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AE 483 Automatic Control Systems II

METU, Department of Aerospace Engineering




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REVIEW ON LINEAR ALGEBRA ESSENTIALS
Dr.Ilkay Yavrucuk


VECTOR SPACES

Def: A vector space V is a set of objects, called vectors, for which operations of vector
addition and scalar multiplication are defined.
e.g.

R
1
is a vector space line


R
2
is the usual x-y plane


R
3
is the 3-D space
In a vector space the following has to be satisfied (for x and y being vectors,

c
1
and

c
2
being
scalars):
1) x+y = y+x
2) x+(y+z) = (x+y)+z
3) There is a unique zero vector that satisfies x+0 = x, for all x
4) For each x there is a unique vector x such that x+(-x) = 0
5) 1x = x
6)

(c
1
c
2
)x c
1
(c
2
x)
7)

c(x y) cx cy
8)

(c
1
c
2
)x c
1
x c
2
x
e.g.

V R
n
is a vector space

Def: A subspace of a vector space is a non-empty subset that satisfies two requirements:
1) if we add two vectors in the subspace, their sum x+y remains in the subspace;
2) if we multiply any vector x in the subspace by any scalar c, the multiplication cx
is still in the subspace.

Def: Let V be a vector space and

.
1)

are linearly dependent if there is a set of scalars


with at least one non-zero scalar, for which

(1)
AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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We say

is a linear combination of vectors

. For a set of vectors to


be linearly dependent one of them must be a linear combination of the others.
2) If the only solution for eqn.(1) is

are linearly independent.


3) Def:

is called a basis for V if for every there is a unique


choice of scalars

, for which


This implies that

are independent.
Def: If such a basis exists, then V is called a finite dimensional, otherwise it is
infinite dimensional.
If V is a vector space with a basis

, then every basis for V will contain


exactly m vectors. The number m is called the dimension of V.

MATRICES AND LINEAR SYSTEMS
Def: Matrices are rectangular arrays of real or complex numbers; in general matrix of order
has a form:


A matrix of order n is shorthand for square matrix of order.
Def:
1) Let A and B be of order , then the sum of A and B is the matrix C = A+B of
order ,


2) Let be a scalar. Then the scalar multiplication is of order and


3) Let

and

, then the product is

such that


AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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4) Let

. The transpose

has the order such that


Some properties of square matrices:
1) A+B = B+A
2) (A+B)+C = A+(B+C)
3) A(B+C) = AB+AC
4) A(BC) = (AB)C
5)


6)



Def: A zero matrix of order has all its entries equal to zero, and is denoted by


or simply O.
For any

, A+O = O+A = A.
Def: The identity matrix of order n is defined by





, for all , .
For all matrices

and

, AI = A, IB = B.
Def: Let A be a square matrix of order n. If there is a square matrix B of order n, for which
AB = BA = I, then we say A is invertible. It can be shown that matrix B is unique, but might
not always exist. It is denoted as

. So, the matrix A is called invertible if

exists.
Remark: If A and B are invertible, then


Def: A matrix A is called symmetric if

. The matrix A is skew-symmetric if

. All symmetric and skew-symmetric matrices are also square.


Def: Let matrix A be of order . The row-rank of A is the number of linearly
independent rows. The column-rank of A is the number of linearly independent columns.

Theorem: Let

be a square matrix with elements from R and let the vector space be

. Then following are equivalent statements:


1) Ax = b has a unique solution for any
AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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2) Ax = 0 has a unique solution x = 0
3)

exists
4)
5) full rank

Def: The nullspace of a matrix A consists of all vectors x such that Ax = 0 and . It is
denotes by N(A). The nullspace is a subspace.

DETERMINANTS
Def: The determinant of matrix A is a combination of row i and the cofactors of row i:


The cofactor

is the determinant of

is formed by deleting row i and column j of A.



Some Properties of Determinants:
1) det(tA) = tdet(A)
2) det(I) = 1
3) If two rows are equal, det(A) = 0
4) Elementary matrix operations do not change determinants
5) If A has a zero row, det(A) = 0
6) If

is a triangular matrix,


7) If det(A) =0, then A is called singular matrix.
8) det(AB) = det(A) det(B)
9)




EIGENVALUES AND EIGENVECTORS
Def: The number , complex or real, is an eigenvalue of the square matrix A if there is a
vector

, such that
AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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The vector x is called an eigenvector corresponding to the eigenvalue .

Example:
Consider the following initial value problem:


This is an initial value problem. The unknown are specified at time t = 0, and not at both
points of the interval.
In a matrix form the system can be written as:

,


.
Where u is the unknown vector,

- its initial value, A coefficient matrix.


In this notation, the system becomes a vector equation


Note that it is a first-order linear equation with constant coefficients; the matrix A is time
independent.
Rewrite this equation in a scalar form:


The solution is:


Thus the initial condition and the equation are both satisfied.
for , the system is unstable;
for , the system is stable;
for , the system is neutrally stable.
If is a complex number, ,


AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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then the stability is associated with the real part ; the complex part produces oscillations.
Going back to the solution of the system of ODEs, assume the solution in the form:


or in the vector notation

,
where

.
Substituting

and

into the equation


Eliminate

:


In the matrix form this equation can be written as:
(*)
Equation (*) is the fundamental equation. It involves two unknowns: and x.
The number is called an eigenvalue of matrix A, and the vector x is the associated
eigenvector. The goal is to find eigenvalues and eigenvectors.


The problem reduces to:
1) Find the vector x that is in the nullspace of matrix ;
2) The number needs to be chosen so that has a nullspace.
We want to find a nonzero eigenvector x. The goal is to build u(t) out of exponentials

,
and we are interested only in those particular values of for which there is a nonzero
eigenvector x.
must be singular the number is an eigenvalue if and only if

AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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This is the characteristic equation, and each solution has a corresponding eigenvector x:
or .
In our example










- characteristic equation or characteristic polynomial.


Its solution gives two eigenvalues:

and

.
For

.
The solution (first eigenvector) is any multiple of

.
For

.
The second eigenvalue is any multiple of

and

.
These two special solutions give the complete solution. They can be multiplied by any
numbers

and

, and they can be added together to form the General Solution. Thus

.
The constants

and

must be chosen to satisfy the initial condition

or


.
The constants are

and

, and the solution of the original equation is:


and

.

Def: The multiplicity as the root of the characteristic equation of an eigenvalue is called its
algebraic multiplicity.

AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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Example:




,

.
Algebraic multiplicity is 3.
Def: The maximum number of eigenvectors associated with that eigenvalues called its
geometric multiplicity.
Example:




,

.
Geometric multiplicity is also 3.

Def: Let A and B be square matrices of the same order. Then A is similar to B if there is a
non-singular matrix P for which

.
Note that this is a symmetric relation, since


Remark: If

, then A and B have the same eigenvalues. An eigenvector x of A


corresponds to an eigenvector

of B.
Proof:




Remark: The determinants of similar matrices are the same.
Proof:



AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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THE DIAGONAL FORM OF A MATRIX
Suppose a square matrix A has n linearly independent eigenvectors. Then if these vectors are
chosen to be the columns of a matrix S, it follows that

.
Remark 1: If A has no repeated eigenvalues, eigenvectors are independent. Therefore any
matrix with distinct eigenvalues can be diagonalized.
Remark 2: Not all matrices are diagonalizable. We need n independent eigenvectors for a
matrix A of dimension n.

Note: If eigenvectors

correspond to different eigenvalues

, then these eigenvectors are, for sure, linearly independent.


Example: Recall example from the previous section.


Its general solution is:

,
also


or


replace A with

:

AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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If A can be diagonalized:

,
then



has the solution:

.

SIMILARITY TRANSFORMATIONS (Canonical Forms)
A transformation of matrix A does not always have to be in the form of

, with
eigenvectors as columns for the matrix S, that results in a diagonal matrix.
We might want to transform A into a special form, or A might not have independent
eigenvectors. So, we will call it a transformation of

. It will still have the same


properties of similar matrices, except the resulting matrix might not be diagonal anymore.
Example:
Consider the matrix


,

.
If


, then




triangular matrix with eigenvalues

.
If


, then

an arbitrary matrix with eigenvalues

.
The Schur Form of a Matrix
For any square matrix A, there is an invertible matrix M = U such that

is upper
triangular. The eigenvalues of A are shared with the matrix T, and appear in its main
diagonal:


AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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* There is no easy way to find T for U, but the Schur form is used in many theoretical proofs.

The Singular Value Decomposition (SVD)
Let A be of order . Then there exist matrices U and V of order m and n, respectively,
such that

- is diagonal matrix of order ,





The numbers

, ,

are called singular values of A. They are real and positive and
can be arranged such that

.
* r is the rank of matrix A.

The Jordan (Canonical) Decomposition
The Jordan form allows any matrix A to transform to a matrix that is nearly diagonal as
possible.
If A has a full set of independent eigenvectors, we arrive at

. The Jordan form


coincides with the diagonal . However, this is not possible for defective matrices.

But the Jordan form allows a near diagonal similarity transformation even for defective
matrices.

Theorem:
If A has s independent eigenvectors, it is similar to a matrix with s-blocks:

, ,

are called Jordan blocks.


Each of the Jordan block,

, is a triangular matrix with only a single eigenvalue,

, and one
eigenvector,
AE 483 Automatic Control Systems II
METU, Department of Aerospace Engineering


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When the block has an order , the eigenvalue

is repeated m times and there are (m-1)


1s above the diagonal. The same eigenvalue

may appear in several blocks, if it


corresponds to several different eigenvectors.
Remark: Two matrices are similar if they share the same Jordan form J.
Example 1: Consider a matrix with the following eigenvalue and eigenvector
properties:
1) A double eigenvalue

with only one associated eigenvector.


2) A triple eigenvalue

with two associated eigenvectors.


Since there are only 3 independent eigenvectors, it is a not full rank matrix defective
matrix.

.
Example 2:




,

, eigenvector (1,0,0) - 3 eigenvalues with 1 independent


eigenvector.





- only one Jordan block.