Module 1
Linear Algebra
Contents of the Chapter
1.1. Introduction: Eigen Values & Eigen Vectors
1.2. Properties and Method to find Eigen values & Vectors
1.3. Cayley- Hamilton Theorem
1.4. Similarity of Matrices
1.5. Diagonalizable & Non-Diagonalizable Matrices
1.1. Introduction
• In mathematics, a matrix can be conceptualized as a machine that transforms one set
of numbers into another set. This transformation is achieved through matrix
multiplication, where a matrix operates on a vector (or another matrix), producing a
new vector (or matrix) as the result. This process is analogous to a mathematical
operation that systematically combines and rearranges elements.
• Think of a matrix as a transformation machine that takes an input vector (or matrix)
and produces an output vector (or matrix). Each element in the output is computed
by combining and weighing the corresponding elements from the input.
pg. 1 Prof. Anahita Pereira
Module 1
Linear Algebra
pg. 2 Prof. Anahita Pereira
Module 1
Linear Algebra
pg. 3 Prof. Anahita Pereira
Module 1
Linear Algebra
NOTE THAT:
• The vectors X1, X2, X3 got knocked off their direction when they underwent
transformation using the given matrix. Whereas, the vectors X4 and X5 managed to
hold on to their direction even after undergoing matrix transformation.
• In this chapter we are interested in only those vectors to can hold on to their
original direction even after undergoing a transformation. Such vectors are called
“Eigen Vectors”
From the above, it is evitable that directions of X3 and Y3 as well as X4 and Y4 are the
same. Thus, these vectors can also be called parallel vectors.
Now, when two vectors are parallel, they are said to be scalar multiples of each other.
Thus, if X and Y are two parallel vectors then 𝑌 = 𝜆𝑋
Since
X A AX= = Y
and 𝑌 = 𝜆𝑋,
we get the equation 𝐴𝑋 = 𝜆𝑋 which is called the characteristic Equation
and λ is called the “Eigen Value”
Formal Definition:
If A is a square matrix and X is a non-zero vector such that 𝐴𝑋 = 𝜆𝑋 , then X is said to be
the eigen vector and λ is called the eigen value of the matrix.
Characteristic Equation:
✓ The characteristic equation if a matrix is obtained by solving det(𝐴 − 𝜆𝐼) = 0
✓ This equation helps to obtain the eigen values of the matrix.
✓ Another simplification of this equation is
𝜆2 − 𝑡𝑟𝑎𝑐𝑒𝜆 + det 𝐴 = 0 ……. for matrices of order 2
𝜆3 − 𝑡𝑟𝑎𝑐𝑒𝜆2 + (𝑠𝑢𝑚 𝑜𝑓 𝑚𝑖𝑛𝑜𝑟𝑠 𝑜𝑓 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠)𝜆 − det 𝐴 = 0 ….Order 3
pg. 4 Prof. Anahita Pereira
Module 1
Linear Algebra
Working Rule to Obtain Eigen Values & Eigen Vectors
1. Consider the characteristic equation
𝐴𝑋 = 𝜆𝑋 ⟹ (𝐴 − 𝜆𝐼)𝑋 = 𝑂 ⟹ det(𝐴 − 𝜆𝐼) = 0
Which can be given as
2
𝜆 − 𝑡𝑟𝑎𝑐𝑒𝜆 + det 𝐴 = 0 ……. for matrices of order 2
3 2
𝜆 − 𝑡𝑟𝑎𝑐𝑒𝜆 + (𝑠𝑢𝑚 𝑜𝑓 𝑚𝑖𝑛𝑜𝑟𝑠 𝑖𝑓 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠)𝜆 − det 𝐴 = 0 ….Order 3
2. Using the functions on the calculator obtain the roots of the equation and hence the
eigen values.
3. To find the eigen vectors corresponding to each value, consider (𝐴 − 𝜆𝑖 𝐼)𝑋𝑖 = 𝑂
4. Reduce this homogeneous system to row echelon form and by back substitution find
the relation between 𝑥, 𝑦 and 𝑧
5. Construct the eigen space as a set of the relation between the variables
6. The basis of the set gives the eigen vector corresponding to each eigen value.
1.2. Properties, Results and Theorems based on Eigen Values & Eigen
Vectors
Types of Matrices and their Eigen Values
Sr. No. Matrix Eigen Value
1 𝐴2 𝜆2
2 𝐴𝑛 𝜆𝑛
3 𝐴′ 𝜆
4 𝐴𝜃 𝜆̅
5 𝐴−1 1/𝜆
6 𝑘𝐴 𝑘𝜆
7 𝐼 1
8 𝑘𝐼 𝑘
9 adj A |𝐴|/𝜆
10 |𝐴| = 0 At least one zero
11 Symmetric All real
12 Skew Symmetric Zero or imaginary
13 Hermitian All real
14 Skew-Hermitian Zero or imaginary
15 Unitary ±1
16 Orthogonal ±1
17 Triangular Diagonal elements
Certain relations between Eigen values & Eigen Vectors
1. 𝜆 is an eigen value of a matrix if and only if there exists a non-zero vector 𝑋 such
that 𝐴𝑋 = 𝜆𝑋
2. If 𝑋 is an Eigen Vector of a matrix A corresponding to an eigen value λ then 𝑘𝑋 is
also an eigen vector (k is a non-zero scalar) corresponding to the same eigen value 𝜆.
3. If 𝑋 is an Eigen Vector of a matrix A then 𝑋 cannot correspond to more than one
eigen value 𝜆.
pg. 5 Prof. Anahita Pereira
Module 1
Linear Algebra
4. Eigen vectors corresponding to distinct eigen values of a matrix are linearly
independent
5. The eigen vectors of a real symmetric matrix whose eigen values are distinct are
orthogonal
1.3. Cayley-Hamilton Theorem
• Named after the mathematicians Arthur Cayley and William Rowan Hamilton the
Cayley-Hamilton theorem is a fundamental result in linear algebra that establishes a
relationship between a square matrix and its characteristic polynomial.
• It states that every square matrix satisfies its Characteristic Equation (Polynomial)
Statement:
If A is an 𝑛 × 𝑛 square matrix and 𝑝(𝜆) = det(𝐴 − 𝜆𝐼) = 0 is a polynomial of order n, then
by Cayley-Hamilton Theorem 𝑝(𝐴) = det(𝐴 − 𝐴) = 0
• This theorem helps to find the matrix values of 𝐴−1 , 𝐴4 and other matrix equations
of higher orders.
1.4. Similarity of Matrices
• Definition: If A and B are two square matrices of order n, then B is said to be similar
to A if there exists a non-singular matrix M such that 𝐵 = 𝑀−1 𝐴𝑀
• Results:
➢ If A is similar to B and B is similar to C, then A is similar to C
➢ If A and B are similar matrices then |𝐴| = |𝐵|
➢ If A and B are similar matrices then 𝐴2 = 𝐵 2
➢ If A and B are similar matrices then they have the same eigen values
2 1 3 0
Example: Are the matrices 𝐴 = [ ] and 𝐵 = [ ] similar?
0 1 0 2
1.5. Diagonalizable & Non-Diagonalizable matrices
• Definition: A square matrix A is said to be diagonalisable if it is similar to a diagonal
matrix.
• In other words, a matrix A is said to be diagonalizable, if there exists a non-singular
matrix M such that 𝐷 = 𝑀−1 𝐴𝑀, M is called the transforming matrix and D is the
Diagonal matrix
pg. 6 Prof. Anahita Pereira
Module 1
Linear Algebra
Algebraic and Geometric Multiplicity of an Eigen Value
• The number of times an eigen value is repeated is called the AM of that eigen value
• The number of linearly independent eigen vectors corresponding to a particular
eigen value is called the GM of that eigen value.
Result to check if matrix is diagonalizable:
• The necessary and sufficient condition for a square matrix to be diagonalizable is
that the
𝐴𝑙𝑔𝑒𝑏𝑟𝑎𝑖𝑐 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑖𝑐𝑖𝑡𝑦 = 𝐺𝑒𝑜𝑚𝑒𝑡𝑟𝑖𝑐 𝑀𝑢𝑙𝑡𝑖𝑝𝑙𝑖𝑐𝑖𝑡𝑦
for each eigen value.
• If this equality doesn’t hold then the matrix is not diagonalizable.
Constructing the Diagonal matrix and Transforming Matrix (Modal matrix)
• If 𝜆1 , 𝜆2 , 𝜆3 are the eigen values and 𝑋1 , 𝑋2 , 𝑋3 are the corresponding eigen vectors,
then if the matrix is diagonalizable such that 𝐷 = 𝑀−1 𝐴𝑀 then the diagonal matrix
𝜆1 0 0
𝐷=[0 𝜆2 0 ] and the Modal (transforming) matrix 𝑀 = [𝑋1 𝑋2 𝑋3 ]
0 0 𝜆3
• This process of finding the modal matrix is called Diagonalising the matrix
• Since distinct eigen values give distinct eigen vectors, a matrix having distinct eigen
values is always diagonalizable.
• If the eigen values of a matrix are not distinct, the matrix may or may not be
diagonalizable.
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pg. 7 Prof. Anahita Pereira