Answer on Question #52680 – Math – Linear Algebra
a) For the following matrices, check whether there exists an invertible matrix P P P such that P − 1 A P P^{-1}AP P − 1 A P is diagonal. When such a P P P exists, find P P P .
(i) A = ( 0 1 − 3 2 − 1 6 1 − 1 4 ) A = \begin{pmatrix} 0 & 1 & -3 \\ 2 & -1 & 6 \\ 1 & -1 & 4 \end{pmatrix} A = ⎝ ⎛ 0 2 1 1 − 1 − 1 − 3 6 4 ⎠ ⎞
(ii) B = ( 0 0 − 2 1 2 1 1 0 3 ) B = \begin{pmatrix} 0 & 0 & -2 \\ 1 & 2 & 1 \\ 1 & 0 & 3 \end{pmatrix} B = ⎝ ⎛ 0 1 1 0 2 0 − 2 1 3 ⎠ ⎞
b) Find the inverse of the matrix B B B in part (a) by using Cayley-Hamilton theorem.
c) Using the fact that det ( A B ) = det ( A ) det ( B ) \det(AB) = \det(A)\det(B) det ( A B ) = det ( A ) det ( B ) for any two matrices A A A and B B B , prove the identity ( a 2 + b 2 ) ( c 2 + d 2 ) = ( a c − b d ) 2 + ( a d + b c ) 2 (a^2 + b^2)(c^2 + d^2) = (ac - bd)^2 + (ad + bc)^2 ( a 2 + b 2 ) ( c 2 + d 2 ) = ( a c − b d ) 2 + ( a d + b c ) 2
Solution
a) Such matrix P P P exists if there are no zero vectors among eigenvectors of given matrix (A A A or B B B )
(i) The columns of matrix P P P are given by the eigenvectors of the matrix A A A . Let's first find its eigenvalues. The characteristic polynomial of A A A :
p ( λ ) = det ( λ I 3 − A ) = det ( λ − 1 3 − 2 λ + 1 − 6 − 1 1 λ − 4 ) = λ 3 − 3 λ 2 + 7 λ − 5 p(\lambda) = \det(\lambda I_3 - A) = \det \begin{pmatrix} \lambda & -1 & 3 \\ -2 & \lambda + 1 & -6 \\ -1 & 1 & \lambda - 4 \end{pmatrix} = \lambda^3 - 3\lambda^2 + 7\lambda - 5 p ( λ ) = det ( λ I 3 − A ) = det ⎝ ⎛ λ − 2 − 1 − 1 λ + 1 1 3 − 6 λ − 4 ⎠ ⎞ = λ 3 − 3 λ 2 + 7 λ − 5
Since eigenvalues satisfy the equation p ( λ ) = 0 p(\lambda) = 0 p ( λ ) = 0 , we obtain the following eigenvalues
λ 1 , 2 , 3 = 1 \lambda_{1,2,3} = 1 λ 1 , 2 , 3 = 1
The eigenvectors are
λ = 1 \lambda = 1 λ = 1 :
e 1 = ( 1 1 0 ) , e 2 = ( 3 0 − 1 ) , e 3 = ( 0 0 0 ) e_1 = \begin{pmatrix} 1 \\ 1 \\ 0 \end{pmatrix}, \qquad e_2 = \begin{pmatrix} 3 \\ 0 \\ -1 \end{pmatrix}, \qquad e_3 = \begin{pmatrix} 0 \\ 0 \\ 0 \end{pmatrix} e 1 = ⎝ ⎛ 1 1 0 ⎠ ⎞ , e 2 = ⎝ ⎛ 3 0 − 1 ⎠ ⎞ , e 3 = ⎝ ⎛ 0 0 0 ⎠ ⎞
Therefore there is no such matrix for A A A .
(ii) The columns of matrix P P P are given by the eigenvectors of the matrix B B B . Let's first find its eigenvalues. The characteristic polynomial of B B B :
p ( λ ) = det ( λ I 3 − B ) = det ( λ 0 2 − 1 λ − 2 − 1 − 1 0 λ − 3 ) = λ 3 − 3 λ 2 + 7 λ − 5 p(\lambda) = \det(\lambda I_3 - B) = \det \begin{pmatrix} \lambda & 0 & 2 \\ -1 & \lambda - 2 & -1 \\ -1 & 0 & \lambda - 3 \end{pmatrix} = \lambda^3 - 3\lambda^2 + 7\lambda - 5 p ( λ ) = det ( λ I 3 − B ) = det ⎝ ⎛ λ − 1 − 1 0 λ − 2 0 2 − 1 λ − 3 ⎠ ⎞ = λ 3 − 3 λ 2 + 7 λ − 5
Since eigenvalues satisfy the equation p ( λ ) = 0 p(\lambda) = 0 p ( λ ) = 0 , we obtain the following eigenvalues
λ 1 , 2 , 3 = 1 , 2 , 2 \lambda_{1,2,3} = 1, 2, 2 λ 1 , 2 , 3 = 1 , 2 , 2
The eigenvectors are
λ = 1 : \lambda = 1: λ = 1 : e 1 = ( − 2 1 1 ) e_1 = \begin{pmatrix} -2 \\ 1 \\ 1 \end{pmatrix} e 1 = ⎝ ⎛ − 2 1 1 ⎠ ⎞ λ = 2 : \lambda = 2: λ = 2 : e 2 = ( − 1 0 1 ) , e 3 = ( 0 1 0 ) e_2 = \begin{pmatrix} -1 \\ 0 \\ 1 \end{pmatrix}, \qquad e_3 = \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix} e 2 = ⎝ ⎛ − 1 0 1 ⎠ ⎞ , e 3 = ⎝ ⎛ 0 1 0 ⎠ ⎞
Therefore
P = ( − 2 − 1 0 1 0 1 1 1 0 ) P = \begin{pmatrix} -2 & -1 & 0 \\ 1 & 0 & 1 \\ 1 & 1 & 0 \end{pmatrix} P = ⎝ ⎛ − 2 1 1 − 1 0 1 0 1 0 ⎠ ⎞
b) The characteristic polynomial of B B B is given by
p ( λ ) = det ( λ I 3 − B ) p(\lambda) = \det(\lambda I_3 - B) p ( λ ) = det ( λ I 3 − B )
The Cayley-Hamilton theorem states that
p ( B ) = 0 p(B) = 0 p ( B ) = 0
Since
p ( λ ) = ∣ λ 0 2 − 1 λ − 2 − 1 − 1 0 λ − 3 ∣ = λ 3 − 5 λ 2 + 8 λ − 4 , p(\lambda) = \begin{vmatrix} \lambda & 0 & 2 \\ -1 & \lambda - 2 & -1 \\ -1 & 0 & \lambda - 3 \end{vmatrix} = \lambda^3 - 5\lambda^2 + 8\lambda - 4, p ( λ ) = ∣ ∣ λ − 1 − 1 0 λ − 2 0 2 − 1 λ − 3 ∣ ∣ = λ 3 − 5 λ 2 + 8 λ − 4 ,
we obtain
p ( B ) = B 3 − 5 B 2 + 8 B − 4 I 3 = 0 p(B) = B^3 - 5B^2 + 8B - 4I_3 = 0 p ( B ) = B 3 − 5 B 2 + 8 B − 4 I 3 = 0
Multiplying by B − 1 B^{-1} B − 1 we obtain the following
B 2 − 5 B + 8 I 3 − 4 B − 1 = 0 B^2 - 5B + 8I_3 - 4B^{-1} = 0 B 2 − 5 B + 8 I 3 − 4 B − 1 = 0
Therefore
B − 1 = 1 4 ( B 2 − 5 B + 8 I 3 ) B^{-1} = \frac{1}{4}(B^2 - 5B + 8I_3) B − 1 = 4 1 ( B 2 − 5 B + 8 I 3 )
Since
B 2 = ( 0 0 − 2 1 2 1 1 0 3 ) ( 0 0 − 2 1 2 1 1 0 3 ) = ( − 2 0 − 6 3 4 3 3 0 7 ) , B ^ {2} = \left( \begin{array}{c c c} 0 & 0 & - 2 \\ 1 & 2 & 1 \\ 1 & 0 & 3 \end{array} \right) \left( \begin{array}{c c c} 0 & 0 & - 2 \\ 1 & 2 & 1 \\ 1 & 0 & 3 \end{array} \right) = \left( \begin{array}{c c c} - 2 & 0 & - 6 \\ 3 & 4 & 3 \\ 3 & 0 & 7 \end{array} \right), B 2 = ⎝ ⎛ 0 1 1 0 2 0 − 2 1 3 ⎠ ⎞ ⎝ ⎛ 0 1 1 0 2 0 − 2 1 3 ⎠ ⎞ = ⎝ ⎛ − 2 3 3 0 4 0 − 6 3 7 ⎠ ⎞ ,
we obtain
B − 1 = 1 4 ( ( − 2 0 − 6 3 4 3 3 0 7 ) − 5 ( 0 0 − 2 1 2 1 1 0 3 ) + 8 ( 1 0 0 0 1 0 0 0 1 ) ) = = 1 4 ( 6 0 4 − 2 2 − 2 − 2 0 0 ) = ( 3 / 2 0 1 − 1 / 2 1 / 2 − 1 / 2 − 1 / 2 0 0 ) \begin{array}{l} B ^ {- 1} = \frac {1}{4} \left(\left( \begin{array}{c c c} - 2 & 0 & - 6 \\ 3 & 4 & 3 \\ 3 & 0 & 7 \end{array} \right) - 5 \left( \begin{array}{c c c} 0 & 0 & - 2 \\ 1 & 2 & 1 \\ 1 & 0 & 3 \end{array} \right) + 8 \left( \begin{array}{c c c} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{array} \right)\right) = \\ = \frac {1}{4} \left( \begin{array}{c c c} 6 & 0 & 4 \\ - 2 & 2 & - 2 \\ - 2 & 0 & 0 \end{array} \right) = \left( \begin{array}{c c c} 3 / 2 & 0 & 1 \\ - 1 / 2 & 1 / 2 & - 1 / 2 \\ - 1 / 2 & 0 & 0 \end{array} \right) \\ \end{array} B − 1 = 4 1 ⎝ ⎛ ⎝ ⎛ − 2 3 3 0 4 0 − 6 3 7 ⎠ ⎞ − 5 ⎝ ⎛ 0 1 1 0 2 0 − 2 1 3 ⎠ ⎞ + 8 ⎝ ⎛ 1 0 0 0 1 0 0 0 1 ⎠ ⎞ ⎠ ⎞ = = 4 1 ⎝ ⎛ 6 − 2 − 2 0 2 0 4 − 2 0 ⎠ ⎞ = ⎝ ⎛ 3/2 − 1/2 − 1/2 0 1/2 0 1 − 1/2 0 ⎠ ⎞
c) Let's consider two matrices:
A = ( a b d c ) , B = ( a d b c ) A = \left( \begin{array}{c c} a & b \\ d & c \end{array} \right), \qquad B = \left( \begin{array}{c c} a & d \\ b & c \end{array} \right) A = ( a d b c ) , B = ( a b d c )
Then
A B = ( a b d c ) ( a d b c ) = ( a 2 + b 2 a d + b c a d + b c c 2 + d 2 ) A B = \left( \begin{array}{c c} a & b \\ d & c \end{array} \right) \left( \begin{array}{c c} a & d \\ b & c \end{array} \right) = \left( \begin{array}{c c} a ^ {2} + b ^ {2} & a d + b c \\ a d + b c & c ^ {2} + d ^ {2} \end{array} \right) A B = ( a d b c ) ( a b d c ) = ( a 2 + b 2 a d + b c a d + b c c 2 + d 2 )
Since
det ( A B ) = det ( A ) det ( B ) , \det (A B) = \det (A) \det (B), det ( A B ) = det ( A ) det ( B ) ,
we obtain
det ( a 2 + b 2 a d + b c a d + b c c 2 + d 2 ) = det ( a b d c ) det ( a d b c ) \det \left( \begin{array}{c c} a ^ {2} + b ^ {2} & a d + b c \\ a d + b c & c ^ {2} + d ^ {2} \end{array} \right) = \det \left( \begin{array}{c c} a & b \\ d & c \end{array} \right) \det \left( \begin{array}{c c} a & d \\ b & c \end{array} \right) det ( a 2 + b 2 a d + b c a d + b c c 2 + d 2 ) = det ( a d b c ) det ( a b d c ) ( a 2 + b 2 ) ( c 2 + d 2 ) − ( a d + b c ) 2 = ( a c − b d ) ( a c − b d ) (a ^ {2} + b ^ {2}) (c ^ {2} + d ^ {2}) - (a d + b c) ^ {2} = (a c - b d) (a c - b d) ( a 2 + b 2 ) ( c 2 + d 2 ) − ( a d + b c ) 2 = ( a c − b d ) ( a c − b d ) ( a 2 + b 2 ) ( c 2 + d 2 ) = ( a c − b d ) 2 + ( a d + b c ) 2 (a ^ {2} + b ^ {2}) (c ^ {2} + d ^ {2}) = (a c - b d) ^ {2} + (a d + b c) ^ {2} ( a 2 + b 2 ) ( c 2 + d 2 ) = ( a c − b d ) 2 + ( a d + b c ) 2
**Answer:**
a)
(i) Such a matrix does not exist
(ii) ( − 2 − 1 0 1 0 1 1 1 0 ) \left( \begin{array}{ccc} - 2 & -1 & 0\\ 1 & 0 & 1\\ 1 & 1 & 0 \end{array} \right) ⎝ ⎛ − 2 1 1 − 1 0 1 0 1 0 ⎠ ⎞
b) ( 3 / 2 0 1 − 1 / 2 1 / 2 − 1 / 2 − 1 / 2 0 0 ) \left( \begin{array}{ccc}3 / 2 & 0 & 1\\ -1 / 2 & 1 / 2 & -1 / 2\\ -1 / 2 & 0 & 0 \end{array} \right) ⎝ ⎛ 3/2 − 1/2 − 1/2 0 1/2 0 1 − 1/2 0 ⎠ ⎞
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