EMG 311 Courseware (Matrix Transformation, Eigenvalue and Eigenvector)
EMG 311 Courseware (Matrix Transformation, Eigenvalue and Eigenvector)
1. Matrix Transformation
1.1. Introduction 1.3Matrix Addition and Subtraction
It is believed that most students by now have been exposed to the language of matrices. A matric addition is defined only for matrix A and b of same size and their sum is written as
Matrix arises naturally in many subject areas but mainly in the context of solving a A + B and it is obtained by adding the corresponding elements.
simultaneous system of linear equations. In this topic, we will give a review of matrices, −4 6 3 5 −1 0
systems of linear equations, inverses, determinants, and eigenvectors and eigenvalues. For example, if = , =
0 1 2 3 1 0
A matrix is a rectangular array of numbers or functions enclosed in bracket. The number of Therefore + =
1 5 3
, − =
−9 7 3
functions is called the elements of the matrix. 3 2 2 −3 0 2
Matrices is useful in the solution of many problems such as solution of linear algebra system, 1.3.1. Scalar Multiplication of Matrix
finding solution to some electrical networks, traffics, fluid flows, population growth etc. A product of any m x n matrix A and any scalar c written as cA is obtained by multiplying
Matrix is s generally written in the following way: each entry in A by c;
2.7 1.8 −5.4 −3.6
For example, if = 0 0.9 then, −2 = 0 −1.8
9 −4.5 −18 9
Exercise:
1 2 3 17 0 13
If = 0 1 2 and = 0 −8 4 , find 2A-B
3 0 −4 7 6 −5
2 3 4
For example, is a 2 x 3 matrix with two rows and three columns. −15 4 −7
5 −5 0
Answer : 2 − = 0 10 0
Note: A matrix with a single column is called a Column Vector and a matrix that contains a −1 −6 −3
single row is called Row Vector. Also, a matrix that has as many rows as column is call a
1.3.1 Law of Matrix Addition and Subtractions
Square Matrix.
1) A+B= B+A
2) (U +V) + W = U+ (V+W)
3) A+0=A
1.2 Matrix General Concept and Notations 4) c(A + B) = cA + cB
A m x n matrix is a matrix with m rows and n column of the form: 5) (c +k)A = cA + kA
6) c( kA) = (ck)A
−−−−−− −
7) IA = A
−−−−−− −
−−−−−− −
Note: If all the elements of a square matrix are zeros, the matrix is called a Null Matrix, and
if only the elements of the main diagonal of a matrix are non-zero, then the matrix is said to
1 2
1.4Matrix Multiplication =
145 290
+
54 0
435 580 0 54
Multiplication of a matrix by another matrix is a product C= AB (in this order).
199 290
=
If = and = , therefore, = = 435 634
Therefore, = (5 + 2 ) To eliminate y, we make the coefficient of y into two identical equation by multiplying
equation (1) by b2 and equation (2) by b1 . Then the resulting equation becomes;
= (5 + 2 )(5 + 2 )
+ + =0
= 25 + 10 + 10 +4
+ + =0
= 25 + 20 +4
Subtracting, we have;
Since, = and = ,
( − ) + − =0
Substituting ,
= 25(5 + 2 ) + 20 +4 Therefore, = ( )
= 125 + 50 + 20 +4 Note that we can obtained a finite value for x only if the determinant ≠ 0
= 145 + 54 Example: Consider the set of linear equation below, then find its determinant:
1 2 1 0 3 +2 −5=0
Therefore, = 145 + 54
3 4 0 1
4 +3 −7=0
3 4
3 2 3 2 −24 6 15
Solution; = = (3 × 3 − 4 × 2) = 1
4 3 4 3 The matrix of co-factor of matrix A is = 20 −5 −5
13 8 −10
−24 20 13
1.6.1 Determinant of a 3rd order matrix The Adjoint of square matrix is transpose of C, = 6 −5 8
15 −5 −10
= = − + Exercise:
5 2 1
Note: Each element of the determinant is associated with its minor, which is found by Find the adjoint of matrix A where = 3 1 4
omitting the row and column containing the element concerned. For example, the minor of 4 6 3
= , and the minor of = etc. Answer:
−21 0 7
= 17 11 −17
14 −22 −1
1.7 Co-Factor of matrix
Summary: Procedure to find the adjoint of a square matrix A is as follow:
If = is a square matrix, and the determinant of its element can be found, each
element give rise to co-factors, which is simply the minor of the element in the determinant 1. Form the matrix of co-factor C
together with its placed sign (+ve or -ive). Note that the sign (- or +) is as alternately to each 2. Write the transpose of C i.e
element.
7 1 −2
Find the co-factor of the element 3 and 4 in the matrix A, where = 6 5 4 =
det
3 8 9
Example:
Solution:
2 3 5
1 −2 Consider a matrix A, find its inverse where = 4 1 6
(i) Co-Factor of 3 = = [4 − (−10)] = 14
5 4 1 4 0
7 1
(ii) Co-Factor of 4 = = −[56 − 3] = −53
3 8 Solution:
Find the det (A) = 2(0 − 24) − 3(0 − 6) + 5(16 − 1) = 45
1.8 Adjoint of matrix −24 6 15
Find the co-factor C = 20 −5 −5
We define the adjoint of matrix, Adj(A), of A by the formula Adj(A) = Cof(A)T 13 8 −10
2 3 5 −24 20 13
Consider = 4 1 6 Find the Adj(A) which is = 6 −5 8
1 4 0 15 −5 −10
5 6
Find the Inverse 1.11 Solution to set of Linear Equations
1 −24 20 13
= = 6 −5 8 Consider the set of linear equation;
det 45
15 −5 −10 + + + −−−−− + =
Exercise 1 + + +−−−−− + =
+ + +−−−−− + =
1 2 3
Find Inverse of A matrix if = 4 1 5 By the knowledge of matrix multiplication, this equation can be written in matrix form:
6 0 2
−−−−−− −
Answer: −−−−−− − =
1 2 −4 7 −−−−−− −
= = 22 −16 7
det 28
−6 12 −7 i.e, × =
Exercise 2 thus = =
Using the answer obtained from the exercise 1 above, proof that product of matrix and its
Therefore, the value of dependent variable x can be obtained by finding the inverse of matrix
inverse is equal to a unit matrix
A and multiplying with scalar b.
Summary on how to find inverse of a matrix
1) Evaluate the det A
Example1 :
2) Form a matrix of co-factor C from the element of matrix A
3) Obtain the Adj A from the transpose of C i.e CT Solve the following set of equations
4) Divide each element of CT by det A
+ 2 + =4
5) The resulting matrix is the of original matrix A
3 − 4 −2 =2
5 + 3 + 5 = −1
1.10 Crammer’s rule Solution
Suppose the two given simultaneous equations are Express in matrix form
+ = 1 2 1 4
3 −4 −2 = 2
+ =
5 3 5 −1
Here, the two unknowns are x and y, while a, b, d and e are coefficients of these unknowns i.e, × =
whereas c and f are constants. The procedure for solving these equations by Crammer’s is as
follows: thus = = , while =
1. Write the two equations in the matrix form as = Obtain det A: = 1(−20 + 6) − 2(15 + 10) + 1(9 + 20) = −35
2. The common determinant is given as ∆= =( − ) Obtain AdjA: First find the co-factor C, thereafter transpose C to obtain the Adjoint.
3. For finding the determinant for x, replace the coefficients of x in the original matrix −14 −25 29 −14 −7 0
= −7 0 7 therefore, = −25 0 5
by the constants so that we get determinant Δ1 given by ∆ = =( − ) 0 5 −10 29 7 −10
4. For finding the determinant for y, replace coefficients of y by the constants so that we −14 −7 0
get ∆ = =( − ) Therefore = = −25 0 5
29 7 −10
5. Apply Cramer’s rule to get the value of x and y
Solve the set of linear equation if , =
∆ ( ) ∆ ( )
= ∆
=( )
and = ∆
=( )
7 8
−14 −7 0 4 −70 2 MATRIX APPLICATION TO ELECTRICAL ENGINEERING
Therefore, = −25 0 5 2 = −105 = 3
29 7 −10 −1 140 −4 There are certain theorems, which when applied to the solution of electric network, either
simplify the network itself or render their analytical solution very easy. Example are
i.e = 2; =3 = −4 Kirchhoff’s law, Mesh current law, etc.
Example 2: Kirchhoff Current Law (KCL) states that “at any point of a circuit, the sum of the inflowing
Repeat example 1 using crammer’s rule current equals the sum of the out flowing current”. While Kirchhoff Voltage Law (KVL)
states that “in any close loop, the sum of all the voltage drop equals the applied emf”, as
Solution: shown in figure below.
Express in matrix form
1 2 1 4
3 −4 −2 = 2
5 3 5 −1
The common determinant is given as ∆= 1(−20 + 6) − 2(15 + 10) + 1(9 + 20) = −35
Find the determinant for x1,
4 2 1
2 −4 −2 = ∆ = 4(−20 + 6) − 2(10 − 2) + 1(6 − 4) = −70
−1 3 5
Find the determinant for x2,
1 4 1
3 2 −2 = ∆ = 1(10 − 2) − 4(15 + 10) + 1(−3 − 10) = −105 Consider the closed path ABCDA in Fig.1. As we travel around the mesh in the clockwise
5 −1 5 direction, different voltage drops will have the following signs:
i.e = 2; =3 = −4
Exercise 1
Fig 1:
Solve the set of linear equation:
Using Kirchhoff’s voltage law, we get.
2 − +3 =2
+ 3 − = 11 − − + − − + =0
2 −2 +5 =3
We can re-write as
−1 + − + = +
Answer: = = 5 , i.e = −1, =5 =3
3
9 10
Example 1 Write the KVL for the right loop
Find the value current , in the following set of simultaneous equations 0 + 10 + 25 = 90 ……………………………. (2)
+3 +4 = 14 Write the KVL for the right loop
+2 + =7 20 + 10 + 0 = 80 ……………………………. (3)
2 +1 +2 =2 Write eqns. (1), (2) and (3) in matrix of the form A x I= b
Solution −1 1 −1 0
0 10 25 = 90
Write the equations in matrix of the form A x I= b 20 10 0 80
1 3 4 14 To find the current I, we have =
1 2 1 = 7
2 1 2 2 Obtain det A: = −1(0 − 250) − 1(0 − 500) − 1(0 − 200) = 950
To find the current I, we have = Obtain AdjA: First find the co-factor C, thereafter transpose C to obtain the Adjoint.
Obtain det A: = 1(4 − 1) − 3(2 − 2) + 4(1 − 4) = −9 −250 500 −200 −250 −10 35
= −10 20 30 therefore, = 500 20 25
Obtain AdjA: First find the co-factor C, thereafter transpose C to obtain the Adjoint. 35 25 −10 −200 30 −10
3 0 −3 3 −2 −5 −250 −10 35
= −2 −6 5 therefore, = 0 −6 3 Therefore = = 500 20 25
−5 3 −1 −3 5 −1 −200 30 −10
3 2 −5 But, =
Therefore = = 0 −6 3
−3 −5 −1 −250 −10 35 0 1900 2
Therefore, = 500 20 25 90 = 3800 = 4
But, = −200 30 −10 80 1900 2
3 −2 −5 14 18 −2 i.e = 2; =4 =2
Therefore, = 0 −6 3 7 = −36 = 4
−3 5 −1 2 −9 1 Exercise 1
i.e = −2; =4 =1 Find the current in the network shown below:
Example 1: Find the value of , in the electrical circuit network shown below
11 12
2. EIGENVECTORS AND EIGENVALUES | − | is called characteristic determinant of A and | − | = 0, is the characteristic
equation.
2.1 EIGENVALUES
On expanding the determinant, this gives polynomial of degree n and the solution of
In many applications of matrix to technological problems involving electrical network,
characteristic equation gives the value of i.e the eigenvalue of A.
coupled oscillations and vibration, equation of the form below occurs:
Example1:
× =
4 −1
= is the square matrix and is a number (scalar) Find the eigenvalue of matrix =
2 1
For non-trivial solution, i.e ≠ 0, the value of is called EIGENVALUES or characteristic Solution:
value or latent roots of matrix A and the corresponding solution of the given equation are
× = , i.e ( − ) = 0
called EIGENVECTORS or characteristic vector of A.
Find the characteristic equation, | − | = 0,
Express set of linear equation:
+ +−−−−−−−+ = Characteristic Det A= | − | = 4− −1
= (4 − )(1 − ) + 2 = 0
2 1−
+ +−−−−−−−+ = −5 +6=0
- - - - Factorize, we have ( − 2)( − 3) = 0, Therefore, =2 3
+ +−−−−−−+ = The eigenvalues are therefore, = 2, = 3
Bringing the RHS terms to the LHS, we have Example2:
( − ) + +−−−−−−−+ = 0 2 3 −2
Find the eigenvalue of matrix = 1 4 −2
+( − ) +−−−−−−−+ = 0
2 10 −5
- - - - Solution:
+ + − − − − − − +( − ) = 0 × = , i.e ( − ) = 0
Expressing in matrix form, we have Find the characteristic det.
( − ) 0 (2 − ) 3 −2
( − ) = 0 | − |= 1 (4 − ) −2 =0
( − ) 0 2 10 (−5 − )
Therefore, × = becomes, Expanding
( − ) =0
| − | = (2 − )[(4 − )(−5 − ) + 20] − 3[(−5 − ) + 4] − 2[10 − 2(4 − )]
And then,
( − ) =0 = (2 − )[−20 + + + 20] + 3(1 + ) − 2(2 + 2 )
Note that = . This is introduced since we can only subtract a matrix from = (2 − )[ + ] + 3(1 + ) − 4(1 + )
another matrix. = (2 − ) (1 + ) − (1 + )
For the set of homogenous linear equation (i.e all RHS constant all zeros) to have a non- = (1 + )[ (2 − ) − 1]
trivial solution (i.e ≠ 0), the determinant | − | must be equal to zero.
= (1 + )(− + 2 − 1)
( − )
= (1 + )(1 − )(1 − ) = 0
| − |= ( − ) =0
( − ) The eigenvalues are therefore, = −1, = 1 = 1
13 14
2.2 EIGENVECTORS Solution
Each Eigenvalue obtained has corresponding to it solution of x called Eigenvector. In matrix, The characteristic equation
the value “vector” indicated a line matrix or column matrix. 2− 0 1
( − )= −1 4− −1 = 0
Consider the equation −1 2 −
× =
(2 − )[− (4 − ) + 2] − 0 + 1[−2 + (4 − )] = 0
4 1 4− 1
Where = , the characteristic equation is =0 (2 − )[ − 4 + 2] + [(2 − )] = 0
3 2 3 2−
(4 − )(2 − ) − 3 = 0 (2 − )[( − 4 + 2) + 1] = 0
Therefore, (2 − )[( − 4 + 3)] = 0
−6 +5= 0
(2 − ) ( − 1)( − 3) = 0
Factorizing ( − 1)( − 5) = 0, Therefore, =1 5
The eigenvalue are therefore, = 1, = 2 =3
The eigenvalue are therefore, = 1, = 5
To obtain the corresponding Eigenvector.
To obtain the corresponding Eigenvector.
( − ) =0
( − ) =0
If = ,
3 1 0
If = , = = 1 0 1 0
3 1 0
−1 3 −1 = 0
Multiplying by any of the row −1 2 −1 0
+ = 0, therefore, = − ……………………………..(1)
⇒ 3 + = 0,
1 Multiply , with the 3rd row
Therefore, = −3 or =
−3 − +2 − =0
−1 1 0
If = , = = Since =− or = − , substituting, we have ….
3 −3 0
Multiplying by any of the row − +2 + =0
Therefore,
⇒ − + = 0, 2 = 0, or =0
1
Therefore, = or = So, = 1, =0 = −1,
1
1 1 1
The corresponding eigenvector are therefore, The corresponding eigenvector is therefore = 0
−3 1
−1
Example 1
If = ,
Determine the Eigenvalue and Eigenvector for the equation × = , where
0 0 1 0
2 0 1 −1 2 −1 = 0
= −1 4 −1 −1 2 −2 0
−1 2 0
0 +0 + = 0, therefore, =0
Multiply , with the 2nd row
− +2 − =0
15 16
Since = 0, substituting, we have ….
− +2 =0
Therefore,
2 =
So, = 2, =1 = 0,
2
The corresponding eigenvector is therefore = 1
0
If = ,
−1 0 1 0
−1 1 −1 = 0
−1 2 −3 0
− +0 + = 0, therefore, =
Multiply , with the 2nd row
− + − =0
Since = , substituting, we have ….
−2 + =0
Therefore,
=2
So, = 1, =2 = 1,
1
The corresponding eigenvector is therefore = 2
1
1 2 1
All the Eigenvector are therefore, 0 , 1 2
−1 0 1
Exercise
Find the Eigenvalue of the matrix A and the Eigenvector corresponding to each Eigenvalue,
where
2 2 −2
= 1 3 1
1 2 2
Answer:
Eigenvalues are: = 1, = 2 =4
−2 −2 0
Eigenvectors are: 1 , 1 1
0 1 1
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