Professional Documents
Culture Documents
of
MATRICES
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by FRANK AYRES, JR.
including
MATRICES
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BY
^C^O
-^
02656
Elementary matrix algebra has now become an integral part of the mathematical background
necessary for such diverse fields as electrical engineering and education, chemistry and
sociology,
as well as for statistics and pure mathematics. This book, in presenting the
more
essential mate-
rial, designed primarily to serve as a useful supplement to current texts and as a handy refer-
is
ence book for those working in the several fields which require some knowledge
of matrix theory.
Moreover, the statements of theory and principle are sufficiently complete that the book
could
be used as a text by itself.
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The material has been divided into twenty-six chapters, since the logical arrangement is
thereby not disturbed while the usefulness as a reference book is increased. This
also permits
a separation of the treatment of real matrices, with which the majority of readers
will be con-
cerned, from that of matrices with complex elements. Each chapter contains
a statement of perti-
nent definitions, principles, and theorems, fully illustrated by examples. These, in
turn, are
followed by a carefully selected set of solved problems and a considerable number
of supple-
mentary exercises.
The beginning student in matrix algebra soon finds that the solutions of numerical exercises
are disarmingly simple. Difficulties are likely to arise from the
constant round of definition, the-
orem, proof. The trouble here is essentially a matter of lack of mathematical maturity,'
and
normally to be expected, since usually the student's previous work in mathematics has
been
concerned with the solution of numerical problems while precise statements of principles and
proofs of theorems have in large part been deferred for later courses. The aim of the
present
book is to enable the reader,if he persists through the introductory paragraphs and
solved prob-
lems in any chapter, to develop a reasonable degree of self-assurance about the material.
The solved problems, in addition to giving more variety to the examples illustrating the
theorems, contain most of the proofs of any considerable length together with
representative
shorter proofs. The supplementary problems call both for the solution of numerical
exercises
and for proofs. Some of the latter require only proper modifications of proofs given earlier;
more important, however, are the many theorems whose proofs require but a few lines. Some are
of the type frequently misnamed "obvious" while others will be found to call for
considerable
ingenuity. None should be treated lightly, however, for it is due precisely to the abundance of
such theorems that elementary matrix algebra becomes a natural first course for those seeking
to attain a degree of mathematical maturity. While the large number of these problems
in any
chapter makes it impractical to solve all of them before moving to the next, special attention
is directed to the supplementary problems of the first two chapters. A
mastery of these will do
much to give the reader confidence to stand on his own feet thereafter.
The author wishes to take this opportunity to express his gratitude to the staff of the Schaum
Publishing Company for their splendid cooperation.
Page
Chapter 1 MATRICES 1
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matrix. Inverse of a matrix. Transpose of a matrix. Symmetric
matrices. Skew-symmetric matrices. Conjugate of a matrix. Hermitian
matrices. Skew-Hermitian matrices. Direct sums.
Chapter 5 EQUIVALENCE 39
Rank of a matrix. Non-singular and singular matrices. Elementary
transformations. Inverse of an elementary transformation. Equivalent
matrices. Row canonical form. Normal form. Elementary matrices.
Canonical sets under equivalence. Rank of a product.
Chapter 8 FIELDS 64
Number fields. General fields. Sub-fields. Matrices over a field.
CONTENTS
Page
Chapter 9 LINEAR DEPENDENCE OF VECTORS AND FORMS 67
Vectors. Linear dependence of vectors, linear forms, polynomials, and
matrices.
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Chapter 12 LINEAR TRANSFORMATIONS 94
Singular and non-singular transformations. Change of basis. Invariant
space. Permutation matrix.
Page
Chapter lo HERMITIAN FORMS 146
Matrix form. Transformations. Canonical forms. Definite and semi-
definite forms.
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Chapter 21 SIMILARITY TO A DIAGONAL MATRIX 163
Real symmetric matrices. Orthogonal similarity. Pairs of real quadratic
forms. Hermitian matrices. Unitary similarity. Normal matrices.
Spectral decomposition. Field of values.
INDEX 215
chapter 1
Matrices
"2 1 3
3 l'
(a) and (b) 2 1
-1
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1 5 4 7
and subject to certain rules of operations given below is called a matrix. The matrix (a) could be
(2x + 3y + 7z =
considered as the coefficient matrix of the system of homogeneous linear equations
\ X- y + 5z = [
i2x + 3y = 7
-
In the matrix
(1.1)
the numbers or functions a^- are called its elements. In the double subscript notation, the first
subscript indicates the row and the second subscript indicates the column in which the element
stands. Thus, all elements in the second row have 2 as first subscript and all the elements in
the fifth column have 5 as second subscript. A matrix of m rows and n columns is said to be of
order "m by ra" or mxra.
(In indicating a matrix pairs of parentheses, ( ), and double bars, || ||, are sometimes
used. We shall use the double bracket notation throughout.)
At times the matrix (1.1) will be called "the mxra matrix [a^ ]
" or "the mxn matrix A =
[a^-]". When the order has been established, we shall write simply "the matrix 4".
SQUARE MATRICES. When m = n, (1.1) is square and will be called a square matrix of order n or an
re-square matrix.
In a square matrix, the elements a^, 022. . . , " are called its diagonal elements.
The sum of the diagonal elements of a square matrix A is called the trace of A.
1
MATRICES [CHAP. 1
EQUAL MATRICES. Two matrices A = [a^] and B = [bij] are said to be equal (A = B) if and only if
they have the same order and each element of one is equal to the corresponding element of the
other, that is, if and only if
a = 1,2, , ro; / = 1, 2 n)
^^J 'V
Thus, two matrices are equal if and only if one is a duplicate of the other.
ZERO MATRIX. A matrix, every element of which is zero, is called a zero matrix. When ^ is a zero
matrix and there can be no confusion as to its order, we shall write A = Q instead of the mxn
array of zero elements.
SUMS OF MATRICES. If 4 = [a^A and S = [fe.^-] are two mxn matrices, their sum (difference), A B,
is defined as the mxn matrix C = where each element of C
[c^A is the sum (difference) of the
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,
'\ 2 31 0'
2 3
Example 1. It A and = then
14 1 I
-12 5
2 +3
A +B
Lo+(- 1) 1 +2 + 5j
and
1-2 2-3 3-0
O-(-l) 1-2 4-5
Two matrices of the same order are said to be conformable for addition or subtraction. Two
matrices of different orders cannot be added or subtracted. For example, the matrices (a) and
(b) above are non-conformable for addition and subtraction.
The sum of k matrices ^ is a matrix of the same order as A and each of its elements is k
times the corresponding element of A. We define: If k is any scalar (we call k a scalar to dis-
tinguish it from [k] which is a 1x1 matrix) then by kA = Ak is meant the matrix obtained from
A by multiplying each of its elements by k.
I -2
A+A + A 3A A-3
! 3
and
r-5(l) -5(-2)"| r-5 10-1
-5A
L-5(2) -5(3) J L-10 -15j
by -A, called the negative of /4, is meant the matrix obtained from A by mul-
In particular,
tiplying each of its elementsby -1 or by simply changing the sign of all of its elements. For
every A, we have A +(-A) = 0, where indicates the zero matrix of the same order as A.
Assuming that the matrices A,B,C are conformable for addition, we state:
(a) A + B = B + A (commutative law)
(b) A + (B+C) = (A + B)+C (associative law)
(c) k(A + B) = kA + kB = (A + B)k, A- a scalar
(d) There exists a matrix D such that A + D = B.
These laws are a result of the laws of elementary algebra governing the addition of numbers
and polynomials. They show, moreover,
1. Conformable matrices obey the same laws of addition as the elements of these matrices.
CHAP. 1] MATRICES
MULTIPLICATION. By the product AB in that order of the Ixm matrix A = [a^i a^g ais a^m] and
fell
^31
the mxl matrix fi is meant the 1x1 matrix C = [on fen + 012 fesi + + aimfemi]
fell
fe^i
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femi
Note that the operation is row by column; each element of the row is multiplied into the cor-
responding element of the column and then the products are summed.
1'
-2
(b) [3 -1 4] 6 [-6 - 6+ 12] =
3J
By the product AB in that order of the mxp matrix A = [a^-] and the p xn matrix B = [bij]
is meant the mxn matrix C = \c;;'\
<-
V -'
where
p
Hj ii^ij + "t2 ^2; + + "-ip i>,pj ^^^"ikbkj (f = 1, 2, . . . ,m-; / = 1, 2 re).
Example 4.
The product ^S is defined or A is conformable to B for multiplication only when the number
ofcolumns of A is equal to the number of rows of S. If ^ is conformable to B for multiplication
{AB is defined), B is not necessarily conformable to A for multiplication (BA may or may not
be
^^^ined)- See Problems 3-4.
Assuming that A,B,C are conformable for the indicated sums and products, we have
(e) A(B + C) = AB + AC (first distributive law)
(/") (A + B)C = AC + BC (second distributive law)
(g) A(BC) = (AB)C (associative law)
However,
(A) AB i= BA, generally,
(i) AB = does not necessarily imply i = or S = 0,
PRODUCTS BY PARTITIONING. Let A= [a^J] be of order mxp and 8= [b^j] be of order pxn. In
forming the product AB, the matrix A is in effect partitioned into m matrices of order Ixp and B
into n matrices of order pxl. Other partitions may be used. For example, let A and 6 be parti-
tioned into matrices of indicated orders by drawing in the dotted lines as
(piXTii) I
(pixnj)
(mixpi) I (m]^xp2) (m-Lxps)
A =
(P2X%) I
(p2Xra2)
Jmgxpi) I
(m,2Xp2) j
(m2Xp3)_
(psxni) !
(p3Xre2)
Am A^2 Aig
"21 I
O22
A^i I
A,
"31 I
"32
In any such partitioning, itnecessary that the columns of A and the rows of 6 be partitioned
is
in exactly the same way; however m^, mg, re^, rig may be any non-negative (including 0) integers
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such that mi+ m2 = m and rei+ ^2 = n. Then
2 1 1110
Examples. Compute /4S, given /I = 3 2 and B 2 110
1 1 2 3 12
Partitioning so that
11 ^12
2 1 !
fill ^12
111
A = 3 2 '0 and B 2 1 1
A21 A22 B21 S22
10 11 2 3 1 I 2
1 1 1
2 1 1 = ' [2]
i4' [3 3] [?
1"
1 1
[1 0] + [l][2 3 1] [1 0] + [l][2]
2 1 1
Let A, B.C... be re-square matrices. Let A be partitioned into matrices of the indicated
orders
(pixpi) I
(piX P2) I
. . . I
(piX Ps)" All A-^2
J I I
j
^"
(P2X Ps)^ "" '
j
(P2XPS) A21 A22
I
I
I T
.(PsXpi) I
(psXp2) I
... I (PsXPs) /loo
and let 8, C, ... be partitioned in exactly the same manner. Then sums, differences, and products
may be formed using the matrices A^i, A^2< : Sii. 5i2. - ^n, C12
CHAP. 1] MATRICES
SOLVED PROBLEMS
1 2-10 3 -4 1
2I
ri + 3 2+(-4) -1 + 1 0+2 4-202
1. (a) 4 2 1 15 3 = 4+1 0+5 2+0 1+3 5 5 2 4
2 -5 1 2_ 2-2 3-1 2 +2 -5 + (-2) 1 +3 2 + (-l) 4-741
'l 2 -1 O' 3-412 1-3 2+4 -1-1 0-2 -2 6 -2
(b) 4 2 1 1 5 3 = 4-1 0-5 2-0 1-3 3-5 2
2-5 12 2-2 3-1 2-2 -5+2 1-3 2+1 -3 -2
1 2 -1 3 6-3
(c) 3 4 2 1 12 6 3
2 -5 1 2. . 6 -15 3 6,
"l 2 -1 o" -1 -2 1
(d) - 4 2 1 -4 -2 -1
2 -5 1 2 -2 5 -1 -2
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1 2 -3 -2 P 1
2. If A 3 4 and 6 1 -5 find D = r s such that A + B - T) = 0.
5 6 4 3 t u
-2 0"
and r = 4, Then D = 4 -1 = A +
- 9 9.
4 -6 9 6"
(c) [1 2 3] -7 10 7
5 8 -11 -8
[ 1(4) + 2(0) + 3 (5) 1 (-6) + 2 (-7) + 3(8) 1(9) + 2(10) + 3(-ll) 1 (6) + 2(7) + 3(-8)]
[19 4 -4 -4]
(e)
l]
\ "gl ^ ri(3) + 2(l) + l(-2) l(-4) + 2(5) + 1(2)]
^ p 8]
G 2J _2 2J
[4(3) + 0(1) + 2 (-2) 4(-4) + 0(5) + 2(2)J [s -I2J
{2 -1 1"
5. Show that:
2 ? 2
2 3 2
(b) S
1=17=1
S a--
J
= 22 3
j=i 1=1
a,-,-,
J
2 3 3 2
(c) 2: aife( S b^hCj^j)
^
= 2 (2 aif,bkh)chj
k=i h=t h=i k=i ^
2
(")
J, ife(*fei +'^fej) = "il^^i + '^lj) + '^t2(*2i+'^2i) = (il^i+''i2*2i) + (il<^17+'^i2'^2i)
2 2
2 3 2
(6) 2 2 a-- = 2 (a^j^+ a-^ + a -p) = (an + 0^2 + a^g) + (a^t + 092 + <223)
t=i j=i '' i=i
= (Oil + O21) + (12 + "22) + (ai3 + "23)
2
2 a-
" + 2
2
a + a.
2
2 =22 3 2
o-- .
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i=l i = l ^2 i = i 13 j = ii = i V
This is simply the statement that in summing all of the elements of a matrix, one may sum first the
elements of each row or the elements of each column.
222
2 3 2
(c) 2 a., ( 2
b,,c,-)
tfe^^^j^ kh hy
= 2 a-,(bi, c + 6, c + &, c O
37'
^_j ^-^ tfe^ fei ij fee 2JI fe3
3 2
= /.l/li^^^'fe'^^'^'^r
6. Prove: It A = [a^-] is of order mxn and if S = [fe^-] and C = [c--] are of order nxp, then /}(B + C)
^ '
= AB + AC.
The elements of the j'th row of A are a^^ , a^^, ... , a^^ and the elements of the /th column of S +C are
feijj+cij,
62J+
c'2j fenj +%j- Then the element standing in the ith row and /th column of A(B + C) is
the elements standing in the ith row and /th column of AB and ^C.
7. Prove: If i = [aij] is of order mxn, if S = [6^-] is of order rexp, and if C = [c.-A is of order pxo
-^
then ^(6C) = (iS)C.
P
The elements of the j throw of /4 areai^.a^g, ...,a- and the elements ofthe/th column of BC are 2 6ih c^
p P h= i ^ .
'iJ'
2 b^f^Cf^- 2 b^j^c^j-, hence the element standing in the ith row and /th column of A (BC) is
P P P n P
ait^^b^chj +ai2^^b2h%j + ... + tn = ^^"ik<-j^,^hh<^hj^
J^ *n/i<;/ij
P n n n n
= ^^^^j_"ik''kh)<^hj = (2^^0ifefefei)cij + (X^aif^bf^2)<:QJ + + (^^"ikbkp)<^pj
This is the element standing in the j'th row and /th column of (AB)C; hence, A(BC) - (AB)C.
8. Assuming A, B ,C,D conformable, show in two ways that (A +B)(C +D) = AC + AD + BC + BD.
Using (e) and then (/), (A+B)(C+D) = (A +B)C + (A +B)D = AC +BC +AD +BD.
Using (/") and then (e), (A+B)(C+D) = A(C +D) + B(C +D) = AC + AD ^ BC + BD
= AC +BC +A.D +BD.
CHAP. 1] MATRICES
"l o'
1 l'
1
"l 10 1 'l o' 3 1 2
"4
1 2"
9. (a) 1 2 1 1 + 2 [3 1 2] 1 + 6 2 4 = 6 3 4
1
1 3 1 1 3 1 9 3 6 9 3 7
_3 1 2_
'1
10 10 0' '1
10 10 o" 1
[0]
2 '
1 1 1
1 2 :]
10 oil
(b)
1
1
3
4 i
1 5
10 3 10
1
1
j2
:o]
[0 1 3]
[0]
[0] [0: ]
10 10 6 1 1 3 [0 "][o
2
3
12
10
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18
"1 0'
1 ! 1 1 2 1 3 4 5 1 2 3 4 5 1 1
2 1
-4- -
!
0^0 2 3|4 5 6 2 3 4 5 6_ 2 1
3 4' 7"
i
3 1 2 !
3 4 15 6 7 1 2 3 3 1 2 5 6 3 1 2
(c)
1
1 2 1 1 4 5 1 6 7 8 1 2 1 4 5 1 2 1 6 7 8 1 2 1
\
1 1
-
1
+-
9 8
-^- 1
7 6 5
4
1
[l]-[8 7]
1 9 8. 1
[l]-[6 5 4]
1 7 6 5 1 1
_0 1 i 1 8 7 1
6 5 [1]-[1]
%i Hiyi+ "1272
11^1 0]^2^2
10. Let { %2 = a^iy-i + 0^272 be three linear forms in y^ and yj ^-nd let be a
.J1 O21 Zi + h-2
%3 os 1 yi + % 2 72
linear transformation of the coordinates (yi, j^) into new coordinates (z^, zg). The result of applying
the transformation to the given forms is the set of forms
*i %1 012 r-
Vl
-.
Using matrix notation, we have the three forms "21 "22 and the transformation
Vr,
^3 1 '^3 2
611 612
The result of applying the transformation is the set of three forms
O21 022
'xi "11 %2 r
-1
pri ii2 /,
"2 1 "^2 2
^2 1 622 ^',
Os 1 ^^3 2
Thus, when a set of m linear forms in n variables with matrix A is subjected to a linear trans-
formation of the variables with matrix B , there results a set of m linear forms with matrix C = AB
'
MATRICES [CHAP. 1
SUPPLEMENTARY PROBLEMS
2
-3' -1
"l 3 2I 4 ]
2I
Given A = 5 2 , B = 4 2 5 , and C = 3 2
-1
.1 1_ _2 3_
J -2 3_
4 1 -f -3 I -51
(a) Compute: A + B = 9 2 7 , A-C = 5-3
_3 -1 4j _ t-2j
-2 -4 6
(6) Compute: -2-4 -10 -4 0-S =
-2 2 -2
(c) Verify: A + {B~C) = (A+B)-C.
(d) Find the matrix D such that A+D^B. Verify that D =B-A = -(A-B).
1 -1 1 1 2 3 -11 6 -1
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12. Given A = -3 2 -1 and B 2 4 6 , compute AB = Q and BA = -22 12 -2 Hence, ABi^BA
-2 1 1 2 3 -11 -1
6
generally.
\ -3 2 14 10 2 1-1-2
13. Given A = 2 1 -3 , B = 2 111 and C 3 -2 -1 -1 show that AB = AC. Thus, AB = AC
4 -3 -1 1-212 2-5-1
does not necessarily imply B = C
1 1 -1 1 3
^["12 3 -4"!
14. Given A = 2 3 , B = 2 and C show that (AB)C = A(BC).
0-2
,
3 -1 2 -1 [2 ij
4
15. Using the matrices of Problem 11, show that A(B + C) = AB + AC and (A+B)C = AC +BC.
2 -3 -5 -13 5 2 -2 -4
17. Given A = -14 5 B 1 -3 -5 and C -13 4
1 -3 -4 -13 5 1 -2 -3
(a) show that AB = BA = 0, AC = A, CA = C.
(b) use the results of (a) to show that ACB = CS^, A'^ - B"^ = (A -B)(A + B), (A Bf = A'^ + b'
2
18. Given where i = -1, derive a formula for the positive integral powers of A .
[
i [? 0]
is a matrix of the set.
20. Given the matrices A of order mx, B of order nxp, and C of order rx^, under what conditions
on p, 9,
and r would the matrices be conformable for finding the products and what is the order of each" (a)
ABC
(b)ACB, (c)A(B + C)?
Ans. (a) p = r; mx-q (b) r = n = g; m x p (c) r = n, p = q; m x g
CHAP. 1] MATRICES
(a) A 1 j
1 and B 1
j
Ans. 1 2
1 1
0^ 1 1 1 I
m
"
1 o"
1
(b) A and B 1 Ans.
1
--1 2
12 10 10 1
4 1
1 '
'2 2
(c) A and B Ans
1
1 1 i 10
I 2 2 1 i
2 2
22. Prove: (a) trace (A + B) = trace A + trace B, (6) trace (kA) = k trace A.
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2
h -2 1
1
-1
2
= 2n+r.-3y. -3 -3
V, Y^l
_
^;^^^l^ y,\ [2
1 [2 1
2 3
r -zi + 722"]
[-221 - 622J'
24. If -4 = [aiji and B = [fe^J are of order m x n and if C = [c^j] is of order nx. p, show that (/4+B)C =^C + BC.
25. Let /4 = [a^-] and B = [fej,-;,] , where (i = 1, 2 m; / = 1, 2 p; A; = 1, 2, ... ,n). Denote by /S- the sum of
Pi
182
the elements of the /th row of B, that is, let fij = S b j)^. Show that the element in the ith row of A
Pi
is the sum of the elements lying in the sth row of AB. Use this procedure to check the products formed in
Problems 12 and 13.
26. A relation (such as parallelism, congruency) between mathematical entities possessing the following properties:
27. Show that conform ability for addition of matrices is an equivalence relation while con form ability for multi-
plication is not.
28. Prove: If .4, B, C are matrices such that AC = CA and BC = CB, then (AB BA)C = C(AB BA).
chapter 2
THE IDENTITY MATRIX. A square matrix A whose elements a^: = for i>j is called upper triangu-
lar; a square matrix A whose elements a^= for i<j is called lower triangular. Thus
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U tip o tZo o
"2n
is lower triangular.
The matrix D Ogj which is both upper and lower triangular, is call-
... a,
If in the diagonal matrix D above, Oi^ = Ogs = ci = k, D is called a scalar matrix; if.
in addition, k = l, the matrix is called the identity matrix and is denoted by /. For example
'1
and 1
t"] 1
When the order is evident or immaterial, an identity matrix will be denoted by /. Clearly,
/+/ + ... to p terms = p / = diag (p,p,p
p) and f
= I-I ... to p factors = /. Identity ma-
2 3I
[1. c (5 , then l2-A =
10
.
SPECIAL SQUARE MATRICES. If A and B are square matrices such that AB = BA, then A and B are
called commutative or are said to commute. It is a simple matter to show that if A is any ra-square
matrix, it commutes with itself and also with L
See Problem 2.
If A and B are such that AB = -BA, th^ matrices A and 6 are said to anti-commute.
,fe+i
A matrix A for which A A, where A: is a positive integer, is called periodic. If k is
k-t-i
e for which
the least positive integer A A, then A is said to be of period k.
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THE INVERSE OF A MATRIX. If A and B are square matrices such that AB = BA = I, then B is call-
ed the inverse of A and we write B = A'^ (B equals A inverse). The matrix B also has A
as its
inverse and we may write A = B~^
1 2 3 6 -2 -3 1 ) o'
Example 1. Since 1 3 3 -1 1 = /, each matrix in the product is the inverse of
12 4 -1 1 ( 1 1
the other.
We shall find later (Chapter?) that not every square matrix has an inverse. We can show
here, however, that if A has an inverse then that inverse is unique.
See Problem 7.
If A and B are square matrices of the same order with inverses A^^ and B~^ respectively,
1. The inverse of the product of tijvo matrices, having inverses, is the product in re-
verse order of these inverses.
See Problem 8.
A matrix A such that A^ = I is called involutory. An identity matrix, for example, isinvol-
utory. An involutory matrix is its own inve r$e.
See Problem 9.
THE TRANSPOSE OF A MATRIX. The matrix of order nxm obtained by interchanging the rows and
columns of an mxn matrix A is called the trahspose of A and is denoted by A' (A transpose). For
1 4'
6.
a-
Ir
7
in the ith row
and /th column of A stands in the /th row and ith column of A\
If A' and ZTare transposes respectively qf A and B, and if A: is a scalar, we have immediately
II. The transpose of the sum of two matrices is the sum of their transposes, i.e.
(A + BY = A'+ S'
12 SOME TYPES OF MATRICES [CHAP. 2
and
in. The transpose of the product of two matrices is the product in reverse order of their
transposes, i.e.,
(AB)' = B'-A'
See Problems 10-12.
SYMMETRIC MATRICES. A square matrix A such that A'= A is called symmetric. Thus, a square
matrix A = \
a^j] is symmetric provided o^-- = a,-,^ for all values of i and , /. For example,
1 2 3
2 4-5 is symmetric and so also is kA for any scalar k.
3-5 6
In Problem 13, we prove
IV. If A is an ra-square matrix, then A + A' is symmetric.
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A square matrix A such that A'= -A is called skew-symmetric. Thus, a square matrix A is
skew-symmetric provided a^.- = -Uj^ for all values of i and /. Clearly, the diagonal elements are
"
-2 3"
-3 -4
THE CONJUGATE OF A MATRIX. Let a and b be real numbers and let i = V-1 then, z = a+ hi is ;
called a complex number. The complex numbers a+bi and a-bi are called conjugates, each
being the conjugate of the other. If z = a+ bi, its conjugate is denoted by z = a+ hi.
that is, the conjugate of the sum of two complex numbers is the sum of their conjugates.
(ii) z^- Zg = (ac-bd) + (ad+bc)i and z^^ = (ac-bd)- (ad+bc)i = (a-bi)(c-di) = F^-i^,
that is, the conjugate of the product of two complex numbers is the product of their conjugates.
When i is a matrix having complex numbers as elements, the matrix obtained from A by re-
placing each element by its conjugate is called the conjugate of /4 and is denoted by A (A conjugate).
l + 2i i I -21 - i
Example 2. When A then A =
3 2-3i 3 2 + 3i
If A and B are the conjugates of the matrices A and B and itk is any scalar, we have readily
_VII. The conjugate of the sum of two matrices is the sum of their conjugates, i.e.,
(A + B) = A + B.
Vin. The conjugat e of the product of two matrices is the product, in the same order, of
their conjugates, i.e., (AB) = A-B.
1 - 2i 3 1 + 2i 3 [l-2i 3 1
(AY = while A' and (A') = (AY
-i 2+ 3i - Zi
i 2 -i 2 + 3iJ
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HERMITIAN MATRICES. A square matrix ^ = [0^^] such that A' = A is called Herraitian. Thus, /I
is Hermitian provided a^j = uj^ for all values of i and /. Clearly, the diagonal elements of an
Hermitian matrix are real numbers.
1 1-i 2
2 -I
i l-i 2
Examples. The matrix A = -1-t 3i i is skew-Hermitian. Is kA skew-Hermitian it k is any real
-2 i
DIRECT SUM. Let A^, A^ As be square matrices of respective orders m^, ,ms. The general-
ization
^1 ...
A^ ...
diag(^i,^2 As)
... A,
1 2 -1
Examples. Let /4i=[2], ^5 and An 2 3
B:} 4 1 -2
12
3 4
The direct sum of A^,A^,Aq is diag(^3^, /42, /4g) =
12-1
2 3
4 1-2
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SOLVED PROBLEMS
1. Since
Or,
2i "22 2n 22 21 OooOoo "^22 ''2n
the product AB of
an m-square diagonal matrix A = diag(oii, a^^ an) and any mxn matrix B is obtained by multi-
plying the first row of B by %i, the second row of B by a^^- and so on.
2 -2 -4
3. Show that -13 4 is idempotent.
1 -2 -3_
2 -2 -4' '
2 -2 -4" -2 -4
/ = -13 4 -13 4 3 4
_ 1 -2 -3_ . 1 -2 -3_ -2 -3
.45.4 = (AB)A = A-A = A^ and ABA = .4(34) = AB = A ; then 4^ = .4 and 4 is idempotent. Use BAB to
show that B is idempotent.
.
1 1 3
5. Show that A 5 2 6 is nilpotent of order 3.
2 -1 -3
3"
1 1 3 1 1 1 1 3
/ = 5 2 6 5 2 6 = 3 3 9 and A A^.A = 3 3 9 5 2 6 =
-2 -1 -3 -2 -1 -3 -1 -1 -3 -1 -1 -3 -2 -1 -3
7. Let A,B,C be square^ matrices such that AB = 1 and CA = 1. Then iCA)B = CUB) so that B
C. Thus, 5 = C= ^ ^ is
the unique inverse of ^. (What is S~^?)
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8. Prove: (AB)^ = B~^-A'^
Let A = [ay] and B = [6^]. We need only check that the element in the ith row and /th column of
A'. S' and (A+B)' are respectively a^, bjj_. and aj^+ bj^.
Let A = [ay] be of order mxn, B = [6y] be of order nxp ; then C = AB = [cy] is of order mxp. The
element standing in the ith row and /th column of AB cy =
is
J^aife. b^j and this is also the element stand-
ing in the /th row and ith column of (AB)'.
The elements of the /th row of S'are iy, b^j bnj and the elements of the ith column of ^'are a^^,
"i2 Hn- Then the element in the /th row and ith column of B'/l'is
n n
First Proof.
The element in the ith row and /th column of .4 is aij and the corresponding element of /I' is aji; hence,
bij = aij + a^i. The element in the /th row and ith column of A is a^i and the corresponding element of .4' is
oj^j] hence, bji = a^^ + aij. Thus, bij = bji and B is symmetric.
Second Proof.
By Problem 10, (A+Ay = A' + (A')' = A'+A = A + A' and (^ +.4') is symmetric.
14. Prove: If A and B are re-square symmetric matrices then AB is symmetric if and only if A and B
commute.
Suppose A and B commute so that AB = BA. Then (AB)' = B'A' = BA = AB and AB is symmetric.
Suppose AB is symmetric so that (AB)' = AB. Now (AB)' = B'A' = BA ; hence, AB = BA and the ma-
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trices A and B commute.
15. Prove: Ifthe m-square matrix A is symmetric (skew-symmetric) and if P is of order mxn then B =
P'AP is symmetric (skew-symmetric).
If .4 is symmetric then (see Problem 12) B' = (P'AP)' = P'A'(P')' = P'A'P = P'AP and B is symmetric.
16. Prove: If A and B are re-square matrices then A and 5 commute if and only if A~ kl and B- kl
commute for every scalar k.
SUPPLEMENTARY PROBLEMS
17. Show that the product of two upper (lower) triangular matrices is upper (lower) triangular.
18. Derive a rule for forming the product BA of an mxn matrix S and ^ = diag(aii,a22 a).
Hint. See Problem 1.
19. Show that the scalar matrix with diagonal element A: can be written as Wand that kA = klA =Aia.g(k,k k) A,
where the order of / is the row order of A
20. If .4 is re-square, show that a'^ a'^ = a'^ A^ where p and q are positive integers.
2-3-5 -13 5
21. (a) Show that A = -14 5 and B = i _3 _5 are idempotent.
1 -3 [-1 3 5
-4J
Using A and B, show that the converse of Problem 4 does not hold.
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(b)
1 2 2
23. (a) If A 2 1 2 show that .4 4.A - 5! = 0.
2 2 1.
2 1 3
(b) If A 1 -1 2 show that -4 - 2A - 94 = 0. but -4^ - 2/1 - 9/ /
,
0.
1 2 1
-1 -1 -1" 2
1 o"
3
1
24. Show that 1 = 1 -1 -1 = =
1 /.
_ 1 1 -1 -1 -1
1 -2 -6
25. Show that A -3 2 9 is periodic, of period 2.
2 0-3
1 -3 -4
26. Show that -13 4 is nilpotent.
1 -3 -4
'12 3 2 -1 -6
27. Show that (a) A = 3 2 and B = 3 2 9 commute.
-1 ~1 -1 _-l -1 -4_
"112' 2/3 -1/3'
(b) A = 2 3 and B = -3/5
1 2/5 1/5 commute.
-12 4 7/15 -1/5 1/15
30. Prove: The only matrices which commute with every n-square matrix are the n-square scalar matrices.
31. (a) Find all matrices which commute with diag(l, 2, 3).
(b) Find all matrices which commute with diag(aii,a22 a^^).
Ans. (a) diag(a,fe, c) where a,6, c are arbitrary.
.
1 2 3 "3-2-1
32. Show that (a) 2 5 7 I is the inverse of -4 1 -1
-2 -4 -5 3 2 1.
10 "
1
(b)
2 10
is the inverse of
-2100
4 2 10 0-2 10
-2311 _ 8 -1 -1 1.
34. Show that the inverse of a diagonal matrix A, all of whose diagonal elements are different from zero, is a
diagonal matrix whose diagonal elements are the inverses of those of A and in the same order. Thus, the
inverse of / is /
-1
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1 4 3 3"|
10
36. Let A
10 I2
by partitioning. Show that A
/j.
a b -1 /I21 '2 /s
c d 0-1
37. Prove: (a)(A')'=A, (b) (kA)" = kA', (c) (^^)' = (/l')^ for p a positive integer.
39. Prove: (a) (A-^)'^ = A, (b) (kA)-^ = -j-A'^, (c) (A'^Y^ = (A'^y forp a positive integer.
1 1 + I 2 + 3 i
i 1 + j 2 - 3 J
(b) B = -1 + i 2i 1 is skew-Hermitian,
-2-3J -1
(c) iB is Hermitian,
43. If A is n-square, show that (a) AA' and A' A are symmetric, (6) A-irA', AA', and A'A are Hermitian.
44. Prove: If H is Hermitian and A is any conformable matrix then (A)' HA is Hermitian.
45. Prove: Every Hermitian matrix A can be written as B + iC where B is real and symmetric and C is real and
skew-symmetric.
46. Prove: (a) Every skew-Hermitian matrix A can be written as A = B + iC where B is real and skew-symmetric
and C is real and symmetric. (6) A' A is real if and only if B and C anti-commute.
47. Prove: If A and B commute so also do ^"^ and B' , A' and B\ and A' and B"
48. Show that for m and n positive integers, ^4 and S"^ commute if A and 5 commute.
CHAP. 2] SOME TYPES OF MATRICES 19
n
A 1 A nA 2n('-l)A
A 1 A raA ,ra n-i
49. Show (a) (6) A 1 = A nX
\ A
A A"
50. Prove: If A is symmetric or skew-symmetric then AA'= A'A and / are symmetric.
51. Prove: If 4 is symmetric so also is a-4 +6/1^ +.-.+/ where a, 6 g are scalars and p is a positive
integer.
52. Prove: Every square matrix A can bfe written as /I = B +C where B is Hermitian and C is skew-He rmitian.
53. Prove: If ^ is real and skew-symmetric or if ^ is complex and skew-Hermitian then iA are Hermitian.
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55. Prove: If A and B are such that AB = A and BA = B then (a) B'A'= A' and A'B"= B\ (b) A" and B' sue
idempotent, (c) ^ = B = / if ^ has an inverse.
56. If^ is involutory. show that k(.I+A) and kO-A) are idempotent and j(I+A) ^(I-A) = 0.
58. Find all matrices which commute with (a) diag(i. i, 2, 3), (6) diag(l. 1, 2, 2).
Ans. (a) dia.g(A. b.c). (b) dia.g(A.B) where A and B are 2-square matrices with arbitrary elements and b. c
are scalars.
59. If A^.A^ A^ are scalar matrices of respective orders mj^.m^ m^. find all matrices which commute
with diag(^i, ^2 '^s)
Ans. dia.g(B^.B^ B^) where Si, S2 -85 are of respective orders m-^.m^, m^ with arbitrary elements.
60. If AB = 0, where A and B are non-zero n-square matrices, then A and B are called divisors of zero. Show
that the matrices A and B of Problem 21 are divisors of zero.
61. If A = diae(Ai.A2 A^) and B = di&giB^.B^ B^) where ^^ and B^ are of the same order, (J = 1, 2,
..., s), show that
(a) A+B = diag(^i+Si,^2 + S2 -^s + Bs)
(b) AB = diag(^iBi. /I2S2 A^B^)
(c) trace AB = trace /liB^ + trace /I2S2 + ... + trace A^B^.
62. Prove: If ^ and B are n-square skew-symmetric matrices then AB is symmetric if and only if A and S commute.
63. Prove: If A is n-square and B = rA+sI, where r and s are scalars, then A and B commute.
64. Let A and B he n-square matrices and let ri, rg, si, S2 be scalars such that risj 7^
rssi. Prove that Ci =
ri4+siB, C2 = r^A+SQB commute if and only if A and B commute.
65. Show that the n-square matrix A will not have an inverse when (a) A has a row (column) of zero elements or
(6) /I has two identical rows (columns) or (c) ^ has arow(column)whichis the sum of two other rows(columns).
66. If A and B are n-square matrices and A has an inverse, show that
(A+B)A~'^(A-B) = (A-B)A''^(A+B)
chapter 3
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(3.2) 1324 2314 3214 4213
(3.3)
and a product
second subscripts is then some one of the re! permutations of the inte-
sequence j^, j^ / of
gers 1,2 re. (Facility will be gained if the reader will parallel the work of this section be-
ginning with a product arranged so that the sequence of second subscripts is in natural order.)
For a given permutation /i,/2, ...,^ of the second subscripts, define ^j^j^....j^ = +1 or -1
according as the permutation is even or odd and form the signed product
(3.5) -W-2- k'^k ^^h '^Jn
the determinant of A, denoted by U|, is meant the sum of all the different
signed prod-
By
ucts of the form (3.5), called terms of Ul, which can be formed from the elements of A; thus.
where the summation extends over p=n\ permutations hk---Jn of the integers 1,2,,
20
CHAP. 3] DETERMINANT OP A SQUARE MATRIX 21
DETERMINANTS OF ORDER TWO AND THREE. Prom (3.6) we have for n = 2 and n = 3,
-"ll "12
(3.7) ^11^22 21 '^12^^21
12 "'"
11^22 CE-j^2^21
^21 "22
and
%l(22 033 - 02S32) " "12(021 "ss " ^S^Sl) + ^IS (a2lOS2 - 022^31)
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+ Oi
"^32 ^3 "31 <^33 '^Sl ^^32
Example 1.
1 21
(a) 1-4 - 2-3 6 = -2
3 4
2 -11
(fc) 2-0 - (-1)3 + 3
3
2 3 5
10 1 1 11 1 01
(O 1 1 = 2 + 5
11 2 2 11
2 1
2 -3 -4
(d) 1 0-2 = 2{0(-6)-(-2)(-5)! - (-3){l(-6)- (-2)0! + (-4) {l(-5) - O-o!
-5 -6
-20 18 + 20 -18
See Problem 1.
PROPERTIES OF DETERMINANTS. Throughout this section, A is the square matrix whose determi-
nant Ul is given by (3.6).
Suppose that every element of the sth row (every element of the/th column) is zero.
Since
every term of (3.6) contains one element from this row (column), every
term in the sum is zero
and we have
I. If every element of a row (column) of a square matrix A
is zero, then U| =0.
Consider the transpose A' of A. It can be seen readily that every term of
(3.6) can be ob-
tained from A' by choosing properly the factors in order from the
first, second, ... columns. Thus,
II. If 4 is a square matrix then
U'l = \A\; that is, for every theorem concerning the rows
of a determinant there is a corresponding theorem concerning
the columns and vice versa.
Denote by B the matrix obtained by multiplying each of the elements of
the ith row of A by
a scalar k. Since each term in the expansion of |5| contains one and only one
element from its
fth row, that is, one and only one element having A; as a factor,
\B\ = k 1 \: , , a. , n^- n
*%'2---i'iii2J2----anj^!
\ . = Jc\A\
P
Thus,
22 DETERMINANT OF A SQUARE MATRIX [CHAP. 3
O\ /l' t* QO
OrQ 1 f (X'
Let S denote the matrix obtained from A by interchanging its ith and (i+l)st rows. Each
product in (3.6) of \A\ is a product of |s|, and vice versa; hence, except possibly for signs,
(3.6) is the expansion of \b\. In counting the inversions in subscripts of any term of (3.6) as a
term of \b\, i before i+1 in the row subscripts is an inversion; thus, each product of (3.6) with
its sign changed is a term of |s| and \e\ = - \A\. Hence,
IV. If B is obtained from A by interchanging any two adjacent rows (columns), then \b\ =
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- \a\.
VI. If B is obtained from A by carrying its ith row (column) over p rows (columns), then
|s| = (-i)^UI.
Os-,- Os,
p^kk^ Jn ^^k'^k'^k-- "njn^ "Jn
In general,
VIII. If every element of the ith row (column) of A is the sum of p terms, then \A\ can
be expressed as the sum of p determinants. The elements in the ith rows (columns) of these
p determinants are respectively the first, second, ..., pth terms of the sums and all other rows
(columns) are those of A.
IX. If B is obtained from A by adding to the elements of its ith row (column), a scalar mul-
tiple of the corresponding elements of another row (column), then \b\ = \a\. For example.
Clf,', {- Karin. Clf=n Clr^r, Cfg ^ + H'Qri^ ^Q'2 "^ i^Clr Zgg + ka^^
See Problems 2-7.
FIRST MINORS AND COFACTORS. Let A be the re-square matrix (3.3) whose determinant \A\ is given
by (3.6). When from A the elements of its ith row and /th column are removed, the determinant
of the remaining (re- l)-square matrix is called a first minor of A or of \a\ and denoted by \M^j\.
CHAP. 3] DETERMINANT OF A SQUARE MATRIX 23
More frequently, it is called the minor of Oy. The signed minor, (-if'*'^ \Mij\ is called the
cofactor of a^-
and is denoted by a;
"V
11 12 ''13
14-31 I
Then (3.8) is
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Ml = aiilA/iil - O12IM12I + aislMigl
= "11*11 + ai20ii2 + "130^13
In Problem 9, we prove
X. The value
of the determinant U|, where A is the matrix of (3.3), is the sum of the prod-
ucts obtained by multiplying each element of a row (column) of
U| by its cofactor, i.e..
n
(3.9) Ul = aiiflii + a^g a^g + + ^in * in ^ aik'kk
n
(3.10) Ml = "^if^if + 021*2/ + + a^jd^j (ij, = 1,2 n)
fe?i"fei*j
and
"310^31 + "320^32 + "330^33 = Ul
"12*12 + "22*22 + "32*32 = I
'4 I
while
a.- ,
,
'l'J'2 '^i.
Jm
_ "^m Ji %J2
% ^n _
24 DETERMINANT OF A SQUARE MATRIX [CHAP. 3
and
called sub-matrices of ^.
The determinant of each of these sub-matrices is called a minor of A and the pair of minors
J1.J2. Jm J'm-'-i'Jn^-Q Jn
and
^m+l' '-m-^2 ''r
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are called complementary minors of A, each being the complement of the other.
"I'Z %4 '^15
1,3 '^21 '^23 2,4,5
I
i
'^2,5
I
'
~ and '^l, 3.4- "32 ^^34 '^SS
I
I
f^Sl 63 I
"42 "44 ^^45
Let
(3.13) U + In + + in + h + h + + h
and
(3.14) q - i-n +1 + fm+2 + + *n + ^ra + i + /m+2 + " + In
p Ji, is. J-
Jm-'-i'Jn-i-2 Jn
7(4-1. 'to+2 ^n
J+i'Jm,+2 7n
and (-l)'^ /I. . is called the algebraic complement of
''m,+ l>^m+2> ''-
J1.72 Jm
H>h ^n
,2 4 5 ,
l(-3 + 4-^2l-446 I .2,4,5 2 4 5 1
Of I
A.{3\i I
and (-1) I
A-^ 34 I
= -I ^ijg',4 I
is
1.3
^^is I
Note that the sign given to the two complementary minors is the same. Is this
always true?
.Ji Ji
When m = l, (3.11) becomes A and an element of A. The
[%ii] "HJi
J2.J3. Jn
complementary minor is Ml i in the notation of the section above, and the
I
A minor of A, whose diagonal elements are also diagonal elements of A, is called a principal
minor of A. The complement of a principal minor of A is also a principal minor of A; the alge-
The terms minor, complementary minor, algebraic complement, and principal minor as de-
fined above for a square matrix A will also be used without change in connection
with U |
SOLVED PROBLEMS
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1- (") ! !l = 2-4 - 3(-l) = 11
1-1 4|
1 2
4 5l 3 5 3 4
(b) 3 4 5 (1) - (l)(4-7 - 5-6) - + 2(3-6 - 4-5)
6 71 5 7 5 6
5 6 7 -2-4 = -6
1 6
4 1 3
2. Adding to the elements of the first column the corresponding elements of the other columns,
-4 1 1 1 1 1 1 1
1 -4 1 1 -4 1 1 1
1 1 -4 1 1 1 -4 1 1
1 1 -4 1 1 1 -4 1
1 1 1 -4 1 1 1 -4
by Theorem I.
3. Adding the second column to the third, removing the common factor from this third column and
using Theorem Vn
1 a h + c 1 a a+b+ c 1 a 1
1 b c +a 1 b a+b+c (a + b + c) 1 b 1
1 c a+h 1 c a+b+c 1 c 1
4. Adding to the third row the first and second rows, then removing the common factor
2; subtracting
the second row from the third; subtracting the third row from the first;
subtracting 'the first row
from the second; finally carrying the third row over the other rows
26 DETERMINANT OF A SQUARE MATRIX [CHAP. 3
Oi % 1
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l-2 fl-j^ ^2 Oi + a2 1
2 2
02 ar, 1 (a^ _ 02) a2 O2 t by Theorem III
2 2
Og Og 1 Og ag 1
and oj^-oj is a factor of U|. Similarly, a^-a^ and ag-a^ are factors. Now M| is of order three in the
letters; hence.
The product of the diagonal elements. 0^02. is a term of \a\ and, from (i), the term is -ka^a^. Thus,
A: = -l and \a\ = -{a^-a^){a^-a2){as-a^). Note that U vanishes if and only if two of the a^, og. os are |
equal.
Ul =
I ^iij2...j"yi% %; = '^ + *'
1 2 3
8. For the matrix A = 2 3 2
12 2
2 2 1+3 2 3
(-1) 1+2
1
2 3 2+2I 1 3 2+3 1
1 2
,2+1 -1, a,23
(-ly a22 = (-1) = (-1)
2 2 1 2 1 2
3+ 2 3 1 3 3+3I 1 2
(-1) 3+2I a 33
1
Note that the signs given to the minors of the elements in forming the cofactors follow the pattern
+ - +
- + -
+ - +
where each sign occupies the same position in the display as the element, whose cofactor is required, oc-
cupies in ^, Write the display of signs for a 5-square matrix.
9. Prove: The value of the determinant U| of an re-square matrix A is the sum of the
products obtained
by multiplying each element of a row (column) of A by its cofactor.
We shall prove this for a row. The terms of (3.6) having a^^ as a factor are
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be written as
(6)
where the summation extends over the cr= (n-i)! permutations of the integers
2,3 n, and hence, as
022 2S <2n
(c) "an
"ii "11 1
'twill
^n2 "ns
Consider the matrix B obtained from A by moving its sth column over the first s-l columns.
By Theorem
VI. \B\ = (-1) U|. Moreover, the element standing in the first row and first column of B is
a^s and the
minor of a^^ in B is precisely the minor \M^\ of
a^s in A. By the argument leading to (c), the terms of
ais mis\ are all the terms of \b\ having a^s as a factor and, thus, all the
terms of (-1)^"^ having a.^ U| as
a factor. Then the terms of ais!(-if M^/isli are all the terms of \a\ having a^s as a factor Thus
(3.15)
,s+i
since (-1) = (-1) We have (3.9) with = We
J i shall call (3.15) the expansion of
. .
^ "' ''^ '^ ^^^^^ '^' ^^-^^ '' ' = '^ '^ '''^i"^'J by f^P^^ting the above argu-
m.r,JWlTr\T
B be the
ments. Let J'*' ^iT^
matrix obtained from A by moving its rth row over the first r-1
rows and then its .th col-
umn over the first s-l columns. Then
T~l s-l
(-1) (-!) \a (-1) u
The element standing in the row and the
the minor of a.rs in
first first column of 5 is a and the minor of a^^ in
^^ B is yreciseiy
i precisely
^ Thus, . the terms of
r+fel
,l,-rkU-l) M.rk\ 2 a^j^a.
rk^rk
k=i
and we have (3.9) for j = r.
.
10. When oLij is the cofactor of aij in the ra-square matrix A = [a^j] , show that
(h,j-i 02 *2n
i +
^
This relation follows from (3.10) by replacing a^j with k^, 027 with k^ 0^7 with Atj, In making these ,
^2J
replacements none of the cofactors OLij.QL^j. (t^j appearing is affected since none contains an element ,
By Theorem VII, the determinant in {i) is when A^= a^^, (r = 1,2 n and s ^ j). By Theorems Vin,
and VII, the determinant in (i) is I
4 |
when Ay + fea^g, (r = 1,2 n and s ^ /).
\7
Write the eauality similar to (0 obtained from (3.9) when the elements of the ith row of A are replaced
by /ci,/c2.
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1 2 3 4 5 28 25 38
11. Evaluate: (a) \
A 3 04 (c) 1 2 3 (e) 42 38 65
2 -5 1 -2 5 -4 56 47 83
1 4 8 2 3-4
(b) -2 1 5 ((f) 5-6 3
-3 2 4 4 2-3
1 2
3 4 Cl-^^fX^Q "f"
022^22 ^ ^32 32 ai2 + a22 + (-5)o;g2
2 -5 1
1 2
34.2I -10
-5(-l)-' I
5(4-6)
3 4l
(b) Subtracting twice the second column from the third (see Theorem IX)
1 4 8 1 4 8-2-4 1 4
1 4
-2 15 2 1 5-2-1 = -2 1 3 3(-l)''
-3 2
-3 2 4 3 2 4-2-2 -3 2
-3(14) -42
(c) Subtracting three times the second row from the first and adding twice the second row to the third
(d) Subtracting the first column from the second and then proceeding as in (c)
1
27 -41
= 27 -11 -41 -31
-11
8 -2 - 11
CHAP. 3] DETERMINANT OF A SQUARE MATRIX 29
(e) Factoring 14 from the first column, then using TheoremIX to reduce the elements in the remaining columns
28 25 38 2 25 38 2 25-12(2) 38-20(2)
42 38 65 14 3 38 65 14 3 38-12(3) 65-20(3)
56 47 83 4 47 83 4 47-12(4) 83-20(4)
2 1 -2 1
-1 9
4 3 2 5 14 - -12 9 -14 -14(-l-54) 770
4-13 6 -1 1
6 1
12. Show that p and q, given by (3.13) and (3.14), are either both even or both
odd.
Since each row (column) index is found in either p or 9 but never in both,
Now p+q is even (either n or n + 1 is even); hence, p and q are either both even or both odd. Thus,
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(-1) = (-1)^ and only one need be computed.
12 3 4 5
6 7 8 9 10
13. For the matrix A [..] 11 12 13 14 15 the algebraic complement of | Ao's is
16 17 18 19 20
.21 22 23 24 25
, ,^2+3+2+4| .1,3,51
13 5
(-1) Ml,4,5l 16 18 20 (see Problem 12)
21 23 25
SUPPLEMENTARY PROBLEMS
14. Show that the permutation 12534 of the integers 1, 2, 3. 4, 5 is even, 24135 is odd, 41532 is even, 53142 is
odd, and 52314 is even.
15. List the complete set of permutations of 1, 2,3,4, taken together; show that half are even and half are odd.
16. Let the elements of the diagonal of a 5-square matrix A be a.b.cd.e. Show, using (3.6), that when ^ is
diagonal, upper triangular, or lower triangular then \a\ = abcde.
17. Given -4
[j J]
= and B = [^ ^^^^ ^^^^ AB^BA^ A'b 4 AB' ^ a'b' ^ B'a' but that the determinant of
6J
each product is 4.
2 -1 1 2 2-2 2 3
(a) 3 2 4 = 27 12
(b) 3 = 4 (c) -2 4 =
-1 3 2 3 4 -3 -4
30 DETERMINANT OF A SQUARE MATRIX [CHAP. 3
1 2 10
19. (a) Evaluate \A 2 3 9
4 5 11
(c) Denote by |
C |
the determinant obtained from |
.4 |
by interchanging its first and third columns. Evaluate
I
C I
to verify Theorem V.
1 2 7 1 2 3
(d) Show that I
A 2 3 5 2 3 4 thus verifying Theorem VIII.
4 5 8 4 5 3
1 2 7
(e) Obtain from \A \
the determinant |o| = 2 3 3 by subtracting three times the elements of the first
4 5-1
column from the corresponding elements of the third column. Evaluate j D j to verify Theorem IX.
(/) In U
subtract twice the first row from the second and four times the first row from the third.
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I
Evaluate
the resulting determinant.
(g) In I
/I I
multiply the first column by three and from it subtract the third column. Evaluate to show that
\A I
has been tripled. Compare with (e). Do not confuse (e) and (g).
22. (a) Count the number of interchanges of adjacent rows (columns) necessary to obtain 6 from A in Theorem V
and thus prove the theorem.
(b) Same, for Theorem VI.
23. Prove Theorem VII. Hint: Interchange the identical rows and use Theorem V.
24. Prove: If any two rows (columns) of a square matrix A are proportional, then |
,4 |
= o.
25. Use Theorems VIII, III, and VII to prove Theorem IX.
a b
c d
27. Use (3.6) to evaluate \A\ =
e /
; then check that \a\ = ".P/. Thus, if A = diag(A-^. A^). where
g h
A^, A^ are 2-square matrices, | A U4i|
-4 -3 -3
29. Show that the cofactor of an element of any row of 1 1 is the corresponding element of the same
4 4 3
numbered column.
be a a^
32. Multiply the columns of 6^ ca 52 respectively by a,b.c ; remove the common factor from each of
c^ c2 ab
be ab ca
the rows to show that A ab ca be
ca be ab
a^ a bed a^ a
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1 a-^ 1
6^ 6 1 aed
33. Without evaluating show that
(a - b)(a - c)(a - d)(b - c)(i - d)(e - d).
e^ e I abd c^ c'^ e 1
d^ d 1 abc d d^ d 1
1 1 ... 1 1 1 ... 1 1
1 1...1 1 1 ... 1 1
1 1 1 ... 1
1 1 1 ...0 1 1 1 ... 1 1
re-i n-2
a^ 1
ra-i n-2
ar, 1
35. Prove: = S(i - 2)(i - as). (ai-a^H(a2- 03X02-04)... (02 -a^j 7i-i - "ni
n-i ra-2
o 1
X a xb
37. Without expanding, show that the equation x-i-a x-c has as a root.
x+b x+c
+6 a a
a a+ b a
38. Prove ,n-i
b {na + b).
a a a +6
chapter 4
Evaluation of Determinants
PROCEDURES FOR EVALUATING determinants of orders two and three are found in Chapters. In
Problem 11 of that chapter, two uses of Theorem IX were illustrated: (a) to obtain an element 1
or 1 if the given determinant contains no such element, (b) to replace an element of a given
determinant with 0.
For determinants of higher orders, the general procedure is to replace, by repeated use of
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Theorem IX, Chapters, the given determinant U! by another |b| -= \bij\ having the property
that all elements, except one, in some row (column) are zero. If &>, is this non-zero element
'Pq
and ^p^ is its cofactor.
Then the minor of bp is treated in similar fashion and the process is continued until a determi-
nant of order two or three is obtained.
Example 1.
3-2 12 3 -2 1 2 3-2 1 2
'^
-(-l)- = (-l)P' -286
30 37
See Problems 1-3
For determinants having elements of the type in Example 2 below, the following variation
may be used: divide the first row by one of its non-zero elements and proceed to obtain zero
elements in a row or column.
Example 2.
0.921 0.185 0.476 0.614 1 0.201 0.517 0.667 1 0.201 0.517 0.667
0.782 0.157 0.527 0.138 0.782 0.157 0.527 0.138 0.123 -0.384
0.921 0.921
0.872 0.484 0.637 0.799 0.872 0.484 0.637 0.799 0.309 0.196 0.217
0.312 0.555 0.841 0.448 0.312 0.555 0.841 0.448 0.492 0.680 0.240
1
0.309 0.265
0.921(-0.384) 0.309 0.265 0.217 0.921(-0.384)
0.492 0.757
0.492 0.757 0.240
0.921(-0.384)(0.104) = -0.037
32
I 2
^m4-i'% + 2 ^n
where s = i^ + i^+... + i^ +A + /2 + +h and the summation extends over the/? selections of the
column indices taken m at a time.
Example 3.
2 3-2 4
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3-2 12
Evaluate |
A , using minors of the first two rows.
3 2 3 4
-2405
Prom (4.1),
1+2+1+21 1 1 + 2+1 + SI
U (-1) U1.2 U-5aI
^3,4 1
+ (-1)" "Mi',|-U
1,2!
,1,31
3,4!
2,41
_l + 2 + l + 4| 1,4 1 + 2 + 2 + 31 .2,31
+ (-1) + (-1) I ^1,:
,
,,1+2 + 2+4. .2,4 .13 1 + 2+3+4 .34
+ (-1) Mi'jl-Us'.
I
2 3 3 4 2 -2 2 4 2 4 2 3
+
3 -2 5 3 1 4 5 3 2 4
3 -2 3 4 3 4 3 3 -2 4
+ - 3 2
-2
_2 _2 +
1 5 2 -2 D 1 2 -2 4
-286
See Problems 4-6
(4.2) Us I
= Ul-lsl
See Problem 7
EXPANSION ALONG THE FIRST ROW AND COLUMN. If ^ = [aid is n-square, then
n n ii
(4.3) ^11 ^1 IJ IJ
i=2 j,-=2
Where a^ is the cofactor of o^ and a^^-is the algebraic complement of the minor "ii^iil
of^.
ii Otj I
DERIVATIVE OF A DETERMINANT. Let the ra-square matrix A = [a^,-] have as elements differen-
^tj.
tiable functions of a variable x. Then
J
with respect to x.
Example 4.
x^ x^\ 3 2x 1 x2 x + 1 3 x+ 1 3
X -2 X -2 X -2
5 + 4x - 12x^ 6x
See Problem 8
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SOLVED PROBLEMS
2 3 -2 4 2 3 -2 4 2 3-2 4
7 4 -3 10 2(2) 4-2(3) -3-2(-2) 10-2(4) 3 -2 1 2
1. -286 (See Example 1)
3 2 3 4 3 2 3 4 3 2 3 4
-2 4 5 2 4 5 -2 4 5
There are, of course, many other ways of obtaining an element +1 or -1; for example, subtract the first
column from the second, the fourth column from the second, the first row from the second, etc.
1 -1 2 1 -1 + 1 2-2(1) 10
2 3 2 -2 2 3 2+2 -2-2(2) 2 3 4-6
2 4 2 1 2 4 2 +2 1-2(2) 2 4 4-3
3 1 5 -3 3 1 5 + 3 -3-2(3) 3 18-9
3
4
1
4
4-3
8
-6
-9
=
3-2(4)
1-3(4)
4
4-2(4)
8-3(4)
4-3 -6-2(-3)
-9-3(-3)
-5
4
-11 -4
-4
4-3
-5 -4
3 = -72
-11 -4
1 + J 1+ 2j
3. Evaluate \A\ 1 - i 2-3i
1- 2i 2 + : i
Multiply the second row by l + j and the third row by l + 2J; then
1 +i 1+2j l +j 1+2; 1 +J 1 + 2J
5 -4 + 7i 1 -4 + 7j -10 + 2J 1 -4 + 7J -10 + 2i
1+i l + 2j
I -6 + 18
- 14i 25 - 5j
and ,4
CHAP. 4] EVALUATION OF DETERMINANTS 35
4. Derive the Laplace expansion of \A\ = \aij\ of order n, using minors of order m<n
ji'h Jrn
Consider the m-square minor A; of 1^1 in which the row and column indices are arranged in
H-''^ %\
order of magnitude. Now by i; -
interchanges of adjacent rows of |^ the row numbered ii can be brought
1 |
,
into the first row. by i^- 2 interchanges of adjacent rows the tow numbered is can be brought into the second
row by % -m interchanges of adjacent rows the row numbered % can be brought into the mth row. Thus.
+ (ig- + + (ijj -m)
after (I'l- 1) 2) 11 + ^2+ + 'm-2'"('"+l) interchanges of adjacent rows the rows
numbered I'l, i^ i occupy the position of the first m rows. Similarly, after /i + j^ + + /^ - \m(m+l)
interchanges of adjacent columns, the columns numbered /i,/2 /jj occupy the position of the first m col-
umns. As a result of the interchanges of adjacent rows and adjacent columns, the minor selected above oc-
cupies the upper left corner and its complement occupies the lower right comer of the determinant; moreover.
I
A has changed sign
I
cr = j- + i + + + /i + % /2 + + /-"('" +1) times which is equivalent to
[1 + ^2+ + in + /i + ii + + in changes. Thus
Ji.J2' Jm Jm+i'Jn-i-2 Jn
A- yields m!(ra -m)! terms of (-1) \a\ or
H'''^ '-m 'm-H'''m +2-
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Ji~h- Jn Jn-H' Jm+2' ' Jn
(a) (-ir yields w!(n- m)! terms of \a\.
"TOJ-l' n+2'
n(n~l)...(n-m + l)
Let I'l, 12 in be held fixed. Prom these rows
different m- square p
l'2....m m\{n m)\
minors may be selected. Each of these minors when multiplied by its algebraic complement yields m!(/j-m)'
terms of U|. Since, by their formation, there are no duplicate terms of
U| among these products.
Jn Jm-1' Jvn Jn
S(-i/ I
, I'm
where s = i^ + i^+ + i^ +j^ + j^ + + in and the summation extends over the p different selections
/i, 72 in of the column indices.
12 3 4
5. Evaluate A
2 12 1 using minors of the first two columns.
11
3 4 12
1 21 |1 1 1 21 2 ll 2 11 13 4
(-1)^ + (-ir
2 2
+ (-If
1 I ll 3 41 1 ll 3 41 ll 1
A
B
C B
Prom the first n rows of |P| only one non-zero n-square minor, U|, can be formed. Its algebraic com-
plement is |s|. Hence, by the Laplace expansion, |p| = |.4|.|b|.
7. Prove \AB\ = U |
|
S
Suppose A = [a^j] and B = [bij] are n -square. Let C = [c^j] = AB so that c
V ^Hkhj- i^rom
Problem 6
36 EVALUATION OF DETERMINANTS [CHAP. 4
ail 012
"m
021 022 2n
"ni n2 "nn
-1 6ii 612 ..
hi
-1 621 ^22
.. ?,2
-1
To the (n+l)st column of \P\ add fen times the first column, 621 times the second column 6i times
the nth column; we have
On 012
"m Cii
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"21 "22 2ra C21
-1 612
h,
-1 622 .. 62
Next, to the (n + 2)nd column of |P| add fei2 times the first column, 622 times the second column,
times the nth column. We have
in Cii C12
2n C21 C22
"nn Cm Cn2
^13 ^m
*23 b^n
A C
Continuing this process, we obtain finally \P\ . Prom the last n rows of |
P |
only one non-
zero n-square minor, 1-/| = (-l)'^ can be formed. Its algebraic complement is (_i)i+24--"+ra+(n+ii+-"+2n|(-|
= (-lf'2"^^'|c|. Hence, \p\ = (-i)Vlf" ^"^"lc| = \c\ and \c\ = \ab\ = U1.|b|.
Oil %2 %S
8. Let A = 021 '%2 '^a where Oif = aij(x), (i, j = 1,2,3), are differentiable functions of x. Then
031 032 033
f f f f / /
a^OQiOg^ 0210-12033 Og^a^a^^ air^a^^a^.^ 02205^303^ - Ogj^o^gOjg
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SUPPLEMENTARY PROBLEMS
9. Evaluate:
3 5 7 2 1 -2 -4
3
2 4 11 2 -1 4 -3
-304
(o) 156
-2000 ic)
2 3 -4 -5
113 4 3 -4 5 6
1 -2 3 -2 -2
1116 2 -1 1 3 2
{b)
2 4 16 = 41 (d) 1 1 2 1 1 118
4 12 9 -4 -3 -2 -5
1
2 4 2 7
3 -2 2 2 -2
11. Evaluate the determinant of Problem 9(o) using minors from the first two rows; also using minors from the
first two columns.
Use |^B|
4B|
[^-02 ojj
= |.4|"|B|
i.4|-|B| to show
1^-62
that
bjj
(oi
(<
0000
+ 02)(6i+62) = (0161-0262)
Q
+ (0261+0163)
O
.
2 1
3 2 1
13. Evaluate using minors from the first three rows. Ans. -720
4 3 2 1
5 4 3 2 1
6 5 4 3 2 1
38 EVALUATION OF DETERMINANTS [CHAP. 4
112 12 1
111
14. Evaluate 110 using minors from the first two columns. .4ns. 2
112
12 2 11
*1 *2 ^3 *4
16. Expand using minors of the first two rows and show that
a-^ a^ flg a^
*1 ^2 ^3 *4
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a^ a2
K 62 60 6.. 62 63
A
17. Use the Laplace expansion to show that the n-square determinant , where is fe-square, is zero when
B C
A > 2"-
18. In \A\ = aiiOiii + ai2ai2 + OisO^is + ai4i4. expand each of the cofactors a^g. OL^a. tti* along its first col-
umn to show
4 4 ti
^11^11 ~ .-^ .^ ^il^lj^lj
11 "IJ l^lj
1=2 J=2
19. If a^j denotes the cofactor of a^j in the n-square matrix A = [a^,-], show that the bordered determinant
"11 "12
ire Pi ?i 92
?n
"21 22
"2ra P2 Pi "11 '^12 " "m
.^
t=i j=i
X
Pilj
'J
Cti
^V
"ni n2
"nra Pre Pn "ni "712 "nn
li 92
In
X I 2 a: -1 x-l 1
() (b) x^ + 4 3
2*: 1 ;<: (c) a; a: 2a: +5
2x Zx + l
3-2 x^+l x+l x^
-4ns. (a) 2a: + 9a:^- 8a;=^ , (6) 1 - 6a: + 21a:^ + 12a;^ - 15a:*, (c) 6a:^ - 5*"^ - 28x^ + 9a:^ + 20a; - 2
21. Prove : If A and B are real n-square matrices with A non-singular and if ff = 4 + iS is Hermitian, then
. .
chapter 5
Equivalence
THE RANK OF A MATRIX. A non-zero matrix A is said to have rank r if at least one of its r-square
minors is different from zero while every (r+l)-square minor, if any, is zero. A zero matrix is
said to have rank 0.
2 3"
'l
1 2
Example 1. The rank of A 2 3 4 is r= 2 since
2 3
-1^0 while U = 0.
3 5 7
www.TheSolutionManual.com
See Problem 1.
Prom I
AB\ A\-\B\ follows
I. The product of two or more non-singular re-square matrices is non-singular; the prod-
uct of two or more re-square matrices is singular if at least one of the matrices is singular.
(1) The interchange of the ith and /th rows, denoted by Hij;
The interchange of the ith and /th columns, denoted by K^j
(2) The multiplication of every element of the ith row by a non-zero scalar k, denoted by H^(k);
The multiplication of every element of the ith column by a non-zero scalar k, denoted by Ki(k).
(3) The addition to theelements of the sth row of k, a scalar, times the corresponding elements
of the /th row, denoted by Hij(k) ;
The addition to the elements of the ith column of k, a scalar, times the corresponding ele-
ments of the /th column, denoted by K^j(k)
The transformations H are called elementary row transfonnations; the transformations K are
called elementary column transformations.
The elementary transformations, being precisely those performed on the rows (columns) of a
determinant, need no elaboration. It an elementary transformation cannot alter the
is clear that
order of a matrix. In Problem 2, it is shown that an elementary transformation does not alter its
rank.
39
1
40 EQUIVALENCE [CHAP. 5
1 2 3
Example 2. Let A 4 5 6
7 8 9
3"
"l 2
The effect of the elementary row transformation H2i(-2) is to produce B 2 10
.7 8 9
The effect of the elementary row transformation ff2i(+ 2) on B is to produce A again
Thus, ff2i(-2) and H2x(+2) are inverse elementary row transformations.
-1
"ij = % ^ij
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We have
II. The inverse of an elementary transformation is an elementary transformation of the
same type.
EQUIVALENT MATRICES. Two matrices A and B are called equivalent, A'^B, if one can be obtained
from the other by a sequence of elementary transformations.
Equivalent matrices have the same order and the same rank.
Since all 3-square minors of B are zero while I 1 t^ 0, the rank of S is 2 ; hence,
I 5 3
the rank of ^ is 2. This procedure of obtaining from A an eauivalent matrix B from which the
rank is evident by inspection is to be compared with that of computing the various minors of -4.
See Problem 3.
(a) one or more elements of each of the first r rows are non-zero while all other rows have
only zero elements.
(b) in the ith row, (i =1,2, ...,r), the first non-zero element is 1; let the column in which
this element stands be numbered ;'-
.
't
(d) the only non-zero element in the column numbered j^, (i =1,2 r), is the element 1 of
the ith row.
CHAP. 5] EQUIVALENCE 41
(ii) If aij
171
7^ 0, use //i(l/oi,-
iji ) to reduce it to 1, when necessary.
(is) If a; J = but o^
^ 0, use ffij, and proceed as in (i^).
Vi ^^7
(ii) Use row transformations of type (3) with appropriate multiples of the first row to obtain
zeroes elsewhere in the /^st column.
If non-zero elements of the resulting matrix B occur only in the first row, B = C. Other-
wise, suppose 72 is the number of the first column in which this does not occur. If &2j ^ 0,
use ^2(1/^2^2) as in (ii); if but bqj^ f 0, use H^^ and proceed as in (ii). Then, as
&2J2=
in (il), clear the /gnd column of all other non-zero elements.
If non-zero elements of the resulting matrix occur only in the first two rows, we have C.
Otherwise, the procedure is repeated until C is reached.
Example 4. The sequence of row transformations ff2i(-2), ffgiCD ; 2(l/5) ; //i2(l). //ssC-S) applied
www.TheSolutionManual.com
to A of Example 3 yields
1 2 -1 4 1 2 -1 4 1 2 -1 4 1 2 17/5
^\j '\^
2 4 3 5 5 -3 1 -3/5 '%^
1 -3/5
1 -2 6 -7 5 -3 5 -3
See Problem 4.
THE NORMAL FORM OF A MATRIX. By means of elementary transformations any matrix A of rank
r > can be reduced to one of the forms
(5.1)
A
/.
\l% "'"'
M
called its normal form. zero matrix is its own normal form.
Since both row and column transformations may be used here, the element 1 of the first row
obtained in the section above can be moved into the first column. Then both the first row and
firstcolumn can be cleared of other non-zero elements. Similarly, the element 1 of the second
row can be brought into the second column, and so on.
For example, the sequence ff2i(-2), ^31(1). ^2i(-2), Ksi(l), X4i(-4). K23, K^{\/%),
See Problem 5.
ELEMENTARY MATRICES. The matrix which results when an elementary row (column) transforma-
tion is applied to the identity matrix /^ is called an elementaryrow (column) matrix. Here, an
elementary matrix will be denoted by the symbol introduced to denote the elementary transforma-
tion which produces the matrix.
0'
1
Example 5. Examples of elementary matrices obtained from /g 1
1_
To effect a given elementary row transformation on A of order mxn, apply the transformation
to Ijn to form the corresponding elementary matrix H and multiply A on the left by H.
1 2
3'
"l o"
"723'
rows of A ; 4/^13(2) = 4 5 6 10 = 16 5 6 adds to
t( the first column of A two times
J 8 9 _2 1_ _25 39J
the third column.
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LET A AND B BE EQUIVALENT MATRICES. Let the elementary row and column matrices corre-
sponding to the elementary row and column transformations which reduce /I to 5 be designated
as //i./Zg ^s< J^\,T^Q. '^t
where //^ is the first row transformation, //g is the second, ...;
K^ is the first column transformation, K^ is the second Then
where
(5.3) Ih H^-H^ and
We have
III. Two matrices A and B are equivalent if and only if there exist non-singular matrices
P and Q defined in (5.3) such that PAQ = B.
"1 2 -1 2~|
Example 7. When A 2 5-23, ^3i(-l) //2i(-2) -^ ^2i(-2) -Ksid) .K4i(-2) -K^sd) .Ks(i)
_1 2 1
2J
1-200 ~1 1 0~ 1
2" "1000" "1000"
["100"! r 1 o"j
0-2 10 10 10 10 1 10
1 1
10 10 1 10 5
[j^i ij L iJ
1 _0 1 1_ _0 1_ _0 1_
1-25-4
o"l
10 1
[1
= PAQ 10
[:;=} 2
1 oj
1
IV. If ^ is an re-square non-singular matrix, there exist non -singular matrices P and Q
as defined in (5.3) such that PAQ = 1^ .
See Problem 6.
CHAP. 5] EQUIVALENCE 43
We have proved
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See Problem 7.
From this follow
RANK OF A PRODUCT. Let A be an mxp matrix of rank r. By Theorem III there exist non-singular
matrices P and Q such that
PAQ = N = P''
]
(5.6) AB = P~'NQ'^B
By Theorem AB is that of NQ'^B. Now the rows of NQ~'b consist of the firstr
VI, the rank of
rows of Q B and
m-r rows of zeroes. Hence, the rank of AB cannot exceed r
the rank of A
Similarly, the rank of AB cannot exceed that of S. We
have proved
IX. The rank of the product of two matrices cannot exceed
the rank of either factor.
SOLVED PROBLEMS
1 2 3] 1 2
1. (a) The rank of A is 2 since ^ and there are no minors of order three.
-4 sj -4
1 2 3
2 3
(b) The rank of A 12 5 is 2 since | ^ j
= and ^0.
2 5
2 4 8
"0 3"
2
(c) The rank of A 4 6 is 1 since |
i |
= 0, each of the nine 2-square minors is 0, but nov
_0 6 9_
every element is
Show that the elementary transformations do not alter the rank of a matrix.
We shall consider only row transformations here and leave consideration of the column transformations
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as an exercise. Let the rank of the mxn matrix ,4 be r so that every (r+l)-square minor of A, it any, is zero.
Let B be the matrix obtained from .4 by a row transformation. Denote by \R\ any (r+l)-square minor of A and
by Is] the (r+l)-squaie minor of B having the same position as \R\ .
Let the row transformation be H^j Its effect on |/?| is either (i) to leave
. it unchanged, (ii) to interchange
two of its rows, or (lii) to interchange one of its rows with a row not of \R\ . In the case (i), \S\ = \r\ =0;
in the case (ii), \S\ = -\r\ = ; in the case (iii), \s\ is, except possibly for sign, another (r+l)-square minor
of l^l and, hence, is 0.
Let the row transformation be Hi(k). Its effect on \R\ is either (1) to leave it unchanged or (ii) to multi-
ply one of its rows by A:. Then, respectively, |S| = |/?| = o or |S| = ;i:|/?| = o.
Let the row transformation be Hij(k). Its effect on |/?| is either (i) to leave it unchanged, (ii) to increase
one of its rows by k times another of its rows, or (iii) to increase one of its rows by k times a row not of S|.
|
In the cases (i) and (ii), |S|=|ft| = 0; in the case (iii), \s\ = /?| + A: (another (r+i)-square minor of /I) = |
0 k-0 = 0.
Thus, an elementary row transformation cannot raise the rank of a matrix. On the other hand, it cannot
lower the rank tor, if it did, the inverse transformation would have to raise it. Hence, an elementary row
transformation does not alter the rank of a matrix.
For each of the matrices A obtain an equivalent matrix B and from it, by inspection, determine the
rank of A.
"1 3" "1 3~ '1 3"
2 1 2 3 2 2
"^
(a) A = 2 1 3
'-^-/
-3 -3 1 1
-""J
1 1
_3 2 1_ -4 -8 _0 1 2_ _0 1_
The transformations used were //2i(-2). ffsi(-3); H^(-l/3), HQ(-l/i); Hg^i-l). The rank is 3.
1+i i 1 1
'~^
(c) A i + 2j i 1 + 2j
'-Vy
i 1 + 2J = B. The rank is 2.
1 + 2j l+i_ _1
i 1 + 2J_
Note. The equivalent matrices 5 obtained here are not unique. In particular, since in (o) and (i)
only
row transformations were used, the reader may obtain others by using only column
transformations.
When the elements are rational numbers, there generally is no gain in mixing row and column
transformations.
CHAP. 5] EQUIVALENCE 45
4. Obtain the canonical matrix C row equivalent to each of the given matrices A.
13 113 113 2 10 4
12 6 12 6 13-2 13-2
(a) A = '->-'
2 3 9 2 3 9 13-2
113 13 13 -2_ GOOD
1 2 -2 3 f 1 2 -2 3 l" 1 -2 3 3" '10 3 7~
10 1
(b) A =
1 3 -2 3 --v^
1 -1 '^ 1 -1 ^\y
10 -1 --O
10 0-1
2 4 -3 6 4 1 2 1 2 10 2 10 2
.1 1 -1 4 6_ p -1 1 1 5_ 1 1 4_ pool 2_ 1 2
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(a) A 3 4 1 2
^\y
-2 1 5 0-2 1 5 p- 1-2 5 1-2 10 'V.
10
2 3 2 5 7 2 3 7 2 sj Lo 2 7 3_ 11 P U -7_ p 1 0_
= Us o]
^2i(-3). 3i{2); K2i(-2), K4i(l); Kgg; Hg^-^y. ^32(2). /f42(~5); /fsd/ll), ^43(7)
4. p 1 0_ p 0_
^12: Ki(2); H3i(-2); KsiC-S), X3i(-5), K4i(-4); KsCi); /fs2(-3), K42(-4); ftjgC- 1)
1 2 3-2
6. Reduce A 2-2 1 3 to normal form A' and compute the matrices P^ and (^^ such that P-i_AQ^ = A^.
3 04 1
Since A is 3x4, we shall work with the array Each row transformation is performed on a row of
A U
seven elements and each column transformation is performed on a column of seven elements.
1 -3 2 1 -2 -3 2
10 1
1 1 1
1 1
12 3 1 2 3-2 1 1
2-2 1 10 -6 -5 7 1 -6 -5 7 -2 -5 7 -2
3 4 1 -6 -5 7 1 -6 -5 7 -3 0-1-1
1 1/3 -3 2 1 1/3 -4/3 -1/3
-1/6 0-1/6 -5/6 7/6
10
1
10
or
1
1-57-210
10 1
N Pi
1 0-210
0-1-11 0-1-1 1
46 EQUIVALENCE [CHAP. 5
1
10 and PiAQ-i = 10 N.
1 3 3
7. Express A = 1 4 3 as a product of elementary matrices.
.1 3 4_
The elementary transformations //2i(-l). ^siC-D; ^2i(-3). 'f3i(-3) reduce A to 4 , that is, [see (5.2)]
/ = H^-H^-A-K^-K^ = ff3i(-l)-^2i(-l)-'4-X2i(-3)-?f3:i.(-3)
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_0 ij [l ij [p ij _0 1_
8. Prove: Two mxn matrices A and B are equivalent if and only if they have the same rank.
If A and B have same rank, both are equivalent to the same matrix (5.1) and are equivalent
the to each
other. Conversely, ^ and B are equivalent, there exist non-singular matrices P and Q such that B
if = PAQ.
By Theorem VII, A and B have the same rank.
[i:l-[:i:] [!:][::]
nm
A canonical set tor non-zero 3x4 matrices is
Vh o]
[:=:] &:]
10. If from a square matrix A of order n and rank r^, a submatrix B consisting of s rows (columns) of A
is selected, the rank r^ of B is equal to or greater than r^ + s - n.
The normal form of A has n-rj^ rows whose elements are zeroes and the normal form of 6 has s-rg rows
whose elements are zeroes. Clearly
'A ^
from which follows r > r + s - n as required.
B A
. .
CHAP. 5] EQUIVALENCE 47
SUPPLEMENTARY PROBLEMS
4 6
2 3 2
2 1 2 12-23 5
5
6 7
7
8
12. Show by considering minors that A, A'. A. and .4' have the same rank.
13. Show that the canonical matrix C, row equivalent to a given matrix A, is uniquely determined by A.
14. Find the canonical matrix row equivalent to each of the following:
12 3 4 1 1/9" 1 1 10
Tl 2-3"]^ri 0-7]
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(a) (b) 3 4 12 'X^
10 1/9 (c) 2 1 10
[2 5 -4j [o 1 2j
_4 3 1 2 1 11/9 3 -3 12
1 2 10 1
3 2 10-1 1 -1 1 1 1 10 0-12
(d) 2 -1 1 1 (e)
1 -1 2 3 1
^V/
10 1
2 -2 1 2 1 2
5 6
1 1 1 -3 3
1 3
15. Write the normal form of each of the matrices of Problem 14.
12 3 4
16. Let A = 2 3 4 1
3 4 12
(a) From /a form Z/^^. /^O). //i3(-4) and check that each HA effects the corresponding row transformation.
(6) Prom U form K^^. Ks(-l). K^^O) and show that each AK effects the corresponding column transformation.
(c) Write the inverses H^l, H^ {?,), H^lc-i) of the elementary matrices of (a). Check that for each H,H-H~^^l
(d) Write the inverses K^l. ifg^C-l).
K^lo) of the elementary matricesof (6) . Check that for each K. KK~^ = I
"0 0'
3 "0 1 4"|
(e) Compute B = ^12 ft,(3) -//isC- 4) 1 -4 and C = H^^(-4:)-H^(3)-Hi 1/3 0.
1 ij
(/) Show that BC ^ CB = I .
17. (a) Show that /?',-= H-. . K-(k) = H^(k). and K^,(/t) = H^-(k)
(b) Show that if /? is a product of elementary column matrices. R'is the product in reverse order of the same
elementary row matrices.
18. Prove: (a) AB and BA are non-singular if .4 and B are non-singularra -square matrices.
(b) AB and BA are singular if at least one of the n-square matrices A and B is singular.
19. UP and Q are non-singular, show that A,PA,AQ, and PAQ have the same rank.
Hint. Express P and Q as products of elementary matrices.
13 6-1
20. Reduce B 14 5 1 to normal form /V and compute the matrices P^ and Qr, such that P^BQ^ = N
15 4 3
.
48 EQUIVALENCE [CHAP. 5
21. (a) Show that the number of matrices in a canonical set of n-square matrices under equivalence is n+l.
(6) Show that thenumber of matrices in a canonical set of mxn matrices under equivalence is the smaller of
m+l and n+1.
12 4 4
22. Given A 13 2 6 of rank 2. Find a 4-square matrix S 7^ such that AB = 0.
2 5 6 10
Hint. Follow the proof of Theorem X and take
Q-'b
abed
_e / g A_
23. The matrix A of Problem 6 and the matrix B of Problem 20 are equivalent. Find P and Q such that B - PAQ.
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24. If the mxn matrices A and B are of rank rj and rg respectively, show that the rank of A+B cannot exceed
25. Let ^ be an arbitrary n-square matrix and S be an n-square elementary matrix. By considering each of the
six different types of matrix S, show that \AB\ = |^| |fi|
26. Let A and B be n-square matrices, (a) If at least one is singular show that \AB\ = |/4|-|s| ; (6) If both are
non-singular, use (5.5) and Problem 25 to show that \AB\ = \a\-\B\ .
28. Prove: The row equivalent canonical form of a non-singular matrix A is I and conversely.
29. Prove: Not every matrix A can be reduced to normal form by row transformations alone.
Hint. Exhibit a matrix which cannot be so reduced.
30. Show how to effect on any matrix A the transformation H^: by using a succession of row transformations of
types (2) and (3).
31. Prove: If .4 is an mxn matrix, (m ^n), of rank m, then AA' is a non-singular symmetric matrix. State the
theorem when the rank of A is < m.
chapter 6
THE ADJOINT. Let A = be an n-square matrix and be the cofactor of a-; then by definition
[a^ ]
y oij-
y
A = 12 ^22
(6.1) adjoint adj ^
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'^ire '^sn
Note carefully that the cofactors of the elements of the ith row (column) of A are the elements
of the jth column (row) of adj A.
1 2 3
Example i. For the matrix A 2 3 2
3 3 4
11= 6, ai2 = -2. Cl-lS = -3. fflsi = 1, 0122 = -5, a^g = 3, ffai = -5, Otgg = 4, agg = -1
*
6 1-5
1
and adj A -2 -5 4
-3 3 -1
See Problems 1-2.
%1 %2 "In
2 1 ^^2 0271
(6.2) i(adj A)
'^ ni CE 7
(6.3) U|. I
adj /I I
= |, adj ^ I
. U
There follow
(6.4) I
adj 4 I
49
50 THE ADJOINT OF A SQUARE MATRIX [CHAP. 6
A(a,diA) = (ad}A)A =
If A is of rank < ra-l, then adj A = 0. If i is of rank ra-1, then adj A is of rank 1.
See Problem 3-
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MINOR OF AN ADJOINT. In Problem 6, we prove
^ii.i2 i
IV. Let be -square minor of the re-square matrix A = [o,-,-].
^l'''-2 % tjj
7m + i' 7m+2'
Jn complement in A, and
let be its
^m+i' ^ra+2'
Ji'J2 Jn
let denote
dei the m-square minor of adj A whose elements occupy the
%. ^2 %
Ji' J2 Jm
same position in adj A as those of occupy in A.
Then
Ji' J2 Jm Jvi + i' Jm + 2 Jn
(6.6) M: (-D^'i^l'
where s = j\ + S2 + + %+ /i + 72 + + Jt,
i-
H, %, ^M+1' 'm+2. . ^n
.J1.J2
\A\ algebraic complement of
SOLVED PROBLEMS
a h '^ll 0^21 d -b
1. The adjoint of i4 = IS I _ I
c d c a
3 4 2 3 2 3
4 3 4 3l 3 4
-7 6 -1
2. The adjoint of A = 1 4 1 3 1 3
IS -1
[;] 1 3 1 3 1 4
1
1
-2 1
1 3 1 2 1 2
1 4 1 4 1 3
Prove: A
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3. If is of order n and rank n-\, then adj A is of rank 1.
,
Ul )
Then
Prove:
Ji' h in
6. Let A; ; ^^ ^" m-square minor of the re-square matrix
'"n I
A = [a:-]
tj-
Jm+i. Jw4-2 in
let be its complement in A, and
^m+i. ^m+2 ^n
J1.J2 is
position in adjv4 as those of occupy in A.
^H,i^, ...,i Then
52 THE ADJOINT OF A SQUARE MATRIX [CHAP. 6
Prom
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a,- - a,- a,- 1
"W2
, , 1
Ul
h.Jm^i.
\a\
''i2Jn
Ul "^M'Jn^i " "^-Jn
"%-i-i'Jn-^i "V+i'in
^ri'^m+i "in.in
7. Prove: If 4 is a skew-symmetric of order 2ra, then \A\ is the square of a polynomial in the elements
of i.
By its definition. \
a\ is a polynomial in its elements; we are to show that under the conditions given
above this polynomial is a perfect square.
oi
when A = r
1 ,1 2
The theorem is true for n = l since, \ \, \A\ = a .
\-a Oj
Assume now that the theorem is true when n = k and consider the skew-symmetric matrix A = [a^j] of
'
E== '^2k^..2n^\
order2A: + 2. By partitioning, write A = P^l
\ \ where r
\
-zri^i.-zii^-zy
Then S is skew-sym-
"
metric of order 2k and, by assumption, \b\ = f where /is a polynomial in the elements of B.
If a^j denotes the cofactor of a^j in we have by Problem
/I, 6, Chapter 3, and (6.8)
a perfect square.
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SUPPLEMENTARY PROBLEMS
8. Compute the adjoint of:
2"
"l 2 3~ ~1 5
2 S' 'l 2*
_0 0_ 2 1
_0 1_ _3 2 1_
10 1
1 -2 2 -4
1 1 1 4 -2
Ans. (a) 0-2 (i) -2 2 6 -16
1 (c) -2 -5 4 (rf)
_0 1_ 1 1 -2 1
10 3-5
-2 10
9. Verify:
(a) The adjoint of a scalar matrix is a scalar matrix.
(b) The adjoint of a diagonal matrix is a diagonal
matrix.
(c) The adjoint of a triangular matrix is a triangular
matrix.
-1 -2 -2 -4 -3 -3
12. Show that the adjoint of ^ = 2 1 -2 is 3^' and the adjoint of A = 1 1 is A itself.
2-2 1
4 4 3
19. Prove: If A is an n-squaie matrix of rank n or n-l and if H^...H^ -H-^ -A K-^-K,2---^t = ^ where \ is
L or , then
-1 -1 -1 -1 -1 -1
adj A = adj Xi adj K^ adj K^ adj A adj H^ adj H^ adj H^
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1110
2 3 3 2
(o) A of Problem 7 Chapter 5 (b)
12
,
3 2
4 6 7 4
-14 2-2 2
7 -3 -3
14 -2 2 -2
Ans. (a) -1 1 (b)
-1 1
-7 1-1 1
21. Let A = [a^--] and B = [^k-a^A be 3-square matrices. If S{C) = sum of elements of matrix C, show that
23. Let A^ =\.%j\ ('/ = 1. 2, ...,n) be the lower triangular matrix whose triangle is the Pascal triangle; for
example,
10
110
12 10
13 3 1
Define bij
"V
= (-1)^ ^ai,
Hj and verify for n =2,3,4 that
24. Let B be obtained from A by deleting its ith and pth rows and /th and gth columns. Show that
^ij ^pj
iq pq
where o!^- is the cofactor of a^j in \A\
chapter 7
IF A AND B are n-square matrices such that AB = BA =1, B is called the inverse of A, (B=A~^) and
A is called the inverse of B, (A = B''^).
In Problem l, we prove
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I. An ra-square matrix A has an Inverse if and only if it is non-singular.
1 2 3 -7 6 -1
Example 1. From Problem 2, Chapters, the adjoint of A = 1 3 4 is 1 -1
1 4 3 1 -2 1
"7/2
Since Ml = -2, A~^ = ^'^^ -^
-3 f
-k X
2 1 -
^J
See Problem 2.
55
56 THE INVERSE OF A MATRIX [CHAP. 7
INVERSE FROM ELEMENTARY MATRICES. Let the non-singular n-square matrix A be reduced to /
by elementary transformations so that
-1 1_ 1 _0 1__ 1
1 -3 o" 'l
-3" "106" '100" 7 -3 -3
Then A K^K2H2'i -1
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1 1 1 1 = -1 1
1 1 1 -1 1 -10 1
In Chapter 5 it was shown that a non-singular matrix can be reduced to normal form by row
transformations alone. Then, from (7.2) with Q =1, we have
(7.3) H,...H^.H,
That is,
1 3 3
Examples. Find the inverse of .4 = 1 4 3 of Example 2 using only row transformations to reduce /I to/.
13 4
Write the matrix [A Q and perform the sequence of row transformations which carry A into
Ir, on the rows of six elements. We have
1 3 3 1 1 3 3 1 1 3 4 -3 1 7 -3 -3
'\j
[AI^] = 1 4 3 1
"X^
1 -1 1 1 1 1
-"o
1 -1 1
1 3 4 1 1 -1 1 1 1 1 1 -li 1
[/3^"']
7 -3 -3
by (7,3). Thus, as A is reduced to /g, /g is carried into A -1 1
-1 1
See Problem 3.
INVERSE BY PARTITIONING. Let the matrix A = [a^j] of order n and its inverse B = [6.^,-] be par-
titioned into submatrices of indicated orders:
In practice, A.^^ is usually taken of order ra-l. To obtain A^^, the following procedure is
used. Let
%2 %3 %4
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11
"11 %2 13
[Oil %2l O23 G^ =
021 022 023 '^24
' Osi 022 ,
After computing C^^, partition G3 so that /422 = [o33] and use (7.5) to obtain C^^. Repeat the proc
ess on G4. after partitioning it so that ^22 = [044], and so on.
1 3 3
Example 4. Find the inverse of A = 1 4 3 using partitioning.
1 3 4
Take ^11
11 = [!']. ^12 , ^421 = [13], and ^22= [4]- Now
Then
" -3 -3
7
fill fil2
and -1 1
S21 B22
_ -1 1
THE INVERSE OF A SYMMETRIC MATRIX. When A is symmetric, aij = ciji and only ^(n+1) cofac-
tors need be computed instead of the usual n^ in obtaining A~^ from adj A.
'0 b c a b ...
b a ... b c
. c ...
Ht ^l
a b
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c a c
b
c c
^i(- ^) ^^i(- |)
However, when the element a in the dia^gonal is replaced by 1, the pair of transformations are
H^(l/\Ja) and K^{l/\Ja). In general, ^Ja is either irrational or imaginary; hence, this procedure
is not recommended.
The maximum gain occurs when the method of partitioning is used since then (7.5) reduces to
(7.6)
When A is not symmetric, the above procedure may be used to find the inverse of A'A, which
is symmetric, and then the inverse of A is found by
SOLVED PROBLEMS
1. Prove: An re-square matrix A has an inverse if and only if it is non- singular.
Suppose A is non-singular. By Theorem IV, Chapter 5, there exist non-singular matrices P and Q such
that PAQ=I. Then A=P~^-Q'^ and A''^ = Q-P exists.
-1 -1 _i
Supposed exists. The A- A =1 is of rank n. If /4 were singular, /l/l would be of rank < n; hence,
A is non-singular.
CHAP. 7] THE INVERSE OF A MATRIX 59
2. (a) When A
!]
- I
/I I =5, adji r4-3l,andi"=r4/5-3/5-]
[-1 [_-l/5
[? 2j
2/5J
2 3 1 1 -5 1 -5
(b) When A = 1 2 3 then U! = 18, adj A 7 1 and A 7 1
3 1 2 -5 7 -5 7
2 4 3 2
3 6 5 2
3. Find the inverse of i 4 =
2 5 2 -3
_4 5 14 14_
2 4 0' 3/2
3 2 1
1 1 2 1 1
1/2 1 2 3/2 1 '
1/2
3 6 5 2 10 1 3 6 5 2 1 1/2 -1 -3/2 1
[AIJ
I
"K^ ^\j
1 '
- 3 10 -3 10
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2 5 2 1 2 5 2 1 1 -1 -5 -1 1
1
4 5 14 1 1 1
1 _4 5 14 14 1 1 -3 8 10 -2 1
10 18 1
13 -7 -2 - 0'
10 18 !
13 -7-2 '
'X'
1 -7| -4 2 1
'-\J
1 -7 1
-4 2 1
1 -2 -3 j
2 1 -2 [
-3 2
5 ; 10 --10 3 1_ 11 2 -2 3/5 1/5
1 1
--23 29 -64/5 -18/5
'^-/
100] 10 -12 26/5 7/5
1 i
1 -2 6/5 2/5
1 2 -2 3/5 1/5
1
Ih A-']
Set S22 = f"^ Prom (ii), B^^ = -(-4^1-412)^"^; from (iii), B21 = - ^~\A^^At^y, and, from (i), B-^^
*. 1
-f (-42i'4ii)^i2 + ^'^422 = / and f - '^'2 ('^21'*lll)'^12
60 THE INVERSE OP A MATRIX [CHAP. 7
12 3 1
-1 r 3 -2l ,-1 [3 -2 r 3 -2
,
Now 11 =
jj.
^11-41. - '421-4 11 = [24] [2 0],
^_^ |^_^ ^
,f
= ^22 - '42i('4ii^i2) = [3] - [2 4]r = [-3], and f =[-l/3]
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3 -2] _ [2 ol
Then Sii = 4l\ + (.4lVi2)rV2i^i\) = [j "^l + Hr-i] [2 0]
-1 ij [o oJ
=
3L-3 3J
B12 = ('4ii'4i2)C
-'^
- 1 f (/I2A1) = i[2 0],
3
4-fl
3-6 3
and -3 3
D01 Oo
2 0-1
1 2 3 1
2 4 3 3
3-6 3
Then B, 3
2
3
-1
^1
-1
3 [3]-|[2 -3 2] =
I
3
2
3
-1
4 -2
6-9
3
6
-2
1-2
1
2
-1
" 0'
1-210
[Sii S12 I 1-2 2-3
and
S21 B22J 1-11
-2 3-2 3
.
1 3 3
6. Find the inverse of A = 1 3 4 by partitioning.
1 4 3
1 1 3 3 7 - 3 -3
By Example 3,
.
B^Ho 1 1 1 = 1 1
1 1 1 1 1
Thus, if the (ra-i)-square minor A^.^_ of the n-square non-singular matrix A is singular, we first bring a
non-singular (n-l)-square matrix into the upper left corner to obtain S, find the inverse of B, and by the prop-
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er transformation on B~^ obtain A''^
2 1-12
7. Compute the inverse of the symmetric matrix A
13 2-3
-1 2 1-1
2-3-1 4
2 1 -1
Consider first the submatrix G^ 1 3 2 partitioned so that
-1 2 1
Now
Then B,
1 3 -5
1
and 3 -1 5
10
-5 5 -5
2 1 -1
'^11 1 3 2 [2 -3 -1], [4]
-1 2 1
1 3 -5 -1/5
Now A< _1_
10
-5
3-1
5 -5
5
-2
2/5 .
<f= [18/5 ], t = [5/I8].
62 THE INVERSE OF A MATRIX [CHAP. 7
2 5-7
Then JS^ 5-15 521 = ^[1 -2 10], B22 = [5/I8]
-7 5 11
2 5-71
5-1 5-2
and
-7 5 11 10
1 -2 10 5
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SUPPLEMENTARY PROBLEMS
8. Find the adjoint and inverse of each of the following:
1 2
"
1 2-1" "2
3 4" "1 2
3"
3
(a) -1 1 2 (b) 4 3 1 (O 2 4 5 (d)
n n
n
U w ^ 1
J.
_ 2 -1 1_ _1 2 4 3 5 6
3
-2/3
3-15 -10 4 9 1 -3 2
1
1/3
Inverses (a)
^ -153-1 5
3
^'^i
-5
15 -4 -14
1 6
,
(c) -3
2-1
3 -1 .
(d)
1/2 -1/6
- -J - ^ - - 1/3
10. Obtain the inverses of the matrices of Problems using the method of Problems.
1 1 1 1 3 4 2 7 2 5 2 3
13 3 2 1
1 4 3 3-1
-4 4
11. Same, for the matrices (a)
1
2
2
3
3
5 -5
.
(b)
2
5
3
7
3
3
2
9
(c)
2
3
3
6
3
3 2
(d) 13 4 11
-4 -5
1 11-1
1
3 8 2 3 2 3 4 12 8
1-2-12 2
2 16 -6 4 -144 36 60 21
1 22 41 - 30 -1 48 -20 -12 -5
(a) (c)
18 -10 -44 30 -2 48 48 -4 -12 -13
4 -13 6 -1 12 -12 3
30 -20 -15 25 -5
-1 11 7 -26
30 -11 -18 7 -8
-1 -7 -3 16
(b) 1 (^)i -30 12 21 -9 6
2 1 1 -1
-15 12 6-9 6
1 -1 -1 2
15 -7 -6 -1 -1
12. Use the result of Example 4 to obtain the inverse of the matrix of Problem 11(d) by partitioning.
13. Obtain by partitioning the inverses of the matrices of Problems 8(a), 8(6), 11(a) - 11(c).
CHAP. 7] THE INVERSE OF A MATRIX 63
12-12 12 2
Hint: A^A
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:r / = (AA"^)' = (A~^)'A .
18. Show that if the non-singular symmetric matrices A and B commute, then (a) A~'^B. (b) AB"'^. and (c) A~^B~^
are symmetric. Hint: (a) {A'^ B)' = {BA^'^)' = (A'^)'B' = A~^B.
19. An mxn matrix A is said to have a right inverse B if AB = I and a left inverse C it CA = I. Show that A
has
a right inverse if and only ifA is of rank m and has a left inverse if and only if the rank of A is n
13 2 3
20. Find a right inverse of A 14 13 if one exists.
13 5 4
1 3 2
Hint. The rank of A is 3 and the submatrix S 1 4 1 is non-singular with inverse S . A right inverse of
1 3 5
17 -9 -5
A
-4 3 1
is the 4x3 matrix B =
-1 1
L J
1 3 3
7 -3 -3
21, Show that the submatrix T -1 1
1 4 3 of A of Problem 20 is non-singular and obtain as another
1 3 4
-1 1
right inverse of A.
1 1 1
7 -1 -1 a
22. Obtain -310b as a left inverse of
3
3
4
3
3
4
, where a,b. and c are arbitrary.
-3 1 c
13 4 7
23. Show that A 14 5 9 has neither a right nor a left inverse.
2 3 5 8
NUMBER FIELDS. A collection or set S of real or complex numbers, consisting of more than the ele-
ment 0, is called a number field provided the operations of addition, subtraction, multiplication,
and division (except by 0) on any two of the numbers yield a number of S.
Examples of number fields are:
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(b) the set of all real numbers,
(c) the set of all numbers of the form a+b\f3 ,where a and b are rational numbers,
(d) the set of all complex numbers a+ bi, where a and b are real numbers.
The set of all integers and the set of all numbers of the form bvs , where i is a rational
number, are not number fields.
GENERAL FIELDS. A collection or set S of two or more elements, together with two operations called
addition (+) and multiplication (). is called a field F provided that a, b, c, ... being elements of
F, i.e. scalars,
a + b is a unique element of F
a+b = b+a
a + (b + c) = (a + b) + c
As For each element a in F there exists a unique element -a in F such that a + (-a) = 0.
(ab)c = a(bc)
For each element a ^ in F there exists a unique element a'^ in F such that a- a'''^ =
a~ -0=1.
Di : a(b + c) = ab+ ac
D^'- (a+b)c = ac + bc
In addition to the number fields listed above, other examples of fields are:
64
CHAP. 8] FIELDS 65
SUBFIELDS. If S and T are two sets and if every member of S is also a member of T, then S is called
a subset of T.
If S and T are fields and if S is a subset of T, then S is called a subfield of T. For exam-
ple, the field of all real numbers is a subfield of the field of all complex numbers; the field of
all rational numbers is a subfield of the field of all real numbers and the field of all complex
numbers.
MATRICES OVER A FIELD, When all of the elements of a matrix A are in a field F, we say that
'Mis over F". For example.
A =
1 1/2
is over the rational field and B
11 + }
is over the complex field
1/4 2/3 2 1 - 3i
Here, A is also over the real field while B is not; also A is over the complex field.
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... let the smallest field which
contains all the elements; that is, if all the elements are rational numbers, the field F is the
rational field and not the real or complex field. An examination of the various operations de-
fined on these matrices, individually or collectively, in the previous chapters shows that no
elements other than those in F are ever required. For example:
The sum, difference, and product are matrices over F.
Hereafter when A is said to be over F it will be assumed that F is the smallest field con-
taining all of its elements.
In later chapters it will at times be necessary to restrict the field, say, to the
real field.
At other times, the field of the elements will be extended, say, from the rational field to the real
field. Otherwise, the statement "A over F" implies no restriction on the field, except for the
excluded field of characteristic two.
SOLVED PROBLEM
1. Verify that the set of all complex numbers constitutes a field.
To do this we simply check the properties A^-A^, Mi-Mg, and D^-D^. The zero element (/I4) is and
the unit element (M^) is 1. If a + bi and c + di are two elements, the negative (A^) of a + bi is -a-bi. the
product (A/ 1) is (a+bi){c + di) = (ac -bd) + (ad + bc)i ; the inverse (M5) of a + bi^o is
1 _ g bi _ a _ hi
a + bi a^ +62 a^+ b^ a^ + b^
Verification of the remaining properties is left as an exercise for the reader.
66 FIELDS [CHAP. 8
SUPPLEMENTARY PROBLEMS
2. Verify (a) the set of all real numbers of the form a + b\r5 where a and b are ra:ional numbers and
(6) the set of all quotients ^ of polynomials in x with real coefficients constitute fields.
Q(x)
a b
4. Verify that the set of all 2x2 matrices of the form ,
where a and b are rational numbers, forms a field.
b a
Show that this is a subfield of the field of all 2x2 matrices of the form
a h
w]\eK a and h are real numbers.
b a
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5. the set of all 2x2 matrices with real elements form a field?
6. A set R of elements a,b.c.... satisfying the conditions {Ai, A^. A^. A^, A^; Mi. M.y, D^, D^) of Page 64 is called
a ring. To emphasize the fact that multiplication is not commutative, R may be called a non- commutative
ring. When a ring R satisfies Mg, it is called commutative. When a ring R satisfies M^. it is spoken of as
a ring with unit element.
Verify:
(a) the set of even integers 0,2,4, ... is an example of a commutative ring without unit element.
(b) the set of all integers 0,+l,2,+3, ... is an example of a commutative ring with unit element.
(c) the set of all n-square matrices over F is an example of a non-commutative ring with unit element.
(d) the set of all 2x2 matrices of the form , where a and b are real numbers, is an example of a
commutative ring with unit element.
7. Can the set (a) of Problem 6 be turned into a commutative ring with unit element by simply adjoining the ele-
ments 1 to the set?
8. By Problem 4, the set (d) of Problem 6 is a field. Is every field a ring? Is every commutative ring with unit
element a field? i
To ol
9. Describe the ring of all 2x2 matrices \
^ , where a and b are in F. If A. is any matrix of the ring and
^ = . show that LA = A. Call L a left unit element. Is there a right unit element?
10. Let C be the field of all complex numbers p + qi and K be the field of all 2x2 matrices where p, q,
a -b^ ^
u, V are real numbers. Take the complex number a + bi and the matrix as corresponding elements of
the two sets and call each the image of the other.
-3l To -4l
[2 ; 3+ ^^2i, 5.
3 2j L4 Oj
(b) Show that the image of the sum (product) of two elements of K is the sum (product) of their images in C.
(c) Show that the image of the identity element of K is the identity element of C.
(d) What is the image of the conjugate of a + bi?
of real numbers (%, x^) is used to denote a point Z in a plane. The same
pair
THE ORDERED PAIR
of numbers, written as [x^, x^], will be used here to denote the two-dimensional vector or 2-vector
X.2(X^1. X22)
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X(Xi. Xq)
Fig. 9-1
If .Yi = [%i,xi2] and X^= [x^^.x^q] are distinct 2-vectors, the parallelogram law for
their sum (see Fig. 9-2) yields
Treating X^ and Xg as 1x2 matrices, we see that this is merely the rule for adding matrices giv-
en in Chapter 1. Moreover, if k is any scalar,
The elements x^,X2 % are called respectively the first, second, ..., reth components of X.
Later we shall find it more convenient to write the components of a vector in a column, as
Now (9.1) and (9.1') denote the same vector; however, we shall speak of (9.1) as a row vector
and (9.1') as a column vector. We may, then, consider the pxq matrix A as defining p row vectors
(the elements of a row being the components of a 17-vector) or as defining g column vectors.
67
68 LINEAR DEPENDENCE OF VECTORS AND FORMS [CHAP. 9
The vector, all of whose components are zero, is called the zero vector and is denoted by 0.
The sum and difference of two row (column) vectors and the product of a scalar and a vec-
tor are formed by the rules governing matrices.
The vectors used here are row vectors. Note that if each bracket is primed to denote col-
umn vectors, the results remain correct.
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LINEAR DEPENDENCE OF VECTORS. The m re-vectors over F
Ai = |.%]^,%2' ^mJ
are said to be linearly dependent over F provided there exist m elements h-^^.k^, ,k^ of F, not
all zero, such that
Example 2. Consider the four vectors of Example 1. By (6) the vectors ^2 ^"d Xj^_ are linearly dependent;
so also are X^, X^, and X^ by (c) and the entire set by {d).
The vectors X^ and Xq^. however, are linearly independent. For. assume the contrary so that
fel^l + ;c2A'2 = [Zk^ + 2k^, k^+ 2k^, -'iJc.i_~ Zk^l = [o, 0,0]
Then 3fti + 2k^ = 0, ft^ + 2^2 = 0, and -ik^ - lik^ = 0. Prom the first two relations A^ =
and then ^2 = 0.
Thus,
I. If m vectors are linearly dependent, some one of them may always be expressed as
a linear combination of the others.
.
II. If m vectors X^, X^ X^ are linearly independent while the set obtained by add-
ing another vector X^j,-^ is linearly dependent, then Jt^+i can be expressed as a linear com-
bination of Xi, X^, , X^
Examples. Prom Example 2, the vectors X^, and X^ are linearly independent while X^.X^.^niXg are
linearly dependent, satisfying the relations 2X.i^-2X^- Xg= 0. Clearly, Zg=2A^i-3^2-
III. If among the m vectors X^, X^ X^ there is a subset of r<m vectors which are
linearly dependent, the vectors of the entire set are linearly dependent.
Example 4. By (b) of Example 1, the vectors X^ and X^ are linearly dependent; by (d), the set of four
vectors is linearly dependent. See Problem 1.
Xi 1 %2
m<n
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(9.5) ,
*TOl ^n2 %
associated with the m vectors (9.2) is r<m, there are exactly r vectors of the set which
are linearly independent while each of the remaining m-r vectors can be expressed as a
linear combination of these r vectors. See Problems 2-3.
V. A necessary and sufficient condition that the vectors (9.2) be linearly dependent
is that the matrix (9.5) of the vectors be of rank r<m. If the rank is m, the vectors are
linearly independent.
If the set of vectors (9.2) is linearly independent so also is every subset of them.
/l = CIu% + %2^2 +
+ '^2n*re
(9.7)
-'ml "m2
the forms (9.7) are said to be linearly dependent; otherwise the forms are said to be linearly
independent. Thus, the linear dependence independence of the forms of (9.7) is equivalent
or
to the linear dependence or independence of the row vectors of A.
Example 5. The forms /i = 2xi - 2 + 3*g, /2 = x.^+ 2% + 4^=3. /g = ix^ - Tx^ + Xg are linearly depend-
2-13
ent since A = 1 2 4 is of rank 2. Here, 3/^ - "if^ - fs = .
4 -7 1
SOLVED PROBLEMS
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1. Prove: If among the m vectors X^,X^, ...,X^ there is a subset, say, X^,X^ X^, r<m, which is
linearly dependent, so also are the m vectors.
Since, by hypothesis, k^X-^ + k^X^ + + k^X^ = with not all of the k's equal to zero, then
k^X^ + k^X^ +
+ k^X^ + 0-.Y^+i + + 0-.Yot =
with not all of the k'a equal to zero and the entire set of vectors is linearly dependent.
2. Prove: If the rank of the matrix associated with a set of m ra-vectors is r<m, there are exactly r
vectors which are linearly independent while each of the remaining m-r vectors can be expressed
as a linear combination of these r vectors.
Let (9.5) be the matrix and suppose first that m<n If the r-rowed minor in the upper left hand comer
.
is equal to zero, we interchange rows and columns as are necessary to bring a non-vanishing r-rowed minor
into this position and then renumber all rows and columns in natural order. Thus, we have
11 11?
21 25-'
A
%1 %2 . Xqt x^q
where the elements xp; and xj^q are respectively from any row and any column not included in A. Let h^,k^,
...,A;^+i = A be the respective cofactors of the elements x^g. x^q x^q. xpq, of the last column of V. Then,
by (3.10)
CHAP. 9] LINEAR DEPENDENCE OF VECTORS AND FORMS 71
Now let the last column of V be replaced by another of the remaining columns, say the column numbered
u. not appearing in A. The cofactors of the elements of this column are precisely the k's obtained above
so that
Thus,
k^x^j; + k^2t + " + f'r'^rt + f'r-n'^pt = (t = 1,2 n)
Since /i:,^+i = A ji^ 0, Xp is a. linear combination of the r linearly independent vectors X-^^. X^ X^. But ^^j
was any one ^I hence, each of these may be expressed as a linearcom-
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of the m-r vectors -V^+i, ^r+2
binatlon of ^j^, X^ X^.
Thus, in either case, the vectors Xr+^ X^ are linear combinations of the linearly Independent vec-
tors X-^.X^. ..., X^ as was to be proved.
is linearly dependent. In each determine a maximum subset of linearly independent vectors and
express the others as linear combinations of these.
12-34
(a) Here, 3-121 is of rank 2; there are two linearly independent vectors, say X.^ and X^ . The minor
1-5 8-7
1 2 -3
1 2
-1
j^ . Consider then the minor 3-12 The cofactors of the elements of the third column are
3
1-5 8
respectively -14, 7, and -7. Then -1^X^ + 1X2-1X2= and Xg = -2X^ + X^.
2 3 1-1
(b) Here 2 3 1-2 is of rank 2; there are two linearly independent vectors, say X^ and Xg. Now the
4 6 2-3
2 3
2-113 -1
2
2 3
; we interchange the 2nd and 4th columns to obtain 2-213 for which
-2
5^0.
2
4-326
2 -1 1
The cofactors of the elements of the last column of 2 -2 1 are 2,2,-2 respectively. Then
4-32.
2X^ + 2X2 - 2Xs = and Xg = Xi + X,
.
4. Let Pi(l, 1, 1), PsCl, 2, 3), PsiZ, 1, 2), and P^(2, 3, 4) be points in ordinary space. The points Pi, P^
and the origin of coordinates determine a plane tt of equation
X y z 1
(i)
1111 2y + z
12 3 1
2 3 4
]'
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Thus, P4 lies in tt. The significant fact here is that [P^., Px.Pq 1 1 1 is of rank 2.
1 2 3
We have verified: Any three points of ordinary space lie in a plane through the origin provided the matrix
of their coordinates is of rank 2.
SUPPLEMENTARY PROBLEMS
5. Prove: If m vectors X,^. X^ X-^ are linearly independent while the set obtained by adding another vector
-^m+i is linearly dependent, then ^m+i can be expressed as a linear combination of X^.X^ X^^.
7. Prove: A necessary and sufficient condition that the vectors (9.2) be linearly dependent is that the matrix
(9.5) of the vectors be of rank r<m.
Hint: Suppose the m vectors are linearly dependent so that (9.4) holds. In (9.3) subtract from the ith row the
product of the first row by s^, the product of the second row by S2. ^s Indicated in (9.4). For the
converse, see Problem 2.
8. Examine each of the following sets of vectors over the real field for linear dependence or independence. In
each dependent set select a maximum linearly independent subset and express each of the remaining vectors
as a linear combination of these.
9. Why can there be no more than n linearly independent -vectors over F'>
10. Show that if in (9.2) either Xi = Xj or X^ = aXj, a in F. the set of vectors is linearly dependent. Is the
converse true?
11. Showthatanyn-vectorZandthen-zero vector are linearly dependent; hence, A" ando are considered proportional.
Hint: Consider k^^X +
k^-O = where fc^ = o and ftj ^ 0.
12. (a) Show that X._ = [l.l+i,i], X^ = [j,_j,i_i] and X^ = [l-i-2i,l-i, 2-j ] are linearly dependent over
the rational field and, hence, over the complex field.
(b) Show that Zi = [l.l+i.i], X^ = [i.-i.l-i], and Xq = [o.l-2i.2-i] are linearly independent over
the real field but are linearly dependent over the complex field.
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() fz = 2::i + 3x2 - Xg+ 2x^ (b) f^ = 3%-L + 2^2 - 2x3 + 5*4
and show that the system is linearly dependent or independent according as the row vectors of the coeffi-
cient matrix
"10 "11
20 21
"^0 "ni nn
are linearly dependent or independent, that is, according as the rank of 4 is less than or
r equal to 1
15. If the polynomials of either system are linearly dependent, find a linear combination which is identically
zero.
Ps = x - 2*2 + X Pg = X* + 2x- x^ + X + 2
over F.
[::]-Ci]-[::]
Show that fe^il/i + A:2^^2 + ^3^3 = , when not all the k's (in F) are zero, requires that the rank of the
abed
matrix e f g h be < 3. (Note that the matrices M-^.Mz.Mq are considered as defining vectors of four
p q s t
components,)
- - -
1 2 3 2 1 3 3 3
1 3 2 2 2 1 4 3
_ _ _ -
18. Show that any 2x2 matrix can be written as a linear combination of the matrices and
[o oj' [o oj [i oj'
19. If the ra-vectors X^^.X^ X^ are linearly independent, show that the vectors Y-^.Yr, 1^ , where 7^ =
n
2 aijXj. are linearly independent if and only if ^ = \_aij'\ is non-singular.
20. If A is of rank r,show how to construct a non-singular matrix B such that AB = [C^, C2 C7-, o]
where C^, C^ C^ are a given set of linearly independent columns of A.
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21. Given the points Pi(l, 1, 1, 1), Pjd, Ps(2, 2, 2, 2), and /VO, 4. 5, 6) of four-dimensional space,
2, 3. 4),
(a) Show that the rank of [Pi, P3]' is so that the points lie on a line through the origin.
1
(6) Show that [P^, P^. P3, PaY is of rank 2 so that these points lie in a plane through the origin,
(c) Does P5(2, 3. 2. 5) lie in the plane of (6)?
22. Show that every n-square matrix A over F satisfies an equation of the form
23. Find the equation of minimum degree (see Problem 22) which is satisfied by
(a) 4 = L J,
[:;] '-[:-:]
A
(b) = \_ \. (c) A
[;:]
Ans. (a) 4^-24=0, (b) 4^-24 + 27 = 0, (c) A^ - 2A +1 =
24. In Problem 23(b) and (c), multiply each equation by 4"^ to obtain (b) A'''^ = I-^A. (c) A~'^=2l-A, and
thus verify: If A over F is non-singular, then A' can be expressed as a polynomial in A whose coeffi-
cients are scalars of F.
.
chapter 10
Linear Equations
DEFINITIONS. Consider a system of m linear equations in the n unknowns xi.a;. > *r?
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"Wl*!"'" Ob2*^2 + + OIj, = Aa
\
in which the coefficients (o's) and the constant terms (A's) are in F
By a solution in F of the system is meant any set of values of %,%2. x^ in F which sat-
isfy simultaneously the m equations. When the system has a solution, it is said to be consistent;
otherwise, the system is said to be inconsistent. A consistent system has either just one solu-
tion or infinitely many solutions.
Two systems of linear equations over F in the same number of unknowns are called equiv-
alent every solution of either system is a solution of the other. A system of equations equiv-
if
alent to (10.1) may be obtained from it by applying one or more of the transformations: (o) in-
terchanging any two of the equations, (b) multiplying any equation by any non-zero constant in
F, or (c) adding to any equation a constant multiple of another equation. Solving a system of
consistent equations consists in replacing the given system by an equivalent system of pre-
scribed form.
SOLUTION USING A MATRIX. In matrix notation the system of linear equations (10.1) may be written
as
^11 1
\'
(10.2) 02 1 02 2 ^2n *2 = K
r". hm
ml 0^2 <^nn m
(Each row of (10.4) is simply an abbreviation of a corresponding equation of (10.1); to read the
equation from the row, we simply supply the unknowns and the + and = signs properly.)
75
76 LINEAR EQUATIONS [CHAP. 10
To solve the system (10.1) by means of (10.4), we proceed by elementary row transformations
to replace A by the row equivalent canonical matrix of Chapter 5. In doing this, we operate on
the entire rows of (10.4).
3xi + x^ 2X2 - 1
Example 1. Solve the system
^.X-^ ^Xq^ Xg = 3
2' "1
2 1 1 2 1 2 1 2
1 -2 5 -5 -5 1 1 1
The augmented matrix VA H\ = V
-3 -1 -] 1 -5 -5 -11 -5 -5
0. .0
'1
-1 1 1'
1 1 1 1
1 1 1 1
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.0 OJ 0.
Thus, the solution is the equivalent system of equations: x-i =1, 2 = 0, xq = 1. Ex-
pressed in vector form, we have X = [l, 0, l] .
FUNDAMENTAL THEOREMS. When the coefficient matrix A of the system (10.1) is reduced to the
row equivalent canonical form C, suppose {A H] is reduced to [C K], where K= ^1,^5 A:]'.
If A is of rank r, the first r rows of C contain one or more non-zero elements. The first non-zero
element in each of these rows is 1 and the column in which that 1 sta,nds has zeroes elsewhere.
The remaining rows consist of zeroes. Prom the first r rows of [C K], we may obtain each of
the variables x: , x: ,
... ,xj (the notation is that of Chapter 5) in terms of the remaining varia-
Jr
bleS X: , X: , ... X; and one of the i^, Uq k^.
Jr+1 Jr+2 Jn
J2
x
, , ... , X- constitute
Jr
a solution. On the other hand, if at least one of is different from zero, say
V+i' "r+s '
Qx.^ + 0% + + 0*71 7^
In the consistent case, A and [A H] have the same rank; in the inconsistent case, they
have different ranks. Thus
the coefficient matrix and the augmented matrix of the system have the same rank.
If a consistent system of equations over F has a unique solution (Example 1) that solution
is over F. If the system has infinitely many solutions (Example 2) it has infinitely many solu-
tions F when the arbitrary values to be assigned are over F. However, the system has
over
infinitelymany solutions over any field 2F of which F is a subfield. For example, the system
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of Example 2 has infinitely many solutions over F (the rational field) if o is restricted
to rational
numbers, it has infinitely many real solutions if a is restricted to real numbers, it has infinitely
many complex solutions if a is any whatever complex number.
See Problems 1-2.
In Problem 3 we prove
ni. A system of re non-homogeneous equations in n unknowns has a unique solution
provided the rank of its coefficient matrix A is n, that is. provided \a\ ^ 0.
In addition to the
method above, two additional procedures for solving a consistent
system
of n non-homogeneous equations in as many unknowns AX = H are given
below. The first of
these is the familiar solution by determinants.
(a) Solution by Cramer's Rule. Denote by 4, (i = 1,2 n) the matrix obtained from A by re-
placing Its Jth column with the column of constants (the
h's). Then, if \A\ y^ 0, the system
AX = H has the unique solution
See Problem 4.
2xi X2 + Sxg + *4 =
Xl + X2 - 3x3 - 4x4
Example 3. Solve the system using Cramer's Rule.
3x:i + 6x2 - 2x3 + X4.
1 5 1
5 1
1 -3 -4 -3 -4
6 -2 1
-120.
-2
= -240
1
2 2-3 2 -3
78 LINEAR EQUATIONS [CHAP. 10
2 5 5 1 2 15 1
1 -1 -3 -4
=
1 1-1-4
-24,
3 8-21 3 6 8 1
2 2 2-3 2 2 2-3
2 1 5 5
1 1 -3 -1
and -96
3 6 -2 8
2 2 2 2_
-240 A^ -24 1
Then x-i = = 0, and
-120 Ml -120 5 -120
-96
^4
-120
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by
(10.6) A-^-AX = A-^H or X ^ A-^H
2xi + 3X2 + Xg 2 3 1
1 -5 7
From Problem 2(6), Chapter 7, A 7 1 -5 Then
18
-5 7 1
"35'
1 -5 7 ["9"
1
AX A-^H J_ 7 1 -5 6 29
18 18
-5 7 1 L8_ . 5_
(10.8) AX =
in n unknowns is called a system of homogeneous equations. For the system (10.8) the rank
of the coefficient matrix A and the augmented matrix [A 0] are the same; thus, the system is
always consistent. Note that X = 0, that is, %i = xs = = = is always a solution; it is %
called the trivial solution.
If the rank ot A is n, then n of the equations of (10.8) can be solved by Cramer's rule for the
unique solution xj^ = X2= ...= x^= and the system has only the trivial solution. If the rank of
A is r<n. Theorem II assures the existence of non-trivial solutions. Thus,
IV. A necessary and sufficient condition for (10.8) to have a solution other than the
trivial solution is that the rank of A be r < n.
V. A necessary and sufficient condition that a system of n homogeneous equations in
n unknowns has a solution other than the trivial solution is |/4 |
= 0.
VI. If the rank of (10.8) is r < n, the system has exactly n-r linearly independent solu-
tions such that every solution is a linear combination of these n-r and every such linear
combination is a solution. See Problem 6.
CHAP. 10] LINEAR EQUATIONS 79
LET Iiand X^he two distinct solutions of AX = H. Then AX^ = H, AX^ = H, and A (Xx- X^) = AY = 0.
i Xi 2x2 + 3x3
Example 5. In the system set x^ = 0; then xg = 2 and x^ = 1. A particular
Xj + ^2 + 2 Xg = 5
I
\^Xi + Xq + 2*3 =
where a is arbitrary. Then the complete solution of the given system is
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Note. The above procedure may be extended to larger systems. However, it is first
necessary to show that the system is consistent. This is a long step in solving the
system by the augmented matrix method given earlier.
SOLVED PROBLEMS
xi + X2 ~ 2xs + X4 + 3 K5 = 1
e 2i - ^2 + 2% + 2x4 + 6*5 = 2
3 ail + 2 X2 - 4 Xg - 3 X4 - 9 xg = 3
tion
1 1 3 1 1 3
1-2 -2
-6 -18 1 3
1 1
1 -2000
13
Then x^ - 1, x^- 2xs = 0, and ^4 + 33=5 = 0. Take xg = a and x^ = b. where a and b are arbitrary; the complete
solution may be given as xx= 1. x^^ 2a, x^^a, x^ = -3b. x^ = b or as AT = [l, 2a, a, -3 6, 6]'.
x^ + X2 + 2Xg + X4 = 5
Solve 2%i + 3x2 - s - 2x4 = 2 .
4xi + 5% + 3xg = 7
Snliitinn*
'11 2 1
5"' '112 1 5 1 7 5 13
[A H] = 2 3-1-22 "V-
1-5-4 -8 1 -5 -4 -8
4 5 3 7 1-5-4 -13 -5
The last row reads 0-xi + O-^tj + O-^g + 0-4 = -5; thus the given system is inconsistent and has no solution.
80 LINEAR EQUATIONS [CHAP. 10
Suppose next that X = L is a second solution of the system; then AK = H and AL - H, and AK = AL.
Since A is non-singular, K = L, and the solution is unique.
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"ni*i + an2*2 + + "nn^n - ^n
Denote by A the coefficient matrix [a. ] and let a^,-be the cofactor of in A . Multiply the first equa-
tion of (J) by ttn, the second equation by Ksi the last equation by ttni. and add. We have
n n n n
S ai^di-^x-^ + 2 ai20iii% + + .S ain^ilXn
i=l i=i 1=1 1 =1
hx ai2 "m
^^2 22 '^2n so that x-i =
^11j-
T
^1
^n ""no. "n
Next, multiply the equations of (i) respectively by a^i, ^ii n2 and sum to obtain
Continuing in this manner, we finally multiply the equations of (i) respectively by a^n. 2n (^,71
'ni
~
2Xi + X2 + 5 *3 + *^4 5
Xi + X2 ~ 3x3 - 4*4 = -1
5. Solve the system using the inverse of the coefficient matrix.
3 Xi + 6 Xj - 2 aig + :4
=
Xl + ^2 + s + *4 =
6. Solve i + 3*2 + 2xq + 4a;4 =
2Xi + Xg - Xj^ =
Solution:
1 1 1 1 o" 1 1 1 1 11110
\A U\ 1 3 2 4 'X/
2 1 3 2 13
-1 -2 -1 -3
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2 1 -
11110 1 i -i o"
''\J 3
1 i 1 1 2 2
The complete solution of the system is x^ = -^a + 16, ^^ = -! - |6, xs=a, x^ = h. Since the rank of
A is 2, we may obtain exactly n-r = 4-2 = 2 linearly independent solutions. One such pair, obtained by
first taking a = 1, 6 = i and then a = 3, 6 = 1 is
7. Prove: In a square matrix A of order n and rank n-1, the cofactors of the
elements of any two rows
(columns) are proportional.
Since 1^1 =0, the cofactors of the elements of any row (column) of A are a solution X-^ of the system
AX = (A'X = 0).
Now the system has but one linearly independent solution since A (A^) is of rank n-l.
Hence, for the
cofactors of another row (column) of A (another solution X^ of the
system), we have X^ = kX^.
8. Prove: If /"i, f^ f^ are m<n linearly independent linear forms over F in n variables, then the
linear forms
^j = ^^'ijfi- 0-=1.2 p)
are linearly dependent if and only if the mxp matrix [5^] is of rank r<p.
The g's are linearly dependent if and only if there exist scalars a^,a^ a. F
in , not all zero, such
that
P p
.2 ( 2 a;:S--)f.
1=1 J=l J ^J ^
82 LINEAR EQUATIONS [CHAP. 10
+ "p'iP (i = 1, 2 m)
j?/i^v ^i^-ii
Now, by Theorem IV, the system of m homogeneous equations in p unknovras S s^j xj - has a non-
9. Suppose A = [a- ] of order n is singular. Show that there always exists a matrix R = [h^j] ?^ of
Let Bi.Bg B be the column vectors of B. Then, by hypothesis, AB^ = ^65 = .. = AB^ = 0. Con-
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ni*it + n2^2t+ + "nn^nt
Since the coefficient matrix ^ is singular, the system in the unknowns h^t,^'2t i>nt has solutions other
than the trivial solution. Similarly, AB^ = 0, AB^ = 0, ... have solutions, each being a column of S.
SUPPLEMENTARY PROBLEMS
10. Find all solutions of:
x-^ + x^ + 3 = 4
x-^ -^ 1 x^ 7^3 = 5
Xj^ + %2 + ->=3 + %4 =
( X^ + Xq + Xg = 4 ^1 + %2 + -^S
- % = 4
(b) (d)
\2x^ + 5 3C2 ~ 2 Xg = 3 X\ -^ Xq x^ + :>:4 = -4
X-i Xq + Xr, + x^ = 2
4*1 + 2*3 +
2x-i X2 + ^x^
2*1 + 3 *3
*2 ^ *4-
(.h) 3*1 + 22 + *3
7*2 4*3 5*4
*i - 4*2 + 5*3
2*1 11*5 1*3 5*4
(6) *i = *2 = *3 = a
5 3,
(d) *i
J. *o = o *4
4
1 .
1 1 2
13. Given A = 2 2 4 find a matrix B of rank 2 such that AB = 0. Hint. Select the columns of B from
3 3 6_
the solutions of AX = 0.
14. Show that a square matrix is singular if and only if its rows (columns) are linearly dependent.
15. Let AX = be a system of n homogeneous equations in n unknowns and suppose A of rank r = n-1. Show
that any non-zero vector of cofactors [a^i, a^j OLinV of a row of ^ is a solution of AX = 0.
^1 - 2%2 + 3%
ixg = + 2x^ -
/
(b)
/ 2xj_ Xg
(c) J 2.^1 + 3*2 + 4 % =
\2x-^ + 5%2 + 6*3
Xg = y'ix^ 4%2 + 2%3 = 1 2xi %2 + 6 Xg =
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Hint. To the equations of (o) adjoin Oxi + Ox^ + 0%3 = and find the cofactors of the elements of the
"l -2 a""
third row of 2 5 6
Ans. (a) xi = -27a. X2 = 0, X3 = 9a or [3a, 0, -a]', (6) [2a, -7a, -17a]', (c) [lla, -2a, -4a]'
17. Let the coefficient and the augmented matrix of the system of 3 non-homogeneous
equations in 5 unknowns
AX =H be of rank 2 and assume the canonical form of the augmented
matrix to be
_0
18. Consider the linear combination Y = s,X^ + s^X^ + s^X^ + s^X^ of the solutions of Problem 17 Show
that Y is a solution of AX = H if and only if (i) s, +.2 +-3 +^4 = 1- Thus, with s s,. .3, .4 arbitrary except
for (O, i^ IS a complete solution of AX = H.
I "17 ai5
a^q
and
025 \'^3q agg "4(7 "AS
11114 10
123-4 2 01000
21126 . -,,. 00100 From B =[A H] infer that the
24. Show that B
32-1-13 IS row equivalent to
00010
,
122-2 4 00001
2 3 -3 1 ij [_0
system of 6 linear equations in 4 unknowns has 5 linearly independent equations. Show that a system of
m>n linear equations in n unknowns can have at most re +1 linearly independent equations. Show that when
there are ra + 1 , the system is inconsistent.
25. If AX =H is consistent and of rank r, for what set of r variables can one solve?
cient and augmented matrix of the same rank r to prove: If the coefficient and the augmented matrix of the
AX H of m
system = non-homogeneous equations in n unknowns have rank r and if X-^^.X^ Xn-r-n are
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linearly independent solutions of the system, then
27. In a four-pole electrical network, the imput quantities i and h are given in terms of the output quantities
2 and Iq by
E^ = oEq + 6/2 "11 a h 'eI 'e2
_ = A
h cE^ + dlQ c d h. >-
_/lJ
30. Let A be n-square and non-singular, and let S^ be the solution of AX = E^, (i = 1, 2 n). where ^is the
Identify the matrix [S^, Sg S^].
n-vector whose ith component is 1 and whose other components are 0.
31. Let 4 be an m X 71 matrix with m<n and let S^ be a solution of AX - E^, {i -1,2,. m). where E^ is the
m-vector whose ith component is 1 and whose other components are 0. If K = \k^. k^. , k^' show
, that
Vector Spaces
UNLESS STATED OTHERWISE, all vectors will now be column vectors. When components are dis-
played, we shall write [xj^.x^ a^]'. The transpose mark (') indicates that the elements are
to be written in a column.
A set of such 7z-vectors over F is said to be closed under addition if the sum of any two of
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them is a vector of the set. Similarly, the set is said to be closed under scalar multiplication
if every scalar multiple of a vector of the set is a vector of the set.
Example 1. (a) The set of all vectors [x^. x^. x^Y of ordinary space havinr equal
components (x-^ = x^^ x^)
is closed under both addition and scalar multiplication. For, the sum
of any two of the
vectors and k times any vector (k real) are again vectors having equal
components.
(6) The set of all vectors [x^.x^.x^Y of ordinary space is closed under addition and scalar
multiplication.
VECTOR SPACES. Any set of re-vectors over F which is closed under both addition and scalar multi-
plication is called a vector space. Thus, if X^, X^ X^ are n-vectors over F, the set of all
linear combinations
85
.
yi + y2 + ys + 3y4.
yi + 3y2 + 2y3 Ja
yi + y2 + ys + 3x4
of
and ^2 are linearly independent. They span a subspace (the plane
tt)
The vectors X-y
real numbers.
S which contains every vector hX^ + kX.^. where /i and k are
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hX^. where
The vector X^ spans a subspace (the line L) of S which contains every vector
A is a real number.
See Problem 1.
dimension 1.
^
consisting of 7i-vectors will be denoted by F(F). When r = n,
A vector space of dimension r
yi + ys + ys
X-y
71-^1 + j^Xq + yg^a yi + 2y2 + 3ys
yi + 3X2 + 2ys
a
!yi
xi + y2 + ys =
are not a
nique solution. The vectors X^.X^.X^ are a basis of S. The vectors X^.X^.X^
Example whose basis is the set X^. X^
basis of S . (Show this.) They span the subspace tt of 2,
stated as:
are a set of re-vectors over the rank of the raa:ro matrix
F and if r is
I If X X^ .. X^
of their components,' then from the set r
Unearly independent vectors may be selected. These
T vectors span a V^iF) in which
the remaining m-T vectors lie.
See Problems 2-3.
CHAP. 11] VECTOR SPACES 87
II. If JYi, ^2, ..., Zm are m<n linearly independent n-vectors of V^iF) and if J^+j^,
^m4.2. . ^n are any n-m vectors of V^iF) which together with X.^, X^ X^ form a linearly
independent set, then the set X^, X^ Z is a basis of V^iF).
See Problem 4.
III. If Z^.Zg,...,! are m<7i linearly independent -vectors over F, then the
p vectors
m
^i = i^'ij^i (/=l-2 P)
are linearly dependent if p>m or, when p<m, if [s^,] is of rank r<p.
IV. If Zi, .2, ..., Z are linearly independent re-vectors over F, then the vectors
n
Yi = 1 a^jXj
"
(i = 1,2 re)
=
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7 1
are linearly independent if and only if [a^-] is nonsingular.
IDENTICAL SUBSPACES. If ,V^(F) and X(F) are two subspaces of F(F), they are identical if and
only each vector of X(F)
if is a vector of ^V;[(F) and conversely, that is, if and only if each
is a subspace of the other.
See Problem 5.
SUM AND INTERSECTION OF TWO SPACES. Let V\F) and f3^) be two vector spaces. By their
sum is meant the totality of vectors X+Y where X is in V^(F) and Y is in V^iF). Clearly, this
is a vector space; we call it the sum space
V^^iF). The dimension s of the sum space of two
vector spaces does not exceed the sum of their dimensions.
By
the intersection of the two vector spaces is meant the
totality of vectors common to the
two spaces. Now if Z is a vector common to the two spaces, so also is aX;
likewise if X and
y are common to the two spaces so also is aX^bY. Thus, the intersection of two spaces
is a
vector space; we call it the intersection space V\F).
The dimension of the intersection space
of two vector spaces cannot exceed the smaller of
the dimensions of the two spaces.
Now 4X1 - X2 = X^: thus, X^ lies in both tt^ and 7t^. The subspace (line
L) spanned
by X^ IS then the intersection space of 77^ and 77^ Note that 77^ and 77^ are each of dimension
.
Xti such that every solution of AX = is a linear combination of them and every such
A
linear combination is a solution.
A basis for the null space of A is any set of N^ linearly independent solutions of AX = 0.
See Problem 9.
(11.2) rA + Nji = n
SYLVESTER'S LAWS OF NULLITY. If A and B are of order ra and respective ranks q and rg , the
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(11.3) Nab > Na , Nab > Nb
are called elementaiy or unit vectors over F. The elementary vector Ej, whose /th component
is 1, is called the /th elementary vector. The elementary vectors E^, E^ constitute an
important basis for f^^Cf).
Every vector X = [%,% ^nl' of 1^(F) can be expressed
uniquely as the sum
n
X 2 xiEi XxE-^ + 2-^2 +
+ '^nEr,
1=1
Of the elementary vectors. The components %, x^ x^ oi X are now called the coordinates of
X relative to the E-basis. Hereafter, unless otherwise specified, we shall assume that a vector
X is given relative to this basis.
Then there exist unique scalars %, 03 a^
Let Zi, Zg Zn be another basis of 1^(F).
in F such that
n
X 1 aiZi a.^Z.^ + 02 Zg + + dj^Zj^
i =i
These scalars 01,05 o are called the coordinates of X relative to the Z-basis. Writing
-1 -1 [7,0,-2]'
X [Zi, Zg, Zg]A:^ 2
3 -1 -1 -2
Let W^, \ \ be yet another basis of f^(F). Suppose Xig = [61,^2 K\' so that
where P = IF"^Z.
Thus,
VIII. If a vector of f^(F) has coordinates Z^ and X^ respectively relative to two bases
of P^(F), then there exists a non-singular matrix P determined
, solely by the two bases and
given by (11.6) such that Xf/ = PX^
See Problem 12.
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SOLVED PROBLEMS
1. The set of all vectors A' = [%, x^, Xg, x^Y, where x^ + x^ + x^ + x^ = Q is a subspace V of V^(F)
since the sum of any two vectors of the set and any scalar multiple of a vector of the set have
components whose sum is zero, that is, are vectors of the set.
1 3 1
2 4
2. Since is of rank 2, the vectors X.^ = [1,2,2, 1 ]', X^ = [3,4,4,3]', and X^ = [1,0,0, 1 ]'
2 4
1 3 1
Now any two of these vectors are linearly independent; hence, we may take X-^ and X^, X^ and A:g. or X^
and Xg as a basis of the V2{F).
14 2 4
3. Since
13 12 is of rank 2, the vectors ^"1 = [1,1,1,0]', = [4,3,2,-1 = [2,1,0,-1]',
12 A's ]', A'g
-1 -1 -2
For a basis, we may take any two of the vectors except the pair Xg, X^.
For a basis of this space we may take X^,X^,X^ = [l.O.O.O]', and Xg = [o, 1,0,0]' or X^.X2.Xg =
[1.2,3.4]'. and X; = [1,3,6,8]' since the matrices [X^, X2, X^.Xg] and [X^. X2.Xg. Xy] are of rank
4.
90 VECTOR SPACES [CHAP. 11
5. Let Zi = [l,2,l]', Z2 = [l,2,3]', A:3 = [3,6,5 ]', Y^ = [0,Q,lY, i'2=[l.2,5]' be vectors of Vs(F).
Show that the space spanned by X-^, X^, Xq and the space spanned by Y.^, Y^ are identical.
First, we note that X^ and X^ are linearly independent while Xq = 2Zj^ + X^.. Thus, the X^ span a space
of dimension two. say iF|('''). Also, the Yi being linearly independent span a space of dimension two. say
6. (a) If Z = [%, 2.%]' lies in the Vg(F) spanned by X^ = [ 1,-1,1]' and X^ = [3,4,-2]', then
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(b) If X = [xi,x^,X3,x^Y lies in the Pi(F) spanned by X^ = [1,1,2,3]' and X^ = [ 1,0,-2,1]', then
3Ci 1 1
% 1
2 1 1 1
-2
is of rank 2. Since 4 0, this requires = - 2*1 + 4% - % = and
% 2 1
%4. 3 1
% 2
xi 1 1
% 1 = %+ 2*2 - s;* = ,
4. 3 1
These problems verify: Every ^(^ ) may be defined as the totality of solutions over F of a system of n-k
7. Prove: two vector spaces Vn(F) and I^(F) have Vn(F) as sum space and V^iF) as intersection
If
space, then h + k = s + t.
Suppose t = h; then Vr!XF) is a subspace of (^^F) and their sum space is 1^' itself. Thus, s=k. t =h and
s + t - h+k. The reader will show that the same is true if t = k.
Suppose next that t<h. t<k and let X^^.X^ X^ span V^(F). Then by Theorem H there exist vectors
Yh so that X1.X2 ^t.i't-n Yh span l^(F) and vectors Zj^^. Z^+j Z^ so that
^t^-i, yt-+2
A:i,A:2 ^t.Zt+1 2fe span I^'^F).
Now suppose there exist scalars a's and 6's such that
t h k
(11-4) X "iXi + .S a^Yi + S biZi
1=1 t=t+i i=t+i
t ft
h k
The vector on the left belongs to P^(F),and from the right member, belongs also to ^(F); thus it belongs
to V^(F). But X^.X^ X-t span Vn(Fy, hence, a^+i = at+2 = = "f, = 0.
t k
Now from (11.4), 2 "iXi + 2; b^Z^
i=i i=t+i
t*^"^,
But the X's and Z's are linearly independent so that a^ = 05 = = t = ''t^i = *t+2 = = ^fe = :
the ^f's.y-s, and Z's are a linearly independent set and span ^(F). Then s =h + k-t as was to be proved.
CHAP. 11] VECTOR SPACES 91
8. Consider ^FsCF) having X^ = [l,2,2Y and Z2 = [ 1,1,1 ]' as basis and jFgCF) having 71 = [3,1,2]'
113 1
and Fj = [ 1.0,1 ]' as basis. Since the matrix of the components 2 110 is of rank 3, the sum
3 12 1
Prom h + k = s + t. the intersection space is a VsiF). To find a basis, we equate linear combinations
2 2
of the vectors of the bases of iFg(F) and s^'sCF) as
6 - 3e = 1
take d = 1 for convenience, and solve ^2a + 6- c = obtaining a = 1/3, 6 = -4/3, c = -2/3. Then
( 3a + 6 - 2e = 1
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aX;]^ + 6^2 = [-1.-2/3.-1/3 ]' is a basis of the intersection space. The vector [3,2,1]' is also a basis.
113 3
2 2 4
9. Determine a basis for the null space of A
10 2 1
113 3
x^ =
Consider the system of equations AX = which reduces to
\x2+ Xs + 2x^ =
A basis for the null space of .4 is the pair of linearly independent solutions [1.2,0,-1]' and [2,l,-l,o]'
of these equations.
Suppose first that A has the form Then the first r, rows of AB are the first r. rows of B while
the remaining rows are zeros. By Problem 10, Chapters, the rank of AB is ^45 > + % - "
'k
Suppose next that A is not of the above form. Then there exist nonsingular matrices P and
Q such that
PAQ has that form while the rank of PAQB is exactly that of AB (why?).
11. Let X=[l,2.lY relative to the S-basis. Find its coordinates relative to a new basis Zi = [l 1 0]'
Z2 = [1,0,1]', and Zg = [1,1. l]'.
1 1 \ 1 !a + i + c = 1
1 -1 1
X^ . Z X 1 -1 2 [0,-1,2^
1 1 1 1
. _ _
12. Let X^ and X-^ be the coordinates of a vector X with respect to the two bases 7,^ = [1,1,0]'
Z2=[l,0,l]', Z3= [1,1,1]' and f4 = [l,l,2]', ff^ = [2,2,1 ]', Ifg = [1,2,2 ]'. Determine the ma-
trix ? such that X^ = PX^ .
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-1 4 1
0-3
SUPPLEMENTARY PROBLEMS
13. Let [x-i^. x^. x^. X4,y be an arbitrary vector of Vi(R). where R denotes the field of real numbers. Which of the
following sets are subspaces of K^(R)'?
(a) All vectors with Xj_= X2 = X3 = x^. (d) All vectors with x-^ = 1 .
14. Show that [ 1.1.1.1 ]' and [2,3.3,2]' are a basis of the fi^(F) of Problem 2.
15. Determine the dimension of the vector space spanned by each set of vectors. Select a basis for each.
[1.1,1.1]'
[1,2,3.4.5]' [l.l.O.-l]'
[3,4,5,6]'
(a) [5.4,3,2,1]', (b) [1,2,3,4]' , ^'^
[1.2,3,4]'
[1.1,1.1,1]' [2.3.3,3]'
[1,0,-1,-2]'
16. (a) Show that the vectors X-^ = [l,-l,l]' and X^ = [3,4,-2]' span the same space as Y^ = [9,5,-1 ]' and
72= [-17,-11.3]'.
(6) Show that the vectors X^ = [ 1,-1,1 ]' and A'2 = [3,4,-2 ]' do not span the same space as Ti = [-2,2,-2]'
and K, = [4,3,1]'.
n. Show that if the set X^.X^ Xfe is a basis lor Vn(F). then any other vector Y of the space can be repre-
sented uniquely as a linear combination of X-^, X^ X^ .
k
Hint. Assume Y 51 aiXi = S biXi-
CHAP. 11] VECTOR SPACES 93
18. Consider the 4x4 matrix whose columns are the vectors of a basis of the Vi(R) of Problem 2 and a basis of
the \i(R) of Problem 3. Show that the rank of this matrix is 4; hence. V^R) is the sum space and l^(R), the
19. Follow the proof given in Problem 8, Chapter 10, to prove Theorem HI.
20. Show that the space spanned by [l,0,0,0,o]', [0,0,0,0,1 ]', [l.O,l,0,0]', [0,0,1,0,0]' [l,0,0,l,l]' and the
space spanned by [l,0.0.0,l]', [0,1,0,1,0 ]', [o,l,-2,l,o]', [l,0,-l,0,l ]', [o,l,l,l,o]' are of dimensions
4 and 3, respectively. Show that [l,0,l,0,l]' and [l,0,2,0,l]' are a basis for the intersection space.
21. Find, relative to the basis Z^= [l,1.2]', Zg = [2.2,l]', Zg = [l,2,2]' the coordinates of the vectors
(a) [l.l.o]', (b) [1,0, l]', (c) [l.l.l]'.
Ans. (a) [-1/3,2/3,0]', (6) [4/3, 1/3, -1 ]', (c) [l/3, 1/3, ]'
22. Find, relative to the basis Zi=[o,l,o]', Z2=[i,l,l]', Z3=[3,2,l]' the coordinates of the vectors
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(a) [2,-1,0]', (b) [1,-3,5]', (c) [0,0,l]'.
Ans. (a) [-2,-1,1]', (6) [-6,7,-2]', (c) [-1/2, 3/2, -1/2 ]'
23. Let X^ and X^^ be the coordinates of a vector X with respect to the given pair of bases. Determine the
trix P such that Xj^ = PX^ .
n
24. Prove: If Pj is a solution of AX = Ej . (j = 1,2 n). then 2 hjPj is a solution of AX = H. where H =
[''1.^2 KV-
Hint. H = h^Ej^ + h^E^+ +hnE^.
25. The vector space defined by all linear combinations of the columns of a matrix A
is called the column space
of A. The vector space defined by all linear combinations of the
rows of A is called the row space of ^.
Show that the columns of AB are in the column space of A and the rows of AB are in
the row space of fi.
26. Show that AX = H a system of m non-homogeneous equations in n unknowns, is consistent if and only
.
if the
the vector H belongs to the column space of A
1 1 1111
27. Determine a basis for the null 1-1,
space of (a) (6) 12 12
1 1 3 4 3 4
Ans. (a) [1,-1,-1]', (6) [ 1,1,-1, -i ]', [l, 2,-1, -2]'
29. Derive a procedure for Problem 16 using only column transformations on A = [X^. X^, y^ Y^]. Then resolve
Problem 5.
chapter 12
Linear Transformations
DEFINITION. Let X = [x,., x^, .... %]' and Y = lyx. y^. JnY ^^ ^^ vectors of l^(F), their co-
ordinates being relative to the same basis of the space. Suppose that the coordinates of X .
Y are related by
+ df^Yj.^ri
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(12.1)
or, briefly, AX
where A = [a^.-] is over F. Then (12.1) is a transformation T which carries any vector X of
V^(F) into (usually) another vector Y of the same space, called its image.
(fe) it carries aX^ + bX^ into aY^ + feFg. for every pair of scalars a and b. For this reason, the
transformation is called linear.
1 1 2
'12"
'l 1 2 2
'2'
'l 1 2 'x{
.1 3 3_ 3. 5
112 2 10 13/5
Since 12 5 10 11/5 .
X = [13/5,11/5,-7/5]'.
13 3 5 1 -7/5
BASIC THEOREMS. If in (12.1), X = [\,Q 0]'='i then Y = [ an, Ogi, ..., a^J' and, in general,
if ^ = - then Y = [a^j.a^j "nf]'-
Hence,
I. A linear transformation (12.1) is uniquely determined when the images (Y's) of the
basis vectors are known, the respective columns of A being the coordinates of the images
of these vectors. See Problem l.
94
CHAP. 12] LINEAR TRANSFORMATIONS 95
II. A linear transformation (12.1) is non-singular if and only if A, the matrix of the
transformation, is non-singular. See Problem 2.
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X = A'^y
carries the set of vectors Y^, Y^, ...,\ whose components are the columns of A into the basis
vectors of the space. It is also a linear transformation.
V. The elementary vectors ^ of \{F) may be transformed into any set of n linearly
independent n-vectors by a non-singular linear transformation and conversely.
VII. When any two sets of re linearly independent re-vectors are given,
there exists a
non-singular linear transformation which carries the vectors of one set into the
vectors of
the other.
CHANGE OF BASIS. Relative to a Z-basis, let 7^ = AX^, be a linear transformation of ^(F). Suppose
that the basis is changed and let X^ and Y^ be the coordinates of X^, and Y^ respectively rela-
tive to the new basis. By Theorem VIH, Chapter 11, there exists
a non-singular matrix P such
that X-^ = ?X^ and Yy, = PY^ or, setting ?~^ = Q, such that
(12.2) 6 = Q-^AQ
Note. Since Q = P"^, (12.2) might have been written as B = PAP-^. A study of similar matrices
will be made later. There we shall agree to write B = R'^AR instead of S = SAS'^ but
for no compelling reason.
96 LINEAR TRANSFORMATIONS [CHAP. 12
1 1 3
1 3 2
[l.2,l]', W^ = [1,-1.2]', IFg = [1,-1,-1]' be a new basis, Given the vector X = [3,0,2]',
(a)
find the coordinates of its image relative to the W-basis. Find the linear transformation
(b)
Yjr = BXjf corresponding to V = AX. (c) Use the result of (b) to find the image ijf of Xy =
[1.3,3]'.
1 1 1 3 3
(a) Relative to the If -basis, the vector X = [3,0,2]' has coordinates Xff = W X = [l,l,l]'.
[14/3,20/9.19/9]'.
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36 21 -15
(b) Y w\ W^AX (W~^AW)Xjf = BXj^ 21 10 -11
-3 23 -1
36 21 -15 1 6
-3 23 -1 3 7
L.
See Problem 5,
SOLVED PROBLEMS
1. (a) Set up the linear transformation Y = AX which carries E^ into Y^ = [1,2,3]', E^ into [3,1,2]',
and 3 into Fg = [2,1,3]'.
{h) Find the images of li= [1,1,1]', I2 = [3,-1,4 ]', and ^3 = [4,0,5]'.
(c) Show that X^ and Zg ^-^^ linearly independent as also are their images.
(d) Show that Xi, X^, and Z3 are linearly dependent as also are their images.
1 3 2
(a) By TheoremI, A = [y^, Fg, K3] ; the equation of the linear transformation is Y =^ AX 2 1 1
3 2 3
13 2
(6) The image of X^= [l,l.l]' is Y-^ 2 1 1 [6.4,8]'. The image of -Yg is Ys = [8,9,19]' and the
3 2 3
image of Xg is K3 =[ 14.13,27]'.
1 3 6 8
(c) The rank of [A'^.Xg] = 1 -1 is 2 as also is that of [^i, Kg] 4 9 Thus, X^ and X^ are linearly
_1 4 8 19
(rf) We may compare the ranks of \_X^. X^. X^] and {Y^.Y^.Yq\; however, X^ = X^ + X^ and Fg = Fi+Zg so that
both sets are linearly dependent.
CHAP. 12] LINEAR TRANSFORMATIONS 97
Suppose A is non-singular and the transforms of X^ ^ X^ are Y = AX^ = AX^. Then A{X-i^-Xi) = and
the system of homogeneous linear equations AX = Q has the non-trivial solution X = X-^-X^. This is pos-
sible if and only if .4| = o, a contradiction of the hypothesis that A is non-singular.
|
Assume the contrary, that is, suppose that the images Yi = AXi. (i = 1,2 p) of the linearly independ-
ent vectors X-^.Xr, Xp are linearly dependent. Then there exist scalars s-^.s^ sp , not all zero, such that
P
^ H'^i = ^lYi + s^Y2+ + s^Yfy
^^
=
1=1 f^
P
'
.|^ ^(-4^1) = A(Sj^X^+ S2X^+ + spXp) =
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Since A is non -singular, s^X^ + s^X^ + -. + spXp = But this is contrary to the
o. hypothesis that the Xi are
linearly independent. Hence, the Y^ are linearly independent.
a + b + c = I
1 -1 1
Y = [Y^.Y^.Yg]X 2 3 1
-2 1 1
1 1 2
5. If Yy = AXf, = 2 2 1 X^ is a linear transformation relative to the Z-basis
of Problem 12, Chap-
3 1 2
ter 11, find the same transformation 7^ = BX^ relative to the f'-basis of that problem.
1 4 1"
-1 1 -1"
P''X,., -1 =
^!i Q^w
2 1 :d
-2 14 -6
and PY Q-^AX, \^
Q^^Q^r., 7 14 9 X,
3
-9 3
98 LINEAR TRANSFORMATIONS [CHAP. 12
SUPPLEMENTARY PROBLEMS
6. In Problem 1 show: (a) the transformation is non-singular, (b) X = A Y carries the column vectors of A into
the elementary vectors.
7. Using the transformation of Probleml, find (a) the image of Af = [1,1,2]', (h) the vector X whose image is
[-2.-5.-5]'. -4ns. (a) [8,5.11]', (b) [-3.-1. 2]'
9. Set up the linear transformation which carries E^ into [l,2,3]', 5 into [3.1. 2]', and 3 into [2,-1,-1]'.
Show that the transformation is singular and carries the linearly independent vectors [ 1,1,1 ]' and [2,0,2]'
into the same image vector.
10. Suppose (12.1) is non-singular and show that if X-^.X^. .... X^ are linearly dependent so also are their im-
ages Y^.Y^ Y^.
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11. Use Theorem III to show that under a non-singular transformation the dimension of a vector space is un-
changed. Hint. Consider the images of a basis of P^ (F).
1 1
12. Given the linear transformation Y 2 3 1 X. show (a) it is singular, (6) the images of the linearly in-
-2 3 5
dependent vectors ^i=[l,l,l]', JVg = [2.I.2 ]', and A:3=[i.2,3]' are linearly dependent, (c) the image
of V^{R) is a Vs(R).
1 1 3
13. Given the linear transformation Y 1 2 4 X. show (a) it is singular, (6) the image of every vector of the
113
2 1
V, (R) spanned by [ 1.1,1 ]' and [3.2.0 ]' lies in the K,(fl) spanned by [5,7.5]'.
12 3
16. Let Y = AX = 3 2 1 A^ be a linear transformation relative to the -basis and let a new basis, say Z, =
_1 1 1_
[1,1,0]', ^2 = [1.0.1]', Z3 = [1.1.1]' be Chosen. Let AT = [1,2,3]' relative to the E-basis. Show that
(a) Y = [14,10,6]' is the image of A^ under the transformation.
(6) X. when referred to the new basis, has coordinates X^, = [-2,-1.4]' and Y has coordinates Y^ = [8,4,2]'
1 0-1"
(c) X^ = PX and Y^ = PY. where P 1 -1 iZ^, Zf2, Z^i
-1 1 1
0"
1 1
17. Given the linear transformation 7^ 1 1 Xjf . relative to the IF-basis: W^= [o,-l,2]', IK,= [4,1,0]'
1 1
.
IK5 = [-2.0,-4]'- Find the representation relative to the Z-basis: Z^ = [i,-l,l]', Z2 = [l,0,-l]', Z3=[l,2,l]'.
-10 3
Am 2 2-5
-10 2
18. If. in the linear transformation Y - AX. A is singular, then the null space of A is the vector space each of
whose vectors transforms into the zero vector. Determine the null space of the transformation of
123"
(a) Problem 12. (6) Problem 13. (c) Y 2 4 6 X.
3 6 9
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19. If y = AX carries every vector of a vector space I^ into a vector of that same space, v^ is called an In-
variant space of the transformation. Show that in the real space V^{R) under the linear transformation
1 -f
(a) F = 12 \ X. the \l^ spanned by [l.-l.o]', the V^ spanned by [2,-1.-2]', and the V^ spanned by
2 2 3
2 2 1
(6) y = 13 1 X. the Vq spanned by [l.l.l]' and the ^ spanned by [l,0,-l]' and [2,-l,0]' are invariant
1 2 2
y =
10
(c) X, the li spanned by [l,l,l,l]' is an invariant vector space.
1
-14-6 4
(c) Prove: If Pj and fg are permutation matrices so also are P3 = P-lP2 and P^^P^Pt.
(d) Prove: If P is a permutation matrix so also are P' and PP' = /.
(e) Show that each permutation matrix P can be expressed as a product of a number of the elementary col-
umn matrices K^2, ^28 ^n-T-n-
(/) Write P = [^^, E^^. ^^] where ii, ij % is a permutation of 1,2 n and ^ . are the ele-
mentary n-vectors. Find a rule (other than P~ = P') for writing P~ For example, when n = 4 and .
P = [s, 1, 4, 2], then P'^ = [2. '4. 1. 3]; when P = [E^ E^. 1, 3], then P~^ = [g, 2, 4, 1].
chapter 13
INNER PRODUCT. In this chapter all vectors are real and l^(R) is the space of all real re-vectors.
If Z = [%,%, ..., x^y and y = [ji, 72, , YnY are two vectors of l^(R), their inner product is
defined to be the scalar
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(a) X^-X^ = 1-2 + 1- 1 + 1- 2 = 5
ORTHOGONAL VECTORS. Two vectors X and Y of V^iR) are said to be orthogonal if their inner
product is 0. The vectors Z^ and Xg of Example 1 are orthogonal.
THE LENGTH OF A VECTOR X of ^i(R), denoted by \\ X\\ , is defined as the square root of the in-
ner product of X and X thus. ;
100
CHAP. 13] VECTORS OVER THE REAL FIELD 101
A vector X whose length is ||z|| = 1 is called a unit vector. The elementary vectors E^
are examples of unit vectors.
that is, the numerical value of the inner product of two real vectors is at most the product of
their lengths.
See Problem 3.
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THE TRIANGLE INEQUALITY. If X and Y are vectors of )/(/?), then
ORTHOGONAL VECTORS AND SPACES. If X^, X^ X^ are m<n mutually orthogonal non-zero
n-vectors and CiZi + ^2^2+ ...+ c^^ =
if 0, then for i = 1,2 m. (c.lX^+ 0^X2+
+ c^X^) Xi =
0. Since this requires 0^ = for i = 1,2 m , we have
I. Any set of m< n mutually orthogonal non-zero re-vectors is a linearly independent
set and spans a vector space Ijf(/?).
HI. If Vn(R) is a subspace of I^(/?), k>h. there exists at least one vector X of V^CR)
which is orthogonal to V^\R).
See Problem 5.
Since mutually orthogonal vectors are linearly independent, a vector space V'^(R), m>0,
can contain no more than m mutually orthogonal vectors. Suppose we have found r<m mutually
orthogonal vectors of a V^(R). They span a V^iR), a subspace of V*(R), and by Theorem HI,
there exists at least one vector of V^(R) which is orthogonal to the I^(/?). We now have
r+l
mutually orthogonal vectors of l^(R) and by repeating the argument, we show
IV. Every vector space V^(R), m>0, contains m but not more than m mutually orthog-
onal vectors.
Two vector spaces are said to be orthogonal if every vector of one is orthogonal to every
vector of the other space. For example, the space spanned by X^ = [1,0,0,1]' and X^ =
[0,1,1,0]' is orthogonal to the space spanned by X^ = [ 1,0,0,-1]' and X^ = [0,1,-1,0 ]'
since (aX^ + bXr,) (0X3+ dX^) = for all a,b,c,d.
102 VECTORS OVER THE REAL FIELD [CHAP. 13
k
V. The set of all vectors orthogonal to every vector of a given Vn,(R) is a unique vec-
tor space
^ Vn'^(R).
n J
\
ggg Problem 6.
We may associate with any vector ^ 7^ o a unique unit vector U obtained by dividing the
components of X by \\X\\ This operation is called normalization. Thus, to normalize the vector
.
X = [2,4,4]', divide each component by ||^|| = V4 + 16 + 16 = 6 and obtain the unit vector
[1/3,2/3.2/3]'.
A basis of Vn(R) which consists of mutually orthogonal vectors is called an orthogonal ba-
sis of the space; if the mutually orthogonal vectors are also unit vectors, the basis is called a
normal orthogonal or orthononnal basis. The elementary vectors are an orthonormal basis of ^(R).
See Problem 7.
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y, = X,
^g'^3 V ^1-^3 V
V - Y
^S - ^3 Y V ^ V V ^
-'w-l Xi "
ll*^!
-'m - '^ y Y %-l y y' "'l
Then the unit vectors Gj = ^ , (i = l,2,...,m) are mutually orthogonal and are an orthonormal
1^11
basis of F(/?).
Example 3. Construct, using the Gram-Schmidt process, an orthogonal basis of V2(R). given a basis
A'i= [1,1,1]', a:2= [1,-2,1]', Xs=[i.2.zY.
(i) Y^ = X^ = [1.1.1]'
are an orthonormal basis of ^(fl). Each vector G^ is a unit vector and each product G^ Gj =
0. Note that Fg = -^2 here because X.^ and A^2 a^re orthogonal vectors.
Let Zi, ^2 ^m be a basis of a f^(/?) and suppose that X^, X^ Xg,(l< s< m), are
mutually orthogonal. Then, by the Gram-Schmidt process, we may obtain an orthogonal basis
y^, Yg }^ of the space of which, it is easy to show, Yj^ = X^, (i = 1,2 s). Thus,
VI. If X-i^, X2, , Xs,(l< s<m), are mutually orthogonal unit vectors of a Vn(R), there
exist unit vectors X^^^, ^m
X^^.^- i" the space such that the set X^, X^, ...,X^ is an
orthonormal basis.
THE GRAMIAN. Let X^, X^ Z>, be a set of real n-vectors and define the Gramian matrix
A^ A^
' A^ A2
. . .
A-L A>) A]^ A^ A^ A2 . . . X-^ A,
A2 Aj X2 A2
' ' . . . A2 ' Ajj A2 A^ A2 A2 X^Xp
(13.8) G =
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... ...
that is, if
Prom (13.9) it is clear that the column vectors (row vectors) of an orthogonal matrix A are
mutually orthogonal unit vectors.
VIII. If the real re-square matrix A is orthogonal, its column vectors (row vectors) are
an orthonormal basis of V^(R), and conversely.
IX. The inverse and the transpose of an orthogonal matrix are orthogonal.
(13.10) Y = AX
104 VECTORS OVER THE REAL FIELD [CHAP. 13
be a linear transformation in Xi(R) and let the images of the n-vectors I^ and
X^ be denoted by
Yi and Y^ respectively. Prom (13.4) we have
Comparing right and left members, we see that if (13.10) preserves lengths it preserves inner
products, and conversely. Thus,
XII. A linear transformation preserves lengths if and only if it preserves inner product s.
XIII. A linear transformation preserves lengths if and only if its matrix is orthogonal.
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l/\/2 l/v/6 -I/V2
Examples. The linear transformation Y = AX = l/\/3 -2/\/6 X ii3 orthogonal. The image of
I/V3 l/\/6 l/v^
X = [a,i,c]'is
" 26 a
y + _^ _ _1_ _f b c "]/
SOLVED PROBLEMS
2
(a) X^-X^ = XiX^ = [1.2.3] -3 = 1(2) + 2(-3) + 3(4) = 8
2. (a) Show that 1 = [1/3, -2/3, -2/3 ]' and Y ^ [2/3.-1/3, 2/3]' are orthogonal.
(b) Find a vector Z orthogonal to both X and Y.
2/3
(a) X-Y = Xy = [1/3,-2/3,-2/3] -1/3 = and the vectors are orthogonal.
2/3
(6) Write [A:,y,o] -2/3 -1/3 and compute the cofactors -2/3. -2/3, 1/3 of the elements of the
-2/3 2/3 0_
column of zeros. Then by (3.11) Z = [-2/3, -2/3, 1/3]' is orthogonal to both A: and K.
3. Prove the Schwarz Inequality: If X and Y are vectors of Vn(R), then \X-Y\ < ||A'||.||y||
Clearly, the theorem is true if A" or F is the zero vector. Assume then X and Y are non-zero vectors.
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that
If a is any real number,
Now a quadratic polynomial in a is greater than or equal to zero for all real values
of o if and only if its
discriminant is less than or equal to zero. Thus,
4. Prove: If a vector Y is orthogonal to each of the n-vectors X^, X^ X^. it is orthogonal to the
space spanned by these vectors.
Any vector of the space spanned by the X's can be written as a^X^+a^X^-^
^-c^Xtji . Then
Since Xi-Y = 0, (i = 1,2 m). Thus, Y is orthogonal to every vector of the space and by definition is
orthogonal to the space. In particular, if Y is orthogonal to every vector of a basis of a vector space, it is
orthogonal to that space.
^^* -^I'-^s ^h be a basis of the FV). let X^,^^ be a vector in the vM) but not in the P^(R) and
consider the vector
The condition that X be orthogonal to each of X^.X^ consists of h homogeneous linear equations
Xf,
106 VECTORS OVER THE REAL FIELD [CHAP. 13
^^* -^i-^s A-fe be a basis of the V^{R). The ..-vectors X orthogonal to each of the Jt,- satisfy the
system of homogeneous equations
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^'> X^.X=o.X^.X=Q Xk.X=0
Since the X^^ are linearly independent, the coefficient matrix of the
system (i) is of rank k ; hence, there are
n-k linearly independent solutions (vectors) which span
a K"-\/?). (See Theorem VI, Chapter 10.)
Uniqueness follows from the fact that the intersection space of the
V^iR) and the V^'^(R) is the zero-
space so that the sum space is Xi{R).
^^' ^^' -^2 >^n be a given basis of V^(R) and denote by Y^. Yr, Y^ the set of mutually orthogonal
vectors to be found.
(b) Take Y^ = Xr, + aY-^ . Since Y-^ and Y^ are to be mutually orthogonal.
Y . X Y X
and o = - -i-2 . Thus. K, = X^ ~ ^1^
Xo- ^Sill Y^ .
(c) Take Y^ = X3 + aYr, + bY^ . Since Y^. K,, Y^ are to be mutually orthogonal,
9. Construct an orthonormal basis of Fg, given the basis Z^ = [2,1,3]', X^ = [1,2,3]', and Xg = [1,1,1]'.
V _ y "2 ^3 V ^1 '"^3 V
[1.1.1]' - ^
9 7 14 I4J 7 [_3 3 3j
Normalizing the y-s. we have [2/\/l4. l/i/Ii, 3/v'l4 ]', [-4/\/42, 5/V42. l/\/42]', [l/Vs. 1/V3. -1/^3 ]'
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10. Prove: A linear transformation preserves lengths if and only if its matrix is orthogonal.
Let y^. Yq be the respective images of X^,X2 under the linear transformation Y = AX.
SUPPLEIVIENTARY PROBLEMS
H. Given the vectors A'l = [l,2,l ]'. .Yg = [2.I.2]', vYg = [2.1,-4 ]'. find:
(a) the inner product of each pair,
(6) the length of each vector.
(c) a vector orthogonal to the vectors X^, X^ ; X.^, Xq .
14. Let a: = [1.2.3,4]' and Y = [2,1,-1.1]' be a basis of a V^(R) and Z = [4,2,3,l]' lie in a V^{R) containing X
and y.
(a) Show that Z is not in the ^^{R).
(b) Write W = aX + bY + cZ and find a vector W of the V^{R) orthogonal to both X and Y.
15. (a) Prove: A vector of I^(ft) is orthogonal to itself if and only if it is the zero vector.
(6) Prove: If X-^. X^. Xg are a set of linearly dependent non-zero ^-vectors and Z^ Xg = Xj_-Xq=
if
0, then
X^ and Xq are linearly dependent.
108 VECTORS OVER THE REAL FIELD [CHAP. 13
16. Prove: A vector X is orthogonal to every vector of a P^"(/?) If and only if it is orthogonal to every vector of
a basis of the space.
17. Prove: If two spaces V^iR) and t^(fl) are orthogonal, their intersection space is I^(if).
19. Prove: ||
A" + 7 1|
= |1a:|1 + \y\ if and only if X and Y are linearly dependent.
21. Show that the vectors X. Y .Z of Problem 2 are an orthonormal basis of V^{R).
22. (o) Show that if X^. X^ X^ are linearly independent so also are the unit vectors obtained by normalizing
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them.
(6) Show that if the vectors of (a) are mutually orthogonal non-zero vectors, so also are the unit vectors
obtained by normalizing them.
(6) If .4 is orthogonal and \a\ = -i, each element of^ is equal to the negative of its cofactor in |^| .
25. Prove; If .4 and B commute and C is orthogonal, then C'AC and C'BC commute.
26. Prove that AA' (or A'A), where A is n-square. is a diagonal matrix if and only if the rows (or columns) of A
are orthogonal.
28. Prove: If X and Y are n-vectors and A is n-square, then X-(^AY) = {A'X) -Y
n
29. Prove: If A"]^, Z^ A' be an orthonormal basis and if A^ = 2 c^X^, then (a) X-X^ = c^, (i = 1,2 n);
^=1
(b)X.X = cl+4+... + cl
30. Find an orthonormal basis of VsiR). given (a) X^ = [ 3/VT7, -2/\/T7, 2/1/17]'; (6) [3,0,2]'
Ans. (a) X^. [0.l/^^2.l/\f2Y, [-4/\^, -3/^34, 3/\/34]'
(6) [3/VI3, 0, 2/\/l3]', [2/VI3. 0, -3/VT3]', [0,1,0]'
31. Construct orthonormal bases of V^i^R) by the Gram-Schmidt process, using the given vectors in order:
{a) [1,-1,0]', [2,-1,-2]', [1,-1,-2]'
(6) [1.0,1]', [1,3,1]', [3.2,1]'
(e) [2,-1,0]', [4,-1,0]', [4,0,-1]'
Ans. (a) [iV^. -iV^, 0]', [V^/6, V2/6, -2v'V3]', [-2/3,-2/3,-1/3]'
(b) [^\/~2, 0, iV2]', [0,1,0]', [iV^. 0, -iV2]'
(c) [2V5/5, -V5/5, 0]', [^/5/5.2^/5/5.oy, [o,0,-l]'
32. Obtain an orthonormal basis of I^(ft), given ^"1 =[ 1,1,-1 ]' and ATg = [2,1,0 ]'.
Hint. Take Y^ = X^, obtain Y^ by the Gram-Schmidt process, and Y^ by the method of Problem 2(6).
Ans. [\A3/3, V'3/3, -V^/3]', [5\/2. 0, 2\A2]', [\/6/6, -\/6/3, -\/6/6 ]'
CHAP. 13] VECTORS OVER THE REAL FIELD 109
34. Show in two ways that the vectors [l.2,3,4]', [l. -1.-2, -3]', and [5,4,5,6]' are linearly dependent.
"
12
s"!
(a) A =
-5 oj'
(b) A 10 3
2-3
"5-14 2
-12 -51
Ans. -10 -5 -10
(a)
^ 5 -I2J'
(b)
10 2 -11
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37. Prove: If .4 is an orthogonal matrix and it B = AP , where P is non-singular, then PB^ is orthogonal.
38. In a transformation of coordinates from the -basis to an orthonormal Z-basis with matrix P. Y = AX be-
comes 71 = P^^APX^ or 7^= BX^ (see Chapter 12). Show that if A is orthogonal so also is B. and con-
versely, to prove Theorem XIV.
40. Let X = [xj^.x^.xsY and Y = [yi.yQ.ygY be two vectors of VsiR) and define the vector product, X xY , of
X2 Jl 3 ys ^1 yi
^ and y as Z = ZxF = [21, 25, 23]' where 21 = , Z2 = . Zg = After identifying
^3 ys % yi 2 yi
the z^ as cofactors of the elements of the third column
mn of X^, Y^. ], estciblish:
(a) The vector product of two linearly dependent vectors is the zero vector.
(6) The vector product of two linearly independent vectors is orthogonal to each of the two vectors.
(c) XxY = -(YxX-)
(d) (kX)xY = k(XxY) = XxikY), k a scalar.
(d) (XxY)-(XxY) =
X-X X-Y
Y-X Y-Y
chapter 14
COMPLEX NUMBERS. x and j are real numbers and i is defined by the relation j^ = 1, z = x^iy
If
is called a complex number. The real number x is called the real part and the real number y is
called the imaginary part of x + fy.
Two complex numbers are equal if and only if the real and imaginary parts of one are equal
respectively to the real and imaginary parts of the other.
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if if 0.
The conjugate of the complex number z = x+iy is given by z = x+iy = xiy. The sum
(product) of any complex number and its conjugate is a real number.
The absolute value |z| of the complex number z = x+iy is given by |z| = \J z-z = \fW+y^
It follows immediately that for any complex number z = x + iy,
VECTORS. Let X be an ra-vector over the complex field C. The totality of such vectors constitutes
the vector space I^(C). Since ^(R) is a subfield, it is to be expected that each theorem con-
cerning vectors of I^(C) will reduce to a theorem of Chapter 13 when only real vectors are con-
sidered.
If Z = [%, x^ XnY and y = [ji, 72 y^Y are two vectors of P^(C), their inner product
is defined as
(d) X-(Y+Z) = X-Y + X-Z where C(Z-y) is the imaginary part of Z-F.
110
CHAP. 14] VECTORS OVER THE COMPLEX FIELD 111
II. If a vector Y is orthogonal to each of the re-vectors X^, X^ X^, then it is or-
thogonal to the space spanned by these vectors.
III. If V^iC) is a subspace of V^C), k>h, then there exists at least one vector Z in
V^(C) which is orthogonal to V^(C).
IV. Every vector space J^(C), m>0, contains m but not more than m mutually orthog-
onal vectors.
A
basis of I^(C) which consists of mutually orthogonal vectors is
called an orthogonal
basis. If the mutually orthogonal vectors are also unit
vectors, the basis is called a nonnal
or orthonormal basis.
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THE GRAM-SCHMIDT PROCESS. Let X,. X^ X^ be a basis for F^^CC). Define
Y, = X,
In - Xn
^2-^3 y Yi-Xs
(14.6) Yd = Xn
Y .Y
l2-l2 ^ Y,.Y,
Y^
Y y
'a-i'^m y
yn _
~
y
"Si T; y
^m-i'-'m-i
-'m-i
'y^
The unit vectors Gi 7. (i = 1.2 m) are an orthonormal basis for ^^(C).
THE GRAMIAN. Let X X^ Xp be a set of ;s- vectors with complex elements and define the
Gramian matrix.
UNITARY MATRICES. An n-square matrix A is called unitary if (AyA = A(A)'= I, that is if (i)'= A ^.
The column vectors (row vectors) of a unitary matrix are mutually orthogonal unit vectors.
VIII. The inverse and the transpose of a unitary matrix are unitary.
(14.8) Y = AX
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where A is unitary, is called a unitary transformation.
XI. A linear transformation preserves lengths (and hence, inner products) if and only
if its matrix is unitary.
SOLVED PROBLEMS
2+ 3/
1 +i
As in the case of real vectors, the Inequality is true if X = or ^ = 0. When X and Y are non-zero
vectors and a is real, then
\\aX + Yf = {aX+Y)-{aX+Y) = a X-X + a{X-Y + Y-X) + Y-Y = a'Wxf + 2aR{X-Y) + \\Y\\ > 0.
CHAP. 14] VECTORS OVER THE COMPLEX FIELD 113
Since the quadratic function in a is non-negative if and only if its discriminant is non-positive,
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Since B+iC is Hermitian, (B+iC)' = B + iC; thus.
This is real if and only if BC + CS = o or BC = -CB ; thus, if and only if B and C anti-commute.
SUPPLEMENTARY PROBLEMS
6. Given the vectors X^=[i.2i,iY. A:2 = [l, 1+ o]', and Xg = - 2]'
/, [i, 1 j,
(a) find X^-X^ and X^-X^,
(b) find the length of each vector Xi ,
(c) show that [l-i, -1, i-j]' is orthogonal to both X^ and X^.
(d) find a vector orthogonal to both X^ and Jf g
7. Show that [l + i.i.lV. [iA-i.oy, and [l -i. 1. 3j ]' are both linearly independent and mutually orthogonal.
12. Using the relations (14-6) and the given vectors in order, construct an orthonormal basis for iy.C) when the
vectors are
(a) [0,1,-1]', [l + j,l,l]'. [l-j,l,l]'
(b) [l + i.i.lY. [2.1-2i.2 + iY, [l-i.O.-iY.
ri 1 ^ I 1 T r 1 1 - 5t 3+ 3jy r1-i
7 -t -5
-5 -6 + 3i
-b 3j
y
(&) [2(1+0. 2..2 J. [3;^. 4^. 4^ J- L2V30 'aVso- 2\Am^
13. Prove: If /I is a matrix over the complex field, then A + A has only real elements and A- A has only pure
imaginary elements.
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(b) A'A = / if and only if the columns of A are mutually orthogonal unit vectors.
16. Prove: If X and Y are n-vectors and A is re-square, then X-AY = A'X-Y
18. Prove: If A is skew-Hermitian such that I + A is non-singular, then B = (l-A){I + A)~^ is unitary.
I 1 +t
r i+j1
19. Use Problem 18 to form a unitary matrix, given (
"^ (6) i
i
L-1+.- J- -1 + j i
20. Prove: If ^ and B are unitary and of the same order, then AB and BA are unitary.
21. Follow the proof in Problem 10. Chapter 13. to prove Theorem XI.
3+ i
J//3
1(1 +
2^
4 + 3i
23. Show that -k l/\/3 is unitary.
2y/T5
-i/y/3 -^
2Vl5_
-1
24. Prove: If A is unitary and if B = .4P where P is non-singular, then PB is unitary.
25. Prove: U A is unitary and I+A is non-singular, then B = (I - A) (,! + A)'^ is skew-Hermitian.
chapter 15
Congruence
CONGRUENT MATRICES. Two re-square matrices A and B over F are called congruent, , over F if
(15.1) B = FAP
Clearly, congruence is a special case of equivalence so that congruent matrices have the same
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rank.
When P is expressed as a product of elementary column matrices, P' is the product in re-
verse order of the same elementary row matrices; that is, A and B are congruent provided A can
whose first r diagonal elements are non-zero while all other elements are zero.
Example 1. Find a non-singular matrix P with rational elements such that D - P'AP is diagonal, given
12 3 2
2 3 5 8
3 5 8 10
2 8 10 -8
reducing A to D, we use [A /] and calculate en route the matrix P' First we use
In .
ff2i(-2) and K2i(-2). then //gjC-S) and XgiC-S), then H^-ii-2) and K^^{-2) to obtain zeroes
in the first row and in the first column. Considerable time is saved, however, if the three
row transformations are made first and then the three column transformations. If A is not then
transformed into a symmetric matrix, an error has been made. We have
12 3 2 1 10 10
[AH^
2 3 5 8 1
c
0-1-1 4 -2100
3 5 8 10 1
'V-
0-1-1 4 -3010
2 8 10 -8 1 4 4-12 -2001
1 1 1 1
0-100 -2 1
c
0-100 -2 10
~\^
-1 -1 1 4 -10 4 1
4 10 4 1 -1-110
[DP']
115
116 CONGRUENCE [CHAP. 15
1 -2 -10 -1
1 4-1
Then
1
10
The matrix D to which A has been reduced is not unique. The additional transformations
10
0-100
ffgCi) and Kg(^). for example, will replace D by the diagonal meitrix while the
10
10
0-900 however, no pair of
transformations H^d) and K^Ci) replace D by . There is,
4
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rational or real transformations which will replace D by a diagonal matrix having only non-neg-
ative elements in the diagonal.
REAL SYMMETRIC MATRICES. Let the real symmetric matrix A be reduced by real elementary
transformations to a congruent diagonal matrix D, that is, let P'AP = D. While the non-zero
diagonal elements of D depend both on A and P. it will be shown in Chapter 17 that the number
of positive non-zero diagonal elements depends solely on A.
By a sequence of row and the same column transformations of type 1 the diagonal elements
of D may be rearranged so that the positive elements precede the negative elements. Then a
sequence of real row and the same column transformations of type 2 may be used to reduce the
diagonal matrix to one in which the non-zero diagonal elements are either +1 or 1. We have
II. A real symmetric matrix of rank r is congruent over the real field to a canonical
matrix
P
(15.2) C =
'r-p
The integer p of (15.2) is called the index of the matrix and s = p-(r p) is called the
signature.
Example 2. Applying the transformations H23. K^a and H^ik), Kr,(k) to the result of Example 1, we have
1 1 10 1
0-100 -2 1 C 10 -5 2 5
IC\(/]
[A\n
4 -10 4 1 0-10 -2 10
-1 -1 1 -1-110
and (/AQ = C. Thus, A is of rank r = 3, index p = 2, and signature s = 1.
III. Two re-square real symmetric matrices are congruent over the real field if and only
if they have the same rank and the same index or the same rank and the same signature.
In the real field the set of all re-square matrices of the type (15.2) is a canonical set over
congruence for real ra-square symmetric matrices.
CHAP. 15] CONGRUENCE 117
IV. Every ra-square complex symmetric matrix of rank r is congruent over the field of
complex numbers to a canonical matrix
/^
(15.3)
Examples. Applying the transformations H^ii) and K^f^i) to the result of Example 2, we have
10 1 10 1
1 -5 2 5 C 10 -5 2 k
[^1/] [D ']
0-10
1
-2 1 10 -2i i
-1 -1 1 -1 -1 1
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R'AR
and
^&:] See Problems 2-3.
V. Two ra-square complex symmetric matrices are congruent over the field of complex
numbers if and only if they have the same rank.
In Problem 4, we prove
where = r
n .
D,-
I
,(f=l,2 t). The rank of /} is r = 2t.
See Problems.
There follows
Vin. Two ra-square skew-symmetric matrices over F are congruent over F if and only
if they have the same rank.
The set of all matrices of the type (15.4) is a canonical set over congruence for re-square
skew-symmetric matrices.
HERMITIAN MATRICES. Two n-square Hermitian matrices A and B are called Hermitely congruent,
[^ ], or conjunctive if there exists a non-singular matrix P such that
(15.5) FAP
Thus,
X
IX. Two re-square Hermitian matrices are conjunctive if and only if one can be obtain-
ed from the other by a sequence of pairs of elementary transformations, each pair consist-
ing of a column transformation and the corresponding conjugate row transformation.
Ip
(15.6) -Ir-p
The integer p of (15.6) is called the index of A and s = p-(r-p) is called the signature.
XI. Two re-square Hermitian matrices are conjunctive if and only if they have the same
rank and index or the same rank and the same signature.
The reduction of an Hermitian matrix to the canonical form (15.6) follows the procedures
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of Problem 1 with attention to the proper pairs of elementary transformations. The extreme
troublesome case is covered in Problem?.
See Problems 6-7.
Ip
FHP = C = -Ir-p
Up
(15.7) B = FAP = - ilr~p
Thus,
XIV. Two re-square skew-Hermitian matrices A and B are conjunctive if and only if
they have the same rank while -iA and -iB have the same index.
See Problem 8.
CHAP. 15] CONGRUENCE 119
SOLVED PROBLEMS
1. Prove: Every symmetric matrix over F of rank r can be reduced to a diagonal matrix having exactly
r non-zero elements in the diagonal.
Suppose the symmetric matrix A = [a^,-] is not diagonal. If a^ / 0. a sequence of pairs of elementary
transformations of type 3, each consisting of a row transformation and the same column transformation,
will
reduce A to
"n2 "ns
Now the continued reduction is routine so long as b^^.c^^. are different from zero. Suppose then
that along in the reduction, we have obtained
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the matrix
hss
.
'12 2
2. Reduce the symmetric matrix A 2 3 5 to canonical form (15.2) and to canonical form
(15.3).
.2 5 5
In each obtain the matrix P which effects the reduction.
-
1 2 2 1
1 I
1 1 1 1
u\n 2 3 5 1
1 c -1 1
I
-2 1 C -1 2 1 c 2 -4 1 1
2 5 5 1 1 1 -2 1 2 4 1 1 -1 -2 1
[0|^']
1 1 1 1
1 -av^ -2
and j\/2 1
5a/2
-1 2 1 1 1 2i -i
1 -2V2 2J
and k\f2 -i
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3. Find a non-singular matrix ? such that ?'A? is in canonical form (15.3), given
1 i 1 + i
A = i 2-j
1 + i 2-i 10 + 2i
^
1 i 1+J 1 1 1 1
2-j c 3 - 2j -i
[^1/] i 1 1 '-\J 1 1
_
p
10 1 1 1 1
i 1
c 1 -i 1
1 1
13 13 13 J
= [c\n
7+ 4i
1 -I
13
-5+12i
Here. 1
13
3-2j
13
4. Prove: Every ?i-square skew-symmetric matrix A over F of rank 2t is congruent over F to a matrix
B = diag(Di, Dg 7)^,0 0)
where D^ =
U :] (J = 1,2, )
then some = -aji ?^ 0. Interchange the sth and first rows and the
It A = Q. then S = ^. If -4 ^ 0, mj
and first columns and the /th and second columns to replace
/th and second rows; then Interchange the Jth
oy
a..
1
g
2
V Next multiply the first row and the first column by l/a^^-
3 'S*
i
CHAP. 15] CONGRUENCE 121
1
''2
to obtain -1 and from it, by elementary row and column transformations of type 3, obtain
1
Di
-1
F4
If /v= 0. the reduction is complete; otherwise, the process is repeated on F4 until B is obtained.
5. Find a non-singular matrix P such that P'AP is in canonical form (15.4), given
2 4
n n 1
-2 -1
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-4 3 2
Using a^s 4 0, we need only interchange the third and second rows followed by the interchange of the
2 4 10 2 4 10
third and second columns of
1-3 10 -2 -1 -2 10
to obtain
-2 -1 -2 10 1 0-3 10
-4320 1 -4230 1
10 2 i 1 k
-1 -1 -2 10 1 1
and
1 0-3 10 -5 -2i 1
-2230 1 5 -1 -2 1
Finally, multiply the third row and third column by -1/5 to obtain
1 1/2
-1 10 Di
P'
1 1/10 -1/5 Do
0-10 -1 0-2 1
1/2 1/10 -1
-1/5
Thus when P = P'A?
10-2 = diag (Di.Dj).
6. Find a non-singular matrix P such that P'AP is in canonical form (15.6), given
1 1 - i -3 + 2i
A l + i
-3 - 2j
122 CONGRUENCE [CHAP. 15
1 1-j -3 + 2i j
1 1 1
-3 - 2j i 1 1 5 -13 3 + 2j 1
10 1 1 1
00
25
13
2-3i
13
1
5_
13
C 1
2-3f
5V13
13
5\/l3 \/l3
1
-13 3 + 2i 1 3 + 2i 1
0-1
VT.5 Vl3
vc\p'^
2+ 3t 3-2i
5\/l3 \fl3
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13
and
5\/T3
1 1
^/I3 \/T3
7. Find a non-singular matrix P such that P'AP is in canonical form (15.6), given
1 l + 2i 2 - 3i
4 1 - 2i 5 -4 - 2 j
2+ 3f -4 + 2f 13
1 1 + 2i 2 - 3j 1 1 1 1
[41/] 1 - 2i 5 -4 - 2s 1 1
HC 5j -1 + 2j 10
2+ 3i -4 + 2i 13 10 1 -5i -2-3! 1
10 1 10 1
HC 10 5i 2 1 i
HC 10 2 1 i
HC 10 '10 10 \/T6
-4 - 4j
0-1
\/To x/Io x/To
[cin
-4 + 4i
ao \/T0
and
10 10
i
vTo
.
8. Find a non-singular matrix P such that P'AP is in canonical form (15.7), given
i 1 1 + j
A = 1 l + 2t
1 + i -l + 2i 2j
1 i 1 + i
1 -l-2j -i
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SUPPLEMENTARY PROBLEMS
9. Find a non-singular matrix P such that P'AP is in canonical form (15.2), given
1 2 O' "O 1 2" " 1 -1 o1
(a) A
-:]
(6) A = 2 3-1 (c) ^ = 1 4 (d-) A = -1 2 1
[-:
-1 -2_ .2 4 0, . 11.
1 -2 .2 "^V2 -^v^ -1 1 1 -1
Ans. (a) P (b) P 1 - I .
(c) ^ = kV2 ky/2 -k , (d) P = 1 -1
[::]
I i 1
10. Find a non-singular matrix P such that P'AP is in canonical form (15.3). given
2i H- j 2 - 4j
r
I
1 1+211
i + 2i I
' l +j 1 +i -l-2i
|_1 + 2i 1 + 4iJ
2 - 4; -1 - 2i -3 - 5i
11. Find a non-singular matrix P such that P'AP is in canonical form (15.4). given
(a)
1
(6)
2
(c) (d) 12-2
-1 A 1 -2 -1 0-1 1
/I =
-2 3
=
-2 -3
3 A =
0-1 3
A :
-2103
Ans.
- -" 2-3 2-1-3
(a) (b) (c) "0010" (d) '1
-1/3 r
1 2 -3/2"'
P = P P
10 3 1 -2/3 2
1 = 1 = P =
1
10 2 1/3
1 1
i
12. Find a non-singular matrix P such that P'AP is in canonical form (15.6). given
1 1 +i 2 1 1 + j 3 - 2i
1 - 3i"|
(a) A tl+ ' (6) A 1-i 3 -i (c) ^ 1-j 3 3-4i
l 3i 10
J 2 i 4 3 + 2f 3 + 4t 18
13. Find a non-singular matrix P such that P'AP is in canonical form (15.7). given
i -1-i -1
2+j
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i -1 l+i 1
i (l-J)/\/2 -l'
1 J l/\/l0 J
is even.
matrices.
- T) is non-
Let S be a non-singular symmetric matrix and T be a skew-symmetric matrix such that (S +
7") (S
19.
singular. Show that P'SP = S when
P = (S+TT^(S-T)
Hint. P'SP =[(S-Tf^(S+T)S~'^(S-T)<.S+T)'^r^.
Let S be a non-singular symmetric matrix and let T be such that (S+T)(S - T) is non-singular.
Show that
20.
if P'SP = S when P = (S + TT^iS- T) and I+P is non-singular,
then T is skew-symmetric.
Bilinear Forms
AN EXPRESSION which is linear and homogeneous in each of the sets of variables (x^, x^ m)
and (y^, y^ Jri)
is called a bilinear fonn in these variables. For example,
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is a bilinear form in the variables {x^, Xg) and (y.^, y^, y-g).
The most general bilinear form in the variables (x^, Xg x) and {y^.y^ Jn) maybe
written as
%i%yi + oi2%y2 +
+ %r! X i7?i
+ 021^271 + 022^72 +
+ fl2ra%7ra
+ ami^myi + Om2%y2 +
+ ""mv^n Jn
n n
(16.1) /(^.y) S S ai-x^y
t =i j=i -^ '
%1 012
in '7i'
Ojl ^22
2n 72
% *2> . %
_0'n\ Om2
Omra_ _Yn_
The matrix A of the coefficients is called the matrix of the bilinear form and the rank of A
is called the rank of the form.
See Problem 1.
1 1 Ti
X'AY
125
.
CANONICAL FORMS. Let the m x's of (16.1) be replaced by new variables u's by means of the lin-
ear transformation
and the n y's be replaced by new variables v's by means of the linear transformation
We have X'AY = (BU)"A(CV) = U'(BAC)V. Now applying the linear transformations U = IX,
V = lY we obtain a new bilinear form in the original variables X\B'AC)Y = X'DY
Two bilinear forms are called equivalent if and only if there exist non-singular transfor-
mations-which carry one form into the other.
I. Two bilinear forms with mxn matrices A and B over F sire equivalent over F if and
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only if they have the same rank.
If the rank of (16.1) is r, there exist (see Chapters) non-singular matrices P and Q such
that
Ir
FAQ
Ir
(16.4) UXPAQ)V U' V = U^V^ + ^2^2 + + U^V^
Thus,
II. Any bilinear form over F of rank r can be reduced by non-singular linear transfor-
mations over F to the canonical form u^^v^ + u^v^ + + u^i'r-
1 1
Examples. For the matrix of the bilinear form X^AY = X' 1 1 Y ofE^xamplel,
10 10 1 -1 1 -1
10 10 10 1 1
1 1 1 1
A h
10 110 10 1 10 10 10 10 10
110 10 1-1-110 1-1-110 1 0-110
10 1 1 1 1 1 1 1
p'
h
1 -1 1 -1
Thus, X = PU 1 V and y = QV 1 1 V reduce X'AY to
1 1
1 1 1 1 -l'
1 1 1
CHAP. 16] BILINEAR FORMS 127
X2 = U, and 72 = V^ + 1^3
Xg = Ts = ^3
See Problem 2
symmetric symmetric
alternate skew-symmetric
according as A is
Hermltlan Hermltlan
alternate Hermltlan skew-Hermltlan
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COGREDIENT TRANSFORMATIONS. Consider a bilinear form X'AY in the two sets of n variables
(i. 2 ^) and (yi.ys. .3^)- When the ;'s and y's are subjected to the same transforma-
tion X = CU and Y = CV the variables are said to be transformed cogredlently. We have
III. Under cogredient transformations X = CU and Y = CV, the bilinear form X'AY.
where A is re-square, is carried into the bilinear form U\C'AC)V.
V. Two bilinear forms over F are equivalent under cogredient transformations of the
variables if and only if their matrices are congruent over F.
VIl. A real symmetric bilinear form of rank r can be reduced by non-singular cogredient
transformations of the variables in the real field to
See Problem 3.
CONTRAGREDIENT TRANSFORMATIONS. Let the bilinear form be that of the section above. When
the x's are subjected to the transformation X = (C~^yU and the y's are subjected to the trans-
formation Y = CV, the variables are said to be transformed contragredlently. We have
128 BILINEAR FORMS [CHAP. 16
IX. The bilinear form X'lY = x^y^ + x^y^ + + %y is transformed into itself if and
only if the two sets of variables are transformed contragrediently.
SOLVED PROBLEMS
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Jx
1 2 -13] 1 2 -13l
1. %yi + 2iy2 - 13%yg - 4a^yi + 15x^y^ - x^y^ = %. 2 -1 Ji = X'
-4
4 15 15 -ij
73
2. Reduce %yi + 2x^y^ + 3%y3 - Ix^y^ + 2%yi - 2^y2 + x^y^ + 3x2y4 + "ix-^y^ + 4%y3 + x^y^ to canon-
ical form.
1 2 3-2
The matrix of the form is A 2-2 1 3 By Problem 6. Chapter 5. the non-singular matrices
3 4 1
1
and Q =
10 are such that PAQ Thus, the linear transfor-
mations
14 1
X^ = Ui 2U2 Uq . y
6 ^ 6 ^ 6
X = P'U or I :x:2 = U2 - U3 and Y = QV or
xs = "3
7a
12 3 2
2 3 5
3. Reduce the symmetric bilinear form X'AY = X' Y by means of cogredient transfor-
3 5 8 10
2 8 10 -8
mations to (16.5) in the rational field, (b) (16.6) in the real field, and (c) (16.7) in the complex
field.
1 -2 -10 -1 1 -2 -10 -1
1 4 -1 1 4-1
(o) Prom Example 1, Chapter 15. the linear transformations X = u. Y =
1 1
1 10
CHAP. 16] BILINEAR FORMS 129
1 -5 -2 -1 1 -5 -2 -1
(6) Prom Example Chapter the linear transformations X 2 1 -1 2 1-1
2, 15, u. Y =
1 1
1
2 i
reduce X'AY to u^v^ + ug^s - "3%-
1 1 000' 10 1
1 -5 2 i
C
10 -5202
-1 -2 1 10 -2j i
-1 1 1 -1-110
1 -5 -2J -1 1 -5 -2J -1
-1
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2 i 2 -1 t
Thus, the linear transformations X u. Y = V reduce X'AY to
1 1
1
2 2
U^V^ + U2V2 + UgVg.
4. Prove: A non-zero bilinear form f(x,y) is factorable if and only if its rank is 1.
and, hence, a^j = b^cj. Clearly, any second order minor of A = [a^-], as
aj5 a^bj
aij aib^
bib^
t H
Lfei "ks_ fk^'j fe*s_ "k "k
SUPPLEMENTARY PROBLEMS
5. Obtain linear transformations which reduce each of the following bilinear forms to canonical form (16.4)
(a) x^j^ - 2^73 + "ix^j^ + ^272 - 3*273 - ^sTi - ^72 - ^sTs
2-510 3 10 7 4 5 8
-2 -2 4 7 5
(6) r -4 -11 2 7 y. (c) X'
8
-2
(rf) r 5 3
3
12 6
5-510 1
3
1
5 8 5 6 10
1 2 3 1 3 1
3 4 14 1 2 5_
1 -2 -7 'l -3 -4V3/3
C
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Ans. (a) C 1 2 (6) = 1 \/3/3
1 \/3/3
Ir
7. If Bj^, B2. Ci , C2 are non-singular n-square matrices such that B-^A^C^ = B^A^C^ = find the transfor-
1 1
1
2 221
i
i i
9. Write the transformation contragredient to .Y = 1 1 /. .4ns. y -2 2 2
1 1
i
2 ~2
2
. .
-1
12. If X'AY is a real non-singular bilinear form then XA Y is called its reciprocal bilinear form. Show that when
reciprocal bilinear forms are transformed cogrediently by the same orthogonal transformation, reciprocal bi-
linear forms result.
13. Use Problem 4, Chapter 15, to show that there exist cogredient transformations X = PU. Y = PV which re-
14. Determine canonical forms for Hermitian and alternate Hermitian bilinear forms.
Hint. See (15.6) and (15.7).
chapter 17
Quadratic Forms
n n
(17.1) q = X'AX
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2 2 2
Example 1. 9 = as^^ + 2*2 - "^x^ - 'ix^x^ + 8x^x^ is a quadratic form in the variables xi.x^.xg. The ma-
trix of the form may be written in various ways according as the cross-product terms -4x1x2
and 8x1x3 are separated to form the terms 012X1X2.021^*1 and 013X1X3,031X3X1. We shall
agree that the matrix of a quadratic form be symmetric and shall always separate the cross-
product terms so that a a^ Thus,
V .
1 '
"-^s
7Xg - 4Xj^X2 + SXj^Xg
1 -2 4
= X' 2 2
4 0-7
The symmetric matrix A = [o^^- ] is called the matrix of the quadratic form and the rank of
A is called the rank of the form. If the rank is r<n, the quadratic form is called singular;
otherwise, non-singular.
TRANSFORMATIONS. The linear transformation over F, X = BY , carries the quadratic form (17.1)
with symmetric matrix A over F into the quadratic form
Two quadratic forms in the same variables %, xz % are called equivalent if and only if
there exists a non-singular linear transformation X=BY which, together with Y =IX, carries
one of the forms into the other. Since B'AB is congruent to A, we have
I. The rank of a quadratic form is invariant under a non-singular transformation of the
variables.
II. Two quadratic forms over F are equivalent over F if and only if their matrices are
congruent over F.
Prom Problem 1, Chapter 15, it follows that a quadratic form of rank r can be reduced to
the form
(17.3)
K^i + Kr^ + + h^y^, hi/=o
131
132 QUADRATIC FORMS [CHAP. 17
in which only terms in the squares of the variables occur, by a non-singular linear transforma-
tion X = BY. ViTe recall that the matrix B is the product of elementary column matrices while 6'
is the product in reverse order of the same elementary row matrices.
-2 4
-7
1 -2 4 1
1 o' 1 1
We have [A I] -2 2 1 1 0-2 8 2 1
4 0-7 1 1 8 -23 -4 1
1 1
0-2 2 1 = [D Bl
9 4 4 1
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1 2 4
LAGRANGE'S REDUCTION. The reduction of a quadratic form to the form (17.3) can be carried out
by a procedure, known as Lagrange's Reduction, which consists essentially of repeated com-
pleting of the square.
Example 3.
1 7%;
'3
4x^*2 "*" ^*1*3
73 = Xg X3 = ys
singular transformation X= CZ, where C is obtained from 6 by a sequence of row and column
transformations of type 1, which carries q into
(17.4) sz^
s,z7 + s^z-
s z^ + ... + Sfyzj, - s*+iZa+i - ... - s^;.
11 2 2
in which the terms with positive coefficients precede those with negative coefficients.
CHAP. 17] QUADRATIC FORMS 133
Wi = VSi Zi , a = 1,2 r)
= ;- ' .1.1 w
'''4k- J
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the canonical form (17.5) where p, the number of positive terms, is called the index and r
is the rank of the given quadratic form.
Example 4. In
q
I
Example
=
o
y^ -
2,
Q
2y^ + 9yQ
the quadratic form
Z
^12
o = a^ + 2x^
into q" = zf + 922 ~ ^^3 ^^^ ^^^ non-singular transformation 21 = w^, 22 = w^/S, zg = wa/v^
J
reduces q
" i.
to q
"'
=
2,2
w^+ w^ - w^.
2
Xl = Wi + ^W2 + V^M>3
1 4/3 v^
X2 = |mJ2 + 5V^;g ^ = 4/3 2^ W
1/3
X3 =
3"^
2
S qr to q = W^ + wl- w%. The quadratic
q form is of rank 3 and index 2.
Thus, the index of a real symmetric matrix depends upon the matrix and not upon the ele-
mentary transformations which produce (15.2).
The difference between the number of positive and negative terms, p - {r-p), in (17.5) is
called the signature of the quadratic form. As a consequence of Theorem IV, we have
V. Two real quadratic forms each in n variables are equivalent over the real field if
and only if they have the same rank and the same index or the same rank and the same sig-
nature.
COMPLEX QUADRATIC FORMS. Let the complex quadratic form X'AX be reduced by a non-singular
transformation to the form (17.3). It is clear that the non-singular transformation
2i = ^iVi. (i = 1. 2 r)
Ul
1
Y -'- 1, 1,
)^
''''{/h^'/h;'-
carries (17.3) into
VI. Every quadratic form over the complex field of rank r can be reduced by a non-
singular transformation over the complex field to the canonical form (17.6).
VII. Two complex quadratic forms each in n variables are equivalent over the complex
field if and only if they have the same rank.
DEFINITE AND SEMI-DEFINITE FORMS. A real non-singular quadratic form q = X'AX, \a\ f 0, in
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n variables is called positive definite if its rank and index are equal. Thus, in the real field a
positive definite quadratic form can be reduced to j\-^ J^-^ -^
y^ and for any non-trivial set
of values of the x's, ^ > 0.
A real singular quadratic form q =X'AX, \a\ =0, is called positive semi-definite if its
rank and index are equal, i.e., r = p< n. Thus, in the real field a positive semi-definite quad-
ratic form can be reduced to y^ + yj "^ + y^ r< re,
, and for any non-trivial set of values of
the a;'s, q> 0.
A real non-singular quadratic formq = X'AX is called negative definite if its index p = 0,
i.e., r = n,p = 0. Thus, in the real field a negative definite form can be reduced to -y^ - y^ -
- y^ and for any non-trivial set of values of the x's, q < 0.
A real singular quadratic form q = X'AX is called negative semi-definite if its index p = 0,
i.e., r < re, p = 0. Thus, in the real field a negative semi-definite form can be reduced to
IX. Every symmetric matrix of rank r has at least one principal minor of order r differ-
DEFINITE AND SEMI-DEFINITE MATRICES. The matrix i of a real quadratic form q = X'AX is call-
ed definite or semi-definite according as the quadratic form is definite or semi-definite. We have
X. A real symmetric matrix A is positive definite if and only if there exists a non-
singular matrix C such that A = C'C.
XI. A real symmetric matrix A of rank r is positive semi-definite if and only if there
exists a matrix C of rank r such that A = C'C.
See Problem 7.
CHAP. 17] QUADRATIC FORMS 135
REGULAR QUADRATIC FORMS. For a symmetric matrix A = [a^,-] over F, we define the leading
principal minors as
%1 04.2 %3
Oil O12
(17.7) PO = 1, Pl= Oil. P2 = Pa Ogi 052 O23 Pn= Ul
021 022
Oqi O32 '^3
In Problem 9, we prove
XIV. Any re-square non-singular symmetric matrix A can be rearranged by interchanges
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of certain rows and the interchanges of corresponding columns so that not both p_^ and
Pn-2 are zero.
XV. If A is asymmetric matrix and if Pn-iPn^^ but Pn-i = 0, then p_2 and p
have opposite signs.
112 1
112 2
Example 5. For the quadratic form X'AX = X
2 2 3 4
X, po = 1, pi = 1, p2 = 0, p3 = 0, P4 = m= 1.
12 4 1
'1112
X'
112 2 X
(i)
12 14
2 2 4 3
for which po = 1, Pi = 1, P2 = 0. Ps = -1. P4= 1- Thus, for ( i) not both p2 and ps are zero.
A
symmetric matrix A of rank r is said to be regularly arranged if no two consecutive p's
in the sequence po.pi, -.Pr ^^^ zero. When A is regularly arranged the quadratic form X'AX
is said to be regular. In Example 5, the given form is not regular; the quadratic form (i) in the
same example is regular.
Let i be a symmetric matrix of rank r. By Theorem IX, A contains at least one non-
vanishing r-square principal minor M whose elements can be brought into the upper left corner
of A. Then p^ ^^ while p^^.^ = p^^.^ = ... = p = 0. By Theorem XIV, the first r rows and the
first r columns may be rearranged so that at least one of Pr-i and p^_2 is different from zero.
If p^_^ j^ and p^_2 =0, we apply the above procedure to the matrix of Pt--i; if Pt--2^0,
we apply the procedure to the matrix of P7-_2; ^^^^ so on, until M is regularly arranged. Thus,
XVI. Any symmetric matrix (quadratic form) of rank r can be regularly arranged.
See Problem 10.
XVII. A real quadratic form X'AX is positive definite if and only if its rank is re and
all leading principal minors are positive.
XVIII. A real quadratic form X'AX of rank r is positive semi-definite if and only if
each of the principal minors po.Pi Pr is positive.
136 QUADRATIC FORMS [CHAP. 17
KRONECKER'S METHOD OF REDUCTION. The method of Kronecker for reducing a quadratic form
into one in which only the squared terms of the variables appear is based on
a = 1, 2. re-1)
^nnyn
or
10 !
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1 a^n
BY
1 <^n-i, n
carries q into S 2 HiJiYj + Pn-xPnYn in which one squared term in the variables
has been isolated.
1 -2 4
1 -2
Example 6. For the quadratic form X'AX = X' -2 2 -^i P2 = O^S -2 ^ 0. The
-2 2
4 0-7
non-singular transformation
Xl n + a.13 ys yi - 8y3 1 -8
2 = ys + a23 ys ys - 8y3 1 -8
xs =
ss ys
= - 2ys 0-2
reduces X'AX to
1 1 -2 1 -8 1 -2
Y' 1 -2 2 1 -8 Y' -2 2
8 -8 -2 4 0-7 0-2 36
XXI. U q = X'AX is a non-singular quadratic form over F and if o^-i, n-i = ^nn
but a,
're,?!-! ^
'
0, the non-singular transformation over F
"
or
1 ... !, ^.
1 ... a2 n-1
z = sy =
1 a.-2, n-1
_i a
'-'-n.-2, n
... '-n-i, n
,0 ... a__i
T
n-2 n-2
carries 9 into 2 2 (Hjyiyj + 1'^n,n-\Pnjn-\yn-
i-i j-\
'
Ji = Zi, (i = 1, 2 n-2)
Jn-x = Zn-i 2n
Jn = Zn-i + Zn
n-2 n-2
yields 2 .2 a^jz^zj + 2a_^_j^p(zn-i - z^ in which two squared terms with opp-
V 1 J -1
site signs are isolated.
1 2 1
X'AX X' 2 4 3
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1 3 1
xi = yi + cti272 + *i3ys 1 2
X2 = *23r3 or -1
xq = a 32 72 0-10
reduces X'AX to
1 1 2 1 1 ] 1
1 -1 2 4 3 ( 1 y = rSY = + 2y,y3
yl
2 -1 1 3 1 -] 1
The transformation
)'l = 21 1
1
72 = 22 - 23 1 -1
73 = 22 + 23 1 1
1 1 o' 1 1
Z'
-1
1 1
1 1
1 1
1
-1
1
z' 2
-2
< + K 2zi
Consider now a quadratic form in n variables of rank r. By Theorem XIX, q can be re-
duced to 9i = X'AX where A has a non-singular r-square minor in the upper left hand corner
and zeros elsewhere. By Theorem XVI, A may be regularly arranged.
(17.8) Pr-iVrYr
If pr-i = but a.r-1, r-i ^0, interchanges of the last two rows and the last two columns
yield a matrix in which the new pr-i = a^_i^^_i f 0. Since pr-2 ^ 0, Theorem XX can be used
twice to isolate two squared terms
If pr-L = and a^_i_r-i = 0, then (see Problem 9) a,-, r-i ^ and Theorem XXI can be
used to isolate two squared terms
(17.10) 2ar,r~ipr{yr-i-yr)
This process may be repeated until the given quadratic form is reduced to another con-
taining only squared terms of the variables.
sequence pr-i,Pr
In (17.8) the isolated term will be positive or negative according as the
presents a permanence or a variation of sign. In (17.9) and (17.10) it is seen that the se-
quences p^_2, oLr-i. r-v Pr ^"^^ Pr-2' ^r, r-v Pr Present one permanence and one variation
of sign regardless of the sign of dr-i, r-i and a.^, r-i Thus,
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sign in the sequence po, pi, P2 P^, where a zero in the sequence can be counted either
as positive or negative but must be counted.
See Problems 11-13.
FACTORABLE QUADRATIC FORMS. Let X'AX f 0, with complex coefficients, be the given quad-
ratic form.
0--
1
yx = OiaCi + 02*2 + + 0
ys = Xs y = x^
If the factors are linearly dependent, at least one element a^^f 0. Let the variables and
their coefficients be renumbered so that o^ is ci . The non-singular transformation
72 = X2 y = Xn
r^ + y^, each of which may be written in the complex field as the product of two linear factors.
We have proved
XXIII. A quadratic form X'AX ^ with complex coefficients is the product of two
linear factors if and only if its rank is r<2 .
CHAP. 17] QUADRATIC FORMS 139
SOLVED PROBLEMS
12 3 2
2 3 5 8
1. Reduce q = X'AX = X' X to the form (17.3).
3 5 8 10
2 8 10-8
Prom Example 1, Chapter 15,
12 3 2 1 1 10
[^1/]
2 3 5 8 1
c
0-100 -2100 iD'.P']
^\J
3 5 8 10 1 4 -10 4 1
2 8 10 -8 1 -1-110
1 -2 -10 -1
1 4 -1
Thus, the transformation X = PY = Y reduces q to the required form y^
1 yl^'^yl-
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1
1 2 2
2. Reduce q = X'AX = X' 2 4 8 X to the form (17.3).
2 8 4
We find
[^1/] C 8 1 1 [D\P']
1
2
i
2
1 -4
Thus, the transformation X = PY 1 -i Y reduces q to y^ + 8y^ - 2y^
1 2
3. Lagrange reduction.
2
2x^ + 5^2 + ,
,...2 2
(a) q =
.
19*3
,
= 2{xf+ 2x^(2x^ + 3x^+2x^)1 + 5x^+ 19x1 " 24*4 + ^S^j^g - 8x^x^ - IGx^x^
*4
Since there is no term in *2 or *2 but a tenii in *2*3 , we use the non-singular transformation
140 QUADRATIC FORMS [CHAP. 17
( i ) Xl = Zl ,
A;2 = 22 . Xs - Z2 + ^3
to obtain
1 4 2 1 1 4 2 1 1 2 2
Now Y 1
X
2 Z and from ( i), Z 1 X\ hence, Y = 1 i 1 X = ii
1 -1 1 1 -1 1 -1 1
'1 6"
-4
Thus, the non-singular transformation X = 1 - 2
I
1 2
1 1
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[^1/] C 8 -4 1 1
i
-2 -2 2
and applying the tiansfoimations HgCiV^). K2(i+-\/2) and ^3(5 a/2). ^3(2 V2 ), we have
10 1
-|
c
1
10
10 [cic']
[^!/] 8 4 1 1
2 2
1 -V2 1
Thus, the transformation X = (^y k^f2 -\\f2 y reduces q = X' 2 4 8 X to the canonical form
i\f2 iv^ 2 8 4
2,2 ,2
5. Prove: If a real quadratic form q is carried by two non-singular transformations into two distinct
reduced forms
2 2 2
(i) y; + yg
+ y^
and
<ii) y' + yl + - - -
- y'
+ yq yq,i yj.2
then p = q
Suppose q>p. Let X = FY be the transformation which produces (1) and X = GY be the transfor-
mation which produces ( ii ). Then
and
cii% + ci22 +
+ Cin^n
C21X1 + C222 +
+ C2ren
G'^X
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By Theorem IV, Chapter 10, they have a non-trivial solution, say (Ot^.ttg 0!^^). When this solutionis
substituted into ( iii ), we have
6. Prove: Every symmetric matrix A of rank r has at least one principal minor of order r different
from zero.
Since A is of rank r, it has at least one r-square minor which is different from zero. Suppose that it
stands in the rows numbered Ji,i2 'r- I^^t these rows be moved above to become the first r rows of the
matrix and let the columns numbered fi,s2 i^ be moved in front to be the first r columns.
Now rows are linearly independent while all other rows are linear combinations of them. By
the first r
taking proper linear combinations of the first r rows and adding to the other rows, these last n-r rows can
be reduced to zero. Since A is symmetric, the same operations on the columns will reduce the last n-r
columns to zero. Hence, we now have
ili2
H2i2
"Vii %i2
"vv
in which a non-vanishing minor stands in the upper left hand corner of the matrix. Clearly, this is a princi-
pal minor of A
7. Prove: A real symmetric matrix A of rank r is positive semi-definite if and only if there exists a
matrix C of rank r such that A = C'C.
Since A is of rank r, its canonical form i Then there exists a non-singular matrix B
'--[t:]
142 QUADRATIC FORMS [CHAP. 17
such that A = B%B. Since A'i'= Ai = A^ , we have A = B'NxB = B'N^Ny^B = B'N(-N^B . Set C = A^B; then C is
Conversely, let C be a real n-square matrix of rank r; then A = C'C is of rank s<r. Let its canonical
form be
where each di is either +1 or -1. Then there exists a non-singular real matrix E such that E'(C'C)E = A^g
and
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8. Prove: If A is positive definite, then every principal minor of A is positive.
Let q = XAX. The principal minor of A obtained by deleting its ith tow and column is the matrix A^ of
the quadratic form q^ obtained from q by setting x^ = 0. Now every value of qj_ for non-trivial sets of val-
ues of its variables is also a value of g and, hence, is positive. Thus, Aj_ is positive definite.
This argument may be repeated for the principal minors A^j, A^^j-^, ... obtained from A by deleting two,
three, ... rows and the same columns of A.
By Theorem VI, Ai> 0, A^j> 0, ... I thus, every principal minor is positive.
Prove: Any ra-square non-singular matrix A = [ay] can be rearranged by interchanges of certain
rows and the interchanges of corresponding columns so that not both p_^ and p_2 are zero.
Clearly, the theorem is true for A of order 1 and of order 2. Moreover, it is true for A of order n>2
when p^_^ = a^ j^ 0. Suppose 01^ = ; then either (a) some a^^ ?^ or (b) all a^^ = 0.
Suppose (a) some CL^ ?^ 0. After the ith row and the ith column have been moved to occupy the position
of the last row and the last column, the new matrix has p_^ = CC^j^ 0.
Suppose (6) all a^i = 0, Since \A\ J^ 0. at least one a^i i^ 0. Move the ith row into the (n-l)st position
and the ith column into the (n-l)st position. In the new matrix _i,n = \n-i ^ ^- ^^ (^-^^^ '^ ^^''^
a a Vi,n
^n-i,n-i ^n-i,n
-a.n-i,n PnsPn
a a Vi,n
n, n-i
and Pn^^O.
Note that this also proves Theorem XV.
2 1
13 1
X
10. Renumber the variables so that q = X'AX = X'
4
is regular.
2 3 1
1111
Here po = 1, pi = 0, ps = 0, ps = -4, p* = -3. Since pi = P2 = 0, ps ^ 0, we examine the matrix
2
2
1 3 of p3 . The cofactor B22 = ?^ ; the interchange of the second and third rows and of
2 4
2 3 4
CHAP. 17] QUADRATIC FORMS 143
2 1
2 4 3 1
r 3 11
1111
for which p^ - 1, p^ = 0, p^ = -4, pg = -4, p^ = -3. Here, X2 has been renumbered as xq and ;<:g as xg
12 3 4
Here Pq - 1, p^ - 1, p^
3, pg - 20, p^ = -5 and q is regular. The sequence of p's presents one
permanence and three variations in sign; the reduced form will have one positive and three negative terms.
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Since each pj / 0, repeated use of Theorem XIX yields the reduced form
12 3 1
2 4 6 3
12. Reduce by Kronecker's method q = X'AX = X' X.
3 6 9 2
13 2 5
Here A is of rank 3 and fflgg i 0. An interchange of the last two rows and the last two columns carries
12 13 12 10
1 2 1
2 4 3 6 2 4 3
A into 5 in which C = 2 4 3 ^ Since S is of rank can be reduced to
13 5 2
0. 3, it
13 5
1 3 5
3 6 2 9
1 2 1
Now q has been reduced to XCX = X' 2 4 3 X which p^ =
for 1, p^ = 1, p^ =0, pg = -1. The reduced
1 3 5
1 1
form will contain two positive and one negative term. Since p = but = 4 i^ 0, the reduced
1 5
form is by (16.8)
1-2 1 2
2-12 1
Here p^ - 1, p^ - 1, p^ - 0, Pg 9, p^ = 27 ; the reduced form will have two positive and two nega-
1 -2 1
tive terms. Consider the matrix B 2 4 1 of pg. Since /^gg = but /3g2 =-3^0 the reduced for
L 1 I ij
Ai
Ai A]_ A2
Ag Ai * A2 ^2 ' ;t2-x
>
Z^ Zi Xp- X2
Xp- Xp
(6) Suppose the vectors X^ are linearly dependent. Then there exist scalars k^^^.k^ kp, not all zero,
www.TheSolutionManual.com
such that S
f = i=i 4,,jy.^ = and, hence, such that
Xj-X^xx + Xa-Xqxq +
'J J
+ Xa-X,
'j '
P ^P a = 1,2 p)
We have proved that I G > 1 0. To prove the converse of (b). we need only to assume |
G |
= and
p P
reverse the steps of (6) to obtain ;?, ^ = 0, (/ = 1,2 p) where f= l^k^Xi. Thus, S kjXy^ =
^ i= 1 -
J
^. ^= 0, if
= 0, and the given vectors Xj are linearly dependent.
SUPPLEMENTARY PROBLEMS
(a) xl + 4*1^2 + 34 (6) 2x1 - + <<^) ^1 " 2^| - 3a: + 4j:i%2 + 6;c^*g - ^x^x^
6j;i2 ^s
2-3 12 3
2 -3 1
16. Write out in full the quadratic form in xi.x^.xs whose matrix is -3 2 4
1 4 -5
4
1111 012 1
1 2
1-13-3 r -1 ^ -2
6-2 X X X (c) (d) 1
(a) X' 2
4 -2 18
(6)
13 3 1
1
2-10
1
1 -2 3
1-3 1-3
- -
, ,, 2 2,2
Ans. (a)
yl
+ 2y^ - 48y| (6) y,= 2^2^ + 4y^ (c) y^ 72 + 8yg id) Ji -y^z^ya
Hint. In (c) and (d) use a;i = zg, X2 = zi, xg = Z2.
CHAP. 17] QUADRATIC FORMS 145
18. (a) Show that X'\ \x = ^' \x but the matrices have different ranks.
19. Show that over the real field xf+xl- ixl+ix^x^ and 9xf+2x^+2xl + 6x^x^-6x^x^-8x^x^ are equivalent.
20. Prove: A real symmetric matrix is positive (negative) definite if and only
if it is congruent over the real
field to / (-/).
21. Show that X'AX of Problem 12 is reduced to X'CX hy X = RX. where R = Ks^K^^{-5)K^^a). Then prove
Theorem XIX.
22. (a) Show two real quadratic forms in the same variables are positive definite, so also is their
that if
sum.
(6) Show that if q^ is a positive definite fonn in x^.x^ xs and 92 is a positive definite form in xs^i. xs+2.
..x^, then g = ?i + 92 is a positive definite form in xx,x2 x^.
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23. Prove: If C is any real non-singular matrix, then C'C is positive definite.
Hint: Consider XlX = Y'ClCY
24. Prove: Every positive definite matrix A can be written as 4 = CC. (Problems 23 and 24 complete the proof
of Theorem X.) Hint: Consider D'AD=I.
28. Show that ax^ - 2bx^x^ + cx\ is positive definite and only a>0 and \a\ =
if if ac-l^ >0.
30. By Kronecker's reduction, after renumbering the variables when necessary, transform each of the following
into a canonical form.
12 12
1 -1
12
2
10-2 1
(a) X' -1 2 -1 (c) r 1112 (e) X' 1 (g) X' 1 -2
0-1 2 -2 1 3 1 -2 3_
2 2 2 1
1 2 3 1
4-4 2 2 -1"
2 1
31. Show that q = xf- Gxl - 6^ - Zxl - x^x^ - xx + 2xx + Uxx - XUx + ^xx^ can be factored
2 4- 3 4-
chapter 18
Hermitian Forms
where U is Hermitian and the components of X are in the field of complex numbers, is called an
Hermitian form. The rank of H is called the rank of the form. If the rank is Kra, the form is
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called singular; otherwise, non-singular.
If H and X are real, (18.1) is a real quadratic form; hence, we shall find that the theorems
here are analogous to those of Chapter 17 and their proofs require only minor changes from
those of that chapter.
Since H is Hermitian, every h^i is real and every h^^^x;^ is real. Moreover, for the pair of
is real. Thus,
The non-singular linear transformation X = BY carries the Hermitian form (18.1) into an-
Two Hermitian forms in the same variables x^ are called equivalent if and only if there exists
a non-singular linear transformation X = BY which, together with Y = IX, carries one of the
forms into the other. Since B'HB and H are conjunctive, we have
and
HI. Two Hermitian forms are equivalent if and only if their matrices are conjunctive.
REDUCTION TO CANONICAL FORM. An Hermitian form (18.1) of rank r can be reduced to diagonal
form
by a non-singular linear transformation X = BY. From (18.2) the matrix B is a product of ele-
mentary column matrices while B' is the product in reverse order of the conjugate elementary
row matrices.
By a further linear transformation, (18.3) can be reduced to the canonical form [see (15.6)]
146
CHAP. 18] HERMITIAN FORMS 147
IV. Two Hermitian forms each in the same n variables are equivalent if and
only if
they have the same rank and the same index or the same rank and the same
signature.
A singular Hermitian form h = X'HX is called positive semi-definite if its rank and index
a.:e equal, i.e., rj= p < n. Thus, a positive semi-definite Hermitian form can be reduced
to
yiTi + y2y2 + + yrYr .
r< n, and for any non-trivial set of values of the x's, h>0.
H of an Hermitian form XliX is called positive definite or positive semi-
The matrix
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definite according as the form is positive definite or positive
semi-definite.
SOLVED PROBLEM
1 1 + 2i 2 - 3i
1. Reduce X' \-2i 5 -4-2i X to canonical form (18.4).
2 + 3i -4 + 2f 13
SUPPLEMENTARY PROBLEMS
2. Reduce each of the following to canonical form.
1 1 - 3i 2 - 3i
+ 2il
[1 1
X (c) r 1 + 3j 1 2 + 3i X
l-2i 2 J
2 + 3j 2 - 3t 4
I 1-i 3 - 2i
(b) x'\ jx
:]^
(d) r 1+j 2-J X
i" 3 + 2J 2 +J 4
Hint: For (6), first multiply the second row of H by j and add to the first row.
(-l-20/\/3l^ _
Ans. {a) X =
tl
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(.b) X nyi - y-m
V2
1 (-1 + 30/3 -l"
.0 2/VlO
3. Obtain the linear transformation X = BY which followed by Y = IX carries (a) of Problem 2 into (6).
j_ri (-i-2i)/v3i
~
Ti n
Ans. X= -^\ :^' I I \y
v/2"Lo l/v^ Jb ij'
4. Show that X' 1-t 6 -3+J X is positive definite and X' 1-i 3 5 X is positive semi-definite.
-1 -3-J 11 l-2i 5 10
6. Obtain for Hermitian forms theorems analogous to Theorems XIX- XXI, Chapter 17, for quadratic forms.
xi X2 ^n
X-L All hi2 hin n n
7. Prove: ^2 /J21 h22 h^n S _S Tj^-Xj^Xj where 77- is the cofaotor of h^: in H = \h^j\
1=1 j=i
^n K. K. ^nn
Hint: Use (4.3).
chapter 19
THE PROBLEM. Let Y = AX, where A = [o^], (i,j = 1,2 n). be a lineal transformation over F.
In general, the transformation carries a vector Z= [%i,%2 x^Y into a vector Y = \.%,J-z JriY
whose only connection with X is through the transformation. We shall investigate here the
possibility of certain vectors X being carried by the transformation into KX, where A is either
a scalar of F or of some field 3F ofwhich F is a subfield.
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Any vector X which by the transformation is carried into KX, that is, any vector X for which
(19.1) AX = XX
is called an invariant vector under the transformation.
A di^ O^ 2
^21 ^ f^2 ^271
(19.2) \X-AX = (XI-A)X =
~ On2 X a-nn
The system of homogeneous equations (19.2) has non-trivial solutions if and only if
The expansion of this determinant yields a polynomial 0(A) of degree re in A which is known as
the characteristic polynomial of the transformation or of the matrix A. The equation
<^(X) =
is called the characteristic equation of A and its roots Ai,A2 A are called the character-
A = Ai is a characteristic root, then (19.2) has non-trivial solutions which are
istic roots of i. If
the components of invariant or characteristic vectors associated with (corresponding to) that
root.
Characteristic roots are also known as latent roots and eigenvalues; characteristic
vectors
are called latent vectors and eigenvectors.
r2
Example 1. Determine the characteristic roots and associated invariant vectors, given A
A-2 -2 -1
The characteristic equation is -1 A-3 -1 = A^' - tA^ + llA and the
-1 -2 A-2
characteristic roots are Ai= 5, A2= 1, A3= 1.
149
A
3 -2 -ll Vxi 1 -1 Xl
-1 2-1 ^2 = or 1 -1 X2 =
-1 -2 3 xs _X3
3 -2 -1 1 -1
since -1 2 -1 is row equivalent to 1 -1
-1 -2 3
A=5 is the one-dimensional vector space spanned by the vector [l,l,l]'. Every vector
[k.k.kY of this space is an invariant vector of A.
-2 -l'
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1 Xl
1 -2 -1 X2 Xl + 2x2 +^3 =
1 -2 -1 _X3_
Two linearly independent solutions are (2,-1,0) and (1,0,-1). Thus, associated with
the characteristic root A = 1 is the two-dimensional vector space spanned by
Xi = [2,-l,0]'
and X2 = [1,0,-1]'. Every vector hX^+kX^ = [2h+k,-h,-ky is an invariant vector of A.
See Problems 1-2.
are non-zero invariant vectors associated respectively with these roots, the X's are line-
arly independent.
II. The Ath derivative of cfi(X) = \XI A\ where A is re-square, with respect to A is ,
k\ times the sum of the principal minors of order n-k of the characteristic matrix when k<n,
is re! when k = n, and is when k>n.
In particular
2 2 1
Example 2. For the matrix A = 1 3 1 of Ex. 1, the characteristic equation is <^(A) = (A-5)(A-1) =
1 2 2
0. The invariant vector [l,l,l]' associated with the characteristic root A=5 and the linearly
independent invariant vectors [2,-l,o]' and [l,0,-l]' associated with the multiple root A=l
are a linearly independent set (see Theorem I).
The invariant vector space associated with the simple characteristic root A=5 is of
CHAP. 19] THE CHARACTERISTIC EQUATION OF A MATRIX 151
dimension 1. The invariant vector space associated with the characteristic root A = l, of
multiplicity 2, Theorems III and III').
is of dimension 2 (see
Since any principal minor of A" is equal to the corresponding principal minor ot A, we have
by (19.4) of Problem 1,
Since any principal minor of A is the conjugate of the corresponding principal minor of A,
we have
V. The characteristic roots of A and of /I' are the conjugates of the characteristic
roots of A.
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VI. If Xi, A2 A are the characteristic roots of an ra-square matrix A and if A; is a
scalar, then AAi, kX^ AA are the characteristic roots of kA.
VII. If Ai, A2, ...,A are the characteristic roots of an n-square matrix A and if & is a
scalar, then \-Lk,\2k \ik are the characteristic roots of 4 -A/.
In Problem 7, we prove
VIII. If a is a characteristic root of a non-singular matrix A, then \A\/a is a character-
istic root of adj A.
SOLVED PROBLEMS
where s^ ,
(m = 1, 2 re-1) is (-1) times the sum of all the m-square principal minors of A.
O-'^ni O-Ons X- ar
%.ii "iiA
"is.ii
"inA "imA
"im.-im
(-1)'"
I
'i.'2 ^n I
A ..
"in-k %.fe
%''''OT
.. A
t^.to im!
where Aj i i\ is an m-square principal minor of -4 . Now
^'2 %
(-1)" S ^'^ %
P H.^ ^
n (n -
1) ... (n -m + 1) m
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as (ii, is i^ ) runs through the p = different combinations of 1, 2 n taken at a
time.
1 -4 -1 -4
A =
2 5-4
2. Use (19.4) of Problem 1 to expand |A/-^|, given
-1 1-2 3
-1 4-1 6
We have Sl 1+0-2+6 = 5
1 -4 1 -1 1 -4 5 -4 -2 3
S2 + + + + +
2 -1 -2 -1 6 1 -2 4 6 -1 6
-3 + 2-5+16-9
1 -4 -1 1 -4 -4 1 -1 -4 5-4
SS 2 5 + 2 -4 1 -2 3 + 1 -2 3
-1 1 -2 -1 4 6 1 -1 6 4-1 6
-3 + 16 --
8 + 2 = 7
Ml = 2
A^'
Then \XI - A\ = A'^- 5 + 9A^ - 7A + 2.
3. Let Ai, A"!; As, ^s) A3, ^3 be distinct characteristic roots and associated invariant vectors of A.
Show that Xi, X2, X3 are linearly independent.
Assume the contrary, that is, assume that there exist scalars 0%, 02, 03 , not all zero, such that
1 1 1 aiXi
(iv) Ai
Ai Ao
As An
A3 02X2
ooXq =
x\ \l A\ "3^3
1
1 1 1
A On -012 -ai3
4. From (j!)(X) = \\1 - A\ = -021 A 022 - 123 we obtain
-<31 -032 A- 033
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-O23I -Ol3 -012
032 A Ossl Os 1 A Og 3 -O2I A 022
the sum of the principal minors of XI - A of order two
1 A -01 1 -0 12
+ +
-021 A-o22 1
0"'(A)
5. Prove: If X^ is an r-fold characteristic root of an re-square matrix A, the rank of X^J -A is not less
than n T and the dimension of the associated invariant vector space is not greater than r.
Since Ai is an r-fold root of <;6(A) = 0, ^SCA^) = ct>(X^) = 4' <.\) = = 4>''^~^\x^) = and cfy'^AXi) + 0. Now
(^"^HX^ is r! times the sum of the principal minors of order n-r of A^/ -A; hence, not every principal minor
can vanish and X^l-A is of rank at least n-r. By (11.2), the associated invariant vector space otXj^l -A,
I.e., its null-space, is of dimension at most r.
6. For the matrix of Problem 2, find the characteristic roots and the associated invariant vector spaces.
1 4 1 4
For A = 2: XI -A
-2 2-5 4
is of rank 3; its null-space is of dimen-
1 -1 4 -3
1 -4
sion 1. The associated invariant vector space is that spanned by [2, 3, -2, -3]'.
5 -4
-1 1 -2
For A= 1: XI -A = is of rank 3; its null-space is of dimen-
1 2 -1
1-4 1-5
sion 1. The associated invariant vector space is that spanned by [3, 6, -4, -5]'
.
7. Prove: If a is a non-zero characteristic root of the non- singular n- square matrix A, then \A\/a is
a characteristic root of adj A.
By Problem 1,
where s^. (i = 1. 2 n - 1) is (-1) times the sum of all f-square principal minors of A, and
where Sj , (/ = 1, 2 n - 1) is (-1)-^ times the sum of the /-square principal minors of adj A
By and the definitions of and Si= (-l)"s^_.,, Sj = (-1)" |-4|s._ S = (-if Ml"-^si,
and
llll-M (6.4)
A\ = \AY' ^ then
|adj
l
s,- S,-
J
,
To -^
Jl 1
,
n-i
|;x/-adj A\ - (-if !(-if ;x" + ._,A^"-' + ._2MlAi"-" + ... + s,|/irV + siMf-V + M 1
and
(^f Ml
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Mr"|/x/-adj 4| = (-if !i + s,(i^) + ... + ._i(f^f-' + (-if /(/^)
\A\ \A\ \A\
Now
/(R) = (-if ii + ,,(1) + ... + ._,(lf- + (-if (If Ml!
and by (i)
=
is a reciprocal equation.
A"|f/-P| = A"c^(i)
SUPPLEMENTARY PROBLEMS
9. For the following matrices , determine the characteristic roots and a basis of each of the associated invariant
vector spaces.
1 -1 1 2 2 -2 -8 -12 2 1 1 1 -1 -1
(a) 12 1 (c) 2 1 (e) 1 4 4 (g) 1 2 1 (O 1 -1
2 2 3 -12 2 1 1 1 -1
2-4 '-1
3 2 5 6-10 7 -1 -6 3'
2 3 2-1 -5 -4 9 -6 1 -2 -3
(0 n)
(A:)
112-1 -3 -2 6 -4 -1 1 1
2 2 2-1 -3 -3 7 -5 -1 -1 -5 3
H. Prove: The characteristic roots of a diagonal matrix are the elements of its diagonal and the associated in-
variant vectors are the elementary vectors E^
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13. Prove Theorem VII.
Hint. If |A/-.4| =(A-Ai)(A-X2)...(A-A) then \(X + k)I -A\ = (X + k~ X-O (X + k -X2) (X + k -X^^.
14. Prove: The characteristic roots of the direct sum diag(.4i, A2 A^) are the characteristic roots of A^ A^
17. Prove: If A and B are n-sauare and A is non-singular, then A~'^B and BA~'^ have the same characteristic
roots.
18. For A and B of Problem 17, show that B and A'^BA have the same characteristic roots.
X9. Let ^ be an n-square matrix. Write \XI -A''^\ = \-XA~'^(^I -A)\ and conclude that iAl IA2 lA are
the characteristic roots of ^4"^
20. Prove: The characteristic roots of an orthogonal matrix P are of absolute value 1.
Hint. If A-, X. are a characteristic root and associated invariant vector of P, then X' X = (PX.Y(PX-) =
21. Prove: If A^ ^ \ is a characteristic root and A^ is the associated invariant vector of an orthogonal matrix
P, then XlXi = 0.
22. Prove: The characteristic roots of a unitary matrix are of absolute value 1.
0(0) = (-i)"M|
<^ (0) = (-1) times the sum of the principal minors of order n - 1 of A
<P (0) = (-1) r! times the sum of the principal minors of order n - r of .4
0^">(O) = n!
to obtain (19.4).
chapter 20
Similarity
TWO ra-SQUARE MATRICES A and B over F are called similar over F if there exists a non-singular
matrix R over F such that
(20.1) B = R'^-AR
2 2 11
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1 2 2J
-3 -3] 2
li 2 1 133" 5 14 13]
B = R~'^AR = -110 1 3 1 1 4 3 = 1
-1
E7 ij [1 12 2 13 4 iJ
are similar.
DIAGONAL MATRICES. The characteristic roots of a diagonal matrix D = diag(ai, 02 a^) are
simply the diagonal elements.
A diagonal matrix always has n linearly independent invariant vectors. The elementary
vectors E^ are such a set since DE^ = a^E^, (i = 1, 2, ...,n).
III. Any re-square matrix A, similar to a diagonal matrix, has n linearly independent
invariant vectors.
to a diagonal matrix.
See Problem 5.
In Problem 6, we prove
V. Over a field F an re-square matrix A is similar to a diagonal matrix if and only if
\IA factors completely in F and the multiplicity of each A, is equal to the dimension of
the null-space of X.I A.
1/
156
CHAP. 20] SIMILARITY 157
Not every ra-square matrix is similar to a diagonal matrix. The matrix of Problem 6, Chap-
ter 19, is an example. There, corresponding to the triple root X = 1, the null-space of A/-i
is of dimension 1.
VI. Every ra-square matrix A is similar to a triangular matrix whose diagonal elements
are the characteristic roots of A.
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complex characteristic roots, there exists a unitary matrix U such that W'^AU UAU is =--
The matrices A and P' AP of Theorem VII are called orthogonally similar.
The matrices A and U'^AU of Theorem VHI are called unitarily similar.
SOLVED PROBLEMS
1. Prove: Two similar matrices have the same characteristic roots.
Thus, A and S have the same characteristic equation and the same characteristic roots.
2. Prove: If Y is an invariant vector oi B = R ^AR corresponding to the characteristic root A,-, then
X = RY is an invariant vector of A corresponding to the same characteristic root \,- of A.
By hypothesis, BY = X^Y and RB = AR; then
AX = ARY = RBY = RX^Y = X-RY = X^X
and A" Is an invariant vector of A corresponding to the characteristic root X^.
3. Prove: Any matrix A which is similar to a diagonal matrix has re linearly independent invariant
vectors.
Let R AR = diag(6i, 62. > b^) = B. Now the elementary vectors fii, Eg
^n ^'^ invariant vectors
of B. Then, by Theorem n, the vectors Xj = RE. are invariant vectors of A. Since R is non-singular, its
column vectors are linearly independent.
158 SIMILARITY [CHAP. 20
diagonal matrix.
Let the n linearly independent invariant vectors X^. Xq X^ be associated with the respective charac-
teristic roots Ai, Xs. /^n ^ '^^"^ ,4A'^ = A^A'^, 0' = 1, 2 n). L,et R = [X^,X2, ....X^]; then
A2 ...
1X1, X2 '^n-'
R diag(Ai, A2 A)
5. A set of linearly independent invariant vectors of the matrix A of Example 1, Chapter 19, is
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Zi = [1,1,1]', Z2 = [2,-1,0]', ^3 = [1,0,-1]'
1 2 1 1 2 1
R'UR 1 -2 1 1 3 1 1 -1 1
1 2 -3 ,1 2 2_ 1 -1 P 1
a diagonal matrix.
6. Prove: Over a field F an n-square matrix A is similar to a diagonal matrix if and only if Xl-A
factors completely in F and the multiplicity of each A.^ is equal to the dimension of the null-space
of X^I-A.
First, R-'^AR
suppose that diag(Ai, A2, B and that exactly k of these characteristic
^n'
roots are equal to A^. Then X^I - B has exactly k zeroes in its diagonal and, hence, is of rankn-fe; its
null-space is then of dimension n-(n -k)=k. But \l-A = R (Xj^I - B) R~^ thus, A.^/-^ has the same ;
invariant vector and by Theorem I their totality is linearly independent. But this contradicts (i); thus, the
7. Prove: Every ra-square matrix A is similar to a triangular matrix whose diagonal elements are the
characteristic roots of A.
A and let X-l be an invariant vector of A corresponding to
Let the characteristic roots of A be Ai, Aj
the characteristic root Ai. column of a non-singular matrix Qi whose remaining columns
Take X-i as the first
may be any whatever such that \Qi\ ^ 0. The first column of AQi_ is AX^ = X-^X^ and the first column of
O]'. Thus,
Ql^AQi is Ql^XiXi^. But this, being the first column of Qi'^XiQi. is [Ai,
CHAP. 20] SIMILARITY 159
(i) Qi^AQ^
hi Bil
[o A,j
Since |A/ -ft AQ^\ = (X-Xi)\XI - Ai\, and Qi^ AQi_ and A have the same characteristic roots, it
follows that the characteristic roots of Ai are Xg. Ag A. If n = 2, A-i = [A2] and the theorem is proved
with Q = Qi.
Otherwise, let X^ be an invariant vector of Ai corresponding to the characteristic root As- Take X^ as
the first column of a non-singular matrix Qq whose remaining columns may be any whatever such that IftI /^ 0.
Then
= [^2 52I
(il) Q2^A^Q^
[0 A^j
where A2 is of order n - 2. If n = 3, /I2 = [As], and the theorem is proved with Q = Q^-
[0
Q2J
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Otherwise, we repeat the procedure and, after n - 1 steps at most, obtain
/i I2
(iii)
n-2
(?2 <?3
Qn-i
such that (J /1() is triangular and has as diagonal elements the characteristic roots of A.
9-1 8-9
6 -1 5 -5
5 1 -4 5
4 5 -4
Here |A/-^| = (A^-l)(A^-4) and the characteristic roots are 1,-1,2,-2. Take [5,5,- 1, 3j', an
invariant vector corresponding to the characteristic root 1 as the first column of a non-singular matrix
Qx
whose remaining columns are elementary vectors, say
^5000'
5 10
-10 10
3 1
Then
1 5-1 8-9
1
-5 5 -15 20
and Qi AQ^
5 1 5 4 -12 16 [O Aq
-3 5 3 17
4
A characteristic root of Ai is -1 and an associated invariant vector is [4, 0, -l]'. Take ft 1
i 1 1
then
-2J
SIMILARITY [CHAP. 20
160
Now
5 32
pi o"| [h o1 5 4 Q'' 1
-40 40
.
[o '
[o Qsj 1 8 160 4 20
Q^j
3 -1 11 1_ -180 40 -220 160_
"l 1 -7 -9/5"
-1 5 1
and
2 2/5
-2
9. If A is any real re-square matrix with real characteristic roots then there exists an orthogonal
matrix P such that P''^AP is triangular and has as diagonal elements the characteristic roots of ^.
Let Ai.Xs X be the characteristic roots of A. Since the roots are real the associated invariant
vectors will also be real. As in Problem 7, let Qi be formed having an invariant vector corresponding to Aj
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as first column. Using the Gram-Schmidt process, obtain from Qt an orthogonal matrix Pi whose first column
is proportional to that of Q-^. Then
hi fill
P'lAP^
Next, form Qq having as first column an invariant vector of Ai corresponding to the root A2 and, using
the Gram-Schmidt process, obtain an orthogonal matrix P^- Then
TAs Ss"!
iji-g
[0 A^j
pi 0] pn-2
P = Pi. "I
|_o pj [ P_J
for which P~^AP is triangular with the characteristic roots of A as diagonal elements.
P-^AP = P"" 1 3 1
1 2 2_
Prom Example 1, Chapter 19, the characteristic roots are 5, 1, 1 and an invariant vector corresponding
to A = 1 is [1,0, -1]'.
"
1
We take Qi = 10
1 and, using the Gram-Schmidt process, obtain
-1 1
1 /V2 l/v^
Pi = 1
-l/\/2 1/1/2"
We find
1/a/2 -I/V2 2 2 1 l/>/2 I/V2" 1
Pl'^Pi = 1 1 3 1 1 = 3^/2"
\0 A^j
l/^/T 1/ 21/2" 3
1/1/2" 1 2 2 -1/V2 V2
CHAP. 20] SIMILARITY 161
Now Ax has A = 1 a characteristic root and [l, -\/2]' as associated invariant vector. From Q2 = \_ rn 1 .
r ^ r-n Lv2 ij
2/v/6
we obtain by the Gram-Schmidt process the orthogonal matrix "2=1 1/V3 I
Then
L-2/V6 I/V3J
1/\A2 -1/^^ 1/^6
P = P-, 1/a/3 2/^6
I X]
-I/V2" -I/a/S" 1/V6"
11. Find a unitary matrix f/ such that V All is triangular and has as diagonal elements the charac-
teristic roots of A, given
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5 + 5i 1 +t -6 - 4f
A = -4 - 6i 2 - 2J 6 + 4f
2 + 3i -1 + i -3 - 2i
The characteristic equation of A is A(A^ +(-4-J)A+ 5 - i) = and the characteristic roots are
"
1
0, 1-i, 3 + 2i. For A = 0, take [l, -1, l]' as associated invariant vector and form Qi = -1 1
_ 1 1_
The Gram -Schmidt process produces the unitary matrix
Now
-2y/2a-i) ~(26 + 24:i)/y/6
1-i (2 + 3i)/\A3"
3 +2J
12. Find an orthogonal matrix P such that P ^AP is triangular and has as diagonal elements the char-
acteristic roots of A, given
3 -1
-1 5
1 -1
The characteristic roots are 2,3,6 and the associated invariant vectors may be taken as [l,0, -l]'.
[1,1,1]', [1,-2,1]' respectively. Now these three vectors are both linearly independent and mutually
orthogonal. Taking
we find P~^ AP = diag(2,3, 6). This suggests the more thorough study of the real symmetric matrix made
in the next chapter.
162 SIMILARITY [CHAP. 20
SUPPLEMENTARY PROBLEMS
13. Find an orthogonal matrix P such that f'^AP is triangular and has as diagonal elements the characteristic
roots ofA for each of the matrices A of Problem 9(a), (6), (c), (d). Chapter 19.
14. Explain why the matrices (a) and (6) of Problem 13 are similar to a diagonal matrix while (c)
and (rf) are
not. Examine the matrices {a)-{m) Problem
Chapter 19 and determine those which are similar to a
of 9,
diagonal matrix having the characteristic roots as diagonal elements.
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15. For each of the matrices A of Problem 9(j). (/), Chapter 19, find a unitary matrix V such that U'^AU is tri-
angular and has as diagonal elements the characteristic roots of A.
-0/2/2" i
\/\[2 (1 2 \/^[2 \/y[2
16. Prove: If ^ is real and symmetric and P is orthogonal, then P''^ AP is real and symmetric.
are similar. Hint. Suppose C^ = i?^ B^ fl^ and form ij = diag(Bi, Bg B^).
19. Let B = diag(Bi, Sj) and C = diagCSj, B^). Write / = diagC/i./g), where the orders of /i and /g are those
of Bi and B^ respectively, and define B Show that BT^EK = C to prove B and C are similar.
U oJ
20. Extend the result of Problem 19 to B = diag(Bi, Bg B) and C any matrix obtained by rearranging the
S^ along the diagonal.
21. If A and B are n-square, then AE and B/1 have the same characteristic roots.
Hint. Let P AQ =N; then PABP"^ =NQ''^BP''' and Q~^ BAQ = Q'^BP'^N. See Problem 15, Chapter 19
22. If A-i.A^ A^ are non-singular and of the same order, show thut A-^A^-.. A^, A2As-.. A^A^, A3... A^A-^^A^.
... have the same characteristic equation.
23. Let Q'^AQ = B where B is triangular and has as diagonal elements the characteristic roots Ai, X2 K
of .4.
'2
2 r 2 1 -1
25. Show that 1 3 1 and 2-1 have the same characteristic roots but are not similar.
_1 2 2_ -3 -2 3
chapter 21
REAL SYMMETRIC MATRICES. The study of real symmetric matrices and Hermitian matrices may
be combined but we shall treat them separately here. For real symmetric matrices, we have:
I. The characteristic roots of a real symmetric matrix are all real.
See Problem 1.
II. The invariant vectors associated with distinct characteristic roots of a real sym-
metric matrix are mutually orthogonal.
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See Problem 2.
where r is the rank of A and Ai, Aj A^ are its non-zero characteristic roots.
Thus, the rank of q is the number of non-zero characteristic roots of A while the index is
the number of positive characteristic roots or, by Descartes Rule of signs, the number of varia-
tions of sign in |A/ ^| = 0.
VI. A real symmetric matrix is positive definite if and only if all of its characteristic
roots are positive.
thogonally similar to A. Since P~^ = P', B is also orthogonally congruent and orthogonally
equivalent to A. Theorem III may be restated as
VII. Every real symmetric matrix A is orthogonally similar to a diagonal matrix whose
diagonal elements are the characteristic roots of A.
See Problem 3.
Let the characteristic roots of the real symmetric matrix A be arranged so that Ai ^ A2 =
... ^A. Then diag(Ai, A2, . A.) is a unique diagonal matrix similar to A. The totality of
such diagonal matrices constitutes a canonical set for real symmetric matrices under orthogonal
similarity. We have
VIII. Two real symmetric matrices are orthogonally similar if and only if they have
the same characteristic roots, that is, if and only if they are similar.
163
164 SIMILARITY TO A DIAGONAL MATRIX [CHAP. 21
AiXi + A2Y2 + + Ay
and X' BX into
yi
22 + 72 +
2
+ Tn
where A^ are the roots of \\BA\=0.
See also Problems 4-5.
HERMITIAN MATRICES. Paralleling the theorems for real symmetric matrices, we have
X. The characteristic roots of an Hermitian matrix are real.
See Problem 7.
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XI. The invariant vectors associated with distinct characteristic roots of an Hermitian
matrix are mutually orthogonal.
XII. If H is an re-square Hermitian matrix with characteristic roots Ai, A2. , A, there
exists a unitary matrix U such that U'HU = U~^HU = diag(Ai, A2, ..., A). The matrix H
is called unitarily similar to U' HU .
Let the characteristic roots of the Hermitian matrix H be arranged so that Ai i A2 ^ i An-
Then diag(Ai, A2 A.) is a unique diagonal matrix similar to H. The totality of such diago-
nal matrices constitutes a canonical set for Hermitian matrices under unitary similarity. There
follows
XIV. Two Hermitian matrices are unitarily similar if and only if they have the same
characteristic roots, that is, if and only if they are similar.
NORMAL MATRICES. An n-square matrix A is called normal if AA' = A'A. Normal matrices include
diagonal, real symmetric, real skew-symmetric, orthogonal, Hermitian, skew-Hermitian, and
unitary matrices.
Let .4 be a normal matrix and f/ be a unitary matrix, and write B = U'AU. Then B' = U'A'U
and B'B = U'A'U -U'AU = U'A'AU = U'AJ'U = U'AU -U'A'U = BB'. Thus,
XV. If ^ is a normal matrix and U is a. unitary matrix, then B = U'AU is a normal matrix.
In Problem 8, we prove
XVI. If X^ is an invariant vector corresponding to the characteristic root A/ of a nor-
mal rnatrix A, then X^ is also an invariant vector of A' corresponding to the characteristic
root A^.
In Problem 9, we prove
XVII. A square matrix A is unitarily similar to a diagonal matrix if and only if A is
normal.
As a consequence, we have
XVIII. If A is normal, the invariant vectors corresponding to distinct characteristic
roots are orthogonal.
See Problem 10.
CHAP. 211 SIMILARITY TO A DIAGONAL MATRIX 165
XX. Two normal matrices are unitarily similar if and only if they have the same char-
acteristic roots, that is, if and only if they are similar.
SOLVED PROBLEMS
1. Prove: The characteristic roots of an re-square real symmetric matrix A are all real.
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which is real and singular since {h + ik)I -A is singular. There exists a non-zero real vector X such that
BX = and, hence,
The vector (/(/- 4) A" is real; hence, {(hi - A)X\' {(hi -A)X\ ^ 0. Also, X'X>0. Thus, A: = and
there are no complex roots.
2. Prove: The invariant vectors associated with distinct characteristic roots of a real symmetric
matrix A are mutually orthogonal.
Let A'l and X^ be invariant vectors associated respectively with the distinct characteristic roots Xi and
As of 4. Then
AX^ = Ai^i and AX^ = Aj'^s. also A^2'4^i = X-iX^X^ and Xj^AX2 = XqXiX^
Taking transposes
Then X^X^X^ = A2^iA^2 and, since Ai ^ A2, X[X2 = 0. Thus, X^ and X2 are orthogonal.
3. Find an orthogonal matrix P such that P'^AP is diagonal and has as diagonal elements the char-
acteristic roots of A given
,
^7-2 1
-2 10 -2
1 -2 7
A-7 2 -1
2 A -10 2 A - 24A^ + I8OA - 432
-1 2 A-7
and the characteristic roots are 6, 6, 12.
- -
1 2 -1 Xl
For A = 6, we have 2 -4 2 X2 or Xi - 2x2 + xs = and choose as associated in-
1 2 -1 X3
variant vectors the mutually orthogonal pair X^ = [l, 0, -l]' and X2 = [l, 1, l]'. When A = 12, we take X3 =
[1, -2,1]' as associated invariant vector.
166 SIMILARITY TO A DIAGONAL MATRIX [CHAP. 21
4. Prove: If X'AX and X'BX are real quadratic forms in (xi,x2 ) and if X'BX is positive defi-
nite, there exists a real non-singular linear transformation X = CY which carries Z'/lZinto
Xiyi + \2y2 + + ^nTn ^'^'^ ^'B^ into yi + y| + ... + y^, where Xi, Ag, ., A are the roots of
\\B-A\ =0.
By Theorem VII there exists an orthogonal transformation X = GV which carries X'BX into
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where jjii.jj.^ /x are the characteristic roots (all positive) of B.
(ii) W (H G BGH)W 1 2
+ wt
Now for the real quadratic form W (H G'AGH)W there exists an orthogonal transformation W = KY which
carries it into
where Xi.Xg X are the characteristic roots ot H G AGH. Thus, there exists a real non-singular trans-
formation X = CY = GHKY which carries X'AX into X^y^ + X^y^ + ... + Xy^ and X'BX into
1/3-/2 -1/: w
_-l/2>/3 1/3\A2 1/f
7 -2 1
1 -2 7
1/3
X'AX X into tr' 2
0^
CHAP. 21] SIMILARITY TO A DIAGONAL MATRIX 167
Since this is a diagonal matrix, the transformation W = KY of Problem 4 is the identity transformation W = lY.
Thus, the real linear transformation X = CY = {GH)Y carries the positive definite quadratic form X'BX
into ri + y| + and the quadratic form X' AX into ^y^ + iy| + |y|. It is left as an excersise to show that
7l
\kB-A\ = 36(3\-l)(2X-l)^.
6. Prove: Every non-singular real matrix A can be written as A = CP where C is positive definite
Bi = diag(\/^, VT^ \fk~^) and C = QB-^Q''^. Now C is positive definite symmetric and
Define P = C'^A. Then PP' = C'^AA'C'^^ C ^C'^C^ = I and P is orthogonal. Thus A = CP with C
positive definite symmetric and P is orthogonal as required.
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7. Prove: The characteristic roots of an Hermitian matrix are real.
Let \j be a characteristic root of the Hermitian matrix H. Then there exists a non-zero vector X^ such
that HXj^ = A jX^ Now X'^HX^ = XjX'j^Xiis real and different from zero and so also is the conjugate trans-
.
Since A is normal,
9. Prove: An re-square matrix A is unitarily similar to a diagonal matrix if and only if A is normal.
Suppose A is normal. By Theorem vni. Chapter 20, there exists a unitary matrix U such that
^1 6i2 bin
As bin
U AU
By Theorem XV, B is normal so that B' B = BB . Now the element in the first row and first column of
B'b is XiXi while the corresponding element of BB is
10. Prove: If A is normal, the invariant vectors corresponding to distinct characteristic roots are
orthogonal.
Let Ai, A*! and Xj, ^2 be distinct characteristic roots and associated invariant vectors of A. Then
AXi=\iXi, AX^ = \^X^ and, by_Problem 8. jI'A'i =Xi^i,_I'A'2 = AaATa. Now ^2/lA'i = Ai^a^i and,
taking the conjugate transpose, X[a' X^ = X^X'-^X^. But X[a' X^ = \^X[X2. Thus, Xi^^A's = Xa^i-^s
and, since Xx iXo., XiX2= as required.
(i) X'AX = X = 40
[-: ::]
referred to rectangular coordinate axes OX^ and OX2.
The characteristic equation of A is
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A-1 6
|A/-^| = = (A-5)(A + 8) =
For the characteristic roots Ai = 5 and A2 = -8, take [3, -2]' and [2, 3]' respectively as associated
tsVTs 2/V/T3I
invariant vectors. Now form the orthogonal matrix P = | '__ " '^lll whose columns are the two
-2/v/T3 3/vT3j
vectors after normalization. The transformation X = PY reduces (i) to
-\y - y'\
5yl
^-y| 40
'VTs 3/VT3. 2/\/l3 3/\/l3. 13 J Lo -Sj
Aside from the procedure, this is the familiar rotation of axes in plane analytic geometry to effect the
elimination of the cross-product term in the equation of a conic. Note that by Theorem VII the result is
known as soon as the characteristic roots are found.
12. One problem of solid analytic geometry is that of reducing, by translation and rotation of axes,
the equation of a quadric surface to simplest form. The main tasks are to locate the center and
to determine the principal directions, i.e., the directions of the axes after rotation. Without at-
tempting to justify the steps, we show here the role of two matrices in such a reduction of the
equation of a central quadric.
Consider the surface Zx^ + 2xy + 2xz + iyz - 2x - 14y + 2z - 9 = and the symmetric matrices
" "
3 1 1 -1
3 1 1
1 2 -7
A = 1 2 and B =
1 2 1
1 2
- - -1 -7 1 -9
formed respectively from the terms of degree two and from all the terms.
A-3 -1 -1
1A/-.11 -1 A -2
-1 -2 A
Ai = 1, fi = I
~. ^ . -;=| ; A2 = 4, V2 -2, V3
^N-TfJ
CHAP. 21] SIMILARITY TO A DIAGONAL MATRIX 169
Using only the elementary row transformations Hj(k) and H^:(k), where / / 4,
r- -1 3 1 1 -1 1 -4
Bi 1 2 -7 --VJ
1
2 1 2 1 1 1
^ ft]
-1 -7 1 -9 -4
'3x + y + 0-1=0
Considering B^ as the augmented matrix of the system of equations X +22-7=0 we find
\^ X + 2y +1=0
from Di the solution x = -1, y = 0, z = 4 or C(-l, 0, 4). Prom D^, we have d = -4.
The rank of ^ is 3 and the rank of B is 4; the quadrlc has as center C(-l, The required reduced
111
0, 4).
equation is
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The principal directions are di, 1-2. i^s- Denote by E the inverse of \_v\.v.2,v^. The equations of the
rotation of axes to the principal directions are
SUPPLEMENTARY PROBLEMS
13. For each of the following real symmetric matrices A find an orthogonal matrix , P such P
that /""^.^P is diago
nal and has as diagonal elements the characteristic roots of A.
2 -1 2 () 1 2 -4 "3
2 2" "4 -1 r
21
(a) 2 . (b) 3 (c) -4 2 -2 id) 2 2 (e) -1 4 -1
-1 2_ _1 2_ _ 2 -2 -1_ _2 4_ _1 -1 4_
14. Find a linear transformation which reduces X'BX to X' AX to Xtyl-^X^y^ + Asy^, where
yl-^y'^-^y'l and
Xi are the rootsof \XB - A\ =0, given
-2 l\ r2 fj 7 -4 -4 2 2 2
{a) A = [7
-2 10 -2 , 5=03 (6) -4 = -4 1 -8 , B = 2 5 4
1 -2 7J \\ 2J _-4 -8 1_ 2 4 5
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(c) B = (/ + /iri(/-4) is orthogonal. (See Problem 35, Chapter 13.)
22. Prove: A square matrix A is normal if and only if it can be expressed as H + iK, where H and K are commu-
tative Hermitian matrices.
23. If A is n-square with characteristic roots Xi, A,2 A., then A is normal if imd only if the characteristic
ty = for J T* /
24. Prove: If 4 is non-singular, then AA' is positive definite Hermitian. Restate the theorem when A is real
and non-singular.
25. Prove: If A and B are n-square and normal and if A and S' commute, then ^B and BA are normal.
Define by B.- ,
(j = 1, 2 s) the n-square matrix diag(0, 0, ..., 0,/ , 0) obtained by replacing A. by 1
'i
and Xj, / by in the right member of (/) and define
r a i).
T?
E, -
= DR. ,
PBiP~^. = 1,2
.
a s)
Show that
(a) P'^AP ~-
AiBi + A282+ ... + A5B,
(6) A = Ail + A22 + +'^3^5
(c) Every ^ is idempotent.
(d) E^Ej =0 for i ^j.
(e) 1 + 2 + + E3 = /
(n) Equation (6) is called the spectral decomposition of A. Show that it is unique.
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"
24 -20 lO" 4/9 -4/9 2/9" 5/9 4/9 -2/9'
A - -20 24 -10 = 49 -4/9 4/9 -2/9 + 4 4/9 5/9 2/9
_ 10 -10 9_ 2/9 -2/9 1/9 -2/9 2/9 8/9
"
29 20 -lO"
1
(b) Obtain A-^ --
20 29 10
196
-10 10 44_
28. Prove: If A is normal and commutes with B, then A' and B commute.
Hint. Use Problem 26 (/).
29. Prove: If A is non-singular then there exists a unitary matrix U and a positive definite Hermitian matrix H
such that A= HU
Hint. Define H by H^ = AA' and f/ = H~'^A.
30. Prove: If A is non-singular, then A is normal if and only if H and U of Problem 29 commute.
31. Prove: The square matrix A is similar to a diagonal matrix if and only if there exists a positive definite
Hermitian matrix H such that H~^AH is normal.
32. Prove: A real symmetric (Hermitian) matrix is idempotent if and only if its characteristic roots are O's and I's.
36. If A is n-square, the set of numbers X' AX where X is 2i unit vector is called the field of values ot A. Prove:
(a) The characteristic roots of A are in its field of values.
(6) Every diagonal element of A and every diagonal element of U'^AU, where U is unitary, is in the field
of values of A.
(c) If A is real symmetric (Hermitian), every element in its field of values is real.
(d) If A is real symmetric (Hermitian),
values its field of is the set of reals Ai i A < A, where Ai is the
least and Ais the greatest characteristic root of A.
.
chapter 22
POLYNOMIAL DOMAIN OVER F. Let X denote an abstract symbol (indeterminate) which is assumed
to be commutative with itself and with the elements of a field F. The expression
n n-i p
(22.1) f(X) = cirik + On-^X + + a^X + a^X
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If every (22.1) is called the zero polynomial and we write f(\) = 0. If a^ ^
oj; = ,
,
polynomials in A which contain, apart from terms with zero coefficients, the same
Two
terms are said to be equal.
SUM AND PRODUCT. Regarding the individual polynomials of F[X\ as elements of a number sys-
tem, the polynomial domain has most but not all of the properties of a field. For example
(i) ^(X) + g(A) is of degree TO when m.>n, of degree at most m when m=n, and of degree re
when m<n.
(ii) /(A)-g(A) is of degree m + ra.
If /(A) ?^ while f(X)-g(X) = 0, then g(X) =
Here, r(A) is called the remainder in the division of /(A) by g(A). If r(A) = 0, g{X) is said
to divide /(A) while g(A) and h{X) are called factors of /(A).
172
CHAP. 22] POLYNOMIALS OVER A FIELD 173
Let /(A) = h(X)-g(X). When g(A.) is of degree zero, that is, when g(A,) = c, a constant,
the factorization is called trivial. A non-constant polynomial over F is called irreducible over
F if its only factorization is trivial.
Example 1, Over the rational field A, -3 is irreducible; over the real field it is factorable as (X+\/3)(X-^j3).
Over the real field (and hence over the rational field) A^+4 is irreducible; over the complex
field it is factorable as (\+2i)(\-2i)
THE REMAINDER THEOREM. Let f(X) be any polynomial and g(X) = X- a. Then (22.2) becomes
(22.3) /(A) = h(X)-(X-a) + r
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m. A polynomial /(A) has X- a as a factor if and only if f(a) = 0.
GREATEST COMMON DIVISOR. If h(X) divides both f(X) and g(A), it is called a common divisor of
f(X) and g(A).
A polynomial d(X) is called the greatest common divisor of /"(A) and g(X) if
In Problem 2, we prove
IV. If /(A) and g(X) are polynomials in F[X], not both the zero polynomial, they have
a unique greatest common divisor d(X) and there exist polynomials h(X) and ^(A) in F[X]
such that
When the only common divisors of /"(A) and g(X) are constants, their greatest common divisor
is d(X) = 1.
and conversely.
See Problem 4.
RELATIVELY PRIME POLYNOMIALS. Two polynomials are called relatively prime if their greatest
common divisor is i.
174 POLYNOMIALS OVER A FIELD [CHAP. 22
VI. If g(A) is irreducible in F[X] and /(A) is any polynomial of F[X], then either g(X)
divides /(A) or g(X) is relatively prime to /(A).
VII. If g(A) is irreducible but divides /(A) h(X), it divides at least one of /(A) and h(X).
VIII. If /"(A) and g:(A) are relatively prime and if each divides A(A), soalsodoes /(A)-g(A).
(22.5) /(A) = c
9i(A)
?2(A) . . .
^^(A)
where c ^ is a constant and the qi(X) are monic irreducible polynomials of F[X]-
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SOLVED PROBLEMS
1. Prove: If /(A) and g(X)^0 are polynomials in F[X], there exist unique polynomials h(X) and r(X)
in F[X], where r(A) is either the zero polynomial or is of degree less than that of g(X), such that
(i) /(A) = h(X)-g(X) + r(X)
Let
n n-i
/(A) = o^jA + %1-iA. + + a^A + Oq
and
Clearly, the theorem is true if /(A) = or if n<m. Suppose that n>m; then
If /i(A) = or is of degree less than that of g(A), we have proved the theorem with h(X) = ~X and
r(X) = /i(A). Otherwise, we form
Again, f^X) =0 or is of degree less than that of g(A), we have proved the theorem. Otherwise, we repeat
if
the process. Since in each step, the degree of the remainder (assumed ^ 0) is reduced, we eventually reach
a remainder r(A) = 4(A) which is either the zero polynomial or is of degree less than that of g(A).
where the degrees of r(A) and s(\) are less than that of g(A). Then
Now r(A)-s(A) is of degree less than m while, unless A:(A) - h(X) = 0. [k(X) - A(A)]g(A) is of degree equal
to or greater than m. Thus, k{X) - h(X) = 0, r(A) - s(A) = so that k{X) = h{X) and r(A) = s(A). Then both
h(X) and r(A) are unique.
)
2. Prove: If f(X) and g(A) are polynomials in F[X], not both zero, they have a unique greatest common
divisor d(\) and there exist polynomials A(A) and k(\) in F such that
If, say, /(A) = 0, then d(X) = bin, g(X) where i^ is the leading coefficient of g(k) and we have (a) with
A(A) = 1 and k(X) = 6 .
Suppose next that the degree of g(A) is not greater than that of /(A). By Theorem I, we have
where r^^(X) =0 or is of degree less than that of g(A). If r^(X) = 0, then d(X) = b'^^giX) and we have (a) with
h(X) = and k(X) = 6^ .
If r^(A) 7^ 0, we have
(ii) g(A) = g2(A)-ri(A) + r^iX)
where /^(A) = or is of degree less than that of ri(A). If r^(X) = 0, we have from ( i
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HiX) = /(A) - ?i(A)-g(A)
If r^(X) 4 0, we have
(i") 'i(A) = 93(A) TsCA) + rsCA)
where rgCA) = or is of degree less than that of r^(X'). If rg(A) = 0, we have from ( i) and (ii)
Continuing the process under the assumption that each new remainder is different from 0, we have, in
general,
(V) 's-2(A) = +
9s(A)-'-s-i(A) r^cA), &(A)?^0
and
(^^ 's-i(A) = 9s+i(A)-'-s(A)
By (vi), rjCA) divides rs-i(A), and by (v). also divides rs_2(A). Prom (iv). we have
so that rs(A) divides r^-gCA). Thus, by retracing the steps leading to (vi), we conclude that rs(A) divides
both /(A) and g(A). If the leading coefficient of rs(A) is c, then rf(A) = e~^'s(A).
Prom(l) ri(A) = /(A) - 91(A) g(A) = /!i(A) -/(A) + /ci(A) g(A) and substituting in (ii)
Prom (iii), /3(A) = t^(K) - qa(>^) r^(X) . Substituting for r^(X) and r2(A), we have
'3(A) = [1 + 92(A) 93(A)]/(A) + [-9i(A) - 93(A) - 9i(A) 92(A) 93(A)]g(A)
= h3(X)-f(X) + 43(A) g(A)
We find
Prom (iii),
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Substituting for A^ + 7A + 10 from (ii)
4. Prove: If the greatest common divisor of /(A) of degree re> and g(X) of degree m > is not 1,
there exist non-zero polynomials o(A) of degree < m and b(X) of degree < n such that
(a) a(X)-f(X) + b(X)-g(X) =
and conversely.
Let the greatest common divisor of /(A) and g(A) be d(X) ^ 1 ; then
and
gi(A)-/(A) + [-/i(A)-g(A)] =
Conversely, suppose /(A) and g(A) are relatively prime and (a) holds. Then by Theorem IV there exist
polynomials h(X) and ^(A) such that
A(A)-/(A) + k(X)-g(X) = 1
= -b(X)-h(X)-g(X) + a(A)-i(A)-g(A)
and g(A) divides a(A). But this is impossible; hence, if (a) holds, /(A) and g(A) cannot be relatively prime.
CHAP. 22] POLYNOMIALS OVER A FIELD 177
Write
where a is the leading coefficient of /(A). If /^(A) is irreducible, then (i) satisfies the conditions of the
theorem. Otherwise, there is a factorization
If g(A) and /!(A) are irreducible, then (ii) satisfies the conditions of the theorem. Otherwise, further factor-
ization leads to a set of monic irreducible factors.
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"n 9i(A) ?2(A) . .
. 9r(A)
. . .
p^CA)
are two factorizations with r<s. Since 91(A) divides it must divide some one of the
Pi(A)-p2(A) ... ps(A),
Pi(A) which, by a change in numbering, may be taken as p^(\). Since Pi(A) is monic and irreducible, ?i(A) =
Pi(A). Then 92(A) divides P2(A)-p3(A) and, after a repetition of the argument above, 92(A) = P2(A).
... Ps(A)
Eventually, we have 9i(A) = Pi(A) for r and Pr-^i(A)
i = 1,2 Pr+2(A) ... p^cA) = 1. Since the latter equal-
ity is impossible, r = s and uniqueness is established.
SUPPLEMENTARY PROBLEMS
6. Give an example in which the degree of /(A) + g(A) is less than the degree of either /(A) or g(A).
9. Find a necessary and sufficient condition that the two non-zero polynomials
/(A) and g(A) in F[X] divide
each other.
10. For each of the following, express the greatest common divisor in the form of Theorem IV
() /(A) = 2A^-A=+2A2-6A-4, g(A) = A*-A=-A2+2A-2
(6) /(A) = A^- A" - 3A= - 11A+ 6 , g(A) = A= - 2A" - 2A - 3
(c) /(A) = 2A^ + 5A^+ 4A= - A^ - A + 1, g(A) = A% 2A% 2A + 1
(d) /(A) = 3A^ - 4A=' + A^ - 5A + 6, g(A) = A= + 2A -h 2
Ans. (a) A=-2 = - ^ (A- 1)/(A) + i (2A=+ l)g(A)
13. Prove: If /(A) is relatively prime to g(A) and divides g(X)-a(X), it divides a( A).
14. The least common multiple of /(A.) and g(A) is a monic polynomial which is a multiple of both /(A) and g(A),
and is of minimum degree. Find the greatest common divisor and the least common multiple of
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(o) (f)(k) = A^ - SA^ - 9A - 5 and (f)(A) = A - sA!^ - 9A - 51 =
17. The scalar c is called a root of the polynomial /(A) if /(c) = 0. Prove: The scalar e is a root of /(A) if
18. Suppose /(A) = (A-c)^g(A). (a) Show that c is a root of multiplicity k-l of /'(A), (b) Show that c is a
root of multiplicity k> 1 of /(A) if and only if c is a root of both /(A) and /'(A).
19. Take /(A) and g(A), not both 0, in F[\] with greatest common divisor d(X). Let K be any field containing F.
Show that if D(A) is the greatest common divisor of /(A) and g(A) considered in K[A], then D (A) = d(X).
Hint: Let d(X) = h(\)- f(\) + k(X)- g(\). /(A) = s(X)-D(X). g(A) = t(X)-D(X). and D(X) = c{X)-d(X).
in /I.
chapter 23
Lambda Matrices
DEFINITIONS. Let F[X] be a polynomial domain consisting of all polynomials in A with coefficients
in F. A non-zero mxn matrix over F[Aj
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Omi(A) a^^iX.) ... aj^n(>^)
is called a A-matrix.
OPERATIONS WITH A-MATRICES. Consider the two n-square A-matrices or matrix polynomials
over F(X)
179
180 LAMBDA MATRICES [CHAP. 23
However, when \ is replaced by an re-square matrix C, two results can be obtained due to the
fact that, in general, two ra-square matrices do not commute. We define
and
Example Let A
Jx^
A' XmI
X o1. To i1. To il
and C =
1 2
2. (X)
\X-2 X'' + 2j P
[O ij [l oj [-2 2j _3 4_
[lo 15
Then Ajf(C)
[o ij [3 ' [1 4) ' [-2 14 26
4J oJ [3 2J
j,nd
9 12
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Al(C)
[17 27
See Problem 1.
and
If /?i(A)=0, S(A) is called a right divisor of i(A); if /?2(A) = 0, 6(A) is called a left di-
visor of /1(A).
jV + A"^ + A - 1 A% A% A + 21 X%
Example 3. If A (A) =
-A + 2A
and B (A) '
a^aJ
'1 then
L 2A^ 2A''
J
Ta^-i A-iirA^+i ii r 2A 2A+3
+
'4(A) = Q-l(X)-B(X) Ri(X)
^ -2A_
|_ 2A 2
JL A A'^+aJ j_-5A
and
A(X) B{k)-Q2{X)
1_ A A^ + aJLA-I ij
Beie, B (A) is a left divisor of A (A)
See Problem 3.
is called scalar. A scalar matrix polynomial B(A) = fc(A)-/ commutes with every ra-square ma-
trix polynomial.
rA^ + 2A A + ll
Example 4. Let A (A) and B(A) = (A + 2)/2. Then
LA^^-I 2A+1J
CHAP. 23] LAMBDA MATRICES 181
rA + 2 If A ll To -ll
THE REMAINDER THEOREM. Let A(X) be the A-matrix of (23.3) and let B =[6^,-] be an re-square
matrix over F. Since Xl - B is non-singular, we may write
(23.11) A(\) = (2i(A)-(A/-S) + /?!
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and
(23.12) A(\) = (A/-fi)-(?2(A) + R2
and
'^'^
Prom Example
=
U a'-JH' a!4J
^
[17 27] = (^'-B^Q^i^^-^^
As a consequence, we have
V. A scalar matrix polynomial /(A)-/ is divisible by KI^- B if and only if f(B) = 0.
CAYLEY-HAMILTON THEOREM. Consider the re-square matrix A = [o,-,-] having characteristic ma-
ijj
trix Xl - A and characteristic equation 0(A) = \Xl - A\ = 0. By (6.2)
(A/-i)-adj(A/-i) = (f>(X)-I
182 LAMBDA MATRICES [CHAP. 23
Vl. Every square matrix A = [oj,-] satisfies its characteristic equation <fi(X) = 0.
31 63 31
31 62 32
and
"2
32 62 3l" 7 12 6 2 r 1 o"
31 63 31 - 7 6 13 6 + 11 1 3 1 - 5 1
31 62 32_ 6 12 7. _1 2 2 p 1_
See Problem 4.
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SOLVED PROBLEMS
^'<'^' =
'2 "3
i o]C ' C o][o ' c 3
and
there
2. Prove: ^(A) and B(A) are the A-matrices (23.3) and (23.4) and if Bq is non-singular, then
If
exist unique polynomial matrices Q-,(X), i(A); QsO^). R2M. where Ri(A)
and R^iX) are either
and
(ii) ^(A) = 6(A) (?2(A) + R^iX)
If p < q, then (I) holds with (3i(A) = and fii(A) = A(X). Suppose that p iq; then
Qi(\) = ApB-'XP'^
Aj^B-^XP'^l .C^B'^^X'-^
+ C^B^^X^-'f and Ri(X) = 0(A)
otherwise, we continue the process. Since this results in a sequence of matrix polynomials C(A), D(A), ...
of decreasing degrees, we ultimately reach a matrix polynomial which is either zero or of degree less than
g
and we have (i).
^(A) - B(X)B-^''ApXP~1
This derivation together with the proof of uniqueness will be left as an exercise. See Problem 1, Chapter 22.
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L A + A'
A" A^ + 1 A=
A" + 1
J L-A^ + 2 A^ - A
|_
J
find matrices Q-l(X), Ri(X); (?2(A), R2(X) such that
(a) A(X) = Qi(X)-B(X) + Ri(X). (b) A(X) = S(A)-(?2(A) + R^iX) as in Problem 2.
We have
and
r 2 -ii -, Tl ii
Here, So and S2 =
ij [i
L-1 2J
(a) We compute
3 1' -2 -1'
1] 2 fo -l"! f-l
^(A) -^4S;^5(A)A^ = A + ^
1 1 10 A + A +
11 C(A)
3 1 -6 2
J
A +
L
11 _
= D{X)
and
-6 5"] ["-13 3 -6A-13 5A + 3
D(A) - D^B^^BCX) =
-2 ^ + -9 5 -2A-9 3A + 5
fli(A)
[_
3J
'1
1
Then (?i(A) = (A^X^ + Cs A +O2 }B^-^ A= +
--
p q
P 5] A + P ^1
+ 4A + 4 A^ + sA + e]
fA^
2A+ 4 3A + 5
J
(b) We compute
and
[A^+4A + 4 2X + 2I
A^ + 6A + 9 3A + 5J
1 1 2
4. Given A 3 1 1 use the fact that A satisfies its characteristic equation to compute A"
2 3 1
A-1 -1 -2
A/-^| -3 A-1 -1 A^-3A^-7A-11 =
-2 -3 A-1
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Then
"8 8 5" "l 1 2" "1 0" 42 31 29
3A +1 A + 11/ 8 7 8 + 7 3 1 1 + 11 1 = 45 39 31
_13 8 8_ 2 3 1_ 1 53 45 42
- 34 +/II 1 - 3 3 1 1 + 8 7 8
-J-7/ 11
_0 1_ 2 3 1_ _13 8 8_
-2 5 -1
-1 -3 5
11
7 -1 -2
-8 -24 29'
40 -1 -24
121
-27 40 -8
5. Let Ai, As, ,^n be the characteristic roots of an re-square matrix A and let h(x) be a polynomial
of degree p in x:. Prove that \h(A)\ = h(\)- h(X2) h(X^).
We have
Let
Then
h(A) = c(sil-A)(S2l-A)...(spI-A)
4
and
using (ii).
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SUPPLEMENTARY PROBLEMS
6. Given A(\) =
Pr^ ^1 sna B(A)=r^^ ^^^^1 compute:
[a^+i A-iJ [a + 1 a
J
_r2\2+2A A^+2A1
(a) -4(A) + B(A)
[_A^ + A + 2 2A - ij
r2A -A^l
(6) A(\) - B(A) ^
[a^-a -ij
2 1
Ag(C) = B;p(C) = Bn(C)-4n(C)
4;f(C)-B^(C)
5 -2 [-: 1 [l7
-7J
i?^
=
1
5 -1 3 3"]
^;?(C) = <?i?(C) =
9 -3 3 -3I
E :] [::;]
[3 3-
where P(A) = 4(A)- B(A) and Q(X) = B(A)M(A).
--M
8. If /4(A) and B(A) are proper n-square A-matrices of respective degrees p and q, and if C(A) is any non-zero
A-matrix, show that the degree of the triple product in any order is at least p+q.
186 LAMBDA MATRICES [CHAP. 23
9. For each pair of matrices A(X) and B(X), find matrices (?i(A), /?i(A); Q^X), Rd^) satisfying (23.7) and (23.8).
|> + 2X A 1 Fa a]
(a) .4(X) = ,, " '
,, . BiX)
I , I
2A - A + 2 A^ + 2A'' A + A^ + 8A - 4
A^+1 1 3A-1
B(X) 2A A^ A+ 1
A-2 2A A""
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3AnA"-l A"-l A^-A A^-2A-1 A^ + 1 A + 1
[\+i a1 r 2a a-i1 .
fo o]
Q '^^''-'- ^=^'^^ ''^'''-
Ans. (a)
X ij'
U +2 -A + 2j' [l ij
A-l A" 2
,2
<?2(A) A^ + 1 A 3 /?2(A) =
1 2 A+ 1
-3A - 2 3 2A - 2A - 2
7lA + 46 -12A - 8 -A + ll
10. Verify in Problem 9(b) that Ri(A) = .4^(0) and figCA) = -4^(0) where B(A)=A/-C.
CHAP. 23] LAMBDA MATRICES 187
+ 3X+ 1 A + 2 A 1
=1fx
1 1
[\^
11. Given ^2 ''* C(X)
A-2 A^-3A .
+ 2j [A - 3
^A
^
A+lJ
A
(b) find (3(A) and fi(A) of degree at most one such that 4(A) = Q(X)- B(\) + R(\).
10
'1
y
, A^ -
P
|_i2
^^1
i7j
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[I !;]
13. Prove: If A and B are similar matrices and g(A) is any scalar polynomial, then g(A) and g(fi) are similar.
Hint. Show first that A and B are similar for any positive integer k.
14. Prove: If fi = diag(Si, S^ B^) and g(A) is any scalar polynomial, then
16. The matrix C is called a root of the scalar matrix polynomial B(A) of (23.9) if B(C) = 0. Prove: The matrix
C is a root of B(A) if and only if the characteristic matrix of C divides B(A).
17. Prove: If Ai, Aj A are the characteristic roots of A and if f(A) is any scalar polynomial in A, then the
characteristic roots of f(A) are /(Ai), /(A2) /(A)-
Hint. Write \- f(x) = c(xi- x)(x2- x) ...(x^ - x) so that \\I - f(A)\ = c'^\xj - A\ \x2l - A\ ...\xsl -A\.
Nowuse |*j/-4| = (xj-Ai)(::i-A2)...(*^-A) and c(xi -Xj) (x2-\j) ... (x^ -\j) = \- f(\j).
1 -1
18. Find the characteristic roots of f(A) = A'^ -2A+3, given A = 2 3 2
1 1 2
20. Prove: If X is an invariant vector of A of Problem 17, then X is an invariant vector of f(A)
21. Let A(t) = [a^,-()] where the a^j{t) are real polynomials in the real variable t. Take
A(t)
n
Hint. For (c). write A(t)- B(t) = C(t) = [ci;.(t)] and differentiate cv,-() = 2 a,-i,(0 6i,,-(). For (d),
use A{t)-A-\t) = /. ' ^ k=i ^^ "^^
chapter 24
(7) The interchange of the ith and /th tow, denoted by ff|-- ; the interchange of the ith and /th
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column, denoted by K^j .
(2) The multiplication of the ith row by a non-zero constant k, denoted by H^(k);
(3) The addition to the ith row of the product of /(X), any polynomial of F[\], and the /th row,
denoted by ^^(/(X));
the addition to the ith column of the product of /(X) and the ;th column, denoted by K^j (/(X)).
These are the elementary transformations of Chapter 5 except that in (3) the word scalar has
been replaced by polynomial. An elementary transformation and the elementary matrix obtained
by performing the elementary transformation on / will again be denoted by the same symbol.
Also, a row transformation on ^(X) is effected by multiplying it on the left by the appropriate
H and a column transformation is effected by multiplying ^(X) on the right by the appropriate K.
Paralleling Chapter 5, we have
I. Every elementary matrix in F[\] has an inverse which in turn is an elementary ma-
trix in F[\].
Two re-square X-matrices i(X) and B(X) with elements in F[X] are called equivalent pro-
vided there exist P(\) = H^ ff 2 ' ^1 and Q(\) = K^- K^ ... K^ such that
Thus,
V.Let A(\) and B(X) be equivalent matrices of rank r; then the greatest common di-
visor of all s-square minors of A(\), s r, is also the greatest common divisor of all s-
square minors of B(\).
In Problem 3, we prove
VI. Every X-matrix A(X) of rank r can be reduced by elementary transformations to the
188
CHAP. 24] SMITH NORMAL FORM 189
A (A)
/2(A)
(24.2) N(\)
... . . . 0_
where each /^(A) is monic and f^(\) divides f^^^ (A), (i = 1, 2, ... 1).
When a A-matrix A(\) of rank r has been reduced to (24.2), the greatest common divisor of
alls-square minors of A(\), s ^ r, is the greatest common divisor of all s-square minors of A^(A)
by Theorem V. Since in N(\) each f^(X) divides /^^j(A), the greatest common divisor of all s-
square minors of N(\) and thus of A(\) is
= l,2,
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(24.3) g,(A) = /i(\)-f2(A)-...-4(A), (s .r)
and to
/Vi(A) = diag(Ai(A). AsCA) h^iX), O)
By (24.3),
Now gi(A) =/i(A) =Ai(A), g2(A) =/i(A)-/2(A) =Ai(A)-A2(A) so that U\) = h^W, in gen-
eral, if we define go(A) = 1, then
Thus, the Smith normal matrices are a canonical set for equivalence over F[A].
A + 2 A + i A. + 3
It is readily found that the greatest common divisor of the one-row minors (elements) of
A(X) is gi(A) = 1, the greatest common divisor of the two-row minors of A(X) is g2(A) =X,
and g3(A) = i\A(X)\ = A^ +X^ . Then, by (24.4),
INVARIANT FACTORS. The polynomials f^(X),f-2{X) /V(A) in the diagonal of the Smith normal
form of A(X) are called invariant factors of ^(A). If 4(A) = 1, k r, then /i(A) = /2(A) = ... =
fk(X) = 1 and each is called a trivial invariant factor.
As a consequence of Theorem VII, we have
190 SMITH NORMAL FORM [CHAP. 24
VIII. Two re-square X-matrices over F[X] are equivalent over F[X\ if and only if they
have the same invariant factors.
ELEMENTARY DIVISORS. Let A(X) be an re-square X-matrix over F[X] and let its invariant factors
be expressed as
where pi(A), p2(X), ., PgCX) are distinct monic, irreducible polynomials of F[X\. Some of the
q^j may be zero and the corresponding factor may be suppressed; however, since fj (A) divides
/i+i(A), qi+t,j^gij. (f = 1.2 r-l;/ = l,2, .s).
The factors !p-(X)S'^*i ^ 1 which appear in (24.5) are called elementary divisors over F[X]
of A(X).
Example 2. Suppose a 10-square A-matrlx A(X) over the rational field has the Smith normal form
10
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10 (A.-1)(A^+1)
I
'
(A-1)(A^ + 1)^A I
(A-l)^(X" + l)^A^(A"-3)
Note that the elementary divisors are not necessarily distinct; in the listing each ele-
mentary divisor appears as often as it appears in the invariant factors.
Example 3. (a) Over the real field the invariant factors of A(X) of Example 2 are unchanged but the ele-
(A-l)"^, A-1, A-1, (A^lf, (A^' + l)'' , (A^' + l), X', A, X-\fz, X+x/l
since A^-3 can be factored.
(6) Over the complex field the invariant factors remain unchanged but the elementary divisors
are
(A-1)^, A-1, A-1, {X + if, (X + if, X + i. (X-if.
(X-if, X-i, A^, A, X-\/l, X+\/l
The Invariant factors of a A-matrix determine its rank and its elementary divisors;
conversely, the rank and elementary divisors determine the invariant factors.
Example 4. Let the elementary divisors of the 6-square A-matrix A(X) of rank 5 be
Find the invariant factors and write the Smith canonical form.
To form /5(A), form the lowest common multiple of the elementary divisors, i.e.,
To form f^i\), remove the elementary divisors used in /sCX) from the original list and
form the lowest common multiple of those remaining, i.e.,
UiX.) = A^(X-lf(A+l)
Repeating, /sCX) = A(X-l). Now the elementary divisors are exhausted; then /sCX) = /i(A) = 1.
\(X- 1)
N(\)
A^(A-lf (A + 1)
A=(A--lf(X+lf
Since the invariant factors of a A-matrix are invariant under elementary transformations, so
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also are the elementary divisors. Thus,
IX. Two re-square X-matrices over F[\] are equivalent over F[X] if and only if they
have the same rank and the same elementary divisors.
SOLVED PROBLEMS
1. Prove: If P(\) is a product of elementary matrices, then the greatest common divisor of all s-
square minors of P(\)- A(X) is also the greatest common divisor of all s-square minors of A(\).
It is necessary only to consider P(A)-.4(A) where P(A) is each of the three types of elementary matrices H.
Let R(\) be an s-square minor of .4(A) and let S(A) be the s-square minor of P(X)- A(\) having the same
position as R(X). Consider P(A) = H^j its effect on ^(A) is either (i) to leave R(X) unchanged, (u) to in-
;
terchange two rows of R(X). or (iii) to interchange a row of R(X) with a row not in R(X). In the case of (i),
S(X) = R(X); in the case of (ii), S(A) = -R(X); in the case of (Iii), S(X) is except possibly for sign another
s-square minor of ^(A).
Thus, any s-square minor of P(X)' A(X) is a linear combination of s-square minors of /4(A). If g(A) is
the greatest common divisor of all s-square minors of .4(A) and gi(A) is the greatest common divisor of all
s-square minors of P(A)--4(A), then g(A) divides gi(A). Let B(X) = P(XyA(X).
Now .4(A) = P"^(A)- fi(A) and P~'^(X) is a product of elementary matrices. Thus, gi(A) divides g(A) and
gi(A) = g(A).
2. Prove: If P(X) and Q(X) are products of elementary matrices, then the greatest common divisor of all
s-square minors of P(A) -^(A) -QiX) is also the greatest common divisor of all s-square minors otA(X).
Let B(A) = P(A)M(A) and C(A) = B(X) Q(X). Since C'(A) = Q'(X)- b'(X) and Q'(X) is a product of ele-
mentary matrices, the greatest common divisor of all s-square minors of C'(A) is the greatest common divisor
of all s-square minors of s'(A). But the greatest common divisor of all s-square minors of C'(X) is the great-
estcommon divisor of all s-square minors of C(A) and the same is true for B'(A) and B(A). Thus, the greatest
common divisor of all s-square minors of C(A) = P(X)- A(X)- Q(.X) is the greatest common divisor of all s-
square minors of ^(A).
192 SMITH NORMAL FORM [CHAP. 24
3. Prove: Every A-matrix A(\) = [a^j(\)] of rank r can be reduced by elementary transformations to
the Smith normal form
fi(X)
/2(A)
N(X) L(A)
where each fi(\) is monic and f^(X) divides /^^j^(A), (i = 1, 2, ...,r- 1).
The theorem is true for A(\) = 0. Suppose A(X) ^ 0; then there is an element a::(K) of minimum 7^
J
By means of a transformation of type 2, this element may be made monic and, by the proper inter-
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degree.
changes of rows and of columns, can be brought into the (l,l)-position in thematrix to become the new aii(A).
(a) Suppose a 11 (A) divides every other element of ^(A). Then by transformations of type 3, 4(A) can be re-
duced to
/i(A)
(i)
B(A)
(6) Suppose that an(A) does not divide every element of A(X). Let ai--(A) be an element in the first row
which is not divisible by an (A). By Theorem I, Chapter 23, we can write
where ri^-(A) is of degree less than that of aii(A). Prom the /th column subtract the product of q{X) and
the first column so that the element in the first row and /th column is now ri,-(A). By a transformation of
type 2, replace this element by one which is monic and, by an interchange of columns bring it into the
(l,l)-position as the new oii(A). If now an(A) divides every element of A{X), we proceed to obtain (i).
Otherwise, after a finite number of repetitions of the above procedure, we obtain a matrix in which every
element in the first row and the first column is divisible by the element occupying the (l,l)-position.
If this element divides every element of A(X), we proceed to obtain (i). Otherwise, suppose a,-,-(A) is
"J
not divisible by On (A). Let
aii(X) - qix(X)- a^^iX) and aij(A) = gijXA)- aii(A). From the ith row sub-
tract the product of gii(A) and the first row. This replaces aii(A) by and aij (A) by aij{X) - qii(X) a^jiX).
Now add the jth row to the first. This leaves oii(A) unchanged but replaces aij(A) by
Since this is not divisible by aii(A), we divide it by aii(A) and as before obtain a new replacement (the
remainder) for aii(A). This procedure is continued so long as the monic polynomial last selected as aii(A)
does not divide every element of the matrix. After a finite number of steps we must obtain an a 11(A) which
does divide every element and then reach (i).
i(A)
/2(A)
C(A)
Since /i(A) is a divisor of every element of B(A) and /2(A) is the greatest common divisor of the elements
of S(A), /i(A) divides /2(A). Similarly, it is found that each /^(A) divides fi^^iX).
CHAP. 24] SMITH NORMAL FORM 193
4. Reduce
X + 2 A+ 1 A + 3
^(A) A=' + 2A= +A A + a"" + A 2A'' + 3A^ +A
A^ + 3A + 2 X" + 2 A + 1 3 a"" + 6a + 3
It necessary to follow the procedure of Problem 3 here. The element /i(A) of the Smith normal
is not
form is the greatestcommon divisor of the elements of A(\); clearly this is 1. We proceed at once to obtain
such an element in the (l,l)-position and then obtain (1) of Problem 3. After subtracting the second column
from the first, we obtain
"
1 A+ 1 A+ 3 1 A + 1 A + 3
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A A + A
Lo S(A)J
2A + 2A_
A+A
2A^ + 2A 2A^ + 2A A" + A
5. Reduce
A - 1 A + 2
-4(A) = A"" + A A^ A'' + 2A
A=- 2A - 3A + 2 A= + A - :
We find
1 A- 1 A + 2 A- 1 A + 2"
1
^(A) - A A= A=+2A A A
A- A^-3A + 2 A^+A-3_ A + 1 A+1
"l " "l 1 1
^\^ A -A - 1 -V- -1 -A -1 1 A + 1
using the elementary transformations ^i2(-l); ^2i(-A), ^3i(-A + 2); /f2i(-A + l), .Ksi(-A -2); HqsC-I);
^23(1); Hs2(A + l), H^i-iy. K32(-A-l), Xs(-l)-
SUPPLEMENTARY PROBLEMS
6. Show that H.jK^j = H^{k)K^a/k) = H^j{f{\))
Kj^{-f(,X)) = /.
7. Prove: An n-square A-matrix A(\) is a product of elementary matrices if and only if |.4(X)| is a non-zero
constant.
194 SMITH NORMAL FORM [CHAP. 24
8. Prove: An n-square A-matrix ^(A) may be reduced to / by elementary transformations if and only if\A(X)\
is a non-zero constant.
9. Prove: A A-matrix .4(A) over F[AJ has an inverse with elements in F[\] if and only if /1(A) is a product of
elementary matrices.
10. Obtain matrices P(\) and Q(k) such that P(\)- A(\)- Q(X) = I and then obtain
A(Xr^ = Q(X)-P(X)
given
A+ 1 1
-4(A) = 1 A+ 1 A
2 A+2 A+1
A+2 -A-1
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Hint. See Problem 6, Chapter 5. Ans A-1 A^ + 2A-1 -A^'-A + l
-A -A^ - 3 A - 2 A^ + 2 A+ 1
X A A-1 1
>+ 1 A= + A 2A -A^A 1
_ A^ A^ 2A= - A= + l_ A= +
I
A+1 2A-2 A- 2 A^ 1 00
A% A + 1 2A'' - 2A + 1 a''- 2A A" 1
(c) '-Xj
A^ + A + 1 \^ + l A" A"- 1 1
(d) '-\j
A^ +A A" A% A - 1 A^ A-1
_ A%A^ A= A-^ A= + A^ - 1 a"" - i_
'a=^ + 1 A= + 3A + 3 A^ + 4A - 2 A= + 3
"a^ 1 D
A+ 1 D A=( A- ifOV+l I
12. Obtain the elementary divisors over the rational field, the real field, and the complex field for each of the
matrices of Problem 11.
CHAP. 24] SMITH NORMAL FORM 195
13. The following polynomials are non-trivial invariant factors of a matrix. Find its elementary divisors in the
real field.
14. The following polynomials are the elementary divisors of a matrix whose rank is six. What are its invariant
factors?
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(a) A, A, A+ 1, A+2, A + 3, A+ 4 (c) (A -if, (A -if, (A -if, A-1, (A+lf
(6) A^ A=, A, (A- 1)2, A-1 (d) A^, A^ A, (A + 2f, (A + 2f, (A+2f
.4ns. (a) 1, 1, 1, 1, A, A(A + l)(A + 2)(A+3)(A + 4)
(b) 1, 1, 1, A, A^cA-l), A^A-lf
(c) 1, 1, A-1, (A- if, (A- if, (A- if (A+lf
!Dxx + (D + i)x2 =
(0 + 2)^1 - (D-l)xs = t
where xj, x^, xs are unknown real functions of a real variable t and = 4.
at
Hint. In matrix notation, the system is
D D+1 Xl 'o'
AX D+2 -D + 1 X2 = t
D+1 D+2 3_ e\
Now the polynomials in D of combine as do the polynomials in A of a A-matrix; hence, beginning with a
/I
computing form similar to that of Problem 6, Chapter 5, and using in order the elementary transformations:
:i2(-l), .ffi(-l), K2i(D + l), H2i(-D-2). ff3i(D+l), K^siD). H^si-i). K^ih. K^gi^D +1). Hs^i-kD),
Hs(2). Ks(l/5) obtain
-1 1 k(D + l) ^(5D2+12D + 7) 1
Use the linear transformation X = QY to carry AX = H into AQY = H and from PAQY = N-J = PH
get
In Problem 1, we prove
Two
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II. re-square matrices A and B over F are similar over F if and only if their char-
acteristic matrices have the same invariant factors or the same rank and the same elemen-
tary divisors in F[X.].
Let P(X) and Q(\) be non-singular matrices such that P(X) (\1-A)-Q(\) is the Smith nor-
mal form
THE MINIMUM POLYNOMIAL. By the Cay ley-Hamilton Theorem (Chapter 23), every re-square matrix
A satisfies its characteristic equation <^(A) = of degree re. That monic polynomial m(X) of
minimum degree such that m(A) = is caUed the minimum polynomial of A and m(X) = is
called the minimum equation of A. (m(X) is also called the minimum function oi A.)
The most elementary procedure for finding the minimum polynomial of i 5.^ involves the
following routine:
(III) If A^ ^ aA + hi for all a and b but A'' = a^A"^ + a^A + a^I , then
're(A) = A^ - a^)? - a^X - Oq
and so on.
122
Example 1. Find the minimum polynomial of ^ = 2 1 2
2 2 1
196
CHAP. 25] THE MINIMUM POLYNOMIAL OF A MATRIX 197
'9 8 8
'122" '100"
8 9 8 = i 2 1 2 + oo 1
8 8 9 2 2 1 1
9 = Oj^ + ao_
Using the first two elements of the first row of each matrix, we have | then
8 = 2ai
a^= i and oq = 5. After (and not before) checking for every element of A^, we conclude that
A^ = iA + 51 and the required minimum polynomial is X^ - 4X - 5.
In Problem 2, we prove
V. If A is any re-square matrix over F and /(A) is any polynomial over F, then f(A) =
if and only if the minimum polynomial m{\) of A divides /(A).
In Problem 3, we prove
VI. The minimum polynomial m(\) of an ra-square matrix A is that similarity invariant
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fn(X) of A which has the highest degree.
Since the similarity invariants f^(X), f^(k) fn-iM all divide ^(A), we have
Vn. The characteristic polynomial (fi(\) ofA is the product of the minimum polynomial
of A and certain monic factors of m(X).
and
Vin. The characteristic matrix of an ra-square matrix A has distinct linear elementary
divisors if and only if m(A), the minimum polynomial of A, has only distinct linear factors.
(25.3) C(g)
1
Oq -% -e
-'^n-3 -an-2 -Gj
In Problem 4, we prove
XII. The companion matrix C(g) of a polynomial g(\) has g(\) as both its character-
istic and minimum polynomial.
(Some authors prefer to define C(g) as the transpose of the matrix given in (25.3).
Both forms will be used here.)
See Problem 5.
It is easy to show
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XIII. If /4 is non-derogatory with non-trivial similarity invariant f^(X) = {k-af, then
"a 1 ... O'
a 1 ...
... a
SOLVED PROBLEMS
1. Prove: Two ra-square matrices A and S over F are similar over F if and only if their characteristic
matrices have the same invariant factors or the same elementary divisors in F[X\-
Suppose A and B are similar. From (i) of Problem 1, Chapter 20. it follows that Xl - A and XI -B are
equivalent. Then by Theorems VHI and IX of Chapter 24, they have the same invariant factors and the same
elementary divisors.
Conversely, let Xl - A and Xl - B have the same invariant factors or elementary divisors. Then by
Theorem VIII, Chapter 24 there exist non-singular A-matrices P(X) and Q{X) such that
P{X)-{XI-A)-Q{X) Xl - B
or
Let
since otherwise the left member of (v) Is of degree at least two while the right member is of degree at most
one.
I = Q(^)-Q~\\)
= Q(\)\Ss(\)-(Xl-A) + Rs\
= Q(X.)-S3(X).(X!-A) + \S2(X)-(XI-B) + R^lRg
= Q(X) Ss(X) (XI - A) + S2(X)-(Xl-B)Rs + R^Rs
= Q(X)-Ss(X)-(Xl-A) + S2(X)-R^-(XI-A) + R^Rg
or
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Now Q{X)-Sq(X) + S^(X)R-^ = and / = R2R3 since otherwise the left member of (vii) is of degree zero in
X while the right member is of degree at least one. Thus, Rg = R^ and, from (vi)
Since A.B.R^, and R^ are free of A. /Ji = R^: then XI - B = XI - R'^AR^ and A and B are similar, as was
to be proved.
2. Prove: If A is any ra-square matrix over F and f(X) is any polynomial in F[X]. then f(A) = if and
only if the minimum polynomial m(X) of A divides /(A).
Suppose f(A) = 0; then r(A) = 0. Now if r(A) ji 0, its degree is less than that of m(X), contrary
to the
hypothesis that m(A) is the minimum polynomial of ^. Thus, r(A) = and m(A) divides /(A).
Conversely, suppose /(A) = ?(A)-m(A). Then f(A) = q(A)-m(,A) = 0.
3. Prove: The minimum polynomial m(X) of an ra-square matrix A is that similarity invariant fn(X) of A
which has the highest degree.
Let gri-i(X) denote the greatest common divisor of the (n - l)-square minors of XI -A. Then
\XI-A\ = cf,(X) = g-i(A)-/(A)
and
adj(A/-/l) = g_i(A)-S(A)
(X/-A)-gn_^(X).B(X) = gn-i(A)-/(A)-/
or
(ii) = g(X.)-m(\)
fn(\)
m(\)-l = (\I-A).C(\)
Now 9(A) divides every element of iS(A); hence ?(A) =1 and, by (ii),
/n(A) = m(A)
as was to be proved.
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4. Prove: The companion matrix C(g) of a polynomial g(\) has g(A) as both its characteristic and
minimum polynomial.
A -1
A -1
2 ,n-l
To
the first column add A times the second column, A times the third column, A
.
-1
A
G(A)
A -1
g(A) Oi a^ a_2 A+a^-l
Since |G(A)| = g(A), the characteristic polynomial of C(g) is g(A). Since the minor of the element
g(A)
in G(X) is 1, the greatest common divisor of all (n-l)-square minors of G(\) is 1. Thus, C(g) is non -derog-
atory and its minimum polynomial is g(A).
10 5
10 10 0-6
10 or, if preferred. 10 1
1 10-2
5-61-20 1
4
SUPPLEMENTARY PROBLEMS
6. Write the companion matrix of each of the following polynomials:
(a) X'' + \^ - 2\ - X (d) X"" - 2X!' - X^ + 2X
(b) (X^-i)(X+2) (e) ]?()? + I)
(c) (X-lf (/) (A+2)(A^-2A^ + 4A-8)
1 'o 1 o" 1
1 2 - -1 8 4 -2 1 --3 3
1 o" 1 1 o'
1 1 1
(d) (e) (/)
1 1 1
-2 1 2 0-10 16
A=
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7. Prove: Every 2-square matrix [a^] for which (011-022)^ + 4012021/0 is non-derogatory.
9. For each of the following matrices ^. (i) find the characteristic and minimum polynomial and (ii) list the
non-trivial invariant factors and the elementary divisors in the rational field.
1 1 1 3 2 1 2 2 1 1 2
(a) 2 (b) 5 2 6 (c) 1 id) 2 2 (e)
1 1 1 2
3 -2 -1 -3 1 2 2 1 _1 1 2
'211 1"
2-3 1-3 -5
-2
4-6 3 s"
3-2 2 1
4 2 3 -1 -6 -3 -6
if)
-6 -2 -3 -2 (g)
-3 -3 -4 -3
ih) 4-3 4-1 -6
-3 -1 -1 -2 4-2 4 0-4
2 6 4 6
-1 0-2 1 2
Ans. (a) <^(A) = m(X) = (A-l)(A-2)(A-3); i.f. (A-l)(A-2)(A-3); e.d. (A-1), (A-2). (A-3)
(b) <^( A) = m(,\.) = X^; if. = e.d = A=
13. If A is n-square and if k is the least positive integer such that A = 0, .4 is culled nilpotent of index A:.
Show that A is nilpotent of index k if and only if its characteristic roots are all zero.
14. Prove: (a) The characteristic roots of an n-square idempotent matrix A are either or 1.
15. Prove: Let A.B.C.D be ra-square matrices over F with C and D non-singular. There exist non-singular
matrices P and Q such that PCQ = A. PDQ = B it and only if R(X) = \C - A and S(A.) = XD-B have the
same invariant factors or the same elementary divisors.
Hint. Follow the proof in Problem 1, noting that similarity is replaced by equivalence.
16. Prove: If the minimum polynomial m(X) of a non-singular matrix A is of degree s, then A~^ is expressible
as a scalar polynomial of degree slmA.
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17. Use the minimum polynomial to find the inverse of the matrix A of Problem 9(h).
19. Use -4 = . 1 ^
to show that the minimum polynomial is not the product of the distinct factors of 0(A).
[o ;]
20. Prove: If g(\) is any scalar polynomial in A, then g(^) is singular if and only if the greatest common divi-
sor of g(A) and m(A), the minimum polynomial oi A, is d(k) ^ 1.
21. Infer from Problem 20 that when g(.4) is non-singular, then [g(/l)] is expressible as a polynomial in A of
degree less than that of m(\).
22. Prove: If the minimum polynomial m(A) of A over F is irreducible in F\X\ and is of degree s in A, then the
set of all scalar polynomials in A with coefficients in F of degree < s constitutes a field.
23. Let A and S be square matrices and denote by m(A) and (A) respectively the minimum polynomials oi AB
and BA. Prove:
(a) m(A) = n(A) when not both .A and B are singular.
(&) m(A) and n(A) differ at most by a factor A when both A and B are singular.
Hint. B.m(^S)./l = (B,4).m(B.4) = and A-n{BA)-B = (AB)-n(AB) = 0.
24. Let A be of dimension mxn and S be of dimension nxm, m > n, and denote by 0(A) and 0(A) respectively
the characteristic polynomials of AB and BA. Show 0(A) = A (/f(A).
25. Let X.I be an invariant vector associated with a simple characteristic root of A. Prove: If A and B com-
mute, then Xj^ is an invariant vector of B.
26. If the matrices A and B commute, state a theorem concerning the invariant vectors of B when A has only
simple characteristic roots.
chapter 26
THE PROBLEM. In Chapter 25it was shown that the characteristic matrices of two similar n-square
matrices A and R'^AR over F have the same invariant factors and the same elementary divisors.
In this chapter, we establish representatives of the set of all matrices R'^AR which are (i) sim-
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ple in structure and (ii) put into view either the invariant factors or the elementary divisors.
These matrices, four in number, are called canonical forms of A. They correspond to the canon-
ical matrix N introduced earlier for all mxn matrices of rank r under equivalence.
'[^ o] '
THE RATIONAL CANONICAL FORM. Let A be an ra-square matrix over F and suppose first that its
characteristic matrix has just one non-trivial invariant factor /(\). The companion matrix
C(f )
of /(A) was shown in Chapter 25 to be similar to A. We define it to be the rational
canonical
form S of all matrices similar to A
with the non-trivial invariant factor of degree s^, (i = j.j + 1 n). We define as the
f^(\.) ra-
tional canonical form of all matrices similar to A
(26-2) S = di^s {C(fj), C(fJ ^^) C(/))
To show that A and S have the same similarity invariants we note that C(f-) is similar to
D^ = diag (1, 1 l,/i(A)) and, thus, S is similar to diag(D^- D D). By a sequence
,
.^^ of
interchanges of two rows and the same two columns, we have S similar to
We have proved
I. Every square matrix A is similar to the direct sum (26.2) of the companion matrices
of the non-trivial invariant factors of XI - A.
Example 1. Let the non-trivial similarity invariants of A over the rational field be
Then
1
1
1
C(fa) = [-1], C(f9) 1 C(fio)
-10 10
1
-10 -2
203
)
and
-1
-1
1
diag(C(/g),C(/9),C(/io))
1
1
-1 -2
Is the required form of Theorem I.
Note. The order in which the companion matrices are arranged along the diagonal is
immaterial. Also
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-1
-1
1
-1
1
1 -2
1
using the transpose of each of the companion matrices above is an alternate form.
A SECOND CANONICAL FORM. Let the characteristic matrix of A have as non-trivial invariant fac-
tors the polynomials f^(X) of (26.1). Suppose that the elementary divisors are powers of t dis-
where not every factor need appear since some of the ^'s may be zero. The companion matrix
C{p?^^) of any factor present has \])^(X)\ ^^ as the only non-trivial similarity invariant; hence,
C{{^) is similar to
We have
II. Every square matrix A over F is similar to the direct sum of the companion matri-
ces of the elementary divisors over F of XI A.
Example 2. For the matrix A of Example 1, the elementary divisors over the rational field are A+1, X+1,
(A.+ l)^, A^-A,+ l, (X -A+1) . Their respective companion matrices are
1
[-1], [-1],
[-: .;] [.: 1
\
1 2 -3 2
-1
-1
1
-1 -2
1
-1 1
-1 2 -3 2
THE JACOBSON CANONICAL FORM. Let A be the matrix of the section above with the elementary
divisors of its characteristic matrix expressed as powers of irreducible polynomials in F\_\].
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Consider an elementary divisor {p(X)!^. If q = 1, use C(p), the companion matrix; if q>l,
build
C(p) M
C(p) M ..
(26.4) Cq(P) =
. . . C(p) M
. . C(p)
where M is a matrix of the same order as C(p) having the element 1 in the lower left hand corner
and zeroes elsewhere. The matrix C^^Cp) of (26.4), with the understanding that Ci(p) = C(p) is
called the hypercompanion matrix of \p(X)]'^. Note that in (26.4), there is a continuous line of
I's just above the diagonal.
When the alternate companion matrix C'(p) is used, the hypercompanion matrix of jp(A)!''is
C'ip)
N C'ip)
N C'ip) .
Ca(P)
. C'ip)
N C'ip)
where A' is a matrix of the same order as C'ip) having the element 1 in the upper right hand cor-
ner and zeroes elsewhere. In this form there is a continuous line of I's just below the diagonal.
1 -2 1
1 -2 1
CqiP)
1
1 -2 1
1 -2
.
In Problem 1, it is shown that Cq(p) has {pCA)}*^ as its only non-trivial similarity invariant.
Thus, Cq(p) is similar to C(p^) and may be substituted for it in the canonical form of Theorem II.
We have
III. Every square matrix A over F is similar to the direct sum of the hypercompanion
matrices of the elementary divisors over F of \I - A.
Example 4. For the matrix A of Example 2, the hypercompanion matrices of the elementary divisors A + 1,
A+1 and A -A+1 are their companion matrices, the hypercompanion matrix of (A+l)^is
1
r-1 n
and that of (A^-A + 1)^ is
-11 10 Thus, the canonical form of Theorem
1
0-11
nils
-1
-1
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-1 1
-1
1
-1 1
-1 1 1
-1 1
The use of the term "rational" in connection with the canonical form of Theorem I is some-
what misleading. It was used originally to indicate that in obtaining the canonical form only
rational operations in the field of the elements of A are necessary. But this is, of course, true
also of the canonical forms (introduced later) of Theorems n and III. To further add to the con-
fusion, the canonical form of Theorem III is sometimes called the rational canonical form.
THE CLASSICAL CANONICAL FORM. Let the elementary divisors of the characteristic matrix of A
be powers of linear polynomials. The canonical form of Theorem III is then the direct sum of
hypercompanion matrices of the form
1 ..
i
1 .
i
(26.5) C^(P)
.. 1
i
. . <^.,
corresponding to the elementary divisor !p(A)! (A-a^)^ For an example, see Problem 2.
This special case of the canonical form of Theorem III is known as the Jordan or classical
canonical form. [Note that C^(p) of (26.5) is of the type / of (25.4). ] We have
IV. Let 7
be the field in which the characteristic polynomial of a matrix A factors
into linear polynomials. Then A is similar over ^to the direct sum of hypercompanion mat-
rices of the form (26.5), each matrix corresponding to an elementary divisor (X-a^)'^.
Example 5. Let the elementary divisors over the complex field of \I -A be: A-i, X + i, (X-i) ,
(X+i) .
CHAP. 26] CANONICAL FORMS UNDER SIMILARITY 207
-1
i 1
-i 1
-i
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In concluding this discussion of canonical forms,
it will be shown
that a reduction of any re-square matrix to its rational canonical
form can be
made, at least theoretically, without having prior knowledge of the invariant
factors of \I - A.
A somewhat different treatment of this can be found in Dickson, L. E., Modern Algebraic
Theo-
ries,Benj.H. Sanborn, 1926. Some improvement on purely computational
aspects is made in
Browne, E. T., American Mathematical Monthly, vol. 48 (1940).
If, with respect to A the vector X belongs to g(X) of degree p, the linearly independent
vectors X,AX.A''X /4^ X are called a chain having X as its leader.
2 -6
Example 6. Let A 1 -3 The vectors Z = [l, 0, oj' and AX = [2, 1, l]' are linearly independent
1 -2
2
while A X = X. Then (A -I)X=0 and A" belongs to the polynomial A,^-l For y =
[1,0, -ij', AY =[-1,0,1]' Y; thus, (A+I)Y=0 and F belongs to the polynomial A+ 1.
m(\) is the minimum polynomial of an re-square matrix A,
If
then m(A)- X = for every re-
vector X. Thus, there can be no chain of length greater than the degree of
m(A). For the matrix
of Example 6, the minimum polynomial is A^ - 1.
-^tl
1
-^i2
1 .
Ci
-^i3
. 1
208 CANONICAL FORMS UNDER SIMILARITY [CHAP. 26
Let R be separated into column blocks R-,R-^ R^ so that R^ and C^, (i=/,/ + l n)
Denote the si column vectors of Ri by Ri^, R^s. , Ris- and form the product
t
st
RiCi - [Rii, Ri2, , Risi\Ci - [Ri2,Ri3, ,Risj,> - ^__ Rik^ik]
Since
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we have
(26.8) Ri2 = ARn, Ris - ARi2 = A Rii, - Risi = A^'-'Ri.
and
-i= K l
c^kA^-'Ri^ = A'iRu
or
(26.11) fi(A)-Ri^ =
Let Rit be denoted by X, so that (26.11) becomes fj(A)-X: =0; then, since X-,AXj,
A Xj^ A ^ X^ are linearly independent, the vector X^ belongs to the invariant factor f^iX).
Thus, the column vectors of fi^ consist of the vectors of the chain having X^, belonging to /^(X),
as leader.
whose leaders belong to the respective invariant factors / (A), fj.AX.) /^(X) and whose lengths
satisfy the condition < s,- ^ s- ^^ i ... ^ s.
J +1
J n
We have
VI. Por a given re-SQuare matrix A over F:
(i) let X^ be the leader of a chain ^ of maximum length for all ra- vectors over F\
(it) let X^_^ be the leader of a chain maximum length (any member of which
^_^ of
is linearly independent of the preceding members and those of for all n- )
(iii) let X^^^he the leader of a chain -n-2 ^ maximium length (any member of which
is linearly independent of the preceding members and those of and fi'^.i)
for all n- vectors over F which are linearly independent of the vectors of ^
and_i;
and so on. Then, for
CHAP. 26] CANONICAL FORMS UNDER SIMILARITY 209
1 1 1
Example 7. Let A 1 2 2 Take ;f=[l,0,o]'; then ^, 4X = [l, 1, l]', ^^A: = [3, 5. 6].' are line-
1 3 2
arly Independent while ^;f = [14,25,30]'= 54^X- a:. Thus, {A-bA^+I)X = Q and A'
belongs to /gCX) = m(X) = A - 5A^ + 1 = <jS(A). Taking
1 1 3
R = [a;. 4A',4=A'] 15
1 6
we find
1 -3 2 1 3 14
6-5 AR = [AX.A'^X^a'^X] 1 5 25
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-1 1 1 6 30
0-1
and R ^AR 1 = s
1 5
Here A is non-derogatory with minimum polynomial m(A) irreducible over the rational
field.
Every 3-vector over this field belongs to m(X). (see Problem 11), and leads a chain
of length
three. The matrix R having the vectors of any chain as column vectors is such that R'^AR = S.
cannot be the minimum polynomial m(A) of A. It is, however, a divisor of m(A), (see Problem
11). and could be a similarity invariant of A.
Next, take F=[l,0,0]', The vectors Y, -4? = [2, 1, 2]', ^^^ =[ 11, 8, s]' are linearly
independent while A^Y = [54,43,46]' = 5A'^Y + SAY -77. Thus, Y belongs to m(A) =
A - 5A - 3A + 7 = <^(A). The polynomial A- 1 is not a similarity invariant; in fact, unless
the first choice of vector belongs to a polynomial which could reasonably
be the minimum
function, it should be considered a false start. The reader may verify
that
R'^AR
11
when R = [Y,AY,A'^Y]
SOLVED PROBLEMS
Prove: The matrix C^ip) of (26.4) has !p(A)!'? as its only non-trivial similarity invariant.
Let C^(p) be of order s. The minor of the element in the last row and first column of A/ - C
(p) is 1
so that the greatest common divisor of all (s-l)-square minors of A/ - C (p) is 1. Then the invanant fac-
tors of A/ - C^(p) are 1,1 l.f^(\). But /^(A) = ip(A)!'? since
2. The canonical form (a) is that of Theorems I and II, the non-trivial invariant factor and elementary
divisor being X^+4X +6A^ +4X + 1. The canonical form of Theorem III is (b).
1 1 1
1 -1 1
(a) (b)
1 -1 1
-1 -4 -6 -4 -1
The canonical form (a) is that of Theorem I, the invariant factors being \ + 2,\ -4, A'+3A -4A-12
and the elementary divisors being X + 2, X+ 2, X+ 2, X- 2, X- 2, X+ 3. The canonical form of both
Theorems II and III is (b).
2 2
1 -2
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4 -2
(a) (b)
1 2
1 2
12 4 -3 -3
4. The canonical form (a) is that of Theorem III. Over the rational field the elementary divisors are
-2
-2
1
1 --2 1
1
1 --2
(a)
1
1 -2 1
1
1 -2 1
1
1 -2
2 7 -10 --6
1
(b)
1 ID
2 11 12 17 -14 --21 -8
CHAP. 26] CANONICAL FORMS UNDER SIMILARITY 211
-200000000000
-2
1
1
-1 4 -2 -4
(c)
1
1
1 -6 9 4 -9 -6
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-2 3 3 -1 -6 -2
-1 2 1
-2 1 2
5. Let A = Take X
1 -1 -1 2 1
-2 -1 1 3 1
-1 2 0_
Then AX = [-2 1, 1, 1. 1, 1]', A^X = [1,0,-1,0,0 -ir. A'' X =[-3.1.1,1. 1,2]' are linearly inde-
pendent while -4 A" = [l, 0, -2, 0, 0, -2]' = 2^=A: -Z; X belongs to A*-2A^ + 1 We tentatively assume
m(\) = A* - 2X^ + 1 and write Xg for X.
The vector Y = [o, 0, 0, 1, 0, O]' is linearly independent of the members
of the chain led by Xg and
AY - [-1,0, 1, -1, 1,0]' is linearly independent of Y and the members
of the chain. Now A^Y 2,,
= Y so that
Y belongs to A -1. Since the two polynomials complete the set of non-trivial
invariant factors we write
Xs for Y. When
-1 1 -2 1 -3 "o 1
1 1
R 1 -1 1 -1
= [Xs.AXs.Xg.AXe.A^Xe.A^'Xfi
-1
R~'^AR -
1 u 1 1
1 1 1 2
-1 2 1
the rational canonical form 'of ^.
Note. The vector Z = [o, 1, 0, 0, 0. Oj' is linearly independent of the members of the chain led by Xg
and AZ - [3, 0, -2, 1, -2, o]' is linearly independent of Z and the members of the chain However A'^Z =
1-1,1,0,0,0,1]'= -AXg + A Xg + Z; then (A'' ~ 1)(Z - AXg) = and W=Z-AXe = [2.0 -1 -1 ll -i]'
belongs to A - 1. Using this as X^. we may form another R with which
to obtain the rational canonical' form.
-2 -1 -1 -1
1 3 1 1
When, in A, the fourth column is subtracted from the first, we have [-1,0,0,1,0]'; hence, if y =
[l, 0, 0,-1, o]', AY = -Y and Y belongs to X+ 1. Again, when the fourth column of A is subtracted from
the third, we have [o, 0, -1, 1, O]'; hence, if Z = [O, 0, 1, -1, O]', AZ = -Z find Z belongs to A+ 1. Since
y, Z, and the members of the chain led by X^ are linearly independent, we label Y as X^ and Z as X^. When
11-2 1 -1
11 0-100
R = [Xs.X^.X^.AXs,.A%] = 1 0-1-1 R~ AR = 0-3
-1 -1 -1 -1 10
0-2 12
the rational canonical form of A.
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SUPPLEMENTARY PROBLEMS
7. For each of the matrices (a)-{h) of Problem 9, Chapter 25, write the canonical matrix of Theorems I, n, in
over the rational field, Can any of these matrices be changed by enlarging the number field?
6 -11 6
"o 1 o"
(b) I, II, m. 1
_0 0_
"o o'
(e) I, 1 n, in.
_0 4
-1
1 -1
(/) I. n, ni.
-1
_ 1
o'
1
(g) n. m.
1 -1 1
-1 -1 -2. -1
'2
10
(h) I, 10 n. in, diag(2, 2,2, -1, -1)
8. Under what conditions will (a) the canonical forms of Theorems I and n be identical? (b) the canonical
forms of Theorems n and in be identical? (c) the canonical form of Theorem H be diagonal?
CHAP. 26] CANONICAL FORMS UNDER SIMILARITY 213
"o o"
9. Identify the canonical form 1 Check with the answer to Problem 8(6).
_0 0_
10. Let the non-singular matrix A have non-trivial invariant factors (a) X + 1 A, + 1 (X + i)^ (b) X^+ 1,
Write the canonical forms of Theorems I, n, III over the rational field and
that of Theorem IV.
Ans. (a)
-1
1
-1
10
1
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1
_0 -10
- -2 0_
-1
-1
1
-1 -2
1
n.
-1 1
1
1
. - -1 2 -3 2
-1 6"
-1
-1 1
-1
1
in,
-1 1
--1 1 1
1
-1
-
1_
-1 o"
-1
-1 1
-1
a
IV, where a,^ = ^(li\/3).
a 1
a
/S
/3 1
B
.
11. Prove: If with respect to an n-square matrix A, the vector X belongs to g(X) then g(X) divides the minimum
polynomial m(A) of A.
Hint. Suppose the contrary and consider m(A) = A (A) " g (A) + r (X).
12. In Example 6, show that X,AX. and Y are linearly independent and then reduce A to its rational canonical
form.
13. In Problem 6:
(a) Take 7 = [o, 1, 0, 0, o]', linearly independent of the chain led by ^5, and obtain X4 = y_ (3/1 _2/) A^g
belonging to A+1.
(i>) Take Z = [O, 0, 1, 0, O]', linearly independent of X^ and the chain led by X5, and obtain X^ = Z -X^
belonging to A + 1.
(c) Compute R~ AR using the vectors X3 and X^ of (b) and (a) to build R.
14. For each of the matrices A of Problem 9(a)-(h), Chapter 25, find R such that R' AR is the rational canon-
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ical form of A
dxs ^ - - 3*3 -
6*1 2a:2 2xi^
dt
dX4 - - -
3ai X2 Xq 2x4.
dt
TT.
Hint.
i. T
Leti ^V = U, . .3. -JT
r
.
J
define
-
"^^
=
dxi
|^^,
dxQ dxn dxA'
.
and rewrite the system as
-jf. -jf,
^J
2 111
dX_ 4 2 3
(i)
-6 -2 -3 -2
X + AX + H
dt
-3 -1 -1 -2
dY
R ^ARY + R^H
dt
choose R so that R~ AR is the rational canonical form of A. The elementary 4-vector 1 belonging to A - A
is leader of the chain X-i = Ei, AX^.A'^X-i while 4 yields X2 = E^- Xi + 2AXi belonging to A + 1. Now
with
12-1 3
4-2 8
[X.L,AXi,A^Xi,X2]
0-6 4 -12
0-3 2-5
0'
t t
dY^ 1 1 yi + 73
Y + =
dt 1 y2
-1 -74
Then
C^+it'^ 2Ci + C2e*+ 3(Cs + C4)e"*+ ^-2t+l'
Cge* + Cge-* - t 2C1 + 2C2e*+ 2(3C3 + 4C4)e-* + ^ - 4 + 2
and X = RY =
-Ci + J. Cse"-
Cse^- -t_l,2^
Sr -4C1 - 2C2e*- 2(5C3+6C4)e-* - 2^+ 6t - 4
46"* -2C1 - Cae*- 5(C3+C4)e"* - 2+3{-2_
INDEX
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Characteristic vectors
rank of, 50 {see Invariant vectors)
Algebraic complement, 24 Classical canonical form, 206
Anti-commutative matrices, 11 Closed, 85
Associative laws for Coefficient matrix, 75
addition of matrices, 2 Cofactor, 23
fields, 64 Cogredient transformation, 127
multiplication of matrices, 2 Column
Augmented matrix, 75 space of a matrix, 93
transformation, 39
Basis Commutative law for
change of, 95 addition of matrices, 2
of a vector space, 86 fields, 64
orthonormal, 102, 111 multiplication of matrices, 3
Bilinear form(s) Commutative matrices, 11
canonical form of, 126 Companion matrix, 197
definition of, 125 Complementary minors, 24
equivalent, 126 Complex numbers, 12, 110
factorization of, 128 Conformable matrices
rank of, 125 for addition, 2
reduction of, 126 for multiplication, 3
Congruent matrices, 115
Canonical form Conjugate
classical (Jordan), 206 of a complex number, 12
Jacobson, 205 of a matrix, 12
of bilinear form, 126 of a product, 13
of Hermitian form, 146 of a sum, 13
of matrix, 41, 42 Conjugate transpose, 13
of quadratic form, 133 Conjunctive matrices, 117
rational, 203 Contragredient transformation, 127
row equivalent, 40 Coordinates of a vector, 88
Canonical set Cramer's rule, 77
under congruence, 116, 117
under equivalence, 43, 189 Decomposition of a matrix into
under similarity, 203 Hermitian and skew-Hermitian parts, 13
Cayley-Hamilton Theorem, 181 symmetric and skew-symmetric parts, 12
Chain of vectors, 207 Degree
Characteristic of a matrix polynomial, 179
equation, 149 of a (scalar) polynomial, 172
polynomial, 149 Dependent
Characteristic roots forms, 69
definition of, 149 matrices, 73
of adj A, 151 polynomials, 73
of a diagonal matrix, 155 vectors, 68
of a direct sum, 155 Derogatory matrix, 197
215
216 INDEX
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Diagonalization of a real quadratic form, 133
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normal, 164 monic, 172
normal form of, 41 scalar, 172
nullity of, 87 scalar matrix, 180
of a bilinear form, 125 Positive definite (semi-definite)
of an Hermitian form, 146 Hermitian forms, 147
of a quadratic form, 131 matrices, 134, 147
order of, 1 quadratic forms, 134
orthogonal, 103, 163 Principal minor
periodic, 11 definition of, 134
permutation, 99 leading, 135
polynomial, 179 Product of matrices
positive definite (semi-definite), 134, 147 adjoint of, 50
rank of, 39 conjugate of, 13
scalar, 10 determinant of, 33
singular, 39 inverse of, 11
skew-Hermitian, 13, 118 rank of, 43
skew-symmetric, 12, 117 transpose of, 12
symmetric, 12, 115, 163
triangular, 10, 157 Quadratic form
unitary, 112, 164 canonical form of, 133, 134
Matrix Polynoniial(s) definition of, 131
definition of, 179 factorization of, 138
degree of, 179 rank of, 131
product of, 179 reduction of
proper (improper), 179 Kronecker, 136
scalar, 180 Lagi-ange, 132
singular (non-singular), 179 regular, 135
sum of, 179 Quadratic form, real
Minimum polynomial, 196 definite, 134
Multiplication index of, 133
in partitioned form, 4 semi-definite, 134
of matrices, 3 signature of, 133
Quadratic forms
equivalence of, 131, 133, 134
Negative
definite form (matrix), 134, 147 Rank
of a matrix, 2 of adjoint, 50
semi-definite form (matrix), 134, 147 of bilinear form, 125
Nilpotent matrix, 11 of Hermitian form, 146
Non-derogatory matrix, 197 of matrix, 39
Non-singular matrix, 39 of product, 43
Normal form of a matrix, 41 of quadratic form, 131
Normal matrix, 164 of sum, 48
218 INDEX
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Signature
of Hermitian form, 147 Unitary
of Hermitian matrix, 118 matrix, 112
of real quadratic form, 133 similarity, 157
of real symmetric matrix, 116 transformation, 112
Similar matrices, 95, 196 Upper triangular matrix, 10
Similarity invariants, 196
Singular matrix, 39 Vector(s)
Skew-Hermitian matrix, 13, 118 belonging to a polynomial, 207
Skew-symmetric matrix, 12, 117 coordinates of, 88
Smith normal form, 188 definition of, 67
Span, 85 inner product of, 100
Spectral decomposition, 170 invariant, 149
Spur (see Trace) length of, 100, 110
Sub-matrix, 24 normalized, 102
Sum of orthogonal, 100
matrices, 2 vector product of, 109
vector spaces, 87 Vector space
Sylvester's law basis of, 86
of inertia, 133 definition of, 85
of nullity, 88 dimension of, 86
Symmetric matrix over the complex field, 110
characteristic roots of, 163 over the real field, 100
Index of Symbols
Hj
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1 E^, (vector) 88
S 3 G 103, 111
^k 10 zxy 109
A-'- A' 11 Q 115
A': / 11
p 116
I; A 12 s 116
A'- A*- A^ 13
q 131
\A\; det ^ 20 h 146
\^ij\ 22
A. A,- 149
^ii'i2 im
ii, is, .... i^ 23 <^(A) 149
a,. 23 E^, (matrix) 170
r 39 /(A) 172
39
h-^ij F[A] 172
Hi(k), K^ik) 39 ^(A) 179
H^.{k). K.j(k) 39 A^ (C)
AjfiC), 180
-V.
40 NiX) 189
N 43 189
fi(^)
adj A 49 m(A) 196
F 64 C(g) 198
X. X^ 67 J 198
yn(f) 85 S 203
V^tiF) 86 Cq(p) 205
^A 87
219
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