Matrices, Eigenvalues
& Transformations
From basic matrix algebra to diagonalisation, Markov chains, and geometric transformations.
Matrix Algebra and Operations
A matrix is a rectangular array of numbers arranged in rows and columns. The order of a matrix is written as rows × columns.
Basic Operations
| Operation | Condition | Notes |
|---|---|---|
| Addition / Subtraction | Same order only | Corresponding elements combined. |
| Scalar Multiplication | Always defined | Every element multiplied by the scalar. |
| Matrix Multiplication \(AB\) | Cols of \(A\) = Rows of \(B\) | Non-commutative — \(AB \neq BA\) in general. |
Determinant & Inverse
- Singular\(\det A = 0\) — no inverse exists. Not Invertible
- Non-Singular\(\det A \neq 0\) — inverse exists. Invertible
Eigenvalues and Eigenvectors
Eigenvalues and eigenvectors reveal the fundamental behaviour of a square matrix — the directions it stretches or flips, and by how much.
Core Definitions
Finding Eigenvalues & Eigenvectors
- Form \(\lambda I – A\) and compute its determinant.
- Set \(\det(\lambda I – A) = 0\) — this is the characteristic polynomial.
- Solve for \(\lambda\) (the eigenvalues). For a 2×2 matrix, this gives a quadratic.
- For each \(\lambda\), substitute back into \((\lambda I – A)\mathbf{x} = \mathbf{0}\) and solve for \(\mathbf{x}\).
Worked Example
Let \( A = \begin{pmatrix} 0 & -3 \\ -4 & -1 \end{pmatrix} \).
Characteristic equation: \[ \det\begin{pmatrix}\lambda & 3 \\ 4 & \lambda+1\end{pmatrix} = \lambda(\lambda+1) – 12 = \lambda^2 + \lambda – 12 = 0 \]
Factoring: \((\lambda – 3)(\lambda + 4) = 0\), so \(\lambda = 3\) or \(\lambda = -4\).
Diagonalisation and Powers
A matrix is diagonalisable when it can be decomposed using its eigenvectors into a simpler diagonal form — making repeated operations like \(A^n\) far more efficient.
The Diagonalisation Decomposition
- Matrix PPlace the eigenvectors of \(A\) as the columns of \(P\).
- Matrix DPlace the corresponding eigenvalues on the leading diagonal of \(D\); all other entries are zero.
- Why use it?Computing \(D^n\) is trivial — just raise each diagonal entry to the power \(n\). No repeated matrix multiplication required.
Markov Chains and Transformations
Markov Chains
A stochastic model using a transition matrix \(T\) to predict how a system evolves over discrete time steps.
The steady state \(\mathbf{s}\) is an eigenvector of \(T\) with eigenvalue \(\lambda = 1\). The system settles here as \(n \to \infty\) (under suitable conditions).
Geometric Transformations
2×2 matrices can encode geometric transformations of the plane. Common types:
If transformation \(A\) is applied first and then \(B\), the combined matrix is \(BA\) — note the reverse order. This reflects the non-commutativity of matrix multiplication.
| Transformation | Matrix | Notes |
|---|---|---|
| Rotation by \(\theta\) | \(\begin{pmatrix}\cos\theta & -\sin\theta \\ \sin\theta & \cos\theta\end{pmatrix}\) | Anticlockwise about origin. |
| Reflection in \(y=(\tan\alpha)x\) | \(\begin{pmatrix}\cos 2\alpha & \sin 2\alpha \\ \sin 2\alpha & -\cos 2\alpha\end{pmatrix}\) | e.g. \(y=x\) gives \(\alpha=45°\). |
| Enlargement by scale \(k\) | \(\begin{pmatrix}k & 0 \\ 0 & k\end{pmatrix}\) | All lengths scaled by \(k\). |
| Stretch (x-direction) by \(k\) | \(\begin{pmatrix}k & 0 \\ 0 & 1\end{pmatrix}\) | y-coordinates unchanged. |
Matrices & Eigenvalues
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