If A is an n x n matrix,
then a scalar λ is called
an eigenvalue of A if
there is a nonzero vector
x such that Ax = λ x.
…
If A is a triangular matrix
then the eigenvalues of A
are the entries on the
main diagonal of A.
If λ is an eigenvalue of a
matrix A and x is a
corresponding eigenvector,
and if k is any positive
integer, then is an λ k
eigenvalue of Ak and x is a
corresponding eigenvector.
det( A I ) 0
If A and B are n x n matrices,
then A is similar to B if there
is an invertible matrix P such
that P AP = B, or
-1
equivalently, A = PBP -1.
…
If n x n matrices A and B are
similar, then they have the
same characteristic
polynomial and hence the
same Eigenvalues.
A square matrix A is said to
be diagonalizable if A is
similar to a diagonal matrix.
i.e. if A = PDP -1 for some
invertible matrix P and some
diagonal matrix D.
An n x n matrix A is
diagonalizable if
and only if A has n
linearly independent
eigenvectors.
An n x n matrix
with n distinct
eigenvalues is
diagonalizable.
Let V and W be n-dim and
m-dim spaces, and T be a
LT from V to W.
To associate a matrix
with T we chose bases B
and C for V and W
respectively …
Given any x in V, the
coordinate vector [x]B
is in Rn and the [T(x)]C
coordinate vector of its
image, is in Rm
…
Connection between
[ x ]B and [T(x)]C
Let {b1 ,…,bn} be the basis B r1
for V.
[ x ]
If x = r1b1 +…+ rnbn, then B
and rn
T ( x ) T (r1b1 rn bn )
r1T (b1 ) rnT (bn ) …
[T ( x )]C r1[T (b1 )]C rn [T (bn )]C
This equation can be written as
[T ( x )]C M [ x ]B
where
M [T (b1 )]C [T (b2 )]C [T (bn )]C
The Matrix M is the matrix
representation of T, Called the matrix
for T relative to the bases B and C
Similarity of two matrix
representations: A=PCP-1
A complex scalar λ satisfies
det( A - I ) 0
if and only if there is a
nonzero vector x in C such
n
that Ax x. We call λ a
(complex) eigenvalue and x a
(complex) eigenvector
corresponding to λ .
rx r x
Bx B x
rB r B
xk 1 Axk
If A has two complex
eigenvalues whose absolute
value is greater than 1, then 0
is a repellor and iterates of x0
will spiral outward around the
origin.
…
If the absolute values of
the complex eigenvalues
are less than 1, the origin
is an attractor and the
iterates of x0 spiral inward
toward the origin.
x Ax x1 (t ) x1(t )
where x (t ) , x (t ) ,
xn (t ) xn (t )
a11 a1n
and A
an1 ann
Solve x Ax
Subject to x (0) x0
For the general
equation x Ax
Solution might be a
linear combination
t
of the form x (t ) ve …
t
x (t ) ve
t
Ax (t ) Ave
t
Since e 0,
x (t ) Ax(t) iff v Av ,
i.e. iff λ is an eigen value of A
and v is a corresponding eigenvector.
…
Thus each eigenvalue -
eigenvector pair provides
t
a solution x (t ) ve of x Ax .
Such solutions are sometimes
called eigen functions of
the differential equation.
3 x 3 Determinant
a11 a12 a13
A a21 a22 a23
a31 a32 a33
a11 a12 a13
det( A) a21 a22 a23
a31 a32 a33
a11a22a33a12 a23a31a13a21a32
a13a22a31 a11a23a32 a12a21a33
Expansion
det A a11 det A11 a12 det A12
1 n
... ( 1) a1n det A1n
n
( 1) 1 j
a1 j det A1 j
j 1
Minor of a Matrix
If A is a square matrix, then the
Minor of entry aij (called the ijth
minor of A) is denoted by Mij
and is defined to be the
determinant of the sub matrix
that remains when the ith row
and jth column of A are deleted.
Cofactor
The number
Cij=(-1)i+j Mij
is called the cofactor
of entry aij
(or the ijth cofactor of A).
Cofactor Expansion
Across the First Row
det A a11C11 a12C12 ... a1nC1n
i j
Ci j ( 1) det Aij
The determinant of a
matrix A can be computed
by a cofactor expansion
across any row or down
any column.
The cofactor expansion
across the ith row
det A ai1Ci1 ai 2Ci 2 ... ainCin
The cofactor expansion
down the jth column
det A a1 j C1 j a2 j C2 j ... anj Cnj
If A is triangular matrix, then
det (A) is the product of the
entries on the main diagonal.
a11 0 0 0
a 0
A 21 a22 0 det( A) a11a22 a33a44
a31 a32 a33 0
a41 a42 a43 a44
Let A be a square matrix.
If a multiple of one row of A is
added to another row to
produce a matrix B, then
det B = det A.
…..
Continue
If two rows of A are
interchanged to produce B,
then det B = –det A.
If one row of A is multiplied
by k to produce B, then
det B = k det A.
If A is an n x n matrix, then
det AT = det A.
If A and B are n x n matrices,
then
det (AB)=(det A )(det B)
Observe
For any n x n matrix A and
any b in Rn, let Ai(b) be the
matrix obtained from A by
replacing column i by the
vector b.
Ai (b) a1 ... b ... an
coli
Let A be an invertible n x n
matrix. For any b in R , the
n
unique solution x of Ax = b
has entries given by
det Ai (b)
xi , i 1, 2,..., n
det A
Let A be an invertible matrix,
then
1 1
A adj A
det A
Let T: R2 R2 be the linear
transformation determined
by a 2 x 2 matrix A. If S is a
parallelogram in R2, then
{area of T (S)} = |detA|.
{area of S}
If T is determined by a
3 x 3 matrix A, and if S
is a parallelepiped in
R , then
3
{volume of T (S)} = |
detA|. {volume of S}