QMS 112: ENGINEERING MATHEMATICS I
For all BSc. IEM 1 Students
Lecturer: Lydia, Lwegelela
Mzumbe University
Mobile: +255679595630/+255742987389
Email: llydia@[Link]
Office : Block B-204
TOPIC 1: LINEAR ALGEBRA
OUTLINE
• Definition of a Matrix
• Operations of Matrices
• Inverse of a Matrix
• Rank
• Homogeneous system of linear equations
• Symmetric, Skew – symmetric and Orthogonal matrices.
• Eigen values and Eigen vectors, Diagonalization of matrices,
• Cayley – Hamilton Theorem.
INTRODUCTION
•
MATRIX REPRESENTATION
•
EXAMPLES OF MATRICES
3x3 matrix 2x4 matrix
1 2 4 1 1 3 − 3
4 − 1 5 0 0 3 2
3 3 3
1x2 matrix
1 − 1
TYPES OF MATRICES
1. Column matrix:
The number of rows may be any integer but the
number of columns is always 1.
Examples:
1 a11
4 1 a21
− 3
2 am1
TYPES OF MATRICES
2. Row matrix or vector
The number of columns may be any integer but
only one row.
Examples: 1. 0 3 5 2
2. a11 a12 a13 a1n
TYPES OF MATRICES
1 1
3
7 1 1 1 0 0
7 − 7 2
0 3 3 0
7 6
TYPES OF MATRICES
1 1 1
1 1 9 9 0
3
0
6 6 1
TYPES OF MATRICES
TYPES OF MATRICES
3 0 0 0
1 0 0 0
0 2 0 3 0 0
0 0 5 0
0 0 1
0 0 0 9
TYPES OF MATRICES
1 0 0 0
0 0
1 0 1 0
0 0 0 1 0
1
0 0 0
1
TYPES OF MATRICES
0 0 0 0
0 0 0 0
0 0 0 0
TYPES OF MATRICES
8. Triangular matrix: Is a square matrix
whose elements above or below the main
diagonal are all zero.
Examples:
1 0 0 1 0 0 1 8 9
2 1 0 2 1 0 0 1 6
5 2 3 5 2 3 0 0 3
TYPES OF MATRICES
8a. Upper triangular matrix
A square matrix whose elements below
the main diagonal are all zero. i.e. aij = 0
for all i > j.
Examples:
aij aij aij 1 8 7
0 1 8
0 aij aij
0 0 aij 0 0 3
TYPES OF MATRICES
8b. Lower triangular matrix
A square matrix whose elements above the main
diagonal are all zero. i.e, aij = 0 for all i < j.
Examples:
aij 0 0 1 0 0
2 1 0
aij aij 0
aij aij aij 5 2 3
TYPES OF MATRICES
aij 0 0 1 0 0
0 1 0
0 aij 0
0 0 aij 0 0 1
OPERATIONS OF MATRICES
OPERATIONS OF MATRICES
Equality of matrices:
Two matrices are said to be equal only when all
corresponding elements are equal.
Therefore their size or dimensions are equal as well.
Examples: 1 0 0 1 0 0
A = 2 1 0 2 1
0
B=
5 2 3
5 2 3
Then, A = B
OPERATIONS OF MATRICES
OPERATIONS OF MATRICES
•
OPERATIONS OF MATRICES
•
OPERATIONS OF MATRICES
Examples:
7 3 − 1 1 5 6 8 8 5
2 − 5 6 + − 4 − 2 3 = − 2 − 7 9
6 4 2 1 2 0 5 2 2
3 − =
2 7 1 0 8 2 2 − 1
OPERATIONS OF MATRICES
SCALAR MULTIPLICATION OF MATRICES
OPERATIONS OF MATRICES
Example.
3 − 1
2 1
If k=4 and A=
2 − 3
4 1
3 − 1 3 − 1 12 −4
2 1 2 1 8 4
Then, 4 = 4 =
2 − 3 2 − 3 8 − 12
4 1 4 1 16 4
OPERATIONS OF MATRICES
MULTIPLICATION OF MATRICES
• The product of two matrices is another matrix
• Two matrices A and B must be conformable for
multiplication to be possible, i.e. the number of columns of
A must be equal the number of rows of B
• Example. A x B = C
(1x3) (3x1) (1x1)
OPERATIONS OF MATRICES
MULTIPLICATION OF MATRICES
B x A = Not possible!
(2x1) (4x2)
A x B = Not possible!
(6x2) (6x3)
OPERATIONS OF MATRICES
MULTIPLICATION OF MATRICES
b11 b12
a11 a12 a13 c11 c12
a b22 =
c22
b21
21 a22 a23
c21
b31 b32
( a11 b11 ) + ( a12 b21 ) + ( a13 b31 ) = c11
( a11 b12 ) + ( a12 b22 ) + ( a13 b32 ) = c12
( a21 b11 ) + ( a22 b21 ) + ( a23 b31 ) = c21
( a21 b12 ) + ( a22 b22 ) + ( a23 b32 ) = c22
OPERATIONS OF MATRICES
MULTIPLICATION OF MATRICES
Example:
4 8
1 2 3 (1 4) + (2 6) + (3 5) (1 8) + (2 2) + (3 3)
4 2 7 6 2 = (4 4) + (2 6) + (7 5) (4 8) + (2 2) + (7 3)
5 3
31 21
=
63 57
OPERATIONS OF MATRICES
MULTIPLICATION OF MATRICES
Remember also:
IA = A
Example: 1 0 31 21 31 21
0 1 63 57 = 63 57
PROPERTIES OF MATRICES
•
PROPERTIES OF MATRICES
•
PROPERTIES OF MATRICES
• AB≠BA in general. However,
-If two square matrices A and B such that
AB=BA, then A and B are said to commute.
- If A and B such that AB=-BA, then A and B are
said to be anti-commute.
TRANSPOSE OF A MATRIX
If :
2 4 7
A= A =
3
2x3 2
5 3 1
2 5
A =2 A
T 3T
=
4 3
For all i and j
7 1
TRANSPOSE OF A MATIX
Properties of transposed matrices:
1. (A+B)T = AT + BT
2. (AB)T = BT AT
3. (kA)T = kAT
4. (AT)T = A
DETERMINANT OF A MATRIX
Each square matrix A has a unit scalar value called the
determinant of A, denoted by det A or |A|
1 2
If A=
6 5
1 2
then A =
6 5
DETERMINANT OF A MATRIX
• If A = [A] is a single element (1x1), then the
determinant is defined as the value of the element
Then |A| =det A = a11
DETERMINANT OF A MATRIX
MINORS
If A is an n x n matrix and one row and one column are
deleted, the resulting matrix is an (n-1) x (n-1)
submatrix of A.
The determinant of such a submatrix is called a minor
of A and is denoted by mij , where i and j correspond to
the deleted row and column, respectively.
DETERMINANT OF A MATRIX
a11 a12 a13
Example A = a21 a22 a23
.
a31 a32 a33
• Each element in A has a minor
• Delete first row and column from A .
• The determinant of the remaining 2 x 2 submatrix is
the minor of a11
a22 a23
m11 =
a32 a33
DETERMINANT OF A MATRIX
Therefore the minor of a12 is:
a21 a23
m12 =
a31 a33
And the minor for a13 is:
a21 a22
m13 =
a31 a32
DETERMINANT OF A MATRIX
COFACTORS
The cofactor Cij of an element aij is defined as:
Cij = (−1)i + j mij
When the sum of a row number i and column j is even,
cij = mij and when i+j is odd, cij =-mij
c11 (i = 1, j = 1) = ( −1)1+1 m11 = + m11
c12 (i = 1, j = 2) = ( −1)1+ 2 m12 = − m12
c13 (i = 1, j = 3) = ( −1)1+ 3 m13 = + m13
DETERMINANT OF A MATRIX
The determinant of an n x n matrix A can now be defined
as
A = det A = a11c11 + a12 c12 + + a1n c1n
The determinant of A is therefore the sum of the products
of the elements of the first row of A and their
corresponding cofactors.
(It is possible to define |A| in terms of any other row or
column but for simplicity, the first row only is used)
DETERMINANT OF A MATRIX
Determinant of 2 x 2 matrix :
a11 a12
A=
a21 a22
Has cofactors : c11 = m11 = a22 = a22
And:
c12 = −m12 = − a21 = −a21
And the determinant of A is:
A = a11c11 + a12 c12 = a11a22 − a12 a21
DETERMINANT OF A MATRIX
Example 1:
3 1
A=
1 2
A = (3)(2) − (1)(1) = 5
DETERMINANT OF A MATRIX
Determinant of a 3 x 3 matrix:
a11 a12 a13
A = a21 a22 a23
a31 a32 a33
DETERMINANT OF A MATRIX
Determinant of a 3 x 3 matrix:
The cofactors of the first row are:
a22 a23
c11 = = a22 a33 − a23 a32
a32 a33
a21 a23
c12 =− = −( a21 a33 − a23 a31 )
a31 a33
a21 a22
c13 = = a21 a32 − a22 a31
a31 a32
DETERMINANT OF A MATRIX
The determinant of a matrix A is:
A = a11c11 + a12 c12 = a11a22 − a12 a21
Which by substituting for the cofactors in this case is:
A = a11 (a22 a33 − a23 a32 ) − a12 (a21a33 − a23 a31 ) + a13 (a21a32 − a22 a31 )
DETERMINANT OF A MATRIX
Example 2: 1 0 1
A = 0 2 3
− 1 0 1
A = a11 (a22 a33 − a23 a32 ) − a12 (a21a33 − a23 a31 ) + a13 (a21a32 − a22 a31 )
A = (1)(2 − 0) − (0)(0 + 3) + (1)(0 + 2) = 4
ADJOINT MATRICES
A cofactor matrix C of a matrix A is the square matrix of the
same order as A in which each element aij is replaced by its
cofactor cij .
Example:
1 2
A=
4
If
− 3
4 3
The cofactor C of A is C =
− 2 1
ADJOINT MATRICES
Definition: The adjoint matrix of A, denoted by adj A,
is the transpose of its cofactor matrix
adjA = C T
It can be shown that:
A(adj A) = (adjA) A = |A| I
ADJOINT MATRICES
Example:
1 2
A=
− 3 4
A = (1)(4) − ( 2)(−3) = 10
4 − 2
adjA = C T
=
3 1
ADJOINT MATRICES
1 2 4 − 2 10 0
A(adjA) = 3 = = 10 I
− 3 4 1 0 10
4 − 2 1 2 10 0
(adjA) A = = = 10 I
3 1 − 3 4 0 10
INVERTIBLE(NONSINGULAR)
MATRICES
• Definition. If A is a square matrix, i.e., A has
dimensions n×n. Matrix A is nonsingular
or invertible if there exists a matrix B
such that AB=BA=In
• For example.
2 1 2 1 1 1
− + − +
1 1 3 3 3 3 3 3 1 0
= =
− 1 2 1 1 2 2 1 2 0 1
− + +
3 3 3 3 3 3
INVERTIBLE(NONSINGULAR)
MATRICES
•
ELEMENTARY ROW OPERATIONS
• Elementary row operations means adding
multiples on one equation (row) to another
(row)
• In Gaussian elimination, elementary row
operations are used to eliminate variables, one
at a time in order to reduce the matrix or
system of equations to upper triangular form so
that they may be solved by back substitution
ELEMENTARY ROW OPERATIONS
• The matrix obtained is in the form:
a1,1 a1, 2 a1,3 a1, 4
0 a2 , 2 a2 , 3 a2, 4
0 0 a3,3 a3, 4
ROW ECHELON-FORMS
Definition: A matrix is in row-echelon
form if:
• Any row consisting of all zeros is at the
bottom of the matrix.
• The first nonzero entry of a row, called the
leading entry of that row, is ahead of the first
nonzero entry of the next row.
ROW ECHELON FORMS
Example:
a1,1 a1, 2 a1,3 a1, 4
0 a2 , 2 a2 , 3 a2, 4
0 0 a3,3
a3, 4
Note: Sometimes we call row echelon forms just
as echelon forms and row echelon matrices as
echelon matrices without mentioning the word
“row.”
REDUCED ECHELON FORM MATRIX
•
REDUCED ECHELON FORM MATRIX
• A matrix in reduced row echelon form is
called a reduced row echelon matrix.
INVERSE OF A MATRIX
INVERSE OF A MATRIX
Definition: The inverse of a square matrix, A, if it
exists, is the unique matrix A-1 where:
AA-1 = A-1 A = I
If A has an inverse, then A is called a nonsingular
matrix. If A has no inverse, then A is called a
singular matrix.
Determination of inverse of a matrix using
determinant method
Since AA-1 = A-1 A = I
and
A(adj A) = (adjA) A = |A| I
then
−1 adjA
A =
A
Determination of inverse of a matrix
using determinant method
•
adjA
A−1 =
A
Determination of inverse of a matrix
using determinant method
1 2
Example A= − 3 4
−11 4 − 2 0.4 − 0.2
A = =
10 3 1 0.3 0.1
To check AA-1 = A-1 A = I
Determination of inverse of a matrix
using determinant method
To check
AA- = A-1 A = I
−1 1 2 0.4 − 0.2 1 0
AA = = =I
− 3 4 0.3 0.1 0 1
−1 0.4 − 0.2 1 2 1 0
A A= = =I
0.3 0.1 − 3 4 0 1
Determination of inverse of a matrix
using determinant method
Inverse of a 3 x 3 matrix:
Example 2:
3 −1 1
A=
2 1 0
1 2 − 1
The determinant of A is
|A| = (3)(-1-0)-(-1)(-2-0)+(1)(4-1) = -2
Determination of inverse of a matrix
using determinant method
The elements of the cofactor matrix are
c11 = +(−1), c12 = −(−2), c13 = +(3),
c21 = −(−1), c22 = +(−4), c23 = −(7),
c31 = +(−1), c32 = −(−2), c33 = +(5),
The cofactor matrix is therefore
− 1 2 3
C = 1 − 4 − 7
− 1 2 5
Determination of inverse of a matrix
using determinant method
so
− 1 1 − 1
adjA = C T = 2 − 4 2
3 − 7 5
and
− 1 1 − 1 0.5 − 0.5 0.5
−1 adjA 1 = − 1.0 2.0 − 1.0
A = = 2 − 4 2
A −2
3 − 7 5 − 1.5 3.5 − 2.5
Determination of inverse of a matrix
using determinant method
• The result can be checked using
AA-1 = A-1 A = I
• The determinant of a matrix must not be zero for the inverse to
exist as there will not be a solution
• Nonsingular matrices have non-zero determinants
• Singular matrices have zero determinants
Determination of inverse using Gaussian
elimination method
In this method, elementary row operations is
applied to find inverse of a matrix.
The following steps have to be followed:
i) Write the Augmented matrix [A I]
ii) Begin with the leftmost nonzero column, which
is a pivot column; the top entry is a pivot
position.
Gaussian elimination cont…
iii) If the entry of the pivot position is zero, select a
nonzero entry in the pivot column, interchange
the pivot row and the row containing this nonzero
entry.
iv)If the pivot position is nonzero, use elementary
row operations to reduce all entries below the
pivot position to zero, (and the pivot position to 1
and entries above the pivot position to zero for
reduced row echelon form).
Gaussian elimination cont…
v) Cover the pivot row and the rows above it; repeat
(i)-(iii) to the remaining submatrix.
Note that:
• To calculate the inverse of matrix A, we apply the
elementary row operations on the augmented matrix
[A I] and reduce this matrix to the form of [I B]
• The right half of this augmented matrix B is the inverse
of A
Gaussian elimination cont…
Matrix A Augmented Matrix
a11 ,, a1n a11 ,, a1n 1 0 0
a21 ,, a2 n a21 , , a2 n 0 1 0
A= [A I] =
a , , a a , , a 0 0 1
n1 nn n1 nn
I is the identity matrix, and use Gaussian elimination to
obtain a matrix of the form
Gaussian elimination cont…
1 0 0 b11 b12 b1n
0 1 0 b21 b22 b2 n
0 0 1 b b b
n1 n 2 nn
76
Gaussian elimination cont…
The matrix b11 b12 b1n
b21 b22 b2 n
B=
b b b
n1 n 2 nn
is then the matrix inverse of A
77
Gaussian elimination cont…
Example
1 1 1 1 1 1 |1 0 0
A = 12 2 −3 [ A | I ] = 12 2 − 3 | 0 1 0
3 4 1 3 4 1 | 0 0 1
(ii)+(-12)×(i), (iii)+(-3) ×(i), (iii)+(ii) ×(1/10)
3 1
1 0 0 | 0.4 −
35 7
1 1 1 | 1 0 0 0 2 3
1 0 | − 0.6 −
0 − 10 − 15 | − 12 1 0 35 7
0 0 − 3.5 | − 4.2 0.1 1 0 1 2
0 1 | 1.2 − −
35 7
78
78
Gaussian elimination cont…
The inverse of the matrix A is:
3 1
0.4 −
35 7
− 0.6 −
2 3
35 7
1.2 −
1
−
2
35 7
79
79
INVERSE OF A MATRIX
• Task 1;
Discuss how to find inverse of a
matrix by using Cramer’s rule
RANK OF A MATRIX
RANK OF A MATRIX
• Definition: The maximum number of linearly
independent rows (number of row Pivots/
leading coefficients in the echelon form) in a
matrix A is called row rank of A.
• Definition: The maximum number of linearly
independent columns (number of column
Pivots in the echelon form) in a matrix A is
called column rank of A.
RANK OF A MATRIX
•
RANK OF A MATRIX
•
RANK OF A MATRIX
•
RANK OF A MATRIX
•
Determination of rank using row
operations method
•
Relationship between a Rank and
Inverse of matrix A
• The relationship is shown by the theorem
below:
• Theorem (Existence of the Inverse)
The inverse A−1 of an n × n matrix A exists if
and only if rank A = n, that is when det A ≠ 0.
• Hence A is nonsingular if rank A = n and is
singular if rank A < n.
HOMOGENEOUS SYSTEM OF
LINEAR EQUATIONS
System of equations in matrix form
• The system of linear equations
a11 x1 + a12 x2 + a13 x3 + + a1n xn = b1
a21 x1 + a22 x2 + a23 x3 + + a2 n xn = b2
ak1 x1 + ak 2 x2 + ak 3 x3 + + akn xn = bk
can be rewritten as the matrix equation
Ax=b, where
Systems of equations in matrix form
x1 b1
a11 a1n
x2 b2
A= , x = , b = .
a akn
k1
xn bk
Solving system of equations by
Inverse method
•
Solving system of equations by Inverse
method
Example: Solve 3 x1 − x2 + x3 = 2
2 x1 + x2 = 1
x1 + 2 x2 − x3 = 3
The equations can be expressed as
3 −1 1 x1 2
2 1 0 x2 = 1
1 2 − 1 x3 3
Solving system of equations by Inverse
method
Therefore:
x1 = 2,
x2 = −3,
x3 = −7
Solving system of equations by Inverse
method
The values for the unknowns should be checked by
substitution back into the initial equations
x1 = 2, 3 x1 − x2 + x3 = 2
x2 = −3, 2 x1 + x2 = 1
x3 = −7 x1 + 2 x2 − x3 = 3
3 (2) − (−3) + (−7) = 2
2 (2) + (−3) = 1
(2) + 2 (−3) − (−7) = 3
Solving system of equations by Gaussian
elimination method
• In this method, we solve systematically a system of
linear equations by progressively working through
the equations using elementary row
operations to eliminate variables from equations,
one at a time eventually ending up with one
equation in one unknown, two equations in two
unknowns etc.
• Then we solve for all the unknowns by back
substitution
Solving system of equations by Gaussian
elimination method
Example: Solve the following system of
equations by Gaussian elimination method
x+ y−z =3
2x + y − z = 4
2 x + 2 y + z = 12
Solving system of equations by Gaussian
elimination method
Solution: Writing a system of equations in matrix form..
Columns contain the Coefficients of x, y, z and RHS
x y z RHS
x+ y−z =3 ...(1) 1 1 −1 3 ...(1)
2x + y − z = 4 ...(2) 2 1 −1 4 ...(2)
2 x + 2 y + z = 12 2 1 12 ...(3)
...(3) 2
This is Augmented matrix
EXAMPLE CONTINUED
To get the required 0’s
x y z RHS
in column 1,
add… 1 1 − 1 3 ...(1)
{-2 row (1)} to row (2) 2 1 − 1 4 ...(2)
{-2 row (1)} to row (3) 2 2 ...(3)
1 12
Each of these elementary row operations will give –2 +
2 = 0 in column 1, as required…
EXAMPLE CONTINUED
Add {-2 row (1)} to row (2)
x y z RHS
1 1 −1 3 ...(1) -2 -2 2 -6 …(1) -2
2 1 −1 4 ...(2) 2 1 -1 4 …(2)
0 -1 1 -2 adding
2 2 1 12 ...(3)
1 1 −1 3 ...(1)
0 −1 1 −2 ...(2)1 Update row 2
2 2 1 12 ...(3)
EXAMPLE CONTINUED
x y z RHS Add {-2 row (1)} to row (3)
1 1 −1 3 ...(1) -2 -2 2 -6 …(1) -2
2 1 −1 4 ...(2) 2 2 1 12 …(3)
2 1 12
2 ...(3) 0 0 3 6 adding
1 1 −1 3 ...(1)
0 − 1 1 − 2 ...(2)1
Update row 3
0 ...(3)1
0 3 6
EXAMPLE CONTINUED
1 1 −1 3 ...(1)
0 − 1 1 − 2 ...(2)1
0 0 ...(3)1
3 6
In this particular example,
there is already a ‘0’ beneath a 2,2 in column 2
The augmented matrix is in upper triangular form
So proceed to solve by back substitution…
EXAMPLE CONTINUED
Solving by back substitution…
Solve the last equation first,
x + y - z = 3 ...(1) then work backwards,
− y + z = −2 ...(2) to solve the previous equation…
2z = 4 ...(3) ..finally solving equation (1)
EXAMPLE CONTINUED
…from equation (3) z = 4/2 = 2
-y + (2) = -2
…substitute z = 2 into eq. (2) -y = -2 – (2) = -4
y= 4
x + (4) – (2) = 3
substitute z = 2, y = 4 into
eq. (1) x=1
SYMMETRIC, SKEW – SYMMETRIC
AND ORTHOGONAL MATRICES
SYMMETRIC MATRICES
a b
A=
b d
a b
A =
T
b d
SKEW-SYMMETRIC MATRIX
•
ORTHOGONAL MATRIX
•
ORTHOGONAL MATRIX
•
EIGEN VALUES, EIGEN VECTORS AND
DIAGONALIZATION OF MATRICES .
EIGENVALUES AND EIGENVECTORS
• Definition: Let A be an n n matrix. A scalar is
called an eigenvalue of A if there exists a nonzero
vector x in Rn such that
• Ax = x.
• The vector x is called an eigenvector corresponding
to .
COMPUTATION OF EIGENVALUES
AND EIGENVECTORS
• Let A be an n n matrix with eigenvalue and
corresponding eigenvector x.
• Thus Ax = x. This equation may be written as
Ax – x = 0
given
(A – In)x = 0
• Solving the equation |A – In| = 0 for leads to all
the eigenvalues of A.
COMPUTATION OF EIGENVALUES
AND EIGENVECTORS
• On expending the determinant |A – In|, we get
a polynomial in . This polynomial is called the
characteristic polynomial of A.
• The equation |A – In| = 0 is called the
characteristic equation of A.
COMPUTATION OF EIGENVALUES
AND EIGENVECTORS
• Example: Find the eigenvalues and eigenvectors of the
matrix − 4 − 6
A=
3 5
Solution
Let us first derive the characteristic polynomial of A.
We get
− 4 − 6 1 0 − 4 − − 6
A − I 2 = − =
3 5 0 1 3 5 −
EXAMPLE CONTINUED
− 6 − 6 x1
3 =0
3 x2
• This leads to the system of equations
− 6 x1 − 6 x2 = 0
3 x1 + 3 x2 = 0
EXAMPLE CONTINUED
x1 −1 −1
v1 = = x2 = r
x2 1 1
EXAMPLE CONTINUED
• For = –1
We solve the equation (A + 1I2)x = 0 for x.
The matrix (A + 1I2) is obtained by adding 1 to the diagonal
elements of A. We get
− 3 − 6 x1
3 =0
6 x2
This leads to the system of equations
− 3 x1 − 6 x2 = 0
3 x1 + 6 x2 = 0
EXAMPLE CONTINUED
• Thus x1 = –2x2.
• The solutions to this system of equations are
x1 = –2s and x2 = s, where s is a scalar.
• Thus the eigenvectors of A corresponding to = –1
are nonzero vectors of the form
x1 −2 −2
v 2 = = x2 = s
x2 1 1
DIAGONALIZATION OF MATRICES
•
DIAGONALIZATION OF MATRICES
•
DIAGONALIZATION OF MATRICES
• Definition: A square matrix M is said to be
diagonalizable if there exists a matrix S such
that B = S–1 MS is a diagonal matrix.
• Theorem: Let M be an n n matrix.
“If M has n linearly independent
eigenvectors, it is diagonalizable”.
DIAGONALIZATION OF MATRICES
EXAMPLE;
− 4 − 6
(a)Show that the matrix 3 5 is
A =
diagonalizable.
(b)Find a diagonal matrix D that is similar to A.
(c)Determine the similarity transformation that
diagonalizes A.
DIAGONALIZATION OF MATRICES
Solution
(a)The eigenvalues and corresponding
eigenvector of this matrix were found in
example above. They are
− 1 − 2
1 = 2, v1 = r 2 = −1, and v 2 = s
1 1
Since A, a 2 2 matrix, has two linearly
independent eigenvectors, it is diagonalizable.
DIAGONALIZATION OF MATRICES
(b) A is similar to the diagonal matrix D,
which has diagonal elements 1 = 2 and
2 = –1. Thus
− 4 − 6 2 0
A= is similar to D =
3 5 0 − 1
DIAGONALIZATION OF MATRICES
(c) Select two convenient linearly independent
eigenvectors, say
− 1 − 2
v1 = and v = 1
2
1
Let these vectors be the column vectors of the
diagonalizing matrix C.
We get − 1 − 2
C=
1 1
DIAGONALIZATION OF MATRICES
DIAGONALIZATION OF MATRICES
APPLICATIONS
• Note; If A is similar to a diagonal matrix D
under the transformation C–1AC, then it
follows that Ak = CDkC–1.
• This result can be used to compute Ak.
DIAGONALIZATION OF MATRICES
(APPLICATIONS)
• Example;
Compute A9 for the matrix A defined as;
− 4 − 6
A=
3 5
DIAGONALIZATION OF MATRICES
(APPLICATIONS)
Solution
• A is the matrix of the previous example. Use the values of C
and D from that example. We get
9
2 0 29 0 512 0
D9 = = =
0 −1 0 (−1)9 0 −1
A9 = CD 9C −1
−1
− 1 − 2 512 0 − 1 − 2 − 514 − 1026
= =
1 1 0 − 1 1 1 513 1025
THE CAYLEY- HAMILTON THEOREM,
CAYLEY-HAMILTON THEOREM
•
CAYLEY-HAMILTON THEOREM
EXAMPLE CONTINUED
THE END OF THE TOPIC