LINEAR TRANSFORMATIONS
6.1 WHAT IS A LINEAR TRANSFORMA
TION?
You know what a function is  its a RULE which
turns NUMBERS INTO OTHER NUMBERS: f(x) =
x
2
means please turn 3 into 9, 12 into 144 and so
on.
Similarly a TRANSFORMATION is a rule which
turns VECTORS into other VECTORS. For exam
ple, please rotate all 3dimensional vectors through
an angle of 90
u) = cT(
u) and T(
u +
v ) = T(
u) +T(
v ).
1
EXAMPLE: Let I be the rule I
u =
u for all
u.
You can check that I is linear! Called IDENTITY
Linear Transformation.
EXAMPLE : Let D be the rule D
u = 2
u for all
u.
D(c
u) = 2(c
u) = c(2
u) = cD
u
D(
u +
v ) = 2(
u +
v ) = 2
u + 2
v = D
u + D
v
LINEAR!
Note: Usually we write D(
u) as just D
u.
6.2. THE BASIC BOX, AND THE MATRIX
OF A LINEAR TRANSFORMATION
The usual vectors
i and
j dene a square:
Lets call this the BASIC BOX in two dimensions.
2
Similarly,
i,
j, and
k dene the BASIC BOX in 3
dimensions.
Now let T be any linear transformation. You know
that any 2dimensional vector can be written as a
i +
b
i +b
j) = aT
i +bT
j.
This formula tells us something very important: IF
I KNOW WHAT T DOES TO
i and
j, THEN I
KNOW EVERYTHING ABOUT T  because now I
can tell you what T does to ANY vector.
EXAMPLE: Suppose I know that T(
i) =
i +
1
4
j
and T(
j) =
1
4
i +
i + 3
j)?
Answer: T(2
i + 3
j) = 2T
i + 3T
j = 2
_
i +
1
4
j
_
+
3
_
1
4
i +
j
_
= 2
i +
1
2
j +
3
4
i + 3
j =
11
4
i +
7
2
j.
Since T
i and T
i) =
i +
1
4
j and T(
j) =
1
4
i +
j.
The basic box has been squashed a bit! Pictures
of WHAT T DOES TO THE BASIC BOX tell us
everything about T!
EXAMPLE: If D is the transformation D
u = 2
u,
then the Basic Box just gets stretched:
So every LT can be pictured by
seeing what it does to the Basic Box.
There is another way!
Let T
i =
_
a
c
_
and T
j =
_
b
d
_
. Then we DEFINE
4
THE MATRIX OF T RELATIVE TO
i,
j as
_
a b
c d
_
,
that is, the rst COLUMN tells us what happened
to
i, and the second column tells us what happened
to
j.
EXAMPLE: Let I be the identity transformation.
Then I
i =
i =
_
1
0
_
, I
j =
j =
_
0
1
_
, so the matrix of
the identity transformation relative to
i
j is
_
1 0
0 1
_
.
EXAMPLE: If D
u = 2
u, then D
i =
_
2
0
_
and
D
j =
_
0
2
_
so the matrix of D relative to
i,
j is
_
2 0
0 2
_
.
EXAMPLE: If T
i =
i +
1
4
j and T
j =
1
4
i + j, then
the matrix is
_
1
1
4
1
4
1
_
.
EXAMPLE: If T
i =
j and T
j =
i, the matrix is
_
0 1
1 0
_
. Basic box is REFLECTED
5
EXAMPLE: Suppose in 3 dimensions T
i =
i+4
j +
7
k, T
j = 2
i + 5
j + 8
k, T
k = 3
i + 6
j + 9
k, then the
matrix is
_
_
1 2 3
4 5 6
7 8 9
_
_
, relative to
i
k.
EXAMPLE: Suppose T
i =
i +
j + 2
k and T
j =
i 3
i,
j. Sim
ilarly a 3dimensional linear transformation has a 3
by 3 matrix. In Engineering applications, most lin
6
ear transformations are 2dimensional or 3dimensional,
so we are mainly interested in these two cases.
EXAMPLE: Suppose T is a linear transformation
that eats 3dimensional vectors and produces
2dimensional vectors according to the rule T
i = 2
i,
T
j =
i +
j, T
k =
i =
i, S
j =
i tan +
j, so the matrix of S relative
to
i,
j is
_
1 tan
0 1
_
.
7
EXAMPLE: Suppose Ti =
i +
j and T
j =
i +
j. Matrix is
_
1 1
1 1
_
and basic box is SQUASHED
FLAT!
EXAMPLE: Rotations in the plane. Suppose you
ROTATE the whole plane through an angle (anti
clockwise). Then simple trigonometry shows you
that
R
i = cos
i + sin
j
R
j = sin i + cos
j
So the rotation matrix is
R() =
_
cos sin
sin cos
_
.
Application: Suppose an object is moving on a cir
cle at constant angular speed . What is its accel
8
eration?
Answer: Let its position vector at t = 0 be
r
0
.
Because the object is moving on a circle, its position
at a later time t is given by rotating
r
0
by an angle
(t). So
r (t) =
_
cos sin
sin cos
_
r
0
Dierentiate
d
r
dt
=
_
sin cos
cos sin
_
r
0
by the chain rule. Here
is actually , so
d
r
dt
=
_
sin cos
cos sin
_
r
0
. Dierentiate again,
d
2
r
dt
2
=
_
cos sin
sin cos
_
r
0
=
2
_
cos sin
sin cos
_
r
0
.
9
Substitute the equation for
r (t),
d
2
r
dt
2
=
2
r ,
which is formula you know from physics.
6.3. COMPOSITE TRANSFORMATIONS
AND MATRIX MULTIPLICATION.
You know what it means to take the COMPOSITE
of two functions: if f(u) = sin(u), and u(x) = x
2
,
then f u means: please do u FIRST, THEN f, so
f u(x) = sin(x
2
). NOTE THE ORDER!!
u f(x) = sin
2
(x), NOT the same!
Similarly if A and B are linear transformations, then
AB means do B FIRST, then A.
NOTE: BE CAREFUL! According to our denition,
A and B both eat vectors and both produce vectors.
But then you have to take care that A can eat what
10
B produces!
EXAMPLE: Suppose Aeats and produces 2dimensional
vectors, and B eats and produces 3dimensional vec
tors. Then AB would not make sense!
EXAMPLE: Suppose B eats 2d vectors and pro
duces 3d vectors (so its matrix relative to
i
k looks
like this:
_
_
b
11
b
12
b
21
b
22
b
31
b
32
_
_
, a 3 by 2 matrix) and suppose
A eats 3d vectors and produces 2d vectors. Then
AB DOES make sense, because A can eat what B
produces. (In this case, BA also makes sense.).
IMPORTANT FACT: Suppose a
ij
is the matrix
of a linear transformation A relative to
k, and sup
pose b
ij
is the matrix of the Linear Transformation
B relative to
i
j or
i
k is just
11
the matrix product of a
ij
and b
ij
.
EXAMPLE: What happens to the vector
_
1
2
_
if
we shear 45
_
1 tan
0 1
_
so in this case it is
_
1 1
0 1
_
. A rotation through
has matrix
_
cos sin
sin cos
_
, so here it is
_
0 1
1 0
_
Hence
SHEAR, THEN ROTATE
_
0 1
1 0
_ _
1 1
0 1
_
=
_
0 1
1 1
_
ROTATE, THEN SHEAR
_
1 1
0 1
_ _
0 1
1 0
_
=
_
1 1
1 0
_
.
12
So shear, then rotate
_
1
2
_
_
0 1
1 1
_ _
1
2
_
=
_
2
3
_
.
Rotate, then shear
_
1
2
_
_
1 1
1 0
_ _
1
2
_
=
_
1
1
_
Very dierent!
EXAMPLE: Suppose B is a LT with matrix
_
_
1 0
0 1
1 1
_
_
and A is a LT with matrix
_
0 1 1
1 1 0
_
.
What is the matrix of AB? Of BA?
Answer:
_
0 1 1
1 1 0
_
_
_
1 0
0 1
1 1
_
_
=
_
1 0
1 1
_
= AB
2 by 3 3 by 2 2 by 2
_
_
1 0
0 1
1 1
_
_
_
0 1 1
1 1 0
_
=
_
_
0 1 1
1 1 0
1 0 1
_
_
3 by 2 2 by 3 3 by 3
13
EXAMPLE: Suppose you take a piece of rubber in
2 dimensions and shear it parallel to the x axis by
degrees, and then shear it again by degrees. What
happens?
_
1 tan
0 1
_ _
1 tan
0 1
_
=
_
1 tan + tan
0 1
_
which is also a shear, but NOT through +!
The shear angles dont add up, since tan +tan =
tan( +).
EXAMPLE: Rotate 90
v , magnitude
of the vector product.
If you dont know it, you can easily check it, since
the area of any parallelogram is given by
15
AREA = HEIGHT Base
=
_

v  sin
_

u
= 
u 
v  sin
= 
v .
Similarly, the VOLUME of a threedimensional par
allelogram [called a PARALLELOPIPED!] is given
by
VOLUME = (AREA OF BASE) HEIGHT.
If you take any 3 vectors in 3 dimensions, say
u,
v ,
w,
then they dene a 3dimensional parallelogram. The
area of the base is 
v ,
height is 
w  sin
_
2
_

where is the angle between
v and
w, so VOLUME
dened by
u,
v ,
w is just
16

v  
w  sin
_
2
_

=
v  
w  cos 
=
w.
[Check: Volume of Basic Box dened by
i
k is

k = 
k = 1, correct!
Now let T be any linear transformation in two di
mensions. [This means that it acts on vectors in the
xy plane and turns them into other vectors in the xy
plane.]
We let T act on the Basic Box, as usual.
Now T
i and T
j, so (T
i) (T
i) (T
j) = det(T)
k.
EXAMPLE: If I = identity, then
I
i I
j =
j =
k = 1
k
so det(I) = 1.
EXAMPLE: D
u = 2
u
D
i D
j = 4
j = 4
k det(D) = 4
EXAMPLE: T
i =
i +
1
4
j, T
j =
1
4
i +
j,
T
i T
j =
_
i +
1
4
j
_
_
1
4
i +
j
_
=
j +
1
16
i
=
15
16
j =
15
16
k det T =
15
16
.
EXAMPLE: T
i =
j, T
j =
i,
T
i T
j =
j
i =
k det T = 1
18
EXAMPLE: Shear, S
i =
i, S
j =
i tan +
j,
S
i S
j =
k det S = 1.
EXAMPLE: T
i =
i +
j = T
j,
T
i T
j =
0
det T = 0.
EXAMPLE: Rotation
R
i R
j = (cos
i + sin
j) (sin
i + cos
j)
= (cos
2
sin
2
)
k =
k det(R) = 1.
The area of the Basic Box is initially 
j = 1.
After we let T act on it, the area becomes
T
i T
j = det T 
k =  det T.
So
Final Area of Basic Box
Initial Area of Basic Box
=
 det T
1
=  det T
19
so  det T TELLS YOU THE AMOUNT BY WHICH
AREAS ARE CHANGED BY T. So det T = 1
means that the area is UNCHANGED (Shears, ro
tations, reections) while det T = 0 means that the
Basic Box is squashed FLAT, zero area.
Take a general 2 by 2 matrix M =
_
a b
c d
_
. We
know that this means M
i = a
i + c
j, M
j = b
i + d
j.
Hence M
i M
j =
_
a
i +c
j
_
_
b
i +d
j
_
= (ad
bc)
k, so
det
_
a b
c d
_
= ad bc.
Check: det
_
2 0
0 2
_
= 4, det
_
1 tan
0 1
_
= 1,
det
_
cos sin
sin cos
_
= 1, det
_
1 1
1 1
_
= 0.
IN THREE dimensions there is a similar gadget.
20
The Basic Box is dened by
i
i, T
j, T
k. We dene
det T =
_
T
i
_
_
T
j
_
_
T
k
_
where the dot is the scalar product, as usual. Since
T
i T
j T
i, T
j, T
k, we see that
 det T =
Final Volume of Basic Box
Initial Volume of Basic Box
,
that is,  det T tells you how much T changes vol
umes. If T squashes the Basic Box at, then
det T = 0.
Just as det
_
a b
c d
_
= ad bc, there is a formula
for the determinant of a 3 by 3 matrix. The usual
notation is this. We DEFINE
a b
c d
= det
_
a b
c d
_
= ad bc.
21
Similarly
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33
is the determinant of
_
_
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33
_
_
and there is a formula for it, as
follows:
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33
= a
11
a
22
a
23
a
32
a
33
a
12
a
21
a
23
a
31
a
33
+a
13
a
21
a
22
a
31
a
32
.
In other words, we can compute a threedimensional
determinant if we know how to work out 2dimensional
determinants.
COMMENTS:
[a] We worked along the top row. Actually, a THE
OREM says that you can use ANY ROW OR ANY
COLUMN!
[b] How did I know that a
12
had to multiply the par
ticular 2dimensional determinant
a
21
a
23
a
31
a
33
? Easy:
22
I just struck out EVERYTHING IN THE SAME
ROW AND COLUMN as a
12
:
a
21
a
23
a
31
a
33
and
just kept the survivors!
This is the pattern, for example if you expand along
the second row you will get
a
21
a
12
a
13
a
32
a
33
+a
22
a
11
a
13
a
31
a
33
a
23
a
11
a
12
a
31
a
32
1 1 0
1 1 1
2 0 0
= 1
1 1
0 0
1 1
2 0
+ 0
1 1
2 0
= 0 + 2 + 0 = 2
(expanding along the top row) or, if you use the sec
ond row,
1 1 0
1 1 1
2 0 0
= 1
1 0
0 0
+ 1
1 0
2 0
1 1
2 0
= 0 + 0 + 2 = 2
24
or
1 1 0
1 1 1
2 0 0
= 1
1 1
0 0
1 0
0 0
+ 2
1 0
1 1
= 0 + 0 + 2 = 2
(expanding down the rst column).
Important Properties of Determinants
[a] Let S and T be two linear transformations such
that det S and det T are dened. Then
det ST = det TS = (det S) (det T).
Therefore, det[STU] = det[UST] = det[TUS] and
so on: det doesnt care about the order. Remember
however that this DOES NOT mean that STU =
UST etc etc.
25
[b] If M is a square matrix, then
det M
T
= det M.
[c] If c is a number and M is an n by n matrix, then
det(cM) = c
n
det M.
EXAMPLE: Remember from Section 2[g] of Chap
ter 5 that an ORTHOGONAL matrix satises MM
T
=
I. So det(MM
T
) = det I = 1. But det(MM
T
) =
det(M) det(M
T
) = det(M) det(M) = (det M)
2
,
thus
det M = 1
for any orthogonal matrix.
6.5. INVERSES.
If I give you a 3dimensional vector
u and a 3
dimensional linear transformation T, then T sends
26
u
T
u
But what about this picture:
u
T
u = T
v
Can T send TWO DIFFERENT VECTORS TO
ONE? Yes!
_
_
1 0 0
0 0 0
0 0 0
_
_
_
_
0
1
0
_
_
=
_
_
0
0
0
_
_
=
_
_
1 0 0
0 0 0
0 0 0
_
_
_
_
0
0
1
_
_
So it can happen! Notice that this transformation
destroys
j (and also
k). In fact if
u =
v and
27
T
u = T
v , then T(
v ) = 0, that is, T
w =
0
where
w IS NOT THE ZERO VECTOR. So if this
happens, T destroys everything in the
w direction.
That is, T SQUASHES 3dimensional space down
to two or even less dimensions. This means that
T LOSES INFORMATION it throws away all of
the information stored in the
w direction. Clearly T
squashes the basic box down to zero volume, so
det T = 0
and we say T is SINGULAR.
SUMMARY: A SINGULAR LINEAR TRANSFOR
MATION
[a] Maps two dierent vectors to one vector
[b] Destroys all of the vectors in at least one direction
[c] Loses all information associated with those direc
tions
[d] Satises det T = 0.
28
Conversely, a NONSINGULAR transformation never
maps 2 vectors to one,
u T
v T
v
_
_
_
Dierent
Therefore if I give you T
u, THERE IS EXACTLY
ONE
u. The transformation that takes you fromT
u
back to
u is called the INVERSE OF T. The idea is
that since a NONSINGULAR linear transformation
does NOT destroy information, we can reconstruct
u if we are given T
_
and
_
a
b
_
and sends them to the same vector,
so
_
0 1
1 0
_ _
_
=
_
0 1
1 0
_ _
a
b
_
.
Then
_
_
=
_
b
a
_
= a
= b
_
_
=
_
a
b
_
30
so
_
_
and
_
a
b
_
are the same this transforma
tion never maps dierent vectors to the same vector.
No vector is destroyed, no information is lost, noth
ing gets squashed! And det
_
0 1
1 0
_
= 1, NON
SINGULAR.
How to FIND THE INVERSE.
By denition, T
1
sends T
u to
u, i.e.
T
1
(T(
u)) =
u = T(T
1
(
u)).
But
u = I
u (identity) so T
1
satises
T
1
T = TT
1
= I.
So to nd the inverse of
_
0 1
1 0
_
we just have to
nd a matrix
_
a b
c d
_
such that
_
a b
c d
_ _
0 1
1 0
_
=
_
1 0
0 1
_
, b = 1, a = 0, d = 0, c = 1 so answer is
31
_
0 1
1 0
_
. In fact its easy to show that
_
a b
c d
_
1
=
1
ad bc
_
d b
c a
_
.
For example, when we needed to nd the matrix S
in Section 4 of Chapter 5, we needed to nd a way
of solving
S
_
0.7 0.4
0.5 0.7
_
= I.
This just means that we need to inverse of
_
0.7 0.4
0.5 0.7
_
,
and the above formula does the job for us.
For bigger square matrices there are many tricks
for nding inverses. A general [BUT NOT VERY
PRACTICAL] method is as follows:
[a] Work out the matrix of COFACTORS. [A cofac
tor is what you get when you work out the smaller
determinant obtained by striking out a row and a
column, for example the cofactor of 6 in
1 2 3
4 5 6
7 8 9
32
is
1 2
7 8
r =
a
where M is a matrix,
r = the vector of variables,
36
and
a is a given vector. Suppose M is square.
[a] If det M = 0, there is exactly one solution,
r = M
1
a.
[b] If det M = 0, there is probably no solution. But
if there is one, then there will be many.
PRACTICAL ENGINEERING PERSPECTIVE:
In the REAL world, NOTHING IS EVER EXACTLY
EQUAL TO ZERO! So if det M = 0, either [a] you
have made a mistake, OR [b] you are pretending that
your data are more accurate than they really are!
_
_
1 2 3
4 5 6
7 8 9
_
_
REALLY means
_
_
1.01 2.08 3.03
3.99 4.97 6.02
7.01 7.96 8.98
_
_
and of course the determinant of THIS is nonzero!
Actually, det = 0.597835!
37
6.6 EIGENVECTORS AND EIGENVALUES.
Remember we said that a linear transformation
USUALLY changes the direction of a vector. But
there may be some special vectors which DONT
have their direction changed!
EXAMPLE:
_
1 2
2 2
_
clearly DOES change the
direction of
i and
j, since
_
1
2
_
is not parallel to
i
and
_
2
2
_
is not parallel to
j. BUT
_
1 2
2 2
_ _
2
1
_
=
_
4
2
_
= 2
_
2
1
_
which IS parallel to
_
2
1
_
.
In general if a transformation T does not change the
direction of a vector
u, that is
T
u =
u
38
for some (SCALAR), then
u is called an EIGEN
VECTOR of T. The scalar is called the EIGEN
VALUE of
u.
6.7 FINDING EIGENVALUES AND EIGEN
VECTORS.
There is a systematic way of doing this. Take the
equation
T
u =
u
and write
u = I
u, I = identity. Then
(T I)
u =
0
Lets suppose
u =
0
[of course,
0
is always an eigen
vector, that is boring]. So the equation says that
T I SQUASHES everything in the
u direction.
Hence
det(T I) = 0.
39
This is an equation which can be SOLVED to nd
.
EXAMPLE: Find the eigenvalues of
_
1 2
2 2
_
:
det
__
1 2
2 2
_
_
1 0
0 1
__
= 0
det
_
1 2
2 2
_
= 0
(1 )(2 +) 4 = 0
= 2 OR 3
So there are TWO answers for a 2 by 2 matrix. Sim
ilarly, in general there are three answers for 3 by 3
matrices, etc.
What are the eigenvectors for = 2, = 3?
IMPORTANT POINT: Let
u be an eigenvector
of T. Then 2
u) = 2T
u = 2
u = (2
u).
40
Similarly 3
u, 13.59
_
. Then
(T I)
u =
0
_
1 2
2 2
_ _
_
= 0
_
1 2
2 4
_ _
_
= 0
+ 2 = 0
2 4 = 0
But these equations are actually the SAME, so we
really only have ONE equation for 2 unknowns. We
arent surprised, because we did not expect a unique
answer anyway! We can just CHOOSE = 1 (or
13.59 or whatever) and then solve for . Clearly
=
1
2
, so an eigenvector corresponding to = 2
is
_
1
1
2
_
. But if you said
_
2
1
_
or
_
100
50
_
that is also
41
correct!
What about = 3?
_
4 2
2 1
_ _
_
= 0
4 + 2 = 0
2 + = 0
Again we can set = 1, then = 2, so an eigen
vector corresponding to = 3 is
_
1
2
_
or
_
2
4
_
or
_
10
20
_
etc.
EXAMPLE: Find the eigenvalues, and correspond
ing eigenvectors, of
_
0 1
1 0
_
.
Answer: We have det
_
1
1
_
= 0
2
+ 1 =
0 = i, i =
1.
Eigenvector for i: we set
_
i 1
1 i
_ _
1
_
= 0
42
i = 0 = i so an eigenvector for i is
_
1
i
_
. For = i we have
_
i 1
1 i
_ _
1
_
= 0
i = 0 = i so an eigenvector for i
is
_
1
i
_
. Note that a REAL matrix can have COM
PLEX eigenvalues and eigenvectors! This is hap
pening simply because
_
0 1
1 0
_
is a ROTATION
through 90
j by let
ting T act on
i and
j and then putting the results in
43
the columns. So to say that T has matrix
_
a b
c d
_
with respect to
i,
j means that
T
i = a
i +c
j
T
j = b
i +d
j.
Whats so special about the two vectors
i and
j?
Nothing, except that EVERY vector in two dimen
sions can be written as
i +
j for some , .
Now actually we only really use
i and
j for CONVE
NIENCE. In fact, we can do this with ANY pair of
vectors
u,
v in two dimensions,
PROVIDED that they are not parallel.
That is, any vector
w can be
expressed as
w =
u +
v
for some scalars , . You can see this from the
diagram by stretching
u to
u and
v to
v , we
can make their sum equal to
w.
44
We call
u,
v a BASIS for 2dimensional vectors. Let
u = P
11
i +P
21
j =
_
P
11
P
21
_
v = P
12
i +P
22
j =
_
P
12
P
22
_
Then the transformation that takes
_
i,
j
_
to (
u,
v )
has matrix
_
P
11
P
12
P
21
P
22
_
= P. In order for
u,
v to be
a basis, P must not squash the volume of the Basic
Box down to zero, since otherwise
u and
v will be
parallel. So we must have
det P = 0.
The same idea works in 3 dimensions: ANY set of
3 vectors forms a basis PROVIDED that the matrix
of components satises det P = 0.
EXAMPLE: The pair of vectors
u =
_
1
0
_
,
v =
_
1
1
_
forms a basis, because det
_
1 1
0 1
_
= 1 = 0.
45
Now of course the COMPONENTS of a vector will
change if you choose a dierent basis. For example,
_
1
2
_
= 1
i + 2
j BUT
_
1
2
_
= 1
u + 2
v .
Instead,
_
1
2
_
=
u +2
v are
_
1
2
_
(
u,
v )
. Where did I
get these numbers?
As usual, set
u = P
i,
v = P
j where P =
_
1 1
0 1
_
.
We want to nd , such that
_
1
2
_
=
u +
v .
We have, in this particular case,
u =
i,
v =
i +
j, so
_
1
2
_
=
i +[
i +
j] =
_
+
_
= P
_
_
We know P is not singular, so we can take P over to
the left side by multiplying both sides of this equa
46
tion by the inverse of P. So we get
_
_
= P
1
_
1
2
_
and this is our answer: this is how we nd and !
So to get and we just have to work out
P
1
_
1
2
_
=
_
1 1
0 1
_ _
1
2
_
=
_
1
2
_
,
that is, the components of this vector relative to
u,
v
are found as
_
1
2
_
(
u,
v )
= P
1
_
1
2
_
(
i,
j)
THE COMPONENTS RELATIVE TO
u,
v ARE
OBTAINED BY MULTIPLYING P
1
INTO THE
COMPONENTS RELATIVE TO
i,
j. Similarly for
linear transformations if a certain linear transfor
mation T has matrix
_
1 2
0 1
_
j
relative to
i,
j it
47
will have a DIFFERENT matrix relative to
u,
v .
We have
_
1 2
0 1
_
(
i,
j)
_
1
2
_
(
i,
j)
=
_
5
2
_
(
i,
j)
That is, the matrix of T relative to
i,
j sends
_
1
2
_
(
j)
to
_
5
2
_
(
j)
. In the same way, the matrix of T rela
tive to (
u,
u,
v )
to
_
7
2
_
(
u,
v )
, because these are
the components of these two vectors relative to
u,
v ,
as you can show by multiplying P
1
into
_
1
2
_
(
j)
and
_
5
2
_
(
j)
respectively.
So the unknown matrix we want satises
_
? ?
? ?
_
(
u,
v )
_
1
2
_
(
u,
v )
=
_
7
2
_
(
u,
v )
48
But we know
_
1
2
_
(
u,
v )
= P
1
_
1
2
_
(
i,
j)
and
_
7
2
_
(
u,
v )
= P
1
_
5
2
_
(
i,
j)
so
_
? ?
? ?
_
(
u,
v )
P
1
_
1
2
_
(
j)
= P
1
_
5
2
_
(
j)
.
Multiply both sides by P and get
P
_
? ?
? ?
_
(
u,
v )
P
1
_
1
2
_
(
j)
=
_
5
2
_
(
j)
Compare this with
_
1 2
0 1
_
(
i,
j)
_
1
2
_
(
i,
j)
=
_
5
2
_
(
i,
j)
_
1 2
0 1
_
(
i,
j)
= P
_
? ?
? ?
_
(
u,
v )
P
1
_
? ?
? ?
_
(
u,
v )
= P
1
_
1 2
0 1
_
(
i,
j)
P.
49
[In the last step, we multiplied both sides on the
LEFT by P
1
, and on the RIGHT by P.]
We conclude that THE MATRIX OF T REL
ATIVE TO
u,
v , IS OBTAINED BY MULTIPLY
ING P
1
ON THE LEFT AND P ON THE RIGHT
INTO THE MATRIX OF T RELATIVE TO
i,
j.
In this example,
_
? ?
? ?
_
(
u,
v )
=
_
1 1
0 1
_ _
1 2
0 1
_ _
1 1
0 1
_
=
_
1 1
0 1
_ _
1 3
0 1
_
=
_
1 4
0 1
_
.
So now we know how to work out the matrix of any
linear transformation relative to ANY basis.
Now let T be a linear transformation in 2 dimensions,
with eigenvectors
e
1
,
e
2
, eigenvalues
1
,
2
. Now
e
1
and
e
2
may or may not give a basis for 2dimensional
space. But suppose they do.
50
QUESTION: What is the matrix of T relative to
e
1
,
e
2
?
ANSWER: As always, we see what T does to
e
1
and
e
2
, and put the results into the columns!
By denition of eigenvectors and eigenvalues,
T
e
1
=
1
e
1
=
1
e
1
+ 0
e
2
T
e
2
=
2
e
2
= 0
e
1
+
2
e
2
So the matrix is
_
1
0
0
2
_
(
e
1
,
e
2
)
.
We say that a matrix of the form
_
a 0
0 d
_
or
_
_
0 0
0 0
0 0
_
_
is DIAGONAL. So we see that THE MATRIX OF
A TRANSFORMATION RELATIVE TO ITS OWN
EIGENVECTORS (assuming that these form a ba
sis) is DIAGONAL.
EXAMPLE: We know that the eigenvectors of
_
1 2
2 2
_
are
_
1
1
2
_
and
_
1
2
_
. So here P =
_
1 1
1
2
2
_
,
51
P
1
=
2
5
_
2 1
1
2
1
_
,
P
1
_
1 2
2 2
_
P =
2
5
_
2 1
1
2
1
_ _
1 2
2 2
_ _
1 1
1
2
2
_
=
2
5
_
2 1
1
2
1
_ _
2 3
1 6
_
=
2
5
_
5 0
0
15
2
_
=
_
2 0
0 3
_
as expected since the
eigenvalues are 2 and 3.
EXAMPLE: The shear matrix
_
1 tan
0 1
_
.
Eigenvalues: det
_
1 tan
0 1
_
= 0 (1)
2
=
0 = 1. Only one eigenvector, namely
_
1
0
_
, so
the eigenvectors DO NOT give us a basis in this case
NOT possible to diagonalize this matrix!
52
6.9 APPLICATION MARKOV CHAINS.
We saw back in Section 3 of Chapter 5 that to predict
the weather 4 days from now, we needed the 4th
power of the matrix
_
0.6 0.3
0.4 0.7
_
.
But suppose I want the weather 30 days from now
I need M
30
! There is an easy way to work this
out using eigenvalues.
Suppose I can diagonalize M, that is, I can write
P
1
MP = D =
_
1
0
0
2
_
for some matrix P. Then
M = PDP
1
M
2
= (PDP
1
)(PDP
1
)
= PDP
1
PDP
1
= PD
2
P
1
M
3
= MM
2
= PDP
1
PD
2
P
1
= PD
3
P
1
etc
M
30
= PD
30
P
1
.
53
But D
30
is very easy to work out it is just
_
30
1
0
0
30
2
_
.
Lets see how this works!
Eigenvectors and eigenvalues of
_
0.6 0.3
0.4 0.7
_
are
_
1
1
_
(eigenvalue 0.3) and
_
1
4
3
_
(eigenvalue 1) so
P =
_
1 1
1
4
3
_
, D =
_
0.3 0
0 1
_
, P
1
=
_
4
7
3
7
3
7
3
7
_
D
30
=
_
(0.3)
30
0
0 1
_
_
2 10
16
0
0 1
_
so
M
30
=
_
1 1
1
4
3
_ _
2 10
16
0
0 1
_ _
4
7
3
7
3
7
3
7
_
=
1
7
_
3 + 8 10
16
3 6 10
16
4 8 10
16
4 + 6 10
16
_
_
3
7
3
7
4
7
4
7
_
So if it is rainy today, the probability of rain tomor
row is 60%, but the probability of rain 30 days from
54
now is only
3
7
43%. As we go forward in time, the
fact that it rained today becomes less and less im
portant! The probability of rain in 31 days is almost
the same as the probability of rain in 30 days!
6.10 THE TRACE OF A MATRIX.
Let M be any square matrix. Then the TRACE
of M, denoted TrM, is dened as the sum of the
diagonal entries: Tr
_
1 0
0 1
_
= 2, Tr
_
_
1 2 3
4 5 6
7 8 9
_
_
=
15, Tr
_
_
1 5 16
7 2 15
11 9 8
_
_
= 11, etc.
In general it is NOT true that Tr(MN) = TrM TrN
BUT it is true that TrMN = TrNM.
Proof: TrM =
i
M
ii
so
TrMN =
j
M
ij
N
ji
=
i
N
ji
M
ij
= TrNM.
55
Hence Tr(P
1
AP) = Tr(APP
1
) = TrA so if A is
diagonalizable, TrA = Tr
_
1
0
0
2
_
=
1
+
2
.
56