Basic Calculus and Linear Algebra

Module 5: Matrices
1. Motivation:
Applications of matrices are found in most scientific fields. Matrices are applicable to study
physical phenomena, such as the motion of rigid bodies which occurs in every branch
of physics including classical mechanics, optics, electromagnetism, quantum mechanics
and quantum electrodynamics. In computer graphics, Matrices are used to manipulate 3D
models and
project
them
onto
a 2-dimensional
screen.
In probability
theory and statistics, stochastic matrices are used to describe sets of probabilities; for instance,
they are used within the PageRank algorithm that ranks the pages in a Google search. Matrix
calculus generalizes classical analytical notions such as derivatives and exponentials to
higher dimensions. Matrices are used in economics to describe systems of economic
relationships.
Introduction:
Matrix is a set of m x n elements (real or complex) arranged in a rectangular array of m rows
and n columns enclosed by a pair of square brackets (or round brackets). It is written as
11
12
1
21
22
2
1
2
...
...
...
n
n
m
m
mn
a
a
a
a
a
a
A
a
a
a
·
·
·
·
·
·
··
·
·
(2) Scalar Matrix: A square matrix, whose all diagonal elements are equal, is called a scalar
matrix. e.g.
2
0
0
3
0
,0
2
0
0
3
0
0
2
·
·
·
·
·
·
·
·
·
·
·
·
·
·
·
·
(3)
Upper Triangular Matrix: A square matrix, in which all the elements below the
diagonal are zero, is called an upper triangular matrix.
1
3
2
0
4
5
0
0
2
·
·
·
·
·
·
·
·
·
·
·
(4) Lower Triangular Matrix: A square matrix, in which all the elements above the
diagonal are zero, is called a lower triangular matrix.
1
ij
ji
a
a
··
for all i and j,i.e.
T
A
A
··
.Thus, the diagonal elements of a skew symmetric
matrix are all zero. e.g.·
0
·3
·4
3
0
8
4
·8
0
·
(9)
Conjugate of a matrix: A matrix obtained from any given matrix A, on replacing its
elements by the corresponding conjugate complex numbers is called conjugate of A
and it is denoted by A.
e.g.
13
2
5
8
13
25
8
,
6
9
6
9
i
i
i
i
A
A
i
i
i
i
·
·
·
·
·
·
·
·
i)
A =·
1
2
3
1
4
2
2
6
5
·
ii) A =·
1
2
3
·1
·2
·1
·3
·1
1
0
1
1
0
1
1
·1
· (iii) A=·
2
3
·1
·1
1
·1
·2
·4
3
1
3
·2
6
3
0
·7
·
Ans: (i) · (A) = 2 (ii) · (A) = 2 (iii) · (A) =3
Homework Problems
1)
Evaluate the rank of the following matrices by reducing them to Echelon form:
i)
A =·
1
2
·2
·1
x
2y
4
1
4x
3
1
w
z
w
·
·
·
·
·
··
Ans : Consistent :
3
7
1
1
3
3
2
3
(x, y, z, w) = ( - t,
-
t,
- t, t ) .
2)
Investigate for what values of · and · the system of equations [May·17]
2x
3y
5z
9
·
·
·
7x
3y
2z
8
·
·
·
2x
3y
·z
·
·
·
·
have (i) no solution (ii)unique solution (iii) many solutions.
Ans: (i) · = 5, · · 9 (ii) · · 5,· · (iii) · = 5, · = 9
3)
Determine the values of · so that the equations :[May·13, 14]
2
Homogeneous Linear system of Equations
We will learn one more application of rank of matrices to solve the homogeneous system of
equations. For this purpose, we will write the given system in matrix notation as AX=O. Then
we consider the augmented matrix [A]and find the rank of the matrix.
Consistency of an equation: The homogeneous system of equations is always consistent.
There are two cases:
Case I: If
()
A
r
n
·
·
·
- no. of unknowns, the system has unique trivial solution.
Case II: If
()
A
r
n
·
·
·
- no. of unknowns, the system has infinite solutions.
Exercise
1)
Solve the following system of equations completely.
2x
2y
5z
0
·
·
·
4x
y
z
0
·
·
·
3x
2y
3z
0
·
·
·
x
3y
7z
0
·
·
·
Ans:
(x, y, z) = (0, 0, 0)
1)
Linear Dependence: A set of r vectors
1
2
,
,.....
r
X
X
X is said to be linearly dependent if
there exist r scalars (numbers)
1
2
,
,.....
r
kk
k not all zero, such that
1
1
2
2
.....
0
r
r
kX
kX
kX
·
·
·
·
.
2)
Linear Independence: A set of r vectors
1
2
,
,.....
r
X
X
X is said to be linearly
independent if there exist r scalars (numbers)
1
2
,
,.....
r
kk
k , such that if
1
1
2
2
.....
 (ii) A =
·
·
·
·
·
·
·
·
·
·
·
·
1
3
1
1
1
1
2
2
2
(iii) A =
2
1
1
2
3
2
3
3
4
·
·
·
·
·
·
·
·
·
·
(iv) A =
·
·
·
·
·
·
·
·
·
·
·
3
3
1
A homogeneous equation of degree 2 in any number of variables is called the quadratic
form.
Exercise
1.
Reduce the quadratic form 3·· + 5·· + 2·· · 2·· + 2·· · 2·· to the canonical form
and specify the matrix of transformation.
2. Reduce the quadratic form to the canonical form by orthogonal reduction and discuss
its nature 2···· + 2···· · 2····.
3. Reduce the following quadratic forms in the canonical form by orthogonal
transformation and find their index and signature
(i)
3··
· + 3··
· + 3··
· + 2···· + 2···· · 2····
(ii)
·· + 5·· + ·· + 2·· + 6·· + 2··
4.
Find the nature of the quadratic form ·· + 5·· + ·· + 2·· + 2·· + 6··
Vector space:
1. Norm: If X is a complex n-vector then the positive square root of the inner product (X,X)
is called the norm of the vector X and is denoted by
.
Thus, if X=
then
The norm of a vector is also called the length of the vector.
··· = 0 iff X=0 i.e. X is a zero vector.
2. Unit Vector: If X is a complex n-vector then it is called a unit vector if ··· = 1 .A
unit vector is also called a normal vector.
3. Orthogonal Vectors: If X and Y are any two complex n-vectors then X is said to be
orthogonal to Y if (X,Y)=0 i.e. if
4 Vector Spaces: A vector space V is a collection of objects with a (vector) addition and
Scalar multiplication de·ned that closed under both operations and which in addition
satis·es the following axioms:
(i) (·+·)x = ·x+·x for all x · V and ·,· · F
(ii) ·(·x)=(··)x
(iii) x+y = y +x for all x, y · V
(iv) x+ (y +z)=(x+y) +z for all x, y, z · V
(v) ·(x+y) = ·x+·y
(vi) ·O · V z 0 +x = x; 0 is usually called the origin
(vii) 0x = 0
(viii) ex = x where e is the multiplicative unit in F.
Exercise
1. Check whether or not · = ···
0
0
·· ···· ···· ·, · · ·· is a vector space
2. Show that · = ·· + ··2 /·, · · ·· is a vector space, where Q is a set of rational numbers.
3. Check whether or not · = {(··, ··, ··, . . . . ··)/ ··· ·} is a vector space.
4. Q1. Determine whether any of the following sets are spanning sets for ··
i)
·· = ··1
0· , ·0
1··
ii)
·· = ··1
0· , ·0
1· , ·1
1··
iii)
·· = ··1
1· , ·2
2· ·
5. . Determine whether the set · = · ·1
0· , ·0
1· · is basis for ··
6. Determine whether the set · = · ·1
1· , · 1
·1· · is basis for ··.
**********************************************************************************
QUADRATIC FORM- REDUCTION OF QUADRATIC FORM TO CANONICAL FORM BY
ORTHOGONAL TRANSFORMATION:
Quadratic form:
A homogeneous polynomial of second degree in any number of variables is called a quadratic
form
Example:
is a quadratic form in three variables
Note:
The matrix corresponding to the quadratic form is
Problems:
1. Write the matrix of the quadratic form
Solution:Q =
Here
;
;
2. Write the matrix of the quadratic form
Solution: Q =
3. Write down the quadratic form corresponding to the following symmetric matrix
Solution:Let
The required quadratic form is
=
NATURE OF THE QUADRATIC FORM:
Rank of the quadratic form:The number of square terms in the canonical form is the rank (r) of
the quadratic form
Index of the quadratic form: The number of positive square terms in the canonical form is
called the index (s) of the quadratic form
Signature of the quadratic form:The difference between the number of positive and negative
square terms = s (r-s) = 2s-r, is called the signature of the quadratic form
The quadratic form is said to be
(1) Positive definite if all the eigen values are positive numbers
(2) Negative definite if all the eigen values are negative numbers
(3) Positive Semi-definite if all the eigen values are greater than or equal to zero and at
least one eigen value is zero
(4) Negative Semi-definite if all the eigen values are less than or equal to zero and at least
one eigen value is zero
(5) Indefinite if A has both positive and negative eigen values
Problems:
1. Determine the nature of the following quadratic form f(
Solution:The matrix of the quadratic form is Q =
The eigen values of the matrix are 1, 2, 0
Therefore, the quadratic form is Positive Semi-definite
2. Discuss the nature of the quadratic form
without reducing it to
canonical form
Solution:The matrix of the quadratic form is Q =
Therefore, the quadratic form is positive definite
REDUCTION OF QUADRATIC FORM TO CANONICAL FORM THROUGH ORTHOGONAL
TRANSFORMATION [OR SUM OF SQUARES FORM OR PRINCIPAL AXES FORM]
Working rule:
Step 1: Write the matrix of the given quadratic form
Step 2: To find the characteristic equation
Step 3: To solve the characteristic equation
Step 4: To find the eigen vectors orthogonal to each other
Step 5: Form the Normalized matrix N
Step 6: Find
Step 7: Find AN
Step 8: Find D =
Step 9: The canonical form is
Problems:
1. Reduce the given quadratic form Q to its canonical form using orthogonal
transformation Q =
Solution: The matrix of the Q.F is A =
i.e., A =
The characteristic equation of A is
where
The characteristic equation of A is
1 1 -7 14
-8
0 1 -6 8
1
-6
8 0
The eigen values are 1, 2, 4
To find the eigen vectors:
Case 1: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (2) and (3) by rule of cross multiplication, we get,
2
-1
0
2
-1
2
0
-1
Case 2: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (1) and (2) by rule of cross multiplication, we get,
0
0
-1
0
1
-1
0
1
Case 3: When
= 0 -------- (1)
-------- (2)
-------- (3)
Solving (1) and (2) by rule of cross multiplication, we get,
0
0
-3
0
-1
-1
0
-1
The Normalized matrix N =
AN =
i.e.,
The canonical form is
canonical form is
1. Reduce the quadratic form to a canonical form by an orthogonal reduction
.Also find its nature.
Solution: The matrix of the Q.F is A =
i.e., A
The characteristic equation of A is
where
The characteristic equation of A is
 1 1 0 -3
2
0 1 1 -2
1
1 -2 0
The eigen values are 1, 1, -2
To find the eigen vectors:
Case 1: When
------- (1)
------- (2)
------- (3)
1
1
2
1
2
-1
1
2
Case 2: When
 ------- (1)
------ (2)
------ (3)
All three equations are one and the same.
Put
,
. Let
. Then
Let
. Since
is orthogonal to
,
-------- (1)
--------- (2)
l
m
n
1
1
-1
1
-1
1
0
-1
The Normalized matrix N =
;
AN =
i.e.,
The canonical form is
Nature: The eigen values are -2, 1, 1. Therefore, it is indefinite in nature.
1.
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