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04-BS-5 · May 2017

Question 7 of 7: Cayley–Hamilton, Matrix Inversion and a Linear System

Nivaar worked solution (AI-drafted; not reviewed by a licensed engineer)

Notes on this paper

National Examinations, May 2017 — 04-BS-5 Advanced Mathematics, 3 hours, closed book (approved Casio/Sharp calculator and one double-sided aid sheet permitted). Any five of the seven questions constitute a complete paper and all questions are of equal value; all seven are answered below as a full study resource.

Reference texts: Kreyszig, Advanced Engineering Mathematics, 10th ed. (Wiley) — Ch. 5 (Series Solutions of ODEs), Ch. 11 (Fourier Series, Integrals and Transforms), Ch. 19 (Numerics in General: interpolation, integration, solution of equations by iteration), Ch. 20 (Numeric Linear Algebra). Supporting: Chapra & Canale, Numerical Methods for Engineers, 7th ed. — Ch. 5–6 (bracketing and open root-finding methods), Ch. 18 (interpolation), Ch. 22 (Romberg integration); Strang, Introduction to Linear Algebra, 6th ed. — Ch. 6 (eigenvalues, Cayley–Hamilton).

Question 7: Cayley–Hamilton, Matrix Inversion and a Linear System (20 marks: a 7, b 6, c 7)

Question text not reproduced: the examination questions are © Engineers and Geoscientists BC. Open the official past paper (linked at the top of this page) to read the question, then follow the worked solution below.

Given. The matrix $A=\begin{pmatrix}2&-2&-2\\4&-4&-2\\-2&1&-1\end{pmatrix}$, the identity $U$, the zero matrix $O$, and the right-hand side $\mathbf{b}=(3,\ 12,\ -10)^{T}$ for part (c).

Find. (a) a proof that $A^3+3A^2-4U=O$; (b) $A^{-1}$ from equation (3); (c) the solution $\mathbf{x}=A^{-1}\mathbf{b}$.

Approach. Form $A^2$ and $A^3$ by direct multiplication and add; then read $A^{-1}$ straight off equation (3); finally apply that inverse to the right-hand side. The identity in (a) is no coincidence — it is the Cayley–Hamilton theorem for this matrix, which is worth confirming as an independent check.

  1. Part (a) — compute $A^2$. Multiplying $A$ by itself row-into-column, for instance the $(1,1)$ entry is $2(2)+(-2)(4)+(-2)(-2)=4-8+4=0$: $$A^2=\begin{pmatrix}0&2&2\\-4&6&2\\2&-1&3\end{pmatrix}$$
  2. Compute $A^3=A^2A$. Again row-into-column, the $(1,1)$ entry being $0(2)+2(4)+2(-2)=4$: $$A^3=\begin{pmatrix}4&-6&-6\\12&-14&-6\\-6&3&-5\end{pmatrix}$$
  3. Form the combination and conclude. Adding three times $A^2$ to $A^3$, $$A^3+3A^2=\begin{pmatrix}4&-6&-6\\12&-14&-6\\-6&3&-5\end{pmatrix}+\begin{pmatrix}0&6&6\\-12&18&6\\6&-3&9\end{pmatrix}=\begin{pmatrix}4&0&0\\0&4&0\\0&0&4\end{pmatrix}=4U$$ Therefore $$\boxed{A^3+3A^2-4U=O}$$ as required. Independent check: this is exactly the Cayley–Hamilton statement for $A$. Its characteristic polynomial is $\lambda^3-(\operatorname{tr}A)\lambda^2+c_2\lambda-\det A$, and here $\operatorname{tr}A=2-4-1=-3$; the sum of the three principal $2\times2$ minors is $c_2=6+(-6)+0=0$; and $\det A=4$. So the characteristic polynomial is $\lambda^3+3\lambda^2-4$, and substituting $A$ for $\lambda$ reproduces equation (1) term for term.
  4. Part (b) — apply equation (3). Since $\det A=4\ne0$ the inverse exists, and equation (3) requires only the two matrices already computed: $$A^{-1}=\tfrac14\big(A^2+3A\big)=\tfrac14\left[\begin{pmatrix}0&2&2\\-4&6&2\\2&-1&3\end{pmatrix}+\begin{pmatrix}6&-6&-6\\12&-12&-6\\-6&3&-3\end{pmatrix}\right]=\tfrac14\begin{pmatrix}6&-4&-4\\8&-6&-4\\-4&2&0\end{pmatrix}$$ $$\boxed{A^{-1}=\begin{pmatrix}3/2&-1&-1\\2&-3/2&-1\\-1&1/2&0\end{pmatrix}}$$
  5. Verify the inverse. Multiplying out, the first row of $AA^{-1}$ is $$\big[2(\tfrac32)+(-2)(2)+(-2)(-1),\ \ 2(-1)+(-2)(-\tfrac32)+(-2)(\tfrac12),\ \ 2(-1)+(-2)(-1)+(-2)(0)\big]=[1,\,0,\,0]$$ and the remaining rows give $[0,1,0]$ and $[0,0,1]$, so $AA^{-1}=U$ exactly.
  6. Part (c) — solve the system. The three equations are precisely $A\mathbf{x}=\mathbf{b}$ with $\mathbf{b}=(3,12,-10)^T$, since the coefficient matrix reproduces $A$ row for row. Hence $\mathbf{x}=A^{-1}\mathbf{b}$: $$x_1=\tfrac32(3)+(-1)(12)+(-1)(-10)=4.5-12+10=2.5$$ $$x_2=2(3)+(-\tfrac32)(12)+(-1)(-10)=6-18+10=-2$$ $$x_3=(-1)(3)+\tfrac12(12)+0(-10)=-3+6=3$$ $$\boxed{x_1=\tfrac52,\qquad x_2=-2,\qquad x_3=3}$$
  7. Check the solution in the original equations. Substituting back: $$2(2.5)-2(-2)-2(3)=5+4-6=3\ \checkmark$$ $$4(2.5)-4(-2)-2(3)=10+8-6=12\ \checkmark$$ $$-2(2.5)+(-2)-(3)=-5-2-3=-10\ \checkmark$$ All three equations are satisfied exactly, confirming both the inverse and the solution.
QuantityResult
$A^2$$\begin{pmatrix}0&2&2\\-4&6&2\\2&-1&3\end{pmatrix}$
$A^3$$\begin{pmatrix}4&-6&-6\\12&-14&-6\\-6&3&-5\end{pmatrix}$
Part (a)$A^3+3A^2=4U$, hence $A^3+3A^2-4U=O$
Part (b) $A^{-1}$$\begin{pmatrix}3/2&-1&-1\\2&-3/2&-1\\-1&1/2&0\end{pmatrix}$
$\det A$, $\operatorname{tr}A$$4$, $-3$
Part (c) solution$x_1=2.5,\ x_2=-2,\ x_3=3$