FURTHER MATRIX ALGEBRA

FURTHER INTEGRATION
DIFFERENTIAL EQUATIONS
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TEGM3592: ENGINEERING MATHEMATICS II

University of Namibia
Faculty of Engineering & IT
Department of Mechanical Engineering

Mr. Naftali Indongo (MSc. Applied Mathematics (Stellenbosch))

Email: nindongo2@[Link]

12 August 2020

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Outline

1 FURTHER MATRIX ALGEBRA

2 FURTHER INTEGRATION

3 DIFFERENTIAL EQUATIONS

4 SERIES OF NUMBERS

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THE EIGENVALUE PROBLEM AND ITS APPLICATIONS

We study the problem

Av = λv (1)
where A is an n × n matrix, v is an n × 1 vector of unknowns
x1 , . . . , xn and λ is an unknown scalar. Equation (1) is called the
Eigenvalue Problem.
 
1 2
E.g. For the matrix A = the eigenvalue problem Av = λv
2 1
can be written as:
    
1 2 x1 x
=λ 1
2 1 x2 x2
| {z } |{z} |{z}
2×2 2×1 2×1

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If we express Equation (1) as

Av = λIv (2)

where I is an n × n identity matrix. Thus,

(A − λI)v = 0 (3)
which is the homogeneous system of n equations in n unknowns

xi0 s where the coefficient matrix A − λI contains the parameter λ.

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Given the n × n matrix A, we find the values of λ (if any)

such that Equation (3) admits non-trivial solutions and find
those solutions.

The λi 0 s that lead to non-trivial solutions of vi are called

eigenvalues or characteristics values.

The corresponding non-trivial solutions for vi 0 s are called the

eigenvectors of A.

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APPLICATIONS IN ENGINEERING
The eigenvalue problem (1) has numerous applications in different
engineering disciplines. e.g.

1 Study information transmission in Telecommunication

Engineering.

2 Designing bridges in Structural Engineering - The natural

frequency of the bridge is the eigenvalue of the smallest
magnitude of a system that models the bridge.

3 Solving decoupling three-phase systems through symmetrical

component transformation in Electrical Engineering.

4 Frequently used in Mining Engineering to explore land for

oil.
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SOLUTION PROCEDURE

The eigenvalues problem (3) has the unique trivial solution v = 0

iff
det(A − λI) 6= 0 (4)
and a non-trivial solution iff

det(A − λI) = 0 (5)

Equation (5) is called the characteristic equation corresponding

to matrix A.

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Let λ1 , λ2 , . . . , λk (1 ≤ k ≤ n) be k eigenvalues of an n × n matrix

A, then
Since det(A − λi I) = 0, then (A − λi I)x = 0 has a non-trivial
solution.

The solution can be designated by vi , where vi is called the

eigenvector corresponding to the eigenvalue λi .

The vi solution space is called eigenspace corresponding to

the eigenvalue λi .

For λ1 , λ2 , . . . , λk we have {v1 , v2 , . . . , vk } the

k − eigenspaces.

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EXAMPLE 1.1

Determine all eigenvalues and eigenspaces of the matrix

 
2 2 1
A = 1 3 1
1 2 2

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SOLUTION 1.1

(1.) Eigenvalues: To find the λi ’s, use det(A − λI) = 0. Thus

2−λ 2 1
1 3−λ 1 = 0 =⇒ −λ2 + 7λ2 − 11λ + 5 = 0
1 2 2−λ
=⇒ −(λ − 5)(λ − 1)2 = 0

∴ The eigenvalues of A are λ1 = 5 and λ2 = 1(twice).

λ2 = 1 is called an eigenvalue of multiplicity 2 because it is a

double root of the characteristic equation.

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(1.) Eigenvectors: For λ1 = 5 we have that (A − λ1 I)v1 = 0. So,

      
−3 2 1 x1 0 −3 2 1 0
 1 −2 1  x2  = 0 =⇒  1 −2 1 0
1 2 −3 x3 0 1 2 −3 0
 
−3 2 1 0
=⇒  0 −4 4 0
0 8 −8 0
 
−3 2 1 0
=⇒  0 1 −1 0
0 0 0 0

We have the following system of equations:

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−3x1 + 2x2 + x3 = 0
x2 − x3 = 0

Let x3 = α where α ∈ R, then x2 − x3 = 0 =⇒ x2 = x3 = α and

−3x1 + 2x2 + x3 = 0 =⇒ x1 = − 13 (−2x2 − x3 ) = α. Thus,
     
x1 α 1
x2  = α = α 1
x2 α 1
 
1
∴ v1 = 1 is the eigenvector corresponding to the eigenvalue
1
λ1 = 5
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For λ2 = 1 we have that (A − λ2 I)v2,3 = 0. So,

      
1 2 1 x1 0 1 2 1 0
1 2 1 x2  = 0 =⇒ 1 2 1 0
1 2 1 x3 0 1 2 1 0
 
1 2 1 0
=⇒ 0
 0 0 0
0 0 0 0

We have the following system of equations:

x1 + 2x2 + x3 = 0

Let x2 = α and x3 = β where α, β ∈ R, then x1 = −2α − β. So,

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           
x1 −2α − β −2α −β −2 −1
x2  =  α  =  α  + 0 =α 1 +β 0 
    
x3 β 0 β 0 1
   
−2 −1
∴ v2 = 1 and v3 = 0  are the eigenvectors corresponding
  
0 1
to the eigenvalue λ2 = 1.

(3.) Eigenspaces: The eigenspaces corresponding to eigenvalues

λ1 = 5 and λ2 = 1 are:
     
 1   −2 −1 
s1 = 1 and s2 =  1  ,  0 
1 0 1
   

respectively.
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HERMITIAN MATRICES
A complex square matrix A is said to be Hermitian or Self-adjoint
if and only if it is equals to its own conjugate transpose. i.e.

A is Hermitian ⇐⇒ A∗ = A

NB: Common notations use are AH and A†

Theorem 1.1
If A is a hermitian matrix, then all its eigenvalues are real.
 
1 2+i
For example, matrix A = is hermitian since
2−i 3
 T  
∗ 1 2−i 1 2+i
A = = =A
2+i 3 2−i 3

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SYMMETRIC MATRICES
A square matrix A is said to be symmetric if and only if AT = A.

Theorem 1.2: Real Eigenvalues Theorem

If A is symmetric, then all its eigenvalues are real.

Theorem 1.3
If an eigenvalue λi of a symmetric matrix A is of multiplicity k,
then eigenspace corresponding λi is of dimension k.

Theorem 1.4
If A is symmetric, then the eigenvectors corresponding to distinct
eigenvalues are orthogonal.

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Exercise 1.1

For the symmetric matrix

 
2 1 1
A = 1 2 1
1 1 2

Find the eigenvalues, eigenvectors and eigenspaces of A.

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PROPERTIES OF EIGENVALUES AND EIGENVECTORS

For an n × n matrix A;
1 The characteristic equation det(A − λI) = 0 has n distinct

roots (not necessarily unique) and if A is symmetric then the

roots are real (otherwise complex).
Pn
i=1 λi = trace(A)
2

Qn
i=1 λi = det(A)
3

4 If any λi = 0, then A is singular (det(A) = 0).

5 If vi is an eigenvector of A corresponding to the eigenvalue λi ,
the kv is also an eigenvector of A for any k ∈ R/{0}.
6 A and AT have the same eigenvalues, however there is no
general connection between the eigenvectors.
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CAYLEY-HAMILTON (C-H) THEOREM

Named after Arthur Cayley (British 1821-1895; Lawyer) and

William Rowan Hamilton (Irish, Physician & Mathematician)

Let A be an n × n matrix and I be an n × n identity matrix, and let

D(λ) = det(A − λI)

= (−1)n λn + (−1)n−1 Cn−1 λn−1 + · · · + C0 (C1)

be the characteristics polynomial of A, then A satisfies its own

characteristics polynomial. Thus

D(A) = (−1)n An + (−1)n−1 Cn−1 An−1 + · · · + C0 I = [0] (C2)

where [0] is an n × n zero matrix.

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From Equation (C1) we have that

Cn−1 = trace(A)

Cn−2 = ni=j cij = c11 + c22 + · · · + cnn - sum of the cofactors

P
along the main diagonal
..
.
C0 = det(A)

For example

1 D(λ) = λ2 − trace(A)λ + det(A) for a 2 × 2 matrix.

2 D(λ) = −λ3 + trace(A)λ2 − (c11 + c22 + c33 )λ + det(A) For a
3 × 3 matrix.

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EXAMPLE 1.2

Show that the matrix  

1 2
A=
3 4
satisfy the Cayley-Hamilton Theorem.

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Solution 1.2

D(λ) = det(A − λI)

1−λ 2
= det
3 4−λ
= λ2 − 5λ − 2
The Cayley-Hamilton Theorem States that D(A) = [0]. Thus,
D(A) = A2 − 5A − 2I
     
7 10 5 10 2 0
= − −
15 22 15 20 0 2
 
0 0
=
0 0
∴ Matrix A satisfy the Cayley-Hamilton Theorem.
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APPLICATIONS OF THE C-H THEOREM

1 FINDING THE INVERSE OF AN n × n MATRIX

Given

(−1)n An + (−1)n−1 Cn−1 An−1 + · · · + C0 I = [0]

then

(−1)n An + (−1)n−1 Cn−1 An−1 + · · · − C1 A = −C0 I

by multiplying both sides with A−1 we get

(−1)n An A−1 +(−1)n−1 Cn−1 An−1 A−1 +· · ·−C1 AA−1 = −C0 I A−1

Since An A−1 = An−1 , An−1 A−1 = An−2 , An−2 A−1 = An−3

AA−1 = I and I An−1 = A−1 , then
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(−1)n An−1 + (−1)n−1 Cn−1 An−2 + · · · − C1 I = −C0 A−1

Therefore,

1 
A−1 = (−1)n−1 An−1 + (−1)n−2 Cn−1 An−2 + · · · − C1 I

C0
1
= [Adj(A)] (C3)
det(A)

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EXAMPLE 1.3
 
1 2
Using Matrix A = in Example 1.2 we have
3 4

A2 − 5A − 2I = [0]

Thus,
1
2A−1 = A − 5I =⇒ A−1 = [A − 5I ]
2    
1 1 2 5 0
= −5
2 3 4 0 5
   
1 −4 2 −2 1
= = 3
2 3 −1 2 − 12

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DIAGONALIZATION

Theorem 1.5: Diagonalization Theorem

Let A be an n × n matrix:
1 A is diagonalizable if and only if it has n linearly
independent eigenvectors (i.e α1 v1 + α2 v2 + · · · + αn vn = 0
for αi = 0 for all i = 1, . . . , n)

2 If A has n linearly independent eigenvectors v1 , v2 , . . . , vn

and we can make these to be columns of matrix Q, that is
Q = [v1 , v2 , . . . , vn ] then Q −1 AQ = D is a diagonal matrix
whose i th diagonal element is the i th eigenvalue of A

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Theorem 1.6
If an n × n matrix A has distinct eigenvalues λ1 , λ2 ,. . . , λn then
the corresponding eigenvectors v1 , v2 , . . . , vn are linearly
independent.

Theorem 1.7
If an n × n matrix A has n distinct eigenvalues, then it is
diagonalizable .

Theorem 1.8
Every symmetric matrix is diagonalizable.

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EXAMPLE 1.4

Consider the matrix

 
4 −3 −3
A =  3 −2 −3
−1 1 2

Show that A is diagonalizable, and find the non-singular matrix Q

such that Q −1 AQ = D

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SOLUTION 1.4

(1.) Find the eigenvalues of A

The characteristics polynomial of A is

D(λ) = det(A − λI)

4−λ −3 −3
= 3 −2 − λ −3
−1 1 2−λ
= −(λ − 1)2 (λ − 2)

∴ The eigenvalues of A are λ1 = 1 (twice) and λ2 = 2.

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(2.) Find the eigenvectors of A

For λ1 = 1 , we have (A − λ1 I)v1,2 = 0. So,

   
3 −3 −3 0 1 −1 −1 0
 3 −3 −3 0 = 0 0 0 0
−1 1 1 0 0 0 0 0
Let x2 = α and x3 = β where α, β ∈ R, then
x1 = x2 + x3 = α + β. So,
       
x1 α+β 1 1
x2  =  α  = α 1 + β 0
x3 β 0 1
   
1 1
∴ v1 = 1 and v2 = 0 are the eigenvectors corresponding
  
0 1
to the eigenvalue λ1 = 1
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For λ2 = 2 , we have (A − λ2 I)v3 = 0. So,

   
2 −3 −3 0 1 −1 −1 0
 3 −3 −3 0 = 0 1 3 0
−1 1 0 0 0 0 0 0

Let x3 = α where α ∈ R, then x2 = −3x3 = −3α and

x1 = −3x3 = −3α. So,
     
x1 −3α −3
x2  = −3α = α −3
x3 α 1
 
−3
∴ v3 = −3 is the eigenvector corresponding to λ2 = 2.
1

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(3.) Determine whether v1 , v2 and v3 are linearly independent

 
1 1 −3
Let Q = [v1 , v2 , v3 ] = 1 0 −3.
0 1 1
Since det(Q) = −1 6= 0, then v1 , v2 , and v3 are linearly
independent.

Since v1 , v2 , and v3 are linearly independent, then from

Theorem 1.5 matrix A is diagonalizable

(4.) Diagonalizing A
   
1 1 −3 1 0 0
Q −1 AQ = D where Q = 1 0 −3 and D = 0 1 0
0 1 1 0 0 2
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QUADRATIC FORMS
A function of the form
f (x1 , x2 ) = a11 x12 + a22 x22 + 2a12 x1 x2 (6)
is called a quadratic form in variables x1 and x2 .

Similarly,
f (x1 , x2 , x3 ) = a11 x12 +a22 x22 +a33 x32 +2a12 x1 x2 +2a23 x2 x3 +2a13 x1 x3
(7)
is a quadratic form in x1 , x2 and x3 . etc. Thus,
f (x1 , x2 , . . . , xn ) = xT Ax (8)
 
x1
 x2 
. . ., A = {aij } is an n × n matrix.
where x =  

xn
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EXAMPLE 1.5

Find the matrix representation of the following quadratic functions

(a) Suppose that n = 2 and f (x1 , x2 ) = 2x12 − x22 + 6x1 x2

(b) Suppose n = 4 and
f (x1 , x2 , x3 , x4 ) = x22 + 5x32 + 6x1 x3 − x2 x3 + 10x3 x4

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SOLUTION 1.5
(a) We have that
xT Ax = a11 x12 + a22 x22 + (a12 + a21 )x1 x2
a11 = 2, a22 = −1, a12 + a21 = 6. Since A is symmetric,  then
2 3
a12 = a21 . Thus a12 = a21 = 62 = 3. ∴ A =
3 −1
(b) We have that; a11 = coef (x12 ) = 0,
a12 = a21 = 12 coef (x1 x2 ) = 0, a13 = a31 = 12 coef (x1 x3 ) = 3,
a14 = a41 = 12 coef (x1 x4 ) = 0, a22 = coef (x22 ) = 1,
a23 = a32 = 12 coef (x2 x3 ) = − 12 , a24 = a42 = 21 coef (x2 x4 ),
a33 = coef (x32 ) = 5, a34 = a43 = 12 coef (x3 x4 ) = 5 and
 
0 0 3 0
0 1 − 1 0 
a44 = coef (x42 ) = 0. ∴ A =  3 − 1 5
2 
2 5
0 0 5 b0
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CANONICAL FORM

A quadratic form is said to be canonical if all its mixed terms

(such as x1 x2 , x2 x3 , x2 x4 ,. . . , etc.) are absent. i.e. aij = 0 for all
i 6= j. e.g.

f (x1 , x2 , . . . , xn ) = a11 x12 + a22 x22 + · · · + ann xn2

is canonical and its associated matrix is

 
a11 0 . . . 0
 0 a22 . . . 0 
A= .
 
.. .. ..
 ..

. . . 
0 0 ... ann

is diagonal.

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CHANGE FROM QUADRATIC TO CANONICAL FORMS

Consider a linear change of variables

x = Qx̃ “Orthogonal transformation”

From x1 , . . . , xn to x˜1 . . . , x˜n . Since f (x) = xt Ax, then

f (x̃) = (Qx̃)T AQx̃

= x̃T Q T AQx̃
= x̃T (Q T AQ)x̃

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If Q = [v1 , vn , . . . , vn ] is a model matrix for a symmetric matrix A,

then
 
λ1 0 ... 0
 0 λ2 ... 0
Q T AQ = Q −1 AQ =  .
 
.. .. .. 
 .. . . .
0 0 ... λn
where λj ’s are the eigenvalues of A. ∴ f (x̃) = λ1 x˜1 2 + · · · + λn x˜n 2 .

Theorem 1.9
A quadratic form f (x) = xT Ax can be reduced to canonical form
f (x̃) = λ1 x˜1 2 + · · · + λn x˜n 2 by introducing the change of variables
x = Qx̃, where the λi ’s are the eigenvalues of A and the columns
of Q are the corresponding eigenvectors of A.

The reverse transformation is given x̃ = Q T x.

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EXAMPLE 1.6

Reduce
f (x1 , x2 ) = 3x12 + 3x22 + 2x1 x2
to canonical form.

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SOLUTION 1.6

We have that
f (x) = xT Ax
   
x1 3 1
where x = and A =
x2 1 3
To change to canonical form, let x = Qx̃, where Q = [v1 , v2 ]
where v1 and v2 are the eigenvectors of A.

So,

det(A − λI ) = λ2 − 6λ + 8
= (λ − 2)(λ − 4)

∴ λ1 = 2 and λ2 = 4.

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−1 1
For λ1 = 2, v1 = and for λ2 = 4, v2 = .
1 1
 
−1 1
∴ Q = [v1 , v2 ] = and f (x̃) = x̃T (Q T AQ)x̃ = x̃T Dx̃,
1 1
 
2 0
where D = .
0 4

∴ f (x̃) = 2x˜1 2 + 4x˜2 is the canonical form of the quadratic form

f (x1 , x2 ) = 3x12 + 3x22 + 2x1 x2 .
 1 1
−
Withx = Q x̃ = 12 21 or x1 = − x˜21 + x2˜2 and x2 = x˜21 + x˜22
∗
2 2

FURTHER MATRIX ALGEBRA

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FURTHER INTEGRATION
DIFFERENTIAL EQUATIONS
SERIES OF NUMBERS

Theorem 1.10
A quadratic form xT Ax is classified as positive definite (i.e
definitely positive) if xT Ax > 0 for x 6= 0, and negative definite if
xT Ax < 0 for all x 6= 0.

Likewise, A is classified as positive (or negative) if the quadratic

form xT Ax is positive (negative) definite.

Theorem 1.11
Let A be symmetric, then A and its quadratic form xT Ax are
positive (negative) definite if every eigenvalue of A is positive
(negative).

FURTHER MATRIX ALGEBRA

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FURTHER INTEGRATION
DIFFERENTIAL EQUATIONS
SERIES OF NUMBERS

EXERCISE 1.2

Determine whether the quadratic form

f (x1 , x2 ) = x12 + x22 + x1 x2

is positive or negative definite.

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SERIES OF NUMBERS

COMPLEX CONJUGATE OF A MATRIX

Given an n × n matrix
A = {aij }
we define the complex conjugate of matrix A as

Ā = {a¯ij }
 
2+i 3
For example, the complex conjugate of A = is
2−i 1−i
 
2−i 3
Ā =
2+i 1+i

FURTHER MATRIX ALGEBRA

 FURTHER MATRIX ALGEBRA
FURTHER INTEGRATION
DIFFERENTIAL EQUATIONS
SERIES OF NUMBERS

The End of CHAPTER 1

FURTHER MATRIX ALGEBRA