Ayres Matrices Text

SCHAUM'S
OUTLINE
SERIES
THEORY aiMl>ROBLEMS
of
MATRICES
by
FRANK AYRES,
JR.
including
Completely Solved
in
Detail
SCHAUM PUBLISHING
NEW YORK
CO.
SCHAVM'S OUTLINE OF
THEORY
AI\[D
OF
PROBLEMi;
MATRICES
BY
FRANK AYRES,
JR., Ph.D.
Formerly Professor and Head,
Department of Mathematics
Dickinson College
^CÔ
-^
SCHAIJM'S OUTLINE SERIES

McGRAW-HILL BOOK COMPANY
New
York, St. Louis, San Francisco, Toronto, Sydney
('opyright
1962 by McGraw-Hill, Inc.

of America.
AH
Rights Reserved.
Printed in the
be reproduced,
United
States
No part
of this publication
may
stored in a retrieval system, or transmitted, in any form or by any means,

electronic, mechanical, photocopying, recording, or otherwise,
without the prior
written permission of the publisher.
02656
78910 SHSH 7543210
Preface
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
rial,
is
essential matedesigned primarily to serve as a useful supplement to current texts and as a handy reference 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.
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 concerned, from that of matrices with complex elements. Each chapter contains a statement of pertinent 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 supplementary 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, theorem, 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
lems
is
to enable the reader,
in
if he persists through the introductory paragraphs and solved probany 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
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
ingenuity.
is
much
directed to the supplementary problems of the first two chapters. mastery of these will do to give the reader confidence to stand on his own feet thereafter.
The author wishes

Publishing
to take this opportunity to express his gratitude to the staff of the
Schaum
Company
for their splendid cooperation.
Frank Ayres,
CarHsle, Pa.
Jr.
October, 1962
CONTENTS
Page
Chapter
MATRICES
Equal matrices. Products by partitioning.
Matrices.
Sums
of matrices.
Products of matrices.
Chapter
SOME TYPES OF MATRICES

Scalar matrices. Diagonal matrices. The identity 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.
10
Triangular matrices.
Chapter
DETERMINANT OF A SQUARE MATRIX.

Determinants of orders 2 and 3. Properties of determinants, and cofactors. Algebraic complements.
20
Minors
Chapter
EVALUATION OF DETERMINANTS
Expansion along a row or column. The Laplace expansion. Expansion along the first row and column. Determinant of a product. Derivative
of a determinant.
32
Chapter
EQUIVALENCE
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.
39
Rank
of a matrix.
Chapter
THE ADJOINT OF A SQUARE MATRIX

The
adjoint.
49
adjoint.
The adjoint
of a product.
Minor of an
Chapter
THE INVERSE OF A MATRIX.

Inverse of a diagonal matrix. Inverse from the adjoint. Inverse from elementary matrices. Inverse by partitioning. Inverse of symmetric X w matrices. matrices. Right and left inverses of
55
Chapter
FIELDS
Number
fields.
64
General
fields.
Sub-fields.
Matrices over a
field.
CONTENTS
Page
Chapter
LINEAR DEPENDENCE OF VECTORS AND FORMS

Vectors. Linear dependence of vectors, linear forms, polynomials, and matrices.
67
Chapter
10
LINEAR EQUATIONS
rule.
75
System of non-homogeneous equations. Solution using matrices. Cramer's Systems of homogeneous equations.
Chapter
11
VECTOR SPACES
Vector spaces.
section
85
space.
Sub-spaces. Basis and dimension. Sum space. InterNull space of a matrix. Sylvester's laws of nullity.
Bases and coordinates.
Chapter
12
LINEAR TRANSFORMATIONS
Singular and non-singular transformations. space. Permutation matrix.
94
Change of
basis.
Invariant
Chapter
13
VECTORS OVER THE REAL FIELD

Inner product. Length. Triangle inequality. Schwarz inequality. Orthogonal vectors and spaces. Orthonormal basis. Gram-Schmidt orthogonalization process. The Gramian. Orthogonal matrices. Orthogonal transformations. Vector product.
100
Chapter
14
VECTORS OVER THE COMPLEX FIELD

Inner product. Length. Schwarz inequality. Triangle inequality. Orthogonal vectors and spaces. Orthonormal basis. Gram-Schmidt orthogonalization process. The Gramian. Unitary matrices. Unitary transformations.
110
Complex numbers.
Chapter
15
CONGRUENCE
Congruent symmetric matrices. Canonical forms of real symmetric, skew-symmetric, Hermitian, skew-Hermitian matrices under congruence.
Congruent matrices.
115
Chapter
16
BILINEAR FORMS
Matrix form.
formations.
125
Transformations. Canonical forms. Cogredient transContragredient transformations. Factorable forms.
Chapter
17
QUADRATIC FORMS
Matrix form. Transformations. Canonical forms. Lagrange reduction. Sylvester's law of inertia. Definite and semi-definite forms. Principal minors. Regular form. Kronecker's reduction. Factorable forms.
131
CONTENTS
Page
Chapter
lo
HERMITIAN FORMS
Matrix form.
definite forms.
146
Canonical forms.
Definite
Transformations.
and semi-
Chapter lif
THE CHARACTERISTIC EQUATION OF A MATRIX

Characteristic equation and roots.
149
Invariant vectors and spaces.
Chapter
20
SIMILARITY
Similar matrices.
156
Reduction to triangular form.
Diagonable matrices.
Chapter
21
SIMILARITY TO A DIAGONAL MATRIX

Real symmetric matrices. Orthogonal similarity. Pairs of real quadratic forms. Hermitian matrices. Unitary similarity. Normal matrices.
Spectral decomposition.
Field of values.
163
Chapter
22
POLYNOMIALS OVER A FIELD

Sum, product, quotient
172
common
divisor.
Least
common
of polynomials. multiple.
Remainder theorem. Greatest Relatively prime polynomials.
Unique factorization.
Chapter
2o
LAMBDA MATRICES
The X-matrix or matrix polynomial. Sums, products, and quotients. Remainder theorem. Cayley-Hamilton theorem. Derivative of a matrix.
179
Chapter
24
SMITH NORMAL FORM

Smith normal form.
Invariant factors.
188
Elementary
divisors.
Chapter
25
THE MINIMUM POLYNOMIAL OF A MATRIX

Similarity
invariants.
196
and
non-
derogatory matrices.
polynomial. Companion matrix.
Minimum
Derogatory
Chapter
26
CANONICAL FORMS UNDER SIMILARITY

Rational canonical form. second canonical form. Hypercompanion matrix. Jacobson canonical form. Classical canonical form. A reduction to rational canonical form.
203
INDEX
215
INDEX OF SYMBOLS
219
'
chapter
Matrices
A RECTANGULAR ARRAY OF NUMBERS

"2
enclosed by a pair of brackets, such as

1
l'
3
1
(a)
1
and
(b)
-1
5 is
and subject to certain rules of operations given below
called a matrix.
The matrix
(a) could
be
considered as the coefficient matrix of the system of homogeneous
(2x + 3y + 7z = linear equations \ X- y + 5z =

[
or
as the augmented matrix of the system of non-homogeneous linear equations
i2x + 3y = 7
-
\x-
y = 5
Later,
trix (b)
we
shall see
how
the matrix
may be used
or
to obtain solutions of these
systems.
The ma-
could be given a similar interpretation

1),
we might consider
its
rows as simply the coor-
dinates of the points (1,3,

later to settle
(2, 1,4),
and (4,7, 6) in ordinary space.
origin or
such questions as whether or not the three points on the same line through the origin.
lie in the
The matrix will be used same plane with the
In the matrix
^11 ^12
'ÎS
'
(1.1)
*mi "m2 ""m3
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,
ra"
all
elements in the second row have
as
first
subscript and all the elements in

is
the fifth column have 5 as second subscript. order
matrix of
rows and n columns
said to be of
"m by
We
or
mxra.
(
(In
indicating a matrix pairs of parentheses,
),
and double bars,
||
||,
are
sometimes
used.
shall use the double bracket notation throughout.)

[a^
]
At times the matrix (1.1) will be called "the mxra matrix

[a^-]".
"
or
"the
mxn
4".
matrix A =
When
the order has been established,
we
shall write simply "the matrix
SQUARE MATRICES. When m

re-square matrix.
n, (1.1) is
square and will be called a square matrix of order n or an
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.
MATRICES
[CHAP.
EQUAL MATRICES. Two

other, that is,
if
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
and only
^^J
if
'V
if
a
and only
= 1,2,
if
ro;
1,
n)
Thus, two matrices are equal
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.
is
If
4 = [aÂ and S =
matrix
[fe.^-]
are two
mxn
matrices, their
is the
sum sum
(difference),
A B,
defined as the
mxn
A
corresponding elements of
where each element of C A and B. Thus, AB [Oy bij]

[cÂ
,
C =
(difference) of the
'\
31
1
Example
1.
It
14
and =
2
I
0'
-12
2
1)
1
then
5
A
and
+B
Lo+(-
+3 +2
+ 5j
1-2
O-(-l)
2-3
1-2
3-0 4-5
or
Two
matrices of the same order are said to be conformable for addition
subtraction.
(a)
Two
and
matrices of different orders cannot be added or subtracted. (b) above are non-conformable for addition and subtraction.
For example, the matrices
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 disis
tinguish it from [k] which is a 1x1 matrix) then by kA = Ak A by multiplying each of its elements by k.
meant the matrix obtained from
Example
2.
If
[:
'11
I
then
A+A + A
and
-2 3A
A-3
3
-5A
r-5(l)
-5(-2)"|
r-5
L-10
10-1
L-5(2)
In particular,
-5(3) J
-15j
by -A, called the negative of /4, is meant the matrix obtained from A by mulby -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.
tiplying each of its elements
Assuming
(a)
(b) (c)
that the matrices
A,B,C are conformable
for addition,
we
state:
(d)
A + B = B + A (commutative law) A + (B+C) = (A + B)+C (associative law) k(A + B) = kA + kB = (A + B)k, A- a scalar 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
fell
AB
in that order of the
Ixm
matrix A = [aî a^g ais
a^m]
and
the
mxl
^31
matrix
fi
is
meant the 1x1 matrix C = [on fen + 012
fesi
+ aimfemi]
fell
feî
That
is,
[an
Oi
'îmj
Lîi
fell
"*"
^12
feji
imi]
-|^^2
a^^fe^^J
femi
Note that the operation is row by column; each element of the row is multiplied into the corresponding element of the column and then the products are summed.
1'
Example
3.
(a)
[2
4]
[2(l) + 3(-l) + 4(2)]
[7]
L
(b)
2.
-2 [3
-1
4]
[-6 - 6+ 12]
3J
By
is
the product
AB
in that order of the
mxp
p
matrix A = [a^-] and the p
xn matrix B =
=
[bij]
meant the
mxn
matrix
C =
\c;;'\
<-
where
"-ip i>,pj
-'
Hj
iiîj + "t2 ^2; +
^^^"ikbkj
(f
1, 2,
,m-;
1,
re).
Think of A as consisting of m rows and B as consisting of n columns. In forming C = AB each row of A is multiplied once and only once into each column of B. The element c^ of C is then the product of the ith row of A and the /th column of B.
Example
4.
^11
*^ 1
'011611 + 012621
11 ^12 + "12 622

0^21
B
."31
[611
O32
621
612I 622J
021611+022^21
."31611+032621
^12 +
'^22
^22
"31612+002600
The product ^S is defined or A is conformable to B for multiplication only when the number columns 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
of
^^îned)-
See Problems
that
3-4.
Assuming
(e)
(/")
A,B,C
=
are conformable for the indicated +
sums and products, we have
A(B + C) = AB
(A +
B)C
AC
AC BC
(first distributive law) (second distributive law)
(g)
A(BC) = (AB)C
(associative law)
However,
(A) (i) (/)
AB AB AB
i=
BA, generally,
= =
AC
does not necessarily imply i = or S = does not necessarily imply B = C.
0,
See Problems
3-8.
MATRICES
[CHAP.
PRODUCTS BY PARTITIONING.
into n matrices of order pxl.
Let
A=
[a^J]
be of order
mxp
and
8=
m
[b^j]
be of order pxn.
In
forming the product AB, the matrix A is in effect partitioned into
matrices of order Ixp and B

let
Other partitions may be used.
For example,
A and 6 be
parti-
tioned into matrices of indicated orders by drawing in the dotted lines as

(piXTii)
I
(pixnj)
(p2Xra2)
(p3Xre2)
(mixpi)
(m]^xp2) (m,2Xp2)
(m-Lxps)
(P2X%)
Jmgxpi)
I
(m2Xp3)_
(psxni)
Am
Aî
A^2
I
Aig "21
A,
I
O22
"32
"31
In
any such partitioning,
in exactly the
same way; however
such that mi+ m2 =
necessary that the columns of A and the rows of 6 be partitioned m^, mg, re^, rig may be any non-negative (including 0) integers and rei+ ^2 = n. Then
it
is
^8
^llOll + '4i2021
""
'4l3"31
A-2_iiB^^
A-^-^B-12
+ A-^qBqq + '^13832
Cii
C12
c
A21B11 + 422^21 +
A^^B^^ + ^22^22 + ^423632

2
1
_C21
1^22.
1110
and B
1
Examples.
Compute
/4S, given
/I
3
1
110
12
fill
Partitioning so that
11
^12
2
3
'0
11
A21 A22
and
B
B21
^12
111
2 2
1
1
10
S22
3
1
I
we have
AB
[A^-iB-iî
+ A-12B21
A-ij^B'12 + A-i,
=
1
AqiB^^ + ^22^21
1 1 1 1 1 1
1"
^21^12 *
-^2^
B,
2
1
i4'
+ [l][2
'
1]
[2]
[3
[1
3]
0]
[?
+ [l][2]
[1
0]
2
3-1
[4
To
o]
To]
Tol
4
7
4 7
3
3 5
5 4
5JL0J
2] [2]
5 2
2
_[l
1]
[2
1]
[0]+[2]
[3
See also Problem
9.
Let A, B.C... be re-square matrices.

orders
Let A be partitioned into matrices of the indicated

(piX Ps)"
(pixpi)
(P2X pi)
(piX P2)
^" ^ (P2X Ps)
All
A21
A-^2
'
""
' j
(P2XPS)
I
A22
T
...
I
.(PsXpi)
(psXp2)
(PsXPs)
/loo
and
let
8, C,
...
may be formed using
be partitioned in exactly the same manner. Then sums, differences, and products the matrices Aî, A^2< : Sii. 5i2. - ^n, C12
CHAP.
1]
MATRICES
SOLVED PROBLEMS
1
2-10
2
1 2_
1.
(a)
4
2
'l
-5
2
2-2 3-1
15
-4
2I
3
=
ri + 3
2+(-4)
-1 +
1
4+1
2
+2
0+5 -5 + (-2)
2+0
+3
0+2 1+3
2 + (-l)
4-202 5 2 4 5 4-741
-2
-1
2
O'
1
3-412
1
(b)
2-5
1
12
2
2-2 3-1
3
1
1-3 4-1 2-2
2+4 -1-1 2-0 0-5 -5+2 1-3
0-2
1-3 2+1
-2
2
3-5
-3 -2
-1
6-3
6
3
6,
(c)
4
2
"l
12
.
-5
2
2.
-15
-1
2
o"
1
(d)
4
2
-5
-1 -2 1 -4 -2 -1 -2 5 -1 -2
-3
2.
If
3 5
4 6
and 6
-2 -5
3
P
find
1
s
D =
r
t
such that A + B -
T)
0.
1-3-p
If
A-\-B-D
3+1-r
_5+4-
2-2- ?1 4-5-s 6+3- u.

-2
0"
2-p
-
-9
"0
0"
4-r 9-
-1-s
9-u_
=
.0
-2-p
and p = -2,
4-r
and
= 4,
Then D
=
-
4
9
-1
9.
A +
3. (a)
[4
6]
[4(2) +5(3) + 6(-l)]
[17]
2(4)
(b)
2(5)
2(6)-
8 =
10
15
12 18
[4
e]
3(4)
3(5)
3(6)
12
[J
4
(c)
-1(4)
-1(5)
-1(6).
.-4 -5 -6
[1
3]
5
[
-6 -7
8
6"
10
-11 -8
1
1(4) + 2(0) + 3 (5)
(-6) + 2 (-7) + 3(8)
1(9) + 2(10) + 3(-ll)
1 (6)
+ 2(7) + 3(-8)]
[19 4
-4 -4]
r2(l) + 3(2)+4(3)1
_
'
poT
L29J
l(-4) + 2(5) + 1(2)]
(rf)
C
l]
Ll(l) + 5(2) + 6(3)J
(e)
"gl
2J
ri(3) + 2(l) + l(-2)

[4(3) + 0(1) + 2 (-2)
2J
_2
4(-4) + 0(5) + 2(2)J
8] [s -I2J
{2
.
-1
1
1"
Let
<4
=
.1
2
1.
Then
'2
A""
-1
1
\2
-1
1
r
2
1-
"5
-3
1
r
4
2.
5
and
2 3
-3 f
1
-1
1
1'
11
=
=
1
2
1
2 _3
4
2
.1
2
1.
8-18
-8
b
show
-1
-1
.8-43
The reader
will
that
A.a'^ and ^^./l^ = /4^.^^.
MATRICES
[CHAP.
5.
Show
2
that:
? 2
(b)
1=17=1
2
a-J
j=i 1=1
b^hCj^j)
^
22
3
a,-,-,
(c)
2:
k=i
2 (")
aife(
S
h=t
h=i
=
2 (2
k=i
aif,bkh)chj
^
J,
ife(*fei +'^fej)
"il^î +
2
'^lj)
+ '^t2(*2i+'^2i)
2
(ilî+''i2*2i)
(il<^17+'î2'^2i)
2 (6)
2 2
t=i j=i
a-''
2
i=i
(a^j^+ a-^ + a -p)
(an + 0^2 +
(Oil + O21)
2 2
a^g)
+ (a^t + 092 +
<223)
+ (12 + "22)
2
+ (ai3 + "23)
2
i=l
a-
"
2
i
a + a. = l ^2 i = i 13
=22
3
o--
j = ii = i
This is simply the statement that in summing all of the elements of a matrix, one may sum elements of each row or the elements of each column.
2
3
first
the
2 =
(c)
^_j
a., ( b,,c,-) tfe^^^j^ kh hy
^-^
0-il(^ll'^lj + ftl2C2J+ ÎsCsj)
(oil =
k=l
3
,^
222
a-,(bi, c
tfe^
fei
ij
6,
&,
fee
2JI
fe3
O 37'
+ 012(621^17 + b2QC2J + 623C3J)
fell
+ ai2*2i)cij + (0^1612 + aiQh.22)cQj + (aiifeis + ai2b23)cgj +

(
oifefefei)cii
^
a{fefefe2)c2f
-^
(2
fe=i
fe=i
ai<^b^^)c3j **
-^
/.l/li^^^'fe'^^'^'^r
6.
Prove: It A = [a^-] = AB + AC.
is of order
mxn
of
and
if
S =
[fe^-] ^
and C =
[c--] are of order

'
nxp, then
/}(B +
C)
The elements
feijj+cij,
of the
j'th
row
are a^^
a^^,
...
a^^ and the elements of the /th column of S
+C
sum
are
is Of
62J+
c'2j
fenj
+%j- Then
the element standing in the ith row and /th column of
A(B + C)
the
oil(feij + Cij) + afe(fe2j + C2j) +... +o.i(feni +
%i)
the elements standing in the ith row and /th column of
^^^"ikHj+^kj) AB and ^C.
S^îifefefej +^2âifeC;^j,
7.
Prove: If i = [aij] is of order then ^(6C) = (iS)C.
mxn,
if
S =
[6^-] is of order rexp,
and
if
C =
[c.-A is of order
-^
pxo
The elements
p
P
of the
j
throw
of /4 areai^.a^g, ...,a-
and the elements ofthe/th column

in the ith
of
BC
are
2
h=
i
6ih c^
P
b^f^Cf^-
'iJ'
2
P
b^j^c^j-,
hence the element standing

P +
...
row and /th column of A (BC) is

P n ^^"ik<-j^,^hh<^hj^
P + tn
ait^^b^chj +ai2^^b2h%j
=
J^
*n/i<;/ij
P n ^^^^j_"ik''kh)<^hj
n
=
n
+ (Xâif^bf^2)<:QJ +
n
+ (^^"ikbkp)<^pj
(2^^0ifefefei)cij
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

Using
(e)
(/")
in
= =
two ways that (A +B)(C +D) =

(A
and then
(/), (e),
Using
and then
(A+B)(C+D) (A+B)(C+D)
+B)C
+ (A
+B)D
AC + AD AC +BC +AD +BD.
BC
BD.
A(C +D) + B(C +D) = AC + AD ^ BC + BD = AC +BC +A.D +BD.
CHAP.
1]
MATRICES
"l
o'
1
1
l'
"l
10
1 1 1 1
'l
o'
1 1
"4
2"
9. (a)
1 1
2 3
_3
[3
2]
2 3
4
6
6 9
3
3
4
7
2_
'1
10
2
'
10
1
0'
'1
10
1
1
10
1
o"
[0]
2
:]
10
4
i
oil
1
(b)
!
10 3 10
5 6
:o]
[0
1
[0:
[0]
3]
]
j2
1
10
10
[0]
3
1
[0
"][o
2 3
12
10
18
"1
0'
4
5 6 7 6 5
5 6
2 3
4'
4
5
5
6_
1 1
-4- i
0^0
1
2 3
3|4
4 15
5
1
4 3
1
2 3
1 1
3
1
2
1
7 8
5
3
1
2
1
3 4
9
2
1
1
5 6
6 7 6
7"
2
1 1
(c)
1
2
1
4
9 8
6
7
2
1
5
8.
2
1
8 5
2
1
_0
+i
-^1
8 7
[l]-[8 7]
[l]-[6 5 4]
9
11'
"13"
[1]-[1]
'7
10 31
11
13
13
16
39"
19
41"
20
13
33 22
13
"35
24
.13
37 26
13
5
31
28
13
4]
30
.13.
20
13
8
33 22
13
7
10 35 24
13
6
13
16
19
37 26
13
5
39 41 28 30
13 13
1
[6
[l]
%i
10.
Hiyi+
os yi +
"1272
11^1
.J1
0]^2^2
Let
%2 %3
= aîy-i + 0^272 be three linear forms in y^ and yj ^-nd let

1
be a
O21 Zi +
h-2
% 2 72
new coordinates
linear transformation of the coordinates (yi, j^) into
(z^, zg).
The
result of applying
the transformation to the given forms is the set of forms

%i
%<2
=
~
(o-Li
6^j +
"*"
aj^2
621) Zi
1) ^1
+
"*"
(on ii2 +
(^2 ("3
1
'^12^22) ^2
^2 2 ^22) ^2
Z2
-.
((^2 1 C^l 1
^2 2 ^2
^12
"*"
X3
("31^11 + ^32^21) Zl
1^12 + "32 ^22)
*i
%1
"21
^3
1
012
"22
r-
Using matrix notation, we have the three forms

611
O21 612
Vl
Vr,
and the transformation
'^3
The
result of applying the transformation is the set of three forms

'xi
022
"11
"2 Os
1
%2
"^2 ^^3
pri ii2
^2
1
-1
/,
^',
2 2
622
Thus, when a set of m linear forms

formation of the variables with matrix B
in n variables
,
there results a set of
with matrix A is subjected to a linear transm linear forms with matrix C = AB
'
MATRICES
[CHAP.
SUPPLEMENTARY PROBLEMS
"l
-3'
2
,
-1
2
2I
4
,
2I 2
3_
Given A =
5
.1
4
_2
5
3_
and C =
-1
1_
J -2
-3
I
4
(a)
-f
7
4j
,
-51
Compute: A + B =
9
_3
A-C
=
_
5-3
t-2j
-1
-2 -4
(6)
Compute:
-2-4
-10
-2
(c)
(d)
-4 -2
0-S
Verify:
A + {B~C)
(A+B)-C.
that
Find the matrix
D such
1
A+D^B.
1
Verify that
=B-A
-(A-B).
-11
-1
2
1
6 12 6
12.
Given A =
generally.
-3
-1
and B
2
1
4
2
6
3
compute
AB
= Q
and
BA
-22 -11
-2
-1 -2 -1
Hence, ABi^BA
\ -3
13.
2
,
Given A =
-3 -3 -1
1
111 1-212
C
1
14
10
and C
2 3
1-1-2
-2 -1 -1
show
that
AB
AC. Thus, AB
AC
2-5-1
does not necessarily imply B
-1
3
,
3 2
,
14.
Given A =
2 3
and C
^["12
[2
3 -4"!
ij
-1
-1
0-2
=
show
that
(AB)C
A(BC).
15.
Using the matrices of Problem
11,
show
that
A(B + C)
+ B^
AB
AC
and
(A+B)C
AC +BC.
16. Explain why, in general,
(ABf ^ A^
2AB
and A^
- B^ ^ (A-B)(A+B).
-3 -5
5
17.
Given A =
-14
1
-13
B
= 0,
1
-2 -4
4
-3 -5
5
and
-3 -4
=
-13
AC
= A, that
-13
1
-2 -3
(a) (b)
show
that
AB
BA
CA
= C. =
use the results of
(a) to
show
ACB
CS^,
A'^
B"^ =
(A
-B)(A +
B),
(A
Bf
= A'^ + b'
18.
Given
Ans.
where
2
i
= -1, derive a formula for the positive integral
powers of A
I,
A, -I,
-A according
as n
=4p,
4p-l-l,
ip +
2,
4p-^3, where
/=
n
[0
ij-
19.
Show
[
that the product of
any two
or
more
-'"'[;;][-:;] [rM'i
-"]
[0 -]- ["0 3-
is a matrix of the set.
[? 0]
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;
x p
(c)
= n, p = q;
x g
CHAP.
1]
MATRICES
21.
Compute AB, given:
10
(a)
11
1
j
10
and
10
j
B
1
"
1 1 1
Ans.
1 1
2
1
0^
1
o"
1
(b)
and
1
B
--1
Ans.
m
4
1
12
1
10
'
10
'2
(c)
A
1
and
1
I
B
1
1
i i
Ans
2
10
2
22. Prove:
(a) trace (A
+ B) = trace A + trace B,
(6) trace (kA) = k trace
A.
h V,
=
-2
1
1 1
2n+r.-3y.
722"]
Y^l
^;^^^l^
y,\
[2
-3
[2
-3
2 2
-1
3
r -zi +
[-221 - 622J'
24. If
-4
= [aiji
and B = [fe^J are of order
m
=
x n
and
if
= [c^j] is of order nx. p,
show
,n).
that
(/4+B)C
=^C
the
+ BC.
25. Let
/4
= [a^-] and
[fej,-;,]
where
(i
1,
m;
1,
p;
A;
1, 2, ...
Denote by
/S-
sum
of
Pi
182
the elements of the /th row of B, that is, let fij =
j)^.
Show
that the element in the ith row of
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
26.
13.
A relation (such as parallelism,

(i
)
congruency) between mathematical entities possessing the following properties:

b.
Determinative
Reflexive
Either a is in the relation to 6 or a is not in the relation to

a is in the relation to a, for all
If a.
(II)
(iii)
Symmetric
Transitive
a is In the relation to b then b is in the relation to a.
(iv)
If a is in
the relation to b and b is in the relation to c then a is in the relation to
c.
is called an
equivalence relation.
similarity of triangles,
Show
relations.
that the parallelism of lines,
and equality of matrices are equivalence
Show
that perpendicularity of lines is not an equivalence relation.
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,
are matrices such that
AC
CA and BC
CB,
then
(AB
BA)C
C(AB
BA).
chapter 2
Some Types
of Matrices
THE IDENTITY MATRIX. A

lar;
square matrix A whose elements a^: =
for
i>j
is called
upper triangu-
a square matrix A whose elements

"ii
a^=
for
i<j
is called
lower triangular.
Thus
"12
tip o
"13
tZo o
"2n
is
03S
upper triangular and
is
lower triangular.
The matrix D
Ogj
which
is
both upper and lower triangular,
is call-
...
a,
ed a diagonal matrix.
It
will frequently be written as
diag(0]î, 022, 033,
'
^nn )
See Problem
If
1.
in the diagonal matrix
D above,
Oi^ = Ogs =
ci
k,
D
'1
is
called a scalar matrix;

/.
if.
in addition, k = l, the matrix is called the identity matrix
and
is
denoted by
For example
t"]
When
/+/ +
...
and
1
1
the order is evident or immaterial, an identity matrix will be denoted by /. Clearly, to p terms = p / = diag (p,p,p = I-I ... to p factors = /. Identity map) and
[1 .
2
c
3I
(5
,
then l2-A =
A.L
hAh
A, as the reader
may
readily show.
10
CHAP.
2]
11
SPECIAL SQUARE MATRICES.

matrix,
it
If
A and B
are square matrices such that

It
AB
= BA, then A and B are

if
called commutative or are said to commute.
is a
simple matter to show that
is
any ra-square
2.
commutes with
itself and also with
L
See Problem
If
A and B are such

matrix
that
AB
-BA,
A,
k-t-i
th^ matrices
A:
A and 6
are said to anti-commute.

If
for
which A
,fe+i
where
is a positive integer, is called periodic.
k is
the least positive integer e for which

If
A,
then A is said to be of period
k.
i =
1,
so that A^ = A, then A is callled idempotent
See Problems
3-4.
matrix
for
which
4=0,
aP
where p
0,
is
a positive integer, is called nilpotent.
If
p is the
5-6.
least positive integer for which A'^ =
ther
is said to
be nilpotent of index
See Problems
THE INVERSE OF A MATRIX.
If A and B are square matrices such that AB = BA = I, then B is called 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
3 3
-2 -3
1
1
o'
/,
Example
1.
Since
-1
=
( 1
each matrix in the product is the inverse of
12
the other.
-1
We
here, however, that if
shall find later (Chapter?) that not every square matrix has an inverse. A has an inverse then that inverse is unique.
We can show
See Problem
7.
If A and B are square matrices of the same order with inverses A^^ and B~^ respectively, then (AB)''^ = B'^-A~^, that is,
1. The inverse of the product of verse order of these inverses.
tijvo
matrices, having inverses, is the product in re-
See Problem
8.
A
utory.
matrix
A such
that A^ = I is called involutory.
An
identity matrix, for example, isinvol-
An
involutory matrix is its
own inve r$e.

See Problem
9.
THE TRANSPOSE OF A MATRIX. The

columns
of
matrix of order
an mxn matrix A
is
called the trahspose of

1
nxm obtained by interchanging the rows and A and is denoted by A' (A transpose). For
4'
example, the transpose of A
^[-e]
IS
i' =
5
6.
Note that the element
aIr
in the ith
row
and /th column of A stands

If
in the /th
row and ith column of A\
A' and ZTare transposes respectively qf

(a)
A and
B,
and
(b)
if
A:
is
a scalar, we have immediately
(A'Y =
and
(kAy = kA'
In
Problems 10 and
II.
11,
we
prove:
The transpose
of the
sum
of two matrices is the
sum
of their transposes, i.e.
(A +
BY
A'+ S'
12
[CHAP. 2
and
in.
The transpose
i.e.,
of the product of
two matrices
=
B'-A'
is the
product in reverse order of their
transposes,
(AB)'
See Problems 10-12.
SYMMETRIC MATRICES. A
matrix
1
A =
2
a^j]
is
square matrix A such that A'= A is called symmetric. symmetric provided o^-- = a,for all values of i and ,^
,
/.
Thus, a square For example,
4-5 3-5 6
2 In
is
symmetric and so also is kA
for
any scalar
k.
Problem
IV.
If
13,
we prove
an ra-square matrix, then A + A'
is
is
symmetric.
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
2
3"
zeroes.
For example,
is
skew-symmetric and so also
is
kA
for
any scalar
k.
-3 -4
With only minor changes in Problem 13, we can prove
V.
If
is
any re-square matrix, then A -
A' is
skew-symmetric.
From Theorems IV and V follows

VI. Every square matrix A can be written as the sum of a symmetric matrix B = ^(A+A') and a skew-symmetric matrix C = ^(A-A'). See Problems 14-15.
THE CONJUGATE OF A MATRIX.

called a complex number.
being the conjugate of

If
Let a and b be real numbers and let i = V-1 then, z = a+ hi is The complex numbers a+bi and a-bi are called conjugates, each the other. If z = a+ bi, its conjugate is denoted by z = a+ hi.
;
z^
= a + bi
and
Z2
z^
a~
bi,
then
Z2 =
z-^
a-
bi
= a+
bi,
that is, the conjugate of
the conjugate of a complex number z is z itself.

If
(i)
z.i=a+bi and
z-L
Z2
= c+
di,
then
z^
+ Zg = (a+c) + (b+d)i
and
of
z^
= (a+c) - (b+d)i =
is the
(a-bi) + (c-di)
of their conjugates.
that is, the conjugate of the
sum
two complex numbers

and
sum
(ii)
z^- Zg
= (ac-bd) + (ad+bc)i
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 replacing each element by its conjugate is called the conjugate of /4 and is denoted by A (A conjugate).
l
+
3
2i
-21
3 2
Example 2. When A
then
=
3i
2-3i
If
A and B
are the conjugates of the matrices

(c)
(.4)
A and B and itk

(c?)
is
any scalar, we have readily
= A
and
(X4) = ~k-A
Using
(i)
and
(ii)
above,
we may prove
CHAP.
2]
13
_VII. The conjugate of the sum of two matrices is the sum of their conjugates, (A + B) = A + B.
i.e.,
their conjugates, i.e.,
Vin. The conjugat e of the product of two matrices (AB) = A-B.

of
is the product, in the
same
order, of
The transpose We have

IX.
is
denoted by A^(A conjugate transpose).
It
is
sometimes written as
A*.
A, i.e.,
Tê transpose (Ay = (A').

2 3
of the conjugate of
is
equal to the conjugate of the transpose of
Example
3.
Prom Example
1
- 2i
-i
(AY
=
2+
3i
while
+
i
2i
A'
2
and
[l-2i
(A')
3 2
1
=
(AY
Zi
-i
+ 3iJ
HERMITIAN MATRICES. A
is
square matrix Hermitian provided a^j = uj^ for Hermitian matrix are real numbers.
1
^ =
all
[0^^]
values of
such that i and /.
A'
= A
is called Herraitian.
Thus,
/I
Clearly, the diagonal elements of an
1-i
3
2
i
Example 4. The matrix A
+j
2
is Hermitian.
-I
Is
kA Hermitian
square matrix
if
k is any real number? any complex number?

[0^^]
^ =
such that
for all
1= -A
i
is
called skew-Hermitian.
/.
Thus, ^
is
skew-
Hermitian provided
Clearly, the diagonal elements of a skew-Hermitian matrix are either zeroes or pure imaginaries.
i
a^^ = -o^--
values of
and
l-i
3i
i
2
i
Examples. The matrix A
-1-t
-2
is
skew-Hermitian.
Is
kA skew-Hermitian
it
k is any real
number? any complex number? any pure imaginary?
By making
X.
If
minor changes in Problem 13,

is
we may
prove
an ra-square matrix then 4 +
Z is
Hermitian and
A-T is
skew-Hermitian.
From Theorem X follows

XI. Every square matrix A with complex elements can be written as the sum of an Hermitian matrix B={(A + A') and a skew-Hermitian matrix C=i(A-A').
DIRECT SUM.
ization
Let A^, A^
As be square matrices of respective orders m^,
,ms.
The general-
^1 A^
...
...
diag(î,^2
...
As)
A,
of the diagonal matrix is called the direct
sum
of the Ai
14
[CHAP. 2
-1
3
Examples. Let
/4i=[2], ^5
B:}
and An
2 4
1
-2
2
12
The
direct
sum
of
A^,A^,Aq
3
is
diag(^3^,
/42, /4g)
12-1
2
1-2
Problem 9(6), Chapter
1,
illustrates
...,Ag)
s),
the
XII. If A = Aia,g {A^,A^, same order for (s = 1, 2
and
S = diag(Si, S2
= diag(îSj^, A^B^
^s).
where Ai and Behave
then
AB
^s^s)-
SOLVED PROBLEMS
ii
Or,
"12
"22
'm
11^1
22 21
1.
Since
2i
2n
OooOoo
"^22 ''2n
the product
AB
of
''ml
"7)12
"tn
''WB "Ml
''wm"m2
^mm"nn
an m-square diagonal matrix A = diag(oii, a^^ an) and any mxn matrix B is obtained by multiplying the first row of B by %i, the second row of B by a^^- and so on.
2.
Show
that the matrices
and
K
P^+*'^
commute
for all
values of
o, 6, c, J.
This follows from
\"
^1
"^l
'"^
'^l
["
*1
2
3.
-2 -4
4
is idempotent.
Show
that
-13
1
-2 -3_
2
-2 -4'
4
'
-2 -4"
4
-2
3
-4
4
-13
_ 1
-13
.
-2 -3_
-2 -3_
-2
-3
4.
Show
that if
AB
=
=
A and BA =
A-A
=
B,
then i and
= .4(34) =
are idempotent.
=
.45.4 =
(AB)A
A^ and
ABA
AB
then 4^ =
.4
and 4
is idempotent.
Use BAB
to
show
that
is idempotent.
CHAP.
2]
15
1 5.
3 6
is nilpotent of order 3.
Show
that
2
1
-1
3
-3
1 3" 1 1 1
5
-2
3 -1
and
A^.A
-1 -3
-2 -1 -3
-1 -3
-1 -1 -3
-2 -1 -3
6. If
is
nilpotent of index
0,
2,
show
=
that
= 0.
AOAf=
for n
=
any positive integer.

=
Since /? =
A^ =
a''
...
^"
Then A{IAf
A{lnA)
AnA^
= A.
7.
Let
C.
A,B,C
Thus,
5 = C= ^
be square^ matrices such that AB = 1 and CA = 1. Then ^ is the unique inverse of ^. (What is S~^?)
iCA)B =
CUB)
so that B
8.
Prove:
(AB)^ =
definition
B~^-A'^
By
{ABf{AB)
(B' -A
(AB)(ABf
=
/.
Now
B^-I-B
=
)AB
b\a''-A)B
=
B-'.B
=
/
and
AB(B~'^-A~'-)
A(B-B''^)A~^
A-A
By Problem
7,
(AB)'^ is unique; hence,
(AB)^
B-'.A-'
9.
Prove:
matrix
is involutory if
and only
if
(IA)(I+ A) =
I
0.
Suppose (I-A)(l+A) = I-A^ = 0; then A^ =
and
/I
is involutory.
Supposed
is involutory; then
A^ =
and (I-A)(I+A) =
I-A^
I-I
= 0.
10.
Prove:
Let
A'.
(A+B)' =
A' +
B'.
A = [ay] and B
= [6^].
We need
bjj_.
only check that the element in the ith row and /th column of
bj^.
S' and (A+B)' are respectively a^,
and aj^+
11.
Prove:
(AB)' =
S'i'.
Let A = [ay] be of order mxn,
[6y] be
of order
is
nxp
=
then
AB
[cy]
is of order
mxp.
The
element standing in the ith row and /th column of

ing in the /th row and ith column of (AB)'.
AB
cy
Jâife. b^j and this is also the element stand-
The elements of the

"i2
/th row of S'are

in the /th
iy, b^j
bnj
and the elements of the ith column of ^'are a^^,

B'/l'is
Hn- Then the element
row and ith column of
Thus,
(AB)' =
B'A'.
12.
Prove:
(ABC)' = CB'A'.
mite
ABC
(AB)C.
Then by Problem
,
1 1
(ABC)' = \(AB)C\' = C'(AB)' =
C'B'A'.
2g
SOME TYPES OP MATRICES
[CHAP.
13.
Show
that if
A =
[o^j]
is n-square, then
B =
[bij] =
+ A' is symmetric.
First Proof.
The element
bij = aij + aî.
oj^j]
in the ith
row and /th column of

in the /th
.4
is aij
and the corresponding element of

aî
/I'
is aji;
hence,
.4'
The element
= a^^ + aij.
row and ith column of A is
and the corresponding element of
is
hence,
bji
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
B'A' =
is
symmetric
if
and only
if
A and B
commute.
Suppose A and B commute so that Suppose
trices
AB
BA.
Then (AB)' =
BA
AB and AB
;
is
symmetric.
=
AB
is
symmetric so that (AB)' = AB.
Now
(AB)' = B'A' =
BA
hence,
AB
BA and
the ma-
A and B commute.
15. Prove:
P'AP
is
.4
the m-square matrix A is symmetric (skew-symmetric) and symmetric (skew-symmetric).

If
if
is of order
mxn then B =
If If
is is
symmetric then (see Problem 12) B'
(P'AP)' = P'A'(P')' = P'A'P
P'AP
and B
is
symmetric.
,4
skew-symmetric then B' = (P'AP)'
-P'AP
and B is skew-symmetric.
16. Prove:
If
A and B are
re-square matrices then

k.
A and 5 commute
if
and only
if
A~
kl and
B-
kl
commute
for
every scalar
Suppose A and B commute; then
AB
=
= B.4
and
+ kÎ + kÎ
=
{A-kI)(B-kI)
AB - k(A+B)
BA - k(A+B)
(B-kr)(A-kl)
Thus,
Akl
and B kl commute.
Suppose 4 -A;/ and B -kl commute; then
(A-kI)(B-kI)
AB - k(A+B)
BA - k(A+B)
+ kÎ + kÎ
=
(B
-kr\(A-kI)
AB
BA. and A and B commute.
CHAP.
21
17
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

of / is the
A:
can be written as
Wand that kA
klA =Aia.g(k,k
k) A,
where the order

20.
If .4 is
row order of A
a'^ a'^ = a'^
re-square,
show
that
A^ where
and q are positive integers.

5
2-3-5
21. (a)
Show
that
-14
1
-13
and
_3 _5
3
are idempotent.
-3
-4J
[-1
(b)
Using A and B, show that the converse of Problem 4 does not hold.
is idempotent,
22.
If
show
2
that
I-A
is
idempotent and that
AB
BA
= 0.
2
1
23. (a)
If
2
1.
show
that
.4
4.A
5! =
0.
2
2 (b) If
2
1
3 2
1
,
1
1
-1
2
show
that
-4
- 2A
- 94
0.
but
-4^
2/1
9/ /
0.
-1 -1 -1"
24.
2
1
o"
3
1
Show
that
_
1 1
-1 -1
1
=
-1
/.
-1 -1
-2 -6
2
25.
Show
that
-3
is periodic, of period 2.
0-3
-3 -4
4
is nilpotent.
26.
Show
that
-13
1
-3 -4
'12
27.
-1 -6
2 9
Show
that
(a)
and
commute.
-1 ~1 -1
_-l -1 -4_
2/3
"112'
(b)
-1/3'
and
-3/5
2/5
1/5
commute.
-12
28.
7/15 -1/5
1/15
Show
that
anti-commute and (A+
Bf
A^ +
B'^
29.
Show
that each of
anti-commutes with the others.
30. Prove:
The only matrices which commute with every n-square matrix

commute with diag(l, 2, 3). which commute with diag(aii,a22
where a,6,
c
are the n-square scalar matrices.
31. (a) Find all matrices which

(b)
Find
all matrices
a^^).
Ans.
(a) diag(a,fe, c)
are arbitrary.
18
[CHAP. 2
3 7
I
"3-2-1
is the inverse of
32.
Show
that
(a)
-4
2
"
-1
1.
-2 -4 -5
3
is the inverse of
(b)
10 2 10 4 2 10
-2100
0-2
_ 8
10
1.
-2311
33. Set
-1 -1
[3:][:Ê3
to find the inverse of
[3
4]-
^"'-
[3/2
-1/2]
are different from zero, is a
34.
Show
that the inverse of a diagonal matrix A, all of
whose diagonal elements
diagonal matrix whose diagonal elements are the inverses of those of

inverse of / is /
A and
in the
same
order.
Thus, the
-1
4 4
3"|
35.
Show
that
4-3 3-3
and
-1 0-1 -4 -4 4-3J
are involutory.
10
36. Let
10
-1
I2
/j.
by partitioning.
/I21
Show
that
A
/s
a
c
'2
0-1
(b) (kA)" = kA',
37. Prove:
(a)(A')'=A,
(c) (^^)' = (/l')^ for p
a positive integer.
38. Prove:
(ABCy
C'^B-Â-'^.
Hint. Write
ABC=iAB)C.
(c) (A'^Y^ =
39. Prove:
(a) (A-^)'^ =
A,
(b) (kA)-^ = -j-A'^,
(A'^y forp a positive
integer.
40.
Show
that every real symmetric matrix is Hermitian.
41. Prove:
(a)(A)=A,
1
(b) (A +
B)
I
A + B
i
(c)(kA)=kA,
(d)
{AB) = A B.
1
J
+
2
+ 3
42. Show:
(a)
2- 3
1
i
-i
is
Hermitian,
1
i
+
2i
(b)
-1 +
is
skew-Hermitian,
-2-3J
(c)
(<f )
-1
iB is Hermitian,
is Hermitian
and B is skew-Hermitian.
43.
If
is n-square,
show
that
(a)
AA' and A' A
are symmetric,
(6) A-irA',
AA', and A'A are Hermitian.
44. Prove:
If
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)
and C
47. Prove: 48.
is real and symmetric.
Every skew-Hermitian matrix A can be written as A = B + iC where B is real and skew-symmetric (6) A' A is real if and only if B and C anti-commute.
A' and
If
A and B commute so also do ^"^ and B'
B\
if
and A' and B"
Show
that for
m and
n positive integers, ^4
and S"^ commute
A and 5 commute.
CHAP.
2]
19
A A
49.
1
A
1
nA
,ra
Show
raA
(a)
(6)
2n('-l)A n-i
nX
A"
A
and
50. Prove:
If
is
symmetric
or
skew-symmetric then AA'= A'A
are symmetric.
51. Prove: If
is
symmetric so also is
a-4
+6/1^
+.-.+/
where
a, 6
are scalars and p is a positive
integer.
52. Prove:
Every square matrix A can

If
bfe
written as
/I
B +C where B
is
Hermitian and C is skew-He rmitian.
53. Prove:
is real
and skew-symmetric or
if
is
complex and skew-Hermitian then iA are Hermitian.
54.
Show
that the theorem of Problem 52 can be stated: Every square matrix A can be written as A =B+iC where B and C are Hermitian.
55. Prove:
If
A and B
(c)
idempotent,
are such that AB = A and ^ = B = / if ^ has an inverse.
BA
then
(a) B'A'= A'
and
A'B"= B\
(b) A"
and B' sue
56.
If^
is involutory.
show
that k(.I+A) and
kO-A)
,
are idempotent and
j(I+A)
^(I-A) =
0.
57. If the
(a)
n-square matrix A has an inverse A
show:
(A
Y=
(A')
(b)
(A)^ = A-\
of
(c)
(r)-^=(^-V
(A'''-)
Hint, (a)
Prom the transpose
AA~^
I.
obtain
as the inverse of
/!'
58.
Find
all
matrices which commute with (a) diag(i.

(b) dia.g(A.B)
i, 2, 3),
(6)
diag(l.
1, 2, 2).
Ans. (a) dia.g(A. b.c).
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

'^s)
mj^.m^
m^.
find all matrices
which commute
with
diag(î, ^2
Ans. dia.g(B^.B^
B^) where Si, S2
-85
are of respective orders m-^.m^,
m^ with arbitrary elements.
60. If
AB
= 0,
that the matrices
where A and B are non-zero n-square matrices, then A and B are called divisors of zero. A and B of Problem 21 are divisors of zero.
A^)
Show
61. If
...,
A
s),
diae(Ai.A2
and
di&giB^.B^
B^)
where ^^ and B^ are of the same order,
(J
1, 2,
show
=
that
(a) (b) (c)
A+B
AB
=
trace
diag(î+Si,^2 + S2
=
-^s
+ Bs)
diag(îBi. /I2S2
A^B^)
...
AB
trace /liB^ + trace /I2S2 +
+ trace A^B^.
62. Prove: If
^ and B
A
are n-square skew-symmetric matrices then
AB
is
symmetric
if
and only
if
A and S commute.
63. Prove: If
is n-square
and B = rA+sI, where
and
are scalars, then
A and B commute.
Prove that
Ci =
64.
Let A and B he n-square matrices and let ri, rg, si, S2 be scalars such that ri4+siB, C2 = rÂ+SQB commute if and only if A and B commute.
risj
7^
rssi.
65.
Show
(6)
/I
that the n-square matrix A will not have an inverse when (a) A has a row (column) of zero elements or 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
Determinant of a Square Matrix
PERMUTATIONS. Consider
(3.1)
together the 3! = 6 permutations of the integers 1,2,3 taken
123
4!
132
213
231
312
321
and eight of the

(3.2)
= 24 permutations of the integers 1,2,3,4 taken together
1234 1324
If in
2134 2314
3124 3214
4123 4213
we say that there is an a given permutation a larger integer precedes a smaller one, the permutation is (odd), even is inversion. If in a given permutation the number of inversions there is no inversince even called even (odd). For example, in (3.1) the permutation 123 is permutation the 312 is even since in sion, the permutation 132 is odd since in it 3 precedes 2,
it
2,
and 3 precedes 2. In (3.2) the permutation 4213 4 precedes 1, 4 precedes 3, and 2 precedes 1.
precedes
1
is
even since in
it
4 precedes
THE DETERMINANT OF A SQUARE MATRIX.
Consider the re-square matrix

'11
"12 "IS
*
Uo 1 Oo p ^03
(3.3)
-'ni
"ne "n3
and a product
(3.4)
^j, "'^L ~^3 1 ~-'2 3Jo
'^" "^n
comes from any row and one of n of its elements, selected so that one and only one element of convenience, the factors matter as a column. In from any (3.4), comes one element and only
re; the have been arranged so that the sequence of first subscripts is the natural order 1,2 of the intepermutations re! of the one some then is subscripts second sequence j^, j^ / of (Facility will be gained if the reader will parallel the work of this section bere. gers 1,2
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
By
ucts of the form (3.5), called terms of

(3.6)
signed prodthe determinant of A, denoted by U|, is meant the sum of all the different Ul, which can be formed from the elements of A; thus.
le Jlj2p=n\
The determinant
M
re
'^h
where the summation extends over
permutations hk---Jn of the integers 1,2,,

is called
of a square matrix of order
a determinant of order
re.
20
CHAP.
3]
DETERMINANT OP A SQUARE MATRIX
21
DETERMINANTS OF ORDER TWO AND THREE. Prom

-"ll
(3.6)
we have
for n
and n = 3,
CE-j^2^21
"12
12
(3.7)
^11^22
"'"
21 '^12^^21
^21
"22
11^22
and
'll
"12
"13
P*^
(3.8)
21 "31
"?
^123
ail0223S +
231
^132 Oll02s'^32
^213 Oi221<%3
"32
"S3
%2 02331
^11023032
312 Ol3'%lC'32
^321
%3 ^^2 %!
flu 022 %3
012^1033
%l(22 033 - 02S32) " "12(021 "ss " ^S^Sl) + ÎS (a2lOS2 - 022^31)
022
"^32
^3 ^3
O21
"31
053
21
<^2
^^32
+
<^33
Oi
'^Sl
Example
1
1.
21
1-4
(a) 3 2
(fc)
2-3
-2
-11
2-0
(-1)3
+ 3
3 2 3 5 10
1 1
(O
11
01
2
11
+
2
11
2(0-0
2
(d)
1
-1-1) - 3(1-0 -1-2) + 5(1-1-0-2)
2(-l)
- 3(-2) +
5(1)
-3 -4
0-2
-5 -6
2{0(-6)-(-2)(-5)! - (-3){l(-6)- (-2)0! + (-4) {l(-5) -20

18
O-o!
20
-18
See Problem
1.
PROPERTIES OF DETERMINANTS.
nant
Throughout this section, A
is the
square matrix whose determi-
Ul
is
given by (3.6).
and we have
I.
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
If
is zero, then U| =0. Consider the transpose A' of A. It can be seen readily that every term of (3.6) can be obtained 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.
every element of a row (column) of a square matrix A
a scalar k.
fth
Denote by B the matrix obtained by multiplying each of the elements of the ith row of A by Since each term in the expansion of |5| contains one and only one element from its row, that is, one and only one element having A; as a factor,
\B\
1
P
\: , , a. , n^n \ *%'2---i'iii2J2----anj^!
.
Jc\A\
Thus,
22
DETERMINANT OF A SQUARE MATRIX
[CHAP.
every element of a row (column) of a determinant U| is multiplied by a scalar k, the determinant is multiplied by k; if every element of a row (column) of a determinant \A\ has k as
III.
If
a factor then k
a 7']^]^
O\
OrQ
1
may be factored from

ltd AQ
/l'
\A\
For example,
CI
t*
QO
f (X'
product in (3.6) of
(3.6) is the
Let S denote the matrix obtained from A by interchanging its ith and (i+l)st rows. Each \A\ is a product of |s|, and vice versa; hence, except possibly for signs,
expansion of
i
\b\.
In
counting the inversions in subscripts of any term of (3.6) as a
term of
its
\b\,
before i+1 in the row subscripts is an inversion; thus, each product of (3.6) with
|s|
sign changed is a term of

IV.
If
and
\e\
= -
\A\.
Hence,
is
obtained from A by interchanging any two adjacent rows (columns), then \b\ =
- \a\.
As a consequence
V.
VI.
|s|
If
of
Theorem
IV,
we have
its
is
obtained from A by interchanging any two of
rows (columns), then
\b\
= -\A\.
If
is
obtained from A by carrying
its ith
row (column) over p rows (columns), then
= (-i)ÛI.
VII.
If
two rows (columns) of A are identical, then

of the first
\A\
Suppose that each element

(j
row of A
is
expressed as a binomial
%,
^li
b-^:
c-^j,
= 1,2,
...,n).
Then
^Jd2
in
ii2
O22
^^îi ^
"î^ "2 J23 J5
""in
Os-,-
p^kk^ Jn ^^k'^k'^k-h,. 21
"njn^
Os,
"Jn
^13
^m
02n
'In
"23
Oni
In general,
VIII.
If
n2
"na
'^nn
-^n2
'-"ns
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.
The most useful theorem

IX.
If
is
is obtained from
A by adding
to the
elements of
its ith
tiple of the corresponding elements of another row (column), then
\b\
row (column), a scalar mul= \a\. For example.
Cfrii
T"/CCEog
{-
^22
Clf=n
Clnr
Clr^r,
Clf,',
Karin.
Cfg ^
H'Qri^
^Q'2
"^
i^Clr
Zgg +
ka^^
See Problems 2-7.
FIRST MINORS AND COFACTORS. Let A

by
(3.6).
be the re-square matrix (3.3) whose determinant \A\ is given
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
or of \a\
and denoted by
\M^j\.
CHAP.
3]
23
More frequently,
cofactor of
a^
it is
and
is
called the minor of Oy. denoted by a;
The signed
minor,
(-if'*'^ \Mij\
is
called the
"V
11
12
'^SS
''13
Example
2.
If
"21
"'31
"23
''SS
^^32
M 11
and
22
"23
"21 "23
ki2
"32 "33
"31
21
22
kic
"33
"31
"32
1+1
I
1 + 21
(-1)
kll
1^11
ai2
I
(-1)
\m.
1^12!
14-31
(-1)
ki3
Then
(3.8) is
Ml
= =
aiilA/iil
O12IM12I
+
aislMigl
"11*11
ai20ii2
"130^13
In
Problem
9,
we prove
of the determinant U|, where A is the matrix of (3.3), is the sum of the products obtained by multiplying each element of a row (column) of U| by its cofactor, i.e..
X.
The value
n
(3.9)
Ul
aiiflii
a^g a^g
în * in
^ aik'kk
n
fe?i"fei*j
(3.10)
Ml
"îfîf +
021*2/ +
a^jd^j
(ij, = 1,2
n)
Using Theorem
XI.
VII,
we can prove
of
ra-square
The sum of the products formed by multiplying the elements of a row (column) matrix A by the corresponding cofactors of another row (column) of A is zero.
If
an
Example
3.
is the matrix of
Example
2,
we have
+ +
"320^32
and
while
"310^31
+
+
"330^33
= =
Ul
'4
I
I
"12*12
"22*22
"32*32
and
"31*21 "12*13
+
+
"32*22
"22*23
+
+
"SS*23 "32*33
= =
See Problems 10-11.
MINORS AND ALGEBRAIC COMPLEMENTS. Consider the matrix (3.3). Let i^ arranged in h, i^ order of magnitude, be m, (1 < m < ra), of the row indices 1,2 n and let j^, j^ /^ arranged in order of magnitude, be m of the column indices. Let the remaining row and cofumn indi,
ces, arranged in order of magnitude, be respectively
i^,^,,
i^
a separation of the row and column indices determines uniquely two matrices
a.,
,
and /+;+2
Such
'l'J'2
'î.
Jm
.Jl.j2.-
im
(3.11)
i2.ii
''2.
72
i2 :h
^n
"^m Ji
%J2
^n
24
[CHAP.
and
''m+i'J'm+i
'-m
+ i'Jffl+s
n.7n
^ra+2>Jn
.7ra
+ i'Jm+2'
Jn
''m
+ S'Jm +
^m+2>7m+2
(3.12)
^^Jm-i-i
^n'j7ii+2
^ri'Jn
called sub-matrices of ^.
The determinant
of each of these sub-matrices is called a minor of

J1.J2.
A and the
pair of minors
Jm
J'm-'-i'Jn^-Q
Jn
''r
and
^m+l'
'-m-^2
are called
complementary minors
5 -square matrix
of A,
each being the complement of the other.
Examples. For the
[iij.
"I'Z
%4
^^34
'^15
'^SS
I
i
1,3 '^2,5
'^21
I
'^23
2,4,5
~
I I
and
f^Sl
'
'^l, 3.4-
"32 "42
63
"44
^^45
are a pair of complementary minors.
Let
(3.13)
U +
q
In
+ in +
h
+
i
and
(3.14)
i-n
+1 +
fm+2 +
+ *n +
^ra
+ /m+2 + " + In
Ji, is.
J,
The signed minor
(-1)
A,-
is called the algebraic Jn

^n
complement
of
Jm-'-i'Jn-i-2
7(4-1.
'to+2
J+i'Jm,+2
7n is called
and
(-l)'^
/I.
''m,+
the algebraic complement of

J1.72
l>^m+2> ''-
Jm
^n
H>h
Exainple4. For the minors of Examples.
I
2+-5 + 14-31
13
Ap' g
(-1)
I
=
I I
,1.3
/i^
I 1
is
the algebraic complement
Of
,2 4 5 A.{3\i
and
l(-3 + 4-^2l-446
(-1)
.2,4,5 A-^ 34
-I
2 4 5 îjg',4
is
the algebraic complement of

is
1.3
^îs
Note that the sign given to the two complementary minors
the same.
Is this
always true?
.Ji
Ji
When m =
l,
(3.11)
becomes
J2.J3.
A
Jn
is
OL-Lj.
[%ii]
Ml
i
I
and
"HJi
an element of A.
The
complementary minor
algebraic complement is the cofactor
in the notation of the section
above, and the
minor of A, whose diagonal elements are also diagonal elements of A,
is
called a principal
of A; the alge-
minor of A.
The complement of a principal minor of A is also a principal minor braic complement of a principal minor is its complement.
CHAP.
3]
DETERMINANT OP A SQUARE MATRIX
25
Examples. For the 5-square matrix A
H'
"?2
"11
"24
044
(^25
"15
^1.3
and
31 S3
A,
,t
0^2
045
52
are a pair of complementary principal minors of
.
"54
055
A What is the algebraic complement of each ? The terms minor, complementary minor, algebraic complement, and principal minor as defined above for a square matrix A will also be used without change in connection with U
|
See Problems 12-13.
SOLVED PROBLEMS
1- (")
1-1
1
!l 4|
2
2-4
- 3(-l)
11
4
(b)
5l
3
5
4 6
5 7 6
(1)
6
5 7
3 5
4
(l)(4-7
5-6)
=
+ 2(3-6
4-5)
71
-2-4
-18
-6
(c)
3
5
1
4
6
15
21
1(4-21
11
id)
3
1
5 3
1(3-3
5-1)
2.
Adding to the elements of the

-4
1 1 1 1 1
first
column the corresponding elements

1 1 1 1 1 1 1 1 1
of the other
columns,
1
1 1 1
-4
1
1
1 1
-4
1
1
-4
-4
1 1
1 1
-4
1
-4
1
-4
-4
by Theorem
I.
3.
Adding the second column

using Theorem
to the third,
Vn
1
removing the common factor from this third column and

a+b+ c a
b
c
a
b c
h
c
1 1 1
a
b
c
1 1 1
1 1
+a
a+h
a+b+c a+b+c
(a + b + c)
1 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
[CHAP.
Oj^+fej
a^+b^
62 + ^2
ag+63
&3+^3
"s+^s+'^s
b-i
6^+C-L
62+ ^2
C2 + a2
^3+^3
i^+Ci
a5^+5]^+Cj^
bi + c^
b^+c^
b^+Cr
Cj+a^
C3+a3
a2+fe2+"^2
62
bi
63
62 C2
^3 Cg
a^^
02
^2 C2
flg
6^ +
C-L
62+^2
02
^3+^3
'^3
Cl
a-,
bi
C]^
63 Cg
a^
Oo 03
Oi
5.
%
^2
1
1 1
Without expanding, show that
Ul
02
-(Oj^
- 02) (02 ~
'^s) ('^s
%)
Og
Og
Subtract the second row from the
first;
then
Oi + a2
1 1
l-2
2
fl-j^
^2
ar,
02
2
(a^
2 02)
a2
2
O2
by Theorem
III
Og
Og
Similarly,
Og
ag
and
oj^-oj is a factor of U|.
a^-a^ and ag-a^
are factors.
Now M|
is of order three in the
letters; hence.
(i) \a\
k(a^^-a^)(a^-as)(as-a^)
A:
The product of the diagonal elements. 0^02. is a term of \a\ and, from (i), the term is -kaâ^. Thus, -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.
6.
Prove:
If
is
is
skew-symmetric and of odd order 2pskew-symmetric, -4'= -A; then Ut = -U! and Ul = 0.
1,
then Ml =
Since A
\-A
(-if^-^-UI
- Ul- But, by Theorem
II,
Ul
Ul; hence,
7.
Prove:
If
is
is
Hermitian, then \A\ is a real number.

Hermitian. A = A'
,
Since A
and
=
\a\ =
U'| =
U| by Theorem
II.
But
'^
if
Ul
then
îij2...j"yi%
%;
+ *'
Ul
=
|eii;2---Jnîii"2i?--^"in
"
"
^'
Now Ul
Ul
requires 6 = 0; hence.
U|
is a real
number.
2 3
8.
For the matrix A
2 2
12
a,,
=
(-ir'\l 12
(-ly
,2+1
?1
2 3
2,
ai2 =
(-1) 1+2
2
2 3 2
-2,
Mi3 =
1+3 (-ly
|i
11
2I
2 2
2 2 2 3
a22 = (-1)
2+2I
-1,
a,23
(-1)
2+3
1 1
2 3 2
(-ly
3+
age
(-1) 3+2I
3 2I
a 33
(-1)
3+3I
31
CHAP.
3]
27
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

cupies in ^,
in the display as the element, Write the display of signs for a 5-square matrix.
whose cofactor
is required, oc-
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
Now
e.
kh---Jn~
^jbjb- -in
î"''^ i"
^ P"'^tin
lJi..fe.
-in.
the
is in natural order.
Then
(a)
may
be written as
(6)
where the summation extends over the cr= (n-i)! permutations of the integers 2,3
022
(c)
n,
and hence, as
2S
<2n
"an
"ii
"11
'twill
^n2
"ns
Consider the matrix B obtained from A by moving its sth column over the first s-l columns. By Theorem \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.^
VI.
a factor.
Then
U|
as
the terms of
ais!(-if
M^/isli
are all the terms of \a\ having a^s as a factor
Thus
(3.15)
+
"11*11
since (-1)
,s+i = (-1)
+ ai5!(-lf||/,3|! + +
...
+ ai !(-!)'*" M,
+ ai2i2
+ ain*in
We have
(3.9) with
We
shall call (3.15) the expansion of
U| along
its first
ments. Let
m.r,JWlTr\T B be the
the first
umn over
s-l columns. Then
"' ''^ '^ ^^^^^ '^' ^^-^^ '' ' = '^ '^ '''î"^'J by f^P^^ting the above arguJ'*' îT^ matrix obtained from A by moving its rth row over the first r-1 rows and then its .th col^
T~l
(-1)
s-l
(-!)
\a
(-1)
u
the minor of a^^ in ^^
the minor of a.rs in
The element standing in the ^ Thus,

.
first
row and the
first
column of 5
is
a and
the terms of
is yreciseiy i precisely
are all the terms of
having a^^ as a factor.
Then
r+fel
,l,-rkU-l)
and we have (3.9)
for
j
M.rk\
2
k=i
a^jâ. rk^rk
r.
28
[CHAP.
10.
When
oLij
is the cofactor of aij in the ra-square matrix

'll
A =
"12
[a^j]
show
that
%,f-i
(h,j-i
"'1
%,j4-i
02
i +
^
^'i.n
*2n
(i)
fC^GC^-j
"T
fCiÔL^j
"T
itj^dj^j
'î
^2
"W,j-i
<%,
'^n
In making these with k^ 0^7 with Atj, This relation follows from (3.10) by replacing a^j with k^, 027 ^2J appearing is affected since none contains an element (t^j replacements none of the cofactors OLij.QL^j.
, ,
from the
th
column of A
VII, the determinant in {i) is
(i) is
I
By Theorem
when A^= a^^,

+ fea^g,
\7
(r
(r
= 1,2 n
and
s
^
/).
j).
By Theorems Vin,
A
are replaced
and VII, the determinant in
when
Ay
= 1,2
and
Write the eauality similar to (0 obtained from (3.9)
when the elements
of the ith row of
by
/ci,/c2.
3 4
5 3
(e)
28
25
38 65
83
11. Evaluate:
(a)
04
-5
1 1
(c)
2
5
42 38
56 47
-2
2
((f)
-4
4 8
(b)
-2 1 5
-3 2 4
3-4 5-6 3 2-3 4
(a)
Expanding along the second column (see Theorem X)

1
3 2
Cl-^^fX^Q
"f"
022^22 ^ ^32 32
ai2 +
a22 +
(-5)o;g2
-5
34.2I -5(-l)-'
1 2
I
5(4-6)
-10
3 4l
(b) Subtracting
twice the second column from the third (see Theorem IX)
1
4 8
4
1
-2 15
-3 2 4
2
3
8-2-4 5-2-1 4-2-2

-42
4
1
-2 -3
4
2
1 3
3(-l)''
-3
-3(14)
(c) Subtracting three times the

3 4
1
second row from the
first
and adding twice the second row
to the third
5 3
3-3(1) 4-3(2)
1
5-3(3)
3 =
1
-2 -4
2
9 3
-2 -4
9
2
-2 5
-4
-2 +
2(1)
+ 2(2)
-4+
2(3)
(-4 + 36)
-32
in (c)
(d) Subtracting the first
column from the second and then proceeding as

2
1
3-4 5-6 3 2-3 4
-4
3
5-11
4
-2 -3
1
-4 + 4(1) 2-2(1) 1 5-2(-ll) -11 3 + 4(-ll) 4-2(-2) -2 -3 + 4(-2)
27
8
-11 -41 -2 - 11
27
-41 -31 -11
CHAP.
3]
29
(e)
Factoring 14 from the
first
column, then using TheoremIX to reduce the elements in the remaining columns
2
28
25
38
14
25
38
65
14
2
3
42 38 65
56
38
25-12(2) 38-20(2) 38-12(3) 65-20(3) 47-12(4) 83-20(4)
47 83
47 83
2
4 3
-2
5
14
-12
6
9
1
-14
-1
6
4-13
12.
-14(-l-54)
1
770
-1
Show
that p and q, given by (3.13) and (3.14), are either both even or both odd.
is
Since each row (column) index

P + q
=
(1
found in either p or 9 but never in both,

(l
+ 2+-+7J) +
2+-"+n)
2-kn{n + l)
n(n +1)
or both odd.
Now
(-1)
p+q
= (-1)^
even (either n or n + 1 is even); hence, p and q are either both even and only one need be computed.
is
Thus,
12
6
13.
3 8
4
9
For the matrix
[..]
11
12 17 22
13
14 19
10 15
the algebraic
complement
of
Ao's
is
16
.21
18
23
24
20 25
,^2+3+2+4| .1,3,51 , (-1) Ml,4,5l
13
16
21 18
20 25
(see Problem 12)
23
and the algebraic complement of
'4^'4^'5|
is
I12 141
14.
Show
that the permutation 12534 of the integers
1, 2, 3. 4,
is even,
24135
is odd,
41532
is even,
odd, and 52314 is even.
53142
is
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. diagonal, upper triangular, or lower triangular then \a\ = abcde.
Show, using
(3.6), that
when ^
is
17.
Given
-4
[j J] each product is 4.
and B = [^
6J
^^^^
^^^^
AB^BA^ A'b
4 AB' ^
a'b'
^ B'a'
but that the determinant of
18.
Evaluate, as in Problem
2
(a)
1,
-1
2-2
3 =
2 3
2 4
3
27
(b)
12
2 3
(c)
-1
-2 -3 -4
30
[CHAP.
1 2
10
9
19.
(a)
Evaluate
\A
2 3
4 5 11
(b)
Denote by B Evaluate \B
| \
the determinant obtained from

to verify
-4
by multiplying the elements of
its
second column by
5.
Theorem
III.
(c)
Denote by
I
the determinant obtained from
.4
by interchanging
its first
and third columns.
Evaluate
to verify
Theorem V.
1
2 7
2 3
(d)
Show
that
2 3 5
2 3 4 4 5 3
thus verifying Theorem VIII.
4 5 8
7
3
(e)
Obtain from \A
the determinant
|o| =
2 3
by subtracting three times the elements of the
first
5-1
Evaluate
j
column from the corresponding elements of the third column.

(/) In
to verify
Theorem
IX.
subtract twice the first row from the second and four times the first row from the third. the resulting determinant.
I
U
I
Evaluate
(g) In
/I
I
multiply the first column by three and from
it
subtract the third column.

(g).
Evaluate to show that
\A
I
has been tripled.
Compare with
(e).
Do
not confuse (e) and
20.
If -4 is
an n-square matrix and 4
is a scalar,
use (3.6) to show that
U^
/t^M
|.
21.
Prove: (a)
If
U
A
= k.
then
\a\ = k =
\a'\.
|
(b) If
is skew-Hermitian, then
-4
is either real or is a pure imaginary
number.
22.
(a)
Count the number of interchanges and thus prove the theorem.

Same,
for
of adjacent
rows (columns) necessary to obtain 6 from A
in
Theorem V
(b)
Theorem
VI.
23.
Prove Theorem VII. Hint: Interchange the identical rows and use Theorem V.
Prove:
If
24.
any two rows (columns) of a square matrix A are proportional, then

VIII, III,
,4
o.
25.
Use Theorems
and VII to prove Theorem IX.
26.
Evaluate the determinants of Problem 18 as
in
Problem
11.
a b
27.
Use
(3.6) to evaluate
\A\
d
e
;
then check that \a\ =
".P/.
Thus,
if
= diag(A-^. A^).
where
g h
A^,
A^ are 2-square matrices,
U4i|
-1/3
28.
Show
that the cofactor of each element of
2/3 2/3
-2/3 -2/3 1/3 -2/3 -2/3

-4
is that element.
1/3
-3 -3
1
29.
Show
that the cofactor of an element of any row of
is the
corresponding element of the same
numbered column.
30.
Prove: (a)
If
A A
is is
symmetric then
<Xij=
0^j^
when
j
Ot--^
(b) If
n-square and skew-symmetric then
aij = (-1)
"P when
CHAP.
3]
31
31.
For the matrix A of Problem

(a)
show
that
(b)
form the matrix
12
_'^13
(^^22
32
Otgg
and show that
AC = [.
known.
^23
(c) explain
why
the result in (6) is
known as soon as
a
a^
(a) is
be
32.
Multiply the columns of
6^
c^
be
ca
c2
52
respectively by a,b.c
remove the common factor from each of
ab
ab
ca be
ca
be
the rows to
show
that
ab ca
ab
a^
33.
a
6 e
1 1 I 1
bed
a-^
a^ a
Without evaluating show that
6^
aed abd
abc
(a
e^
b)(a
c^
c)(a
d)(b
c)(i
c'^
d)(e
- d).
1 1
d^ d
d d^ d
1 1
1 ... 1
1 1
1
1 1
... ... ...
1 1
1 1 1
1...1
1
34.
Show
that the ra-square determinant
a\
0...1
("-!)
1
1 1 1
n-1
(-1)
(n~l).
1 1
1 1
...
...
1
1 1
...0
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
na^+b-^
36.
na^+b^
nb^ + c^
na^+bg nb^+Cg
ncQ + a^
(n
O]^
02
62
O3 is
Cg
Without expanding, show that
nb-j^+e^
nc-i^+a.^
+ l)(rf--n +
1)
61 Ci
nCQ+a^
Cg
X
37. Without expanding,
xb x-c
has
as a root.
show
that the equation
x-i-a
x+b +6
a
38.
x+c
a
a
a+ b
Prove
,n-i
b
{na + b).
+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 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.
bpq
dp^
i-ir
^Pq
minor of
b.
'pq
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 4 3-2 12
2 3 2
2 + 2(3)
+ 2(-2)
-2
+ 2(1)
1
4 + 2(2) 2
8-10
3-2
-6
8
1
8 2
-2
2-3(-2)
4
3 4
3-3(3)
3-3(1)
4-3(2)
5
0-2
-2405
=
-2
-2405
8
8-1
(-1)"
-6 -2
8
+ 8(-l) -1
8(8) 8(4) 8 4
+ 8(-l)
0-10
58
8
-2
5
-6 +
-2 +
'^
37
-2 + 8(8)
5
62
37
+ 8(4)
30
-(-l)- = (-l)P'
-286
See Problems 1-3
30
may be used:
For determinants having elements of the type in Example 2 below, the following variation divide the first row by one of its non-zero elements and proceed to obtain zero
or
elements in a row
Example
0.921
2.
column.
0.185
0.476
0.527 0.637
0.841
0.614
0.138
0.921
0.201
0.517
0.667
0.138
0.921
0.201
0.517
0.667
0.782
0.157 0.484
0.555
0.782
0.157
0.484 0.555
0.527
0.637
0.841
0.123 -0.384
0.872
0.312
0.799
0.448
0.872
0.312
0.799 0.448
0.309
0.492
0.196
0.217
0.240
1
0.680
0.123 -0.384
0.921
-0.320
0.921(-0.384) 0.309
0.492
1
0.309
0.492
0.196
0.217
0.196
0.217
0.680
0.240
0.680
0.240
0.309
0.265
0.757
0.921(-0.384)
0.309
0.492
0.265 0.757
=
0.217 0.240
0.921(-0.384)
0.492
0.921(-0.384)(0.104)
-0.037
32
CHAP.
4]
33
THE LAPLACE EXPANSION.

bered
I'l,
The expansion
of a determinant
of order n along a row (column) Is
a special case of the Laplace expansion.

J2
i^
Instead of selecting one row of \a\, let when arranged in order of magnitude, be selected. Prom these
m rows numm rows
n(n-
l)...(ra
1-2
....
m + l) m
minors
can be formed by making all possible selections of m columns from the n columns. minors and their algebraic complements, we have the Laplace expansion
>
Using these
Jrr.
(4.1)
|(-1)^
Jn+i' jm+2
.
Jn
i.
i.
^m4-i'% + 2
^n
where s = i^ + i^+... + i^ +A + /2 + column indices taken m at a time.

Example
3.
+h
and the summation extends over the/? selections of the
Evaluate
3-2 4 2 3-2 12
,
using minors of the
first
two rows.
3 4
-2405
Prom
(4.1),
1+2+1+21
(-1)
1 + 2+1 + SI
U1.2
+
U-5aI ^3,4
1
(-1)"
,1,31
2,41
"Mi',|-U 1,2! 3,4!

1 + 2 + 2 + 31
.2,31
_l + 2 + l + 4|
1,4
(-1)
+
,,1+2 + 2+4. .2,4 .13 , (-1) Mi'jl-Us'.
(-1)
^1,:
(-ly
1 + 2+3+4
.34
*l,2r 1^3, 4I
2 3
4
5
2 3
-2
1
2 4
-2
+
3
+
5 3 4 2
2 3
4 2 3
3
-2
4
5
-2
_2
_2
-2
+
D
-2
1
-2 4
(-13)(15)
- (8)(-6) + (-8)(-12) + (-1)(23) -
(14)(6)
+ (-8)(16)
-286
See Problems 4-6
DETERMINANT OF A PRODUCT.
(4.2)
If
A and B
are n-square matrices, then
Us
Ul-lsl
See Problem 7
EXPANSION ALONG THE FIRST ROW AND COLUMN.

(4.3)
If
^ = [aid
n
n
is
n-square, then
ii
^11 ^1
i=2
j,-=2
IJ
IJ
Where
a^
is the
cofactor of
o^ and
a^^-is the
algebraic complement of the minor
"iiîil
ii Otj
I
of^.
DERIVATIVE OF A DETERMINANT. Let

tiable functions of a variable x.
the ra-square matrix
A =
[a^,-] ^tj.
have as elements differen-
Then
34
[CHAP. 4
\A\, of \A\ with respect to x is the sum of n determinants obtained dx by replacing in all possible ways the elements of one row (column) of by their derivatives with respect to x.
I.
The
derivative,
Example
4.
x^
x^\
3
x""
2x =
1
x2 x +
x^
x+ +
1
3
x-"
dx
2x-\
X
2x-\
X
3^^
2x-i
-2
5
-2
X 6x
-2
4x
12x^
See Problem 8
SOLVED PROBLEMS
2 3
7
1.
4 2 4
-2 4 -3 10
3
-2
3
2 3 3
3-2
-2
2
1
4
2
2(2)
3
4-2(3) -3-2(-2) 10-2(4)

2
4
5
-286
4
5 3
4
5
(See Example 1)
-2
-2
There are, of course, many other ways of obtaining an element +1 or -1; for example, subtract the column from the second, the fourth column from the second, the first row from the second, etc.
first
-1
3 2 2 5
-1 +
3
-2
1
2+2
2 5
2-2(1) -2-2(2)
1-2(2)
10
2 2 3 3
2
3
4
1
2
3 3
4
1
+2
4-6 4-3
-6-2(-3)
-5
4
-3
+ 3 -3-2(3)
18-9
-4
-6
=
3-2(4)
4
4-2(4)
8-3(4)
4
1
4-3
8
4-3
4-3
-9 -4
=
1-3(4)
-72
-9-3(-3)
-11 -4
-5
3
-11 -4
1+
2j
3.
Evaluate
\A\
2-3i
2 +
: i
1-
2i
Multiply the second row by
and the third row by

1
2J;
then
+j
+i
1+2j
1+2;
+J
14j
2J 5j
(l+J)(l+2j)Ml
(-1+3j)|-^|
2
5
5-J
-4 + 7i
1+i
l
2
1
5-J
-4 + 7j -10 +
+
18
2J
1
8-
25 -
-4 + 7J -10 + 2i
2j
I
-6
and
,4
14i
25 -
5j
CHAP.
4]
35
4.
Derive the Laplace expansion of
\A\
\aij\
of order n, using minors of order
m<n
in
ji'h
Jrn
Consider the m-square minor

order of magnitude.
into the first
A;
H-''^
1
%\
of 1^1 in
which the row and column indices are arranged

,
|
row
after
by
interchanges of adjacent rows of |^ the row numbered ii can be brought row. by i^- 2 interchanges of adjacent rows the tow numbered is can be brought into the second -m interchanges of adjacent rows the row numbered % can be brought into the mth row. Thus.
i;
Now
by
(I'l- 1)
I'l,
+ (igi^
2)
numbered
+ (ijj -m) 11 + ^2+ occupy the position of the
first
+ 'm-2'"('"+l) interchanges of adjacent rows the rows m rows. Similarly, after /i + j^ + + /^ - \m(m+l)
interchanges of adjacent columns, the columns numbered /i,/2 occupy the position of the first m col/jj umns. As a result of the interchanges of adjacent rows and adjacent columns, the minor selected above occupies the upper left corner and its complement occupies the lower right comer of the determinant; moreover.
I
A has changed sign

I
cr
[1
+ ^2+ +
in
/i
= j- + i + + + /i + + ii + + in changes. Thus
Jm+i'Jn-i-2
'm-H'''m +2-
/2
+ /-"('" +1)
times which
is
equivalent to
Ji.J2'
Jm
'-m
Jn yields
' Jn
m!(ra
AH'''^
-m)! terms of (-1) \a\
or
Ji~h(a)
Jn
Jn-H' Jm+2'
"TOJ-l'
(-ir
n+2'
yields
w!(n-
m)! terms of \a\.
n(n~l)...(n-m + l) different m- square 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.
Let
I'l,
12
in be held fixed.
Prom these rows
S(-i/
where
/i, 72
Jn
I'm
Jm-1' Jvn
Jn
I
,
i^
+ i^+
+ i^ +j^ + j^ +
+ in
and the summation extends over the
different selections
in of the column indices.
5.
Evaluate
12 3 4 12 1 11 3 4 12
2
using minors of the first two columns.
(-1)^
21
1
I
|1
ll
+
2 2
(-ir
21 41
2
1
ll
+
3 ll
(-If
2
3
11
13
ll
4
1
41
(-3)(1)
(-2)(1)
(5)(-l)
6. li
A,B, and C are re-square matrices, prove
C B
Prom the
plement
is
first n
B
Its
|s|.
rows of |P| only one non-zero n-square minor, U|, can be formed. Hence, by the Laplace expansion, |p| = |.4|.|b|.
algebraic com-
7.
Prove
\AB\ =
A
| |
S
and
Suppose Problem 6
= [a^j]
= [bij]
are n -square.
Let
= [c^j] =
AB
so that
^Hkhj-
i^rom
36
[CHAP. 4
ail
012
"m
2n
021
022
"ni
n2
"nn
6ii
-1 -1
612
..
hi
?,2
621
^22
..
-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
"21
012
"m
2ra
Cii
"22
C21
"ni
"n2
"nn
Cm
612
-1 -1
h,
62
622
..
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 2n
Cii
C12
C21
C22
"nn
Cm
Cn2
^13
^m
b^n
*23
Continuing this process, we obtain finally
A
\P\
C
.
Prom
the last n rows of
only one non-
zero n-square minor, 1-/| = (-l)'^ can be formed.

= (-lf'2"^^'|c|.
Its
algebraic complement is (_i)i+24--"+ra+(n+ii+-"+2n|(-|

=
\c\
Hence,
\p\
(-i)Vlf" ^"^"lc|
and
\c\
\ab\ = U1.|b|.
Oil
8.
%2 %S
where
Oif
Let A =
021 '%2 'â
aij(x),
(i, j
= 1,2,3),
are differentiable functions of x.
Then
031 032 033
%l"22*33 +
and, denoting -ra;:
122Sa31
%s"S2"21
"
(îx"^"^ "
0:l202lOs3
"
(hs^Ô'Sl
by
a,',-,
dx
^^
^J
CHAP.
4]
37
dx
'^ll"22''S3
+ 22ll"33 + ''33"ll"22 + O32OISO2I

f
+ "l2"23"31 + 023012131
+ O31O12O23
+ %3032021
f
021013032
f
Oj^jCggOgg
f
>i23'^n''S2
OgjOj^jOgg
aÔQiOg^
0210-12033
Ogââ^^
airâ^â^.^
02205^303^
Ogjô^gOjg
Oil
0^11
o-L20î2
"*"
OisOi^g + a^-^dj^x
022(^22
+ 023(^23
"^
Og-LCXgi
+ 032(^32 + 033(^33
oil 012 Ol3

021 031
11
O12 Ol3
O22
O32
'11
"12
"13
022
023
21
O23
i2i
"22 "23
032 033
31
O33
'31
"32 "33
by Problem 10, Chapter
3.
9.
Evaluate:
3
2
(o)
11
-2 -1
3
-2000 113 4 1116

2 4
156
ic)
2 3
1
-4 4 -3 -4 -5
3
5 3
1
-304
-4 -2
-1
1
-2 -2
3
1
{b)
4
2
16 12 9
2 7
2
1
41
(d)
1
1
118
-4 -3 -2 -5 -2 2 2 -2
10. If
Is n-square,
show
that \AÂ
is real
and non-negative.
11.
Evaluate the determinant of Problem 9(o) using minors from the first two columns.
first
two rows; also using minors from the
12. (o)
Let
aJ"'
4B| Use |^B|
=
"^
and B =
''
'^
bjj
(< + 02)(6i+62) (oi
[^-02 ojj
|.4|"|B| i.4|-|B| to
1^-62
show
that
0000
61 + 163
(0161-0262)
+ (0261+0163)
(6)
Let
+ t03
a2+iaA
I
tOj^
and
62 + 164
-Og + ja^
Oi-iogJ
inii. \ts\
to
Use \AB
express (01 + 02+03 + 04X61+62+63+64) as a sum of four squares.
222222,2,2
[-62 + 864
6i-j6gJ
2
13.
1
1
Evaluate
4
5 6 5 4
3
3
2
2 2
2
using minors from the
first three
rows.
Ans. -720
1 1
1
3
3
38
[CHAP. 4
112 12
14.
Evaluate
111 110 112

12
2
using minors from the
first
two columns.
.4ns. 2
11
square matrices, use the Laplace expansion to prove
|diag(4i,.42
As)\
=
15. If
^1,^2
^^s
^"^^
Uil-U,!
....
a^ a^ Og a^
*1
16.
Expand
a-^
*2 ^3 *4
using minors of the

a^
^2 a^
flg
first
two rows and show that
a^
*4
*1
^3
a2 62 60
6..
K
17.
62
63
Use the Laplace expansion

A
to
show
that the n-square determinant
A B C
where
is fe-square, is
zero when
> 2"\A\
to = aiiOiii + ai2ai2 + OisOîs
18. In
+ ai4i4.
expand each of the cofactors a^g.

4
4
.^
OLâ. tti*
along its
first col-
umn
show
^11^11
ti
.-^
1=2 J=2
11 "IJ l^lj îl^lj^lj
where
ffi,-
is the
algebraic complement of the minor

"ii "ij
Of
U
show
that the bordered determinant
19. If a^j
denotes the cofactor of a^j in the n-square matrix A =

"11 "21
[a^,-],
"12
ire
Pi
?i
92
'^12
?n
22
"2ra
P2
Pi "11
"
"m
Pilj .^ 'J t=i j=i
Cti
^V
"ni n2
li
"nra Pre
Pn "ni
"712
"nn
92
In
Hint.
Use
(4 .3).
20.
For each of the determinants
|.4|
find the derivative.
X
()
(b)
I
2*:
2
1
;<:
a:
-1
4
a;
x-l
3
a:
1
2a:
x^
(c)
+5
2x
Zx +
3-2
-4ns.
x^+l
12a;^
x+l
15a:*,
x^
(a)
2a:
+ 9a:^-
8a;=^
,
(6)
6a:
+ 21a:^ +
(c) 6a:^
5*"^
- 28x^ +
=
9a:^
20a;
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

said to have rank
0.
non-zero matrix A is said to have rank

if
r if
at least one of its r-square
minors is different from zero while every (r+l)-square minor,

3"
1
any, is zero.
zero matrix is
'l
2 3 5
2 3
Example
1.
The rank
of
2 3
4
7
is
r=
since
2
-1^0
while
= 0.
See Problem
1.
An
A
is
re-square matrix
called singular.
A is called non-singular if its rank r=n, The matrix of Example 1 is singular.
that is,
if
A ^
0.
Otherwise,
Prom
I.
AB\
A\-\B\ follows
of
The product
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.
ELEMENTARY TRANSFORMATIONS.
on a matrix do not change either
(1)
The following operations, called elementary transformations,

its
order or its rank:
The interchange The interchange
of the ith and /th rows, denoted

of the ith
by Hij;
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
(3)
multiplication of every element of the ith column by a non-zero scalar k, denoted by Ki(k).
to the
The addition The addition
of the /th row,
elements of the sth row of denoted by Hij(k)

;
k,
a scalar, times the corresponding elements
to the elements of the ith column of ments of the /th column, denoted by K^j(k)
k,
a scalar, times the corresponding ele-
The transformations H are called elementary row transfonnations;

called elementary column transformations.
the transformations
are
The elementary transformations, being precisely those performed on

determinant, need no elaboration.
order of a matrix.
rank.
In
It
is clear that
Problem
2, it is
the rows (columns) of a an elementary transformation cannot alter the shown that an elementary transformation does not alter its
THE INVERSE OF AN ELEMENTARY TRANSFORMATION. The

tion is an operation
inverse of an elementary transformawhich undoes the effect of the elementary transformation; that is, after A has been subjected to one of the elementary transformations and then the resulting matrix has been subjected to the inverse of that elementary transformation, the final result is the matrix A.
39
40
EQUIVALENCE
[CHAP.
Example
2.
Let A
4 5 6
7 8 9
"l
3"
The The
effect of the elementary row transformation
H2i(-2)
is to
produce B
2
.7
10
8 9
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.
The inverse elementary transformations

"ij
(2')
are
-1
îj
Hi\k) = H^(i/k)
H--(k)
(3')
= HÂ-k)
K^jik)
= Kij(-k)
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, from the other by a sequence of elementary transformations.
if
one can be obtained
Equivalent matrices have the same order and the same rank.
Examples. Applying
in turn the elementary transformations
1
-1
3
4 5
12-14
5-3
-1 -2
6
W2i(-2), ^siCD. Ws2(-1).

1
-1
5 5
12-1
'^
2 -1
-2
-7
-7
-3 -3
5-3
S
Since all 3-square minors of B are zero while

the rank of
I
I
t^
0,
the rank of
is 2
hence,
^ 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.
ROW EQUIVALENCE.
lone,
If
is said to
a matrix A is reduced to B by the use of elementary row transformations abe row equivalent to A and conversely. The matrices A and B of Example 3
are row equivalent.
Any non-zero
(a)
matrix
of rank
r is
row equivalent to a canonical matrix C in which

first r
one or more elements of each of the

only zero elements.
rows are non-zero while
all other
rows have
(b) in the ith row, (i
this
(C) ]\
=1,2, ...,r), the first non-zero element element stands be numbered 't
;'.
is 1;
let the
column
in
which
<
/2
<
<
j^.
(d) the only
non-zero element in the column numbered
j^, (i
=1,2
r),
is the
element
of
the ith row.
CHAP.
5]
EQUIVALENCE
41
To reduce A
(ii) (is) If
to C,
7^
suppose
/i is
the
to
number of the
it
first
non-zero column of A.
aij 171
0,
use
but
//i(l/oi,iji
reduce
ffij,
to
1,
when necessary.
(i^).
If
a; J
Vi
o^ ^^7
0,
use
and proceed as in
(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

72 is the
first row,
B =
C.
Other-
wise, suppose
number of the
if
first
column
bqj^
in
use ^2(1/^2^2) as in
in
(il),
(ii);
&2J2=
but
0,
which this does not occur. If &2j ^ 0, use H^^ and proceed as in (ii). Then, as
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
is reached.
ff2i(-2), ffgiCD
Example
4.
The sequence of row transformations to A of Example 3 yields

1
2(l/5)
//i2(l). //ssC-S)
applied
2 4
-1
3
4
5
^\j
-1
5
1
'\^
-1
1
1
'%^
2
1
17/5
2
1
-3
-2
-7
-3
-3/5 -3
-3/5
having the properties
(a)-(rf).
See Problem
4.
THE NORMAL FORM OF A MATRIX. By means

r
of elementary transformations any matrix A of rank
>
can be reduced
to
one of the forms

/.
(5.1)
\l%
"'"'
own normal
M
form. of the first row
first
1
called its normal form.
zero matrix is its
Since both row and column transformations may be used here, the element
obtained in the section above can be moved into the
first
first
column.
Then both the

1
row and
column can be cleared of other non-zero elements. row can be brought into the second column, and so on.
For example, the sequence
/^32(-l), ^42(3)
ff2i(-2),
Similarly, the element
of the
second
^31(1).
^2i(-2),
I
Ksi(l),
X4i(-4).
K23, K^{\/%),
applied to 4 of Example 3 yields
the normal form.
See Problem
5.
ELEMENTARY MATRICES.
The matrix which results when an elementary row (column) transforma-
row (column) matrix. Here, an elementary matrix will be denoted by the symbol introduced to denote the elementary transformation which produces the matrix.
0' 1
tion is applied to the identity matrix /^ is called an elementary
Example
5.
Examples
of elementary matrices obtained from
/g
1 1_
"0
1
1
0'
'1
0"
'l
0' 1
= K,
1_
Ha(k)
K-sik).
H^g(k)
k
1_
K^^yk)
_0
k_
42
EQUIVALENCE
[CHAP.
Every elementary matrix
is non-singular.
(Why?)
The
effect of applying an elementary transformation to an
mxn
matrix
A can be produced by
multiplying
A by an elementary
matrix.
To
to
Ijn
effect a given elementary row transformation on
of order
to form the corresponding elementary matrix
and multiply A on the
mxn, apply the transformation left by H.

/ to
To
effect a given elementary
form the corresponding elementary matrix

~1
column transformation on A, apply the transformation to K and multiply A on the right by K.

"O
3~
f
1
'l
3~
"7
9"
Example
6.
When A
4 5 6
_7
H^^-A
3'
=
1
4 5 6
0_
4 5 6
_1
interchanges the
first
and third
9_
7 8 9_
3_
1
rows of A
;
"l
o"
"723'
=
4/^13(2) =
4 5 6
10
_2
1_
16 5 6
_25
adds to t( the
first
column of A two times
J
the third column.
8 9
39J
LET
AND B BE EQUIVALENT MATRICES. Let the elementary row and column matrices corresponding to the elementary row and column transformations which reduce /I to 5 be designated as //i./Zg where //^ is the first row transformation, //g is the second, ...; ^s< J^\,T^Q. K^ is the first column transformation, K^ is the second Then
'^t
(5.2)
//.
IU-H,.A K-i-K^
H^-H^
K,
PAQ
where
(5.3)
Ih
and
We have
III.
Two
matrices A and B are equivalent
if
and only
if
there exist non-singular matrices
P and Q
Example
defined in (5.3) such that

"1
PAQ
= B.
-1
2~|
7.
When
2
_1
5-23,
2
1
^3i(-l) //2i(-2) -^ ^2i(-2) -Ksid) .K4i(-2) -K^sd) .Ks(i)
2J
["100"! r
1
1-200
1
~1
0~
2"
"1000"
o"j
1
0-2
ij
10 10
1
10 10
_0
1
10
1
10 1 10
1_ _0 1_
"1000" 10
5
_0
1_
[jî
iJ
1-25-4
10
o"l 1
[:;=}
Since any matrix
is
=
1
PAQ
[1
10
1
oj
equivalent to
its
normal form, we have
IV. If ^ is an re-square non-singular matrix, there exist non -singular matrices as defined in (5.3) such that PAQ = 1^
.
P and Q
See Problem
6.
CHAP.
5]
EQUIVALENCE
43
INVERSE OF A PRODUCT OF ELEMENTARY MATRICES.

P
as in (5.3). Since each
Let
H^...H^-H^
and
K-^-K^-.-Kt
and
has an inverse and since the inverse of a product is the product
in reverse order of the inverses of the factors
(5.4)
P~^
H;\hI\..H^^
and
let
Q''
Kt...Kt-Ktthat
Let A be an re-square non-singular matrix and

=
/
.
P and Q defined above be such

=
PAQ
Then A
=
(5.5)
P'\PAQ)Q^
P'^-k-Q^
P'^-Q'^
We have proved
V.
Every non-singular matrix can be expressed as a product
of
elementary matrices.
See Problem
7.
From
this follow
If If
VI.
VII.
is non-singular, the
rank of
AB
(also of
BA)
is that of B.
P and Q
are non-singular, the rank of
PAQ
is that of A.
CANONICAL SETS UNDER EQUIVALENCE.

VIII.
In
Problem
8,
we prove
if
Two mxn
and only
if
they have the same rank.
A set of my.n matrices is called a canonical set under equivalence if every mx-n matrix is equivalent to one and only one matrix of the set. Such a canonical set is given by (5.1) as r ranges over the values 1,2 m or 1,2. ...,re whichever is the smaller.
See Problem
9.
RANK OF A PRODUCT.
matrices
Let A be an mxp matrix of rank

that
r.
By Theorem
III there exist
non-singular
P and Q such
PAQ
Then 4 = P
(5.6)
P''
NQ
Let S be a
pxre matrix
and consider the rank of

=
AB
VI, the rank of
P~'NQ'^B
AB is that of NQ'^B. Now the rows of NQ~'b consist of the firstr 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
rows of
By Theorem
Q B and
IX.
The rank
of the product of two matrices cannot exceed the rank of either factor.
suppose iS = then from (5.6). NQ-'b = 0. This requires that the first r rows of Q'^B be zeroes while the remaining rows may be arbitrary. Thus, the rank of Q-'b and, hence the rank of B cannot exceed p-r. We have proved
:
X. If the mxp matrix A rank of B cannot exceed p-r.
is
of rank r
and
if
the pxn matrix
is
such that
AB
the
44
EQUIVALENCE
[CHAP.
SOLVED PROBLEMS
1.
(a)
The rank
of
-4
1
2 3] sj 2 3 5
is 2
since
-4
and there are no minors of order three.
(b)
The rank
of
12
"0
is 2
since
and
^0.
2 2 4 8 2
3"
(c)
The rank
of
A
_0
4 6
6 9_
is 1
since
0,
each of the nine 2-square minors
is 0, but nov
every element
is
Show
that the elementary transformations do not alter the rank of a matrix.
shall consider only row transformations here and leave consideration of the column transformations 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\
We
as an exercise.
Let the row transformation be H^j

two of
in the
its rows, or (lii) to
Its effect on |/?| is either (i) to leave interchange one of its rows with a row not of \R\
. ;
it
.
unchanged,
In the
(ii) to
(i),
interchange
= \r\
case
\S\
=0;
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.
ply one of its rows by
Let the row transformation be Hi(k). Its effect on \R\ is either (1) to leave A:. Then, respectively, |S| = |/?| = o or |S| = ;i:|/?| = o.
it
unchanged
or (ii) to multi-
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)
| |
k-0
0.
Thus, an elementary row transformation cannot raise the rank of a matrix.

lower the rank
tor,
if it
On
it.
did, the inverse transformation
would have to raise
the other hand, it cannot 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

rank of A.
"1
it,
by inspection, determine the
2
1
3"
1
'-^-/
3
"^
"1
2
1
3~
1
-""J
'1
2
1
3"
1
(a)
2
_3
3
1_
-3 -3
-4 -8
_0
2_
_0
1_
The transformations used were

"1
//2i(-2). ffsi(-3);
"1
H^(-l/3), HQ(-l/i); Hgî-l).

2
3
0"
The rank
is 3.
2 3
0"
1
''V.
0"
0'
(b)
2 4 3 2
3
_6
-3
4
2
3
5_
''\j
-4
-8
-8 -3
'~^
-8 -3
3 2 2
r^
-4
-8 3
S.
-3
2
2
5_
The rank
is 3.
8 7 5_
-4 4 -11 i
+
'~^
p -4 -11
1
-3
1+i
(c)
1
i
A
1
2j
_1
2j
2J_
'-Vy
2J
B.
The rank
is 2.
2j
l+i_
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
2
'->-'
of the given matrices A.
(a)
A =
13 12 6
2 3 9
113
12
6 2 3 9
113
13
3
l"
13-2 13-2
-2_
1
10 4 13-2
113
1
13
3
3
--v^
GOOD
3"
2
3
(b)
2 4
.1
-2 -2 -3 -1
2
1
-2
-2 3
1
'10
^\y
7~
-1
1
'^
-1
1
6 4
2
1
2
1
4_
10 10
-1
2
2_
--O
10 1 10 0-1 10 2
1
6_
p -1
5_
pool
5.
Reduce each of
1
the following to normal form.
-1
1
1
^\y
-1
1
"l
o"|
fl
o"
'l
o'
'l
'V.
o'
(a)
3 2
4
3
2 5
-2
5 3
0-2
p-
1-2
Lo 2
1-2
11
10
P
10
p
1
0_
7 2
7 2 sj
7 3_
-7_
Us o]
The elementary transformations
are:
^2i(-3). 3i{2); K2i(-2), K4i(l); Kgg; Hg^-^y. ^32(2). /f42(~5); /fsd/ll), ^43(7)
(6)
[0234"! P 23 5 4^-0
4 8 13 I2J
|_4
354
2
i
1
'-^
3
2
5
3 2 3 4
'Xy
"1000"
"1000'
^\j
"1000"
<^
8 13 12
2 8 13
13 13
4
4.
10 p
1
10
0_
0_
are:
^12: Ki(2); H3i(-2); KsiC-S), X3i(-5), K4i(-4); KsCi); /fs2(-3), K42(-4); ftjgC- 1)
6.
Reduce A
1 2 3-2 2-2 1 3 3 04 1
to
normal form
A'
and compute the matrices
P^
and
(^^
such that
P-i_AQ^
A^.
Since A is 3x4,
we
shall work with the array

is
Each row transformation
is
performed on a row of
seven elements and each column transformation

1
performed on a column of seven elements.
-3
-2 -3
1
10
1
1 1 1
12
2-2
3
3
1
3-2
-5
7 7
1 1 1
10
1 1
-6
-6
2
-5
-6 -5 7 -2 -6 -5 7 -3
-5
-2
0-1-1
1/3 -3
1/3 -4/3 -1/3
-1/6
0-1/6 -5/6
10
1 1
10
1
7/6
1-57-210
0-1-11
10
1
or
Pi
0-210
0-1-1
1
46
EQUIVALENCE
[CHAP.
1
1
1/3 -4/3 -1/3
Thus,
Pi
-1/6 -5/6
-2
-1
1
-1
10
1
7/6
and
PiAQ-i =
10 10
N.
7.
Express A =
1
.1
4
3
3
4_
as a product of elementary matrices.

/
//2i(-l).
=
^siC-D; ^2i(-3). 'f3i(-3) reduce A
to
that is,
[see (5.2)]
H^-H^-A-K^-K^
ff3i(-l)-^2i(-l)-'4-X2i(-3)-?f3:i.(-3)
fl
0"1
fl
0"j
fl
3"|
fl 3
O'
Prom
(5.5),
Hl-H'^-K^-Kt
110
_0
010
[l
010
[p
010
_0
1_
ij
ij
ij
8.
Prove:
If
Two mxn

the
if
and only
if
they have the same rank.

to =
A and B have
Conversely,
VII,
other.
By Theorem
same rank, both are equivalent to the same matrix (5.1) and are equivalent ^ and B are equivalent, there exist non-singular matrices P and Q such that B A and B have the same rank.
if
each
PAQ.
9.
canonical set for non-zero matrices of order 3 is
[i:l-[:i:]
A
canonical set
tor
[!:][::]
non-zero
3x4
matrices is
Vh o]
[:=:]
nm
r^,
&:]
B consisting
n.
10. If from a
square matrix
of order n and rank
a submatrix
r^
of s rows (columns) of
is selected, the rank r^ of
is
equal to or greater than
+ s -
The normal form of A has n-rj^ rows whose elements whose elements are zeroes. Clearly
'A
are zeroes and the normal form of
6 has s-rg rows
from which follows
>
- n as required.
CHAP.
5]
EQUIVALENCE
47
2
1
2 2
(c)
12-23
2
4
5 (d)
5 6
6 7 8
7
8 9
2
11.
3 5
2
3
Find the rank of
5-46
2
(a)
3 3
(b)
4 3 4
4 5 7 4 6
-1 -3
2
-2
4-16
10 11 12 13 14
15 16 17 18 19
Ans.
(a) 2,
(b) 3,
(c) 4.
(d) 2
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

Tl
(a)
to
each of the following:

1
'X^
2-3"]^ri 0-7]
-4j
2 2
12
(b)
3 4
1/9"
3 4
_4
[2 5
[o
12
1
10
1
2j
3
2
1/9
(c)
2 3
11/9
-3
10 10 12
3 (d) 2
10 1 10-1
1 1
-1
-1
-1
6
2
1 1
1
^V/
(e)
2
10 0-12 10
1
-2
1
5
1
-3
15. Write the
normal form of each of the matrices of Problem

[I, 0],
14.
Ans.
(a)
(b).(c)
[/g
o]
(d)
P^
j]
(e)
P'
jl
12
16.
4
1
Let A
2
3
12
(a)
(6)
From Prom
/a
form Z/^^. /Ô). //i3(-4) and check that each HA effects the corresponding row transformation. form K^^. Ks(-l). K^Ô) 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).
.
(d) Write the inverses K^l. ifg^C-l).
K^lo)
4)
1
of the elementary matricesof (6)

3
Check Check
that for each
that for each K.
H,H-H~^^l KK~^ = I
"0
0'
"0
and C
=
(e)
Compute B
4"|
^12
^
ft,(3) -//isC-
-4
1
H^^(-4:)-H^(3)-Hi
1/3
0.
ij
(/)
Show Show Show
that
BC
CB
H-.
17. (a) (b)
that
/?',-=
/?
K-(k) = H^(k).
and K^,(/t)
= H^-(k)
that if
is a product of
elementary column matrices. R'is the product in reverse order of the same
elementary row matrices.

Prove:
18.
(a)
(b)
AB AB
and
and
BA BA
are non-singular if are singular

if at
.4
and B are non-singularra -square matrices.
least one of the n-square matrices
A and B
is singular.
19.
UP
Hint. Express
and Q are non-singular, show that A,PA,AQ, and PAQ have the same rank. P and Q as products of elementary matrices.
20.
Reduce B
13 6-1 14 5 1 15 4 3
to
normal form
/V
and compute the matrices
P^
and
Qr,
such that P^BQ^ = N
48
EQUIVALENCE
[CHAP.
21. (a)
(6)
Show Show
that the that the
number of matrices
in a canonical set of n-square matrices under equivalence is
n+l.
m+l
number and n+1.
of matrices in a canonical set of
mxn
matrices under equivalence is the smaller of
22.
Given A
12 13
4
2
4 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
and take
Q-'b
abed
_e
A_
where a.b
are arbitrary.
23.
The matrix A
of Problem 6 and the matrix
of Problem 20 are equivalent.
Find P and Q such that B - PAQ.
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.

six different types of matrix S,
By considering each
of the
show
that
\AB\ = |^|
|fi|
26.
Let A and B be n-square matrices,
(a) If at least
one is singular show that

\AB\ = \a\-\B\
.
\AB\ =
|/4|-|s|
(6) If
both are
non-singular, use (5.5) and Problem 25 to show that
27.
Show
that equivalence of matrices is an equivalence relation.
28. Prove:
The row equivalent canonical form

Not every matrix A can be reduced
of a non-singular matrix
is I
and conversely.
29. Prove:
to
normal form by row transformations alone.
Hint.
Exhibit a matrix which cannot be so reduced.
30.
Show how
to effect
(3).
on any matrix A the transformation H^: by using a succession of row transformations of
types (2) and
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 of a Square Matrix
THE ADJOINT.
Let A =
[a^ ]
be an n-square matrix and
oij-
be the cofactor of a-; then by definition
(6.1)
adjoint
adj
12
^22
'îre
'^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 3
3
2
Example
i.
For the matrix A
2 3
4
=
11=
6,
ai2 = -2.
Cl-lS
-3.
fflsi
= 1,
0122 =
-5,
6
a^g
= 3,
ffai
= -5,
Otgg
4,
agg = -1
1-5 1
4
3
and
adj
-2 -5 -3
-1
See Problems
1-2.
Using Theorems
and XI of Chapter
3,
we
find
%1 %2
(6.2)
"In
0271
i(adj A)
'^
^^2
ni
CE 7
diag(M),
1^1
1^1)
A-L
-7 and
6 1 -5I -2 -5 5 4 -3 33 -ij
(adj A)
Examples. For the matrix ^
of
Example
1,
U|
2
3 3 3 2
1
/I
f-T
=
[_
0'
(adj /I)
2
3
0-7
-7
-7/
By
(6.3)
taking determinants in (6.2),
we have
=
I
U|.
adj
/I
|,
adj
.
I
There follow
I.
If
is re-square
and non-singular, then

adj
I
(6.4)
4
I
49
50
[CHAP.
II.
If
is re-square
and singular, then

A(a,diA)
(ad}A)A
If
=
adj
If
is of
rank < ra-l, then adj A =
0.
is of rank ra-1, then
is of rank 1.
See Problem
3-
THE ADJOINT OF A PRODUCT.

III.
In
Problem
4,
we
prove
If
A and B are
re-square matrices, adj
(6.5)
AB
adj
adj
MINOR OF AN ADJOINT.
îi.i2
In
Problem
i
6,
we prove
-square minor of the
re-square matrix
IV.
Let
^l'''-2
be
A =
[o,-,-].
tjj
7m + i' 7m+2'
let
Jn
be
its
complement
in A,
and
^m+i' ^ra+2' Ji'J2

Jn
let
%.
^2
%
in adj
the m-square minor of adj A dei denote

Ji' J2
whose elements occupy the
Jm
same position
A as those
of
occupy
in A.
Then
Ji' J2
Jm
Jvi + i'
Jm + 2
Jn
(6.6)
M:
s
(-D^'i^l'
where
j\
S2
+ +
%+
/i
72
+ +
Jt,
If in (6.6)
is non-singular,
,?i.
then
J2<
(6.7)
M
When m =
2, (6.7)
' Jm
H, %,
(-1)
aH-i u
I
Jm+i' Jm + 2
i-
Jn
^M+1' 'm+2. . ^n
becomes
Jg>J4-
Jn
(6.8)
(_l)V*2+Jl-'j2m
H'J2
^2'J2
.J1.J2
\A\
algebraic complement of
When m = n-l,
(6.9)
(6.7)
becomes
Jl'j2
Jre-1
M,
(-1)
Ul
a.
When m =
n, (6.7)
becomes
(6.4).
CHAP.
6]
51
SOLVED PROBLEMS
1.
The
adjoint of
i4
a h
IS c
'^ll
0^21
I
d -b
I
3 4
4 3
2.
4 3l
1
1
3 4
-7
The
adjoint of
A =
[;]
IS
4
3 3
1 1 1
1
3
1
-1 -1
1
1 1 1
3
2
4
1
-2
2
3
3.
Prove:
If
A
we
is of order n
and rank n-\, then adj A
is of
rank
1.
First
IS at least one.
exactly one.
note that, since A is of rank n-\. there is at least one non-zero cofactor and the rank of adj A By Theorem X, Chapter 5, the rank of adj^ is at most n-{n-l) = i. Hence, the rank is
4.
Prove:
adj
^S
= adjS
adj
y4
^y(6.2)
Since
^Badj^S
^S-adjS-adj^
=
.4
\ab\-I
/I
{a.aiAB)AB
= =
(S adj
S ) adj
^(l^l-Oadj/i
jslcâdj/^) =
|b|.U|./
=
\
\AB\-I
and
(adjB-adj^)4fi
that
adjS {(adj^)^lfi =
adj
adjS-U|./.B
=
U|{(adjB)Si
Ab\
we conclude
^S
adj
adj
/I
5.
Show
that
(6.2)
adj(adji) = U|
and
(6.4),
-A,
if
\a\
?^
0.
By
adj
adj (adj
^)
= =
diag(| adj ^|,
adj/l|
|adj^|)
1
diagd^l
Ul
1^-1
)
Ul
Then
adj (adj ^)
adj (adj
= = =
UT'^-^
\aT' -A
^) ^)
and
adj (adj
UT'^-^
6.
Prove:
Ji'
Let
A;
h
;
in
'"n
^^ ^" m-square minor of the re-square matrix

I
A =
[a:-] tj-
Jm+i. Jw4-2
let
in
^n
^m+i. ^m+2
be its complement in A, and
^^^
nH.i2
in\
^*ê the m-square minor of adj

J1.J2
/I
whose elements occupy the same
position in adjv4 as those of
is
^H,i^, ...,i
occupy in A.
Then
52
[CHAP.
u
where
s =
Ji
Ji.
J/2'
H'
^2-
'
>
Jm
^m
Jra + i' Jii
'
Jn
(-ifur
7m
î
+ f2+ +
+/1 + 72+
Prom
a,-
a,-
1-
a,-
a,-
h-j9
a,,
^^2
>
'00
,/2
"^ra.ii
"^mJ's
"im.im
"^raJm+i
"
"^m^n
tti,
*i
ai
Wl'A
a,-
a,-
a,-
''m+iJs
'
''m+iJm
'^m+iJm+i
''m+i-Jn
"ht.ji
"W2
in.i
'
"V.im4.i
"traJn
a,-
a,-
a,-
Ul
\a\
h.Jmî.
''i2Jn
Ul
"^M'Jnî
" "^-Jn
"%-i-i'Jn-î
"V+i'in
^ri'^m+i
"in.in
by taking determinants of both sides, we have

Ji. Js'
(-ifUI- M %
where
s is
H\
''w
Jm+1' Jm-t2
4.
Jn
^2
^m+l' ''m+2
%
immediately.
as defined in the theorem.
Prom
this, the required form follows
7.
Prove:
of i.
If
is a
skew-symmetric of order
2ra,
then \A\ is the square of a polynomial in the elements
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.
r = when A
\
oi
\,
The theorem
is true for n = l
since,
\A\ = a
,1
2
.
\-a Oj
and consider the skew-symmetric matrix A = [a^j] of
'
-zriî.-zii^-zy '^2k^..2n^\
Assume now
order2A: +
that the theorem is true
when
n = k
2.
By
partitioning, write
P^l
\ \
= E= where
r
\
Then S
is
skew-sym-
"
CHAP.
6]
THE ADJOINT OP A SQUARE MATRIX
53
metric of order 2k and, by assumption,

If
\b\ =
/I,
where /is a polynomial

6,
in the
3,
elements of B.
a^j denotes the cofactor of a^j in
we have by Problem
Chapter
and (6.8)
*2fe+l, 2fe+l
f''2fe+l,
0^2^+2. 2fe+l
0'2fe4-2,
0^2^+2, 2fe+l
2fe+2
2fe+2
^2^+1, 2/!e+2
Moreover,
Otsfe+s.sfe+i =
-fflgfe+i^sfe+s
hence,
1^1/
a perfect square.
Ll2/fe+l.
2fe+2
and
8.
Compute the adjoint

"l
of:
~1
2
1
3~
2
1
S'
5
'l
2*
2"
(o)
_0
2
0_
(b)
_0
2
1_
(c)
2
_3
110
(rf)
2
1
1
1_
10
1
-2
1
-2
4
1
(rf)
2 2
-4
6
Ans.
(a)
_0
0-2
1_
(i)
-2
1
(c)
-2
1
-5 -2
-16
10
10 3-5
-2
9.
Verify:
(a)
(b)
(c)
The The The
adjoint of a scalar matrix is a scalar matrix. adjoint of a diagonal matrix is a diagonal matrix.
adjoint of a triangular matrix is a triangular matrix.
10. Write a matrix
/I
7^
of order 3 such that
adj^ =0.
11. If
is a
2-square matrix, show that adj(adj/4) = A.
-1 -2 -2
12.
Show
-4 -3 -3
is 3^' and the adjoint of
that the adjoint of
-2
1
2-2
13. Prove:
If
is
itself.
an n-square matrix A is of rank
<n-\.
then
adj^
= 0.
14. Prove: If
is
symmetric, so also is adj-4.
15. Prove: If
^ A
is Hermitian,
so also
is adj/1.
16. Prove: If
is
skew-symmetric of order
, then
adj^
is
symmetric or skew-symmetric according as . is odd
54
[CHAP. 6
17. Is there a
theorem similar to that of Problem 16
for
skew-Hermitian matrices?
18.
For the elementary matrices, show that

-1 (a) adj Hij =
-Hij
=
-1
(6) adj
H^ (k)
diag(l/A:. l/k
Hij(k), HJ
1/k,
1,
l/k
l/k),
where the element
stands in the ith row
(c) adj Hij (k) Hjk
with similar results for the K's.
19. Prove: If
is
an n-squaie matrix of rank n or

then
-1 -1
n-l
and
if
H^...H^
-H-^
-A K-^-K,2---^t
where \
is
or
-1
-1
-1
-1
adj
adj
Xi
adj
K^
adj
K^
adj
adj H^
adj
H^
adj H^
20.
Use
the method of Problem 19 to compute the adjoint of
1110
(o)
of
Problem 7 Chapter 5
,
2 (b)
3 3
2 2 4
2
12
4 6
-14
7
-3 -3
1
1
2-2
-2
2
14
(b)
-2
1
Ans. (a)
-1 -1
-7
21. Let
1-1
= [a^--]
and B = [^k-aÂ be 3-square matrices.

S(adj-4)
=
If
S{C) = sum of elements of matrix C, show that

= k S(adj,4)
S(adjB)
and
\b\
Ui
22. Prove: If
is n-square then
adj (adj
^)
UI
23.
Let A^ =\.%j\ example,
('/ = 1. 2, ...,n)
be the lower triangular matrix whose triangle is the Pascal triangle; for
10
12 10 13
3
1
110
Define
(i)
bij
"V
= (-1)^ âi, Hj
and verify
for n
=2,3,4
=
that
[6.^,-]
adJ-4
tjj
24.
Let B be obtained from A by deleting

îj
iq
its ith
and pth rows and /th and gth columns.
Show
that
^pj
pq
where
o!^-
is the cofactor of a^j in \A\
chapter 7
The Inverse of a Matrix
IF A
AND B
A
is
are n-square matrices such that

B''^).
AB
BA
=1,
is called the inverse of A,
(B=A~^) and
called the inverse of B, (A =

In
Problem
I.
l,
we prove
A has an Inverse
if
An
ra-square matrix
and only
if it is
non-singular.
The inverse
II.
of a non-singular n-square matrix is unique.

is non-singular,
(See Problem?, Chapter2.)

C.
If
then
AB
AC
implies
B =
THE INVERSE
of a non-singular diagonal matrix
diag (i k,
...,
A)
is the
diagonal matrix
diag(i/k^,l/kr,.
1A)
^^
:î' -^2
are non-singular matrices, then the inverse of the direct
sum diag(/}
diag(Al^.
A^
A~s)
Procedures for computing the inverse of a general non-singular matrix are given below.
INVERSE FROM THE ADJOINT. From
(6.2)
adj
i = U|
/.
if
is non-singular
n/M|
i2/U|
(7.1)
a^^/\A\
a22/!.4|
...
ai/U|
a2/UI
...
adj^
am/Ml
a^n/\A\
...
ann/\A\
2 3
Example
-7
is
1 1
1.
From Problem
-1 -1
2,
Chapters, the adjoint of A
1 1
4 3
-2
"7/2
-3 -
Since
Ml
= -2,
A~^ =
^'^^ -^
f
X
-k
2
1
^J
See Problem
2.
55
56
THE INVERSE OF A MATRIX
[CHAP.
INVERSE FROM ELEMENTARY MATRICES.

by elementary transformations so that
Let the non-singular n-square matrix A be reduced to
H^.-.H^.H^. A-K^-K2...Kt
PAQ
Then A ^ P
(7.2)
Q^
=
by (5.5) and, since
(S~V^ = S,
=
A'^
(P'^-Q'Y
7,
Q-P
K^-K^... KfH^... H^-H^
Example
2.
From Problem
Chapters,
1 1
"l
-3
1
-3
1
HqH^ AK^Kq
-1
1_
1 1
A
_0
=
1
-1
1
1__
-3
1
o"
'l
-3"
1
"106" '100"
-1
1
1
7 =
-3 -3
1
Then
K^K2H2'i
-1
-1
-10
to
In Chapter 5
it
was shown
transformations alone.
(7.3)
that a non-singular matrix can be reduced Then, from (7.2) with Q =1, we have
normal form by row
H,...H^.H,
is,
III.
That
If
is
reduced to
by a sequence of row transformations alone, then A~
is
equal
to the product in reverse order of the corresponding elementary matrices.
Examples. Find the inverse
of
.4
4 3
of
Example
using only row transformations to reduce
/I
to/.
13
Write the matrix [A
Ir,
Q
1
and perform the sequence of row transformations which carry A into
on the rows of six elements.

1
We have
1
3 3
1
"X^
3
1
1
'\j
3
1
4
1
-3
-"o
1 1 1
-3 -3
1
[AI^]
1 1
4 3
3 4
-1 -1
-1
-li
[/3^"']
7
-3 -3
1
1
by
(7,3).
Thus, as A
is
reduced to
/g, /g is
carried into
-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:
41
(pxp)
^21
A12
^11
"12
(pxq)
and
(pxp)
"21
(px?)
where p + q = n
S22
(qxp)
A22 (qxq)
(qxp)
(qxq)
CHAP.
7]
57
Since
AB
BA
(i)
I^,
we have
=
=
Ip
(iii)
/4iiSii + /lisBgi
Bgi'îi + B^z'^si
=
=
Iq
(7.4)
(ii)
4iiSi2 +
A-^^B^-z
(iv)
Bjiiia + Bss^âs
Then, provided
/4ij^
is non-singular,
!Bxi
where
'4ij^
(A.^^^
"-i-zK
(^^si '^n)
^21
~C
(^21 'û)
.422
- AîÂli A^^).
See Problem
In practice, A.^^ is usually
4.
taken of order ra-l.
To
obtain A^^, the following procedure is
used.
Let
"11
'
[Oil
2i
%2l
^âj
%2
022
11
13 O23
33_
,
%2 %3 %4
022
Osi 31
G^ =
021
Ogj
023
033
'''43
'^24 6(34
Ogj
32
41
%2
''44
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.
Example 4. Find the inverse of A
1 1
4 3
3 4
using partitioning.
Take ^11 11
[!'].
^12
^421 =
[13],
and ^22= [4]-
Now
^=
Then
^22
'42i(^;' ^12)
[4]-[l3]M
[1],
and
f^
[l]
Sii
4\
('4i\/ii2)rwîi)
[j
i]^[o]fii-'^^^
S12
-('4i\î2)r^ "
I
oj
S21
-^
r'
(^2i'4la)
[-1,0]
522
[1]
"
fill
-3 -3
1 1
fil2
and
S21 B22
_
-1 -1
See Problems
5-6.
58
[CHAP. 7
THE INVERSE OF A SYMMETRIC MATRIX. When A

tors
is
symmetric, aij =
ciji
and only ^(n+1) cofac-
need be computed instead of the usual
n^ in obtaining A~^ from adj A.
If there is to be any gain in computing A~^ as the product of elementary matrices, the elementary transformations must be performed so that the property of being symmetric is preserved. This requires that the transformations occur in pairs, a row transformation followed immediately
by the same column transformation. For example,

'0
c
...
a
b
.
...
...
Ht
^l
a
b c
î(- ^)
^î(- |)
However, when the element a in the dia^gonal

H^(l/\Ja)
is not
is
replaced by
1,
the pair of transformations are
and K^{l/\Ja).
In general,
^Ja is either irrational or imaginary; hence, this
procedure
recommended.
the method of partitioning is used since then (7.5) reduces to
The maximum gain occurs when
(7.6)
where
A^^ - A.^^(Af-Â^^).
See Problem
7.
When A
is
is
not symmetric, the above procedure

is
may be used
to find the inverse of A'A,
which
symmetric, and then the inverse of A
found by =
(A'AiÂ-
(7.7)
A'^
SOLVED PROBLEMS
1.
Prove:
An
re-square matrix
is
A has an inverse
By Theorem
A''^
if
and only
5,
if it is
non- singular.
Suppose A
that
non-singular.
IV,
Chapter
exists.
If
there exist non-singular matrices
P and Q such
PAQ=I. Then A=P~^-Q'^ and

-1
Q-P
Supposed
A
-1
exists.
The A- A
=1
is of rank n.
/4
were singular,
_i
/l/l
would be of rank <
n; hence,
is non-singular.
CHAP.
7]
59
2.
(a)
When A
[?
!]
1
/I
I
=5, adji
r4-3l,andi"=r4/5-3/5-]
[-1
2j
[_-l/5
2/5J
1
2 3
-5
1
-5
1
(b)
When A =
2 3
1
then U! = 18, adj A
7
-5
and A
7
-5
2 4
3.
3
5 2
Find the inverse of

i
4 =
3 6 2 5
_4 5
-3
14_
0'
1
"K^
14
2 4
1
1
3/2
5 2
1/2
1
^\j
3/2
'
1/2
[AIJ
3 2
6
5
5
2
10
1 1
3 6 2 5
1/2 -1
1
-3/2
'
1
1
- 3 10
1 1
1
1 1
-3
14
10
1
-1 -5
8
-1
4 5
14
_4
14
0'
-3
5/2
10
-2
1
'Xy
2
1
3/2
1
]
1/2
"1
7/2
11
-2
1
0'
-1 -5
]
-1
;
1 1
'V^
1-1-5
1-2 5-5
-1
1/2 -1
-3/2
-3
2 3
1
-3
10
-2
13
-
h
-7 -2
2 2
--10
1
'-\J
-5
13
10
1
'X'
18
0'
10
1 1
18
-7-2
2
1
'
-7| -4 -2 -3
j
-7 -2
-4
1
-3
[
10
1_
11
-2 3/5 1/5
1
'^-/
-23
10
1
29
-64/5 -18/5
26/5
6/5
3/5
100]
1
i
-12 -2
-2
7/5
2/5
1/5
1
1
Ih
A-']
-23
29
-64/5 -18/5
26/5
6/5 3/5 7/5
2/5
1/5
The inverse
is
10
1
-12 -2
-2
(i)
iiiSn
4.
Solve
(.., /fiiS,2
(11)
+ iisSsi
= =
(iii)
Sîîi + B^Â^^ =
for
+ A^^B^^
Bii,Si2,S2i, and S
(iV)
^21^12 + 52,42
from
(iii),
= /
Set
S22 = f"^
Prom
(ii),
B^^ = -(-4^1-412)^"^;
B21 =
- ^~\A^Ât^y,
and, from
(i),
B-^^
^ti - A'lÂ^^B^^ =
4\
+ (^lVi2)f~\'42iA\).
Finally, substituting in (iv),
-f
(-42i'4ii)î2 + ^'^422
*.
and
'^'2
('^21'*lll)'^12
60
THE INVERSE OP A MATRIX
[CHAP.
5.
Find the inverse of A
12 13
2
3
3
by partitioning.
1111
1
2 3
(a)
Take Gg
3 3
and partition so that
[24],
Now
-1
and
[3]
r 3
11
r 3 -2l jj. ^_^

=
, ^11-41. -
,-1
[3
|^_^
-2
'421-4 11
-2
[2 0],
[24]
,f
^22 -
'42i('4iiî2)
[3] - [2
4]r
[-3],
and
f
3
=[-l/3]
Then
Sii = 4l\ +
(.4lVi2)rV2iî\)
[j
"^l +
Hr-i] [2
0]
-2] _ [2 ol
ij
-1
[o oJ
3L-3
3J
-'^
B12 = ('4ii'4i2)C
1
3
f (/I2A1)
i[2
0],
4-fl
3-6
and
-3
3
D01
Oo
2
0-1
3
,
(6) Partition
A so
that
A^^
3 3
A^Q
2 3
-421
=[
1 ]
and
/I22 =
[ I ]
4 3
3
3-6
Now
4i
-3
2
A~'^
AîA-^-^
"X"L2
3 2J,
0-1
1
.f
[l]-[l
l](i-)
-1
&
3 = 3 2
and
C'^=[3]
-6
3
3'
-6
3
3'
1
-2
1
Then
B,
^1
-1
"
3 [3]-|[2
-3 2]
-1
0'
-1
4
=
6-9
-2
3
1-2
-2
-1
B12 =
-3
_
1_
S21 =
[-2
-2].
B22
[3]
1-210
and
[Sii S21
S12
1-2
-2
2-3
3
B22J
1-11
3-2
CHAP.
7]
THE INVERSE OP A MATRIX
61
3 3
6.
Find the inverse of A =
1 1
by partitioning.
4 3
We cannot
take
-4,
since this is singular.
1 1
1
3 3
.
7 -
3
1
-3
Then
1
By Example 3,
the inverse of
//
1 1
4 3 3 4
"1
is
-1 -1
7
-3 -3'
1 1
0'
1 1
-3
1
-3'
1
B^Ho
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 proper transformation on B~^ obtain A''^
2
7.
Compute
the inverse of the symmetric matrix
13
-1
1-12
2-3 1-1
4
2-3-1
2
1
-1
2
1
Consider
first the
submatrix G^
3 2
partitioned so that
-1
-421
[-1 2],
^22=
[1]
Now
^22 - ^2i(Aiî2) =
[l]-[-l
2]rM
[-2]
and
f^=
[-i]
Then
B,
B12
["jj.
B21
[-k
k].
B22 = [-i]
-5
5
and
-1
5
10
-5
-5
Consider now the matrix A partitioned so that

2
'^11
1
-1
2
1
3 2
[2 -3 -1],
[4]
-1
-5
5
-1/5
2/5
.
Now
A<
_1_
10
3-1
-5
5
<f= [18/5
],
-5
-2
[5/I8].
62
[CHAP.
5-7
521 =
Then
JS^
5-15
-7
5
^[1
-2 10],
B22 =
[5/I8]
11
5-71
5-2
11
5
and
5-1
-7
1
10
5
-2 10
8.
Find the adjoint and inverse of each of the following:

"
2-1"
1
"2
3 3 2
4"
"1
3"
2 3
(a)
-1
_
2
1_
(b)
4
_1
(O
2 3
4
5
(d)
-1
n U
n w
n ^
1
J.
6
3
3-15
Inverses
(a)
-10
9
,
-3
3
-2/3
1/3
3-1 ^ -15
5
-
^'î
-
15
-4 -14
1
(c)
-3
-
-1
-
(d)
3
-J
-5
2-1
1/2 -1/6 1/3
9.
Find the inverse of the matrix of Problem
8((?)
as a direct sum.
10.
Obtain the inverses of the matrices of Problems using the method of Problems.
13
1 1 1 1
3
3
3 2
.
4
3
2 3 3 2
7 2 (c)
5 3 6
2
3 3
3
1
2
3
11.
Same,
for the
matrices
(a)
-4 -5
8
3-1
2
3
4
(d)
(b)
5 2
7
3
9
3
13
1
1
11
3
2 (a)
1
-4 -5
4
12
11-1 1-2-12 2
16
-6
- 30
-144
48
(c)
36
60
21
22
41
-1
18
-10 -44 4 -13

-1
11 7
30
6
-2 -1
48
-5 -20 -12 -4 -12 -13 48 12 -12 3

30 -20 -15 30 -11
25
7
-26
16
(b)
-1 -7 -3
1
-18
21
-5 -8
6
(^)i
-1
2
-30 -15
15
12
-9
-1 -1
12
6-9
-6 -1
-7
-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]
63
12-12
14.
12
(b)
2
3
Obtain by partitioning the inverses of the symmetric matrices (a)
2-11
1
112
2
-1 -1
2
-1
2
3
2
3
3 3
1-12
-1
-1 -1 -1 -1 -1 1 -1 -5 -1
1
Ans. (a)
-1
(b)
-1
-1 -1
3-3 2 3-4 4-2 -3 4-5 3 2-2 3-2

-3
=
15. Prove: If
.4
is non-singular,
then
AB
AC
implies
= C.
16.
Show
(a)
that if the non-singular matrices
andS,
that
if
(b)
A und B
(c)
a.nd
A and B commute, so also do B Hint, (a) A (AB)A

is
(BA)A
17.
Show
Hint:
the non-singular matrix

:r
A
.
symmetric, so also is
/I
^.
AÂ
(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
a right inverse
if
is said to
and only
if
have a right inverse B if AB = I and a left inverse C it CA = I. Show that A has A is of rank m and has a left inverse if and only if the rank of A is n
20.
Find a
right inverse of
13 2 3 14 13 13 5 4
if
one exists.
2
1
Hint.
The rank
of A is 3 and the submatrix S
1
1
4
3
is
non-singular with inverse S
right inverse of
17
-9 -5
3
1
is the
4x3 matrix
-4 -1
L J
3 3
-3 -3
1
21,
Show
that the submatrix
1 1
4 3
3 4
of A of Problem 20 is non-singular and obtain
-1
-1
as another
1
right inverse of A.
22. Obtain
-310b
-3
1
-1 -1
as a
left
inverse of
3
3
4
3
3
,
where a,b. and
c are arbitrary.
23.
Show
that
13 14
2
3
4
5 5
7
9
has neither a right nor a
left inverse.
24. Prove: If
|.4ii|
0,
then
/111
A21
then
(/
^12 Aq2
|.4ii|
-1^22 - ^^siîi/ligl
25. If
|/+
l|
;^
0,
.4)-^
and
(I
- A) commute.
26. Prove:(i) of
Problem 23, Chapter
6.
chapter 8
Fields
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
numbers,
are:
(a) the set of all rational
numbers,
(b) the set of all real (c) the set of all (d) the set of all
numbers of the form a+b\f3

complex numbers a+
bi,
where a and b are rational numbers, 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
F, i.e. scalars,
collection or set S of two or more elements, together with two operations called
().
addition (+) and multiplication
is called a field
provided that
a, b, c,
...
being elements of
a + b is a unique element of
a+b
= b+a
a + (b + c)
= (a +
b) + c
For every element a in
F F
there exists an element
in
F such
-a
in
that
a+
+a =
a.
As
For each element a in

ab =
there exists a unique element
F such
that
a + (-a) =
0.
a-b
is a
unique element of
ab = ba
(ab)c = a(bc)
For every element a in

For each element a ^
a~
there exists an element
?^
such that
1-a =
o.
in
there exists a unique element a'^ in
F such
that
a-
a'''^
-0=1.
c)
Di
a(b +
= ab+ ac
D^'-
(a+b)c = ac + bc
In addition to the number fields listed above, other examples of fields are:
(e) the set of all quotients
^^^
Q{x)
of polynomials in
x with real coefficients.
(/) the set of all
2x2
matrices of the form
ti
where a and
b are real
numbers.
(g) the set in
In this field, for example, the

is is
This field, called of characteristic 2, will be excluded hereafter. customary proof that a determinant having two rows identical not valid. By interchanging the two identical rows, we are led to D = -D or 2D =
which
0+0=0.
but
is not
necessarily
0.
64
CHAP.
8]
FIELDS
65
SUBFIELDS.
If
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. 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 'Mis over F". For example.

A =
1
all of the
elements of a matrix A are in a field F, we say that
1/4
1/2 2/3
is
over the rational field
and
11
2
1
- 3i
is over the
complex
field
Here, A is also over the real field while B is not; also A is over the complex field.
Let
A.B, C,
...
be matrices over the same field

is, if all
F and
let
F be
the smallest field
which
is the
contains all the elements; that

fined
the elements are rational numbers, the field
rational field and not the real or complex field.
An examination
of the various operations de-
elements other than those in
on these matrices, individually or collectively, in the previous chapters shows that no F are ever required. For example:
difference, and product are matrices over F.
The sum,
If
If
is non-singular, its inverse is
over F.
that
A ^l then A
there exist matrices
P and Q over F such

is of
PAQ
and
is over F.
If
is over the rational field
and
rank
r,
its
rank is unchanged when considered over
the real or the complex field.
Hereafter when A is said to be over taining all of its elements.
it
will be
assumed
that
is the
smallest field con-
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
product
this
we simply check
1.
the properties
A^-A^, Mi-Mg, and D^-D^. The zero element

are
(/I4) is
and
the
the unit element (M^) is

(A/ 1)
If
a + bi
and
di
two elements, the negative (A^) of a +

;
bi
is
-a-bi.
is
(a+bi){c +
di) = (ac
1
-bd) + (ad + bc)i

_ g
the inverse (M5) of a +

a
biô
is
bi
_
b^
hi
a + bi
a^
+62
a^+
a^ + b^
Verification of the remaining properties is left as an exercise for the reader.
66
FIELDS
[CHAP.
2.
Verify (a) the set of all real numbers of the form a + b\r5
(6) the set of all quotients
where a and
b are ra:ional
numbers and
^
Q(x)
of polynomials in x with real coefficients constitute fields.
3.
Verify (a) the set of all rational numbers,

(b) the set of all
(c) the set of all
numbers a + bvS, where a and b are rational numbers, and numbers a+bi, where a and b are rational numbers are subfields of the complex
a
b
field.
4.
Verify that the set of all
2x2 matrices of the form
b
,
where a and
a
b
b are rational
numbers, forms a
field.
Show
that this is a subfield of the field of all 2x2 matrices of the form
h
a
w]\eK a and
h are real
numbers.
5.
Why does not
the set of all
2x2
matrices with real elements form a field?

D^, D^) of
6.
set
of elements a,b.c.... satisfying the conditions {Ai, A^. A^. A^, A^; Mi.
M.y,
Page 64
is called
a ring.
ring.
To emphasize the fact that multiplication is not commutative, R may be called a non- commutative 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

(c) the set of all (d) the
0,+l,2,+3,
...
is an example of a commutative ring with unit element.
n-square matrices over
is an
example of a non-commutative
,
ring with unit element.
set of all
2x2
matrices of the form
where a and
are real numbers, is an example of a
commutative ring with unit element.

7.
Can the set

ments 1
(a) of
Problem 6 be turned into a commutative ring with unit element by simply adjoining the ele-
to the set?
8.
By Problem
4,
the set (d) of Problem 6 is a field.
Is every field a ring?
Is every
i
commutative ring with unit
element a field?
To
ol
^
,
9.
Describe the ring of
all
2x2
matrices
Call
where a and
b are in
F.
If
A.
is
any matrix of the ring and
=
.
show
that
LA
= A.
L a
left unit element.
Is there a right unit element?
10.
Let C be the field of

u, V are real
all
complex numbers p + qi and
K
bi
be the field of
all
2x2
-b^
matrices
where
p, q,
^
as corresponding elements of
numbers.
Take the complex number a +

-3l
2j
and the matrix
the two sets and call each the image of the other.
To
[2
3
-4l
;
L4
Oj
2i, 3+ ^^
5.
(b) (c) (d) (e)
Show
Show
What
that the image of the

that the
is the
sum (product) of two elements of

of
is the
sum (product)
of their
images
in C.
image of the identity element
is the identity
element of C.
image
of the conjugate of a + bi?
What is the image of the inverse of

[:
"!]
This
is
an example of an isomorphism between two sets.
chapter 9
Linear
Dependence
of Vectors
and Forms
THE ORDERED PAIR
pair of real numbers (%, x^) is used to denote a point Z in a plane. The same 2-vector or vector two-dimensional the to denote used here will be as x^], written [x^, of numbers,
OX
(see Fig. 9-1).

X2
''^3(*11
^21..
^12 +
^2!
X.2(X^1. X22)
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
A3
A^ + A2
^11
"^
-^21
-^12
"^
-'^221
Treating X^ and Xg as 1x2 matrices, we see that this en in Chapter 1. Moreover, if k is any scalar,
kX-i
L rC%'\
-1
is
merely the rule
for
adding matrices giv-
fv
X-y
is the familiar multiplication of a vector
by a real number of physics.
VECTORS. By
of F, as
an n -dimensional vector or re-vector
over
is
meant an ordered set
of n
elements x^
(9.1)
X
x^,X2
[a;i,x2, ...,%]
...,
The elements
%
it
are called respectively the first, second,
reth
components of X.
Later we shall find
more convenient to write the components of a vector in a column, as
(91)
I X-i
X2,
Xi
Now
and
(9.1) and (9.1') denote the

(9.1')
as a column vector.
same vector; however, we shall speak of (9.1) as a row vector We may, then, consider the pxq matrix A as defining p row vectors
components of a
17-vector) or
(the elements of a row being the
as defining g column vectors.
67
68
[CHAP.
The
tor are
vector, all of
whose components are

of
zero, is called the zero vector and is denoted by 0.
The sum and difference
two row (column) vectors and the product of a scalar and a vec-
formed by the rules governing matrices.

1.
Example
Consider the 3-vectors

A:i= [3,1,-4],
(a)
-^2= [2.2,-3],
^3= [0,-4,1],
= [6. 2,
and
10,
^4= [-4,-4,6]
-I5]
=
2X-^-iX^
IX^+X^.
2X^
=
2[3,l,-4] - 5[2,2,-3]
-S] - [lO,
[-4,-8,7]
(6)
(c)
2[2,2,-3]+ [-4,-4.6]
=
[o,0.o] =
-3X2-^3
X^- Xq+
{d)
2X^ -
X^
The vectors used here are row vectors. Note umn vectors, the results remain correct.
that if
each bracket
is
primed to denote col-
LINEAR DEPENDENCE OF VECTORS. The m

Ai
=
re-vectors over
|.%]^,%2'
^mJ
are said to be linearly dependent over

all zero,
provided there exist
m
=
elements
h-^^.k^,
,k^
of F, not
such that
k.^X-1
(9.3)
k^X^^
1.
k^X-^
Otherwise, the
vectors are said to be linearly independent.
Example 2. Consider the
four vectors of
Example
(c)
By
(6) the vectors

{d).
^2 ^"d
Xj^_
are linearly dependent;
so also are X^, X^, and X^ by
and the entire set by
The vectors X^ and

fel^l
Xq^.
however, are linearly independent. For. assume the contrary so that

=
+
0,
;c2A'2
[Zk^ + 2k^,
0,
k^+
2k^, -'iJc.i_~ Zk^l

lik^
[o,
0,0]
Then
3fti + 2k^ = and then ^2 = 0.
ft^
+ 2^2 =
and
-ik^ -
= 0.
Prom
the first two relations A^ =
Any
n-vector
and the n-zero vector
are linearly dependent.
A
if
vector ^,B+i is said to be expressible as a linear combination of the vectors Ai, X^

k^, k^, ...,k^
X^
there exist elements
of
F such
%A]^ +
that
:2A2
Xfn+i
k^Xf^
BASIC THEOREMS.
If
in (9.3),
k^
?^
0,
we may solve
for
î
(9.4)
= Xi
- T"!^!'^! + =
SiJVi
+ î-i^t-i + -î+iî+i +
+ ^m^m!
or
+ s^_iZi_i + s^j-iî+i +
+ s^J^
Thus,
I. If m vectors are linearly dependent, some one of them a linear combination of the others.
may always be expressed as
CHAP.
9]
69
II.
If
vectors X^, X^
ing another vector

bination of Xi, X^,
, X^
2,
X^j,-^
is
X^ are linearly independent while the set obtained by addlinearly dependent, then Jt^+i can be expressed as a linear com-
Examples. Prom Example
the vectors X^, and X^ are linearly independent while
linearly dependent, satisfying the relations 2X.i^-2X^-
Xg=
0.
Clearly,
X^.X^.^niXg Zg=2Aî-3^2-
are
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.
IV. If the rank of the matrix

Xi 1
%2
(9.5)
m<n
*TOl
^n2
%
r
associated with the
vectors (9.2) is r<m, there are exactly
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.
is
necessary and sufficient condition that the vectors (9.2) be linearly dependent
that the matrix (9.5) of the vectors be of rank
r<m.
If
the rank is m, the vectors are
linearly independent.
The
If
set of vectors (9.2) is necessarily linearly dependent
if
m>n.
the set of vectors (9.2) is linearly independent so also is every subset of them.
A LINEAR FORM
(9-6)
over
in
ra
variables n
x^, x^
a^x^
is a
polynomial of the type

+
2
i=i
OiXi
a^x^
aÂ:^
where the coefficients are

Consider a system of
in
F
linear forms in n variables
/l
CIu% + %2^2 +
+
'^2n*re
(9.7)
/m
1^1
0~foXo
%n^n
and the associated matrix
-'ml
"m2
If
there exist elements k^.k^
k^ +
not all zero, in +

...
F such
=
that
Kk
^^^2/2
A;4
70
[CHAP. 9
the forms (9.7) are said to be linearly dependent;
independent.
to the linear
Thus, the linear dependence
dependence
/i =
or
otherwise the forms are said to be linearly independence of the forms of (9.7) is equivalent independence of the row vectors of A.
or
Example
5.
The forms
2xi
- 2 +
3*g,
/2 =
x.^+
2%
4^=3.
/g =
ix^
Tx^ + Xg
are linearly depend-
2-13
ent since
A =
4
1
is of rank 2.
Here,
3/^
"if^
fs =
-7
The system
(9.7) is necessarily
dependent
if
m>n. Why?
SOLVED PROBLEMS
1.
Prove:
If
among
the
vectors X^,X^, ...,X^ there is a subset, say, X^,X^
X^,
r<m,
which is
linearly dependent, so also are the

Since, by hypothesis,
k^X-^ +
vectors.
k^X^ +
+ k^X^ = + k^X^ +
with not all of the k's equal to zero, then

0-.Y^+i +
k^X^
+ k^X^ +
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
ra-vectors is
r<m, there are exactly
vectors which are linearly independent while each of the remaining m-r vectors can be expressed
as a linear combination of these
vectors.
.
is
Let (9.5) be the matrix and suppose first that m<n If the r-rowed minor in the upper left hand comer 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-'
Consider now an (r+l)-rowed minor
*11
12
%-r Xiq
.
%1 %2
*rl X^2
Xqt x^q
^rr Xrq
.
xp^
Xpr,
xpf xpq
where the elements xp; and

...,A;^+i =
xj^q
are respectively from any row and any column not included in A.
x^q. xpq,
Let h^,k^,
Then,
be the respective cofactors of the elements x^g. x^q
of the last column of V.
by (3.10)
CHAP.
9]
71
fciîi
k2X2i +
+ krXri + ^r+i*î
= =
(i
= 1,2 =
r)
and by hypothesis
k^x^q + k^xQq +
+ krx^q + krA-ixpq
Now
u.
let the last
column of
not appearing in A.
The
V be replaced by another of the remaining columns, say the column numbered cofactors of the elements of this column are precisely the k's obtained above
k^x^n + ^2*2W +
so that
+ ^rXru + ^r-n^pu
Thus,
k^x^j;
k^2t +
t,
"
f'r'^rt
f'r-n'^pt
(t
= 1,2
n)
and,
summing over
all
values of
k^X^ + k^X^ +
k^X^ +
r
k^^-^Xp
Since
/i:,^+i
ji^
0,
Xp
X^.
is
a.
linear combination of the

-V^+i,
linearly independent vectors
X-^^.
X^
X^.
But
^^j
was any one

binatlon of
of the m-r vectors
^r+2
Î
hence, each of these
may be expressed as a linearcom-
^j^,
X^
consider the matrix when to each of the given m vectors m-n additional zero compoThis matrix is [^ o]. Clearly the linear dependence or independence of the vectors and also the rank of A have not been changed.
For the case
m>n.
nents are added.
Thus, in either case, the vectors

tors
X-^.X^.
...,
Xr+^
X^
are linear combinations of the linearly Independent vec-
X^
as
was
to be proved.
3.
Show, using a matrix, that each triple of vectors

X^ = [1,2,-3.4]
(a)
X-L
= [2,3,1,-1]
[2, 3,
^2 = [3,-1,2,1]
^^3= [1,-5,8,-7]
and
(b)
^2=
1,-2]
^3= [4,6,2,-3]
is linearly dependent.
In
each determine a maximum subset of linearly independent vectors and
express the others as linear combinations of these.
(a)
Here,
12-34 3-121
1-5
is of
rank
2;
there are two linearly independent vectors, say
X.^
and X^
The minor
8-7
1
-3
The cofactors
of the elements of the third column are
2
j^
.
Consider then the minor
-1
and -7.
3-12
1-5
8
respectively -14,
7,
Then -1^X^ +
1X2-1X2=
and Xg
-2X^ + X^.
2
(b)
3 3
Here
4
2 2
6
3
1-1 1-2 2-3

;
is of rank 2;
there are two linearly independent vectors, say
X^ and Xg.
Now
-1
the
we interchange
the 2nd and 4th columns to obtain
3 2
2-113 2-213 4-326
2 for
which
2
-2
5^0.
-1
1 1
The cofactors
of the elements of the last
column of
-2
are
2,2,-2 respectively. Then
4-32.
2X^ + 2X2 - 2Xs =
and
Xg
Xi +
X,
72
[CHAP. 9
4.
Let Pi(l, 1, 1), PsCl, 2, 3), PsiZ, 1, 2), and P^(2, 3, 4) be points in ordinary space. and the origin of coordinates determine a plane tt of equation
The
points
Pi,
P^
X y z
(i)
1111
12
3
1 1
2y +
Substituting the coordinates of P^ into the left

2
3
member
4
of
(i).
we have
2
3
1
1111
12
3
1
1
1110
12
3
1
4
1
3
1
4
1
Thus, P4 lies in
tt.
The
significant fact here is that
[P^.,
Px.Pq
]'
is of rank 2.
We have
Show
verified:
Any
three points of ordinary space lie in a plane through the origin provided the matrix
2.
of their coordinates is of rank
that Pg does not lie in v.
5.
Prove:
If
vectors
X,^.
X^
X-^
are linearly independent while the set obtained by adding another vector
X^^.
-^m+i is linearly
dependent, then ^m+i can be expressed as a linear combination of X^.X^
6.
Show
that the representation of /^^+i in
Problems
siXi
is unique.
m
Hint: Suppose
^7^+1 =
n
kiXi
=
1,
m and consider
X
i=i
2
i=i
(A:^.
- s^ ) X^
i=i
7.
Prove:
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.
In (9.3) subtract
S2.
Hint: Suppose the
vectors are linearly dependent so that (9.4) holds.

s^,
from the ith row the
product of the first row by
the product of the
second row by
^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.
^1
Xj_
[1,2,1]
(c)
^1
[2,1, 3,2, -1]
= =
[2,-1,3,2]
X2 = [2,1.4]
^2 =
[4,2 1.-2 .3]
(a)
X^
[1,3,4.2]
(6)
Xa
= =
[4,5,6]
Xs X^
Xs
(c)
[0,0 5.6, -5]

[6,3 -1,--6,7]
X3 = [3,-5,2,2] ^4
Ans.
(a)
[1.8.-3]
A.Q
=
= =
Xq
2X^ - X^
A3 = 2a^ +
(b)
A. A
5a 1 2a o
x^
2^1--X^ 2X2--^1
CHAP.
9]
73
9.
Why can
Show
there be no more than n linearly independent -vectors over F'>
10.
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.
Hint: Consider k^^X +
Showthatanyn-vectorZandthen-zero vector are linearly dependent; hence, k^-O = where fc^ = o and ftj ^ 0.
A"
ando are considered
proportional.
12. (a)
Show Show
that
X._ =
[l.l+i,i], X^ = [j,_j,i_i] and X^ = [l-i-2i,l-i, 2-j

[l.l+i.i], X^ = [i.-i.l-i], and Xq = [o.l-2i.2-i] complex field.
are linearly dependent over
the rational field and, hence, over the complex field.

(b)
that
Zi
are linearly independent over
the real field but are linearly dependent over the
13. Investigate the linear

/i
dependence or independence of the linear forms:

fx
3% 2::i
Xg + 2Xg + x^
(b)
2Xx
3%-L 5Xj^
3Xg +
4A!g
- 2*4
()
fz /a
= =
+ 3x2 - Xg+ 2x^
f^ = fg =
+ 2^2 -
2x3 + 5*4
X4.
5x^
3/i
95C2
+ 8xq /g
x^.
- X2+ 2Xq +
Arts, (a)
2/2
14.
Consider the linear dependence
or
independence of a system of polynomials

+ ai_^x + a;
(i =
Hox
cient matrix
+ aij^x
1,2
m)
and show that the system is linearly dependent or independent according as the row vectors of the coeffi"10 20
"11 21
"^0
"ni
nn
r
are linearly dependent or independent, that is, according as the rank
of
is less than or
equal to
15. If the
polynomials of either system are linearly dependent, find a linear combination which is identically
x
zero.
Pi =
(a)
~ 3x2 + 4^ _
2x2
Pj_
2x* +
3:c^
-4x^+5x
x^ +
+ 3
\
P2 = Ps = x
- 6 +
X
2P3 =
(b)
P2 = Pg =
x +
2x2- Zx +
2*2 +
X* +
=
2x-
X + 2
Ans.
(a)
2Pi + Pg
(6)
P^ +
P^-
2Pg
16.
Consider the linear dependence or independence of a set of 2x2 matrices M.

over F.
[::]-Ci]-[::]
Show
that
feîl/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
q
g h
s
t
be <
3.
(Note that the matrices
M-^.Mz.Mq
are considered as defining vectors of four
components,)
Extend the result
to a set of
mxn matrices
74

-
[CHAP.
2
2
2
3
3 2
1
,
3 6
17.
Show
that
3
1
4
2
_
4 2
and
are linearly dependent.
2
_
3
-
18.
Show
that
any 2x2 matrix can be written as a linear combination
of the matrices
n
n
[o
oj'
[o oj
and
[i
oj'
Generalize to nxn matrices.
19. If the ra-vectors
X^^.X^
X^
are linearly independent,

if
show
that the vectors
Y-^.Yr,
1^
where
7^
2
A
aijXj.
are linearly independent
and only
if
\_aij'\
is non-singular.
20. If
is of rank
C^,
r,
where
C^
show how to construct a non-singular matrix B such that AB C^ are a given set of linearly independent columns of A.
= [C^,
C2
C7-,
o]
21.
Given the points Pi(l,

(a)
1, 1, 1),
Pjd,
(6) (c)
Show Show Does
that the rank of [Pi, P3]' is that [P^, P^. P3,
PaY
is
Ps(2, 2, 2, 2), and /VO, 4. 5, 6) of four-dimensional space, so that the points lie on a line through the origin. of rank 2 so that these points lie in a plane through the origin,
2, 3. 4), 1
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

k-Â^
^
A^ +
where the k^ are scalars of F
Hint: Consider
/,
+ kr,A^
...
+ kp^Â + kpl
4,^^,/!^
in the light of
Problem
16.
23.
Find the equation of minimum degree (see Problem 22) which

(a)
is satisfied
by
L J, [:;]
4^-24
A '-[:-:]
(b)
\_
\.
(c)
[;:]
=
Ans.
(a)
4^-24=0,
(c),
(b)
+ 27 =
0,
(c)
A^ - 2A +1
24. In
Problem 23(b) and
multiply each equation by 4"^ to obtain

is non-singular, then
(b)
A'''^
I-Â.
(c)
A~'^=2l-A,
and
thus verify: If A over cients are scalars of F.
A'
can be expressed as a polynomial in A whose coeffi-
chapter 10
Linear Equations
DEFINITIONS. Consider a system
of
linear equations in the n
unknowns
xi.a;.
>
*r?
OqiX-i +
022X2 +
(10.1)
"Wl*!"'" Ob2*^2 +
\
+ c!2n*-n
^2
OIj,
Aa
in
which the coefficients
(o's)
and the constant terms (A's) are in
F
x^
in
By
a solution in
of the system is meant any set of values of %,%2.
F which
sat-
isfy simultaneously the
equations.
When
the system has a solution,
it
is
said to be consistent;
otherwise, the system is said to be inconsistent.

tion or infinitely
consistent system has either just one solu-
many
solutions.
of linear equations over F in the same number of unknowns are called equivevery solution of either system is a solution of the other. A system of equations equivalent to (10.1) may be obtained from it by applying one or more of the transformations: (o) interchanging any two of the equations, (b) multiplying any equation by any non-zero constant in
Two systems
if
alent
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 prescribed form.
SOLUTION USING A MATRIX.

as
In matrix notation the
system of linear equations (10.1) may be written

1
^11
\'
=
(10.2)
02
02 2
^2n
*2
K
hm
r".
or,
more compactly, as
(10.3)
?here
AX
A =
[o^^-] is
H
=
[x^.Xr,
the coefficient matrix,
xj\ and H
[h^h
A^]'
Consider now
for the
system (10.1) the augmented matrix

Oil
ai2
02 2
"i?i
K
[A
(10.4)
021
^271^2
H]
ml
0^2
<^nn
(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
to replace
the entire
the system (10.1) by means of (10.4), we proceed by elementary row transformations A by the row equivalent canonical matrix of Chapter 5. In doing this, we operate on rows of (10.4).
Example
1.
Solve the system
3xi +
^.X-^
2x-j^
x^
^Xq^
2X2
Xg
=
=
+ ^Xq + 2xq
2
1
4
1 1
2'
"1
2
1
1 1
2
1
-2
The augmented matrix VA H\
=
-3
-1
-]
-5 -5 -5 -5
0.
V
.0
1
-11 -5 -5
'1
-1
1
1'
1 1 1
1
1
.0
OJ
x-i
0.
Thus, the solution
is the
equivalent system of equations:
=1, 2
= 0,
xq =
1.
Ex-
pressed in vector form, we have
= [l,
0, l]
FUNDAMENTAL THEOREMS.
When the coefficient matrix A of the system (10.1) is reduced to the A:]'. row equivalent canonical form C, suppose {A H] is reduced to [C K], where K= ^1,^5 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.
of zeroes.
The remaining rows consist

the variables x:
,
Prom
the first
x:
,
...
bleS X:
If
Jr+1
If
X:
Jr+2
= k
...
Jr X; and one of the i^, Uq Jn
,xj
(the notation is that of
r rows of [C K], we may obtain each of Chapter 5) in terms of the remaining varia-
k^.
k^
ac,-
0,
then (10.1) is consistent and an arbitrarily selected set of
values for
X,-
X.
together with the resulting values of

if at
% Ji
,,
a solution.
kj; 7^
On
the other hand,
least one of
V+i'
"r+s
'
J2 is different
x ,
...
X- constitute Jr
from zero, say
0,
the corresponding equation reads

Qx.^
0%
+ 0*71
7^
and (10.1)
is inconsistent.
In the consistent case,
A and
[A
H]
have the same rank; in the inconsistent case, they
have different ranks.

I.
Thus
=
A system AX
of
linear equations in n
the coefficient matrix and the augmented matrix

II.
of the
unknowns is consistent if and only system have the same rank.
if
r<n, re-r of the unknowns may be chosen When these n-r r unknowns is of rank r. are uniquely determined. unknowns other r values, the whatever assigned any unknowns are
In a consistent
system (10.1)
of rank
so that the coefficient matrix of the remaining
Xi +
2*2
3*^3
~ 4^4

2x4.
= = =
6 4
Example
2.
For the system
aci
+ 3^2 +
5a:2
xg
2^1 +
2%3
5x^1
10
CHAP.
10]
LINEAR EQUATIONS
77
12-3-4
[A
12-3-4
">-/
6
'Xy
1 1
-11 -8 10
4
H]
13 1-2 2 5-2-5
4 10_
1 1
4 4
2-2 3-2
lO"
4
2-2
_0
10
"l
-11
1
-V
0-2
[C K]
^0
10
-2-4o,
Since A and [A H] are each of rank r = 3, the given system is consistent; moreover, the general solution contains n-r = 4-3 = 1 arbitrary constant. Prom the last row of [C K], x^= 0. Let xs = a, where a is arbitrary; then aj-l = 10 + 11a and xq = -2-4o.
The solution
of the
system
is given
by x^ = 10 + lla, xj =
xg = a,
x^,
X
If
or
= [lO
+ llo,
-2-4a,
a, o]'
a consistent system of equations over
has a unique solution (Example

2)
it
1) that
solution
is over
F.
If
the system has infinitely
many solutions (Example
has infinitely many solu-
F when the arbitrary values to be assigned are over F. However, the system has many solutions over any field 2F of which F is a subfield. For example, the system 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.
tions
over
infinitely
See Problems
1-2.
NON-HOMOGENEOUS EQUATIONS. A
a-^
linear equation
Xi + 0^X2 +
+ n*n
is called
non-homogeneous
if
equations provided
is not a
A 7^ 0. A system AX = H is called a system of non-homogeneous zero vector. The systems of Examples 1 and 2 are non-homogeneous
systems.
In
Problem 3 we prove
ni.
A system
of
re
non-homogeneous equations
in n
unknowns has a unique solution

provided \a\ ^
0.
provided the rank of its coefficient matrix

In addition to the
is n, that is.
method above, two additional procedures for solving a consistent system non-homogeneous equations in as many unknowns AX = H are given below. The first of these is the familiar solution by determinants.
of n
(a) Solution
by Cramer's Rule. Denote by 4, (i = 1,2 n) the matrix obtained from A by replacing Its Jth column with the column of constants (the h's). Then, if \A\ y^ 0, the system AX = H has the unique solution
<1"'5)
777
X2
'
"'
See Problem
2xi
4.
X2 + Sxg + X2
*4
Example
Xl +
3.
Solve the system

3x:i 2%-^
- 3x3 - 4x4 6x2 - 2x3 + X4. - 3x4
using Cramer's Rule.
+ 2*2 + 2x3
We
find
1 1
6 2
-3 -4 -2 1
-120.
-3
-4
1
-2
2
-240
2-3
-3
78
LINEAR EQUATIONS
[CHAP. 10
2
1
15
6 2 8
-1 -3 -4
3 2
8-21
2
-24,
1-1-4
1
2-3
2
1 1 1
2
5 5
2-3
and
3 2
6
2
-3 -1 -2 8
2
2_
-96
Then
x-i
-240
-120
A^
-24
-120
= 0,
and
Ml
-120
-96
^4
-120
(b) Solution using
^.
If
^ #
|
0,
A~^ exists and the solution of the system

=
AX
is
given
by
(10.6)
A-^-AX
A-^H
or
A-^H
Xg
is 2 3 2
1 1
2xi + 3X2 +
Example
4.
The
coefficient matrix of the system
x^ +
2%
a;2
+ 3xg +
1
3 2
3^1 +
2a:3
-5
1
From Problem
2(6), Chapter 7,
A
18
-5
1 ["9"
Then
"35'
1
-5
1
-5
1
AX
A-^H
J_
18
-5
1
29
18
.
-5
L8_
5_
The
solution of the system is x^ = 35/18, x^ = 29/18, x^ - 5/18.
See Problem
5.
HOMOGENEOUS EQUATIONS. A
(10.7)
is called
linear equation
'^1*1 +
"2*2 +
+ ''n'^n
homogeneous.
A system
of linear equations
(10.8)
in n
AX
is called a
unknowns
of the coefficient matrix A
always consistent.
system of homogeneous equations. For the system (10.8) the rank and the augmented matrix [A 0] are the same; thus, the system is = is always a solution; it is Note that X = 0, that is, %i = xs = =
called the trivial solution.

If
the rank ot
xj^
A
=
II
is n,
unique solution
X2=
...
then n of the equations of (10.8) can be solved by Cramer's rule for the = x^= and the system has only the trivial solution. If the rank of
is
r<n. Theorem
IV.
trivial
assures the existence of non-trivial solutions.

for (10.8) to
Thus,
A necessary and sufficient condition solution is that the rank of A be r < n. A
have a solution other than the
V.
necessary and sufficient condition that a system of n homogeneous equations in

|/4
n unknowns has a solution other than the trivial solution is
=
|
0.
VI. If the rank of (10.8) is r < n, the system has exactly n-r linearly independent solutions such that every solution is a linear combination of these n-r and every such linear See Problem 6. combination is a solution.
CHAP.
10]
LINEAR EQUATIONS
79
LET Iiand X^he

Thus,
two distinct solutions of AX = H. Then AX^ = H, AX^ = H, and A (Xx- X^) = Y = X^~ X^ is a non-trivial solution of AX = 0.
AY
0.
then Zy, +
'P
Conversely, if Z is any non-trivial solution of AX = and if X^ is any solution of AX = H, X = Xl+ Z is also a solution of AX = H. As Z ranges over the complete solution of AX = 0, Z ranges over the complete solution of AX = H. Thus,
VII.
If
the system of non-homogeneous equations
AX
solution of the system is given by the complete solution of

lution of
E AX
is
consistent, a complete
plus any particular so-
AX
= H.
system
i
Example
5.
In the
Xi
2x2
+ 3x3 =
set x^ = 0; then xg = 2 and x^ =
5
1.
Xj +
^2 + 2 Xg
particular
solution is
A:^,
= [o,
1, 2]'.
The complete
solution of < *^
\^Xi
~
+
*^ Xq + 2*3 =
-^
IS
[-7a,a,3oJ
where a
is arbitrary.
Then the complete solution of the given system

=
is
[-7a,a,3o]' +
[O, 1,2]'
[-7a,
+a, 2+3a]'
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 +
e
X2 ~ 2xs + ^2 +
X4 + 3 K5
=
= =
2i 3
ail
2%
+ 2x4 + 6*5
+ 2 X2 - 4 Xg - 3 X4 - 9 xg
tion
The augmented matrix

'l
[A H]
1-2 2-1 2
2
l'
2
-v-
"1
r
'\J
1 1
-4 -3 -9
3_
1
-3 -1
-2 -2
2
1
-6
1
8
3
1
0_
0-1
-2
-18
3
1-2
-6
1 1
-18
1
-2000
13
Then
x^ -
solution
1, x^- 2xs = 0, and may be given as xx=
^4
1.
+ 33=5 =
0.
Take
x^^
2a,
x^â,
xg = a and x^ = b. where a and b are arbitrary; the complete x^ = -3b. x^ = b or as AT = [l, 2a, a, -3 6, 6]'.
x^ +
X2 + 2Xg +
X4
= = =
5 2 7
.
Solve
2%i + 3x2 -
4xi +
Snliitinn*
5%
'11
2
s - 2x4 + 3xg
2
5"'
"V-
'112
1 1
[A H]
3-1-22
5
13
7
O-^tj +
1-5-4 1-5-4
-8
-13
-5 -4 -8 -5
is inconsistent
The
last
row reads 0-xi +
O-^g + 0-4 = -5; thus the given system
and has no solution.
80
LINEAR EQUATIONS
[CHAP. 10
3.
Prove:
A system AX
7^
of n
non-homogeneous equations
in n
unknowns has a unique solution
provided \A\
If
0.
is non-singular,
[/
it
is
equivalent to
=
/.
When A
is
reduced by row transformations only to

system.
/,
suppose
[A H] is reduced to
K].
Then X
is a solution of the
Suppose next that

Since A is
X = L is a second solution non-singular, K = L, and the solution is
of the system; then
AK
and
AL
H, and
AK
AL.
unique.
4.
Derive Cramer's Rule.

Let the system of non-homogeneous equations be il*l + a^jAiQ +
(1)
]
+ ain*n
+ 2n*n
h^
^z
uqiXi + 022*2 + "ni*i + an2*2 +
+ "nn^n
^n
Denote by A the coefficient matrix
[a.
and
let a^,-be the cofactor of
in
Multiply the first equa-
tion of (J) by ttn, the second equation by Ksi
the last equation
by
ttni.
n
ai^di-^x-^ +
n ai20iii% +
10,
and add. n
1
We have
S
which by Theorems
2
i=i
.S
i=l
1=1
3,
ainîlXn
=1
and XI, and Problem

hx ai2
^^2
Chapter
reduces to
"m
'^2n
22
^n
""no.
so that
x-i
^11 j-
^1
"n
n2 and sum to obtain
Next, multiply the equations of (i) respectively by aî, îi

"11 ^1 Oqi
/12
''is '^23
\A\.x^
"m
"2n
so that
*<,
Continuing in this manner, we finally multiply the equations of
(i)
respectively by a^n. 2n
(^,71
and sum to obtain

Oil "21
"l,n-i "1
"2,n-i ^2
so that
x^.
'ni
2Xi +
5.
X2 + 5 *3 +
*^4
~ = =
Solve the system
X2 ~ 3x3 - 4*4 Xi + :4 3 Xi + 6 Xj - 2 aig + + + 3x4 2a;3 2x1 2x:2
-1
using the inverse of the coefficient matrix.
=
120 120
Solution:
2
15
-120'
80
The inverse
of
1-3-4
6-2 1 2-3 2
3 2
-69 -73 17 120 -15 -35 -5
Then
40
.24
-40.
CHAP.
10]
LINEAR EQUATIONS
81
"120
1
120
-120"
80
5"
"
120
-69 -73 17 -15 -35 -5
-1
8
.
1/5
40
.24
(See Example
3.)
-40.
2.
4/5
Xl +
6.
^2 +
s +
*4
4a;4
Xj^
= =
Solve
i + 3*2 + 2xq +
2Xi
Solution:
Xg -
o"
'X/
1
1
-
11110
2
\A
U\
2
1
13
-1
1
''\J
-2 -1 -3
i
1
11110
1
-i
3 2
o"
i 1
is 2,
The complete solution of the system is we may obtain exactly n-r = 4-2
taking a =
1,
x^ =
= 2
1
-â + 16, ^^
linearly independent solutions.

is
-! - |6, xs=a, x^ = h. Since the rank of One such pair, obtained by
first
6 =
and then a =
X2 = -2, *3 =
3,
6 =
x^ =
0.
1,
X4 =
and
x^ = -1, x^ = -3, ^3 =
b =
3,
:x:4
What can be said
of the pair of solutions obtained
by taking a =
and a =
b =
37
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,
0).
the cofactors of the elements of any row (column) of
are a solution X-^ of the
AX
system
(A'X =
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
in n variables, then the
linear forms
^j
are linearly dependent if and only if the
^^'ijfi-
0-=1.2
p)
mxp
matrix [5^] is of rank r<p.
The g's
that
are linearly dependent
if
and only
if
there exist scalars a^,a^
a.
in
not all zero, such
lgl + "2g2 +
+apgp
ai
^^Hxfi
P
.|
si^fi
...
ap
.2
sj^fi
.2
2
J=l
1=1
a;:S--)f.
J ^J
82
LINEAR EQUATIONS
[CHAP. 10
Since the /'s are linearly independent, this requires
j?/i^v
X
î^-ii
+ "p'iP
in p unknovras
(i
1,
m)
Now, by Theorem IV, the system of m homogeneous equations

trivial solution
s^j xj -
has a non-
= [a^.a^,
apV
if
and
only if [^^j] is of rank
r<p.
9.
Suppose A =
[a-
] of order n
is singular.
Show
that there
always exists a matrix R =
[h^j]
?^
of
order n such that
AB
0.
Let Bi.Bg
B be the column vectors

say AB^
= 0, or
of
B.
Then, by hypothesis,
AB^
^65
..
AB^
= 0.
Con-
sider any one of these,
ii&it + "iQ^'st +
"m ^nt
ni*it + n2^2t+
"nn^nt
i>nt
Since the coefficient matrix ^ is singular, the system in the unknowns h^t,^'2t
has solutions other
than the trivial solution.
Similarly,
AB^
= 0,
AB^
= 0,
...
have solutions, each being a column of S.
10.
Find
all solutions of:

x-^
x^ +
= = =
=
4
3 5
{a)
Xj_
2^:5
+ *3
3*'4
(c)
2%i + 5%2
x-^
-^
1 x^
~ 2%3 7^3
->=3
Xj^
+ %2 +
+ %4
X^ +
Xq +
3C2
Xg
2 Xg
= =
4
(d)
^1 + %2 +
-^S
%
:>:4
= = =
4 -4
2
(b)
\2x^
+ 5
X\
X-i
-^
Xq
x^ +
Xr,
Xq +
+ x^
/4ns.
(a) (b)
! = xi =
=
(d) Xi
1 + 2a -7a/3 + % = 1,
+ 3c,
x:2
ajj
= o, X3 = b, x^ =
17/3,
:;3
4a/3 = 2
5/3, Xg
11.
Find
all non-trivial solutions of:

i
x-i
2x^
*1 + 2*2
"*'
3*3
+ 3x3
(c)
(a)
<
2*1 +
3*i
X2 + 3*3
*3
12*1
+ 5*2 + 6*3
+ 2*2 +
2x-i
(.h)
4*1
X2 + ^x^
+ 2*3 +
2*1
3*1 + 22 +
*i
*3
- 4*2 + 5*3
0,
*3 ^ *47*2 4*3 5*4

3
*2
2*1
11*5
1*3
5*4
/4ns.
(o)
*i = -3o, X2 =
*g = a
(6) *i = (d)
*2
5
*3
J.
= a
3,
*i
*o =
*4
CHAP.
10]
LINEAR EQUATIONS
83
12.
Reconcile the solution of 10(d) with another

2 4
6_
x-i
= c, x^ = d, x^ =
^c -
O
x^ =
c +d.
o
o
13. Given
A =
2 3
2
3
find a matrix
of rank 2
such that
AB
= 0.
Hint.
Select the columns of
B from
the solutions of
AX
= 0.
14.
Show that a square matrix

Let
is singular if
and only
if its
rows (columns) are linearly dependent.
15.
AX
that any non-zero vector of cofactors
be a system of n homogeneous equations in n unknowns and suppose A of rank r = n-1. [aî, a^j OLinV of a row of ^ is a solution of AX = 0.
Show
16.
Use Problem
/
^1
15 to solve:
- 2%2 +
ixg 3%
= =
(b)
/ 2xj_
+ 2x^
Xg
(c)
\2x-^ + 5%2 + 6*3 Xg

Hint.
y'ix^
4%2
2.^1
+ 3*2 + 4
= =
+ 2%3
=
1 2xi
%2 + 6 Xg
To
the equations of (o) adjoin

"l
Oxi + Ox^ + 0%3
and find the cofactors of the elements of the
-2
5
a""
third
row of
Ans.
(a) xi =
-27a. X2
= 0, X3 =
9a
or
[3a,
0,
-a]',
(6) [2a,
-7a, -17a]',
(c)
[lla, -2a, -4a]'
17.
AX =H
Let the coefficient and the augmented matrix of the system of 3 non-homogeneous equations in 5 unknowns be of rank 2 and assume the canonical form of the augmented matrix to be
1 1
613
623
614 624
fcj^g
ci
625
C2
_0
with not both of

tion of
ci, C2
equal to
0.
First choose
1,
AX
= H.
Then choose
X3 =
tain other solutions X^,Xg, and X^.
and obtain X^ = [c^, c^, 0, 0, o]' as a solualso X3 = x^ = 0, x^ = 1 and X3 = x^ = 0, Xg == 1 to obshow that these 5-2 + 1=4 solutions are linearly independent.
x^ = xg =
0,
X3 = x^ = x^ =
18. Consider
the linear combination
s,X^ + s^X^ + s^X^ + s^X^

if
of the solutions
that
is a solution of
i^
AX
of
Problem 17
Show
if
and only
(i)
s, +.2 +-3 +^4 =
1-
Thus, with s
for (O,
IS a
complete solution of
Hint. Follow
AX
s,. .3,
.4 arbitrary except
= H.
19.
Prove: Theorem VI. Prove:

Hint.
Problem 17 with c^ = c^
r^
= 0.
20.
If ^ is an m xp Use Theorem VI.
matrix of rank
and S
is a p
matrix of rank
r^
such that
AB
= 0, then
r,
r^
< ^-
n f
21.
.1 = [a^^-] of rank 2, verify: In an x matrix A of rank .. the r-square determinants formed from the columns of a submatrix consisting of any r rows of A are proportional to the r-square determinants formed from any other submatrix consisting r
Using the 4x5 matrix
Hint.
(7 =
Suppose the
1.2
5).
of rows of A two rows are linearly independent so that a^j = p^.a^j +Psâ,.. a^.-pâ^,f^ ij +p42a2,ha2 2j. j Evaluate the 2-square determinants j
first
I
"17
ai5
a^q
025
\'^3q
agg
and
"4(7
"AS
22. Write a proof of the theorem of Problem 21.
^'"
f?ctors''hcJ?'"
'
where (h,i,j,h =
'''''"''
''
*'' ""''"'''' '""'"'
'" ' '^"' ""'

(t)
*^'" "'' '''^'"^ ^^1^""^ ^"-""S

=
"^
(a)
1,
a^^-a^^
a^J^(x^,
a^âJJ
a^jUji
n).
84
LINEAR EQUATIONS
[CHAP. 10
24.
Show
that
11114 123-4 21126

2
32-1-13
IS
row equivalent to
-,,.
122-2
2 3
01000 00100 00010 00001
10
From B =[A H]
infer that the
-3
ij
[_0
system
of 6 linear equations in 4
m>n
linear equations in n
ra
unknowns has 5 linearly independent equations. Show that a system of unknowns can have at most re +1 linearly independent equations. Show that when
there are
the system is inconsistent.
25. If
AX =H
is consistent
and of rank
r,
for
what set of
variables can one solve?
equations in n unknowns with coeffi26. Generalize the results of Problems 17 and 18 to m non-homogeneous and the augmented matrix of the coefficient If the r to prove: cient and augmented matrix of the same rank Xn-r-n are rank r and if X-^^.X^ have unknowns = in n equations non-homogeneous AX H of m
system
linearly independent solutions of the system, then
X
n-r+i
where
siî + 51^2 +
^n-r+i^n-r+i
S
i=i
1,
is
a complete solution.
27. In a four-pole electrical network, the imput quantities
i and
a
c
h
h
are given in terms of the output quantities
2 and
Iq
by
E^
oEq +
6/2
"11 _/lJ
'eI
'e2
h
Show
that
cE^ + dlQ
d
'b
h.
>-
and
d
I^,
A
c
Solve also for 2 and
and
I^,
and E^
28.
Let the system of n linear equations in n unknowns 4X = H, H ^ system AX = K has a unique solution for any n-vector K ^ 0.
'l
0,
have a unique solution.
Show that the
-1
1
1"
'xi
"n"
=
29. Solve the set of linear forms
AX
X
2
1
3 3
X2
_s_
72
for the x^ as linear forms in the y's.
p.
= E^, =
n).
Now
30. Let
write
down the solution
of A'
Y
(i
A be n-square and non-singular, and let S^ be the solution of AX n-vector whose ith component is 1 and whose other components are 0.
Let 4 be an m X
matrix with
1,
where îs the

S^].
Identify the matrix [S^, Sg
31.
71
m<n
1
m-vector whose ith component is
and let S^ be a solution of AX - E^, {i -1,2,. and whose other components are 0. If K = \k^. k^.
k^Si + A:2S2
+ +
m).
,
where E^ is the
,
k^' show
that
^n^%
is a solution of
AX
= K.
Chapter
Vector Spaces
11
UNLESS STATED OTHERWISE,

played,
all
vectors will
a^]'.
we
shall write [xj^.x^
now be column vectors. When components are disThe transpose mark (') indicates that the elements are
to be written in a column.
A
them
if
set of such 7z-vectors over
is a vector of the set.
F is said to be closed under addition if the sum of any two of Similarly, the set is said to be closed under scalar multiplication
every scalar multiple of a vector of the set is a vector of the set.

1. (a)
Example
all vectors [x^. x^. x^Y of ordinary space havinr equal components (x-^ = x^^ x^) 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.
is
The set of
(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
if
is
plication is called a vector space. linear combinations
Thus,
X^, X^
closed under both addition and scalar multiX^ are n-vectors over F, the set of all
<"!)
is a vector
Kî
space over F.
KX^
KX^
(kiinF)
For example, both of the sets of vectors (a) and (b) of Example 1 are Clearly, every vector space (ll.l) contains the zero re-vector while the zero re-vector alone is a vector space. (The space (11.1) is also called a linear vector space.)
vector spaces.
The
totality VîF) of all re-vectors over
is called the re-dimensional vector
space over
F.
SUBSPACES. A
set V of the vectors of V^(F) is called a subspace of V^(F) provided V is closed under addition and scalar multiplication. Thus, the zero re-vector is a subspace of F(F)- so also IS V^(F) Itself. The set (a) of Example 1 is a subspace (a line) of ordinary space. In general If X^, X^, ..., Z^ belong to V^(F), the space of all linear combinations (ll.l) is a subspace of
vector space V
lie in
is
vided (a) the Xi vectors X^, X^
V and
said to be spanned or generated by the re-vectors (b) every vector of F is a linear combination
X^,
X^
(11.1).
X^ proNote that the
X^_
are not restricted to be linearly independent.
Examples. Let F be the field R of real numbers so that the 3-vectors X^ ^3= [1.3,2]' and X^= [3,2,1]' lie in ordinary space S =
s can be expressed as
V^R).
[i.i.lY X^ Any vector

.
\i
.
,
2 i]'
\a b -
cY
j
ot
85
86
VECTOR SPACES
[CHAP. 11
yi +
Ti ^1
y2 +
ys
3y4.
274.
+ 72^2 + ys'^s +
y4-^4
yi
+ 2X2 + Sys +
3y2 +
2y3
yi +
Ja
since the resulting system of equations
yi +
(i)
y2
ys
3x4
yi +
yi
2y2 +
3y2
3ys + 2y4
2y3
y4-
is consistent.
Thus, the vectors
Xj^,
Xj. Xg,
X4 spanS.
tt)
and ^2 are linearly independent. They span a subspace (the plane real numbers. S which contains every vector hX^ + kX.^. where /i and k are
The vectors
X-y
of
The vector X^ spans

A is a real number.
hX^. where a subspace (the line L) of S which contains every vector
See Problem
1.
BASIS
maximum number of linthe dimension of a vector space V is meant the number of linearly inminimum same thing, the early independent vectors in F or, what is the is considered as space ordinary geometry, dependent vectors required to span V. In elementary it as a considering been have we Here (a, 6, c). a 3-space (space of dimension three) of points is of line L the and is of dimension 2 3-space of vectors ia,h,c \. The plane n of Example 2
AND DIMENSION. By
dimension
1.
r
A
we
vector space of dimension
consisting of 7i-vectors will be denoted by F(F).
When
n,
shall agree to write p;(F) for %\F).
basis of the space. Each veclinearly independent vectors of V^(F) is called a of this basis. All bases of vectors the combination of tor of the space is then a unique linear independent vectors of the linearly r V^(F) have exactly the same number of vectors but any
set of
space will serve as a basis.

Example
3.
The vectors
X^.
Xr,.
X^
of
Example
span S since any vector [a,
b. c ]'
of S can be
expressed
yi
X-y 71-^1
+ +
ys
2y2 3X2
a
h c
,
+ + +
ys 3ys
2ys
+ j^Xq + ygâ
yi
yi +
!yi xi
The
resulting system of equations
y2 +
ys =
,^ + 3X3 = yi + 2y2
unlike the system
i),
has a u-
Xi+
nique solution. basis of S
.
3X2 + 2xs =
are not a The vectors X^.X^.X^ are a basis of S. The vectors X^.X^.X^ X^. X^ set the basis is whose tt Example 2, of (Show this.) They span the subspace
Theorems I-V
stated as:
I
of
Chapter 9 apply here, of course.

are a set of re-vectors over
In
particular,
Theorem IV may be
re-
If
X X^
..
X^
of their components,' then from the set r the remaining m-T vectors lie. T vectors span a VîF) in which
the rank of the raa:ro matrix Unearly independent vectors may be selected. These
F and
if r is
See Problems
2-3.
CHAP.
11]
VECTOR SPACES
87
Of considerable importance are

II.
If
JYi,
^2,
...,
Zm
are
m<n
X^,
linearly independent n-vectors of
VîF) and
if
J^+j^,
^m4.2. .
^n
are any n-m vectors of VîF)
which together with
X.^,
X^
X^ form a linearly See Problem

4.
independent set, then the set
X^
is a basis of VîF).
III.
If
Z^.Zg,...,! are m<7i linearly independent -vectors over F, then the p vectors m
î
i^'ijî
if
(/=l-2
P)
are linearly dependent
if
p>m
or,
when p<m,
[s^,] is of rank r<p.
IV. If
Zi,
.2, ...,
are linearly independent re-vectors over F, then the vectors
n
Yi
=
7
1
=
1
a^jXj
"
(i
= 1,2
re)
are linearly independent if and only
if
[a^-] is nonsingular.
IDENTICAL SUBSPACES.
only
is
if
If
,V^(F) and
X(F)
are two
each vector of X(F) a subspace of the other.
is a vector of ^V;[(F)
subspaces of F(F), they are identical if and and conversely, that is, if and only if each
See Problem
5.
SUM AND INTERSECTION OF TWO SPACES.

sum
is
meant the totality of vectors
X+Y
Let V\F) and f3^) be two vector spaces. By their where X is in V^(F) and Y is in VîF). Clearly, this
is a vector space; we call it the sum space V^îF). The dimension s of the sum space of two vector spaces does not exceed the sum of their dimensions.
the intersection of the two vector spaces is meant the totality of vectors common to the 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.
By
two spaces.
V. If two vector spaces FV) and V^(F) have V^\F) as section space, then h + k = s + t.
sum space and V^(F) as
inter-
Example 4. Consider the subspace 7f, spanned by X^ and X^ of Example 2 and the subspace tt^ spanned by Xs and X^. Since rr^ and tt^ are not identical (prove this) and since the four vectors span S, the sum space of tt^ and tt^ is S.
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 2, S IS of dimension 3, and L is of dimension 1. This agrees with Theorem V.
.
See Problems 6-8.
NUIXITY OF A MATRIX.
,
For a system of homogeneous equations AX = 0, the solution vectors X constitute a vector space called the null space of A. The dimension of this space, denoted by ^ A'^ IS called the nullity of A.
Restating Theorem VI, Chapter
VI.
If
10,
we have
A has
nullity N^
then
AX
has N^ linearly independent solutions X^. X^
88
VECTOR SPACES
[CHAP. 11
Xti A
such that every solution of
AX
is a linear
combination of them and every such
linear combination is a solution.
basis for the null space of A is any set of N^ linearly independent solutions of
AX
0.
9.
See Problem
Vn. For an
(11.2)
mxre matrix
of rank rj
rA
and nullity
Nji
N/^,
SYLVESTER'S LAWS OF NULLITY.

rank and nullity of their product
If
A and B are
of order
ra
and respective ranks q and
rg
the
AB
satisfy the inequalities

''AB
>
'^
'B
- "
(11.3)
Nab > Na
Nab > Nb
Na + Nb
Nab
<
See Problem
10.
BASES AND COORDINATES. The

El = [1,0,0
ra-vectors
0]',
0]',
E^ = [0,1,0
En = [0,0,0
1]'
are called elementaiy or unit vectors over F. The elementary vector Ej, whose /th component The elementary vectors E^, E^ constitute an is 1, is called the /th elementary vector.
important basis for f^^Cf).
Every vector
[%,%
n
1=1
uniquely as the ^nl' of 1^(F) can be expressed
sum
X
Of the elementary vectors.
xiEi
XxE-^
2-^2
+
are
'^nEr,
The components %,
x^
x^ oi
X X
relative to the E-basis. Hereafter, unless otherwise specified,

is
now called the coordinates of we shall assume that a vector

%,
03
given relative to this basis.
Let Zi, Zg in F such that
Zn be another basis of 1^(F).

n
Then there
exist unique scalars
a^
X
i
1
=i
aiZi
a.^Z.^
02
Zg +
dj^Zj^
These scalars
JY^
01,05
= [oi, og
o are called the coordinates of a^Y, we have
relative to the Z-basis.
Writing
(11.4)
X
is the matrix
[Zi.Zg
Zn]Xz
=
Zi,
Z-Xz
Zg
Z.
(F) and
where Z
whose columns are the basis vectors

Z^ = [l,
2,
Examples.
If
Zi =
[2, -1, 3]',
-1
]',
Z3
= [l, -1,
-1
]'
is
a basis of
Fg
Xz
[1.2.3]'
is a vector of Vg(F) relative to that basis, then
r
2
1
"1
[Zi, Zg, Zg]A:^
-1
3
-1
[7,0,-2]'
-1 -1
-2
See Problem 11.
relative to the -basis.
CHAP.
11]
VECTOR SPACES
89
Let
(11.5)
W^,
be yet another basis of f^(F).
Suppose
-r
Xig
= [61,^2
K\' so
that
X
(11.4) and (11.5),
= =
\_\,\
WX^
Xy
From
(11.6)
JV^
IT
Zj^
and
X^
IF"^Z.
^'^.Z-X^
PX,
where P =
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.
SOLVED PROBLEMS
1.
The
set of all vectors
A'
= [%,
x^, Xg,
x^Y,
where x^ + x^ + x^ + x^ = Q
vectors of the set.
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
2
2.
4
is of rank 2, the vectors
X.^
Since
2
1
= [1,2,2,
1 ]',
X^ = [3,4,4,3]', and X^ = [1,0,0,
1 ]'
4
3
1
are linearly dependent and span a vector space
(F).
X-^
Now any two of these vectors are linearly independent; hence, we may take and Xg as a basis of the V2{F).
and X^, X^ and
A:g.
or
X^
3.
Since
14 13 12 12
2
is of rank 2, the vectors
^"1
= [1,1,1,0]',
A's
= [4,3,2,-1
]',
A'g
= [2,1,0,-1]',
-1 -1 -2
and
^"4
= [4,2,0,-2]' are linearly dependent and span a V^(F).
For a basis, we may take any two of the vectors except the pair Xg, X^.
4.
The vectors
X^, X^, Xg of
Problem
2 lie in V^(F).
Find a basis.
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 = since the matrices [X^, X2, X^.Xg] and [X^. X2.Xg. Xy] are of rank [1.2,3.4]'. and X; = [1,3,6,8]'
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 Show that the space spanned by X-^, X^, Xq and the space spanned by Y.^, Y^ are identical.
First,
Vs(F).
we
note that X^ and X^ are linearly independent while

iF|(''').
Xq
2Zj^
X^..
Thus, the X^ span a space
of dimension two. say
Also, the Yi being linearly independent span a space of dimension two. say
2lg^(F)
(c
Thus, any vector iX.^, Y^ = 2^2- ^li î = î^ - 4^1. X^ = Y^- 271. (50 + 26)^2 - (2a + b)X.^ of iPg^CF) and any vector cXj^ + dX^ of iff(f) + d)Y2 - (4c + 2<i)Ki of QVi(F). Hence, the two spaces are identical.
Next,
Fi =
kXz -
aY-^
fcK,
of
is
a vector
is a vector
6. (a) If
= [%, 2.%]' lies in the Vg(F) spanned by
X^ =
1,-1,1]' and X^ = [3,4,-2]',
then
-2% +
1
5X2 + IXg
(b) If
= [xi,x^,X3,x^Y lies in the Pi(F) spanned by X^ = [1,1,2,3]' and X^ =

1
1
1,0,-2,1]',
then
3Ci
1
1 1
%
is of
%
%4.
2 3
1
1
-2
1
1
rank
2.
Since
1
0,
this requires
= - 2*1 + 4% -
and
xi
%
4.
=
1
%+
2*2 -
s;*
These problems
linearly independent
verify: Every ^(^ ) may be defined as the totality of solutions over F of a system homogeneous linear equations over F in n unknowns.
of n-k
7.
two vector spaces Vn(F) and I^(F) have Vn(F) as sum space and VîF) as intersection space, then h + k = s + t.
Prove:
If
Suppose
s
= h; then Vr!XF) is a
subspace of (^^F) and their sum space

that the
is 1^' itself.
Thus, s=k.
=h
and
h+k. The reader
will
show
same
is true if
= k.
Suppose next that t<h. t<k and let X^^.X^ Yh so that X1.X2 ^t.i't-n A:i,A:2 ^t.Zt+1 2fe span I^'^F).
^t^-i, yt-+2
X^ span
Yh
V^(F).
span l^(F) and vectors
Then by Theorem H there exist vectors Z^ so that Zj^^. Z^+j
Now suppose
(11-4)
there exist scalars a's and 6's such that

t
X 1=1
t
"iXi
.S
t=t+i
a^Yi
S
i=t+i
biZi
ft
i=i h
i=t+i
i=t+i
k
to
The vector on the V^(F). But X^.X^
left
belongs to P^(F),and from the right member, belongs also to ^(F); thus
it
belongs
X-t
span Vn(Fy, hence,

t
a^+i = at+2 =
k
2;
"f,
= 0.
Now
from (11.4),
2
i=i
"iXi
b^Z^
''tî =
s t*^"^, *t+2 = = ^fe = as was to be proved.
:
i=t+i
But the X's and Z's are linearly independent so that a^ = 05 = = t = the ^f's.y-s, and Z's are a linearly independent set and span ^(F). Then
=h + k-t
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]'
and
Fj
1.0,1
]'
as basis. Since the matrix of the components
113 2 110
1
is of rank 3, the
sum
12
space
is V,(F).
As a basis, we may take

= s
X-^,
X^,
and
Y^
Prom
h + k
t.
the intersection space is a VsiF).

2 2
To
find a basis,
we equate
linear combinations
of the vectors of the bases of iFg(F) and s^'sCF) as
- 3e
c
take d =
for
convenience, and solve
^2a
( 3a
66
= =
1
obtaining
a = 1/3,
6 = -4/3,
c =
-2/3.
Then
- 2e
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
9.
Determine a basis
for the null
space of A
2
2
4
1
10
113
Consider the system of equations
AX
x^ =
=
which reduces
to
\x2+
A
basis for the null space of
.4
Xs + 2x^ =
is the pair of linearly
independent solutions [1.2,0,-1]' and [2,l,-l,o]'
of these equations.
10. Prove:
r >
AB
r A
- n.
Suppose
first that
A has the form
Then the
10,
first
r,
rows of
AB
are the first
r.
rows of B while
"
the remaining rows are zeros.
By Problem
Chapters, the rank of
AB
is
^45
>
'k
+ %
PAQ
Suppose next that A is not of the above form. Then there exist nonsingular matrices P and Q such that has that form while the rank of PAQB is exactly that of AB (why?).
The reader may consider
the special
case when
11.
Let X=[l,2.lY relative to the S-basis. Z2 = [1,0,1]', and Zg = [1,1. l]'.

Solution
(a).
Find
its
coordinates relative to a new basis Zi =
[l 1 0]'
Write
1 1
!a
Then
a
+ i + c = +
b
c c
(i)
aZ^ + 6Z2 +
cZr^.
that is.
2
1
+ h
1
= =
2
1
and a =
0,
6 =
1,
c = 2.
Thus
relative to the Z-basis,
we have X^
[0,-1,2]'
92
VECTOR SPACES
[CHAP.
11
Solution (6).
Rewriting
(i)
as
{Z-^.Z^.Z^^X^ = ZXg,
1
we have
1
-1
X^
Z X
1 1
-1
1 1
.
2
1 _ _
[0,-1,2^
12.
Let X^ and
X-^
Z2=[l,0,l]', trix ? such that X^ = PX^
be the coordinates of a vector Z3= [1,1,1]' and f4 = [l,l,2]',

.
X
ff^
with respect to the two bases = [2,2,1

]',
Ifg
7,^
= [1,1,0]'
= [1,2,2
]'.
Determine the ma-
1 1
'l
2 2
1
l'
Here
\_Z^, Z^,
Zg]
2 2
and
2-3 2 0-1 2
-3
-1
4
1
1 1
Then
W'^Z
by (11.6).
0-3
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

(e) All vectors with
x-^
(6) All vectors

(c) All
with x^ = x^.
0.
x^=2x^.
x^.Xr,.Xs.xj^
integral.
vectors with %4 =
Ans. All except {d) and
(e).
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.
[1.1,1.1]'
[1,2,3.4.5]'
(a)
Select a basis for each.
[l.l.O.-l]'
(b)
[3,4,5,6]'
,
[5.4,3,2,1]',
[1,2,3,4]'
^'^
[1.2,3,4]'
[1.1,1.1,1]'
[2.3.3,3]'
[1,0,-1,-2]'
Ans.
(a), (b), {c).
r= 2
16. (a)
(6)
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]'. 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

X-^,
any other vector Y of the space can be repre-
sented uniquely as a linear combination of

k
X^
X^
Hint.
Assume
51
aiXi
biXi-
CHAP.
11]
VECTOR SPACES
93
18.
Consider the
4x4
the \i(R) of Problem
matrix whose columns are the vectors of a basis of the Vi(R) of Problem 2 and a basis of 3. Show that the rank of this matrix is 4; hence. V^R) is the sum space and l^(R), the
zero space, is the intersection space of the two given spaces.
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

(a)
Z^=
(c)
[l,1.2]', Zg = [2.2,l]', Zg = [l,2,2]' the coordinates of the vectors
[l.l.o]',
(a)
(b)
[1,0, l]',
[l.l.l]'.
Ans.
[-1/3,2/3,0]',
(6) [4/3, 1/3,
-1
]',
(c)
[l/3, 1/3,
]'
22. Find, relative to the basis

(a) [2,-1,0]',
Zi=[o,l,o]', Z2=[i,l,l]', Z3=[3,2,l]' the coordinates of the vectors

(c) [0,0,l]'. (c)
(b) [1,-3,5]', (6)
Ans.
(a) [-2,-1,1]',
[-6,7,-2]',
[-1/2, 3/2, -1/2
]'
23.
Let X^ and
trix
X^^
be the coordinates of a vector
with respect to the given pair of bases.
Determine the
P such
that Xj^ =
PX^
Zi=
ea)
1^1
[1,0,0]',
Z2=[i,o,l]',
[^2= [1,2,3]',
2
Z3=
If'3=
[1,1, il^^^
Zi = [0,1,0]',
!fi
2^
= [1.1,0]',
23
= [1.2.3]'
= [0,1,0]',
[1,-1,1]'
= [l,1.0]'.
1^2= [1,1.1]',
1^3= [1,2.1]'
41
,
r
(6)
-2"1
2
Ans.
(a)
^
2
-1
2j
ij
24. Prove: If Pj
[''1.^2
is a solution of
AX
n
=
Ej
(j = 1,2
n).
then
hjPj
is a
solution of
AX
= H.
where H =
KVH
=
Hint.
hÊj^ +
hÊ^+
+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
the vector
AX = H a system of m non-homogeneous H belongs to the column space of A

.
equations in n unknowns, is consistent
if
and only
if
the
1111
(6)
27. Determine a basis for the null
space of
(a)
1
1-1,
1
12 12
3 4 3
Ans.
(a)
[1,-1,-1]',
(6)
1,1,-1, -i
]',
[l, 2,-1, -2]'
28. Prove:
(a)
N^,>N^. N^^>N^
= n
(b)N^,<N^^N^
r^
Hint:
(a) /V^g (b)
r^g
r^g
<
and
rg
Consider n~r^g
using the theorem of Problem 10.
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^, ....
%]' 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
are related by
yi
'^ll'^l
"^
^12 "^2
"^
^^Yi J^
+
(12.1)
df^Yj.^ri
or, briefly,
AX
[a^.-]
where A =
is over F.
V^(F) into (usually) another vector

If
Then (12.1) is a transformation T which carries any vector X Y of the same space, called its image.
of
(12.1) carries X^ into F^ and X^ into Y^, then
(a)
(fe)
it
carries kX^ into ^y^, for every scalar k, and

carries aX^ + bX^ into aY^ +
feFg. for
it
every pair of scalars a and
b.
For this reason, the
transformation is called linear.
2 5 3
'12"
A"
Example
1.
Consider the linear transformation Y =
AX
in ordinary
space Vq(R).
13
'l
1
2 5 3
(a)
The image
of
A"
= [2,0,5]' is
1 1
2 3
= 5
27 17
[12,27.17]'.
'l
'x{
*2
=
'2'
(6)
The vector X whose image
is
= [2,0.5]' is obtained
by solving
1
.1
2 3
5
3_
3.
112
Since
12 13
5
3 5
10 10
1
13/5
11/5
.
[13/5,11/5,-7/5]'.
-7/5
BASIC THEOREMS.
if
If in (12.1),
= [\,Q
"nf]'-
then
I.
Y =
[a^j.a^j
0]'='i then Hence,
Y =
an,
Ogi,
...,
a^J'
and, in general,
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]
95
linear transformation (12-1) is called non-singular
are distinct vectors Y^.

II.
if the images of distinct vectors Xi Otherwise the transformation is called singular.
A A
linear transformation (12.1) is non-singular if and only if A, the matrix of the
transformation, is non-singular.
in.
See Problem
2.
non-singular linear transformation carries linearly independent (dependent) vec-
tors into linearly independent (dependent) vectors.
See Problem
3.
Prom Theorem HI follows

IV. Under a non-singular transformation (12.1) the image of a vector space Vn(F) is a vector space VjJ,F), that is, the dimension of the vector space is preserved. In particular, the transformation is a mapping of ^(F) onto itself.
k
When A
is non-singular, the inverse of (12.1)
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.
VI. If
IT
CZ
carries
Y = AX carries a vector X into a vector F, if Z = BY carries Y into Z, and if Z into W, then Z = BY = {BA)X carries X into Z and IF = (CBA\X carries
into
IF.
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 changed and let X^ and Y^ be the coordinates of X^, and Y^ respectively relative 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
that the basis is
X^
QX^
=
and
Y^
QY^
=
Then
where
(12.2)
Y^
Q-%
Q-^X,
6
=
Q-ÂQX^
BX^
Q-ÂQ
Two
are called similar.
matrices A and B such that there exists a non-singular matrix We have proved
for
which B = Q'ÂQ
vm. If Y^ = AX^ is a linear transformation of V^(F) relative to a given basis (Z-basis) and Yjf = BX^ is the same linear transformation relative to another basis (IF-basis), then A and B are similar.
Note. Since
P"^, (12.2)
later.
will be
for
made
might have been written as B = PAP-^. A study of similar matrices There we shall agree to write B = R'ÂR instead of S = SAS'^ but
no compelling reason.
96
[CHAP. 12
3
1
Example
2.
Let
AX
1
1
2 3
be a linear transformation relative to the -basis and
let
W^
2
IFg
[l.2,l]', W^ = [1,-1.2]',
[1,-1,-1]' be a new basis,

to the W-basis.
find the coordinates of its

Yjr
image relative
= BXjf
corresponding to
AX.
1
(c)
Given the vector X = [3,0,2]', Find the linear transformation Use the result of (b) to find the image ijf of Xy =
(a)
(b)
[1.3,3]'.
1 1
Write
[W^.W^.W^] =
2
1
-1 -1
2
then
-1
1
9
-2
-1
-1 -3
Xff =
(a)
Relative to the
If -basis,
the vector
= [3,0,2]' has coordinates
W X
Yf^
= [l,l,l]'. =
The image
of
is
AX
[9,5,7]'
which, relative to the IF-basis is
W Y
[14/3,20/9.19/9]'.
36
(b)
21
-15
-11
-1
w\
36
WÂX
(W~ÂW)Xjf = BXj^
21
10
-3 23
21
-15
-11 -1
6
= 2
(c) Yj.
21
10
3
3
[6,2,7]'
-3 23
L.
See Problem
5,
SOLVED PROBLEMS
1. (a)
Set up the linear transformation and 3 into Fg = [2,1,3]'.
Y = AX which
carries E^ into
Y^
= [1,2,3]',
E^ into [3,1,2]',
{h)
(c)
(d)
Find the images of li= [1,1,1]', I2 = [3,-1,4 ]', and ^3 = [4,0,5]'. Show that X^ and Zg ^-^^ linearly independent as also are their images. Show that Xi, X^, and Z3 are linearly dependent as also are their images.
1
3
1
2
1
(a)
By TheoremI, A
= [y^, Fg, K3]
the equation of the linear transformation is
=^
AX
2 3
13
(6)
2
1
The image
of
X^=
[l,l.l]' is
Y-^
[6.4,8]'.
The image
of
-Yg is
Ys = [8,9,19]' and the
image of Xg
is
K3
=[ 14.13,27]'.
1
6
is 2 as also is that of [î, Kg]
8 9
(c)
The rank
of [A'^.Xg] =
1
_1
-1
4
4
8
Thus, X^ and X^ are linearly
19
independent as also are their images

(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]
97
2.
Prove:
linear transformation (12.1) is non-singular
if
and only
if
is non-singular.
=
Suppose A is non-singular and the transforms of X^ ^ X^ are Y = AX^ = AX^. Then A{X-i^-Xi) homogeneous linear equations AX = Q has the non-trivial solution X = X-^-X^. This sible if and only if .4| = o, a contradiction of the hypothesis that A is non-singular.
the system of
|
and
is pos-
3.
Prove:
non-singular linear transformation carries linearly independent vectors into linearly in-
dependent vectors.
Assume the contrary, that is, suppose that the images Yi = AXi. (i = 1,2 ent vectors X-^.Xr, Xp are linearly dependent. Then there exist scalars s-^.s^
P
p)
sp
of the linearly independ,
not all zero, such that
^
1=1
H'î
^lYi +
s^Y2+
s^Yfy ^^
f^
P
'
.|^ ^(-4^1)
A(Sj^X^+ S2X^+
+ spXp)
Since A is non -singular,

linearly independent.
s^X^ + s^X^ + -. + spXp =

Y^ are linearly
o.
But this
is contrary to the
hypothesis that the Xi are
Hence, the
independent.
4.
certain linear transformation
F =
iZ
carries Z^ =
1,0,1
]'
into
[2,3,-1]',
,!
fj^,
1.2,-1]' into [-2,7,-1]'. tion of the transformation.

a + b +
c
[3.0,-2]', and I3
=[
Find the images of
^^s
=[ 1.-1.1
]'
into
and write the equa-
Let
aX.i^
+ bXr,+
cXg= E^;
then
-6
a + b
+ 2c =
and a
-^,
6 = 1,
c =
i.
Thus,
E^= -hX^ + X^
^Xg
c =
and
its
imageis
J
Y,
-^2, 3,-1
]'+ [3,0,-2]' +
is K, = [l,l,l
Y2 = 1-1.3,1
and the image of Eg
]'.
H-2.7.-1 ]' = The equation

1
[l,2,-2]'. Similarly, the image of 5 is of the transformation is

1 1
-1
3
1
[Y^.Y^.Yg]X
-2
2
1
5. If
Yy
= AXf, =
2
3
2
1
X^
is a linear transformation relative to the Z-basis of
Problem
12,
Chap-
ter 11, find the
same transformation
7^ =
BX^
relative to the f'-basis of that problem.

1
4
1
1"
From Problem
12,
Chapter
11,
Xf^r
PX^
^z-
Then
--3
0_
-1
P''X,.,
-1"
-1
2
1
:
^!i
Q^w
d
-2
14 -6 14
9
3
and
PY
Q-ÂX,
Q^^Q^r.,
\^
X,
-9
98
[CHAP. 12
6. In
Problem
show:
(a) the transformation is non-singular,
(b)
A Y
carries the column vectors of
into
the elementary vectors.
7.
Using the transformation of Probleml, find (a) the image of [-2.-5.-5]'. -4ns. (a) [8,5.11]', (b) [-3.-1. 2]'
Study the effect of the transformation Y = IX. also Y = klX.
Af
= [1,1,2]',
(h) the vector
X whose
image
is
8.
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 ages Y^.Y^ Y^.
if
X-^.X^.
....
X^
are linearly dependent so also are their im-
11.
Use Theorem
changed.
III
to
show
that under a non-singular transformation the dimension of a vector space is un-
Hint. Consider the images of a basis of P^ (F).

1 1
12.
Given the linear transformation Y
X.
show
(a) it is singular,
(6) the
images of the linearly
in-
-2
dependent vectors
of V^{R) is a Vs(R).
1
1
3 5
]',
î=[l,l,l]',
JVg =
[2.I.2
and A:3=[i.2,3]' are linearly dependent,
(c) the
image
13.
Given the linear transformation Y

2
V,
2 4 X.
show
1
(a) it is singular,
(6) the
image of every vector of the
113
(R) spanned by
[
1.1,1
]'
and [3.2.0
]'
lies in the K,(fl)
spanned by [5,7.5]'.
14.
Prove Theorem Vn.

Hint.
Let Xi and
Yi,
(j
= 1,2
n) be the given sets of vectors. Let

Kj.
AX
carry the set Xi into E{ and
Y
15. Prove:
BZ
carry the E^ into
Similar matrices have equal determinants.
12
16.
3
1
1_
Let
AX
^2
3
_1
2
1
A^
be a linear transformation relative to the -basis and let a
new
basis, say
Z, =
[1,1,0]',
(a)
(6)
= [1.0.1]',
Z3
= [1.1.1]'
A^
be Chosen.
Let
AT
= [1,2,3]' relative to the E-basis.
Show
that
= [14,10,6]' is the
image of
under the transformation.
X. when referred to the
new
basis, has coordinates X^, = [-2,-1.4]' and

1
Y has coordinates
Y^ = [8,4,2]'
0-1"
-1
1
(c)
X^
PX
and Y^ = PY.
where P
iZ^,
1
Zf2,
Zî
-1
(d)
Yy =
Q ÂQX.
where Q
=P
^.
0"
1 1
1
17.
Given the linear transformation
7^
1
1
1
Xjf
relative to the IF-basis:
W^= [o,-l,2]',
IK,= [4,1,0]'
CHAP.
121
99
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
Am
2-5 -10 2
2 in the linear transformation
18.
If.
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)
2 3
4
6
X.
-4ns.
(a)
(R) spanned by [l.-l.l]'
(6) (c)
I^\R) spanned by [2,l,-l]'

I/^()
spanned by [2,-l,o]' and [3,0,-1
]'
19.
If y = AX carries every vector of a vector space I^ into a vector of that same space, v^ is called an Invariant space of the transformation. Show that in the real space V^{R) under the linear transformation
1
-f
\
(a)
12
2
2
X. the
\l^
spanned by [l.-l.o]', the V^ spanned by [2,-1.-2]', and the V^ spanned by
[1.-1,-2]' are invariant vector spaces.

2
(6)
13
1
X. the Vq spanned by [l.l.l]' and the
^ spanned
by [l,0,-l]' and [2,-l,0]' are invariant
spaces.
(Note that every vector of the V^ is carried into itself.)

1
(c)
10
1
X, the li spanned by [l,l,l,l]' is an invariant vector space.
-14-6
20.
Consider the linear transformation

tion of
(a)
1,
PX
yi
(i
n.
^h
1.2
n)
in
which
/1./2
/^ is
a permuta-
Describe the permutation matrix P

Prove: There are n! permutation matrices of order n. Prove:
If If
(b) (c)
(d)
Pj and fg are permutation matrices so also are P3 = P-lP2
and
P^^P^Pt.
number of the elementary
n
Prove:
is a permutation matrix so also are P' and
PP'
/.
(e)
(/)
Show that each permutation matrix P can be expressed as a product umn matrices K^2, ^28 ^n-T-nWrite P = [^^, E^^. ^^] where ii, ij % is a permutation
mentary n-vectors.
of a
col-
of
.
1,2
and ^
are the ele-
= [s, 1, 4,
Find a rule (other than P~ = P') for writing P~ For example, when n = 4 and 2], then P'^ = [2. '4. 1. 3]; when P = [E^ E^. 1, 3], then P~^ = [g, 2, 4, 1].
chapter 13
Vectors Over the Real Field
INNER PRODUCT. In this chapter If Z = [%,%, ..., x^y and y

defined to be the scalar
(13.1)
all
vectors are real and l^(R) is the space of

72, ,
all real re-vectors.
= [ji,
YnY
+
are two vectors of l^(R), their inner product is
X-Y
1.
x^y^
x^j^
XnJn
Example
For the vectors X^=\\.\,\\',

(a) (6) (c)
(rf)
^2=
1-
[2.1,2]',
^3 = [l.-2.l]':
X^-X^
X-^-X^
= = = =
1-2
1-1 1-1
1- 1
= = =
=
+ l(-2) + +
1-1 1-2
+1-1
1-1
X.yX^
^1-2^:2
+ +
1-4
1-4
10
2(^1-^2)
Note. The inner product is frequently defined as

(13.1')
X.Y
X'Y
Y'X
The use of X'Y and Y'X is helpful; however, X'Y and Y'X are 1x1 matrices while X-Y is the element of the matrix. With this understanding, (13.1') will be used In vector analysis, the inner product is callhere. Some authors write Z|y for X-Y
.
ed the dot product.
The following
(a)
rules for inner products are immediate
X^-X^ = X^-X^,
X^-hX^ = HX^-X^)
(X^+Xs)-X^
= =
+
(13.2)
ib)
(c)
X^-(X^ + Xs)
(X^+ X^)
-
X^-X^ + X^-X^
(Xs+ X^)
X^-X^
X^-X^ + X^-Xs + X^-X^
ORTHOGONAL VECTORS. Two

product is
0.
vectors
X and Y
of
of VîR) are said to be orthogonal if their inner

1
The vectors Z^ and Xg
Example
are orthogonal.
THE LENGTH OF A VECTOR X of thus. ner product of X and X

;
î(R),
denoted by
\\
X\\
is
defined as the square root of the in-
(13.3)
II
^11
\/
X-X
\/
xl +
xl+
---
X.
Examples. Prom Example
1(c),
\\
X^\\ =
V3
See Problems
1-2.
100
CHAP.
13]
101
Using (13.1) and

(13.4)
(13.3),
it
may be shown
=
that
x.Y
vector
iil|z+y||'
=
1
WxW
- ||y|h
The elementary vectors E^
A
are
X whose
length is
||z||
is called a unit vector.
examples of unit vectors.
THE SCHWARZ INEQUALITY.

(13.5)
If
and Y are vectors of ^(/?), then
\X-Y\
<
\\x\\.\\y\\
that is, the numerical value of the inner product of two real vectors is at most the product of
their lengths.
See Problem
3.
THE TRIANGLE INEQUALITY.

(13-6)
If
and Y are vectors of
)/(/?),
then
l!^+yll
<
IUII + ||y||
ORTHOGONAL VECTORS AND SPACES.

n-vectors and
0.
if
If
X^,
0,
X^
X^
i
are
m<n
CiZi + ^2^2+ ...+ c^^ = Since this requires 0^ = for i = 1,2

I.
then for
= 1,2
m. (c.lX^+ 0^X2+
mutually orthogonal non-zero + c^X^) Xi =
we have
Any
set of
m<
n mutually orthogonal non-zero re-vectors is a linearly independent

Ijf(/?).
set and spans a vector space
vector
is said to be
orthogonal to a vector space Vn(R)
if it is
orthogonal to every
vector of the space.

II.
If
a vector
is
orthogonal to each of the re-vectors X^, X^
X^,
it is
orthogonal
to the space
spanned by them.
See Problem
4.
HI. If Vn(R) is a subspace of I^(/?),
k>h. there exists
at
least one vector
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 VîR), 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
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
[CHAP. 13
V.
tor
The set
\
of all vectors orthogonal to every vector of a given Vn,(R) is a unique vecJ
space Vn'^(R). ^ n
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]'.
sis of the space;
basis of Vn(R) which consists of mutually orthogonal vectors is called an orthogonal baif 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.
THE GRAM-SCHMIDT ORTHOGONALIZATION PROCESS.

V^(R).
Suppose
X^,
X^
are
a basis of
Define
= X,
y,
^S
Y ^3
^g'^3
^1-^3
Y V
V V
-'w-l
-'m
Xi
'^
%-l
"
ll*^!
y'
"'l
Then the
basis of
unit vectors
Gj =
^
1^11
(i
= l,2,...,m)
are mutually orthogonal and are an orthonormal
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]',

(i)
Xs=[i.2.zY.
Y^
X^ = [1.1.1]'
(ii)
Y^
X^- ~^Yi
^3 -
[1,-2,1]'
^1-1 =
[1,-2.1]'
(ill)
^3 =
^Y, - ^Y,
[1,2,3]'
- -^y, - ^[1,1.1]'
[-1,0,1]'
The vectors
G^ = -jpj =
[l/\/l. l/\/3, l/^/3l
]',
G2 =
-^,
[l/Ve, -2/V6, l/Ve]'
and
Gg
-ii-
[-I/V2,
0,
1/\A2]'
are an orthonormal basis of ^(fl).

0.
Each vector
X.^
G^ is a unit vector and each product G^
Gj =
Note that Fg =
-^2
here because
and
A^2 a^re
orthogonal vectors.
See Problems 8-9.
CHAP.
13]
103
Let
y^, Yg
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 of the space of which, it is easy to show, Yj^ = X^, (i = 1,2 Thus, s).
X-i^,
VI. If
X2,
exist unit vectors
, Xs,(l< s<m), X^^^, ^m

X^^.^-
are mutually orthogonal unit vectors of a Vn(R), there

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^ A2

'
A^ A^
' '
A-L
A>) Ajj
A]^
A^ A^ A2
X-^ A,
A2 Aj X2 A2
(13.8)
A2
'
A2 A^ A2 A2
X^Xp XpXp
Xp- X^
Xp- X2
...
Xp- Xp
XpX-i
XpX^
...
Clearly, the vectors are mutually orthogonal if and only if

In
is diagonal.
Problem
VII.
14,
Chapter
17,
we
shall prove
Z^, X^,
....
For a set of real re-vectors
Xp,
G >0. The
|
equality holds
if
and only
if
the vectors are linearly dependent.
ORTHOGONAL MATRICES. A
(13.9) that is, if
(13.9')
square matrix A is called orthogonal
if
AA'
A'A
A'
A'
Prom
(13.9)
it
is clear that the
column vectors (row vectors) of an orthogonal matrix A are
mutually orthogonal unit vectors.
l/\/3
l/x/6
-1/^2
is orthogonal.
Example
4.
By Examples, A
l/\[Z
-2/\/6
\/\[&
l/x/2
l/\/3
There follow readily

VIII.
If
the real re-square matrix
is orthogonal, its
column vectors (row vectors) are
an orthonormal basis of V^(R), and conversely.

IX.
The inverse and The product
the transpose of an orthogonal matrix are orthogonal.
X.
XI.
of two or more orthogonal matrices is orthogonal. of an orthogonal matrix is 1.
The determinant
ORTHOGONAL TRANSFORMATIONS.
(13.10)
Let
AX
104
[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
x^-x,
and
=
=
u\\x,^x,f k\\\Y,^Y,f if
\\X,f
y,
II
\\X,f]
Y,-Y,
Y,f]
it
Comparing
right
and
left
members, we see that

Thus,
(13.10) preserves lengths
preserves inner
products, and conversely.

XII.
linear transformation preserves lengths
if
and only
if it
preserves inner product s.
A
lem
10,
linear transformation
Y=AX
is called
orthogonal
if its
matrix
is orthogonal.
we prove
XIII.
In Prob-
if
and only
if its
matrix is orthogonal.
l/\/2
l/v/6
-I/V2
Examples. The linear transformation Y
AX
l/\/3
-2/\/6
l/\/6
X
l/v^
ii3
orthogonal.
The image of
I/V3
[a,i,c]'is
y
[
"
_^
_1_
_f
26
c "]/
and both vectors are of length yja^ + b^ + c^
XIV. If (13.10) is a transformation of coordinates from the -basis to another, the Zbasis, then the Z-basis is orthonormal if and only if A is orthogonal.
SOLVED PROBLEMS
1.
Given the vectors
Zj.
= [1,2,3]' and X^ = [2,-3,4]',

(b) the
find:
(o) their inner product,
length of each.
2
(a)
X^-X^
XiX^
[1.2.3] -3
4
1(2)
2(-3) +
3(4)
(6)
\\X^f
X^.X^
X[X^
[1,2,3]
14
and
\\Xji
vTi
lA-jf
2(2)
+ (-3)(-3) + 4(4)
29
and
\\X^\\
V29
CHAP.
13]
105
2. (a)
Show
(b)
that 1 = [1/3, -2/3, -2/3 ]' and Y ^ [2/3.-1/3, 2/3]' are orthogonal. Find a vector Z orthogonal to both X and Y.
2/3
(a)
X-Y
Xy
[1/3,-2/3,-2/3] -1/3
2/3
1/3
and the vectors are orthogonal.
2/3
O"
(6) Write
[A:,y,o]
-2/3 -1/3
-2/3
and compute the cofactors -2/3. -2/3, 1/3

0_
of the elements of the
2/3
(3.11)
column of zeros.
Then by
= [-2/3, -2/3, 1/3]'
is
orthogonal to both
A:
and K.
3.
Prove the Schwarz Inequality:

Clearly, the theorem is true
If
If
X
or
and Y are vectors of F

is the zero vector.
Vn(R), then
\X-Y\ <
that
||A'||.||y||
if A"
Assume then
and Y are non-zero vectors.
a is any real number,
llaA^
yf
= =
=
(aX + Y)-(aX + Y)
[ax^ + y^.ax^+y^
(a x^
axn+yn]-[ax^+y^. ax^ + y^
yj^)
axn+jnY
+ 2ax^y^ +
+ (a^x^ + Zax^y^ + y^)
+ (o^^ + 2a%j^ + y^
a^xf
+ 2aX.Y
\\Yf >
Now a quadratic polynomial in a is greater than or equal to zero for all real values of o discriminant is less than or equal to zero. Thus,
i(X.Yf - i\\xf- \\Yf
and \x-y\
if
and only
if its
<
<
m-\\Y\
4.
Prove:
If
a vector
is orthogonal to
each of the n-vectors
X^,
X^
X^.
it
space spanned by these vectors.
is orthogonal to the
Any vector
of the space spanned by the X's can be written as a^X^+a^X^-^ ^-c^Xtji
Then
{aiXi + a^X^+... + Since
a^X^)-Y
Thus, Y
a^X^-Y + a^X^-Y +
a^X^-Y
Xi-Y
= 0, (i = 1,2
m).
is
is
orthogonal to the space. orthogonal to that space.
In particular, if
orthogonal to every vector of the space and by definition is orthogonal to every vector of a basis of a vector space, it is
5.
Prove:
If
a ^() is a subspace of a V^(R), k>h. then there exists at least one vector
A"
of
which
is orthogonal to the f^(fi).

-Î'-^s
v\R) "
and
^^*
^h be a basis
of the
FV).
let X^,^^
be a vector
in the
vM)
but not in the P^(R)
consider the vector
<*)
X
that
a^X^ + a^X^ +
...
aj^X,^
+ a^^^Xf,^^
The condition
be orthogonal to each of X^.X^
Xf,
consists of h homogeneous linear equations
106
[CHAP. 13
a^X^-X^ + a^X^-X^ +
...
+ af,Xh-X-, + a,,^^Xf^^^. X^ + a^Xh-X^ + af^^^Xf,^^- X^
=
=
o o
a^X^.X^ + a^X^.X^ +
...
ft + l unknowns a^.a^ ay,^^. By Theorem IV, Chapter 10, a non-trivial solution exists. When these values are substituted in (i), we have a non-zero (why?) vector X orthogonal to the basis vectors of the kA) and hence to that space.
In the
""^^
Vn-k'J'^^
^ ^^^ ^^''^'''^ orthogonal to every vector of a given V^{R) is a unique vector space
^^* -î-^s be a basis of the V^{R). A-fe system of homogeneous equations

^'>
The
..-vectors
orthogonal to each of the
Jt,-
satisfy the
X^.X=o.X^.X=Q
X^^
Xk.X=0
system
(i) is
Since the
are linearly independent, the coefficient matrix of the
of rank k
hence, there are
n-k linearly independent solutions (vectors) which span a K"-\/?).
(See Theorem VI, Chapter 10.)

is the zero-
Uniqueness follows from the fact that the intersection space of the VîR) and the V^'^(R) space so that the sum space is Xi{R).
7.
Find an orthonormal basis of
V^(R),
given
= [1/^6, 2/x/6, l/x/6]'.

0,
Note that A- is a unit vector. Choose Y = [l/Vl, Then, as in Problem 2(a), obtain Z = [l/^Jl. -l/VI,
-IA/2 ]'
to
another unit vector such that

set.
-Y =
1A/3]'
complete the
8.
Derive the Gram-Schmidt equations (13,7).

^^'
^^' -^2
>^n
be a given basis of V^(R) and denote by
Y^.
Yr,
Y^
the set of mutually orthogonal
vectors to be found.
(a)
Take Take
Y-^^
X^.
(b)
Y^ = Xr, + aY-^
Since
Y-^
and Y^ are to be mutually orthogonal.
Y^.Y^
and
o =
Y^-X^ + Y^-aY^
Y^-X^ + aY^-Y^
- -i-2
Thus.
K, =
Y X ^Sill X^ ~ ^1^ Xo-
Y^
(c)
Take
Y^ =
X3 +
aYr,
+ bY^
=
Since
Y^. K,,
Y^ are to be mutually orthogonal,

=
yi-Yj,
Yi-Xg + aY^.Y^ + bY^-Y^

Y^-Xs + aY^-Y^ + bY^.Y^
Y^-
X^ + bY^-Y^
and
Y^.Y^
= =
Y^-X^ + aY^-Y^
Then
- ^ll^
and
7, =
Z3 -
^ki^ K _
2W^ v
(d)
Continue the process until K,
is obtained.
CHAP.
13]
107
9.
Construct an orthonormal basis of
Fg,
given the basis Z^ = [2,1,3]', X^ = [1,2,3]', and Xg = [1,1,1]'.
Take
Y^ =
X^
=
= [2.I.3Y.
Then
=
[1,2.3]'
K,
X^ -
^î-i
"2
- ii[2,1.3]'
[-6/7.15/14,3/14]'
^3 V
^1 '"^3
[1.1.1]'
- ^
9
14
I4J
[_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
]'
as the required orthonormal basis.
10. Prove:
if
and only
if its
matrix is orthogonal.
Let
y^. Yq
be the respective images of X^,X2 under the linear transformation

is
AX.
Suppose A
(1)
orthogonal so that A/l =
/.
Then
=
Y^-Y^
YiY^
(X'Â')(AX^)
X\X^
X^^-X^
and, by
Theorem XII lengths
are preserved.
Conversely, suppose lengths (also inner products) are preserved.

Y^-Y^
=
Then
X{(A'A)X2
X^X^.
A'A=1
and A
is orthogonal.
SUPPLEIVIENTARY PROBLEMS
H. Given
the vectors A'l = [l,2,l
]'.
.Yg =
[2.I.2]', vYg = [2.1,-4
]'.
find:
product of each pair, (6) the length of each vector.

(a) the inner (c)
a vector orthogonal to the vectors X^, X^

(a) 6, 0,
X.^,
Xq
Ans.
-3
(6)
Vb,
3,
V^
(c)
[l,0,-l
]',
[3.-2.1]'
12.
Using arbitrary vectors of

Prove (13.4).
^3(7?).
verify (13.2).
13.
14.
Let
(a)
a:
= [1.2.3,4]' and
= [2,1,-1.1]' be a basis of a V^(R) and
= [4,2,3,l]' lie in a V^{R)
containing
and y.
Show
that
(b) Write
Z is not in the ^^{R). aX + bY + cZ and find a

I^(ft) is
vector
of the V^{R) orthogonal to both
and Y.
15. (a) Prove: (6) Prove:
vector of
orthogonal to itself
if
and only
if it is
the zero vector.

if
If X-^. X^. Xg are a set of linearly dependent non-zero ^-vectors and X^ and Xq are linearly dependent.
Z^ Xg = Xj_-Xq=
0,
then
108
[CHAP. 13
16.
Prove:
vector
is orthogonal to every vector of
P^"(/?) If
and only
if it
is orthogonal to every vector of
a basis of the space.
17.
Prove:
If
two spaces VîR) and
t^(fl) are orthogonal, their intersection
space is
I^(if).
18.
Prove: The Triangle Inequality.

Hint.
Show
A"
that
!|Z +
<
(||.Y||
||y||)^,
using the Schwarz Inequality.
19.
Prove:
||
1|
|1a:|1
+ \y\
if
and only
if
and Y are linearly dependent.
20.
Normalize the vectors of Problem

Ans.
11.
[l/Ve, 2/V6. l/\/6]',

that the vectors X.
[2/3, 1/3, 2/3]',
[2/V2i, l/VÎ, -4/V2i
]'
21.
Show
(o)
Y .Z
X^
of
Problem
2 are
an orthonormal basis of V^{R).
22.
Show
them.
that if X^.
X^
are linearly independent so also are the unit vectors obtained by normalizing
(6)
Show
that
if
the vectors of (a) are mutually orthogonal non-zero vectors, so also are the unit vectors
obtained by normalizing them.
23.
Prove: (a)
If
A
.4
is is
orthogonal and
.4
1,
each element of A
is
equal to
its
cofactor in
^4
(6) If
orthogonal and \a\ = -i, each element
of^
is equal to the negative of its cofactor in |^|
24.
Prove Theorems
VIII, IX, X, XI.
25.
Prove;
If
.4
and B commute and C
is orthogonal,
then C'AC and
C'BC commute.
if
26.
Prove that AA'

are orthogonal.
(or A'A),
where A
is n-square. is a
diagonal matrix
and only
if
the rows (or columns) of A
27.
Prove:
UX
If
and Y are n-vectors, then XY'-YX' is symmetric, and Y are n-vectors and A
28.
Prove:
is n-square, then
X-(ÂY) = {A'X) -Y
n
29.
Prove:
If
A"]^,
Z^
A'
be an orthonormal basis and

+
if
A^
2
^=1
c^X^,
then
(a)
X-X^ =
c^,
(i = 1,2
n);
(b)X.X
30.
cl+4+...
cl
VsiR). given
(a)
Find an orthonormal basis of

Ans.
(a)
(6)
X^ =
3/VT7, -2/\/T7, 2/1/17]';

3/\/34]'
(6) [3,0,2]'
X^.
[0.l/^^2.l/\f2Y,
0,
[-4/\^, -3/^34,
0,
[3/VI3,
2/\/l3]',
[2/VI3.
Vî^R)
-3/VT3]', [0,1,0]'
in order:
31.
Construct orthonormal bases of

{a)
by the Gram-Schmidt process, using the given vectors
[1,-1,0]',
[1.0,1]',
[2,-1,-2]',
[1,3,1]',
[1,-1,-2]'
[4,0,-1]'
(6) (e)
[3.2,1]'
[2,-1,0]',
(a)
(b)
[4,-1,0]',
Ans.
[iV^. -iV^,
[^\/~2, 0,
0]',
[V^/6, V2/6, -2v'V3]', [-2/3,-2/3,-1/3]'

[0,1,0]',
iV2]',
[iV^.
0,
-iV2]'
[o,0,-l]'
]'
(c)
[2V5/5, -V5/5,
0]',
[^/5/5.2^/5/5.oy,
I^(ft),
32.
Obtain an orthonormal basis of

Hint.
given
^"1
=[ 1,1,-1
and
ATg =
[2,1,0
]'.
Take
Y^ = X^,
obtain Y^ by the Gram-Schmidt process, and Y^ by the method of Problem 2(6).

[5\/2. 0, 2\A2]',
Ans.
[\A3/3, V'3/3, -V^/3]',
[\/6/6, -\/6/3, -\/6/6
]'
CHAP.
13]
109
33-
Obtain an orthonormal basis of VîR). given
X-^ =
[7,_i,_i
]'.
34.
Show
in
two ways that the vectors
[l.2,3,4]',
[l. -1.-2, -3]',
and [5,4,5,6]' are linearly dependent.
35.
Prove:
If
is
skew-symmetric. and
+ A is non-singular, then
= (I
-A)(I + A)~^
is orthogonal.
36.
Use Problem 35
"
to obtain the orthogonal matrix
given
12
s"!
(a)
(b)
-5
10
2-3
(b)
oj'
"5-14
-12
Ans.
(a)
-51
^
.4
-10
10
-5 -10
2
5 -I2J'
-11
where P
non-singular, then
37. Prove:
If
is an orthogonal matrix
and
it
AP
is
PB^
is orthogonal.
38.
In a transformation of coordinates from the
-basis to an orthonormal Z-basis with matrix P. Y =

12).
AX
be-
comes
71 =
P^ÂPX^
or
7^= BX^ (see Chapter
Show
that if
is
orthogonal so also is
B.
and con-
versely, to prove
Theorem XIV.
and
/
39.
Prove:
If
is orthogonal
+ .4 is non -singular then
= (I
- A) (I + A)'"^
is
skew-symmetric.
40.
Let
X
y
= [xj^.x^.xsY
and
= [yi.yQ.ygY
25, 23]'
be two vectors of VsiR) and define the vector product,

X2
X xY
of
and
as
ZxF
Jl
,
= [21,
where
21 =
3 ys
Z2 =
.
^1 Zg =
yi
^3 ys
%
X^, Y^.
],
After identifying
2 yi
yi
estciblish:
the z^ as cofactors of the elements of the third column mn of

(a)
The vector product

The vector product
of
two linearly dependent vectors
is the zero vector.
(6) (c)
of two linearly independent vectors is orthogonal to each of the two vectors.
XxY
-(YxX-)
=
(d)
(kX)xY
k(XxY)
XxikY),
k a scalar.
41. If W. X. Y.
(a)
are four vectors of V^{R), establish:

=
=
X x{Y+Z)
XxY
XxZ
=
(b)X-(YxZ)
(c)
(d)
Y-(ZxX) W-Y (WxX)-(YxZ) = X-Y X-X (XxY)-(XxY) = Y-X
Z-(XxY) W-Z
X-Z
\XYZ\
X-Y Y-Y
chapter 14
Vectors Over the Complex Field
COMPLEX NUMBERS.
x and j are real numbers and i is defined by the relation j^ = 1, z = xîy is called a complex number. The real number x is called the real part and the real number y is
If
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.
A complex number
The conjugate
x + iy =
if
and only
z
if
x = y =
0.
of the
complex number
its
= x+iy
is given
by
= x+iy = xiy.
The sum
(product) of any complex number and
conjugate is a real number.

|z|
It
The absolute value |z| of the complex number z = x+iy is given by follows immediately that for any complex number z = x + iy,
|z|
\J
z-z =
\fW+y^
(14.1)
> \A
and
\z\
>
\y\
VECTORS. Let X
be an ra-vector over the complex field C.

Since ^(R) is a subfield,
it
The
is to
totality of
such vectors constitutes
the vector space I^(C).
be expected that each theorem con-
cerning vectors of I^(C) will reduce to a theorem of Chapter 13 when only real vectors are considered.
If
= [%, x^
XnY and y =
[ji,
72
y^Y are two vectors of
P^(C), their inner
product
is
defined as
(14.2)
X-Y
XY
%yi
x^y^
XnJn
The following laws governing inner products

(a) (b)
are readily verified;
I-y =
y^
(/)
X-Y+Y.X
2?.{X.Y)
is the real part of
(cX)-Y = c(X-Y)
X-(cY) = c(X-Y)
(g)
where R(X-Y)
X-Y.
(14.3)
(c) (d)
X-Y-Y-X
X-(Y+Z) = X-Y + X-Z
= 2CiX-Y) where C(Z-y) is the imaginary part of Z-F.
(e)
(Y+Z)-X =
Y-X+Z-X
X
is
See Problem
||Z||
1.
The length
of a vector
given by
\/
X-X =
Q.
\/%%
%^2
+ XnXn-
Two
vectors
and Y are orthogonal

V^{C), the
if
X-Y = Y-X =
For vectors of
(14.4)
Triangle Inequality
\\X+Y\\
2)
<
||Z||
||i'll
and the Schwarz Inequality (see Problem

(14.5)
hold.
\X-Y\
<
\\X\\-\\Y\\
Moreover, we have (see Theorems I-IV of Chapter 13)
110
CHAP.
14]
111
I.
Any
set of
mutually orthogonal non-zero re-vectors over C is linearly independent
and, hence, spans a vector space I^(C).

II. If a vector Y is orthogonal to each of the re-vectors thogonal to the space spanned by these vectors.
X^,
X^
X^,
then
it
is or-
III.
If
VîC) is a subspace of V^C), k>h, then there exists at least one vector
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.
basis of I^(C) which consists of mutually orthogonal vectors is called an orthogonal If the mutually orthogonal vectors are also unit vectors, the basis is called a nonnal or orthonormal basis.
basis.
THE GRAM-SCHMIDT PROCESS.

Y,
Let
=
X,. X^
X^
be a basis for F^^CC).
Define
X,
In
Xn
(14.6)
Yd
Xn
^2-^3
Yi-Xs
Y^
Y,.Y,
Y .Y l2-l2
^
y
-'m-i
y n
_ ~
y
"Si
T;
Y y 'a-i'^m y
^m-i'-'m-i
'y^
The
unit vectors
Gi
7.
(i
= 1.2
m)
are an orthonormal basis for ^^(C).
V. If X^, X^ X^, (l<s<m), are mutually orthogonal unit vectors of ^(0) there exist unit vectors (obtained by the Gram-Schmidt Process) Z,,,, X, ^ ;i' in the snaoe such that the set Z Z^ Z, is an orthonormal basis.
THE GRAMIAN.
Let Gramian matrix.
X^
Xp be a
set of
;s-
vectors with complex elements and define the
Xi'Xi Xj^-Xq
X^'X'i
X^-Xp
X^-Xp
Aj
X-y
X-^Xq
X^ Xp X2 xp
X^-X^
(14.7)
Ag X^
XqXq
Xp-X^ Xp-X^
Xp-Xp
XI X-^ XI x^
x^x. p^p
Clearly, the vectors are mutually orthogonal if and only if
is diagonal.
Following Problem
14,
Chapter
17,
we may prove
\G\
VI For a set of re-vectors X^. X^ Xp with complex elements, holds if and only if the vectors are linearly dependent.
>
0.
The equality
112
fCHAP. 14
UNITARY MATRICES. An
n-square matrix A is called unitary
if
(AyA = A(A)'=
I,
that is
if
(i)'=
^.
The column vectors (row vectors)
of a unitary matrix are mutually orthogonal unit vectors.
Paralleling the theorems on orthogonal matrices of Chapter 13,

VII.
we have
The column vectors (row vectors)
of an re-square unitary matrix are an orthonormal
basis of l^(C), and conversely.

VIII.
The inverse and
the transpose of a unitary matrix are unitary.
IX.
The product
of two or more unitary matrices is unitary.
X.
The determinant
of a unitary matrix has absolute value
1.
UNITARY TRANSFORMATIONS. The

(14.8)
AX
where A
is unitary, is called a unitary transformation.
XI.
if its
A
If
linear transformation preserves lengths (and hence, inner products) if and only
matrix is unitary.
XII.
AX
is a transformation of
coordinates from the i'-basis to another the Zif
basis, then the Z-basis is orthonormal if and only
is unitary.
SOLVED PROBLEMS
1.
Given X = [l+j, -J, 1]' and Y = [2 + 3J, 1- 2J, i]', (c) verify X-Y + Y-X = 2R(X-Y) (a) find X-Y and Y-X (d) verify X-Y -Y-X = 2C(X-Y) (b) verify X-Y = Y-X
2+
(a)
3/
X-Y
X'Y
[l-i,f,i;
l-2i
i
(l-i)(2+3!) + i{l-2i) + 1(0
7 4 3j
+i
Y-X
Y'X
[2-3i.l + 2i.-i]
3i
(b)
(c) (d)
From
(a):
Y-X. the conjugate of Y-X. is

= = (7 (7
3i
= X-Y. =
X-Y + Y-X X-Y
+ +
3i) 3j)
+ (7-3i) =
14
6j
= =
2(7)
2R(X-y) 2C(X-Y)
-Y-X
-(7-30
2(30 =
2.
Prove the Schwarz Inequality:
\X-Y\
<
p||
11Y||.
As
in the
case of real vectors, the Inequality
is true if
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]
113
Since the quadratic function in a is non-negative
if
and only
and
if its
discriminant is non-positive,
R{X-Yf If
\xf\Yf
-F
|
< < ||x|
Ra-Y)
if
<
O.
IkMyll
define
c =
X-Y
0,
then
|;f
fl(;5:-y)
||y
X-Y
,i
X-Y
\x-y\
Then
R[ciX-Y)]
R(cX-Y) <
=
\\cX\\-\\y\\
|c||U||-iyl|
|UM|y||
while, by (14.3(6)),
R(cX-Y)
\X-Y\.
Thus,
U-yl < U||-||y||
forallândy.
3.
Prove:
(B)
B =
=
(A)'A is Hermitian for any square matrix A.
\(A)'AV
(A'A)
(A)A
and B is Hermitian.
4. If
i = B + iC
Since
is
Hermitian, show that (I)/l is real

is
if
and only
if
B and C anti-commute.
B+iC
Hermitian,
=
if
(B+iC)' = B + iC; thus.

= =
(A)A
This
is real if
(B + iCUB+iC)
(B + iC)(B+iC)
B^ + i(BC + CB) - C^
if
and only
BC + CS
= o or
BC
-CB
thus,
if
and only
B and C anti-commute.
5.
Prove:
If
is skew-Hermitian. then
iA
is Hermitian.
(A)' =
Consider B = ~iA.
Since A is skew-Hermitian,
(S)'
-A. Then
i(-A)
=
(riA)'
t(Z)'
-iA
and S
is Hermitian.
The reader
will consider the case
= iA.
6.
(a) (b)
(c)
Given the vectors X^=[i.2i,iY. find X^-X^ and X^-X^,

find the length of
A:2 = [l,
1+
/,
o]',
and Xg =
[i, 1
j,
2]'
each vector Xi
is
show
that
[l-i, -1, i-j]'
orthogonal to both X^ and X^.
(d)
find a vector orthogonal to both

(a)
X^ and
Jf g
Ans.
2-3i.-i
(b) ^/e
V^ V^
.
(d)
[-1 -5iJ .3 -i]
7.
Show
that [l + i.i.lV.
[iA-i.oy, and
[l -i.
1. 3j ]'
are both linearly independent and mutually orthogonal.
8.
Prove the relations (14.3).

Prove the Triangle Inequality.
9.
10.
Prove Theorems
I-IV.
11.
Derive the relations (14.6).
114
[CHAP. 14
12.
Using the relations (14-6) and the given vectors

vectors are
(a) (b)
Arts,
in order, construct
an orthonormal basis
for iy.C)
when
the
[0,1,-1]', [l + j,l,l]'. [l-j,l,l]'

[l + i.i.lY.
(a)
[2.1-2i.2 + iY, [l-i.O.-iY.

I. 2
5t
]'.
[O.^V2.-iV2]', [1(1 + 0.
ri
[-î,
3jy
r
^(1 + 0.
^d
]'
(&)
[2(1+0. 2..2
T J.
3+
[3;^.
4^. 4^ J-
-6 + 3i 7 -5 -5 3j -b 1-i -t y 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.
14.
Prove Theorem V.
15. If
is n-square,
show
if
(a) A'A is (b)
diagonal
/
and only
if
if
the columns of
A are mutually orthogonal vectors.
A'A =
If
if
and only
the columns of
are mutually orthogonal unit vectors.
16.
Prove:
and Y are n-vectors and A
is re-square,
then
X-AY
A'X-Y
17.
Prove Theorems VII-X.

Prove:
If
18.
is
skew-Hermitian such that
+ A is non-singular, then B = (l-A){I + A)~^ is unitary.

I
+t
r
19.
i+j1
(6)
i i
Use Problem 18
to form a unitary matrix, given
"^
L-1+.-
J-
-1 + j
_9 + 8i
1
-10 -4i
l
-16-18i
-10 -4t -9 + 8j
and
r-l +
|_
2j
-4-2i"|
(b)
Ans.
(a) 5
-2-24J
29
12i
2-4i
-2-jJ'
4-lOj
of the
-2-24J
20. Prove:
21.
If
^ and B are unitary and

in
same
order, then
AB
BA
are unitary.
Follow the proof
Problem
10.
Chapter
13. to prove
Theorem XI.
22. Prove: If
is unitary
and Hermitian. then A

3+
is involutory.
1(1 +
J//3
l/\/3
2^
4 + 3i
is unitary.
23.
Show that
-k
2y/T5
-i/y/3
-^ 2Vl5_
-1
24. Prove: If
A A
is unitary
and
if
= .4P
where P is non-singular, then PB
is unitary. is
25. Prove:
is unitary
and I+A
(I
- A)
(,!
+ A)'^
skew-Hermitian.
chapter 15
Congruence
CONGRUENT MATRICES. Two
(15.1)
re-square matrices
there exists a non-singular matrix
A and B over F P over F such that

B
=
are called congruent,
over
if
FAP
same
Clearly, congruence is a special case of equivalence so that congruent matrices have the
rank.
When P
is
verse order of the same elementary row matrices; that
expressed as a product of elementary column matrices, P' is the product in reis, A and B are congruent provided A can
be reduced to B by a sequence of pairs of elementary transformations, each pair consisting of
an elementary row transformation followed by the same elementary column transformation.
SYMMETRIC MATRICES.
I.
In
Problem
1,
we prove
Every symmetric matrix A over F of rank

first r
whose
Example
1.
r is congruent over F to a diagonal matrix diagonal elements are non-zero while all other elements are zero.
Find a non-singular matrix P with rational elements such that
- P'AP
is diagonal, given
12
2
3
3 5
3 5
8
10
10
-8
ff2i(-2) and K2i(-2). then //gjC-S)
reducing A to D, we use [A /] and calculate en route the matrix P' First we use 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
In
.
row transformations are made first and then the three column transformations. transformed into a symmetric matrix, an error has been made. We have
If
is not then
12
[AH^
2 3
3 5 8
2 8
1 1 1
1
10
c
'V-
10
4 4
3
2
5
8
10
0-1-1 0-1-1
4
10
-8
1
4-12
1
-2100 -3010 -2001

1
0-100
4
-2
-1
10
c
~\^
0-100
4
-2
10
4
1
-1
4
-10
-1-110
[DP']
115
116
CONGRUENCE
[CHAP. 15
-2 -10 -1
1
4-1
1
Then
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
10
while the
10
transformations
H^d) and K^Ci)
replace
D by
0-900
.
There
is,
however, no pair of
rational or real transformations which will replace

ative elements in the diagonal.
D by
a diagonal matrix having only non-neg-
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
of
a sequence of row and the same column transformations of type 1 the diagonal elements 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.
real symmetric matrix of rank
r is
congruent over the real field to a canonical
matrix
P
(15.2)
'r-p
The
integer p of (15.2) is called the index of the matrix and
p-(r p)
is called the
signature.
Example
2.
Applying the transformations H23. Kâ and Hîk), Kr,(k) to the result of Example
1 1
1,
we have
10
1
[A\n
0-100
4
-2
-10
C
1 1
10
0-10
-5
-2
10
s
IC\(/]
-1 -1
and (/AQ = C. Thus, A
is of
-1-110
index p =
2,
rank
= 3,
and signature
= 1.
if
III. Two re-square real symmetric matrices are congruent over the real field if and only 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
IN
THE COMPLEX FIELD, we
have
r
IV. Every ra-square complex symmetric matrix of rank complex numbers to a canonical matrix
/^
is
congruent over the field of
(15.3)
Examples. Applying the transformations
Hîi)
1
and
K^fî)
to the result of
Example
1
2,
we have
10
1
-5 -2
[^1/]
2
1 1
0-10
10 10 10
-5
-2i
2
i
[D
']
1
-1 -1
-1 -1
and
R'AR
^&:]
if
See Problems 2-3.
V.
Two
if
ra-square
numbers
and only
complex symmetric matrices are congruent over the field of complex they have the same rank.
SKEW-SYMMETRIC MATRICES.
If
is
skew-symmetric, then
=
(FAP)'
Thus,
VI.
FAT
r(-A)P
-FAP
Every matrix
B =
FAP
congruent to a skew-symmetric matrix A is also skew-
symmetric.
In
Problem
VII.
4,
we prove
is
Every n-square skew-symmetric matrix A over F
congruent over
to a canoni-
cal matrix (15.4)
B
= r
I
diag(Di, Dj
0^,0,..., 0)
where
D,-
,(f=l,2
t).
The rank
of
/}
is
2t.
See Problems.
There follows
Vin. Two ra-square skew-symmetric matrices over they have the same rank.
are congruent over
if
and only
if
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
P such
that
(15.5)
FAP
Thus,
118
CONGRUENCE
[CHAP.
15
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 consisting of a column transformation and the corresponding conjugate row transformation.
X.
An Hermitian
matrix
of rank
r is
conjunctive to a canonical matrix

Ip
(15.6)
-Ir-p
The
integer p of (15.6) is called the index of A and s =

XI.
p-(r-p)
is called the signature.
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
of an Hermitian matrix to the canonical form (15.6) follows the procedures

to the proper pairs of in
Problem 1 with attention troublesome case is covered
elementary transformations.
The extreme
Problem?.
See Problems 6-7.
SKEW-HERMITIAN MATRICES.
If
is
skew-Hermitian, then
=
(FAPy
Thus,
XII.
(PAT)
FAP
Every matrix B =
FAP
conjunctive to a skew-Hermitian matrix A is also skew-
Hermitian.
By Problems, Chapter
14,
= -iA is Hermitian
if
is
skew-Hermitian.
By Theorem
P such
that
Ip
FHP
-Ir-p
Then
iFHP
= iF{-iA)P =
FAP
=
= iC
and
Up
(15.7)
FAP
- ilr~p
Thus,
XIII.
Every re-square skew-Hermitian matrix A
is conjunctive to a matrix (15.7) in
which
is the rank of
A and
p is the
index of iA.
if
XIV. Two re-square skew-Hermitian matrices A and B are conjunctive they have the same rank while -iA and -iB have the same index.
and only
if
See Problem
8.
CHAP.
15]
CONGRUENCE
119
SOLVED PROBLEMS
1.
Prove: Every symmetric matrix over r non-zero elements in the diagonal.
of rank
can be reduced to a diagonal matrix having exactly
transformations of type reduce A to
Suppose the symmetric matrix A = [a^,-] is not diagonal. If a^ / 0. a sequence of pairs of elementary 3, each consisting of a row transformation and the same column transformation, will
"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
the matrix
hss
S+1, s+2
*s+l, n
k^ S+2, s+ 1
'^ri
s+i
"n,
s->-2
in
which the diagonal element k^^^^^^^

k^j
,
= o.
If
every
it
4y
= 0,
we have proved
the theorem with s =
r.
however, some
say
If,
s+^ /
0,
we move
into the (s+l,s+i) position by the proper row and
column
transformation of type 1 when u = v; otherwise, we add the (s+u)th row to the (s+t;)th row and after the corresponding column transformation have a diagonal element different from zero. (When a^, = o, we proceed as in the case Ar^+i ^^.^ = o above.)
Since
we
whose
first t
are led to a sequence of equivalent matrices, A is ultimately reduced to a diagonal matrix diagonal elements are non-zero while all other elements are zero.
'12
2.
2 5 5
to
Reduce
the symmetric matrix
3 5
canonical form (15.2) and to canonical form (15.3).
.2 In
each obtain the matrix P which effects the reduction.

1
2 3 5
2
1
1
1
u\n
1 1 1
2
2
5 5
c
1
-1
1
1 1
-2 -2
C
1
-1 2
c
1
-4
-1
1
1
-2
[0|^']
To
obtain (15.2),
1
we have
1 1 1 1 1 1
[0
Pi']
-4
-1
-2^f2
k\f2
1
i\Pi
\C\P'\
-2
0-1
-2
120
CONGRUENCE
[CHAP. 15
-av^ -2
j\/2
1
and
5a/2
To
obtain (15.3),
we have
1 1 1
1
[D\Pl]
1
1
1 1
-2\/2
2i
2\/2
-i
iV2
Vc\?'\
-1
-2V2
k\f2
2J
and
-i
3.
Find a non-singular matrix ? such that ?'A? is
in
1
canonical form (15.3), given

i
=
1
2-j
i
2-i
10 + 2i
^
1
i
1+J 2-j
1 1
1
1 1
[^1/]
1
c
'-\J
2j
-i
1 1
+i
2-i
10 +
2j
3-2J
_
10 p
-1-j
10
1
1 1
c
2i
1
-i
7+ 13
4i!'
5+12J
2i
-5+12i 3-2t
13
13
[c\n
1
-I
7+
4i
13
-5+12i
Here.
1
13
3-2j
13
4.
Prove: Every ?i-square skew-symmetric matrix A over
of rank 2t is congruent over

7)^,0
to a matrix
B
where
A
D^
=
)
diag(Di, Dg
0)
U :]
then S = ^.
(J
= 1,2,
It
= Q.
If
-4
0,
then some
mj
and /th and second rows; then Interchange the Jth
first
-aji ?^ 0. Interchange the sth and first rows and the columns and the /th and second columns to replace
oy a..
j
^ by the skew-symmetric matrix
-a,;, -Oy
g 2
Next multiply the
first
row and the
first
column by
l/a^^-
'S*
i
CHAP.
15]
CONGRUENCE
121
1
''2
to obtain
-1 4
and from
it,
by elementary row and column transformations of type
3,
obtain
-1
Di
F4
If
/v=
0.
the reduction is complete; otherwise, the process is repeated on F4
until
is obtained.
5.
Find a non-singular matrix P such that P'AP
is in

2 4
-2 -1 -4 3
Using
a^s 4 0,
we need
only interchange the third and second rows followed by the interchange of the
2
third
and second columns of
1-3
-2 -1 -2
10 10
10
-2
to obtain
1
-1 -2
10
1
0-3
-4320
Next, multiply the
10 10
1
-4230
first
1
first row and first column by 2; then proceed to clear the two columns of non-zero elements. We have, in turn.
two rows and the
first
10
-1
1
k
1
-1 -2
0-3
10 10
1
and
-5
5
i -2
-2230
1
-1
-2
Finally, multiply the third row and third column by
-1/5
to obtain
1/2
-1
1
10
1/10 -1/5
Di
P'
Do
1
0-10
1/2
-1
0-2
1/10 -1
Thus when
-1/5
=
10-2
1
P'A?
= diag (Di.Dj).
6.
is in
1

1
-3 + 2i
-3 - 2j
122
CONGRUENCE
[CHAP. 15
1-j -3 + 2i
j
1
1
[^1/]
1+i
2
i
-i
1
1
c
5
-l-i
3
1 1
-3 -
2j
-13
2j
10
00
25
13
2-3i
1
5_
2-3f
1
13
13
3
13
1
5V13
5\/l3
\/l3
1
-13
2i
0-1
2i
VT.5
Vl3
vc\p'^
2+
3t
3-2i
\fl3
5\/l3
13
and
5\/T3
1
^/I3
\/T3
7.
Find a non-singular matrix P such that P'AP is in canonical form (15.6), given
1 l
+ 2i
5
- 2i
3f
- 3i -4 - 2
2
2+
1
-4 +
1
2f
13
+
5
2i
3j
1 1
[41/]
2i
3i
-4 - 2s
2i
HC
1
5j
-1 +
2j
10
1
2+
-4 +
13
10
1
-5i
-2-3!
1
10
HC
10
5i
10
1
i
HC
10
-5J
-2-Zi
-5/2
-2-2J
5J
HC
10
0-1
'10
10
\/T6
-4 -
4j
\/To
x/Io
x/To
[cin
-4 +
4i
ao
and
10
\/T0
10
vTo
CHAP.
IB]
CONGRUENCE
123
8.
is in
i
1 +
l
=
1
+ 2t
2j
-l +
i
2i
Consider the Hermitian matrix
-J
2
2
-i
2
1-i
1
+i
-l-2j
1
-i
1
The non-singular matrix
is
such that P'HP = diag[l,
1,
-l].
10
Then P'AP
= diag[i.
i.
-i
9.

1
is in O'

"O
(c)
1
2"
"
(d-)
-1 o1
2
1
(a)
[-:
-:]
(6)
3-1
-1 -2_
1
4 4
0,
-1
.
.2
2
11.
1 1
-2
1
"^V2 -^v^ -1
.
-1 -1
1
Ans.
(a)
(b)
(c)
[::]
I
kV2
ky/2
-k
i
(d)
10.
is in
2i
canonical form (15.3). given
r
I
H- j
1
4j
i + 2i 1+211
I
'
+j
+i
2i
-l-2i
-3 5i
|_1
2i
+ 4iJ
2
- 4;
-1 -
Ans.
(a)
2(-i-2,)]
(b)
2(1 -J)
i/\/2
(1
+ 0/2
(l-J)/\/2
(-3-2i)/l3
(3
+ 2i)/l3
11.

(a)
1
/I
is in

(c) (d)
1
(6)
12-2
:
-1 -2
A
3
A =
-"
-2
3
-2 -3 (b)
Ans.
(a)
1
2
1
-3/2"'
1
1
(c)
0-1 2-3 "0010"
-2103
2-1-3
'1
-1
0-1
(d)
10 10
P
2
1
1
=
-1/3 -2/3 2
1/3
1
124
CONGRUENCE
[CHAP. 15
12.
Find a non-singular matrix P such that P'AP is
in

2
1 1
(a)
tl +
l
1 3i
+i
3
i
+
3
2i
3i"|
'
(6)
1-i
2
-i
4
(c)
1-j
3 + 2f
3-4i
18
1
10
3 + 4t
-1-i (-5-i)/\/5
1
-1-j (-2 + 51)

1
Ans.
(a)
[1
-i +
1
sfl
(6)
(2-f)/V5
(c)
(-2-J)
1
i/Vs
i
13.
Find a non-singular matrix P such that P'AP is
in
-1-i
-1-j
1
-1
(a)
(c)
1-j
.
1-i
-i.
L-i+j
i
J l+i
i
-1
2i
i
2+j
(6)
(i)
-1
_-2 + i
l-2i
-l+i
6i
,
-1-2J
-l'
i
Ans.
(a)
(l-J)/\/2
l/\/2
P [:
1
-r]
-i
1
(c)
P
,0
-1
1,
-2 + 3j -2 1
(rf)
l/x/2
(l-2i)/VT0
(-2-i)/yJT0
l/\/l0
-l/\/2'
i/\/2
(6)
i/y/2
14
If
^1
show
that a 2-square matrix
satisfies
C'DC
if
and only
if
|Cl=l.
L-i oj
Let A be a non-singular n-square real symmetric matrix of index
is even. p.
15.
Show
that
>
if
and only
if
-p
16- Prove:
non-singular symmetric matrix A is congruent to its inverse.

=
Hint.
Take P
BB' where B'AB
= I
and show that P'AP = A
17.
Rewrite the discussion of symmetric matrices including the proof of Theorem

matrices.
to obtain (15.6) for Hermitian
18.
Prove:
It
then A is symmetric (skew-symmetric)
if
and only
if
is
symmetric (skew-symmetric).
(S
19.
Let S be a non-singular symmetric matrix and T be a skew-symmetric matrix such that (S + singular. Show that P'SP = S when
7")
- T)
is non-
P
Hint.
(S+TT^(S-T)
P'SP =[(S-Tf^(S+T)S~'^(S-T)<.S+T)'^r^.
20.
Let S be a non-singular symmetric matrix and let T be such that (S+T)(S - T) is non-singular. then T is skew-symmetric. if P'SP = S when P = (S + TTîS- T) and I+P is non-singular,
Hint.
Show
that
S(/-P)(/ + P)-^
S(I + PrHl-P).
21.
Show
that congruence of n-square matrices is an equivalence relation.
chapter 16
Bilinear Forms
AN EXPRESSION
and
(y^, y^
which
Jri)
is linear
is called a bilinear
and homogeneous in each of the sets of variables fonn in these variables. For example,
(x^, x^
m)
XxJi
2x172
ISxija
4x271
15x272
^s/s
is a bilinear form in the variables {x^, Xg)
and
(y.^, y^, y-g).
The most general

written as
bilinear form in the variables (x^, Xg
x)
and {y^.y^
Jn)
maybe
%i%yi
+ 021^271
+ +
oi2%y2 +
+ +
%r!
X i7?i
022^72 +
fl2ra%7ra
+ ami^myi +
or,
Om2%y2 +
""mv^n Jn
more
briefly, as
n
(16.1)
/(^.y)
t
S
=i
S ai-x^y
j=i
-^
'
%1
%
*2> .
012
^22
in
'7i' 72
Ojl
2n
_0'n\
Om2
Omra_
_Yn_
where
[x^, x^
]',
^ =
[0^^],
and
i'
= [yi,72
7]'.
The matrix A
of the coefficients is called the matrix of the bilinear form and the rank of
A
1.
is called the rank of the form.
See Problem
Example
1.
The bilinear form

1 1
1 1
Ti
îXi + îrs + *2yi + ^2X2 + ^373
Ui.
%.%
y2
73
X'AY
125
126
BILINEAR FORMS
[CHAP. 16
CANONICAL FORMS.
(16.2)
Let the
x's of (16.1) be replaced by
new variables
u's
by means of the
lin-
ear transformation
Xi
1.
bijUj,
(f=l,2
m)
or
BU
and the n y's be replaced by new variables v's by means of the linear transformation
(16.3)
Ti
2
J=i
c^jVJ,
(f=l,2
n)
or
Y = CV
IX,
We have X'AY = (BU)"A(CV) = U'(BAC)V. Now applying the linear transformations U = 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.
only
If
if
Two bilinear forms with mxn matrices A and B over they have the same rank.
r,
sire
equivalent over
if
and
the rank of (16.1) is
there exist (see Chapters) non-singular matrices
P and Q such
that
FAQ
Taking B = P'
(16.4)
in (16.2)
Ir
and C =
in (16.3), the bilinear form is Ir
reduced
to
UXPAQ)V
U'
U^V^
^2^2
U^V^
Thus,
II.
Any
bilinear form over
of rank
can be reduced by non-singular linear transfor+ u^v^ +
mations over
to the canonical form
u^^v^
+ uî'r-
1 1 1
Examples. For the matrix
of the bilinear form
XÂY
X'
ofE^xamplel,
10 10
1
10
-1
1 1
-1
1 1
10
1
10
1
10 110 110 10 10 1
10
10
1
10
1
10
1
10
1
1
10
1-1-110
1
1-1-110
0-110
1
h
Thus,
p'
-1
1
1
-1
1 1
PU
and
QV
reduce X'AY to
1 1 1 1 1
1 1
-l'
1 1
-1
U%V
U-^V-:^
+ U^V^ + Ugfg
CHAP.
16]
BILINEAR FORMS
127
The equations
X-j^
of the transformations are

=
Ur,
Ti
= =
^1
V^
"3
1^3
X2
=
=
U,
and
72 Ts
Xg
^3
See Problem 2
TYPES OF BILINEAR FORMS. A

symmetric
alternate
bilinear form
1 S
a,-,-
ij x 'îJj
X'AY
is called
symmetric
according as A is
skew-symmetric
Hermltlan
Hermltlan
alternate Hermltlan
skew-Hermltlan
COGREDIENT TRANSFORMATIONS.
(i. 2
^) and
=
(yi.ys. .3^)-
Consider a bilinear form X'AY in the two sets of n variables When the ;'s and y's are subjected to the same transforma-
tion
CU
III.
and Y =
CV
the variables are said to be transformed cogredlently.
We have
Under cogredient transformations
CU
and
Y = CV,
the bilinear form X'AY.
where A
If
is re-square, is carried into the bilinear form
U\C'AC)V.
is
symmetric, so also is C'AC; hence,
IV.
symmetric bilinear form remains symmetric under cogredient transformations of
the variables.
V.
Two
if
bilinear forms over
variables
and only
if their
F are equivalent under cogredient transformations of the matrices are congruent over F.
From Theorem
I,
ChapterlS, we have
r
VI. A symmetric bilinear form of rank transformations of the variables to
can be reduced by non-singular cogredient
(16.5)
%%yi
II
02*272
OrXryr
From Theorems
and IV, Chapter
15,
follows
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
(16.6)
iyi
in the
%y2 +
xpyp
a;^4.i
7^4.1
x^Jr
and
(16.7)
complex
field to
%yi +
2y2
x^y^
See Problem
3.
CONTRAGREDIENT TRANSFORMATIONS.
formation
the x's are subjected to the transformation
Let the bilinear form be that of the section above. When X = (C~^yU and the y's are subjected to the trans-
Y = CV,
the variables are said to be transformed contragredlently.
We have
128
BILINEAR FORMS
[CHAP. 16
VIII.
Under contragredient transformations
= (C-K^T )'U and
Y = CV,
the bilinear form
X'AY, where A
IX.
is n-square, is carried into the bilinear form
U\C AC)V.
is
The
bilinear form
X'lY =
x^y^ + x^y^ +
%y
transformed into itself
if
and
only
if
the two sets of variables are transformed contragrediently.
FACTORABLE BILINEAR FORMS.

X.
In
Problem 4, we prove
if
non-zero bilinear form is factorable
and only
if its
rank is one.
SOLVED PROBLEMS
1.
%yi
+ 2iy2
13%yg
4a^yi + 15x^y^
-13]
Jx
1
-13l
x^y^
%. 2
4 15
-1
Ji 73
= X'
-4
15
-ij
2.
Reduce %yi + 2x^y^ + 3%y3

ical form.
Ix^y^ + 2%yi
2^y2 + x^y^ + 3x2y4 +
"ix-^y^
+ 4%y3 + x^y^ to canon-
3-2
1
The
matrix of the form is
2-2
3
3
1
By Problem
6.
Chapter
5.
the non-singular matrices
10
-2
1 1
1/3 -4/3 -1/3
-1/6 -5/6
and
-1 -1
mations
10
1
7/6
are such that
/g
PAQ
Thus, the linear transfor-
14
X^
=
Ui
2U2 U2
Uq
y
6
^
P'U
or
:x:2
U3 "3
and
QV
or
xs =
7a reduce X'AY to u^v^ +

U2t)2.
12
3.
3 5 8
Reduce the symmetric bilinear form
X'AY = X'
2 3 2
Y
10
by means of cogredient transfor-
5
8
10
-8
mations
field.
to (16.5) in the rational field,
(b) (16.6) in
the real field, and (c) (16.7) in the complex
(o)
Prom Example
1,
Chapter
15. the linear transformations
-2 -10 -1 4 -1 1
u.
1
1
-2 -10 -1
1
4-1
1
10
CHAP.
16]
BILINEAR FORMS
129
reduce
XAY
to
uj^'i
"2% +
ûsfg.
-5 -2 -1
2
1
-5 -2 -1
2
(6)
Prom Example
2,
Chapter
15,
the linear transformations
-1
u.
1
1-1
1
reduce X'AY to u^v^ + ug^s

(c)
- "3%2,
Prom the
result of
Example
1 1
Chapter
1
15.
we may obtain
000'
2
1
1
-1
-5 -2
-1
10 10 10
-5202
-2j
i
-1-110
1
Thus, the linear transformations
-5 -2J -1 i -1 2
u.
1
1
-5 -2J -1 -1 2
t
reduce X'AY to
U^V^ + U2V2 + UgVg.
4.
Prove:
non-zero bilinear form f(x,y) is factorable

is factorable so that
if
and only
if its
rank is
1.
Suppose the form
and, hence, a^j = b^cj.
Clearly, any second order minor of
= [a^-], as
aij
aj5
a^bj
fk^'j
aib^
bib^
fe*s_
H
"k
Lfei "ks_
"k
vanishes.
Thus the rank
of
/4
is 1.
Conversely, suppose that the bilinear form is of rank 1. Then by Theorem I there exist non-singular linear transformations which reduce the form to U'(BAC)V = u^v^. Now the inverses of the transformations
=
jnr
and
'^jyj
carry uû^ into
(S rijXj)(l s^jyp
f(x.y)
and so f(x.y) is factorable.
130
BILINEAR FORMS
[CHAP. 16
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

3 -2
(c)
^sTs
7
(rf)
2-510
(6)
10
8
1
4 7
3 5
5 3
8
5 6
-4
-11
7 y.
X'
1
5-510
6.
-2 -2
4
5 8
12
6
10
Obtain cogredient transformations which reduce

1
2 5
(a)
y and
(6)
X'
3
1
10
2
2
5_
to canonical form (16.6).
14
1
-2 -7
1
'l
-3 -4V3/3
1
Ans.
(a)
2
1
(6)
\/3/3
\/3/3
Ir
7. If Bj^,
B2. Ci
C2 are non-singular n-square matrices such that
B-Â^C^ = BÂ^C^ =
find the transfor-
mation which carries X'A^Y into UA2V.

Arts.
= (B'^BîU,
C^C^V
5, in
8. Interpret
Problem
23,
Chapter
terms of a pair of bilinear forms.

-
1 1
1 1
.
1
2
/.
1 22
i
2
9. Write the
transformation contragredient to
.Y
=
1
.4ns.
-2
i 2
2
2
~2
10.
Prove that an orthogonal transformation

Prove: Theorem IX.
is
contragredient to itself, that is
.Y
PV Y
.
PV.
11.
-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 bilinear forms result.
13.
Use Problem
4, Chapter 15, to show that there exist cogredient transformations duce an alternate bilinear form of rank r = 2t to the canonical form
PU. Y
PV
which
re-
U1V2
W2V-L
+ U3V4.- u^V3 +
+ ugt-i "^t - "sfêt-i
14.
Determine canonical forms for Hermitian and alternate Hermitian bilinear forms.
Hint. See (15.6) and (15.7).
chapter 17
Quadratic Forms
A HOMOGENEOUS POLYNOMIAL
(17.1)
of the type
n
q
X'AX
whose coefficients
Ît ^2
^7J'
a^,-
"u
are elements of
is called a quadratic form
over
in the variables
Example
1.
2
as^^
+ 2*2 -
2
"^x^
'ix^x^
+ 8x^x^ is a quadratic form in the variables xi.x^.xg.

012X1X2.021^*1
trix of the form
may be
written in various
The maways according as the cross-product terms -4x1x2

and
013X1X3,031X3X1.
and 8x1x3 are separated to form the terms
We
shall
agree that the matrix of a quadratic form be symmetric and shall always separate the crossproduct terms so that a a^ Thus,
'
"-^s
1
7Xg
4
4Xj^X2
SXj^Xg
-2
2
X'
0-7
and the rank of
The symmetric matrix A = A

otherwise, non-singular.
[o^^- ]
is called the matrix of the quadratic form
If
the rank is r<n,
the quadratic form is called singular;
TRANSFORMATIONS. The
(17.2)
linear transformation over F,
BY
carries the quadratic form (17.1)
with symmetric matrix A over
into the quadratic form
(.BYyA(BY)
YXB'AB)Y
with symmetric matrix B'AB.
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.

I.
Since B'AB is congruent to A,
we have
The rank
of a quadratic form is invariant under a non-singular transformation of the
variables.
II.
Two
quadratic forms over
are equivalent over
if
and only
if their
matrices are
congruent over F.
Prom Problem
the form
(17.3)
1,
Chapter
15, it
follows that a quadratic form of rank
can be reduced to
Kî
Kr^
+ h^y^,
hi/=o
131
132
QUADRATIC FORMS
[CHAP. 17
in
tion
which only terms in the squares of the variables occur, by a non-singular linear transformaX = 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.

4
-2
Example
2.
Reduce
X'
X
-7
1
of
Example
to the form (17.3).
-2
2
o'
1
1
We have
[A I]
-2
4
0-2
8
1
1
0-7
1
-23
-4
0-2
9
=
1
[D Bl
2
1
4
4
1
Thus.
BY
reduces q to
q'
y=-2v^+9v=.
See Problems
1-2.
LAGRANGE'S REDUCTION. The

pleting of the square.
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-
Example
3.
1
7%; 3
'
4x^*2
"*"
^*1*3
[x^- 'ix^{x^-2x^)\ + 2x1
7^:
{xl-'^x^{x^-2x^) + i{x^-2x/\ + 2x1 - Ixl -
Ux^-2xJ
(x^-2x^ + ix/ - 2(xl-8x^x^)
2Sx
(x^-2x^ + 'ix^f - 2(.xl-Zx^x^-\-\Qxl, + Qxl
(\-2^2+H)'
yi =
- 2(A:^-4^3f + Qxl
xx
- 2x2 +
xq^
4acs
xi
ot
= = =
yi
2y2 +
4ys
Thus,
ys 73
=
=
- 4x3
Xg
X2 X3
y2 + 4y3
ys
reduces q to
y^ - 2y^ + 9y^.
See Problem
3.
REAL QUADRATIC FORMS.
q = X'AX be reduced by a real non-singular one or more of the h^ are negative, there exists anonsingular transformation X= CZ, where C is obtained from 6 by a sequence of row and column transformations of type 1, which carries q into
Let the
real quadratic form

If
transformation to the form (17.3).
(17.4)
sz^ s,z7
11
s z^ s^z2 2
...
Sfyzj,
s*+iZa+i
...
s^;.
in
which the terms with positive coefficients precede those with negative coefficients.
CHAP.
17]
QUADRATIC FORMS
133
Now
the non- singular transformation
Wi
"'i
= =
VSi Zi
'j
a
(/
= 1,2
r)
=r+l,r+2
71)
or
'''4k-
;-
'
.1.1
J
carries (17.4) into the canonical form
(17.5)
wl + wl +
w^^
;2^^
wl
Thus, since the product of non-singular transformations is a non-singular transformation,
we have
Every real quadratic form can be reduced by a real non-singular transformation to the canonical form (17.5) where p, the number of positive terms, is called the index and r
III.
is the rank of the given quadratic form.
Example
4.
In
I
Example
o
2,
the quadratic form

Z
.
into
y^ q" =
"
The non-singular transformation yi = z^, y^ = 23, ys = 22 carries q' 2y^ + 9yQ ~ + ^^3 ^^^ ^^^ non-singular transformation 21 = w^, 22 = w^/S, zg = wa/v^ 922 zf
i.
^12
o
a^ + 2x^
- Ix^ - ixx
3
8xx 1213
+
was reduced
to
J reduces q
to
"'
2,2 w^+ w^ -
w^.
Combining the transformations, we have that the non-singular linear transformation

Xl =
Wi + ^W2 + V^M>3
1
4/3
v^
X2
|mJ2 + 5V^;g
4/3
1/3
2^
X3
3"^
=
qr
to
W^ +
wl-
w%.
The quadratic q
form is of rank 3 and index
2.
SYLVESTER'S LAW OF INERTIA.
In
Problem
5,
we prove
the law of inertia:
IV. If a real quadratic form is reduced by two real non-singular transformations to canonical forms (17.5), they have the same rank and the same index.
Thus, the index of a real symmetric matrix depends upon the matrix and not upon the mentary transformations which produce (15.2).
ele-
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
if
and only
nature.
real quadratic forms each in n variables are equivalent over the real field if they have the same rank and the same index or the same rank and the same sig-
COMPLEX QUADRATIC FORMS.
Let the complex quadratic form X'AX be reduced by a non-singular

It is
transformation to the form (17.3).

2i
clear that the non-singular transformation

(i
= =
îVi.
yj
,
1.
r)
Zj
(7
= r+1, r+2,
...,7i)
134
QUADRATIC FORMS
[CHAP. 17
Ul
Y
carries (17.3) into
(17.6)
1
-'-
''''{/h^'/h;'-
1, 1,
)^
<
VI.
-4--
4
field of rank
r
Thus,
Every quadratic form over the complex
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

n variables is called positive definite
real non-singular quadratic form

if its
rank and index are equal. j\-^ J^-^

-^
positive definite quadratic form can be reduced to
q = X'AX, \a\ f 0, in Thus, in the real field a y^ and for any non-trivial set
of values of the x's, ^ >
0.
real singular quadratic form

i.e.,
r
=X'AX,
n.

\a\
=0,
is called positive semi-definite if its
rank and index are equal,

ratic form can
= p<
"^
be reduced
to
y^ + yj
Thus, in the real field a positive semi-definite quad+ y^ r< re, and for any non-trivial set of values of
,
the
a;'s,
q>
0.
i.e.,
q = X'AX is called negative definite if its index p = 0, = 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.
real non-singular quadratic form
A
i.e.,
r
real singular quadratic form q = <

re,
X'AX
is called negative semi-definite if its index p = 0,

to
p =
-yl
- y^ Clearly,
if
Thus, in the real field a negative semi-definite form can be reduced ^f ^y non-trivial set of values of the x's, q 5 0. ^"^ y^
0.
q is negative definite (semi-definite), then -q is positive definite(semi-definite).
For positive definite quadratic forms, we have

VIII. If q
=X'AX
is positive definite, then
U| >0.
PRINCIPAL MINORS. A
minor of a matrix A is called principal if it is obtained by deleting certain rows and the same numbered columns of A. Thus, the diagonal elements of a principal minor of A are diagonal elements of A.
In Problem
IX.
6,
we prove
r
Every symmetric matrix of rank
has
at least
one principal minor of order
r differ-
ent from zero.
DEFINITE AND SEMI-DEFINITE MATRICES. The

X.
matrix i of a real quadratic form q = X'AX is called definite or semi-definite according as the quadratic form is definite or semi-definite. We have
real symmetric matrix
is positive definite if and only if there exists a non-
singular matrix
XI.
C such C
that
A =
C'C.
exists a matrix
of rank
such that
A of rank r A = C'C.
is positive semi-definite if
and only
if
there
7.
See Problem
CHAP.
17]
QUADRATIC FORMS
135
XII.
If
A A
is positive definite, every principal minor of
is positive.
See Problem
XIII. If
8.
is positive semi- definite, every principal minor of
is non-negative.
REGULAR QUADRATIC FORMS.

principal minors as
For a symmetric matrix A =
[a^,-]
over F,
we
define the leading
Oil
O12
%1
Pa
Ogi
Oqi
04.2
%3
O23
'^3
(17.7)
PO =
1,
Pl=
Oil.
P2 =
021
052
Pn= Ul
022
O32
In
Problem
9,
we prove
XIV. Any re-square non-singular symmetric matrix A can be rearranged by interchanges

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 have opposite signs.
if
Pn-iPn^^
1
but Pn-i = 0,
then p_2
and p
Example
5.
For the quadratic form
X'AX
112 112
2
X, 2
3
4
1
po =
1,
pi =
1,
p2 =
0,
p3 =
0,
P4 =
m=
1.
12
Here
Oigs
t^
0;
the transformation
Kg^X
yields
'1112 112 2
(i)
X'
12 14
2 2 4
1-
for
which po =
1,
Pi =
1,
P2 =
0.
Ps = -1.
P4=
Thus,
for
i) not both p2 and ps are zero.
in the
symmetric matrix A of rank r is said to be regularly arranged if no two consecutive p's 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
is regularly arranged.
Thus,
XVI. Any symmetric matrix (quadratic form) of rank
can be regularly arranged.
See Problem
XVII. A real quadratic form X'AX is positive definite leading principal minors are positive.
XVIII.
if
10.
and only
if its
rank is
re
and
all
real quadratic form
X'AX of rank
Pr
is positive semi-definite if and only if
each of the principal minors po.Pi
is positive.
136
QUADRATIC FORMS
[CHAP. 17
KRONECKER'S METHOD OF REDUCTION. The

into one in
method of Kronecker which only the squared terms of the variables appear
for
reducing a quadratic form
is
based on
r,
XIX.
q =
X'AX
is a quadratic form over
in n variables of rank
then by a non-
singular linear transformation over F it can be brought to q' = singular r-rowed minor C oi A occupies the upper left corner of B.
X'BX
which a nonMoreover, there exists

in
a non-singular linear transformation over quadratic form in r variables.
F which reduces
q to
q" = X'CX, a non-singular
XX. li q = X'AX is a non-singular quadratic form over F in n variables and a ^ 0, the non-singular transformation
if
Pn-i =
a
^nnyn
or
1, 2.
re-1)
10
1
a^n
BY
1
<^n-i,
carries q into
HiJiYj + Pn-xPnYn
in
which one squared term in the variables
has been isolated.

1
-2
2
4
1
-î
-2
-2 ^ 0.
Example
6.
X'AX
= X'
-2 4
P2 =
O^S
The
0-7
- 8y3
-2
non-singular transformation
Xl
n
= =
a.13
ys
yi
1 1
-8 -8
ys +
a23 ys
ss ys
=
ys -
8y3
2ys
xs
0-2
reduces X'AX to
1
1
-2
2
1 1
-8 -8
Y'
-2
2
Y'
-2
4
-2
8 -8 -2
0-7
in
0-2
squared form
36
in
which the variable yg appears only
XXI.
but
U
'
q =
0,
a, 're,?!-! ^
X'AX is a non-singular quadratic form over the non-singular transformation over F

"
F and
if
o^-i, n-i
= ^nn
xi
*ra-i
yi
CLi,n-iyn-i
'înyn,
(i
1, 2,
...,n-2)
^n-i.n yn.
Xn
a n n-i Yn-
,
or
1 1
... ...
!, ^.
a2 n-1
1
a.-2,
_i n-1
sy
= a '-'-n.-2, n
'-n-i,
...
,0
...
a__i
CHAP.
17]
QUADRATIC FORMS
n-2
137
n-2
carries 9 into
(Hjyiyj
i-i j-\
1'^n,n-\Pnjn-\yn-
The
further transformation
'
Ji
Zi,
(i
1,
n-2)
Jn-x
= =
Zn-i Zn-i
Zn
2n
Jn
n-2
n-2
yields
V
2
1
.2
J -1
a^jz^zj +
2a_^_j^p(zn-i
- z^
in
which two squared terms with opp-
site signs are isolated.
Example
7.

1
X'AX
X'
2
1
4
3
3
1
^22
- O'ss =
but
xi = = =
tXg2 =
-1
+
i^
0.
The non-singular transformation

+
yi
cti272
*i3ys
*23r3
or
X2 xq
-1
a 32 72
0-10
]
reduces X'AX
1 1
to
1
1 1 1
-1
-1
2
1
4
3
3
1
rSY
yl
+ 2y,y3
-]
The transformation
)'l
1
= = =
21
72
22
23 23
1 1
-1
1
73
carries
22 +
Y'BY
1
into
1
1
o'
1 1
1 1 1
Z'
1
1
-1
1
z'
<
-2
-1
2zi
Consider now a quadratic form in n variables of rank r. By Theorem XIX, q can be reduced 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.
If
pr-i
0,
Theorem
XX
can be used to isolate one squared term
(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
(17.9)
Pr-2
r-i,
r-iJ
a r-i., r-iPrYr
which have opposite signs since pr-2 and pr have opposite signs by Theorem XV.
138
QUADRATIC FORMS
[CHAP. 17
If
pr-L =
used
to
and a^_i_r-i = 0, isolate two squared terms
then (see Problem 9)
a,-,
r-i ^
and Theorem XXI can be
(17.10)
2ar,r~ipr{yr-i-yr)
having opposite signs.
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 presents a permanence or a variation of sign. In (17.9) and (17.10) it is seen that the sequences p^_2, oLr-i. r-v Pr ^"^^ Pr-2' ^r, r-v Pr Present one permanence and one variation Thus, of sign regardless of the sign of dr-i, r-i and a.^, r-i
In (17.8) the isolated term will be positive or negative according as the
XXII. It q = X'AX, a regular quadratic form of rank r, is reduced to canonical form by the method of Kronecker, the number of positive terms is exactly the number of permanences of sign and the number of negative terms is exactly the number of variations of
sign in the sequence
po, pi, P2
P^,
where a zero in the sequence can be counted either

See Problems 11-13.
as positive or negative but must be counted.
FACTORABLE QUADRATIC FORMS.

ratic form.
Let X'AX f
0,
with complex coefficients, be the given quad-
Suppose X'AX factors so that

(1)
X'AX
(oj.%1
+ 02*2 +
+ ;)( iiXi +
b.2_X2
+ + b^x^)
0-1
to.;
hi
J
tj
.^
is non-singular.
Let the
becomes

yx
= = =
OiaCi
+ 02*2 +
+ 0 + ^n^n
y2
ys
^1*1 + ^2^2 +
Xs
(
=
2.
x^
transforms
If
i )
into
y-^y-z
of rank
2.
Thus,
1) is of rank
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
!Y^
72
=
=
a^Xx + 02*2 + X2
+ (^n^n
Xn
1.
transforms (i) into
y?
of rank
1.
Thus, (1) is of rank

1
Conversely,
if
X'AX has rank
or 2
it
may be reduced respectively by Theorem VI
to y^ or
r^ + y^, each of which may be written in the complex field as the product of two linear factors.
We have proved
XXIII.
quadratic form
if
X'AX ^
rank is
with complex coefficients is the product of two
linear factors
and only
if its
r<2
CHAP.
17]
QUADRATIC FORMS
139
SOLVED PROBLEMS
12
1.
3 5
2
8
Reduce
q = X'AX = X'
2 3 2
3 5 8
10
to the
form (17.3).
10-8
Prom Example
1,
Chapter
15,
12
[^1/]
2 3 2 3 5 8
3 5 8
2 8
1 1 1 1
c
^\J
0-100
4
10 -2100
-10
iD'.P']
4
1
10
10
-8
1
-1-110
Y
reduces q to the required form y^
-2
1
-10 -1 4 -1
1 1
Thus, the transformation
PY
yl^'^yl-
2.
Reduce
q = X'AX = X'
2
2
4 8
8 4
to the
form (17.3).
We
find
1
[^1/] C
[D\P']
2
1
i
2
-4
1
1
PY
-i Y
2
reduces q to y^ + 8y^ - 2y^
3.
Lagrange reduction.
(a)
= =
2 ,...2 2 2x^ + 5^2 + , 19*3

. ,
- 24x^+
8a:â=2
+ I2x^x^ + Sx^x^ + l%x^x^ - 8x^x^ - IGx^x^
2{xf+ 2x^(2x^ + 3x^+2x^)1 + 5x^+ 19x1 " 24*4 + ^S^j^g - 8x^x^ - IGx^x^ 2{xl+ 2x^(.2x^+Zx^+2x^) + {2x^ + 3x^ + 2x^f\
+ bxl + 19*2 - 24*2 ^ jg^^^^ ~ 8*2^^ g^^^^ _ ^^ "2*3 _
_ 2(2*^ + 3v +2*,)2
^q_^
2 (*i 2 (*i
+ 2*2 + 3*g + 2*^)2 - 3 + 2*2 + 3*g + 2*^)2 _

3
{*^ + 2*2(*g+ 4*4)
+ *3 - 32*2 -
(^ + ^ + 4^^)2
ryi
+ 4 (*g
- 2*4)2
+ 2*4
*i + 2*2 + 3*3
\yi =
Irs
=
*2 +
*s + 4*4
*3-2*t
*4
'Educes,
to
2y2_3y22+4y2.
00^
(i)
For the quadratic form of Problem

9
2,
we have
16*2*3 + **
,
*2 +
4*^*2 +
4*^*3 + 4*2 +
tenii in
(*^
+ 2*2 + 2*3)2 + 8*2*3
Since there is no term in *2 or *2 but a
*2*3
we use
the non-singular transformation
140
QUADRATIC FORMS
[CHAP. 17
i )
Xl
Zl
A;2
22
Xs -
Z2 + ^3
to obtain
(2i
+ 4z2+2z3f'
+82^+82223
(z^ +
422+2z3)2+8(22+2Z3f - 2z2
-
y^
+ ^y^ -
2yi^
4 2
1
1 1
4 2
1
1 1
Now Y
X
2
1
Z and
from
i),
X\ hence,
1 6"
i
1
X
1
ii
-1
1
-1
'1
-1
-4
1
1
Thus, the non-singular transformation
2
I
1
y effects the reduction.
4.
Using the result of Problem
2,
[^1/] C
-4
-2
-2
i
2
and applying the tiansfoimations HgCiV^). K2(i+-\/2) and ^3(5 a/2). ^3(2
-|
V2
),
we have
10
[^!/]
1
1 1
10
0-1
10
[cic']
0-2
-2
1
-iVl
ii\/2
-V2
k^f2 -\\f2 y i\f2
reduces
q = X'
2 4 8
= (^y
2 2
8 4
to the canonical form
2,2
iv^
,2
5.
Prove:
If
a real quadratic form q is carried by two non-singular transformations into two distinct
reduced forms
(i)
y; +
yg
y^
and
<ii)
y' + yl +
yq
yq,i
yj.2
y'
then p = q
Suppose q>p. Let mation which produces ( ii
X
).
FY
be the transformation which produces (1) and
GY
be the transfor-
Then
filial
+ +
bi2X2 +
622*^2
+ binxn + b^nXn
621X1
F~^X
bjiixi
+ bn2X2 +
+ bnnpcn
and
cii% + ci22 +
C21X1 + C222 +
Cin^n
+ C2ren
G'^X
cr!.i;i
cn2*:2
cnnXn
CHAP.
17]
QUADRATIC FORMS
141
respectively carry (i) and (ii) back into
q.
Thus,
(iii)
(''ii*i
*i2*2+- +
*in^n)^ +
...
+ {bp^'^^ + bp^x^-\-- + bp^Xyf
(CiiA:^
+ c^2*2+- + c^^f +
('^g
"*"
+ (cq^x^ +
'^q
x^+- + c
x^f
Consider the
*ii
+ l.l^l'''
"^g
+1,2*2
+ l,/!^^
r-q+p <
equations
^g+i,i*i + '^(7+1,2*2 +
't?+2,l*l
+ 6i2 *2 +
+ *in*n = + 6^
'^g
M*re =
''21*1+^22*2 +
+ '^9+2,2*2 +
bpiH
By Theorem
+ *;^2*2 +
+ 6jbn% =
^ri
*i
+ ^2*2
+ c^^x^
IV,
(
substituted into
Chapter 10, they have a non-trivial solution, say iii ), we have

+ ^^+1,2*2 + i +

(Ot^.ttg
0!^^).
When
this
solutionis
(*;b+i,i'i
+ bpî,rf-J^
(Vll + V22+--- + V?In)

+ (<^7ii + ^(?22 +

(-^11
%22 +
+ c.^n'^nf +
>an)^
Clearly, this requires that each of the squared terms be zero.
But then neither F nor G is non-singular,
contrary to the hypothesis.
q<p
will also lead to
q<p. A repetition a contradiction. Hence q=p.

Thus,
of the above argument under the
assumption that
6.
Prove: Every symmetric matrix A of rank

from zero.
Since A is of rank
r,
has
at least
one principal minor of order
different
it
has
at least
'rfi,s2
stands in the rows numbered Ji,i2 matrix and let the columns numbered
I^^t
one r-square minor which is different from zero. Suppose that it these rows be moved above to become the first r rows of the i^ be moved in front to be the first r columns.
rows are linearly independent while all other rows are linear combinations of them. By 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
the first
r
Now
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
7.
Prove:
matrix
A
C

r
of rank
is positive semi-definite if
and only
if
there exists a
of rank
such that A = C'C.

r,
Since A is of rank
its canonical form
'--[t:]
Then there exists a non-singular matrix B
142
QUADRATIC FORMS
[CHAP. 17
such that A
of rank
r
B%B.
= C'C
Since
A'i'=
Ai = A^
we have A
= B'NxB = B'N^Ny^B = B'N(-N^B
Set
= A^B; then
is
and A
as required.
r;
Conversely, let C be a real n-square matrix of rank

form be
then A = C'C is of rank s<r.
Let
its
canonical
N^
diag(di,
(^2
^5,0,0
0)
Set
where each di is either +1 or -1. Then there exists a non-singular real matrix E such that E'(C'C)E = CE = B = [bij\. Since B'B = N^, we have
2
A^g
2 (i =
1,
s)
and
*ii
*i2
^jn
0'
ii =
s+l,s+2
n)
Clearly, each
d;>0 and A
is positive
semi -definite.
8.
Prove:
If
is positive definite, then every principal minor of
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 values of its variables is also a value of g and, hence, is positive. Thus, Aj_ is positive definite.
three,
This argument may be repeated for the principal minors ... rows and the same columns of A.
A^j,
A^^j-^, ...
obtained from A by deleting two,
By Theorem
VI,
Ai>
0,
A^j>
0,
...
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
of order
n>2
when
p^_^ =
a^
(a)
j^
0.
Suppose
?^
01^ =
then either (a) some a^^
or (b) all a^^ = 0.
Suppose
some CL^
0.
of the last row and the last column, the
After the ith row and the ith column have been new matrix has p_^ = CC^j^ 0.
at
moved
to
occupy the position
Suppose (6) all aî = 0, Since \A\ J^ 0. and the ith column into the (n-l)st position.
a a
In the
least one aî i^ new matrix
0.
Move
the ith row into the (n-l)st position
_i,n =
\n-i
^-
^^
(^-^^^ '^ ^^''^
^n-i,n-i
^n-i,n
Vi,n
-a.n-i,n
PnsPn
a n, n-i
and
Vi,n
Pn^Ô.
Note that this also proves Theorem XV.
2
10.
1 1 1
Renumber the variables so
that
q =
X'AX = X'
2
13
3
is regular.
1111
Here
po
2
1,
pi =
0,
ps =
0,
ps = -4, p* = -3.
2
Since
pi = P2 =
0,
ps ^
0,
we examine
the matrix
3 4
of p3
The cofactor B22
=
2
?^
the interchange of the second and third rows and of
CHAP.
17]
QUADRATIC FORMS
143
the second and third columns of
A yields
2
1
r
for
4 3
1111
which p^ 1,
11
;<:g
p^ =
0,
p^ = -4, pg = -4, p^ = -3.
Here, X2 has been renumbered as xq and
as xg
11.
Reduce by Kronecker's method
X'
2 3
12 3 15
5
4
6
3
X.
2 3
Here Pq - 1, p^ - 1, p^ and q is regular. The sequence of p's presents one 3, pg - 20, p^ = -5 permanence and three variations in sign; the reduced form will have one positive and three negative terms.
Since each pj /
0,
repeated use of Theorem
XIX
yields the reduced form

=
PoPiTi + PiPgrl + PsPsrl + PsP^rl
y\
"^yl
- eo^g -
looy^
12
12.
3 6 9 2
= X'AX = X'
2 3
4
6
3 2 5
X.
13
Here A is
of rank 3 and
fflgg
i 0.
An interchange
1
of the last two rows and the last two columns carries
12 13
A
into
2 4 3 6
12 10
^
0.
13
in
5
which
2
1
4 3
3 5
Since S is of rank
3, it
can be reduced to
2 4 3
13
3 6 2 9
1
2 1 4 3
3 5
1
Now
has been reduced
to
XCX
= X'
2
1
for
which p^ =
1,
p^ =
1,
p^ =0, pg = -1.
The reduced
form will contain two positive and one negative term.

form is by (16.8)
Since p =
but
1
= 4 5
i^
0,
the reduced
PoPiri +
Pxy-i-zJi
y-iiP^yl
yl + 4y| -
4y|
1-2
13.
= X'
-2
2-12
Here p^
- 1, p^ 1,
1112
1
;
1-1
X.
p^ -
0,
Pg
9,
p^ = 27
the reduced form will have two positive and two nega-
-2
4
I
1 1
tive terms.
Consider the matrix B
2
1
of pg.
Since /^gg =
but /3g2
=-3^0
the reduced for
ij
is by (16.8) and (16.9)
PoPiTi^ + 2/332 Pg (y| - y|) + pgp^y^
yl + 54y|
54^3^
- 243y|
144
QUADRATIC FORMS
[CHAP. 17
14. Prove:
For a set of real ra-vectors Xi, X^,

Ai
Xp,
A]_
Ai
A2
Ag Ai
*
A2 ^2
'
;t2-x >
Z^ Zi
Xp- X2
Xp- Xp
the equality holding

(a)
if
and only
if
the set is linearly dependent.

P
let
Suppose the vectors Xi are linearly independent and

and
X
=
= [i,2
xp]' f 0.
=
Then Z
2
i=i
X^x^
0<Z-Z
1=1
X-x.
)( 2 X:xA
j=i
J
3
X\X':XAX t-j'
|
r(A:^-;f,-)^ t
J'
X'GX
Since this quadratic form is positive definite,
G >
|
0.
(6)
Suppose the vectors X^ are linearly dependent.

P
Then there
exist scalars
k^^^.k^
kp, not all zero,
such that
S f = i=i
X..^
4,,jy.^
and, hence, such that
kiXjj-Xi
+ k^Xj
X2 +
+ kpXj
Xp
= 1.2
p)
Thus the system
of
homogeneous equations
Xj-X^xx + Xa-Xqxq +
'J
+ Xa-X, 'j
'
P ^P
0.
= 1,2
p)
has a non-trivial solution xi=
k;
(i = 1,2
p),
and \G\
We have proved
that
G >
1
0.
To prove the converse of

;?,
(b).
we need only
p
i= 1
to
assume
Thus,
J
=
|
and
reverse the steps of (6) to obtain
= 0, (/ = 1,2
p)
where
f= l^k^Xi.
S kjXy^ =
-
^.
^=
0,
if
= 0,
and the given vectors Xj are linearly dependent.
15. Write the following quadratic forms in matrix notation
(a)
xl + 4*1^2 +
34
^JX
(6)
2x1 -
6j;i2
^s
<<^)
^1
" 2^| -
3a:
+ 4j:i%2 + 6;c^*g - ^x^x^

3
2-3
Ans.
(a)
12
(c)
1
rP
(b)
X'
-3
2 3
-2 -4 -4 -3
2
-3
2
16. Write out in full the quadratic form in
xi.x^.xs
whose matrix
is
-3
1
-5
Ans.
2x1
- 6x^x^ +
2x.^Xg
+ 2x^ + 8X2^3
5<
17.
Reduce by the method

1
of
Problem
and by Lagrange's Reduction:
4
(6)
1111
X
(a)
X'
2 4
6-2 X
-2 18
yl
1-13-3
012
X
(c)
13
2^2^
r
y^
-1
(d)
^
1
-2
3
1-3 1-3
(6)
y,=
2-10
(c)
-2
Ans.
(a)
+ 2y^ - 48y|
+ 4y^
,,
72 + 8yg
id)
2 Ji
2,2
-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.
(b)
Show
that the symmetric matrix of a quadratic form is unique.
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:
real symmetric matrix is positive (negative) definite if and only if it is congruent over the real
field to / (-/).
21.
Show that X'AX Theorem XIX.

(a)
(6)
of
Problem 12
is
reduced
to
X'CX hy X
RX.
where
Ks^K^^{-5)K^â).
Then prove
22.
Show
Show
two real quadratic forms in the same variables are positive definite, so also is their sum. that if q^ is a positive definite fonn in x^.x^ xs and 92 is a positive definite form in xsî. xs+2. ..x^, then g = ?i + 92 is a positive definite form in xx,x2 x^.
that if
23.
Prove: If
Hint: Consider
is any real non-singular matrix, then C'C is positive definite. XlX = Y'ClCY
24.
Prove: Every positive definite matrix

of
Theorem
X.)
Hint: Consider
A can be D'AD=I.
written as 4 =
CC. (Problems
23 and 24 complete the proof
25.
Prove: If a real symmetric matrix A is positive definite, so also is A^ for p any positive integer.
Prove: If ^ is a real positive definite symmetric matrix and CB is orthogonal.
26.
if
B and C
are such that
B'AB =1 and A
= C'C
then
27.
Prove; Every principal minor of a positive semi-definite matrix A is equal to or greater than zero.
28.
Show
that
ax^ - 2bx^x^ + cx\ is positive definite
if
and only
if
a>0 and \a\
ac-l^ >0.
29.
Verify the stated effect of the transformation in each of Theorems
XX
and XXI.
30.
By Kronecker's
reduction, after renumbering the variables
when necessary, transform each
of the following
into a canonical form.

1
-1
2
(a)
X'
-1
-1
2
(c)
12 12 12 r
2
10-2
(e)
0-1
1112
2 2 2 3
1
X'
(g)
X'
1
-2
3_
-2
1
-2
2
4-4
(b)
X'
-4
2
-3 X
1
(d)
X'
2-462
3
2 -1"
2
-3
9
3
3
1
(/)
X'
4
3
2 3
(h)
X'
12
-12
11
1111
17(rf).
Hint: In (g), renumber the variables to obtain (e) and also as in Problem
Ans.
(a)
p^=p^=p^=p^=l;
iyl - 16y| + 16y|
+ y| + y2 yf
^^j
(/) (g) (A)
Pq = Pi =
22 =
-!
P3
-1
2 Ti
2,2
72
"^
^3
(b) (c)
(d)
Po =
Pi=l. 2S=-4. P3
(e).
-16;
y^^
+ 128y|- 128y=
yl jI
q
^yl
8y,
+ 4y= - 3y2
See
4y2 - 16y| + 16y| + 12y^
31.
Show
that
xf-
Gxl -
6^
- Zxl - x^x^ -
xx
2xx
Uxx
XUx 2
4-
^xx^ can be 3
4-
factored
chapter 18
Hermitian Forms
THE FORM DEFINED

(18.1)
by
_
h
X'HX
S
v=\
S
j=i
__
_
hij
h^jXiXj,
= hj^
where
is Hermitian
and the components of

of
are in the field of
complex numbers, is called an

If
Hermitian form.
The rank
the rank is Kra, the form is
called singular; otherwise, non-singular.

If
and
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 hî is real and every h^^^x;^ is real. cross-products h^j'x^Xj and hj^XjXj^,
h^jx^xj
is real.
Moreover,
for
the pair of
hjiXjXi
hijXiXj
+ hijXiXj
Thus,
1.
The values
of an Hermitian form are real.
The non-singular linear transformation X = BY carries the Hermitian form (18.1)

other Hermitian form
(18.2)
into an-
{mH{BY)
Y(WHB)Y
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
Two
H. The rank of an Hermitian form is invariant under a non-singular transformation of

the variables,
and
HI.
Two
Hermitian forms are equivalent
if
and only
if their
matrices are conjunctive.
REDUCTION TO CANONICAL FORM. An

form
(18.3)
Hermitian form (18.1) of rank
can be reduced
to
diagonal
Kjxn
k^y-iLji
'crfryr'
î^^
and real
by a non-singular linear transformation X = BY. From (18.2) the matrix B is a product of elementary column matrices while B' is the product in reverse order of the conjugate elementary row matrices.
By a
(18.4)
further linear transformation, (18.3) can be reduced to the canonical form [see (15.6)]
%Zi + i^22 +
+ 'zpzp
z^+i2^ + i
z-rV
146
CHAP.
18]
HERMITIAN FORMS
147
of index p and signature p-(r-p). Here, also, p depends upon the given form and not upon the transformation which reduces that form to (18.4). IV. Two Hermitian forms each in the same n variables are equivalent if and only they have the same rank and the same index or the same rank and the same signature.
if
DEFINITE AND SEMI-DEFINITE FORMS. A

is called positive definite if its^rank
mitian form can be reduced to

the x's, A>0.
non-singular Hermitian form h = X'HX in a variables and index are equal to n. Thus, a positive definite Hery^y^ + y^y^ + +Jnyn and for any non-trivial set of values of
A
a.:e
singular Hermitian form h =

i.e.,
equal,
rj= p <
n.
yiTi + y2y2 +
+ yrYr
r<
n,
X'HX is called positive semi-definite if its rank and index Thus, a positive semi-definite Hermitian form can be reduced to 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 semidefinite according as the form is positive definite or positive semi-definite.
The matrix
V.
An Hermitian fom
is positive definite if and only if there exists a non-singular
matrix C such that

VI. If
VII.
If
= C'C.
is positive definite, every principal minor of is positive semi- definite,
is positive,
and conversely.
non-negative, and
every principal minor of
is
conversely.
SOLVED PROBLEM
1 1. 1
+ 2i
5
- 3i
to
Reduce
X'
\-2i
2 + 3i
-4-2i X
2f
15,
canonical form (18.4).
-4 +
13
Prom Problem
1
7,
Chapter
2j
+
5
2-Zi
-4 2j
I I
o"
'l
I I
0'
i/^To
j/a/TO
1-2/
2
HC
'^^
2/\/io
j/yTo
3i
-4 +
2i
13
l_
-1
(-4-4j)/v^
1/vTo
Thus, the non-singular linear transformation

1
2/VlO
1/VIO
(-4 +
4i)/V^
BY
,0
-i/yflQ
-j/VTo
1/v^
reduces the given Hermitian form
to
Jiyr + Jsys - ysys
148
HERMITIAN FORMS
[CHAP.
18
2.
Reduce each
of the following to canonical form.

1
3i
2
2
+
4
3i 3i
[1
l-2i
+ 2il
2
(c)
+ +
I
3j
3j
3t
1-i
2i
(b)
x'\
i"
For
jx :]^
(6), first
(d)
1+j
3
2-J
2
2J
+J
4
first row.
Hint:
multiply the second row of
by
and add to the
Ans.
{a)
(-l-20/\/3l^
=
tl
(.b)
X V2
1
nyi - y-m
(-1 + 30/3
1/3
-l"
(c)
-1
1
nn
- 7272
'l
(-l+f)/A/2
(-l +
30/\/^
y
;
(d)
=
.0
1/^2
(-3-2J)/\/lO
J<iyi
- 7272 " 7373
2/VlO
3.
Obtain the linear transformation
X
I
I
BY
which followed by Y = IX carries
(a) of
Problem 2 into
(6).
Ans.
X= -^\
j_ri
v/2"Lo
Ti (-i-2i)/v3i :^'
~
n
\y
ij'
l/v^
Jb
1+i
-1
-3+J
11
1+j
l+2i
5 10
4.
Show
that X'
1-t
is positive definite
and X'
1-i
3 5
is positive semi-definite.
-1
-3-J
l-2i
5.
Prove Theorems V-VII.
6.
Obtain
for
Hermitian forms theorems analogous to Theorems XIX- XXI, Chapter
17, for
quadratic forms.
xi
X-L
X2
^n
hin
All
/J21
hi2 h22
n
_S Tj^-Xj^Xj
7.
Prove:
^2
h^n
where
77-
is the cofaotor of h^: in
= \h^j\
1=1 j=i
^n
Hint:
K.
K.
^nn
Use
(4.3).
chapter 19
The Characteristic Equation of a Matrix
THE PROBLEM.
Let Y = AX,
where A = [o^],
is
(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

possibility of certain
X vectors X
through the transformation.
We
shall investigate
here the
a scalar of
or of
some
field 3F of
being carried by the transformation into KX, where A is either which F is a subfield.
Any vector X which by

(19.1)
the transformation is carried into KX, that is, any vector
for
which
AX
XX
is called an invariant vector under the transformation.
THE CHARACTERISTIC EQUATION.
From
(19.1),
we
obtain
A di^
(19.2)
O^ 2
^ f^2
\X-AX
(XI-A)X
^21
^271
~
The system
of
On2
X a-nn
homogeneous equations (19.2) has
non-trivial solutions if and only if
(19.3)
\XI-A\
A Oil a-zi
c-ni
Oi2 A 022 On2
0-tn
ci^n
A Onn
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 characteristic roots of i. If
A = Ai is a characteristic root, then (19.2) has non-trivial solutions which are 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
The characteristic equation
is
-2
-1 -1
1,
A-3
-2
-1 -1
A^'
- tA^ + llA
and the
A-2
characteristic roots are
Ai=
5,
A2=
A3=
1.
149
150
[CHAP. 19
When A
Ai =
5,
(19.2)
becomes
1
3
-1 -1
-2
-ll Vxi
^2
xs
=
or
1
-1
-1
Xl
2-1
-2
3
X2
_X3
-2 -1
2
-1
-1
since
-1
-1
3
is
row equivalent
to
-1
-2
solution is given by
is the
A=5
hence, associated with the characteristic root x-i = x^ = xq = i 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.
When A
A2=1,
1
(19.2)
becomes
Xl
-2 -l'
-2 -2
-1
-1
1
1
X2
_X3_
Xl + 2x2
+^3
Two
linearly independent solutions are (2,-1,0) and (1,0,-1).

1
Thus, associated with
the characteristic root A =
and X2 = [1,0,-1]'.
Xi = [2,-l,0]' Every vector hX^+kX^ = [2h+k,-h,-ky is an invariant vector of A.

is the
two-dimensional vector space spanned by
See Problems
1-2.
GENERAL THEOREMS.
I.
In
Problem
3,
we prove a special case
(A:
3)
of
Xj^ As Xk ^f^ distinct characteristic roots of a matrix A and if Xi, X^ the X's are linewith these roots, respectively vectors associated invariant are non-zero If Ai,
arly independent.
In
Problem
4,
we prove a special case
(ra
3) of
k\
where A is re-square, with respect to A is II. The Ath derivative of cfi(X) = \XI A\ times the sum of the principal minors of order n-k of the characteristic matrix when k<n,
,
is
re!
when k = n, and
of
is
when k>n.
As a consequence
III.
Theorem II, we have
If
is not less than
Ai is an r-fold characteristic root of an re-square matrix A, the rank of Xil A nr and the dimension of the associated invariant vector space is not
r.
greater than
See Problem
5.
In particular
Iir.
is
re
Xi is a simple characteristic root of an re-square matrix A, the rank of Xil and the dimension of the associated invariant vector space is 1.
If
2 2
1 1
Example 2. For the matrix A
1 1
3
2
of Ex.
1,
the characteristic equation is
<^(A) =
(A-5)(A-1) =
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]
151
dimension
multiplicity
1.
2,
is of dimension 2 (see
The invariant vector space associated with Theorems III and III').
the characteristic root
= l, of
See also Problem
6.
Since any principal minor of A" is equal to the corresponding principal minor ot A, we have
by (19.4) of Problem
IV.
1,
The characteristic
roots of
A and
A' are the same.
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.
By comparing
VI. If
characteristic equations,
we have
if
A;
Xi,
A2
scalar, then
VII.
If
AAi,
kX^
A are the characteristic roots of an ra-square matrix A and AA are the characteristic roots of kA.
is a
Ai, A2, ...,
scalar, then
A are the characteristic roots of an n-square matrix A and \-Lk,\2k \ik are the characteristic roots of 4 -A/.
if
& is a
In
Problem
VIII.
7,
we prove
is
If
a characteristic root of a non-singular matrix A, then \A\/a is a character-
istic root of adj A.
SOLVED PROBLEMS
1. If
is re-square,
show
that
(19.4)
0(A) (m =
1,
|A/-^|
A" + 51 A"-^ + 52 A"-^ +
...
+ s_,A + (-l)"|i|
where s^
re-1) is (-1) times the
sum
of all the m-square principal minors of A.
We
rewrite \\! - A\ in the form
A-aii
0-021
0-ai2
a-in
A-a22
0-a2n
Xar
O-'^ni
O-Ons
and, each element being a binomial, suppose that the determinant has been expressed as the sum of 2" determinants in accordance with Theorem VHI, Chapter 3. One of these determinants has A as diagonal elements and zeroes elsewhere; its value is A". Another is free of A; its value is (-1)"|^| The remaining determinants have m columns, {m = 1, 2, ....- 1), of -A and n~m columns each of which contains just one non-zero element A.
Consider one of these determinants and suppose that

of
its
-A
columns numbered h,
ia
are columns
terminant becomes
After an even number of interchanges (count them) of adjacent rows and of adjacent columns, the de-
152
[CHAP. 19
%.ii
"is.ii
"iiA
"inA
(-1)'"
"imA
"im.-im
I
'i.'2
^n
A
"in-k
..
%.fe
%''''OT
..
A
.
t^.to
im!
where
Aj
i ^'2
i\
is an m-square principal minor of
-4
Now
(-1)"
n (n
S ^'^
P
%
^
n taken
H.^
as
(ii, is
i^
runs through the
1)
...
(n
-m + 1)
different combinations of 1, 2
at a
time.
-4 -1 -4
2.
Use
(19.4) of Problem
to
expand |A/-^|, given
A =
-1 -1
5-4 1-2 3 4-1 6

-4
+
4 6
We have
Sl
1+0-2+6
1
-4
+
-1
-4
+
6
1
-2
+
3 6
S2 2
-1
+
-2
-1
-2
-1
-3
1
2-5+16-9
1
-4 -1
5
1
SS
-4 -4 -4
4 7 6
-1
-4
3 6
5-4
+
1
1
1
-2
-1
-2
3 6
-1
-3
-2
--
-1
=
4-1
+ 16
8 + 2
Ml
Then
\XI
2
A^'
- A\
A'^- 5
+ 9A^ -
7A
2.
3.
Let
Ai, A"!;
As, ^s)
Show
that Xi, X2,
A3, ^3 be distinct characteristic roots and associated invariant vectors of A. X3 are linearly independent.
Assume
(i)
the contrary, that is,
assume
that there exist scalars 0%, 02, 03
not all zero, such that
a-]_Xi
+ 0^X2 + 03X3
;
Multiply
(II)
(1)
by A and recall that AX^ = A^
A^^
we have
=
aÂXi + oqAX^ + agAXg

(11)
aiAiî + 02^2X2 + osAgXg
Multiply
(III)
by A and obtain
aiAiî + osAjA^s + a3A3A^s
Now
(i), (11), (111)
may be
written as
1 1
aiXi
(iv)
Ai Ai
Ao As \l
An A3
02X2 ooXq
"3^3
x\
A\
CHAP.
19]
153
By Problem
5,
Chapter
3,
Ai
\l
As Al
As x%
0;
hence,
B~
exists.
Multiplying (iv) by
B~
we
have
[aiX-j,
a^X^.asXaY
= 0.
But this requires 01 = 02 = 03=0, contrary to the hypothesis.
Thus. Xi. X^, Xq are linearly independent.
A On
4.
-012
From
(j!)(X)
\\1
A\
-021
-<31
A 022
-032
-ai3 - 123
we obtain
A- 033
A -Oil
O12
1
-Ol3
A -Oil
-02
-ai2 A (322
<^'(A)
-021
A-O22
- O32
-023
Ois 023
1
- Osi
A-O33
A -Oil Os 1
-031
-Ol3
-O32
A-a3g
A -Oil
-O2I -012
A-O22
032
the
-O23I
A Ossl
A
of
Og 3
A 022
sum of the principal minors

1
XI - A
of order
two
<^"(A)
A -022
-O23
+
1
-032
+
A -033
1
OSI c
A -Oil
-oia
1
A 033
A -01 1
-0 12
1
-021
A-o22
2!(A-Oll) + (A-a22) + (A-Ogg)!

2!
times the sum of the principal minors of XI
-A
of order
one
0"'(A)
Also
<j!.^"\A)
= cji^^hX) =
...
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'ÂXi) + 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.
are
1
1, 1, 1, 2.
The characteristic roots
4 4
is of rank 3;
For A =
2:
XI
-A
-2
1 1
2-5
-1
-3
its null-space is of dimen-
-4
is that
sion
1.
The associated invariant vector space
spanned by
5
[2, 3,
-2, -3]'.
For
A=
1:
XI -A
=
1
-1
-4 -2
-1
is of rank 3; its null-space is of
dimen-
1-4
sion
1.
1-5
[3, 6,
The associated
invariant vector space is that spanned by
-4, -5]'
154
[CHAP. 19
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
(i)
1,
a"+ .!"-%
s^.
(i
^n-i^ + (-1)
all
l'^!
where
= 1. 2
n - 1) is (-1)
times the sum of

=
f-square principal minors of A, and
l/xZ-adj/ll
m"
Si/^""^
...
+ S^^^/s +
(-if
ladj^l
where Sj
(/
= 1, 2
1)
is (-1)-^ times the
sum
of the /-square principal minors of adj
A
=
and
By and the definitions of llll-M A\ = \AY' ^ then

(6.4)
l
s,-
and
S,-
Sj = (-1)" |-4|s._ Si= (-l)"s^_.,, -^ To
Jl 1
(-if Ml"-^si,
+
|adj
|;x/-adj A\
(-if !(-if ;x"
+ ._,A^"-' + ._2MlAi"-" +
...
s,|/irV
siMf-V
n-i
and
Mr"|/x/-adj
Now
4|
(-if !i (-if ii
s,(i^) +
\A\
...
._i(f^f-' \A\
+
(-if
(^f Ml
\A\
/(/^)
/(R)
and by
(i)
+ ,,(1) +
...
._,(lf-
(-if (If Ml!
a"/(4^)
(-ifia"+ sia"-'+
...
^_,a
(-i)"Ml
Hence, M|/Ot is a characteristic root of adj A.
8.
Prove: The characteristic equation of an orthoganal matrix
We have
</,(A)
|X/-P|
\\PIP'-P\
|-PA(^/-P')|
AAA
F
is a reciprocal equation.
=
A"|f/-P|
A"c^(i)
9.
For the following matrices

vector spaces.
1
determine the characteristic roots and a basis of each of the associated invariant
-1
1
2
1
-2 -8 -12
(e)
1
2
(g)
1
1 1
1
-1 -1
-1
(a)
12
2
1
(c)
4
1
(O
2
1
-12
1
(rf)
-1 J
'
-2
1
-3 -9
1
-12
4
1_
2 (A)
2 2
1_
'2
(6)
2
1
(/)
2
_0
(/)
1+t
-1
3 2
(A:)
-3
_i
-1
2-i
2-4 2-1
2-1
2, [2, 2,
2,
6-10
9
6
'-1
1
-6 -3
3'
112-1
2
(0
-5 -4 -3 -2
-3 -3
-6 -4
-2
1
n)
-1
-5
-1
-1
-5
Ans.
(a)
1, [1,
-1,0]';
-1,-2]';
3,
[1,-1,-2]'
(b) -1, [1,0, 1]'; (c)

(rf)
[1,3,1]'; [2,1,0]';
1, [3, 2, 1]'
1,
[1,1,-1]';
[1,1,1]'
1,
CHAP.
19]
155
(e)
2,
[2,-1,0]';
0,
1,
[4,-1,0]';
[12,-4, -1]'
3,
1,
[4,0,-1]'
(/) 0,
[3,-1,0]';
(g) 1, [1,0,-1]', [0,1,-1]';

(A) 0, (j)
[1,1,0]'
4,
[1,-1,0]';
1,
i,
[0,0,1]';
[l
[1,1,0]'
-J,
-1, [0,1,-1]';
+ j,l,l]';
1,0]';
[l-i.1,1]'
[0,3, 1,2]'
(/) 2, [1,0,1]';
(/c)
1+t,
[0,
2-2j, [1,0,-1]'
2,
1, 1, 0,
[1,0,-1,0]', [1,-1,0,0]';
[1,2,3,2]';
[2,1,0, 1]';
[-2,4, 1.2]';
3,
(/) (m)
-1, [-3,0,1,4]'
1,
[3,0, 1,4]';
-1, [3,0, 1,2]'

=
10.
Prove:
If A" is
a unit vector and
if
AX
XX
then
X'AX
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^

12.
Prove Theorems
and
VI.
13.
Prove Theorem
Hint.
If
VII.
|A/-.4|
=(A-Ai)(A-X2)...(A-A) then
roots of the direct
\(X
+ k)I
-A\
= (X + k~ X-O (X + k
-X2)
(X + k -X^^.
14. Prove:
The characteristic
sum
diag(.4i,
A2
A^) are the characteristic roots of A^ A^
13.
Prove:
If
A and
A'
equation.
16.
t:]
A and B
! are n-square and
r<n, show
that
NA
and
AN
have the same characteristic
Prove: Prove:
roots.
If the n-stjuare
matrix A is of rank
r.
then at least n
-r
of its characteristic roots are zero.
17.
If
are n-sauare and
A~'^B and BA~'^ have the same characteristic
18.
For A and B of Problem
17,
show
that
B and A'^BA have the same characteristic

-A)\
roots.
X9.
Let ^ be an n-square matrix.

the characteristic roots of ^4"^
Write
\XI -A''^\ = \-XA~'^(Î
and conclude that
iAl IA2
lA
are
20. Prove:
The characteristic
If
roots of an orthogonal matrix
are of absolute value
1.
Hint.
A-, X. are a characteristic root and associated invariant vector of P, then
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: 23.
The characteristic
II,
roots of a unitary matrix are of absolute value
1.
Obtain, using Theorem
0(0)
<^ (0)
= =
(-i)"M|
(-1)
times the sum of the principal minors of order n -
of
<P
(0)
(-1)
r!
times the sum of the principal minors of order n -
of
.4
0^">(O)
n!
24. Substitute from
Problem 23 into
c/3(X)
(?i(0)
+ (^'(0)-X +-^(f^'(0)-X^
...
+^0'^'^'(O)-A"
to obtain (19.4).
chapter 20
Similarity
TWO
ra-SQUARE MATRICES A and B over F are called similar over F matrix R over F such that
(20.1)
2 2
3
if
there exists a non-singular
B = R'^-AR
11
1
Example
1.
The matrices A
1
1
of
Example
1,
Chapter
19,
and
2J
B
are similar.
R~'ÂR
-110
-1 E7
-3 -3]
ij
li 2
1
2
3
1 1
133"
1
5 =
14
1
13]
[1
12
6
is
13
iJ
The characteristic equation (A 5)(A
1)^ =
of
5
is also the characteristic equationof ^.
An
that
root
invariant vector of
B associated with A=
Y^ = [l,0,0]' and
it
is readily
shown
an invariant vector of A associated with the same X-L A = 5. The reader will show that Fg = [7, -2, O]' and Yg = [n, -3, -2]' are arly independent invariant vectors of B associated with A = 1 while X^ = RY2 are a pair of linearly independent invariant vectors of A associated with the same
= RYi =
[1, 1, 1]' is
characteristic
a pair of lineand Xg = RYg

root A =
1.
Example
I.
illustrates the following theorems:
Two
similar matrices have the
same characteristic
roots.
For a proof, see Problem

II.
1.
If
is an invariant vector of
A^ of B, then
root A^ of A.
RY
B = R~ AR corresponding to the characteristic root A corresponding to the same characteristic

For a proof, see Problem
2.
DIAGONAL MATRICES. The
characteristic roots of a diagonal matrix
D =
diag(ai, 02
a^)
are
simply the diagonal elements.
diagonal matrix always has n linearly independent invariant vectors.
The elementary
vectors E^ are such a set since
DE^ = aÊ^,
(i
1, 2, ...,n).
As a consequence, we have (see Problems

III.
and 4
for proofs)
Any
If
re-square matrix A, similar to a diagonal matrix, has n linearly independent
invariant vectors.
IV.
an re-square matrix
A has
re
linearly independent invariant vectors,
it
is similar
5.
to a diagonal matrix.
See Problem
In
Problem
V.
6,
we prove
field
Over a
an re-square matrix A is similar to a diagonal matrix
if
and only
if
\IA
factors completely in
1/
F and
the multiplicity of each A, is equal to the dimension of
the null-space of X.I A.
156
CHAP.
20]
SIMILARITY
157
Not every ra-square matrix is similar to a diagonal matrix. The matrix of Problem 6, Chapexample. There, corresponding to the triple root X = 1, the null-space of A/-i is of dimension 1.
ter 19, is an
We can
VI.
prove, however,
Every ra-square matrix A is similar
to
a triangular matrix

See Problems
7-8.
are the characteristic roots of A.
As special cases, we have

VII.
If
is
any real
n-
orthogonal matrix
P such
that
square matrix with real characteristic roots, there exists an P'^ AP = P'AP is triangular and has as diagonal elements
the characteristic roots of A.
See Problems 9-10.

VIII. If A is any re-square matrix with complex elements or a real re-square matrix with complex characteristic roots, there exists a unitary matrix U such that W'ÂU UAU is triangular and has as diagonal elements the characteristic roots of A.
=--
See Problem
11.
The matrices A and P' AP

The matrices A and U'ÂU
of
Theorem
VII are called orthogonally similar. are called unitarily similar.
of
Theorem VHI
DIAGONABLE MATRICES. A
Theorem IV
is
matrix A which is similar to a diagonal matrix is called diagonable. basic to the study of certain types of diagonable matrices in the next chapter.
SOLVED PROBLEMS
1.
Prove:
Two
similar matrices have the

=
same characteristic
roots.
Let A and B
(')
R~ÂR
be the similar matrices; then

=
A/-B
\I -
R'ÂR
=
R-'ÛR - R-''aR
=
R'^(XI-A)R
and
\\I-B\
\R-^.\XI-A\.\R\
\XI-A\
Thus, A and S have the same characteristic equation and the same characteristic roots.
2.
Prove:
If
is an invariant vector oi
RY
=
B = R ÂR corresponding to the characteristic root A corresponding to the same characteristic root \,- of A.
=
A,-,
then
By hypothesis, BY
X^Y and RB
AR; then
=
AX
and
A"
ARY
RBY
RX^Y
X-RY
X^X
Is an invariant vector of
A corresponding
to the characteristic root X^.
3.
Prove:
vectors.
Any matrix A which
is similar to a diagonal matrix
has
re
linearly independent invariant
Let R AR = diag(6i, 62. > b^) = B. Now the elementary vectors fii, Eg ^n ^'^ invariant vectors Then, by Theorem n, the vectors Xj = RE. are invariant vectors of A. Since R is non-singular, its column vectors are linearly independent.
of B.
158
SIMILARITY
[CHAP. 20
4.
Prove:
If
an n-square matrix A has n linearly independent invariant vectors,
it
is similar to a
diagonal matrix.
Let the n linearly independent invariant vectors X^. Xq
teristic roots Ai, Xs. /^n ^ '^^"^
,4A'^ = AÂ'^,
0'
1, 2
n).
X^ be associated with the respective L,et R = [X^,X2, ....X^]; then

^n^n^
charac-
AR
[AX^.AX^
AX^]
Ai
[Aiî, ^2^2
...
1X1,
X2
A2
'^n-'
...
diag(Ai, A2
A)
Hence,
R ÂR
= diag(Ai,
A2
A).
5.
set of linearly independent invariant vectors of the matrix
of
Example
1,
Chapter
19, is
Zi = [1,1,1]',
1
Z2 = [2,-1,0]',
2
1
;
^3 = [1,0,-1]'
1
Take
R =
[Jf 1,
Z2, ^3!
-1
then
1-2
1
and
10-1
1
-3
5
1 0"
1 1
2
1
,1
1"
1 1 1
R'UR
a diagonal matrix.
1 1
-2
2
3
2
1
2_
-1 -1
P
-3
6.
Prove:
of
Over a
field
factors completely in
F an n-square matrix A is similar to a diagonal matrix if and only if Xl-A F and the multiplicity of each A.^ is equal to the dimension of the null-space
XÎ-A.
First,
and that exactly k of these characteristic B R-'ÂR diag(Ai, A2, ^n' Then XÎ - B has exactly k zeroes in its diagonal and, hence, is of rankn-fe; its thus, A.^/-^ has the same null-space is then of dimension n-(n -k)=k. But \l-A = R (XjÎ - B) R~^ \Î B rank n -k and nullity k as has Conversely, let Ai,A2 Ag be the distinct characteristic roots of A with respective multiplicities
suppose that
roots are equal to A^.
'i-''2
r,
where
ri+r2+...+rc
Denote by V^^. V^^,
the associated invariant vector spaces.

(i
Take
Xi^.Xi^.
XJ'
.,Xir-
as a basis of the invariant vector space Vf..
= 1,2
s).
Suppose that there
exist scalars a
(i)
not all zero,
such that
+
*
(o2i''''2i
"^
(aiiAîi + 012-^12 + + "iTiîri)
+ 022^^22 +
=
''2'r2^2r2)
...
+
Yi =
(osi^si
"^
^s^Xs'z
"^
^'T^ ^STg a XciT^) ' STg )
Now
each vector
ai^Xu
ai^Xi^ +
+ air^Xir^) =
0,
(i
1,
s).
for
otherwise,
(i);
it
is
an
Theorem I their totality is linearly independent. But this contradicts X's constitute a basis of K and A is similar to a diagonal matrix by Theorem IV.
invariant vector and by
thus, the
7.
Prove:
Every ra-square matrix A
is similar to a triangular matrix
are the
characteristic roots of A.
the characteristic root Ai.
A and let X-l be an invariant vector of A corresponding to column of a non-singular matrix Qi whose remaining columns may be any whatever such that \Qi\ ^ 0. The first column of AQi_ is AX^ = X-^X^ and the first column of O]'. Thus, QlÂQi is Ql^XiXi^. But this, being the first column of Qi'^XiQi. is [Ai,
Let the characteristic roots of A be Ai, Aj
Take
X-i
as the
first
CHAP.
20]
SIMILARITY
159
(i)
QiÂQ^
A-^
hi
[o
Bil
A,j
where
is of order n |A/
1.
Since
-ft
AQ^\ = (X-Xi)\XI - Ai\,
follows that the characteristic roots of Ai are Xg. Ag with Q = Qi.
and Qi^ AQi_ and A have the same characteristic roots, it A. If n = 2, A-i = [A2] and the theorem is proved
the first
Otherwise, let X^ be an invariant vector of Ai corresponding to the characteristic root As- Take X^ as column of a non-singular matrix Qq whose remaining columns may be any whatever such that IftI /^ 0.
Then
(il)
Q2Â^Q^
[^2
[0
52I
A^j
where A2
is of order n
2.
If
n =
3,
/I2 = [As],
and the theorem is proved with Q = Q^[0
Q2J
Otherwise, we repeat the procedure and, after n /i

(iii)
(?2
steps at most, obtain
I2
<?3
n-2
Qn-i
such that
(J
/1()
is triangular
and has as diagonal elements the characteristic roots of A.
8.
Find a non-singular matrix Q such that
Q AQ
is triangular, given
9-1
6 5
8-9
5
-1
1
-5
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
3
10 10
1
Then
1 1
5-1
5
8-9
-15 -12
20
16
[O
-5
1
and
5
Qi AQ^
4
3
-3
17
[4, 0,
Aq
4
A
then
characteristic root of Ai is -1 and an associated invariant vector is
-l]'.
Take ft
i
o"!
-20
II
and
ft A1Q2
J_
20
-15 -48
-11
20]
r_i
=
5I
64
48j
L
Take Qs
"d
}
[.:
characteristic root of A2 is 2 and an associated invariant vector is
[s, ll]'.
then
<?3'
H[-11
8
2/5I
"I sj
,!
and
ft'-42ft
[2
-2J
160
SIMILARITY
[CHAP. 20
Now
5
32
4
.
pi
[o
o"|
'
[h
[o
o1
Qsj
5
1
Q''
8
-40 40
4
Q^j
160
20
160_
-1
11
"l
1_
-180 40 -220
-7 -9/5"
5 2
1
-1
and
2/5
-2
9.
If
is
matrix
P such
any real re-square matrix with real characteristic roots then there exists an orthogonal that P''ÂP is triangular and has as diagonal elements the characteristic roots of ^.
vectors will also be real.
X be the characteristic roots of A. Since the roots are real the associated invariant As in Problem 7, let Qi be formed having an invariant vector corresponding to Aj 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
Let Ai.Xs
P'lAP^
where Ai
is of order n
hi
fill
and has As, A3, ...Ayjas characteristic roots.
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
iji-g
Ss"!
[0
After sufficient repetitions, build the orthogonal matrix
A^j
P
which P~ÂP
pi
=
Pi.
|_o
0]
pn-2
"I
pj
P_J
for
is triangular
with the characteristic roots of A as diagonal elements.
10.
Find an orthogonal matrix P such that

"2
1"
1
P-ÂP
P""
1
1
3 2
2_
is triangular
and has the characteristic roots of A as diagonal elements.

1,
Prom Example
to
Chapter 19, the characteristic roots are

"
5, 1, 1
and an invariant vector corresponding
is [1,0, -1]'.
1
We take
Qi
10
1
and, using the Gram-Schmidt process, obtain
-1
1 1
/V2
1
l/v^
1/1/2"
[l, 0, -l]'.
Pi
-l/\/2
an orthogonal matrix whose
first
column is proportional to
We
find
1/a/2
-I/V2
1
2
1
1
1
l/>/2
1
I/V2"
=
Pl'^Pi
3
2
3^/2"
\0
A^j
1/1/2"
l/^/T
-1/V2
1/
V2
21/2"
CHAP.
20]
SIMILARITY
161
Now Ax has A
we
a characteristic root and
[l,
-\/2]' as associated invariant vector. From Q2 =
r
obtain by the Gram-Schmidt process the orthogonal matrix
"2=1 1/V3
-1/^^
1/a/3
2/v/6
r-n
I
Lv2
\_
rn
ij
Then
L-2/V6
1/\A2
I/V3J
1/^6
P-,
I
1 1
X]
2/^6
1/V6"
-I/V2"
-I/a/S"
is orthogonal and
P~^ AP =
->/2
5
11.
Find a unitary matrix
f/
such that
V
2
All is triangular and has as diagonal elements the charac-
teristic roots of A, given

5 + 5i
-4 - 6i
+ 3i
A(A^
1 +t 2 - 2J
-1 + i
-6 -
4f
6 + 4f
-3 5
2i

1-i, 3 +
2i.
of
is
+(-4-J)A+
i)
and the characteristic roots are

"
1
0,
For A =
0,
take
[l,
-1, l]' as associated invariant vector and form
Qi
-1
_
1
1_
The Gram -Schmidt process produces the
unitary matrix
i/\fz
f/i
i/Ve'
-i/\/2
-l/vA3
2/v^
l/\/6"
1/V3"
1/^2"
Now
-2y/2a-i)
1-i
~(26 + 24:i)/y/6
(2 + 3i)/\A3"
3
+2J
so that, for this choice of Qi, the required matrix
= Ui.
12.
Find an orthogonal matrix
P such
that
P ÂP
is triangular
and has as diagonal elements the char-
acteristic roots of A, given

3
-1
1
-1
5
-1
may be taken as
[l,0, -l]'.
The
[1,1,1]',
characteristic roots are 2,3,6 and the associated invariant vectors
[1,-2,1]' respectively.
Now
these three vectors are both linearly independent and mutually
orthogonal.
Taking
l/V^
P
=
l/y/J
l/y/3
l/y/6
-2/^/6
l/yje
-1/-/2
l/y/3
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
13.
roots of
Find an orthogonal matrix P such that f'ÂP is triangular and has as diagonal elements the characteristic A for each of the matrices A of Problem 9(a), (6), (c), (d). Chapter 19.
\l\pZ
Ins.
(a)
\/Zs[2
2/3
2/3
1/3
(c)
I/V3"
1/-/2
-1/^/6""
-l/v/2
\/^^pi
-4/3a/2
i/Va"
-1/1/3
2/>/6
1/^
1/^6"
-i/Ve"'
I/V2"
(b)
1
-l/V'2
(rf)
1/V^ -i/'v^
1/V3"
2/V6"
I/a/2"
1/^2"
1/V2"
(6)
I/V3"
-1/\/6"
14.
not.
and (rf) are Chapter 19 and determine those which are similar to a diagonal matrix having the characteristic roots as diagonal elements.
Explain why the matrices (a) and
of Problem 13 are similar to a diagonal matrix while (c)
Examine the matrices {a)-{m)
of
Problem
9,
15.
For each of the matrices A of Problem 9(j). (/), Chapter 19, find a unitary matrix V such that angular and has as diagonal elements the characteristic roots of A.
U'ÂU
is tri-
l/v^
Ans.
(i)
-(l+i)/2
2
(/)
\l\p2.
1
-1//!
l/>/2
a-i)/2^/2
(1
\/\[2
-0/2/2"
i 2
\/^[2
\/y[2
16.
Prove:
If
is real
and symmetric and P is orthogonal, then P''^ AP is real and symmetric.

of Problem 9 to prove
17.
Make the necessary modification
Theorem
VIII.
18.
Let B^ and C^ be similar matrices
for
(i
1, 2
m).
Show
that
= diag(Ci, C2
S
are similar.
19.
= diag(5i, B2, ...,S)

-1 i?^
.
and
ij
C)
Hint.
Suppose C^ =
and
B^ fl^ and form Write
= diag(Bi,
Bg
B^).
/i
Let
= diag(Bi, Sj)
= diagCSj, B^).
/ = diagC/i./g),
where the orders of

=
and
/g are
those
of Bi and B^ respectively, and define
B
B
Show
oJ
that
BTÊK
to prove
B and C are
similar.
20.
Extend the result of Problem 19

S^ along the diagonal.
to
= diag(Bi,
Bg
B)
and C any matrix obtained by rearranging the
21. If
A and B are n-square, then

Let P AQ =N; then
AE
and B/1 have the same characteristic roots.

=
Hint.
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-Â^-.. A^, A2As-.. AÂ^, A3... AÂ-^Â^. have the same characteristic equation.
23.
Let
of
(a)
.4.
Q'ÂQ
B where B
is triangular
and has as diagonal elements the characteristic roots Ai, X2
Show that S
roots of A.
A Q
is triangular
and has as diagonal elements the kth powers of the characteristic
(b)
Show
that
X,-
= trace
24.
Show
that similarity is an equivalence relation.

'2
r
1 2_
-1
25.
Show
that
1
_1
3
2
and
-3
2-1
-2
3
have the same characteristic roots but are not similar.
chapter 21
Similarity to
a Diagonal Matrix
REAL SYMMETRIC MATRICES. The

be combined but
I.
study of real symmetric matrices and Hermitian matrices may
we
shall treat them separately here.
For real symmetric matrices, we have:
The characteristic
roots of a real symmetric matrix are all real.
See Problem
II.
1.
The
invariant vectors associated with distinct characteristic roots of a real sym-
metric matrix are mutually orthogonal.
See Problem
2.
When A
III.
is real
If
and symmetric, each B^ of Problem
9,
Chapter 20, is
0;
hence,
...,
symmetric matrix with characteristic roots Ai, \^, then there exists a real orthogonal matrix P such that P'AP = P'ÂP = diag(Ai, Aj
is a real ra-square
A,
A).
Theorem
IV.
III
implies
If
A^ is a characteristic root of multiplicity
r^
of a real
r^.
symmetric matrix, then
there is associated with A^ an invariant space of dimension

In terms of a real quadratic form,
Theorem
III
becomes
BY
V. Every real quadratic form q = X' AX can be reduced by an orthogonal transformation to a canonical form
(21.1)
Aiyi + X^yl +
r
...
+ X^y"^
where
is the rank of
A and
Ai,
Aj
A^ are
its
non-zero characteristic roots.
the
Thus, the rank of q is the number of non-zero characteristic roots of A while the index is number of positive characteristic roots or, by Descartes Rule of signs, the number of varia-
tions of sign in |A/

VI.
^|
0.
real symmetric matrix is positive definite if and only if all of its characteristic
roots are positive.
ORTHOGONAL
SIMILARITY. If P is an orthogonal matrix and 8 = P"^ AP then B is said to be orthogonally 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 = Then diag(Ai, A2, . A.) is a unique diagonal matrix similar to A. ... Â. The totality of such diagonal matrices constitutes a canonical set for real symmetric matrices under orthogonal similarity. We have
VIII.
Two
the
same characteristic
real symmetric matrices are orthogonally similar if and only if they roots, that is, if and only if they are similar.
have
163
164
[CHAP. 21
PAIRS OF REAL QUADRATIC FORMS.

IX. If X'
In
Problem
4,
we prove
(x-^^, x^ x^) and if tive definite, there exists a real non- singular linear transformation X = CY
AX
and
X'BX
are real quadratic forms in
X'BX
is posi-
which carries
X'AX
into
AiXi + A2Y2 +
and X' BX into
+ Ay
yi
22
+ 72
+ Tn
where A^ are the roots of
\\BA\=0.
See also Problems
4-5.
HERMITIAN MATRICES.
X.
Paralleling the theorems for real symmetric matrices,

of an Hermitian matrix are real.
we have
See Problem
XI.
7.
The
invariant vectors associated with distinct characteristic roots of an Hermitian
matrix are mutually orthogonal.

XII.
If
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

XIII. If
U'
HU
is a characteristic root of multiplicity

A,-
r-
of the Hermitian matrix H, then

r.
there is associated with
an invariant space of dimension
Let the characteristic roots of the Hermitian matrix
be arranged so that Ai i A2 ^
Then diag(Ai, A2
follows
A.) is
a unique diagonal matrix similar to H.
The
totality of
i Ansuch diago-
nal matrices constitutes a canonical set for Hermitian matrices under unitary similarity.
There
XIV.
Two
Hermitian matrices are unitarily similar

is, if
if
and only
if
they have the same
characteristic roots, that
and only
if
they are similar.
NORMAL MATRICES. An
diagonal,
real
n-square matrix A is called normal

real
if
AA' = A'A. Normal matrices include

skew-Hermitian, and
symmetric,
skew-symmetric, orthogonal, Hermitian,
unitary matrices.
Let .4 be a normal matrix and f/ be a unitary matrix, and write B = U'AU. and B'B = U'A'U -U'AU = U'A'AU = U'AJ'U = U'AU -U'A'U = BB'. Thus,
Then B' = U'A'U
XV.
In
If
^
8,
is a
normal matrix and
is
a.
unitary matrix, then
U'AU
is a normal matrix.
Problem
XVI.
If
we prove
is an invariant vector corresponding to the characteristic root A/ of a northen X^ is also an invariant vector of A' corresponding to the characteristic
X^
mal
rnatrix A,
root A^.
In
Problem
XVII.
9,
we prove
square matrix A is unitarily similar to a diagonal matrix
if
and only
if
is
normal.
As a consequence, we have
XVIII.
If
is normal,
the invariant vectors corresponding to distinct characteristic
roots are orthogonal.
See Problem
10.
CHAP.
211
165
MX.
If
A- is a characteristic root of multiplicity

r^.
r^
of a normal matrix A, the associ-
ated invariant vector space has dimension
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

is a
A are
all real.
Suppose that h+ik
complex characteristic root of A.

=
{(h
Consider
=
B
which
is real
+ ik)I-A\[(h-ik)I-A\ + ik)I
(hl-Af+k'Î
and singular since
{h
-A
is singular.
There exists a non-zero real vector
such that
BX
and, hence,
X'BX
The vector
X\h!-AfX
A"
+ k^X'X
{(hi
X'(hl-A)'(hl
-A)X
0.
+ k^X'X
Also,
= =
(/(/- 4)
is real; hence,
- A)X\' {(hi -A)X\ ^
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^
Aiî
and
AX^
= Aj'^s.
also
A^2'4î =
X-iX^X^
and
XjÂX2 = XqXiX^
Taking transposes
^1 A X^ = A 1 A*! ^2
and
XqAX-j^ =
= 0.
X2X2X1
Then
X^X^X^
A2îA^2
and, since Ai ^ A2,
X[X2
Thus, X^ and X2 are orthogonal.
3.
Find an orthogonal matrix P such that P'ÂP is diagonal and has as diagonal elements the characteristic roots of
A given
,
^7-2
-2
1
10
-2
7
-2
is
A-7
2
-1
2
A -10
2
A - 24A^ + I8OA - 432
-1
and the characteristic roots are
1
A-7
- 2
6, 6, 12.
-1
2
Xl
For A =
6,
we have
2
1
-4
2
X2
X3
or
Xi
- 2x2 + xs
and choose as associated
in-
-1
variant vectors the mutually orthogonal pair X^ = [l,

[1, -2,1]' as associated invariant vector.
0,
-l]' and
X2
= [l,
1, l]'.
When A
= 12,
we take X3 =
166
[CHAP. 21
Using the normalized foim of these vectors as columns
of
we have
1/VT
P
=
1/x/y
X/\f&
I/VT
-i/x/T
-2/sf6
l/yjl
l/VT
It
is left as an exercise to
show
that
P~ÂP
= (iiag(6,
6, 12).
4.
Prove:
nite,
If
X'AX and X'BX
are real quadratic forms in (xi,x2
there exists a real non-singular linear
transformation
...
) and if X'BX is positive defi= CY which carries Z'/lZinto
Xiyi + \2y2 + \\B-A\ =0.

By Theorem
(i)
^nTn
^'^'^
^'B^
into yi + y| +
+ y^, where Xi, Ag, .,
are the roots of
VII there exists an orthogonal transformation
GV
which carries X'BX into
V'(G'BG)V
jjii.jj.^
jji^vf + fJ.2V2 +
+ Ait;^
where
/x are the characteristic roots (all positive) of B.

l/i//!^)-
Let
(ii)
= diag(l/\/7H, X/sfJT^
Then V =
1
HW
2
carries
(i)
into
W
for the real quadratic form
it
(H G
BGH)W
G'AGH)W
=
+ wt
Now
(H
there exists an orthogonal transformation
KY
which
carries
into
Y'(K'h'g'AGHK)Y
where Xi.Xg
formation
X^y2 + X^y^ +
...
+ X^y^
there exists a real non-singular trans...
X are the characteristic roots ot H G AGH. Thus, CY = GHKY which carries X'AX into X^y^ + X^y^ +
Y'(K'h'g'BGHK)Y
Y (K~ IK)Y
-'i
+ Xy^
and X'BX into

'n
-'2
Since for
all
values of
X,
K'h'g'(\B-A)GHK
X
XK'h'g'BGHK - K'h'g'AGHK
= =
diag(X,X
X)
- diag(Xi,X2
X)
diag(X-Xi,
X-X2
X-X)
it
follows that Xi, Xg
are the roots of |XB-/l|
=0
5.
Prom Problem
3,
the linear transformation
\/^pr
l/vA3"
l/sfQ
1//6"
(GH)W
-l/\f2 \/2\fl
l/VT
IATs
-2/'/6"
1/^r
1/2x^3"
1/v^
1/(
1/3n/2
1/3-/2
-1/:
1/f
_-l/2>/3
7
1/3\A2
-2
10
carries
X'BX =
X'
2
1
-2
7
into
ir'ZIF.
-2
The same transformation
carries
1/3
X'AX
into
tr'
0^
CHAP.
21]
167
Since this is a diagonal matrix, the transformation
W
=
KY
of Problem 4 is the identity transformation
= lY.
Thus, the real linear transformation
CY
{GH)Y
carries the positive definite quadratic form

It
X'BX
that
and the quadratic form X' AX into ri + y| + 7l \kB-A\ = 36(3\-l)(2X-l)^.
into ^y^ + iy| + |y|.
is left as an excersise to
show
6.
Prove:
Every non-singular real matrix A can be written as symmetric and P is orthogonal.

exists an orthogonal matrix
A = CP
where C
Since A is non-singular, AA' is positive definite symmetric by Theorem X, Chapter Q"'' with each k^) = B AA' Q = diag(A;i, ij Q such that
17.
A:^
Then there
>
0.
Define
Bi
diag(\/^,
VT^
\fk~^)
and
= QB-^Q''^. =
Now C
symmetric and
C^
Define
QB^Q-^QB^Q-^
=
QB^Q-^
= I
QBQand
AA'
is orthogonal.
C'Â.
Then
PP'
C'ÂA'C'^^ C ^C'^C^
is orthogonal as required.
Thus A
CP
with C
positive definite symmetric and
7.
Prove:
The
characteristic roots of an Hermitian matrix are real.
that
Let \j be a characteristic root of the Hermitian matrix H. Then there exists a non-zero vector X^ such Now X'^HX^ = XjX'j^Xiis real and different from zero and so also is the conjugate transHXj^ = A jX^
.
pose
X\HX;j^ =
\^X\X^.
Thus, X^=X.j andXîsreal.
8.
Prove:
If X: is an invariant vector corresponding to a characteristic root A,- of a normal matrix A, then Z^ is an invariant vector of A corresponding to the characteristic root X^.
Since A is normal,
(XI-A)(XI-A)'
(KI-A)(XI-A')
XXI - XA'
XXI - \ a'
a' A
0;
XA
AA
-A)
-XA+
-A)X^=
(XI -A)' (XI
so that XI
-A
is normal. =
By hypothesis, BX;
=
= (XÎ
then
(SX^)'(SA'i)
X-B'-BXi
X'iB.B'X^
(W X ^)' {W X ^)
and
B'X^
(X^/-I')Zi
Thus, X: is an invariant vector of A' corresponding to the characteristic root X
^.
9.
Prove:
An
re-square matrix
is normal.
is unitarily similar to a diagonal matrix if
and only
if
A is normal.
Suppose A
By
Theorem vni. Chapter 20, there exists a unitary matrix U such that
^1
6i2
bin
As
bin
U AU
....
Xfi-i
bn-i. n
B'b
By Theorem XV, B is normal so that B' B = BB is XiXi while the corresponding element of BB
Now
is
the element in the first row and first column of
AjAi + 612^12 + bigbis +
...
bmbm
Since these elements are equal and since each b^j b-^j 2 0, we conclude that each b^j = 0. Continuing we conclude that every b^; of B with the corresponding elements in the second row and second column, A). Conversely, let A be diagonal; then A is normal is zero. Thus, B = diag(Ai,A2
168
[CHAP. 21
10. Prove:
If
is normal, the invariant vectors corresponding to distinct characteristic roots are
orthogonal.
Let Ai,
A*!
AXi=\iXi, AX^
and, since
and Xj, ^2 be distinct characteristic roots and associated invariant vectors of A. Then = \^X^ and, by_Problem 8. jI'A'i =Xiî,_I'A'2 = AaATa. Now ^2/lA'i = Aiâî and,
taking the conjugate transpose,
X[a' X^
= X^X'-^X^.
But
X[a' X^
\^X[X2.
Thus, Xi^Â's = Xaî-^s
Xx iXo.,
XiX2=
as required.
11.
Consider the conic
x^ -
12xix.2.
- 4.xi = 40 =
or
(i)
X'AX
X
[-:
::]
40
referred to rectangular coordinate axes
OX^ and OX2.
of
A is
A-1
|A/-^|
=
6 =
(A-5)(A + 8)
[3, -2]'
For the characteristic roots Ai = 5 and A2 = -8, take

invariant vectors.
and
"
[2, 3]'
respectively as associated
Now
form the orthogonal matrix
tsVTs '__
|
2/V/T3I
'^lll
whose columns
are the two
-2/v/T3 vectors after normalization.

/v/T3
3/vT3j
to
o"!
The transformation
1
PY
reduces
(i)
-2/\flf\
3/VT3.
-6~]
3/x/T3
13"! Vis'
fs
-
'VTs
2/\/l3
-\y 3/\/l3.
13 J
y'\
Lo
-Sj
5yl
^-y|
40
The conic
is an hyperbola. is the familiar rotation of
Aside from the procedure, this
axes
in plane analytic
elimination of the cross-product term in the equation of a conic.
geometry to effect the Note that by Theorem VII the result is
known as soon as the characteristic roots are found.
12.
One problem
to
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
determine the principal directions,
i.e.,
the directions of the axes after rotation.
Without
at-
tempting to justify the steps, equation of a central quadric.

Consider the surface
we show here
the role of two matrices in such a reduction of the
Zx^ + 2xy + 2xz + iyz - 2x - 14y + 2z "

3
1
9
1
and the symmetric matrices
"
1
3
1
-1
2 2
-7
1
1
1
2
2
and
=
1
-1
-7
-9
formed respectively from the terms of degree two and from
all the terms.
The
characteristic equation of
is
A-3
1A/-.11
-1
-1
-1
A
-2
-2 A
:
-1 The characteristic roots and associated

Ai =
1,
unit invariant vectors are

= 4,
fi =
~.
-;=|
A2
V2
-2,
V3
^N-TfJ
CHAP.
21]
169
Using only the elementary row transformations Hj(k) and H^:(k), where
r-1
4,
3
1
1
-1
-7
--VJ
-4
Bi
2 2
1
1
1 1
ft]
y +
-1
-7
-9
-4
'3x +
Considering B^ as the augmented matrix of the system of equations

\^
X X + 2y
0-1=0 +22-7=0 +1=0
we
find
from Di the solution x = -1, y =
0,
z =
or
C(-l,
0, 4).
Prom
D^,
we have
d = -4.
0, 4).
The rank
equation is
of
is 3
and the rank of B is
4; the
quadrlc has as center C(-l,
XtX'^ + X^y'^ + XsZ^ + d
111
+
The required reduced
4F
4.
2Z
- 4
The equations
of translation are
x = x'
di,
1,
y = y',
z = z'
The
principal directions are
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

i/\A3"
\_X
-i/i/s"
-1/vT
i/vT
Y Z\- E
[X Y Z]
2/vT
i/vT
-i/x/T
i/VT
13.
For each of the following real symmetric matrices A find an orthogonal matrix nal and has as diagonal elements the characteristic roots of A.
,
P such
P that /""^.^P is diago

"4
(e)
2
(a) 2
-1
.
2
(b)
_1
()
2
(c)
-4
2
21
"3
2
2
2"
-1
4
r
-1
4_
3
2_
-4
_ 2
-2
-1_
id)
2
_2
-1
-1
2_
-2
4_
_1
2/3 1/3
-1
2/3 1/3
i/\/^
Ans.
(a)
1
1/VT
(b)
l/\f2
\/sf&
l/v/
l/v/s"
i/a/s"
(c)
-2/vT
-2/3
1/3
2/3 2/3
i/VT
-i/v^T
2/3
(d)
-1/VT
1/3
1/\A6"
-2/3
2/3
1/3
(e)
i/x/T
2/^/6'
1/vT
i/vT
-l/v/T
-2/3
2/3
--2/3
-1/ 3
14.
2/3
yV 6
-1/\A2
i/VT
Xi are the roots
Find a linear transformation which reduces X'BX to X' AX to Xtyl-^X^y^ + Asy^, where yl-^y'^-^y'l and of \XB - A\ =0, given
-2
{a)
l\
[7 -2
1
10
-2
7J
5=03
\\
r2
fj
(6)
-4
7 =
-4
1
-4
-8
1_
,
2 5 4
2 4 5
-4
_-4
2 2
-2
l/\/T
2J
-8
1/3VT
-2/3x^2"
1/31/2"
1/3 1/3 1/3

(6)
2/3 2/3 1/3
2/3
1/3
l/3x/l0
/4ns.
(a)
2/3^/10
2/3\/l0
-\/\[2
-2/3
170
[CHAP.
21
15.
Prove Theorem IV.

Hint.
'î
If
/'"^^P = diag(Ai,
'^1
A.1
Xi,
'^ ^
X^ + in
'^r-i-2
^ri)'
"^S"
P"\Ai/ -/1)P
= diag(0,
0,
-^r + i'
~'^r+2
^1 ~^v)
2 to
''^"'^
r.
16.
Modify the proof in Problem
prove Theorem XI.
17.
Prove Theorems XII, XIH, and XIX.
18. Identify
(o) (h)
each locus:
24xi:>;2
20x2-
27%^
=
=
"i'
369,
(c)
(''^
\Q?,
x\ - 312%ia:>, + 17 %|
= 8
900,
3x^+ 2%2
+ 3%2
*i + 2^:1x2 + Xg
19.
Let A be real and skew-symmetric.

(a) (6) (c)
Prove:
Each characteristic
7
root of
is either zero or
a pure imaginary.
+ ^ is non-singular,
(/
/ -.4 is
non-singular.
B =
+ /iri(/-4) is orthogonal.
(See Problem 35, Chapter 13.)

A~'^
20.
Prove:
If
Is
normal and non-singular so also is
21.
Prove:
If
is normal, then
is similar to
22. Prove:
square matrix A is normal
if
and only
if it
can be expressed as
H + iK, where H
and
are
commu-
tative Hermitian matrices.
23. If
is n-square with characteristic roots
Xi, A,2
A.,
then
is normal if imd only if the characteristic
roots of
Hint.
AA
for
J
are XiAi,
C/"^<4(7 =
T*
X2A2
T
= [. ],
^n^rv
where
C/
_
is unitary
_
tr(-4/l')
Write
and T is triangular.
Now
tr(rT') =
requires
ty =
24.
Prove:
If
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.
26. Let the characteristic function of the n-square matrix

<^(X)
A be
(X-x^fîX-x^f'^ ...a-'Kfs
P such
that
and suppose there exists a non-singular matrix

(/)
P'^ AP
B.,
diag(Ai/.ri' '^2-'r2
0, ...,
-^sV^)
0,/
'i
,
Define by
(j
= 1, 2
s) the
n-square matrix diag(0,

of (/) and define
=
0) obtained
by replacing A. by
and Xj,
r a
i).
by
in the right
member
T? E,
.
DR. , PBiP~^.
= 1,2
s)
Show
(a) (6) (c)
(d)
that
~-
P'ÂP
A
AiBi
A282+
...
A5B,
= Ail + A22 + +'^3^5 Every ^ is idempotent.
EÊj The
=0
for
^j.
=
/
(e)
(/) (g)
1 + 2 + + E3
rank of ^ is the multiplicity of the characteristic root A^.

= 0,
(J
(Xil-A)Ei
= 1,2
s)
(h)
IfpM
Hint.
is any polynomial in x. then
p(A)
p(Ai)i + p(A2)2 +
+ P(^s^^s-
Establish
^^
Aii + A22 +
xIe
Aii + A22 +
+ XÊ^.
CHAP.
21]
171
(i)
Each E^
Hint.
is a polynomial in A.
Define
/(A)
(A
-Xi)(A-X2)
(A -X^)
and
/^(A)
/(A)/(A-A^),
(i
= l,2
s).
Then
(/)
A
If
matrix
If
fi
commutes with A
with
if
it
Hint.
(k) (I)
B commutes
and only if it commutes with every ^ commutes with every polynomial in A.
A A
is normal, then each Ei is Hermitian.

U
If
A-^
(m)
Al%
=
A-2%
...
+ A-^fig
is positive definite Hermitian, then

/f
A^'^
,1/2
vTii
VA22
...
VAs^s
it
is positive definite Hermitian.

(n)
Equation
(6) is called the spectral
decomposition of A.
Show
that
is unique.
27. (o)
Obtain the spectral decomposition

"
24
-20
24
lO"
4/9
=
-4/9
4/9
2/9"
5/9
4/9
5/9
-2/9'
-20
_
-10
9_
49
-4/9
2/9
-2/9
1/9
+ 4
4/9
2/9
10
-10
"
-2/9
-2/9
2/9
8/9
29
20 29 10
-lO"
10
44_
(b)
Obtain
A-^
1
--
20
196
-10
38/9
(c)
-20/9
38/9
10/9'
Obtain
//^
-20/9
_
1
-10/9
23/9_
0/9
-10/ 9
28.
Prove: If A is normal and commutes with B, then A' and

Hint.
B commute.
Use Problem
If
26
(/).
29.
Prove:
is non-singular then there exists a unitary matrix
U and a positive
definite Hermitian matrix
such that
Hint.
A= HU
H
by H^ = AA'
Define
If
and
f/
= H~'Â.
30.
Prove: Prove:
is
normal
if
and only
if
and U of Problem 29 commute.
31.
The square matrix A
is similar to a diagonal matrix if
and only
if
there exists a positive definite
Hermitian matrix
32.
33.
such that
H~ÂH
is normal.
Prove: Prove:
real symmetric (Hermitian) matrix is idempotent if and only if its characteristic roots are O's real
and
I's.
If .4 is
symmetric (Hermitian) and idempotent, then

I
r.
= tiA.
34.
Let A be normal, B =
Prove:
(a)
+ A be non-singular, and C = B^^B'.

(6)
A and
(S')"^ commute,
is unitary.
35.
Prove: If
tf
is Hermitian, then {I + iHT'^{I
~iH)
is unitary.
36. If
is n-square, the set of
numbers X' AX where

of
is
2i
unit vector is called the field of values ot A.
Prove:
(a)
(6)
Every diagonal element of of values of A.

If If
A are in its field of values. A and every diagonal element
of
U'ÂU, where U
real.
is unitary, is in the field
(c)
(d)
A
A
is real
symmetric (Hermitian), every element in its field of values is
values least and Ais the greatest characteristic root of A.

its field of
is real
symmetric (Hermitian),
is the set of reals
Ai i A < A, where Ai
is the
chapter 22
Polynomials Over a Field

POLYNOMIAL DOMAIN OVER
to be
F.
commutative with
itself
Let X denote an abstract symbol (indeterminate) which is assumed and with the elements of a field F. The expression
n
n-i
(22.1)
f(X)
cirik
On-^X
a^X +
p a^X
where the
If
a^ are in
oj;
F
,
is called
a polynomial in \ over F.
,
(22.1) is called the zero polynomial and we write f(\) = 0. If a^ ^ of degree n and a is called its leading coefficient. The polynomial /(A) (22.1) is said to be = said to be of degree zero; the degree of the zero polynomial is not defined. Oq^ oq ^ is
every
If
a =
in (22.1), the
polynomial is called raonic.
polynomials in A which contain, apart from terms with zero coefficients, the same terms are said to be equal.
Two
The
totality of polynomials (22.1) is called a polynomial
domain F[\] over F.
SUM AND PRODUCT. Regarding

f(X) + g(\)
f(X) is of degree
is of
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
= g(X) + f(X)
and
n,
f(X)-g(X) = g(X)-f(X)
If
and g(X) is of degree

TO
(i)
^(X) + g(A)
degree
when m.>n,
of degree at most
m when m=n, and
of degree
re
when m<n.
(ii)
/(A)-g(A)
If
is of
degree
m + ra.
0,
/(A)
?^
while
f(X)-g(X) =
then
g(X) =
If
g(A) ^
and h(X)-g(X) = h(X)-g(X),
then
A(A) =
A:(A)
QUOTIENTS.
In
I.
Problem
If
1,
we prove
are polynomials in F[A], then there exist unique polynomials
is either the
/(A) and g(X) ^
and r(A) in F[A], where r(A) that of g(A), such that

/((A)
zero polynomial or is of degree less than
(22.2)
/(A)
h{X)-g{X) +
r(A)
r(A) = 0, g{X) is said
Here, r(A) is called the remainder in the division of /(A) by g(A). to divide /(A) while g(A) and h{X) are called factors of /(A).
If
172
CHAP.
22]
173
Let
/(A)
= h(X)-g(X).
When
g(A.) is
of degree zero, that is,
the factorization is called trivial.
non-constant polynomial over
when g(A,) = c, a constant, F is called irreducible over
if its
only factorization is trivial.

Over the rational field A, -3 is irreducible; over the real field Over the real field (and hence over the rational field) A^+4 field it is factorable as (\+2i)(\-2i)
Example
1,
it
is factorable
is irreducible;
as (X+\/3)(X-^j3). over the complex
THE REMAINDER THEOREM.

(22.3)
Let f(X) be any polynomial and g(X) =

/(A)
X-
a.
Then
(22.2)
becomes
=
r,
h(X)-(X-a) +
where
is free of A.
By
(22.3),
f(a) =
and we have
until a remainder free of
n.
is f(a).
When
/(A) is divided by
A- a
A is obtained, that remainder

f(a) =
m. A
polynomial /(A) has
X-
a as a factor
if
and only
if
0.
GREATEST COMMON
f(X) and g(A).
DIVISOR.
If
h(X) divides both f(X)
and
g(A), it is called a
common
if
divisor of
A
(i)
(ii)
polynomial d(X) is called the greatest common divisor of
/"(A)
and g(X)
d(X) is monic, d{X) is a
common
divisor of /(A) and g(X),
(Hi)
every common divisor of /(A) and g(X) is a divisor of d(X).

In
Problem
2,
we prove
not both the zero polynomial, they have
IV. If /(A) and g(X) are polynomials in F[X],
a unique greatest
common
divisor d(X) and there exist polynomials h(X) and ^(A) in F[X]
such that
(22-4)
d(X)
h(X)-f(X) +
k(X)
g(X)
See also Problem
3.
When the only common divisors

is
of
/"(A)
and g(X) are constants, their greatest common divisor
d(X) =
1.
Example?. The greatest common divisor
of /(A)
(A^
+4)(A^+3A+
i/(A)
5)
and g(A) =
(A^
-1)(A^ + 3A+5)
is
A +3A+5. and
(22.4) is
A.=
3A +
- lg(A)
5
We have also
V.
(1-A)-/(A) + (X+4)-g(X)
0.
This illustrates
not
1,
If the greatest common divisor of /(A) of degree re>0 and g(X) of degree m>0 is there exist non-zero polynomials a(X) of degree <m and 6(A) of degree <n such that
a (A) -/(A) +
b(X)- g(X)
and conversely.
See Problem
4.
RELATIVELY PRIME POLYNOMIALS. Two

common
divisor is
i.
polynomials are called relatively prime
if
their greatest
174
[CHAP. 22
VI. If g(A) is irreducible in
F[X] and /(A)

/(A).
is
any polynomial of F[X], then either g(X)
divides /(A) or g(X) is relatively prime to

VII.
VIII.
If
g(A) is irreducible but divides
/(A)
h(X), it divides at least

if
one of
/(A)
and
h(X).
If /"(A)
and
g:(A)
are relatively prime and
each divides
A(A),
soalsodoes /(A)-g(A).
UNIQUE FACTORIZATION.
IX.
In
Problems, we prove
Every non-zero polynomial f(X) of F[A] can be written as

/(A)
(22.5)
9i(A)
?2(A)
^^(A)
where
is a
constant and the qi(X) are monic irreducible polynomials of F[X]-
SOLVED PROBLEMS
1.
Prove:
in F[X],
If
/(A) and g(X)^0 are polynomials in F[X], there exist unique polynomials h(X) and r(X) where r(A) is either the zero polynomial or is of degree less than that of g(X), such that
/(A)
(i)
Let
h(X)-g(X) +
r(X)
n
/(A)
= o^jA
n-i + %1-iA. +
+ aÂ + Oq
and
g(A)
=
h^X
if
i^-iA
6iA +
6o.
^m then
?^
Clearly, the theorem is true
/(A) =
or if
n<m.
Suppose that
=
n>m;
c^-iA
/(A)
7^ A
g(A)
/i(A)
cpX
Co
is either the zero polynomial or is of degree less than that of /(A).

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
/(A)
Â"-$A) - ;Â^-\(A)
/,(A)
f^X) =0 or is of degree less than that of g(A), we have proved the theorem. Otherwise, we repeat 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).
Again,
if
the process.
To prove uniqueness, suppose

/(A)
=
h(X)-g(X)
+ r(X)
and
/(A)
'c(A)-g(A)
s(A)
where the degrees of
r(A)
and s($ are less than that of g(A).

h{X)-giX) + r(X)
=
Then
+ s(X)
s(X)
k(X)-g(X)
and
[k(X) -h(X)]g(X)
=
A:(A)
r(X)
Now r(A)-s(A)
is of
degree less than
while, unless
=
0,
h(X) = 0.
[k(X)
- A(A)]g(A)
is of degree equal
to or greater than m.
Thus, k{X) - h(X)
r(A)
s(A) =
so that k{X) = h{X) and r(A) = s(A).
Then both
h(X) and r(A) are unique.
CHAP.
22]
175
2.
Prove:
If f(X) and g(A) are polynomials in F[X], not both zero, they have a unique greatest divisor d(\) and there exist polynomials A(A) and k(\) in F such that
common
(a)
da)
If,
h{X)-f(X) +
is the
ka)-g(\)
say,
1
/(A) =
0,
.
then d(X) =
bin,
g(X)
where i^
leading coefficient of g(k) and
we have
(a) with
A(A) =
and k(X) = 6
Suppose next that the degree of g(A)

(*)
is not greater
than that of /(A).

ri(A)
By Theorem
I,
we have
/(A.)
?i(A)-g(A) +
If r^(X)
where
h(X) =
If (ii)
r^^(X)
=0
7^
or is of =
degree less than that of g(A).
= 0,
then d(X) =
b'^^giX)
and we have
(a)
with
and k(X)
r^(A)
0,
6^
we have
g(A)
=
g2(A)-ri(A)
ri(A).
If r^(X)
+ rîX)
= 0,
where
/^(A)
or is of
degree less than that of

HiX)
=
we have from
( i
/(A)
?i(A)-g(A)
and from
If
it
obtain (a) by dividing by the leading coefficient of ri(A).
r^(X) 4 0,
we have
'i(A)
(i")
93(A)
r^(X').
TsCA) + rsCA)
If rg(A) = 0,
where
rgCA) =
or is of
degree less than that of

= =
we have -
from
i)
and
(ii)
'2(A)
g(A)
?2(A)-'-i(A)
g(A)
?2(A)[/(A)
9i(A)-g(A)]
-92(A) -/(A)
[1 + 9i(A)-92(A)]g(A)
and from
it
obtain (a) by dividing by the leading coefficient of r2(A),

0,
Continuing the process under the assumption that each new remainder is different from
general,
(v)
we have,
in
'i(A)
9i+2(A)-'-i+i(A)
ri+2(A)
moreover, the process must conclude with

(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

's-3(A)
(v).
also divides rs_2(A).
Prom
(iv).
we have
9s-i(A)-'s-2(A)
r5_i(A)
(vi),
so that rs(A) divides r^-gCA).
Thus, by retracing the steps leading to

c,
we conclude
that rs(A) divides
both /(A) and g(A).
If
the leading coefficient of rs(A) is

= =
then
rf(A)
= e~^'s(A).
Prom(l)
ri(A)
/(A)
91(A)
g(A)
/!i(A)
-/(A) + /ci(A)
g(A)
=
and substituting
A2(A)-/(A)
in (ii)
'2(A)
-52(A). /(A)
+
.
[l + 9i(A)-92(A)]g(A)
+ i2(A)-g(A)
Prom
(iii),
/3(A)
t^(K)
qa(>^)
r^(X)
Substituting for r^(X) and r2(A),
we have
92(A) 93(A)]g(A)
'3(A)
= =
[1 + 92(A) 93(A)]/(A)
[-9i(A)
93(A)
9i(A)
h3(X)-f(X)
finally,
43(A) g(A)
Continuing,
we obtain
rs(A)
hs(X)'f(X)
+
=
ksiX)-g(.X)
Then
d(X)
c-\^(X)
c-i/5(A)-/(A) + c-iA:s(A)-g(A)
h(X)-f(X) + k(X)-g(X)
as required.
The proof
that d(X) is unique is left as an excercise.
176
[CHAP. 22
3.
Find the greatest common divisor d(X) of

/(A)
3A^ + 1)C + llA + 6
and
III.
g(\)
)C
2)i-)^-X+2
and express d(\)
in the form of
Theorem
We
(i)
(li)
(iil)
find = =
/(A)
g(A)
(3A+l)g(A) +
(A'
+ 4A^+6A+4)
(A^
(A-2)(A^ +
=
4A^ +
6A+4) +
+ 7A+10)
A^+4A2+6A + 4
A^
(A-3)(A^ + 7A+10) + (17A + 34)
and
(Iv)
7A + 10
(Â + p^)(17A+34)
J-(17A+34)
=
The greatest common

Prom
(iii),
divisor is
A +
17A
+34
from
(A
+ 4A^ + 6A + 4)
(A
3)(A^ + 7A + 10)
Substituting for A^ + 7A + 10
(ii)
17A
+34
(A^
+ 4>f + 6A + 4)
(A
- 3)[g(A) - (A- 2Xi^ +

(A
4;? +
6A+4)]
(A^
- 5A +
7)(A^ + 4>f + 6A + 4) -
- 3)g(A)
and
for
+ 4A^ + 6A + 4 from
17A
+34
A +
2
(A^
- 5A + 7)/(A) + (-3A +
14A^
- 17A - 4)g(A)
Then
=
i(A^ - 5A +
7) -/(A)
i(-3A
+ 14A^ - 17A
4)-g(A)
4.
Prove:
If
the greatest
common
divisor of /(A) of degree
re>
there exist non-zero polynomials o(A) of degree

(a)
< m and
b(X) of degree < n
and g(X) of degree m > such that
is not 1,
a(X)-f(X) +
b(X)-g(X)
and conversely.
Let the greatest common divisor of /(A) and g(A) be d(X) ^
/(A)
=
rf(A)-/i(A)
1
;
then
=
and
g(A)
d(X)-g^(X)
where
/i(A) is of
degree
<n
and gi(A) is of degree

gi(A)-/(A)
=
<m. Now
=
gi(A)-rf(A)-/i(A)
g(A)-/i(A)
and
gi(A)-/(A)
[-/i(A)-g(A)]
(a).
Thus, taking a(A)
= gi(A)
and 6(A) = -/i(A),
we have
Conversely, suppose /(A) and g(A) are relatively prime and polynomials h(X) and ^(A) such that
A(A)-/(A) +
k(X)-g(X)
(a) holds.
Then by Theorem IV
there exist
Then, using
(a),
a(X)
= =
a(X)-h(X)-f(X)
+
+
a(A)-A:(A)-g(A)
-b(X)-h(X)-g(X)
if (a)
a(A)-i(A)-g(A)
and g(A) divides
a(A).
But this is impossible; hence,
holds, /(A) and g(A) cannot be relatively prime.
CHAP.
22]
177
5.
Prove: Every non-zero polynomial /(A) in F[\] can be written as

/(A)
c-q^(X).qâ)
...
qr(\)
where
,^
is a
constant and the q^(\) are monic irreducible polynomials in F[A].
Write (i)
/(A)
is the leading coefficient of /(A).
a-/i(A)
is irreducible,
where a
theorem.
(")
If g(A)
If /^(A)
then (i) satisfies the conditions of the
Otherwise, there is a factorization

/(A)
n-g(A)-A(A)
Otherwise, further factor-
and
/!(A)
are irreducible, then
(ii)
satisfies the conditions of the theorem.
ization leads to a set of monic irreducible factors.
To
prove uniqueness, suppose that
"n
are two factorizations with
Pi(A) which,
Pi(A).
9i(A)
?2(A)
. .
9r(A)
and
a p^(X) PaCA)
p^CA)
r<s.
Since 91(A) divides
Pi(A)-p2(A)
p^(\).
by a change
92(A) divides
in numbering,
may be taken as
...
Then
... ps(A), it must divide some one of the Since Pi(A) is monic and irreducible, ?i(A) =
Eventually,
we have
r
9i(A) = Pi(A) for
ity is impossible,
= s
and, after a repetition of the argument above, 92(A) = P2(A). r and Pr-î(A) Pr+2(A) ... p^cA) = 1. Since the latter equaland uniqueness is established.
Ps(A)
i
P2(A)-p3(A)
= 1,2
6.
Give an example
in
which the degree
of /(A) + g(A) is less than the
degree of either /(A) or g(A).
7.
Prove Theorem
Prove:
III.
8.
If /(A)
divides g(A) and h{\).
it
divides
g(A) + h(\).
9.
Find a necessary and sufficient condition that the two non-zero polynomials /(A) and g(A) each other.
For each of the following, express the greatest common divisor
()
(6)
in
F[X] divide
10.
in the form of
Theorem IV
/(A)
/(A)
= = = =
2A^-A=+2A2-6A-4,
AÂ"
g(A) g(A)
1,
= =
A*-A=-A2+2A-2
A=
=
3A=
- 11A+
- 2A" - 2A -
3
1
(c)
(d)
/(A) /(A)
(a)
2A^ + 5A^+ 4A=
3A^ -
4A='
+ A^
- A^ - A + - 5A + 6,
1)/(A) +
g(A) g(A)
=
A% 2A%
-h
2A +
A= + 2A
Ans.
A=-2
- ^ (Ato
i (2A=+ l)g(A)
lo
(6)
A-
-l_(A+4)/(A) + l-(A^+5A+5)g(A)
('^)
^+1
^
^(A+4)/(A)-^ ^(-2A=^-9A2_2A + 9)g(A)

+
^"^^
jL(5A+2)/(A)
^^{-l5X^+4.A>?~55X+ib)sa)
11.
Prove Theorem VI.

Hint.
Let d{\) be the greatest common divisor of /(A) and g(A)

h{X) is a constant.
then
g(A) = d{X)-h(X)
and either d(X)
or
178
[CHAP. 22
12.
Prove Theorems VII and

Prove:
VIII.
13.
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

and is of minimum degree.
(a)
g(A) is a monic polynomial which is a multiple of both /(A) and g(A),
Find the greatest common divisor and the least common multiple of
=
/(A)
= =
A^g.c.d. g.c.d.
1,
g(A)
A=l.c.m,
(b)
/(A)
(a)
(A-l)(A+lf(A+2).
= =
g(A)
=
(A+l)(A+2f(A-3)
1)
Ans.
A-l;
(A^- l)(A^ + A+
=
(b)
(A+i)(A + 2);
l.c.m.
(A- l)(A+ if (A + 2f (A-
3)
15.
Given 4
show
2 ij 12 ;
(o) (b)
(f)(k)
A^
SA^
- 9A =
and
(f)(A)
A -
sA!^
- 9A -
51
m(A)
= 0.
when m(A)
A^
- 4A -
16.
What property of a
field is not satisfied
by a polynomial domain?
/(c) = 0.
17.
The scalar
and only
if
c is
called a root of the polynomial /(A) if
Prove: The scalar e is a root of /(A)
if
A-
c is a factor of /(A).
18.
Suppose
/(A) =
(A-c)^g(A).
(a)
if
Show
that c is a root of multiplicity

if c
k-l
of /'(A),
(b)
Show
that c is a
root of multiplicity
k>
of /(A)
and only
is a root of both /(A) and /'(A).
19.
Take Show
Hint:
/(A) and g(A), not both 0, in F[\] with greatest that if D(A) is the greatest
common
divisor d(X). Let
be any field containing F.
common
divisor of /(A) and g(A) considered in K[A], then

/(A) = s(X)-D(X).
D (A)
=
= d(X).
Let
d(X) = h(\)- f(\) + k(X)- g(\).

is normal it
g(A) = t(X)-D(X).
and D(X)
c{X)-d(X).
20.
Prove:
An n-square matrix A
'
can be expressed as a polynomial

+
...
aÂ
in
/I.
+ a^^Â
+ aiA + oqI
chapter 23
Lambda
Matrices
DEFINITIONS. Let F[X] be a polynomial domain consisting

in F.
of all polynomials in A with coefficients
non-zero
mxn
matrix over F[Aj
oii(A)
(23.1)
ai2(A)
a22(A.)
...
...
ai(A) CsnCA)
^(A)
[ij (A)]
asiCA)
Omi(A)
is called a A-matrix.
a^îX.)
...
aj^n(>^)
Let p be the maximum degree in A of the polynomials a^jiX) of (23.1). written as a matrix polynomial of degree p in A,
(23.2)
Then A(X) can be
^(A)
Ap\^
sp-l A.^X^-^
...
A,\
+ Ao
where the ^^ are

Example
1.
mxn
'^(A)
matrices over F.
A^+A
.
A* + 2A= + 3A^ + 5]
A^
A=
- 4
- 3A=
J
1
A^ +
u
-J
A +
-4
L
is a A-matrix or matrix polynomial of degree four.
zero.
The
A(X) is ra-square, it is called singular or non-singular according as \A(X)\ is oris not Further. A(X) is called proper or improper according as A^ is non-singular or singular matrix polynomial of Example 1 is non-singular and improper.
If
OPERATIONS WITH A-MATRICES.

over F(X)
(23.3)
Consider
the
two
n-square
A-matrices
or
matrix polynomials
^(A)
A^X^
.P-'
p -1
+ Ai^X + Aq
and
(23.4)
B(X)
S^_,
a"^
'
...
SiA + So
(j
The matrices (23.3) and (23.4) are said to be equal, ^(A) = 5(A), provided = Bp=a andAVI,' ^ ^ = 0,1,2 p).
The sum A(X)

two A-matrices.
+ S(A) is a A-matrix C(A) obtained by adding corresponding elements of the
The product /1(A) B(A) is a A-matrix or matrix polynomial of degree at most p+q. If either ^(A) or B(A) is non-singular, the degree of ^(A) 5(A) and also of 5(A) /1(A) is exactly p + 9. The equality (23.3) is not disturbed when A is replaced throughout by any scalar k of F For example, putting A = A in (23.3) yields
A(k)
Apk^
+ Ap_.^k^~^ +
...
A^k ^ Ao
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
(23.5)
Ag(C)
A^C^
. ^^ CÂ^
A^_,C^ p-i
A^ ^p
...
+ A,_C + Ao
and
(23.6)
4 (J)
2.
. C^ + .
+ ^^î +
ô
called respectively the right and left functional values of A(\).

A' Jx^
Example
Let
X XmI
X''
o1.
To
[l
i1.
oj
To
[-2
il
2
4_
(X)
\X-2
Then
j,nd
+ 2j
P [O
4J
and
2j
=
_3
ij
[lo
15
Ajf(C)
[o ij [3
'
[1
oJ
[3
4)
'
[-2
14
2J
26
12
27
1.
Al(C)
[17
See Problem
DIVISION.
In
Problem
I.
2,
we prove
if
If
A(\) and B{X) are matrix polynomials (23.3) and (23.4) and
Bq is non-singular,
then there exist unique matrix

/?2(A) are either zero or of
polynomials
Qi_(X), RxiX);
Q2(X), R2(X), where /?i(A) and
degree less than that of 6(A), such that

=
(?a(A)-S(A) + Ri(A)
(23.7)
.4(A)
and
(23.8)
If
A(X)
S(A)-(?2(A) + R2(X)
if
/?i(A)=0,
/1(A).
S(A) is called a right divisor of i(A);
/?2(A) = 0,
6(A) is called a left di-
visor of
jV
Example
3. If
A"^
+ A -
A% A% A +
2A''
21
(A)
L
'4(A)
2A^
-A
2
and
+
X%
(A)
'
2A
aâJ
Q-l(X)-B(X)
'1
then
Ta^-i
=
|_
A-iirA^+i
ii
A'^+aJ
r 2A
^
2A+3
+
Ri(X)
2A
JL
j_-5A
-2A_
and
A(X)
1_
A^ + aJLA-I
ij
B{k)-Q2{X)
Beie, B (A) is a left divisor of A (A)
See Problem
3.
A
(23.9)
matrix polynomial of the form
6(A)
bqX"-!^ + 5,_,A'?"'-/ +
B(A) =
...
+ b,X
+ bol^
i(A)-/
ra-square ma-
is called scalar.
trix
scalar matrix polynomial
fc(A)-/
commutes with every
polynomial.
If in
(23.7) and (23.8),
6(A) = b(X)
I.
then
(23.10)
A(X)
Q^(X)- B(X) + Rt(X)

rA^ +
B(X)- Q^(X) +
R^X)
2A
A + ll
and
Example
4.
Let
(A)
B(A) = (A + 2)/2.
Then
LA^^-I
2A+1J
CHAP.
23]
LAMBDA MATRICES
181
rA + 2
If
ll
To
-ll
If
/?i(A)
II.
in (23.10), then
^(A) = 6(A)- /
(?i(A)
and we have
matrix polynomial i(A) = [oy (A)] of degree n is divisible by a scalar matrix polynomial S(A) = 6(A) / if and only if every oy (A) is divisible by 6(A).
THE REMAINDER THEOREM.

matrix over F.
(23.11)
Let A(X) be the A-matrix of (23.3) and let B =[6^,-] be an re-square Since Xl - B is non-singular, we may write
A(\)
(2i(A)-(A/-S) +
/?!
and
(23.12)
A(\)
A.
It
(A/-fi)-(?2(A) + R2
where R^ and Kg are free of
can be shown
m.
If
the matrix polynomial A(X) of (23.3) is divided by \I
-B, where B =[b^-]

''
is
ra-
re, until
remainders ^1 and R2, free of

=
Aj^(B)
A, are obtained,
then
=
=
A^B^
BÂp
Ap_^B^~'
B^~'a^_^
\I - B
=
...
A,B
+ Ao
and
a,
Examples. Let
Aj^(B)
...
+ BA, + "^
^
The
^(A)
."^M
A='
and
r~^
|_-3
flO
LA-2
[a +
+ 2j
3
A-4J
isl 26j
=
'^'
IfA-l
4JL-3
[4
and
'^'^
A+
-2I A-4J
"
[14
U
2,
a'-JH'
a!4J
j?2
[17
27]
(^'-B^Qî^^-^^
Theorem
III.
Prom Example
R^ = Ag(B) and
= A^(B) in accordance with
When ^(A)
is a scalar matrix polynomial
'4(A)
/(A)-/
apIX^ + ap.jx''^ +
...
+ ai/A + Oq/
the remainders in (23.11) and (23.12) are identical so that
^1
and we have
^2
apB^
ap_^B^~^
...
+ oifi + aol
IV. If a scalar matrix polynomial /(A)-/ is divided by

free of A, is obtained, then
A/-B
until a remainder/?.
= f(B).
As
a consequence,
V.
we have
scalar matrix polynomial /(A)-/ is divisible by
KI^- B
if
and only
if
f(B) =
0.
CAYLEY-HAMILTON THEOREM.
trix
Consider the re-square matrix A = [o,-,-] having characteristic maijj 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
Then ^(A)
/ is divisible
by XI - A and, by Theorem V,
[oj,-]
(^(A) =
0.
Thus,
<fi(X)
Vl. Every square matrix A =
satisfies its characteristic equation
0.
Example
6.
of
is
V.i
32
31
A -
7>i
+ llX - 5 =
0.
Now
62
31 31
63
31
62
32
and
32
31 31
62 63
62
3l"
12
13
12
6
6
7.
"2
2 3
2
r
1
o"
1
31
32_
- 7
6 6
11
_1
1_
See Problem
4.
SOLVED PROBLEMS
1.
For the matrix
A(X)
[,
A+
1
compute
-4
ij
p(C) and 4r(C) ^
when
C=
L
2J
^'<'^'
i o]C
'2
'
"3
o][o
'
c 3
and
2.
Prove:
there ^(A) and B(A) are the A-matrices (23.3) and (23.4) and if Bq is non-singular, then are either and RîX) exist unique polynomial matrices Q-,(X), i(A); QsO^). R2M. where Ri(A) zero or of degree less than that of 6(A), such that
If
(i)
^(A)
QAX)-B(X) +
Ri(X)
and
(ii)
^(A)
If
6(A) (?2(A) + RîX)

fii(A) = A(X).
p <
q,
then
(I)
holds with (3i(A) =
and
Suppose that p iq; then

=
4(A) - ApB-^B(X)X^''^
C(A)
where C(A)
If
is either zero or of
degree at most p q,
1.
C(A) is zero or of degree less than

(3i(A)
we have
(i)
with
ApB'q'-^''^
and
RîX) =
C(A)
CHAP.
23]
LAMBDA MATRICES
183
If
C(X) =
C^X +
...
where
s>
q.
form
A(\)
If
- ApB-^''B(\)\P-1 q,
C^S-1B(A)X^-'?
(i)
D(X)
D(X) is either zero or of degree less than
we have
with
Qi(\)
otherwise,
Aj^B-^XP'^l .C^B'^^X'-^ ApB-'XP'^ + C^B^^X^-'f
and
Ri(X) = 0(A)
...
we continue
(i).
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
To
obtain
(II),
begin with
^(A)
- B(X)B-^''ApXP~1
left
This derivation together with the proof of uniqueness will be
as an exercise. See Problem
1,
Chapter 22.
rA^ +
3.
Given
2A=-l
1
A'-A-l]
and
S(A)
A= A"
^(A)
|_ L
A + A' A" A^ +
L-A^ + 2
A^
- A
find matrices Q-l(X), Ri(X);

(a)
(?2(A),
R2(X) such that

(b)
A(X)
= Qi(X)-B(X) + Ri(X).
A(X)
= S(A)-(?2(A) + RîX)
as in Problem
2.
We have
and
Here,
So
-ii
and
ij
S2
-,
=
Tl [i
ii
L-1
(a)
2J
We compute
^(A)
-^4S;^5(A)A^
3 =
1
1'
-2
A +
1]
10
-10
3]
2
fo
-l"!
^ A +
f-l
-1'
C(A)
11
D{X)
C(A)
- C3S2^S(A)A
2
= 3
A2 +
1
A +
-6
and
D(A) - D^B^^BCX)
J
3 5
1
11 L
P
5]
P-i
-1I
= _
-6
=
5"]
["-13
-2
3J
^ +
[_
-9
'1
-6A-13 -2A-9
A= +
5A + 3 3A + 5
fli(A)
Then
(?i(A)
(A^X^ + Cs A
+O2 }B^-^
--
A +
p
fA^
q
+
P
e]
^1
4A
+ 4
4
A^ +
sA +
5
2A+
3A +
(b)
We compute
^(A) - B(A)S2^'44A^ E(X)
(A) - 5(A) B2
^sA
and
F(X) - B(X)B2
F^
ftsCA)
184
LAMBDA MATRICES
[CHAP. 23
Then
QziX)
B2^(A^>? + 3 A +
F2)
[A^+4A
A^ +
+ 4
9
2X +
2I
6A +
3A + 5J
1
1
2
1
1
4.
Given
3 2
use the fact that A satisfies
its characteristic
equation to compute A"
and A
also, since
is non-singular, to
compute A
-2
-1
and A'
A-1
A/-^|
Then
-3 -2
-1
A-1
-3
A^-3A^-7A-11
A-1
5"
"8
8 7 8
"l
1
1
2"
"1
0"
1 1
42
=
31
29
31
3A +1 A + 11/
8
_13
8
8_
3 2
1
1_
11
45 53
39
45
42
42
31
29"
'8 + 7
8
8 7
8
5'
"1
1 1
2
1
1_
193
=
160
177
144
160
^*
3/ +7/
=
UA
45
_53
39 45
31
42_
8 8
3
_2
224
272
13
224
193
From
11/
-1 A -3-4
+A
we have
'1
0' '1
1 1
2"
8 7
8
5 8
8_
-J-7/
34 +/II
11
_0
1
1_
3 2
1
1_
8
_13
-2
-1
-1
5
-3
-1
11
7
-2
2 5
-1"
5
"1
0"
1 1
2
1 1
i{_7^-i -3I
+ A\
121
-3
-1
- 33
1
1
11
3 2
-2
29'
-8
40
121
-24
-1
40
-24
-8
-27
5.
Let Ai, As,
,^n
x:.
be the characteristic roots of an re-square matrix A and let h(x) be a polynomial
of degree p in
Prove that
\h(A)\
= h(\)- h(X2)
h(X^).
We have
(i)
\XI-A\
(A-Ai)(A-Ao)...(A-A^)
Let
(ii)
h(x)
c(,si- x)(s2-x) ...(Sp - x)
Then
h(A)
=
c(sil-A)(S2l-A)...(spI-A)
4
CHAP.
23]
LAMBDA MATRICES
185
and
|A(^)|
=
c'P\siI-A\-\s2l-A\ ...\sp!-A\
!c(si-Ai)(si-A2)
...
(si-A)i
...
Jc(S2-Ai)(S2-A.2)
(S2-X)!
...
{c(Sp -\t)(,Sp -As)
...
(Sp
-X)!
jc(Sl-Ai)(S2-Xl) ... (S^- Xl)i {c(si-A2)(S2-A2) ... (Sp-\2)\

=
...
ic(si-A)(s2-A)
...
(s^-A)!
h(\i_)h(\2) ...h(\^)
using
(ii).
6.
Given
A(\) =
Pr^ [a^+i
[_A^
^1
A-iJ
sna
B(A)=r^^
[a +
1
^^^^1 a
compute:
_r2\2+2A
(a)
-4(A)
A^+2A1
2A ij
+ B(A) + A + 2
(6)
A(\) - B(A)
r2A
^
-A^l
[a^-a
rA* +
-ij
A* + 3A= + 3A=1 -, A o
A-'
2A=+A=+A
o
1
(c)
^(A)-S(A) =
L ^ +2A^ (rf)
A'
2A^J
B(A)M(A)
r2A'' +
1_
3A'+A^+A
+ 3A^ + 3A
2A^
-a]
2A='
2\^
7.
Given
/1(A)
compute:
Ag(C)
B;p(C)
5
5
-2
-1
[-:
3
<?i?(C)
1
3"]
4;f(C)-B^(C)
[l7
Bn(C)-4n(C) i?^
-7J
^;?(C)
= 9
= 3
-3
-3I
î(C)
î(C)-B^(C)
B^(C)-A^(C)
E
[3
:]
[::;]
3-
--M
if
where P(A) = 4(A)- B(A) and Q(X) = B(A)M(A).
8.
If /4(A)
A-matrix,
and B(A) are proper n-square A-matrices of respective degrees p and q, and show that the degree of the triple product in any order is at least p+q.
C(A) is any non-zero
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)
.4(X)
A
,,
,
La%i
f
-A.2
,,
"
'
1
I
.
Fa
BiX)
a]
a^-aJ
+
A.
''''-'I
-aJ
-A^ + 2A + 2l
1
FA-I
-ll
(b)
AiX)
U.2A-1
A^-2A+1
A'*
''''-
J'
+ A^ +
[o
5A^+2A
4A^ +
x4
+ 4
1
A'^ 1
7A-2
+ 2
(c)
.4(A)
3A''
3A 2
3A^+ 2A
6A+
2A - A +
A^ + 2A''
A + A^ +
8A -
A^+1
B(X)
3A-1
A+
1
2A
A^
A-2
2A
A""
3AnA"-l
(d)
A"-l
A* + A^ +
2
A^-A
A 1
A(X)
A=-A^+l
A^ + A
B(X)
2
A^-2A-1 A+1
A
A^
A''
A +
+ A
A^-2A
A^ + A 1
A+
a1
2A* + A -
A-2
.
[\+i
Ans.
(a)
r 2a
'^^''-'-
a-i1
-A + 2j'
fo [l
o]
ij
Q
X
^=^'^^
ij'
''^'''+2
f-A
(b)
-A-l]
.,(A)^0;
f-A-l
-A +
ll
f-
3
1
0,(A)=
\^_^^^
,,(A)=
_J,
A^+3
|^_^
J,
-fjA-3
..(A).
|^_ 1
-A+1
(c)
-A+7
-16A + 14
fti(A)
-5A + 2
(?i(A)
A^-1
3A + 5
A
A"
2
-3A+2
-21A + 4
-2A+3
loA +
3
A-5
18A-7
2A-3
A-l
<?2(A)
A-6
5A-7
A^ +
1
,2
A
2
/?2(A) =
1
A+
3A^ + 6A + 31
(d)
-3A^-5A-16
A=^
3A'^-7A
-A^ +
2A'^
+ 8
Qi(X)
A -
3
1
- A -
4A -7
1
-2A -
- 2A -
81A +
Ri(X)
46
1
-12A 15A -
16
9
-85A 12A -
23
5 2
4A -
-9A -
-7A
+ 31
17A -
3A^+5A
<?2(A)
-A^-A-4
A"
3
2A^-4A
+ 3
A - 14
-2A + 6A - 6
-3A 7lA +
fl2(A)
2A - 2A -A +
ll
46
-12A llA +
8 6 4
-26A - 30 -15A - 30
4A - 4
16A - 16
2A +
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
11.
Given
[\^
3X+
^2 A^-3A
.
1
''*
A-2
.4(A) =
C(X)
=1fx
A +
2
^
A 1 A A+lJ
+ 2j
[A - 3 Â
(a)
compute
B(A)- C(A)
(b)
find (3(A) and fi(A) of degree at
most one such that

+
l]
4(A) = Q(X)- B(\) + R(\).
Fa^'+SA^-VAL^- 5A=+llA 12.
A^'+SA^+sA
[A + 4
A +
A -
si
r-9 A +
S(A)
-A - gl
10
A='-A^-3A+2j
in
A-6
ij
|_13A-6
9A +
10J
Given
compute as
Problem 4
10
'1
,
A^
|_i2
^^1 i7j
[I
13.
!;]
Prove:
Hint.
If
A and B
are similar matrices and g(A) is any scalar polynomial, then g(A) and g(fi) are similar.
Show
If
first that
and B
S^
are similar for any positive integer k.
14.
Prove:
fi
= diag(Si,
B^) and g(A)
is
any scalar polynomial, then
g(B)
15.
diag(g(Si), g(B2)
g(B))
Hint.
16.
Prove Theorem ni. Verify: A/ - B divides A(\)-Ajf(B).

= 0.
The matrix C is called a root of the scalar matrix polynomial B(A) of (23.9) if B(C) C is a root of B(A) if and only if the characteristic matrix of C divides B(A).
Prove: If Ai, Aj A are the characteristic roots of A and characteristic roots of f(A) are /(Ai), /(A2) /(A)Hint.
if
Prove: The matrix
17.
f(A) is any scalar polynomial in A, then the
Write
\- f(x)
c(xi- x)(x2=
x) ...(x^
- x)
so that
\\I
Nowuse
|*j/-4|
(xj-Ai)(::i-A2)...(*^-A)
and
- f(A)\ = c'^\xj - A\ \x2l - A\ ...\xsl -A\. c(xi -Xj) (x2-\j) ... (x^ -\j) = \- f(\j).
1
-1
3
1
18.
Find the characteristic roots of
f(A) =
A'^
-2A+3,
given
2
1
19.
Obtain the theorem of Problem 5 as a corollary of Problem 17.

Prove:
If
20.
A of Problem
17, then
is an invariant vector of f(A)
21.
Let A(t)
A(t)
= [a^,-()]
where the
a^j{t) are real
polynomials
in the real variable
t.
Take
and differentiate the last member as

nition
if it
were a polynomial Sfnomial with wit! constant coefficients to suggest the defi,
22.
Derive formulas
(a)
-r-\A(t)
for:
+ B{t)\;
(b)
-T-\cA(t)\.
where
dt
c is
a constant or c =[ciA;
(c)
^{A(t)dt
B(t)\;
(d)
dt
Â
'it).
n
Hint.
use
For (c). write A{t)-A-\t) = /.
A(t)- B(t) = C(t) = [ci;.(t)]

'
and differentiate
cv,-()
k=i ^^
a,-i,(0 6i,,-().
For
(d),
"^^
chapter 24
Smith Normal Form
BY AN ELEMENTARY TRANSFORMATION
(7)
on a A.-matrix A(X) over F[\] is meant:

ff|-;
The interchange
of the ith and /th tow, denoted by

.
the interchange of the ith and /th
column, denoted by K^j

(2)
The multiplication
of the ith row by a non-zero constant k, denoted by H^(k);
the multiplication of the ith column by a non-zero constant k, denoted by Kîk).

(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
I.
5,
we have
is an elementary
Every elementary matrix in F[\] has an inverse which in turn
ma-
trix in F[\].
II.
If
\A(\)\ = k
0,
with k in F, A(\) is a product of elementary matrices.
III.
The rank
of a X-matrix is invariant under elementary transformations.
Two
re-square X-matrices i(X) and B(X) with elements in F[X] are called equivalent proff 2
'
vided there exist P(\) = H^

(24.1)
^1 and Q(\) = K^- K^

=
...
K^ such
that
B(X)
P(\)-A(X)-Qa)
Thus,
IV.
Equivalent
mxn
X-matrices have the same rank.
THE CANONICAL SET.

V.
In
Problems
and
2,
we prove
Let A(\) and B(X) be equivalent matrices of rank r; then the greatest common divisor of all s-square minors of A(\), s r, is also the greatest common divisor of all ssquare minors of B(\).
In
Problem
VI.
3,
we prove
r
Every X-matrix A(X) of rank
can be reduced by elementary transformations
to the
Smith normal form
188
CHAP.
24]
SMITH NORMAL FORM
189
A (A)
/2(A)
(24.2)
N(\)
...
0_
where each
/^(A) is
monic and
of rank
f^(\) divides f^^^ (A),

r
(i
1, 2, ...
1).
When a A-matrix A(\)

all
has been reduced
to (24.2), the greatest
common
divisor of
s-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 ssquare minors of N(\) and thus of A(\) is
(24.3)
g,(A)
/i(\)-f2(A)-...-4(A),
to
(s
= l,2,
.r)
Suppose A(\) has been reduced

/V(A)
diag(/-i(A), /2(A)
/^(A), 0,
and to
/Vi(A)
diag(Ai(A). AsCA)
hîX),
O)
By
(24.3),
gs(A)
/i(A)-/2(A)-...-/s(A)
Ai(A)-A2(A)-...-As(A)
so that
Now
(24.4)
gi(A) =/i(A) =Ai(A),
g2(A) =/i(A)-/2(A) =Ai(A)-A2(A)

1,
U\)
r)
h^W,
in gen-
eral, if
we
define
go(A) =
then
s:s(^)/s-i(^)
4(^)
h^(\).
(s
1, 2
and we have
VII.
The matrix N{X)
of (24.2) is uniquely determined by the given matrix /1(A).

for
Thus, the Smith normal matrices are a canonical set

A +
2
equivalence over F[A].

A.
A +
+ 3
Example
1.
Consider
.4(A)
A'+2A^+A
A^ +
A^+A'^ + A
A^ +
2A%3A'^+A
3A^ +
3A +
2A +
6A
+ 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
= A^
common
=
divisor of the two-row minors of A(X) is g2(A)
=X,
and g3(A)
/i(A)
= i\A(X)\
+X^
Then, by (24.4),
/2(A)
gi(A)
1,
g2(A)/gi(A)
A,
/3(A)
g3(A)/g2(A)
A^+A
and the Smith normal form of A(X) is
10
A'(A)
A^+A
For another reduction, see Problem
4.
INVARIANT FACTORS. The
polynomials
f^(X),f-2{X)
/V(A)
in the diagonal of the Smith normal

1,
form of A(X) are called invariant factors of ^(A). If 4(A) = fk(X) = 1 and each is called a trivial invariant factor.
k r,
then
/i(A) = /2(A) =
...
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
(24.5)
DIVISORS. Let A(X) be an re-square X-matrix over F[X] and
let its invariant factors
be expressed as
f^(\)
{p,(X)\'î^\p^(\)fi^...\PsMi^^^.(i = i.2
r)
where pi(A), p2(X), ., PgCX) are distinct monic, irreducible polynomials of F[X\. q^j may be zero and the corresponding factor may be suppressed; however, since r-l;/ = l,2, .s). /i+i(A), qi+t,j^gij. (f = 1.2
Some
fj
of the
(A)
divides
The
of A(X).
factors
!p-(X)S'^*i
which appear
in (24.5) are called
elementary divisors over F[X]
Example
2.
Suppose a 10-square A-matrlx A(X) over the rational
field
has the Smith normal form

I
10
10
(A.-1)(A^+1)
'
(A-1)(A^ + 1)Â
(A-l)^(X" + l)Â^(A"-3)
The rank
is 5.
The invariant
/i(A)
=
1,
factors are
/2(A)
=
1,
/3(A) =
(A-1)(A^+1),
U(k)
(\-l)(X^+lfX.
are
/5(A)
(A-l)''(A.''+lf A^(A''-3)
The elementary divisors
(X-l)^
A-1,
A-1.
(A^'+l)'',
(A^+l)^,
(A'^+l),
A^
A,
A""
- 3 each ele-
Note that the elementary divisors are not necessarily

mentary divisor appears as often as
it
distinct;
in the listing
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-
mentary divisors are

(A-l)"^,
A-1,
A-1,
(A^lf,
(A^'
l)''
(A^'
l),
X',
A,
X-\fz,
X+x/l
since
(6)
A^-3
can be factored.
field the invariant factors remain
Over the complex

are
unchanged but the elementary divisors
(A-1)^,
A-1,
(X-if,
A-1,
X-i,
{X + if,
A^,
A,
(X + if,
X + i.
(X-if.
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

A=,
A"",
be
A,
(A-l)^
(A-^)^
A-l,
(A+l)^
A+
Find the invariant factors and write the Smith canonical form.
To form
/5(A), form the
lowest common multiple of the elementary divisors,

/5(A)
=
a" (A-1)'' (A
i.e.,
if
CHAP.
24]
SMITH NORMAL FORM
191
To form
fî\),
form the lowest
common multiple
remove the elementary divisors used of those remaining, i.e.,

UiX.)
in /sCX) from the original list
and
A^(X-lf(A+l)
1.
Repeating, /sCX) =
A(X-l).
is
Now
the elementary divisors are exhausted; then /sCX) = /i(A) =
The Smith canonical form

1
$XN($
1)
A^(A-lf (A + 1)
A=(A--lf(X+lf
also are the elementary divisors.
Since the invariant factors of a A-matrix are invariant under elementary transformations, so Thus,
IX. Two re-square X-matrices over F[\] are equivalent over F[X] have the same rank and the same elementary divisors.
if
and only
if they
SOLVED PROBLEMS
1.
Prove:
If P(\) is a product of elementary matrices, then the greatest common divisor of all ssquare 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 interchange 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).
;
Consider P(X)
= H^ (k);
then either S(A) = R(X)

Its effect
or S(X) = kR(X).
(i) to leave R{X) unchanged, (U) to increase one of the rows of R(X) by /(A) times another row of R(X). or (iii) to increase one of the rows of R(X) by /(A) times a row not of R(X). In the case of (i) and (li), S(X) = R(Xy, in the case of (iii),
Finally, consider
P(A) = H^j (/(A)).
on ^(A) is either
S(X)
R(X) f(X)-T(X)
where 7(A) is an s-square minor of
.4(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 elementary 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
est
common divisor of all s-square minors of C(A) and the same is true common divisor of all s-square minors of C(A) = P(X)- A(X)- Q(.X) is
square minors of ^(A).
for B'(A)
and B(A). Thus, the greatest
the greatest
common
divisor of all s-
192
SMITH NORMAL FORM
[CHAP. 24
3.
Prove:
Every A-matrix A(\) =
[a^j(\)]
of rank
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 J By means of a transformation of type 2, this element may be made monic and, by the proper interchanges of rows and of columns, can be brought into the (l,l)-position in thematrix to become the new aii(A).
7^
degree.
(a)
Suppose a 11 (A) divides every other element of ^(A). duced to

/i(A)
(i)
Then by transformations
of type
3,
4(A) can be re-
B(A)
where /i(A) = a 11(A).

(6)
Suppose that an(A) does not divide every element of A(X).

which is not divisible by
Let
ai--(A)
be an element in the
first
row
an (A).
By Theorem
I,
Chapter 23, we can write
ay (A)
where
type
ri^-(A) is
g(A)an(A) + ry(A)
Prom the
/th
of degree less than that of aii(A).
column subtract the product of q{X) and
the first column so that the element in the first row and /th column is
2,
now
ri,-(A).
By a transformation
it
of
replace this element by one which is monic and, by an interchange of columns bring
into the
(i).
(l,l)-position as the
new oii(A).
row and the
If
now an(A) divides every element
of A{X),
we proceed
to obtain
Otherwise, after a finite number of repetitions of the above procedure, we obtain a matrix in which every
element
If
in the first
first
column is divisible by the element occupying the (l,l)-position.
this element divides every element of A(X),
we proceed
to obtain
(i).
Otherwise, suppose
a,-,-(A)
"J
is
not divisible by
aii(X) - qix(X)- a^îX) and aij(A) = gijXA)- aii(A). From the ith row subtract the product of gii(A) and the first row. This replaces aii(A) by and aij (A) by aij{X) - qii(X) a^jiX).
On (A).
Let
Now
add the
jth
row
to the first.
This leaves oii(A) unchanged but replaces aij(A) by

îj(X) +
it
aij (A)
- qii(X)- aij(X) + aj(\)
gij(A)U- ?ii(A)!aii(A)
Since this is not divisible by aii(A), we divide
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

Next,
(i).
we
treat B(A) in the
same manner and reach

i(A)
/2(A)
C(A)
Ultimately,
we have the Smith normal
form.
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^îX).
CHAP.
24]
SMITH NORMAL FORM
193
4.
Reduce
X + ^(A)
A='
A+
+A
2
A + 3
+ A
1
+ 2A= +
A +
a""
2A''
+ 3A^
+A
A^
3A +
X" + 2
A +
a""
+ 6a + 3
to its
It
Smith normal form.

is not
necessary to follow the procedure of Problem 3 here. The element /i(A) of the Smith normal common 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
form is the greatest
from the
first,
we obtain
1
A+
a"
1
A+
2A +
3A^ +
1
"
A + A
A +
'4(A)
A^
A% A
2A +
3A%A
6A
+ 3
A%A
2A^ + 2A.
A+
1
A^ +
A + A
2A + 2A_
Lo
S(A)J
Now
the greatest
common
divisor of the elements of S(A) is A.
Then
A+A
2A^ + 2A and this is the required form. 2A^ + 2A
A" + A
5.
Reduce
A -4(A)
1
A + 2
A''
A""
+ A
A^
2A
:
A=- 2A
to its
- 3A +
A= + A -
Smith normal form.

find
1
We
AA=
A +
AA
A +
2"
^(A)
"l
^\^
AA
A^-3A
"
+ 2
A=+2A A^+A-3_
"l
A A +
1 1
A+1
1
-A -
-V-
-1
-A -1
A +
-A'
A+1
^23(1); Hs2(A +
l),
A+1
A+
-A
l),
A(A+i)
.Ksi(-A -2);
using the elementary transformations î2(-l);
^2i(-A), ^3i(-A +
2);
/f2i(-A +
HqsC-I);
Hî-iy. K32(-A-l), Xs(-l)-
6.
7.
Show
that
H.jK^j
H^{k)Kâ/k)
H^j{f{\))
Kj^{-f(,X))
/.
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-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) =
and then obtain
A(Xr^
given
Q(X)-P(X)
A+
-4(A)
A+
A+2
A+2
A+1
-A-1
-A^'-A +
A^ + 2
l
Hint.
See Problem
6,
Chapter
5.
Ans
A-1
-A
A^ +
2A-1
-A^ - 3 A - 2
A+
11.
Reduce each of the following

X
(a)
to its Smith
normal form:
1
'-\>
A
>?
A%A
_2A''
+ 2A
A-1 A^-1
2A^ - 3A + 2
A
A^
A
A= +
\^-2A
A
1
>+
(b)
2A
-AÂ
1
'Xy
A-1
_ A^
A^
A^
A^- 2A+
2A=
- A=
A+
l_
A=
I
1
A+1
2A-2
+
1
A1
A^ A"
'-Xj
00
1
a""
A% A
(c)
a""
2A''
- 2A +
a''2A''
a''
2A
A + 4
A""
- A -
3\^
-7A
+ 4
-2A=
A=
- A
AÂ""
A^ + 2
A^ +
(d)
2A''-2A''
1
- 2A^
1
A^1 1
'-\j
A +
1
A" + A
\^ + l
A^ +
A""
+ A -
A^ +
A
1
A +
A"
A"1
A^
+A
A"
A=
A= +
A%
+ 3
A^ +
A -
A^
A-1
1
a""
A%A^
+
1
A-^
A= +
2
A^
i_
'a=^
3A
4A 2
A= + 3
A-2
(e)
A-1
4A+3
A^ +
A+
A-2
3A + 2
1
3\ +
A^ +
2\ + 2
2A
6A
+ 4
A%
'-VJ
6A 1
A ^+ 2A + 3J
D
"a^
if)
\^
-2\
A+
A=( A-
ifOV+l I
12.
Obtain the elementary divisors over the rational

matrices of Problem 11.
field, the real field,
and the complex field
for
each of the
CHAP.
24]
SMITH NORMAL FORM
195
13.
The following polynomials

real field.
(a)
(b)
are non-trivial invariant factors of a matrix.
Find
its
elementary divisors in the
X^-X. X=-A^ A^-2A^

A+1, X^X,
1,
+ X^
(X^-lf. (X^-lf
X''
(c) (d)
X" + X,
A^ + A,
(a)
(b) (c) (d)
X^,
A'
A''
+ 2X'' A,
2A^+
A''
X"^
X.
+ 2A +
A,
A''+A''+2A'' + 2A +
A''
+A
Ans.
A^,
(A
-if, A-1,
A-1
(A
A+1, A+1,
A, A, A, A,
(A+lf, (A+lf, A-1,

+
l,
-if,
(A
-if
A^
A.
A^'
(A^'+lf,
l,
A-1
(A^
A,
A^ +
(A^+lf,
+ lf.
A+1
whose rank
is six.
14.
The following polynomials

factors?
(a)
(6)
A, A,
are the elementary divisors of a matrix
What are
its invariant
A+
A,
1,
A+2, A +
3,
A+
(c) (d)
(A
A^,
-if,
(A
A,
-if,
(A
-if, A-1, (A+lf

(A + 2f,
A^
A=,
(A1,
1,
1)2,
A-1
A(A + l)(A + 2)(A+3)(A + 4)
A^
(A + 2f,
(A+2f
.4ns.
(a)
(b)
1,
1,
1,
1,
1,
A,
A,
A^cA-l),
AÂ-lf
+ 2f,
A''(A
(c)
1,
1,
1, 1,
A-1, (A1,
if, (A- if, (A- if (A+lf

A''(A
(d)
A(A + 2f,
2f
15.
Solve the system of ordinary linear differential equations
!Dxx
(0 + 2)^1
+ (D + i)x2
- (D-l)xs
(D + l)x2
+
= = =
(D+ 2)X2
t
e*
where
xj, x^,
xs are
unknown
real functions of a real variable
and
at
4.
Hint.
In matrix notation, the
system is
AX
Now
the polynomials in
D D+2
D+1 D+1
Xl
'o'
-D + 1 D+2
X2
3_
e\
computing form similar to

:i2(-l),
.ffi(-l),
combine as do the polynomials in A of a A-matrix; hence, beginning with a that of Problem 6, Chapter 5, and using in order the elementary transformations:
of
/I
K2i(D +
l),
H2i(-D-2). ff3i(D+l), K^siD). H^si-i). Kîh. K^gi^D

k(D +
l)
+1).
Hsî-kD),
Hs(2). Ks(l/5)
obtain
-1
^(5D2+12D + 7)
^-^(SD^ + TD)
PAQ
5D + 6
-4
.4
-1
-jD
\D
A'l
-5D2-8D-2 -D 4D + 2
the Smith normal form of A.
i(5D2+7D + 2)
d=+|d + | 5 5
Use the
get
yi = 0,
QY
to carry
AX
into
AQY
ys
=
and from
PAQY
N-J
PH
y2=-4e*
X
=
(D2+|D
+ i)y3
6e*-l
and
Kê"^^^ + Kê-^ + \e^ ~ ^ 3

4
Finally, use
i
=
QY
to obtain the required solution
3Cie-**/5 + it _ |,
^2
12Cie-'^*/5 + Cje"* - i,
Xs
-2Cie-**/s+ ie*+ i
chapter 25
The Minimum Polynomial of a Matrix
THE CHARACTERISTIC MATRIX \I-A
I.
of an -square matrix A over F is a non-singular A-matrix having invariant factors and elementary divisors. Using (24.4) it is easy to show
If
is a
1,
diagonal matrix, the elementary divisors of \I- D are its diagonal elements.
In
Problem
II.
we prove
A and B over F are similar over F if and only if their charsame invariant factors or the same rank and the same elemen-
Two
re-square matrices
acteristic matrices have the

tary divisors in F[X.].
Prom Theorems
HI.
and
II,
we have
A over F
is similar to a diagonal matrix if and only if
An
re-square matrix
\I- A
has linear elementary divisors in F[\].
SIMILARITY INVARIANTS. The
invariant factors of \I -
are called similarity Invariants of A.

is the
Let P(X) and Q(\) be non-singular matrices such that P(X) (\1-A)-Q(\) mal form
diag(fi(X), 4(X),
...,
Smith nor-
jâ))
Now
\P(\).(XI-A).Q(\)\
Since <^(X) and
IV.
/^(A) are
\P(X)\.\Qa)\4,a)
|
=
=
1
A(A)-/2(A)-.../na).
monic,
P(A)
1 |
(?(A)
and we have
is the
iant factors of
The characteristic polynomial of an re-square matrix A XI- A or of the similarity invariants of A.
product of the invar-
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.)
5.^
The most elementary procedure for finding the minimum polynomial of i following routine:
(I)
(II)
involves the
If
If
If
4 = A ^
oq/,
then m{X) =
X-ao:
al for all a but
i^ = aÂ +
aj
then
m(A) =
A^
- a^X - uq
,
(III)
A^ ^ aA + hi
for all a
and b but
're(A)
A''
=
a^)?
aÂ"^
+ aÂ + aÎ
then
A^
- a^X - Oq
and so on.
122
Example
1.
Find the minimum polynomial of ^
2 2
2
1
196
CHAP.
25]
197
Clearly A
oqI
is
impossible.
8 9
Set
'9
8
8
8
8 9 =
'122"
i
2
2
1
'100"
+
oo
1 1
2
1
Using the
first
two elements of the
first
row of each matrix, we have
9 =
|
Oj^
+ ao_
then
8 =
2ai
a^= i and oq
A^ = iA +
51
= 5.
After (and not before) checking for every element of A^, we conclude that and the required minimum polynomial is X^ - 4X - 5.
In
Problem
V.
if
If
2,
we prove
if
is
and only
3,
any re-square matrix over F and /(A) is any polynomial over F, then f(A) = the minimum polynomial m{\) of A divides /(A).
In
Problem
VI.
we prove
ra-square matrix
fn(X) of
The minimum polynomial m(\) of an A which has the highest degree.

f^(X), f^(k)
(fi(\)
is that similarity invariant
Since the similarity invariants
of
Vn. The characteristic polynomial A and certain monic factors of m(X).
of
fn-iM all divide A is the product
^(A), of the
we have
minimum polynomial
and
Vin. The characteristic matrix of an ra-square matrix A has distinct linear elementary if m(A), the minimum polynomial of A, has only distinct linear factors.
divisors if and only
NON-DEROGATORY MATRICES. An
IX.
re-square matrix
A whose
if
characteristic polynomial and
minimum
polynomial are identical is called non-derogatoiy;
otherwise, derogatory.
We have
just one non-trivial
An
re-square matrix
is
non-derogatory
and only
if
A has
similarity invariant.
It
is also
easy
to
show
/rei(A)
X.
If
Si and Sg have minimum polynomials

ro(A) of the direct
and mîX) respectively, the minimum
polynomial and m2(A).
sum D = diag (61,55)
is the least
common
multiple of ^^(A)
This result may be extended to the direct sum of

XI.
let
matrices.
in
Let gi(X),g2(X),
..gnCA)
be distinct, monic, irreducible polynomials

\XI - Aj\ = \g-(X)\ "i
fii
(;
F[A] and
Aj be a non-derogatory matrix such that
= 1,2,
'^
...,m).
Then
B = diag(î, ^2
acteristic and
^n)
has
^(A)
fgi(A)!
ig2(A)P-ig^(A)!
,02
as both char-
minimum polynomial.
COMP ANION MATRIX.

(25.1)
Let A be non-derogatory with non-trivial similarity invariant
g(X)
^(A)
a" +
a-iA"'^
a^X +
Oq
We
define as the companion matrix of g(X),

C(g)
(25-2)
= [-a],
if
g(X)
X+a
and for
re
>
198
[CHAP. 25
1 1
(25.3)
C(g)
1 1
Oq
-%
-e
-'^n-3
-an-2
-Gj
In
Problem
XII.
4,
we prove
its character-
istic
The companion matrix C(g) of a polynomial g(\) has g(\) as both and minimum polynomial.
(Some authors prefer to define C(g) as the transpose Both forms will be used here.)
of the matrix given in (25.3).
See Problem
It
5.
is
easy to show
XIII.
If /4 is
non-derogatory with non-trivial similarity invariant f^(X) = {k-af,

"a
1
...
then
O'
...
(25.4)
/ =
[o],
if
ra
1,
and
=
... ...
if
ra
>
has
f^{\)
as its characteristic and minimum polynomial.
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\-
equivalent.
Suppose A and B are similar. From (i) of Problem 1, Chapter 20. it follows that Xl - A and XI -B are Then by Theorems VHI and IX of Chapter 24, they have the same invariant factors and the same
Conversely,
let Xl - A and Xl - B have the same invariant factors or elementary divisors. Chapter 24 there exist non-singular A-matrices P(X) and Q{X) such that
elementary divisors.
Then by
Theorem
VIII,
P{X)-{XI-A)-Q{X)
or
Xl - B
(i)
P{X)-{XI-A)
(Xl-B)-Q
(X)
Let
(ii)
P{X)
Q(X)
= = =
(X/-S).Si(A) + Ri S2(X)-(A/-S) +
S3(A)-(A/-.4) +
/?2
(iii)
(iv)
Q'\X)
/?3
where R^, Rq, and R3 are free of
A.
Substituting in
i ),
we have
(A/-B)-S3(A)-(A/-4)
=
(Xl-B)-S^(X)-(Xl-A)
or
(V)
+ Rj^(Xl-A)
(XI-B)Rs
{Xl-B){S^{X)-Sa{X)\{Xl-A)
(A/-B)Rg
R^{XI-A)
CHAP.
25]
199
Then
(vi)
S^(X)
Sg(A) =
and
(Xl-B)Rg
left
R^(\I-A)
member
is of degree at
since otherwise the

one.
member
of (v) Is of degree at least two while the right
most
Using
I
(ill), (Iv),
and
(vi)
= =
=
Q(^)-Q~\\)
Q(\)\Ss(\)-(Xl-A) + Rs\
Q(X.)-S3(X).(X!-A) +
Q(X)
Ss(X)
\S2(X)-(XI-B) + R^lRg
= =
or
(vii)
(XI
- A) + S2(X)-(Xl-B)Rs + R^Rs
Q(X)-Ss(X)-(Xl-A) + S2(X)-R^-(XI-A) + R^Rg
- R^Rs
and
/ =
\Q{X) Sg(X) ^ SîX)
RxUXl - A)
(vii) is of
Now
Q{X)-Sq(X) + S^(X)R-^ =
right
R2R3
since otherwise the left member of
degree zero
in
X while the
member
is of
degree at least one.

=
Thus, Rg = R^
=
and, from (vi)
XI - B
Since A.B.R^, and R^ are free of A. to be proved.
/?i(A/-^)/?2
ARi2 - RÂR^
=
/Ji =
R^: then XI - B
XI - R'ÂR^ and A and B are similar, as was
2.
Prove:
only
if
If
is
any ra-square matrix over
F and
f(X) is any polynomial in F[X]. then f(A) =

/(A).
if
and
the minimum polynomial m(X) of

the division algorithm. Chapter 22,
f(X)
=
A divides
By
q(X)-n(X) +
r(A)
and then
f(A)
=
q(A)-n(A) + r(A)
r(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 which has the highest degree.
Let
gri-i(X)
is that similarity invariant fn(X) of
denote the greatest common divisor of the
(n
- l)-square minors
of XI
-A. Then
\XI-A\
and
cf,(X)
g-i(A)-/(A)
adj(A/-/l)
g_i(A)-S(A)
is 1.
where the greatest common divisor of the elements of B(X)
Now
(A/-^).adj(A/-^)
(f)(X)-I
sothat
=
(X/-A)-gn_^(X).B(X)
or
gn-i(A)-/(A)-/
(i)
(A/-^).S(A)
fn(X)-I
0.
Then XI
-A
is a divisor of f^(X)-I
and by Theorem V, Chapter 23, f^(A) =
200
[CHAP. 25
By Theorem
(ii)
V, m(\) divides
fn(X-)-
Suppose
fn(\)
=
g(X.)-m(\)
Since m(A) =
0,
XI
-A
is a divisor of
m(X)
/,
say
m(\)-l
(\I-A).C(\)
Then, using (i) and
(ii).
(\I-A)-B(\)
and
fn(X.)-l
9(A)-m(A)-/
9(A)
(A/ - ^). C(A)
5(A)
?(A)
C(A)
and, by
Now
9(A) divides every element of iS(A); hence ?(A)

/n(A)
=1
(ii),
m(A)
as was to be proved.
4.
Prove: The companion matrix C(g) of a polynomial g(\) has g(A) as both minimum polynomial.
its
characteristic and
The characteristic matrix
of (25.3) is
-1
A -1
^1
"2
an-2
2
A + a^_j
third column,
,n-l
.
the first column add A times the second column, column to obtain
To
A times the
times the last
-1
A
G(A)
A
g(A)
-1
Oi
a^
a_2
A+a^-l
Since
|G(A)| = g(A),
in G(X) is 1, the greatest
the characteristic polynomial of C(g) is g(A). Since the minor of the element g(A) common divisor of all (n-l)-square minors of G(\) is 1. Thus, C(g) is non -derogis g(A).
atory and its
minimum polynomial
5.
The companion matrix
of
g(\)
A^ + 2A
A=
+ 6A -
is
5
10
10
10
1
or, if
preferred.
10 0-6 10 1
5-61-20
10-2
1
CHAP.
25]
201
6.
Write the companion matrix of each of the following polynomials:

(a)
X''
+ \^
- 2\ -
(d)
(e) (/)
X""
2X!'
- X^
+ 2X
(b)
(c)
(X^-i)(X+2)
]?()? + I)
(X-lf
1
(A+2)(A^-2A^ + 4A-8)
1
'o
1
o"
1
Ans.
(a)
1
(b)
(c)
1
--3
2
1
-1
8
o"
4
1
-2
1 1 1
o'
(d)
1
(e)
1
(/)
1
-2
0-10
A=
[a^]
for
16
7.
Prove: Every 2-square matrix
which (011-022)^ +
g(X)
).
4012021/0
is non-derogatory.
8.
Reduce G(X) of Problem
4 to diag (1
9.
For each of the following matrices ^. (i) find the characteristic and minimum polynomial and
non-trivial invariant factors and the elementary divisors in the rational field.
1
1 1
(ii) list
the
2
(c)
1
1
2
1
1
1
2
2 2
(a)
2
3
(b)
id)
2 2
2
1
(e)
-2 -1 -3
1"
_1
'211
4
if)
2-3
(g)
1-3
ih)
-6 -2 -3 -2 -3 -1 -1 -2
(a)
-1 -6 -3 -6 -3 -3 -4 -3
2
-5 -2
4-6 3 s" 3-2 2 4-3 4-1 -6 4-2 4 0-4 -1 0-2 1 2

1
Ans.
<^(A)
m(X)
m(,\.)
=
=
(A-l)(A-2)(A-3);
X^;
if. = e.d
i.f.
i.f.
(A-l)(A-2)(A-3);
e.d. (A-1), (A-2).
(A-3)
(b) <^( A)
=
= =
= A=
(c)
(^(A)
(A-if(A-2);
(A-1) (A-2)
;
A-1, (A-i)(A-2)
m(X)
(/)(A)
e.d.
A-1, A-1, A-2

A+1, (A+i)(A-5)
id)
(A+ihA-5)
(A+l)(A-5)
A=
i.f.
m(A)
,^(A)
ie)
= =
e.d.
A+i, A+l, A-5
- 4A=
i.f.
A,
A''-4A
m(A) = A^ - 4A
c^(A)
= =
e.d. A, A,
AA+l,
A(A-H)^(A-1)
i.f.
A^-A
if)
m(A)
(/)(A)
A(A^-l)
A2(A+1)2
;
e.d. A,
i.f.
A+l, A+l, A-1
A,
A(A+l)2
is)
m(A) =
oS(A)
A(A+1)2
e.d. A. A,
(A+D^
(A-2) (A""-
A-
2)'';
i.f.
(h)
m(X)
A^-A-2
VIII.
e.d.
A-2, A'^-A-2, A^-A-2 A-2. A-2, A-2, A+l, A+l
10.
Prove Theorems VII and Prove Theorem X.

Hint.
11.
m(D)
= diag(m(Bi), m(B^)
requires
m(Si) = miB^) =
thus, mi(A) and
m^X)
divide m(X).
202
[CHAP. 25
12.
Prove Theorem XI.
13. If
A Show
is
n-square and if k is the least positive integer such that A = 0, .4 is culled nilpotent of index that A is nilpotent of index k if and only if its characteristic roots are all zero.
A:.
14.
Prove: (a) The characteristic roots of an n-square idempotent matrix A are either
(b)
or
1.
The rank
of
is the
number of characteristic roots which are
1.
15.
Prove: Let
A.B.C.D
be ra-square matrices over

that
F
it
with C and
non-singular.
There exist non-singular

and
S(A.)
matrices
P and Q such
in
PCQ
= A.
PDQ
and only
if
R(X) = \C - A
XD-B
have the
same invariant factors

Hint.
or the
same elementary divisors.

1,
Follow the proof
Problem
noting that similarity is replaced by equivalence.

then A~^ is expressible
16.
Prove:
If
the minimum polynomial m(X) of a non-singular matrix A is of degree
s,
as a scalar polynomial of degree
slmA.
A
of
17.
Use the minimum polynomial
to find the inverse of the matrix
Problem
9(h).
18.
Prove: Every linear factor X-A.J of 0(A) is a factor of m(A).

Hint.
r
^ 0.
The theorem follows from Theorem VII or assume the contrary and Then {A -\Î)q(A) + rl = and A -X^l has an inverse.
w:rite
m(A) = {\-X^)q{X) +
r,
19.
Use
-4
[o
^ to
show
that the
minimum polynomial
is not the product of the distinct factors of 0(A).
;]
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

Hint,
(i)
minimum polynomial
i-
oi A, is d(k) ^ 1.
(ii)
Suppose d{\) Suppose d(A)
1 1
and use Theorem V, Chapter 22. and use Theorem IV, Chapter 22.
expressible as a polynomial in A of
21. Infer from
Problem 20 that when
g(.4) is
non-singular, then [g(/l)]
is
degree less than that of m(\).
22.
Prove:
If
the
set of all scalar polynomials in
minimum polynomial m(A) of A over F is irreducible in F\X\ and is of degree A with coefficients in F of degree < s constitutes a field.
s in A,
then the
23.
Let A and S be square matrices and denote by m(A) and (A) respectively the minimum polynomials oi and BA. Prove:
(a) m(A) = n(A)
(&) m(A)
AB
when not both

at
.A
and B are singular.
and n(A) differ

=
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
m >
=
(AB)-n(AB)
0.
24.
Let A be of dimension
mxn
and S be of dimension nxm,
n,
and denote by 0(A) and 0(A) respectively

(/f(A).
the characteristic polynomials of
AB
and BA.
Show 0(A)
25.
Let
X.I
be an invariant vector associated with a simple characteristic root of A.

Xj^ is
Prove:
If
A and B com-
mute, then
an invariant vector of B.
of
26. If the matrices
A and B commute, state a theorem concerning the invariant vectors
B when A has only
simple characteristic roots.
chapter 26
Canonical Forms Under Similarity
THE PROBLEM.
In
Chapter 25
matrices A and
In this chapter,
it was shown that the characteristic matrices of two similar n-square R'ÂR over F have the same invariant factors and the same elementary divisors. we establish representatives of the set of all matrices R'ÂR which are (i) sim-
ple in structure and
(ii)
put into view either the invariant factors or the elementary divisors.
These matrices,
ical matrix
four in number, are called canonical forms of A.
They correspond
r
to the
canon-
'[^
o]
introduced earlier for '
all
mxn
matrices of rank
under equivalence.
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
Suppose next that the Smith normal form of \I - A

<26-l)
is
...,
diag
(1, 1
1,
f.(X), f.^îX),
f^(X))
1
with the non-trivial invariant factor
f^(\.)
of degree s^,
(i
= j.j +
n).
We define as the
ra-
tional canonical form of all matrices similar to (26-2)
A
C(/))
is similar to
S
that
di^s {C(fj), C(fJ ^^)
To show
D^ = diag
A and S have the same similarity invariants we note that C(f-)

l,/i(A))
(1, 1
and, thus, S is similar to diag(D^-
.^^
D).
to
By a sequence
of
interchanges of two rows and the same two columns, we have S similar
diag (1,1
l.fja), fj^^(\)
fîX))
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

/8(A)
=
X+1.
fg(X)
A%L
/io(A)
A^ +
2A +
Then
1
1 1 1
C(fa)
= [-1],
C(f9)
C(fio)
-10
10
1
-10
203
-2
204
[CHAP. 26
and
-1
1
1
-1
1
diag(C(/g),C(/9),C(/io))
1 1
1 1
-1
Is the required form of
-2
Theorem
I.
Note.
immaterial.
The
order in which the companion matrices are arranged along the diagonal is
Also
-1 -1
1
1
-1
1 1 1
-2
1
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 tors the polynomials f^(X) of (26.1). Suppose that the elementary divisors are powers of t tinct irreducible polynomials in F[X]: pi(A,), paCX), ..-, PjCA). Let
(26.3)
fi(\)
facdis-
ipi(X)l^"!p2(A)!^2^..{p,(X)!'îs(pi(A)i'"''iP2(A)i'"''...iPi(
(i
= i,i+'^
n)
where not every factor need appear since some of the ^'s may be zero.
C{p?^^) of any factor present has
C{{^) is similar to
The companion matrix

hence,
\])^(X)\ ^^ as the only non-trivial similarity invariant;
diag (C(p^?"
).
Cipl-'i
Cip^^ti))
We have
Every square matrix A over F is similar to the direct sum of the companion matriII. ces of the elementary divisors over F of XI A.
Example
2.
For the matrix A of Example

(A.+ l)^,
1,
.
the elementary divisors over the rational field are
A+1, X+1,
A^-A,+
l,
(X
-A+1)
Their respective companion matrices are

1 1
[-1],
[-1],
[-:
.;]
[.:
\
1
-3
and the canonical form of Theorem
II is
CHAP.
26]
205
-1
-1
1
-1 -2
1
-1
1 1 1
1
-1
-3
THE JACOBSON CANONICAL FORM.
Let A be the matrix of the section above with the elementary

If
divisors of its characteristic matrix expressed as powers of irreducible polynomials in F\_\].
Consider an elementary divisor {p(X)!^.

build
q =
1,
use C(p), the companion matrix;
if
q>l,
C(p)
M
C(p)
..
(26.4)
Cq(P)
=
C(p)
M
C(p)
where
is a matrix of the
and zeroes elsewhere.
same order as C(p) having the element 1 in the lower left hand corner The matrix C^^Cp) of (26.4), with the understanding that Ci(p) = C(p) is
Note that
in (26.4), there is a
called the hypercompanion matrix of \p(X)]'^.

I's just
continuous line of
above the diagonal.

C'(p) is used, the hypercompanion matrix of jp(A)!''is
When the alternate companion matrix

C'ip)
N
Ca(P)
C'ip)
C'ip)
C'ip)
C'ip)
where A' is a matrix of the same order as C'ip) having the element 1 in the upper right hand corner and zeroes elsewhere. In this form there is a continuous line of I's just below the diagonal.
Examples. Let
IpiX.)]'^ = (\^
2\-
1)'^.
Then
1 1
C(p) =
M,
M=y
and
-2
1 1
-2
1 1 1
CqiP)
-2
1 1
1
-2
206
[CHAP. 26
In
Problem
1, it
is
shown
to
that Cq(p) has {pCA)}*^ as its only non-trivial similarity invariant.
Thus, Cq(p) is similar
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
of
\I - A.
1,
Example
4.
For the matrix A of Example
2,
the hypercompanion matrices of the elementary divisors A +
A+1 and A -A+1

r-1
are their companion matrices, the hypercompanion matrix of

1
(A+l)îs
-11
and that of (A^-A + 1)^ is
10
1
Thus, the canonical form of Theorem
0-11
nils
-1
-1
-1
1
-1
1
-1
1 1
-1
1
1
-1
The use
of the term "rational" in connection with the canonical form of

It
Theorem
is
some-
what misleading.
was used
originally to indicate that in obtaining the canonical form only
rational operations in the field of the elements of
also of the canonical forms (introduced later) of

fusion, the canonical form of
Theorem
III
is
A are necessary. But this is, of course, true Theorems n and III. To further add to the consometimes 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
i
1 1
..
.
(26.5)
C^(P)
..
. .
1
<^.,
corresponding to the elementary divisor
!p(A)!
(A-a^)^
III is
For an example, see Problem
2.
This special case of the canonical form of Theorem

canonical form.
IV.
[Note that C^(p) of (26.5) is of the type / of (25.4).
known as the Jordan We have ]
or classical
into linear polynomials.
be the field in which the characteristic polynomial of a matrix A factors Then A is similar over ^to the direct sum of hypercompanion matrices of the form (26.5), each matrix corresponding to an elementary divisor (X-a^)'^.
5.
Let
Example
Let the elementary divisors over the complex field of \I
-A
be:
A-i, X + i, (X-i)
(X+i)
CHAP.
26]
207
The classical canonical form

1
of
is
-1
i
1
i
-i
-i
From Theorem IV follows

V.
An
re-square matrix
is similar to a diagonal matrix if
and only
if
the elementary
divisors oi XI -
are linear polynomials, that is, if and only if the is the product of distinct linear polynomials.
minimum polynomial of
See Problems 24.
A REDUCTION TO RATIONAL CANONICAL FORM.

it
In concluding this discussion of canonical forms, 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
will be
shown
Benj.H. Sanborn, 1926. Some improvement on purely computational aspects Browne, E. T., American Mathematical Monthly, vol. 48 (1940).
ries,
Theoin
is
made
We
in to
shall need the following definitions:
If A is an re-square matrix and X is an re-vector over F and if g(X) is the monic polynomial F[\] of minimum degree such that g(A)-X = 0. then with respect to A the vector X is said belong to g(X).
If,
with respect to A
the vector
belongs
to g(X) of
degree
p,
the linearly independent
vectors
X,AX.A''X
2
/4^
are called a chain having
as its leader.
-6 -3 -2
= X.
Example
6.
Let A
1 1
The vectors
Then
2
= [l, 0, oj' and
AX
= [2,
1, l]'
are linearly independent
while
(A
-I)X=0
Y;
thus,
and
A"
[1,0, -ij',
If
AY
=[-1,0,1]'
(A+I)Y=0
belongs to the polynomial A,^-l For y = and F belongs to the polynomial A+ 1.
m(\) is the minimum polynomial of an re-square matrix A, then m(A)- X = for every reThus, 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.
vector X.
non-singular matrix
(26-6)
Let S be the rational canonical form of the re-square matrix A over F. R over F such that
Then, there exists a
R'ÂR
diag(C.,C.^^
C)
where, for convenience, Q/^) in (26.2) has been replaced by C^. companion matrix of the invariant factor
/iCA)
We
A
+
shall
assume
that
C,-
the
Aî
c^ ^_X'i-
c,.
has the form

-^tl
1
1
-î2
.
Ci
.
-î3
208
[CHAP. 26
Prom
(26.7)
(26.6),
we have
AR
RS
Rdiag(Cj,Cj^^
C)
so that R^
Let R be separated into column blocks have the same number of columns.
R-,R-^
(26.7),
R^
and C^, (i=/,/ +
n)
From
=
AR
and
A[R..R.^^
RJ
IRj.Rj,,
/?Jdiag(C,,..C^.^^
C)
iRjCj.Rj^^C.^^
(i=j,j +
l
R,,CJ
AR^ = R^Ci.
Denote the
si
n)
column vectors of Ri by Ri^, R^s.

[Rii, Ri2,
Ris- and form the product

t
RiCi
Since
, Risi\Ci
=
st
^__
[Ri2,Ri3, ,Risj,> -
Rikîk]
=
ARi we have
(26.8)
A[Ri^,Ri^, -.Risi]
[ARi^.ARi2,. ..ARisil
RiCi
Ri2 =
ARn,
Ris - ARi2 = A Rii,
Risi = A^'-'Ri.
and
(26.9)
-|>i.%
-i =
K
^Ris,
Substituting into (26.9) from (26.8),
we obtain
=
c^kA^-'Ri^
l
A'iRu
+ cirDRir =
or
(26.10)
(A^^ + cis.A^'i'^
definition of C^ above, (26.10)
...
aÂ
=
Prom the
(26.11)
may be
written as
fi(A)-Ri^
Let Rit be denoted by X, so that (26.11) becomes fj(A)-X: =0; then, since X-,AXj, A ^ X^ are linearly independent, the vector X^ belongs to the invariant factor fîX). Thus, the column vectors of fi^ consist of the vectors of the chain having X^, belonging to /^(X),
Xj^
as leader.
To summarize:
chains
the n linearly independent columns of R, satisfying (26.2), consist of re-/+l
Xi,AXi
whose leaders belong
satisfy the condition
A^^"'Xi
i
^ s. n
(i=j,i +
n)
to the respective invariant factors
/ (A),
fj.AX.)
/^(X)
and whose lengths
<
s,-
s- ^^ +1
J
...
We have
VI.
Por a given re-SQuare matrix A over F:

(i)
let let
X^ be
the leader of a chain
of
maximum length
of
for all
ra-
vectors over F\
(it)
X^_^ be the leader
of a chain
is linearly independent of the
maximum length (any member of which preceding members and those of for all n^_^
)
vectors over
(iii)
F which
are linearly independent of the vectors of ;
let
X^^^he
is linearly
the leader of a chain -n-2 ^ maximium length (any member of which 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]
209
AR
is the rational canonical form of A.

1
1 1
Example
7.
Let
1 1
2
3
Take ;f=[l,0,o]'; then ^,
4X
= [l,
1, l]',
^Â: =
[3, 5. 6].' are line-
arly
Independent while
/gCX) =
belongs to
^;f = [14,25,30]'= 54^X- a:. m(X) = A - 5A^ + 1 = <jS(A). Taking

1
Thus,
{A-bA^+I)X
= Q
and
A'
R
we
find
1
[a;.
4A',4=A']
15
1
-3
3
5
14 25 30
6-5
-1
1
AR
[AX.A'^Xâ'^X]
1
1
0-1
and
R ÂR
=
1
Here A is non-derogatory with minimum polynomial m(A) irreducible over the rational Every 3-vector over this field belongs to m(X). (see Problem 11), and leads a chain
three.
field.
of length
S.
The matrix R having
the vectors of any chain as column vectors is such that
R'ÂR =
Example
8.
Let
Tak
A"
= [l,-l,o]';
then ^ A' =
AT
and
AT
belongs to
A-
1.
NowA-1
cannot be the minimum polynomial m(A) of A. 11). and could be a similarity invariant of A.
Next, take
It is,
however, a divisor of m(A), (see Problem
F=[l,0,0]',
The vectors
Y, -4? = [2,
1, 2]',
^^^ =[ 11,
8, s]'
are linearly
to
independent while
A^Y
= [54,43,46]'
= 5A'^Y +
SAY -77.
Thus, Y belongs
m(A) =
A - 5A - 3A +
7 = <^(A).
The polynomial
A-
is not a similarity invariant;
in fact,
unless
the first choice of vector belongs to a polynomial which could reasonably be the function, it should be considered a false start. The reader may verify that
minimum
R'ÂR
11
when
[Y,AY,A'^Y]
See Problems
5-6.
SOLVED PROBLEMS
Prove:
The matrix Cîp)

common
of (26.4) has !p(A)!'? as its only non-trivial similarity invariant.
Let C^(p) be of order

so that the greatest
tors of
s.
The minor of the element in the last row and first column of A/ - C (p) is 1 divisor of all (s-l)-square minors of A/ - C (p) is 1. Then the invanant facl.f^(\).
=
A/ - C^(p) are 1,1

0(A)
But /^(A) =
=
ip(A)!'?
since
=
|A/-C^(p)|
\XI-C(pf
jp(A)!9
210
[CHAP. 26
2.
The canonical form

divisor being
(a) is that of
X^+4X +6A^ +4X +

1
1.
Theorems I and II, the non-trivial invariant factor and elementary The canonical form of Theorem III is (b).
1 1 1
-1
(b)
1
(a)
-1
-1
-4
-6
-4
-1
The canonical form
(a) is that of
Theorem
2,
I,
the invariant factors being \ +

2,
and the elementary divisors being X + Theorems II and III is (b).

2
1
X+
X+
2,
X-
2,
X-
2,
X+
3.
2,\ -4, A'+3A -4A-12 The canonical form of both
-2
4
(a) 1 1
(b)
-2
2
12
-3
-3
4.
The canonical form

X+
2,
(a) is that of
,
X+
2,
(X'^
+2X-lf
(X^
Theorem III. Over the rational field the elementary divisors +2X- if and the invariant factors are
1)^
(X +
are
(X + 2)(X^ + 2X -
2)(X^+2X-1)^
II
The canonical form
of
Theorem
is (b)
and that of Theorem
is (c).
-2
-2
1 1
-
-2
1
1
(a)
--2
-2
1
1
-2
1
1
-2
1 1 1
2
(b)
-10
--6
1 1
1
ID
1 1
1
11
12
17
-14
--21
-8
CHAP.
26]
211
-200000000000
-2
1 1
-1
(c)
-2
-4
1 1 1 1
1
1
-6
-9
-6
-2
-1
-6
2
-2
1
-1
5.
Let
A =
-2
1
-1 -1 -1
-1
1
Take X
2
3
1 1
-2
0_
Then
AX
-4
[-2
1, 1, 1. 1, 1]',
A^X
= [1,0,-1,0,0
-ir.
A''
=[-3.1.1,1.
1,2]'
are linearly inde-
pendent while m(\) = A* - 2X^ +
A"
= [l, 0, -2, 0, 0, -2]' = 2^=A:
-Z;
belongs to
A*-2A^ + 1
We
tentatively
assume
and write Xg for X.
The vector
AY
Xs
- [-1,0,
1,
Y belongs
for Y.
Y = [o, 0, 0, 1, 0, O]' is linearly independent of the members of the chain led by -1, 1,0]' is linearly independent of Y and the members 2,, = Y of the chain. Now A^Y
Since the two polynomials complete the set of non-trivial invariant factors
Xg and
so that
write
to
A -1.
When
-1
1
we
-2
-3
1
"o 1
[Xs.AXs.Xg.AXe.A^Xe.A^'Xfi
1
-1
u
-1
1
R~'ÂR 1 1
-1
1
1
1
-1
the rational canonical form 'of ^.
Note.
The vector Z =
1,
[o, 1, 0, 0, 0. Oj' is linearly
and
AZ
- [3, 0, -2,
-2,
o]' is
linearly independent of
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.
independent of the members of the chain led by Xg Z and the members of the chain However A'^Z =
-2
1
-1
3
-1
1
-1
1
6.
Let
A =
-1 -1
-4 -4
-2
=
-2
-1
-1
Take X = [1,0,0,0,0]'.
-2
-2
Then
r
-2
-2
^^^=[1,1,-1,-1,0]' are linearly independent while a'^X^ 3. We tentatively assume this to be the minimum
^.^5
[-2,1,-1,-1,-2]',
L-1,
-2, -2,0J - 2A polynomial m(A) and label

2,
X-3X
X
and
belongs to A - 2A^ +
as X^.
212
[CHAP. 26
When, in A, the fourth column is subtracted from the first, we have [-1,0,0,1,0]'; hence, if y = Again, when the fourth column of A is subtracted from -1, o]', AY = -Y and Y belongs to X+ 1. 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
[l, 0, 0,
11-2
R
=
-1
11
[Xs.X^.X^.AXs,.A%]
=
1
0-100
R~ AR
=
0-1-1
-1
0-3
-1
-1
-1
10
0-2
the rational canonical form of A.
12
7.
For each of the matrices (a)-{h) of Problem

over the rational field,
9,
Chapter 25, write the canonical matrix of Theorems
I,
n, in
Can any
1
of these matrices be
changed by enlarging the number field?
Partial Ans.
(a)
I,
II,
ni,
diag(l,2,
3)
-11
"o
6
1
o"
(b)
I, II,
m.
_0
1
0_
"o
(e)
I,
o'
1
_0
n, in.
-1
1
(/)
I.
-1
n, ni.
-1
1
o'
1
(g)
n.
1
m.
-1
-2.
-1
-1
'2
-1
(h)
I,
10 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]
213
"o
9.
o" 1
Identify the canonical form

_0
Check with the answer
to
Problem
8(6).
0_
10.
Let the non-singular matrix A have non-trivial invariant factors

Write the canonical forms of
that of
(a) X + 1 Theorems I, n,
A,
(X + i)^
(b)
X^+
1,
III
over the rational field and
Theorem
(a)
IV.
Ans.
-1
1
1
-1
10
1 1 1 1
_0
-1
-10
-2
0_
-1
1
-1
n.
-2
1
-1
1
1
1
1
.
-1
-3
2
6"
-1
-1 -1
1
-1
1
in,
-1
1 1
--1
1 1
-
-1
o"
1_
-1
-1 -1
1
-1
a
IV,
where a,^ = ^(li\/3).
a
/S /3
214
[CHAP. 26
11.
Prove: If with respect to an n-square matrix A, the vector polynomial m(A) of A.

Hint.
belongs to g(X) then g(X) divides the minimum

r (X).
Suppose the contrary and consider
m(A)
A (A)
"
g (A) +
12.
In
Example
6,
show
that
X,AX. and Y
are linearly independent and then reduce
to its rational canonical
form.
13.
In
(a)
Problem
6:
Take 7 Take
= [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>)
= [O, 0,
1, 0, O]',
1.
linearly independent of
X^ and the chain
led by X5, and obtain
X^ = Z
-X^
belonging to A +
(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

ical form of
25, find
R such
that
R' AR
is the rational canon-
15.
Solve the system of linear differential equations

dxi
dt
2Xx
4^1
+ +
X2
+ +
Xg
X4 +
dx2
dt
2x2
2a:2
3At3
dxs
dt
6*1
- 3*3 t.
2xi^
dX4
dt
3ai
X2
Xq
2x4.
where the x^ are unknown functions of the

TT.
real variable
Hint.
i.
i Let
V ^
T U, . .3. -J
r
J define
"^^
dxi
dxQ
dxn
dxA'
111
3
|^^,
-jf. -jf,
^J
and rewrite the system as
dX_
(i)
4 -6 -3
dt
-2 -1
-3
-1
-2 -2
-
AX
Since the non-singular linear transformation
RY
carries
(i)
into
dY
dt
R ÂRY +
R^H
choose R so that R~
with
AR
is the rational canonical form of A.
is leader of the chain
X-i
= Ei, AX^.A'^X-i
while
The elementary 4-vector 1 belonging to A - A Now 4 yields X2 = E^- Xi + 2AXi belonging to A + 1.
12-1
[X.L,AXi,A^Xi,X2]
0'
t
4-2 8 0-6 4 -12 0-3 2-5

t
dY^
dt
1
1
Y +
-1
yi + 73
y2
-74
Then
C^+it'^
Cge* + Cge-* t
2Ci +
C2e*+
3(Cs + C4)e"*+
^-2t+l'
4 + 2
6t
-Ci +
-t_l,2^ J. Cse"Cse^Sr
46"*
and
RY
2C1 + 2C2e*+ 2(3C3 + 4C4)e-* + ^ -4C1 - 2C2e*- 2(5C3+6C4)e-* - 2^+
- 4
-2C1 -
Cae*-
5(C3+C4)e"* -
2+3{-2_
INDEX
Absolute value of a complex number, 110 Addition
of matrices,
2,
Characteristic roots (cont.)

of Hermitian matrices, 164 of inverse A, 155 of real orthogonal matrices, 155 of real skew-symmetric matrices, 170 of real symmetric matrices, 163
of unitary matrices, 155 Characteristic vectors {see Invariant vectors) Classical canonical form, 206
of vectors, 67
Adjoint of a square matrix

definition of, 49
determinant of, 49 inverse from, 55 rank of, 50 Algebraic complement, 24 Anti-commutative matrices, 11 Associative laws for
addition of matrices, 2 fields, 64 multiplication of matrices, 2 Augmented matrix, 75
Closed, 85
Coefficient matrix, 75
Cofactor, 23 Cogredient transformation, 127
Column
space of a matrix, 93 transformation, 39 Commutative law for addition of matrices, 2 fields, 64 multiplication of matrices, 3 Commutative matrices, 11 Companion matrix, 197 Complementary minors, 24 Complex numbers, 12, 110 Conformable matrices
for addition, 2
Basis
change
of,
95
of a vector space, 86
orthonormal, 102, 111 Bilinear form(s) canonical form of, 126 definition of, 125 equivalent, 126 factorization of, 128
rank of, 125 reduction of, 126

Canonical form
classical (Jordan), 206
for multiplication, 3 Congruent matrices, 115
Conjugate of a complex number, 12

of a matrix,
Jacobson, 205 of bilinear form, 126 of Hermitian form, 146 of matrix, 41, 42 of quadratic form, 133 rational, 203 row equivalent, 40 Canonical set under congruence, 116, 117 under equivalence, 43, 189 under similarity, 203 Cayley-Hamilton Theorem, 181 Chain of vectors, 207 Characteristic equation, 149 polynomial, 149 Characteristic roots definition of, 149 of adj A, 151 of a diagonal matrix, 155 of a direct sum, 155
12
13
of a product, of a sum, 13
Conjugate transpose, 13 Conjunctive matrices, 117 Contragredient transformation, 127 Coordinates of a vector, 88 Cramer's rule, 77
Decomposition of a matrix into Hermitian and skew-Hermitian parts, 13 symmetric and skew-symmetric parts, 12 Degree of a matrix polynomial, 179
of a (scalar) polynomial, 172
Dependent
forms, 69 matrices, 73 polynomials, 73 vectors, 68
Derogatory matrix, 197
215
216
Determinant
definition of, 20
INDEX
Hermitian form canonical form
definite,
of,
146
derivative of, 33
expansion of along first row and column, 33 along a row (column), 23 by Laplace method, 33 multiplication by scalar, 22 of conjugate of a matrix, 30 of conjugate transpose of a matrix, 30 of elementary transformation matrix, 42 of non-singular matrix, 39 of product of matrices, 33
of singular matrix, 39 of transpose of a matrix, 21
147 index of, 147 rank of, 146

semi-definite, 147
signature
of,
147 146
Hermitian forms
equivalence
of,
Hermitian matrix, 13, 117, 164 Hypercompanion matrix, 205

Idempotent matrix, 11 Identity matrix, 10
Image
1
Diagonal elements of a square matrix,

matrix, 10, 156
of a vector, 94 of a vector space, 95
Diagonable matrices, 157

Diagonalization by orthogonal transformation, 163 by unitary transformation, 164 Dimension of a vector space, 86
Direct sum, 13 Distributive law for fields, 64 matrices, 3 Divisors of zero, 19 Dot product, 100
Index of an Hermitian form, 147 of a real quadratic form, 133 Inner product, 100, 110
Intersection space, 87
Eigenvalue, 149 Eigenvector, 149
Elementary
matrices, 41 n-vectors, 88 transformations, 39
Invariant vector(s) definition of, 149 of a diagonal matrix, 156 of an Hermitian matrix, 164 of a normal matrix, 164 of a real symmetric matrix, 163 of similar matrices, 156 Inverse of a (an) diagonal matrix, 55 direct sum, 55 elementary transformation, 39 matrix, 11, 55 product of matrices, 11 symmetric matrix, 58 Involutory matrix, 11
Equality of
matrices, 2 matrix polynomials, 179 (scalar) polynomials, 172
Jacobson canonical form, 205 Jordan (classical) canonical form, 206

Kronecker's reduction, 136
Equations, linear equivalent systems solution of, 75
of,
75
Lagrange's reduction, 132
system of homogeneous, 78 system of non-homogeneous, 77 Equivalence relation, 9 Equivalent

bilinear forms, 126
Lambda
Hermitian forms, 146

matrices, 40, 188 quadratic forms, 131, 133, 134 systems of linear equations, 76
matrix, 179 Laplace's expansion, 33 Latent roots (vectors), 149 Leader of a chain, 207 Leading principal minors, 135 Left divisor, 180 Left inverse, 63
Linear combination of vectors, 68 Linear dependence (independence) of forms, 70

of matrices, 73 of vectors, 68
Factorization into elementary matrices, 43, 188 Field, 64 Field of values, 171
First minor, 22
Lower triangular matrix, 10

Matrices congruent, 115
equal, 2
Gramian, 103, 111 Gram-Schmidt process,

Greatest
102, 111
equivalent, 40
common
divisor, 173
over a
field,
65
INDEX
Matrices (cont.) product of, 3
scalar multiple of, 2 similar, 95, 156 square, 1
217
Null space, 87
Nullity, 87
w-vector, 85
sum
Matrix
of, 2
Order of a matrix, Orthogonal

congruence, 163 equivalence, 163 matrix, 108
definition of, 1
derogatory, 197 diagonable, 157 diagonal, 10
elementary row (column), 41 elementary transformation of, 39 Hermitian, 13, 117, 164
idempotent, 11
inverse of, 11, 55 lambda, 179
nilpotent, 11
similarity, 157, 163 transformation, 103 vectors, 100, 110
Orthonormal
basis,
102,
111
Partitioning of matrices, 4 Periodic matrix, 11
nonderogatory, 197 non-singular, 39 normal, 164
Permutation matrix, 99 Polynomial domain, 172

matrix, 179 monic, 172 scalar, 172 scalar matrix, 180
Positive definite (semi-definite)
normal form
nullity of, 87
of,
41
of a bilinear form, 125 of an Hermitian form, 146 of a quadratic form, 131
order of, 1 orthogonal, 103, 163

periodic, 11
Hermitian forms, 147 matrices, 134, 147 quadratic forms, 134 Principal minor
definition of, 134
permutation, 99 polynomial, 179

positive definite (semi-definite), 134, 147
leading, 135
Product of matrices
adjoint of, 50 conjugate of, 13 determinant of, 33
rank
of,
39
scalar,
10 singular, 39
skew-Hermitian, 13, 118 skew-symmetric, 12, 117 symmetric, 12, 115, 163
triangular, 10, 157 unitary, 112, 164
rank
inverse of, 11 of, 43

of, 12
transpose
Quadratic form
canonical form of, 133, 134 definition of, 131 factorization of, 138 rank of, 131 reduction of
Matrix Polynoniial(s)
definition of, 179 degree of, 179 product of, 179 proper (improper), 179 scalar, 180 singular (non-singular), 179 sum of, 179 Minimum polynomial, 196
Multiplication
in partitioned form, 4 of matrices, 3
Kronecker, 136 Lagi-ange, 132 regular, 135 Quadratic form, real definite, 134 index of, 133 semi-definite, 134 signature of, 133
Quadratic forms
equivalence
Negative
definite form (matrix), 134, 147 of a matrix, 2 semi-definite form (matrix), 134, 147 Nilpotent matrix, 11
of, 131, 133,
134
Rank
of adjoint, 50 of bilinear form, 125 of Hermitian form, 146 of matrix, 39 of product, 43 of quadratic form, 131 of sum, 48
Non-derogatory matrix, 197 Non-singular matrix, 39
Normal form of a matrix, 41 Normal matrix, 164
218
Right divisor, 180 Right inverse, 63 Root
of polynomial, 178 of scalar matrix polynomial, 187
INDEX
Symmetric matrix
deiinition of, 12
(cont.)
invariant vectors of, 163 System(s) of Equations, 75

Trace, 1
Row
equivalent matrices, 40 space of a matrix, 93 transformation, 39
Transformation
elementary, 39 linear, 94 orthogonal, 103 singular, 95 unitary, 112
Scalar matrix, 10 matrix polynomial, 180 multiple of a matrix, 2 polynomial, 172 product of two vectors (see inner product) Schwarz Inequality, 101, 110 Secular equation (see characteristic equation) Signature of Hermitian form, 147 of Hermitian matrix, 118 of real quadratic form, 133 of real symmetric matrix, 116 Similar matrices, 95, 196 Similarity invariants, 196 Singular matrix, 39 Skew-Hermitian matrix, 13, 118 Skew-symmetric matrix, 12, 117 Smith normal form, 188
Transpose
of a matrix, 11 of a product, 12 of a sum, 11
Triangular inequality, 101, 110 Triangular matrix, 10, 157
Unit vector, 101 Unitary

matrix, 112 similarity, 157 transformation, 112 Upper triangular matrix, 10
Vector(s)
Span, 85
Spectral decomposition, 170 Spur (see Trace) Sub-matrix, 24 Sum of matrices, 2 vector spaces, 87
Sylvester's
belonging to a polynomial, 207 coordinates of, 88 definition of, 67 inner product of, 100 invariant, 149 length of, 100, 110 normalized, 102 orthogonal, 100 vector product of, 109
law
Vector space basis of, 86

definition of, 85
of inertia, 133 of nullity, 88
Symmetric matrix
characteristic roots of, 163
dimension of, 86 over the complex field, 110 over the real field, 100
Index of Symbols
Symbol
Page
1 1 1
Symbol
E^, (vector)
Page
88
100, 110
100, 110 103, 111
Hj
[î;]
X-Y; X Y
\\n
S
^k
A-'A':
10
11
zxy
Q
p
s
109 115 116
A'
/
A
11
I;
A'-
12 13
116
131
A*- A^
det
\A\;
20
h
A. A,-
146
\îj\
22
im i^ 23
149
149 170
172
îi'i2
ii, is, ....
<^(A)
a,.
r
23
39
39
E^, (matrix)
/(A)
h-îj
Hi(k), Kîk)
F[A]
^(A)
AjfiC),
172
179 180
189
39 39
H^.{k). K.j(k)
-V.
A^ (C)
40 43
NiX)
fi(^)
N
adj
189 196 198 198
49
m(A)
C(g)
J
F
X. X^
64
67
yn(f)
V^tiF)
85
S Cq(p)
203
86
87
205
Â
219

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SCHAUM'S

Formerly Professor and Head,

SCHAIJM'S OUTLINE SERIES

1962 by McGraw-Hill, Inc.

stored in a retrieval system, or transmitted, in any form or by any means,

without the prior

written permission of the publisher.

78910 SHSH 7543210

to enable the reader,

of the latter require only proper modifications of proofs given earlier;

The author wishes

to take this opportunity to express his gratitude to the staff of the

for their splendid cooperation.

SOME TYPES OF MATRICES

DETERMINANT OF A SQUARE MATRIX.

THE ADJOINT OF A SQUARE MATRIX

THE INVERSE OF A MATRIX.

LINEAR DEPENDENCE OF VECTORS AND FORMS

Bases and coordinates.

VECTORS OVER THE REAL FIELD

VECTORS OVER THE COMPLEX FIELD

Transformations. Canonical forms. Cogredient transContragredient transformations. Factorable forms.

THE CHARACTERISTIC EQUATION OF A MATRIX

Invariant vectors and spaces.

SIMILARITY TO A DIAGONAL MATRIX

POLYNOMIALS OVER A FIELD

Remainder theorem. Greatest Relatively prime polynomials.

SMITH NORMAL FORM

THE MINIMUM POLYNOMIAL OF A MATRIX

polynomial. Companion matrix.

CANONICAL FORMS UNDER SIMILARITY

A RECTANGULAR ARRAY OF NUMBERS

enclosed by a pair of brackets, such as

and subject to certain rules of operations given below

considered as the coefficient matrix of the system of homogeneous

(2x + 3y + 7z = linear equations \ X- y + 5z =

as the augmented matrix of the system of non-homogeneous linear equations

to obtain solutions of these

could be given a similar interpretation

rows as simply the coor-

dinates of the points (1,3,

and (4,7, 6) in ordinary space.

The matrix will be used same plane with the

*mi "m2 ""m3

elements in the second row have

subscript and all the elements in

the fifth column have 5 as second subscript. order

rows and n columns

indicating a matrix pairs of parentheses,

and double bars,

shall use the double bracket notation throughout.)

At times the matrix (1.1) will be called "the mxra matrix

the order has been established,

shall write simply "the matrix

SQUARE MATRICES. When m

square and will be called a square matrix of order n or an

In a square matrix, the

" are called

elements of a square matrix A

is called the trace of A.

EQUAL MATRICES. Two

matrices A = [a^] and B =

are said to be equal (A =