linear algebra

27
Prepared by:- 1)Hardik Sonaiya (140110707014) 2)Ketan Gohil (140110707015) Guidance by:- Prof. Mukesh Joshi

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Page 1: Linear Algebra

Prepared by:-

1)Hardik Sonaiya (140110707014)

2)Ketan Gohil (140110707015)

Guidance by:-

Prof. Mukesh Joshi

Page 2: Linear Algebra

Diagonalisation of a matrix A is the

process of reduction A to a diagonal form.

If A is related to D by a similarity transformation,

such that D = M-1AM then A is reduced to the

diagonal matrix D through modal matrix M. D is

also called spectral matrix of A.

2

Page 3: Linear Algebra

If a square matrix A of order n has n linearly

independent eigen vectors then a matrix B can

be found such that B-1AB is a diagonal matrix.

Note:- The matrix B which diagonalises A is called

the modal matrix of A and is obtained by

grouping the eigen vectors of A into a square

matrix.

3

Page 4: Linear Algebra

Similarity of matrices:-

A square matrix B of order n is said to be a similar to a square matrix A of order n if

B = M-1AM for some non singular matrix M.

This transformation of a matrix A by a non – singular matrix M to B is called a similarity transformation.

Note:- If the matrix B is similar to matrix A, then B

has the same eigen values as A.

4

Page 5: Linear Algebra

Reduce the matrix A = to diagonal form by

similarity transformation. Hence find A3.

Solution:- Characteristic equation is

=> λ = 1, 2, 3 Hence eigen values of A are 1, 2, 3.

300

120

211

5

0

λ-300

1λ-20

21λ1-

Example:-

Page 6: Linear Algebra

Corresponding to λ = 1, let X1 = be the eigen

vector then

3

2

1

x

x

x

0

0

1

kX

x0x,kx

02x

0xx

02xx

0

0

0

x

x

x

200

110

210

0X)I(A

11

3211

3

32

32

3

2

1

1

6

Page 7: Linear Algebra

Corresponding to λ = 2, let X2 = be the eigen

vector then,

3

2

1

x

x

x

0

1-

1

kX

x-kx,kx

0x

0x

02xxx

0

0

0

x

x

x

100

100

211-

0X)(A

22

32221

3

3

321

3

2

1

2

0,

I2

7

Page 8: Linear Algebra

Corresponding to λ = 3, let X3 = be the eigen

vector then,

3

2

1

x

x

x

2

2-

3

kX

xk-x,kx

0x

02xxx

0

0

0

x

x

x

000

11-0

212-

0X)(A

33

13332

3

321

3

2

1

3

3

2

2

3,

2

I3

k

x

8

Page 9: Linear Algebra

Hence modal matrix is

2

100

11-02

1-11

M

MAdj.M

1-00

220

122-

MAdj.

2M

200

21-0

311

M

1

9

Page 10: Linear Algebra

300

020

001

200

21-0

311

300

120

211

2

100

11-02

111

AMM 1

10

Now, since D = M-1AM

=> A = MDM-1

A2 = (MDM-1) (MDM-1)

= MD2M-1 [since M-1M =

I]

Page 11: Linear Algebra

Similarly, A3 = MD3M-1

=

A3 =

2700

19-80

327-1

2

100

11-02

111

2700

080

001

200

21-0

311

11

Page 12: Linear Algebra

A square matrix A with real elements is said

to be orthogonal if AA’ = I = A’A.

But AA-1 = I = A-1A, it follows that A is orthogonal if

A’ = A-1.

Diagonalisation by orthogonal transformation

is possible only for a real symmetric matrix.

12

Page 13: Linear Algebra

If A is a real symmetric matrix then eigen

vectors of A will be not only linearly independent but

also pairwise orthogonal.

If we normalise each eigen vector and use

them to form the normalised modal matrix N then it

can be proved that N is an orthogonal matrix.

13

Page 14: Linear Algebra

The similarity transformation M-1AM = D

takes the form N’AN = D since N-1 = N’ by a

property of orthogonal matrix.

Transforming A into D by means of the

transformation N’AN = D is called as orthogonal

reduction or othogonal transformation.

Note:- To normalise eigen vector Xr, divide each

element of Xr, by the square root of the sum of the

squares of all the elements of Xr.

14

Page 15: Linear Algebra

Diagonalise the matrix A = by means of an

orthogonal transformation.

Solution:-

Characteristic equation of A is

204

060

402

66,2,λ

0λ)16(6λ)λ)(2λ)(6(2

0

λ204

0λ60

40λ2

15

Example :-

Page 16: Linear Algebra

I

1

1 2

3

1

1

2

3

1 3

2

1 3

1 1 2 3 1

1 1

x

whenλ = -2,let X = x be theeigenvector

x

then (A +2 )X = 0

4 0 4 x 0

0 8 0 x = 0

4 0 4 x 0

4x + 4x = 0 ...(1)

8x = 0 ...(2)

4x + 4x = 0 ...(3)

x = k ,x = 0,x = -k

1

X = k 0

-1

16

Page 17: Linear Algebra

2

2I

0

1

2

3

1

2

3

1 3

1 3

1 3 2

2 2 3

x

whenλ = 6,let X = x be theeigenvector

x

then (A - 6 )X = 0

-4 0 4 x 0

0 0 x = 0

4 0 -4 x 0

4x + 4x = 0

4x - 4x = 0

x = x and x isarbitrary

x must be so chosen that X and X are orthogonal among th

.1

emselves

and also each is orthogonal with X

17

Page 18: Linear Algebra

2 3

3 1

3 2

3

1 α

Let X = 0 and let X = β

1 γ

Since X is orthogonal to X

α - γ = 0 ...(4)

X is orthogonal to X

α+ γ = 0 ...(5)

Solving (4)and(5), we get α = γ = 0 and β is arbitrary.

0

Taking β =1, X = 1

0

1 1 0

Modal matrix is M = 0 0 1

-1 1

0

18

Page 19: Linear Algebra

The normalised modal matrix is

1 10

2 2N = 0 0 1

1 1- 0

2 2

1 10 - 1 1

02 2 2 0 4 2 21 1

D =N'AN = 0 0 6 0 0 0 12 2

4 0 2 1 1- 00 1 0

2 2

-2 0 0

D = 0 6 0 which is the required diagonal matrix

0 0 6

.

19

Page 20: Linear Algebra

DEFINITION:- DEFINITION:-

A homogeneous polynomial of second degree in any number of variables is called a quadratic form.

For example,

ax2 + 2hxy +by2

ax2 + by2 + cz2 + 2hxy + 2gyz + 2fzx and

ax2 + by2 + cz2 + dw2 +2hxy +2gyz + 2fzx + 2lxw + 2myw + 2nzw

are quadratic forms in two, three and four variables.

20

Page 21: Linear Algebra

In n – variables x1,x2,…,xn, the general quadratic form

is

In the expansion, the co-efficient of xixj = (bij + bji).

n

1j

n

1ijiijjiij bbwhere,xxb

21

).b(b2

1awherexxaxxb

baandaawherebb2aSuppose

jiijijji

n

1j

n

1iijji

n

1j

n

1iij

iiiijiijijijij

Page 22: Linear Algebra

Hence every quadratic form can be written as

getweform,matrixin

formsquadraticofexamplessaidabovethewritingNow

.x,...,x,xXandaAwhere

symmetric,alwaysisAmatrixthethatso

AX,X'xxa

n21ij

ji

n

1j

n

1iij

22

y

x

bh

hay][xby2hxy ax (i) 22

Page 23: Linear Algebra

w

z

y

x

dnml

ncgf

mgbh

lfha

wzyx

2nzw 2myw 2lxw zx 2f 2gyz2hxy dw2 cz by ax (iii)

z

y

x

cgf

gbh

fha

zyx2fzx 2gyz 2hxy cz by ax (ii)

222

222

23

Page 24: Linear Algebra

1.11 NATURE OF A QUADRATIC FORM

A real quadratic form X’AX in n variables is said to be

i. Positive definite if all the eigen values of A > 0.ii. Negative definite if all the eigen values of A < 0.iii. Positive semidefinite if all the eigen values of A 0

and at least one eigen value = 0.iv. Negative semidefinite if all the eigen values of A 0 and at least one eigen value = 0.v. Indefinite if some of the eigen values of A are + ve

and others – ve.

24

Page 25: Linear Algebra

Find the nature of the following quadratic forms

i. x2 + 5y2 + z2 + 2xy + 2yz + 6zx

ii. 3x2 + 5y2 + 3z2 – 2yz + 2zx – 2xy

Solution:-

i. The matrix of the quadratic form is

113

151

311

A

25

Example :-

Page 26: Linear Algebra

The eigen values of A are -2, 3, 6.Two of these eigen values being positive and one being negative, the given quadratric form is indefinite.

ii. The matrix of the quadratic form is

The eigen values of A are 2, 3, 6. All these eigen values being positive, the given quadratic form is positive definite.

311

151

113

A

26

Page 27: Linear Algebra

THANK YOU