Advanced Engineering Mathematics

TA - Nitu
Lecture 37
 
0 −1
Example 8. Let A = . Find the eigenvalues and eigenvectors of A.
1 0
0 − λ −1
Solution. Let λ ∈ F. Then, the characteristic equation is: det(A − λI) = 0 =⇒ =⇒
1 0−λ
λ2 + 1 = 0 =⇒ λ = ±ι.
Case 1. Let λ = ι and X = (x1 , x2 ) ∈ R2 . Then
AX = λX
    
0 −1 x1 x1
=⇒ =ι·
1 0 x2 x2
   
−x2 ιx1
=⇒ =
x1 ιx2
   
−ιx1 − x2 0
=⇒ =
x1 − ιx2 0
For eigenvalue
  λ = ι, we get x1 = ιc, where x2 = c ∈ R. Then, the required eigenvector is
ι
X= c ; c ∈ F.
1
Case 2. Let λ = −ι and X = (x1 , x2 ) ∈ R2 . Then
EL
AX = λX
PT

    
0 −1 x1 x1
=⇒ = −ι ·
1 0 x2 x2
N

   
−x2 ιx1
=⇒ =−
x1 ιx2
   
ιx1 − x2 0
=⇒ =
x1 + ιx2 0

 λ = −ι, we get x1 = −ιc, where x2 = c ∈ R. Then, the required eigenvector is

For eigenvalue

−ι
X= c ; c ∈ F.
1

1 Diagonalisation of a Matrix
Similar Matrices. Let us consider all n × n matrices over the field F. An n × n matrix A is said
to be similar to an n × n matrix B, if there exists a non-singular matrix P of order n × n such that
B = P −1 AP . We say that A and B are similar matrices.
B = P −1 AP
=⇒ P B = P P −1 AP = (P P −1 )AP = IAP = AP
=⇒ P BP −1 = AP P −1 = A
=⇒ A = Q−1 BQ, where Q = P −1 .

1
Let A = (aij )n×n be a square matrix. Then, A is said to be Diagonalisable, if A is similar to an
n × n diagonal matrix.
 
1 −3 3
Example 1. Diagonalise the matrix A =  3 −5 3 
6 −6 4
Solution. Step 1. Let λ ∈ F be the eigenvalue. Then

det(A − λI) = 0
1−λ −3 3
=⇒ 3 −5 − λ 3 =0
6 −6 4−λ
=⇒ λ = −2, 4, −2.

Step 2. Let X = (x1 , x2 , x3 ) ∈ R3 be the eigenvector.

AX = λX
    
1 −3 3 x1 x1
=⇒  3 −5 3   x2  = −2  x2 
6 −6 4 x3 x3
   
x1 − 3x2 + 3x3 x1
=⇒  3x1 − 5x2 + 3x3  = −2  x2 
EL
6x1 − 6x2 + 4x3 x3
   
3x1 − 3x2 + 3x3 0
PT

=⇒  3x1 − 3x2 + 3x3 = 0  .

 
6x1 − 6x2 + 6x3 0
N

Which gives us x1 − x2 + x3 = 0. So, x2 = c, x3 = d, x1 = c − d, where c, d ∈ F. The required

solution:
 X = (c− d, 
c, d). 
The eigenvector
 corresponding
 to λ = −2 is (1, 1, 0) and (−1, 0, 1), i.e.,
 c−d 1 −1 
 c  = c  1  + d  0  ; c, d ∈ F .
d 0 1
 
Step 3. For λ = 4, follow the same process and find the eigenvector. it will be continued in the
next lecture.

2
 Advanced Engineering Mathematics
TA - Nitu
Lecture 38
   
1 0 1 2
Example 2. A = and B = are similar matrices.
0 1 0 1
Proposition 1. Let A = (aij )n×n with eigenvalues d1 , d2 , . . . , dn ∈ F, which are not necessarily
distinct. Let D = diag(d1 , d2 , . . . , dn ). Then, for any matrix P , AP = P D holds if and only if the
ith column vector of P be an eigenvalue of A corresponding to di .
 
1 −3 3
Example 1. (continued...) Diagonalise the matrix A =  3 −5 3 .
6 −6 4
Solution. Step 3. For λ = 4, let X = (x1 , x2 , x3 ) ∈ R3 be the eigenvector.

AX = λX
    
1 −3 3 x1 x1
=⇒  3 −5 3   x2  = 4  x2 
6 −6 4 x3 x3
   
x1 − 3x2 + 3x3 x1
=⇒  3x1 − 5x2 + 3x3  = 4  x2 
6x1 − 6x2 + 4x3 x3
EL
   
−3x1 − 3x2 + 3x3 0
=⇒  3x1 − 9x2 + 3x3  =  0  .
PT

6x1 − 6x2 + 0x3 0

N

From here we get x1 = x2 , x1 + x2 = x3 and x1 + x3 = 3x2 . If x1 = c = x2 , where  c ∈ F, then

1
x3 = 2c. Therefore, the required eigenvector corresponding to the eigenvalue 4 is c 1 , c ∈ F.

2
 
1 −1 1
Step 4. The required matrix P =  1 0 1 . Now we need to check whether det(P ) is 0 or
0 1 2
not, i.e., whether the matrix P is non-singular or not. It is easy to find out that the determinant
comes out to be a non-zero value.    
λ1 0 0 −2 0 0
Next, we check D = P −1 AP holds or not, where P =  0 λ2 0  =  0 −2 0 . We use
0 0 λ3 0 0 4
the Proposition 1 and check DP = AP
 
1 1 −2
Example 3. Diagonalise A =  −1 2 1 .
0 1 −1

1
Solution. Step 1. Let λ ∈ F be the eigenvalue. Then

det(A − λI) = 0
1−λ 1 −2
=⇒ −1 2 − λ 1 =0
0 1 −1 − λ
=⇒ λ = −1, 1, 2.
     
3 1 1
Step 2. The eigenvectors corresponding to λ = 1, 2, −1 are c1  2 , c1  3 , c1  0 , respec-
1 1 1
 
3 1 1
tively, where c1 , c2 , c3 ∈ F. Hence, the required matrix P =  2 3 0 . Finally, we consider
1 1 1
    
1 1 −2 3 1 1 3 2 −1
AP =  −1 2 1   2 3 0 = 2 6 0 
0 1 −1 1 1 1 1 2 −1
  
3 1 1 1 0 0
=  2 3 0  0 2 0 
1 1 1 0 0 −1
EL
= P D, where D = diag(1, 2, −1).
PT
N

2
 Advanced Engineering Mathematics
TA - Nitu
Lecture 39

1 Orthogonal Matrix
Let A = (aij )n×n be a square matrix. Then, A is said to be an Orthogonal Matrix, if AAT = In .
Proposition 1. If A is orthogonal, then A is non-singular.
We can see AAT = In =⇒ |A||AT | = 1 =⇒ |A|2 = 1. Hence, det(A) ̸= 0.
Proposition 2. If A is orthogonal, then A−1 = AT .
Proposition 3. If A is orthogonal, then A−1 is also orthogonal.

2 Complex Matrix
A matrix A, whose elements are taken from x ∈ C, is called a complex matrix. This means that A
can be expressed as P + ιQ, where P and Q are real matrices. Then, A = P + ιQ, Ā = P − ιQ.
Some properties of the complex matrices are given below.

(i) Ā¯.

(ii) A and B are two complex matrices, then AB = ĀB̄.

EL
(iii) For a complex matrix, (Ā)T = (AT ). The transpose of Ā is denoted by A◦ , (Ā)T = A◦ .
PT

3 Hermitian and Skew-Hermitian Matrices

N

A complex matrix is said to be Hermitian Matrix if A = A◦ , A◦ = (Ā)T . A complex matrix is said

to be a Skew-Hermitian Matrix if A = −A◦ , A◦ = −(Ā)T .
 
1 2 3ι
Example 1. Check the matrix A =  2 0 4  is Hermitian or Skew-Hermitian.
−3ι 4 2
   
1 2 −3ι 1 2 3ι
Solution. We get Ā =  2 0 4  and then (Ā)T =  2 0 4  = A. Thus, A is a
3ι 4 2 −3ι 4 2
Hermitian matrix.  
0 2 ι
Example 2. Check the matrix A =  −2 0 1 + ι  is Hermitian or Skew-Hermitian.
ι −1 + ι 0
   
0 2 −ι 0 −2 −ι
Solution. We get Ā =  −2 0 1 − ι  and then (Ā)T =  2 0 −1 − ι  = −A.
−ι −1 − ι 0 −ι 1 − ι 0
Thus, A is a Skew-Hermitian matrix.

1
4 Unitary Matrix
A matrix A is said to be a Unitary Matrix if AĀT = I.
 
1 1 1 √
Example 1. Let A = √13  1 ω ω 2 , where ω = −1±2 3ι and the relations 1 + ω + ω 2 = 0,
1 ω2 ω
ω 3 = 1 hold. Check whether A is Unitary matrix or not.

Theorem 1. If H = P + ιQ be a Hermitian matrix, then

(i) the diagonal elements of H are all real numbers.

(ii) P is a real Symmetric matrix and Q is a real Skew-Symmetric matrix.

Theorem 2. If S = M + ιN be a Skew-Hermitian matrix, then

(i) the diagonal elements of S are either 0 or imaginary numbers.

(ii) M is a real Skew-Symmetric matrix and N is a real Symmetric matrix.

EL
PT
N

2
 Advanced Engineering Mathematics
TA - Nitu
Lecture 40

1 Equivalent Matrices and Elementary Matrices

An n × n matrix B is said to be equivalent to an n × n matrix A over the same field F if B can be
obtained from A by a finite number of elementary rows and columns operations.
Definition. For a given m × n matrix A, a row-reduced echelon matrix B can be obtained by
applying on A a finite number of elementary row operation on A. On B, we can apply column
operations to reduce it into a column reduced echelon matrix, say C. This C has the following
properties:
(a) No zero row is followed by a non-zero row.
(b) No zero column is followed by a non-zero column.
(c) The leading 1 in each non-zero row is the only non-zero element.
(d) The leading 1 in each non-zero column is the only non-zero element.
(e) The leading 1 in the kth row is the leading 1 in the kth column.
 
Ir Or,n−r
Thus, C has the form C = , where I is the identity matrix of order r, Ooq
EL
Om−r,r Om−r,n−r
is the zero matrix of order p × q. Then, C is called the Fully-Reduced-Normal-Form.
PT

 
0 0 1 2 1
 1 3 1 0 3 
Example 1. Obtain the fully reduced normal form of the matrix A give by A =   2 6 4 2 8 .

N

3 9 4 2 10
Solution. Let us first apply the elementary row operations.
     
0 0 1 2 1 1 3 1 0 3 1 3 1 0 3
 1 3 1 0 3  R1 ↔R2  0 0 1 2 1  R4 −3R1  0 0 1 2 1 
 2 6 4 2 8  −−−−−→  2 6 4 2 8  −
A=    −−−−→  
R3 −2R1  0 0 2 2 2 
3 9 4 2 10 3 9 4 2 10 0 0 1 2 1
     
1 3 0 −2 2 1 3 0 −2 2 1 3 0 0 2
R3 −2R2  0 0 1 2 1  − 21 R3  0 0 1 2 1  R2 −2R3  0 0 1 0 1 
−−−−− −−−−−→   −−−−→ 
 0 0 0 1 0 −
 −−−−→  
R1 −R2 , R4−R2  0 0 0 −2 0  R1 +2R3  0 0 0 1 0 
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
= B → row equivalent to A
   
1 0 0 0 0 1 0 0 0 0
c5 −2c1  0 0 1
 0 0  c23  0 1 0 0
 0 
−− −−→ −−→ 
c2 −3c1  0 0 0 1 0  c34  0 0 1 0 0 
0 0 0 0 0 0 0 0 0 0
 
I3 O3,2
=C= → fully reduced normal form.
O1,3 O1,2

1
  
2 0 1
Example 2. Show that the matrix A =  3 3 0  is non-singular and express it as the
6 2 −3
product of elementary matrices.
Solution. We start the process and apply operation as follows:
1
0 12
     
2 0 1 1
R
1 0 2 1
2 1  R2 −3R1
A= 3 3 0
  −−−→ 3 3 0  −−−−−→ 0  3 − 32 
R3 −6R1
6 2 −3 6 2 −3 0 2 0
1 1
     
1
R
1 0 2 1 0 2 R2 + 12 R3
1 0 0
3 2  1  R3 −2R2  1 
−−−→ 0 1 − 2 −−−−−→ 0 1 − 2 −−−−−→ 0 1  0  = I3 .
R1 − 12 R3
0 2 0 0 0 1 0 0 1

Clearly, A is row-equivalent to I3 . Since, |I3 | =

̸ 0, this implies A is non-singular. In short,
      
1 1 1 1
I3 = R2 + R3 R1 − R3 (R3 − 2R2 ) R2 (R2 − 3R1 ) (R3 − 6R1 ) R1 A
2 2 3 2
        
1 1 1 1
= E23 E13 − E32 (−2) E2 E21 (−3) E31 (−6) E1 A
2 2 3 2
      
1 1 1 1
= R2 + R3 R1 − R3 (R3 − 2R2 ) R2 (R2 − 3R1 ) (R3 − 6R1 ) R1 A
2 2 3 2
EL
        −1
1 1 1 1
PT

A = E23 E13 − E32 (−2) E2 E21 (−3) E31 (−6) E1 I3

2 2 3 2
  −1   −1   −1   −1
1 1 1 1
N

−1 −1 −1
= E1 {E31 (−6)} {E21 (−3)} E2 {E32 (−2)} E13 − E23 I
2 3 2 2
    
1 1
= E1 (2) E31 (6) E21 (3) E2 (3) E32 (2) E13 E23 − I.
2 2

Definition. An n × n matrix obtained by applying a single elementary row operations on In is

said to be an Elementary Matrix of order n. There are three types of elementary matrices.

1. The elementary matrix obtained by applying Rij on In is denoted by Eij .

2. The elementary matrix obtained by applying cRij on In is denoted by Ei (c).

3. The elementary matrix obtained by applying Ri + cRj on In is denoted by Eij (c).

     
1 0 0 1 0 0 1 0 c
E23 =  0 0 1 , E2 (c) =  0 c 0 , E13 (c) =  0 1 0 
0 1 0 0 0 1 0 0 1