + y 2 = 4 and
the planes y + z = 4 and z = 0.
Solution: Let ZZZ
V = dz dy dx
V
Here,
z varies from 0 to z = 4 − y
x varies from − 2 to 2
√ √
y varies from − 4 − x2 to 4 − x2
CHAPTER 5. INTEGRAL CALCULUS 164
Z 2 Z √4−x2 Z 4−y
V = √ dz dy dx
−2 − 4−x2 0
√
Z 2 Z 4−x2
= √ [z]4−y
0 dy dx
−2 − 4−x2
√
Z 2 Z 4−x2
= √ (4 − y) dy dx
−2 − 4−x2
Z 2 " #√4−x2
y2
= 4y − dx
−2 2 −√4−x2
Z 2 " √ 2
!
√ 2
!#
4 − x 4 − x
= 4 4 − x2 − − −4 4 − x2 − dx
−2 2 2
Z 2 h √ √ i
= 4 4 − x2 − 12 (4 − x2 ) + 4 4 − x2 + 12 (4 − x2 ) dx
−2
Z 2 √
= 8 4 − x2 dx
−2
Z 2 √
=8 4 − x2 dx
−2
Z 2 √
= 16 4 − x2 dx
0
x√
2
4 −1 x
= 16 sin + 4 − x2
2 2 2 0
2π
= 16 + 0 − (0 + 0) = 16π cubic units
2
Example 5.13.5. Find the volume of the tetrahedron bounded by the planes
x y z
x = 0, y = 0, z = 0, + + =1
a b c
Solution: Let ZZZ
V = dz dy dx (1)
V
Limits of x: 0 ≤ x ≤ a
Limits of y: 0 ≤ y ≤ b 1 − xa
CHAPTER 5. INTEGRAL CALCULUS 165
x y
Limits of z: 0 ≤ z ≤ c 1 − a
− b
Z a Z b(1− x ) Z c(1− x − y )
a a b
⇒V = dz dy dx
0 0 0
Z a Z b(1− x ) c(1− x − y )
a a b
= z dy dx
0 0 0
Z a Z b(1− x )
x y
a
= −c 1−dy dx
0 0 a b
b(1− x )
Z a a
x 1
2
=c 1− y− y dx
0 a 2b
0
Z a " 2 #
x x 1 x
=c 1− b 1− − b2 1 − dx
0 a a 2b a
Z a " 2 2 #
x x
= bc 1− − 21 1 − dx
0 a a
bc Z a x 2
= 1− dx
2 0 a
3 a
x
bc 1 − a
=
2 − a1 · 3
0
abc
3 a
=− 1 − xa
6 0
abc abc
=− [0 − 1] = cubic units
6 6
5.14 Applications of Integrals
Integrals are widely used in various fields:
• Geometry: To compute areas of plane regions and volumes of
solid objects.
• Physics: To calculate displacement from velocity, work done by
a force, center of mass, and moment of inertia.
• Engineering: To determine flow rates, stresses, and other design
calculations.
CHAPTER 5. INTEGRAL CALCULUS 166
• Economics & Biology: To analyze growth models, population
studies, and cost functions.
In this chapter, we focus on the geometrical applications of integrals,
particularly:
• Finding the area of a region bounded by curves.
• Finding the volume of solids using single and multiple integrals.
Through practical case studies and real-life applications, we illustrate how
integrals serve as powerful tools to solve engineering and scientific problems.
5.14.1 Case Study
Area of Park
The Coimbatore City Corporation is
designing a triangular-shaped public
park. The boundaries are given by the
lines:
y = 0, x = 2, y=x
Engineers need to calculate the exact
area of this triangular region to es-
timate the quantity of grass turf re-
quired.
Mathematical Formulation: The region R is bounded by y = 0, y =
x, x = 2. ZZ
Area(R) = 1 dA
R
Step 1 – Limits: For 0 ≤ x ≤ 2, the vertical strip has 0 ≤ y ≤ x.
Step 2 – Integral Setup:
Z 2Z x
Area = 1 dy dx
0 0
CHAPTER 5. INTEGRAL CALCULUS 167
Step 3 – Solve:
Z 2 h i2
x2 4
= x dx = 2 0
= 2
=2
0
Final Answer:
Area = 2 sq. units
Bridge Construction Problem
A community water reservoir is de-
signed in the shape of a paraboloid
given by the equation z = 4 − x2 − y 2 ,
where the base lies on the xy-plane
(z ≥ 0). Calculate the total volume of
water the reservoir can hold by setting
up and evaluating a triple integral.
Mathematical Formulation: The volume V of a three-dimensional
solid region E can be found using the triple integral:
ZZZ
V = dV
E
Given the circular symmetry of the paraboloid, converting to cylindrical co-
ordinates (r, θ, z) will simplify the calculation.
Step 1: Convert to Cylindrical Coordinates
The equation of the paraboloid z = 4 − x2 − y 2 becomes z = 4 − r2 . The
differential volume element dV in cylindrical coordinates is dV = r dz dr dθ.
Step 2: Determine the Limits of Integration
We need to find the bounds for z, r, and θ that define the solid region of the
reservoir.
• Limits for z (height): The reservoir’s floor is at z = 0 and its roof is
the paraboloid surface z = 4 − r2 . Therefore, the limits for z are from
0 to 4 − r2 .
CHAPTER 5. INTEGRAL CALCULUS 168
• Limits for r (radius): The projection of the reservoir onto the xy-
plane is a circle. We find its radius by setting z = 0 in the equation,
which gives x2 + y 2 = 4, or r2 = 4. Thus, the radius r extends from
the center to the edge, with limits from 0 to 2.
• Limits for θ (angle): Since the base is a full circle, the angle θ sweeps
from 0 to 2π.
Step 3: Set Up the Triple Integral
With the limits established, the volume integral is:
Z 2π Z 2 Z 4−r2
V = r dz dr dθ
0 0 0
Step 4: Evaluate the Integral
We solve the integral from the inside out.
First, integrate with respect to z:
Z 4−r2
2
r dz = r[z]4−r
0 = r(4 − r2 ) = 4r − r3
0
Next, integrate the result with respect to r:
" #2 !
Z 2
3 r42 (2)4
2
(4r − r ) dr = 2r − = 2(2) − − (0) = (8 − 4) = 4
0 4 0
4
Finally, integrate the result with respect to θ:
Z 2π
4 dθ = [4θ]2π
0 = 4(2π) − 0 = 8π
0
Final Result The volume of the water reservoir is 8π cubic units.
Key Insight
The case studies demonstrate this multiple integrals by calculating the
area of a park for landscaping and the volume of a water reservoir
for capacity planning. Mastering integration is shown to be an essen-
tial skill for solving engineering problems involving physical space and
design.
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