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(A + B)T = AT + B T
(AB)T = B T AT
AT = A
Determinants:
a1 a2
For a 2 × 2 matrix A = :
b1 b2
a1 a2
|A| =
= a1 b2 − b1 a2
b1 b2
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 1 / 22
Matrix Review
a1 a2 a3
For a 3 × 3 matrix A = b1 b2 b3 :
c1 c2 c3
a1 a2 a3
|A| = b1 b2 b3
c1 c2 c3
b2 b3 b1 b3
= a1 − a2
c2 c3 c1 c3
b1 b2
+a3
c1 c2
= a1 b2 c3 − a1 c2 b3 − a2 b1 c3
+a2 c1 b3 + a3 b1 c2 − a3 c1 b2
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 2 / 22
Matrix Review
Inverse of a matrix:
Note that inverse of a square matrix A exists if |A| =
6 0.
adj(A)
A−1 = |A|
AA = A−1 A
−1 =I
−1
(AB) = B −1 A−1
−1 T
AT = A−1 = A−T
a1 a2
For a 2 × 2 matrix A = :
b1 b2
−1 1 b2 −a2
A =
|A| −b1 a1
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 3 / 22
Matrix Review
a1 a2 a3
For a 3 × 3 matrix A = b1 b2 b3 :
c1 c2 c3
b2 c3 − c2 b3 − (a2 c3 − c2 a3 ) a2 b3 − b2 a3
1
A−1 = − (b1 c3 − c1 b3 ) a1 c3 − c1 a3 − (a1 b3 − b1 a3 )
|A|
b1 c2 − c1 b2 − (a1 c2 − c1 a2 ) a1 b2 − b1 a2
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 4 / 22
Matrix Review
Eigenvalues of a Matrix:
Equation for determining eigenvalues |λI − A| = 0.
The above expression always reduces to finding the roots of
λn + a1 λn−1 + · · · + an−1 λ + an = 0
(λI − A) v = 0
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 5 / 22
Matrix Review
Example
0 1
Find the eigenvalues of A = .
−6 −5
Let’s find the roots of |λI − A| = 0
1 0 0 1
|λI − A| = λ −
0 1 −6 −5
λ −1
=
6 λ+5
= λ2 + 5λ + 6
= (λ + 2) (λ + 3)
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 6 / 22
Matrix Review
Example
For λ1 = −3
0 0 1 1 0
= +3 v1
0 −6 −5 0 1
3 1 v11
=
−6 −2 v12
3v11 + v12
=
−6v11 − 2v12
1
So v1 = . Note that any multiple of v1 would be an
−3
eigenvector.
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 7 / 22
Matrix Review
Example
For λ2 = −2
0 0 1 1 0
= +2 v1
0 −6 −5 0 1
2 1 v11
=
−6 −3 v12
2v11 + v12
=
−6v11 − 3v12
1
So v2 = . Note that any multiple of v2 would be an
−2
eigenvector.
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 8 / 22
Matrix Review
Rank {(A − λI )p } = n − m
Note that n ≥ m.
Step 2: For 1 ≤ k ≤ p, find Nk
n o n o
Nk = Rank (A − λI )k−1 − Rank (A − λI )k
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 9 / 22
Matrix Review
Step 3: Find a vector, denoted by vp , such that
(A − λI )p vp = 0
but
(A − λI )p−1 vp 6= 0
then find
vj = (A − λI ) vj+1
where j = (p − 1) , (p − 2) , · · · , 1.
All the v vectors we find are generalized eigenvectors.
Step 4: Reduce each Nk by 1. If all Nk = 0 then the procedure is
complete.
Step 5: Find the largest k for which Nk is not zero. Call it κ. Find a
vector vκ that is linearly independent of previous vector v . Then find
vj = (A − λI ) vj+1
where j = (κ − 1) , (κ − 2) , · · · , 1.
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 10 / 22
Matrix Review
Example
Find
the eigenvalues
and the corresponding eigenvectors of
1 1 2
A = 0 1 3 .
0 0 1
The eignevalues of A are found as λ = 1 with a multiplicity of m = 3.
Step 1: For an eigenvalue repeated 3 times in the 3 × 3 matrix A, find
the smallest p such that
Rank {(A − λI )p } = n − m = 3 − 3 = 0
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 11 / 22
Matrix Review
Example
For p = 1
1 1 2 1 0 0
(A − λI ) = 0 1 3 − λ 0 1 0
0 0 1 0 0 1
0 1 2
= 0 0 3
0 0 0
⇒ Rank {(A − λI )} = 2
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 12 / 22
Matrix Review
Example
For p = 2
0 1 2 0 1 2
(A − λI )2 = 0 0 3 0 0 3
0 0 0 0 0 0
0 0 3
= 0 0 0
0 0 0
n o
⇒ Rank (A − λI )2 = 1
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 13 / 22
Matrix Review
Example
For p = 3
0 0 3 0 1 2
(A − λI )3 = 0 0 0 0 0 3
0 0 0 0 0 0
0 0 0
= 0 0 0
0 0 0
n o
⇒ Rank (A − λI )2 = 0
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 14 / 22
Matrix Review
Example
n o n o
N2 = Rank (A − λI )1 − Rank (A − λI )2
= 2−1=1
n o n o
N3 = Rank (A − λI )2 − Rank (A − λI )3
= 1−1=0
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 15 / 22
Matrix Review
Example
0
Step 3: v3 = 0 satisfies the following
1
(A − λI )3 v3 = 0
(A − λI )2 v3 6= 0
From the general formula vj = (A − λI ) vj+1 for j = 2, 1, we find
0 1 2 0 2
v2 = 0 0 3 0 = 3
0 0 0 1 0
0 1 2 2 3
v1 = 0 0 3 3 = 0
0 0 0 0 0
Note that v1 , v2 and v3 are the generalized eigenvectors.
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 16 / 22
Matrix Review
Example
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 17 / 22
Matrix Review
Example
Find
the eigenvalues
and the corresponding eigenvectors of
1 1 2
A = 0 1 3 .
0 0 2
The eignevalues of A are found as λ = 1 with a multiplicity of m = 2
and λ = 2 with a multiplicity of m = 1.
Step 1: For an eigenvalue repeated 2 times in the 3 × 3 matrix A, find
the smallest p such that
Rank {(A − λI )p } = n − m = 3 − 2 = 1
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 18 / 22
Matrix Review
Example
For p = 1
1 1 2 1 0 0
(A − λI ) = 0 1 3 − λ 0 1 0
0 0 2 0 0 1
0 1 2
= 0 0 3
0 0 1
⇒ Rank {(A − λI )} = 2
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 19 / 22
Matrix Review
Example
For p = 2
0 1 2 0 1 2
(A − λI )2 = 0 0 3 0 0 3
0 0 1 0 0 1
0 0 5
= 0 0 3
0 0 1
n o
⇒ Rank (A − λI )2 = 1
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 20 / 22
Matrix Review
Example
(A − λI )3 v2 = 0
(A − λI )2 v2 6= 0
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 21 / 22
Matrix Review
Example
Asst. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control Systems May 16, 2010 22 / 22