Engineering Mathematics - I (MATH ZC 161) : BITS Pilani

BITS Pilani, K K Birla Goa Campus
BITSPilani
K K Birla Goa Campus
Engineering Mathematics I
(MATH ZC 161)
Dr. Amit Setia (Assistant Professor)
Department of Mathematics
BITSPilani
K K Birla Goa Campus
Chapter 8: Matrices
Section 8.4 Determinants
Section 8.5 Properties of Determinants
Section 8.6 Inverse of a Matrix
Properties of the inverse
Summary of lecture 4
BITS Pilani, K K Birla Goa Campus BITS Pilani, K K Birla Goa Campus
Properties of the inverse
Adjoint matrix
Finding inverse by using adjoint matrix
Inverse of a matrix by Row operations Method
14/08/2012 3 Engineering Mathematics I (MATH ZC 161)
Section 8.6 Inverse of a Matrix
Using the inverse how to solve system of equations
Section 8.7 Cramers Rule
Section 8.8 The Eigenvalue Problem
Section 8.9 Power of Matrices
Outline of lecture 5
BITS Pilani, K K Birla Goa Campus BITS Pilani, K K Birla Goa Campus
Section 8.9 Power of Matrices
Using the Inverse
to Solve Systems
1 2
A system of m linear equations in
unknowns , ,......., ,
...
n
n x x x
a x a x a x b + + + =

( )
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
...
...
1
.......................................
...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =

+ + + =

`
+ + + =
)
( )
system 1 can be written completely as a matrix
equation ,
where
AX B =
11 12 1 1 1
21 22 2 2 2
1 2
where
...
...
, ,
... ... ... ... ... ...
...
n
n
m m mn n m
a a a x b
a a a x b
A X B
a a a x b
( ( (
( ( (
( ( (
= = =
( ( (
( ( (

Special Case
Let ,
then coefficient matrix A is n n.
m n =

1
If A is non-singular,
then the system AX B X A B
= =
Problem
Use the inverse of the coefficient matrix to
solve the given system of equations,
1 2 3
1 2 3
1 2 3
1
2 2 2
3 2 3
x x x
x x x
x x x
+ =
+ + =
+ =
Solution
1 1 1 1
A= 2 1 2 , B= 2
3 2 1 3
Proceeding as discussed in last lecture, one can find

( (
( (
( (
( (

1
A 0
5 1 1
12 12 4
2 1
3 3
1 5 1
12 12 4
(
(
(
(
(
(

(
(

1
1
0 2
3
5 1 1
1
12 12 4
2
2 1
0
3 3
3
1 5 1
X A B
= =
(

(
(
(
(
(
(
(
(
=
(
(
(
(
(
(

1 2 3
3

, 0,
3
1 5 1
2
12 12 4
1 3
2 2
x x x
= = =
(
(
(

(
(

(


Uniqueness
When det A 0,
the solution of the system is unique. AX B
=
Trivial & Nontrivial Solution
A homogeneous system of linear equations in unknowns
0 has only the trivial solution
A is nonsingular.
n n
AX =

A is nonsingular.
A homogeneous system of linear equations in unknowns
0 has a nontrivial solution
A
n n
AX =
is singular.
Problem
Without solving, determine whether the given
homogeneous system of equations has only
the trivial solution or a nontrivial solution:
1 2 3
1 2 3
1 2 3
1) 2 0
4 0
5 2 0
x x x
x x x
x x x
+ =
+ =
+ =
1 2 3
1 2 3
0
2
2)
0
2 2 0
x x x
x x x
x x x
+ + =
+ =
+ =
1 2 3
2 2 0 x x x + =
Solution
1 2 3
1 2 3
1 2 3
2 0
4 0
5 2 0
1 2 1
0 where = 4 1 1
1)
x x x
x x x
x x x
AX A
+ =

+ =
`
+ =
)
(
(
=
0 where = 4 1 1
5 1 2
1 2 1
det 4 1 1 18 0
5 1 2
the system has only the trivial solution.
AX A
A
(
=
(
(
= =

1 2 3
1 2 3
1 2 3
0
2 0
2 2 0
1 1 1
0 where = 1 2 1
2)
x x x
x x x
x x x
AX A
+ + =

+ =
`
+ =
)
(
(
=
0 where = 1 2 1
2 1 2
1 1 1
det 1 2 1 0
2 1 2
the system has a nontrivial solution.
AX A
A
(
=
(
(

= =


Cramers Rule
11 1 12 2 1 1
21 1 22 2 2 2
For a system of linear equations in unknowns
...
...
.......................................
...
n n
n n
n n
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =
1 1 2 2
11
...
We define a matrix A
n n nn n n
k
a x a x a x b
a
+ + + =
=
12 1 1 1 1 1 1
21 22 2 1 2 2 1 2
1 2 1 1
... ...
... ...
... ... ... ... ... ... ... ...
... ...
k k n
k k n
n n nk n nk nn
a a b a a
a a a b a a
a a a b a a
+
+
+
(
(
(
(
(

Let be the coefficient matrix of the given system.
If det 0,
then the solution of the system is given by
A
A
1 2
1 2
then the solution of the system is given by
det det det
, , ....... ,
det det det
n
n
A A A
x x x
A A A
= = =
Problem
1 2 3
Use Cramer's rule to solve the system
3 2 7 x x x + + =
1 2 3
1 2 3
3 3
5 4 2 1

x x x
x x x
+ =
+ =
Solution
1 2 3
1 2 3
1 2 3
3 2 7
3 3
5 4 2 1
. .
x x x
x x x
x x x
i e AX B
+ + =
+ =
+ =
=
`
)
1
2
3
where
3 2 1 7
1 1 3 , , 3
5 4 2 1
x
A X x B
x
( ( (
( ( (
= = =
( ( (
( ( (

3 2 1 7
1 1 3 , 3
5 4 2 1
A B
( (
( (
= =
( (
( (

1
3 2 1 7 2 1
det A= 1 1 3 13, det A 3 1 3 39,
5 4 2 1 4 2
= = =

3 2 1 7
1 1 3 , 3
5 4 2 1
A B
( (
( (
= =
( (
( (

2 3
3 7 1 3 2 7
det A 1 3 3 78, det A 1 1 3 52.
5 1 2 5 4 1
= = = =

1
1
By Cramer's rule:
det A
3,
det A
x = =
2
2
3
3
det A
6,
det A
det A
4.
det A
x
x
= =
= =
The Eigenvalue Problem
Let be an matrix.
A number is said to be an eigenvalue of
if a solution 0 such that
A n n
A
K

if a solution 0 such that
................ (1)
The solution vector is said to be an
eigenvector c
K
AK K
K

=
orresponding to the eigenvalue .
Remark
The eigenvalue and eigenvectors are also known
as characteristic values and characteristic vectors.
Finding Eigenvalue &
Eigenvector
By matrix algebra, we can write (1) in the form
( ) 0, ....................(2)
where I is the multiplicative identity.
A I K
a a a k
(
0
( (
11 12 1 1
21 22 2 2
1 2
n
n
n n nn n
a a a k
a a a k
a a a k
(
(
(
(
(
0
0
0
( (
( (
( (
=
( (
( (

To find a nonzero solution for (2), we must have
det( ) 0 .................... (3)
The equation (3) is called the characteristic equation of A.
K
A I =
The equation (3) is called the characteristic equation of A.
Thus, the eigenvalues of A are the roots of
the characteristic equation.
So , to find an eigenvector corresponding to an
eigenvalue , we solve the system of equations
( ) 0 A I K
=
( ) 0
by applying Gauss-Jordan elimination to the
augmented matrix (A I | 0).
A I K

Example
Find the eigenvalue and eigenvectors
of the given matrix
1 1
A
1
1
4
(
(
=
(

Solution
1 1
det(A I)
1
1
4
3 1
( )( ) 0
= =
3 1
( )( ) 0
2 2
3 1
,
2 2

= =
=
( )
1
3
For , we need to solve
2
3
0 0
2
A I K A I K
=
| |
| |
= =
| |
\
\
By Gauss-Jordan Method,
1
1
0
2

1 1 0
4 2
(
(
(
(
(

1
2 1
2
2 1 2 0 1
1
1
0
2

1 1 0
4 2
2 0

4 1 2 0 0 0 0
so that 2
R
R R
R
k k
( (
+
( (

(
(
(
(
(

1 2
2 1
1
1
2
so that 2

If 1 2
2
then
1
k k
k k
k
K
k
=
= =
( (
= =
( (

( )
2
1
Again, if we need to solve
2
1
0 0
2
A I K A I K
=
| |
| |
= =
| |
\
\
2
By Gauss-Jordan Method,
1
1
0 1 2 0
2
then finally gives
1 1 0 0 0 0
4 2
\
\
(
(
(
(
(
(

(

1 2
2 1
1
so that 2 .
If 1 2
2
then K
k k
k k
k
=
= =
( (
= =
( (
2
2
1 2
then K
1
:
Eigenvectors and are linearly independent.
k
Note
K K
= =
( (

Remark
1 2
1) When an matrix possesses distinct
eigenvalues , ,...., ,
then a set of linearly independent vectors can
be found.
n
n n A n
n


be found.
2) When an matrix has the repeated roots
then it may no be possible to
n n A
find n linearly
independent vectors.
Exercise
Find the eigenvalue and eigenvectors
of the given matrix
8 1
A
16 0

(
=
(

1 2
1
16 0
4,
1
4
: Answer
K

= =
(
=
(

Complex Eigenvalues and
Eigenvectors
Let A be a square matrix with real entries.
If , 0, is a complex eigenvalue of A,
then its conjugate is also an eigenvalue of A.
i
i

= +
=
then its conjugate is also an eigenvalue of A.
If K is an eigenvector corresponding to ,
then its conjugate
i
=
is an eigenvector corresponding to . K
Example
Find the eigenvalues and eigenvectors
of the given matrix


6 1
A=
5 4
(
(

Solution
The characteristic equation is
6 1
det(A I)
5 4

2
1 2 1
5 4
10 29 0
From the quadratic equation,
5 2 and 5 2 . i i
= + =
= + = =
( )
1
1 2
1 2
2 1
Now for 5 2 , we will solve
(1 2 ) 0
0 .
5 (1 2 ) 0
(1 2 ) ,
i
i k k
A I K
k i k
k i k
= +
=
+ =
=
2 1
1 2
1
2
Now, if we take 1 (1 2 )
1
then K
1 2
by previous theor
1
So , K
2
m . e
1
k k i
i
i
= =
(
=
(

(
=
(
+

( )
1
An matrix satisfies its own characteristic equation.
i.e.
if 1 ..... 0
n
n n
n n A
c c c
+ + + + =
Cayley-Hamilton Theorem
( )
( )
1
1 1 0
1
1 1 0
if 1 ..... 0
is the characteristic equation of ,
then above theorem says that
1 . 0 ....
n
n n
n
n
n n
n
c c c
A
A c A c A c I

+ + + + =
+ + + + =
Prove that the matrix
1 2
4 5
A

(
=
(

Problem
4 5
satisfies its own characteristic equation.
A =
(

The characteristic equation of
1 2
4 5
A

(
=
(

Solution
2
2
is
6 13 0
0 0
then A 6 13 0
0 0
A I
+ =
(
+ = =
(

( )
2 1
0 1 2 1
For an matrix ,
.... 1
where each of the coefficients, c , 0,1,.., 1,
m n
n
k
n n A
A c I c A c A c A
k n
= + + + +
=
Matrix of order n
( )
2 1
0 1 2 1
depends on the value of
Further,
....
holds for same constants as in 1 above.
m n
n
m
c c c c

= + + + +
10
Use the method of this section,
to compute A
1 1 1
0 1 2 A
(
(
=
Problem
0 1 2
0 1 0
satisfies its own characteristic equation.
A
(
=
(
(

The characteristic equation of
1 1 1
0 1 2
0 1 0
A
(
(
=
(
(
Solution
3 2
0 1 0
is
2 2 0
1,1, 2

(
(

+ + =
=
2
0 1 2
substituting the eigenvalues in
gives
m
c c c = + +
( )
( )
0 1 2
0 1 2
0 1 2
1
1
2 2 4
m
m
c c c
c c c
c c c
= +
= + +
= + +
( ) ( )
0
solving the system, we get
1
3 1 2
3
m m
c
(
= +

( )
( ) ( )
1
1
2
1
1 1
2
1
3 1 2
6
m
m m
c
c
+
(
=

(
= + +

( ) ( )
( )
( ) ( )
( )
2
0 1 2
1
1 1 2 1 2
1 2
0 1 2 1 2
3 3
m
m m
m m m m
A c I c A c A
+
= + +
(
(
+ +
(
(
= +
(
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
10
3 3
1 1
0 1 2 2 1 2
3 3
1 1023 1023
0 683 682
0 341 342
m m m m
A
(
(
(
+ +

(
(
=
(
(

Thanks
Thanks
1508/2012 50 Engineering Mathematics I (MATH ZC 161)

Engineering Mathematics - I (MATH ZC 161) : BITS Pilani

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BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

14/08/2012 10 Engineering Mathematics I (MATH ZC 161)

BITS Pilani, K K Birla Goa Campus

14/08/2012 15 Engineering Mathematics I (MATH ZC 161)

14/08/2012 16 Engineering Mathematics I (MATH ZC 161)

14/08/2012 28 Engineering Mathematics I (MATH ZC 161)

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

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