ENGINEERING MATHEMATICS

Linear Algebra Cayley-Hamilton Theorem-

Every square matrix satisfy its characteristics
• Basic Operation
equation. p(x) = det ( A − λI )
| A T |=| A | AB = A B
or a 0 A n + a1A n −1 + ..........a n I = 0
A+B ≠ A + B KA = K n A A = square matrix
,
Types of square matrix
a a If a11 = a12 = 0 or b 21 = b22 = 0
A = 11 12 Type of Details Property
b21 b22 2×2 A =0 square matrix
Diagonal  a ij  ≠ 0
Remember point i= j
matrix
• Area of a triangle whose vertices are (x1,y1) , (x2,y2) Scalar matrix 0 i ≠ j
and (x3,y3) is a ij  =  
x1 y1 1
i= j
k i = j
1
Area of triangle = x 2 y 2 1 = k ( constant )
2
x 3 y3 1 Unit matrix a ij  = 0
i≠ j
or
• Area of a quadrilateral can be found by dividing it Identity a ij  = 1
i= j
into two triangles. matrix
• The condition for three points to be collinear is Upper a ij  = 0, i > j | A |=
x1 y1 1 triangular product of
1 matrix
x 2 y 2 1 =0 leading
2
x 3 y3 1 diagonal
elements
Eigen value Eigen vector Lower a ij  = 0,i < j
Sum of Eigen value [ A − λI][ X] = 0 triangular
∑ ( λ )  = Traceof matrix AX = λX matrix
 i i  Symmetric [ A ]T = [ A ] A + AT
Product of Eigen value Eigen vector matrix 2 is
∏ λ  = Determinant of matrix
 i ( i ) 
always
of matrix A,
symmetric
A2, A-1, adj A matrix
are always Skew symmetric [ A ]T = − [ A ] A − AT
same matrix 2 is
Hermitian matrix = Real always
Eigen vector
Symmetric matrix → Always real skew
Skew Symmetric matrix →Either corresponding
symmetric
zero or purely imaginary to the distinct matrix
Unitary matrix has absolute value A.AT = I
eigen value of Orthogonal | A |= ±1
matrix
a real symme- | A || AT |= 1
tric matrix are A–1 and AT
also
always
orthogonal
orthogonal. Hermitian A = Aθ Diagonal
Remember point
(A )
matrix element =
= (A)
θ T
| A − λI |= 0 is characteristic equation real

Electrical Engineering Capsule 204 YCT

 Skew A = −A θ Diagonal
(ii)
a1 b1 c1
≠ = ⇒ Unique Solution
Hermitian element = a 2 b2 c2
matrix zero or
purely a1 b1 c1
(iii) = ≠ ⇒ No Solution
imaginary a 2 b2 c2
Unitary A.A θ = I a1 b1 c1
matrix (iv) ≠ ≠ ⇒ None
a 2 b2 c2
Idempotent A2=A | A | = 0 or 1
matrix Calculus
Nilpotent AK=0 A and Concept of continuity Concept of
matrix differentiability
Trace = 0
Remember point lim f (x) = lim+ f (x) f (a + h) – f (a)
x →a x →a lim
h→0 h
• Inverse of square matrix : For a non singular
lim f (a – h) = lim f (a + h) f (a – h) – f (a)
matrix A h →0 h →0
= lim = f (a)
1 h→0 –h
A −1 = adj ( A )
|A| Standard Result of limits
−1 −1
AA = A A = I sin x 1
lim =1 lim   = 0
Rank of matrix x →0 x x →∞ x
ρ ( A ) ≤ min ( Row,column ) ρ( A + B) ≤ρ( A) +ρ( B) tan x x
=1  1
lim lim(1+ x)
1/x
= lim1+  = e
ρ ( AB ) ≤ min ρ ( A ) , ρ ( B )  ( )
ρ Aθ = ρ ( A )
x →0 x
x→0 x→∞ x

( ) (
ρ AT A = ρ AAT ) ρ ( AA ) = ρ ( A )
θ
lim cos x = 1 log (1 + x )
= ρ ( A ) = ρ(A T )
x →0 lim =1
x →0 x
Remember point xn − a n a x −1
lim = na n −1 lim = ℓ n (a )
• If A is zero matrix, the ρ(A) = 0 x →a x − a x →0 x
• If A is not a zero matrix ρ ( A ) ≥ 1 sin x cos x x
lim = lim =0  a
• If A is non singular n×n matrix then x →∞ x x →∞ x
lim  1 +  = ea
x →∞
 x
ρ(A) = n (∵| A |≠ 0 )
• Conditions for L- hospital’s rule
Solution of linear simultaneous equation
0 ∞ 0 ∞
[A:B] ρ(A) ≠ ρ(A : B) ρ(A) = ρ(A : B) , , ∞ × ∞, 00 ,1∞ , ∞ 0 , ∞ − ∞, , , ∞ ∞ ,0 × ∞, 0∞
0 ∞ ∞ 0
Augmented Inconsistent consistent
f (x) f '( x )
matrix =No solution ρ(A) =ρ(A:B) If lim → indeterminants form then lim
1. x →a g(x) x →a g '( x )
= number of
Properties of differentiation
variable
d d
(unique solution) kf ( x ) = k f ( x )
dx dx
2.
ρ(A) = ρ(A: B)
d d d
 f ( x ) ± g ( x )  = f (x) ± g(x)
<number of dx  dx dx
d d d
variable f ( x ) .g ( x ) = g ( x ) . f ( x ) + f ( x ) g ( x )
(infinite solution) dx dx dx
d d
Remember point g(x) f (x) − f (x) g(x)
d  f (x)  dx dx
If a1 x + b1 y + c1 = 0  =
dx  g ( x )  g(x)
2
a 2 x + b2 y + c2 = 0
then If h(x) is composite function as h(x) = g[f(x)]
d d d
a b c
(i) 1 = 1 = 1 ⇒ Infinity many Solution h(x) = g  f ( x )  . f ( x )
a 2 b2 c2 dx dx dx

Electrical Engineering Capsule 205 YCT

 Standard formula of differentiation length of cartesian form   dy 2 
b
Function Derivative Function Derivative curve ∫ 1 +    dx
  dx  
a
k(constant) 0 −1 x 1
sin
a a2 − x2 polar form  2  dr 2 
β
x n
nx n–1
cos −1
x −1 ∫ α
 r +    dθ
 dθ  

a a −x2 2
volume of x–axis b
logx 1/x
tan
x
−1 a revolution ∫ a
πy2dx
a x2 + a2 y–axis b

ex ex x −a ∫ a
πx2dy
cot −1
a x2 + a2 θ=0 2π 3
β

ax axloge a x a θ = π/2 ∫ α3
r sin θ dθ
sec−1 β 2π
a
∫α 3 r cos θ dθ
3
x x2 − a2
sinx cosx x −a
cosec −1
a
volume as
double and
triple integral
∫∫∫ f ( x, y, z ) dx dydz
v
x x −a
2 2

cosx –sinx sinh x

triple double integral
∫∫ f (x, y)dx dy
s
cos h x integral
tanx sec2x cosh x sin h x Standard formula of integration
cotx –cosec2x sinh–1 x 1 x n +1 1
= sin −1
x
x +1
2 ∫ x dx =
n
+ c, ( n ≠ −1) ∫ a −x
2 2 a
+c
n +1
sec x sec x tan x cosh–1 x 1 1 dx 1 a+x
∫ x dx = ln x + c ∫ a2 − x2 = 2a log a − x + c
x −1
2

cosec x –cosecx cotx tanh–1 x 1

∫ e dx = e +c dx x 1
x x −1
1− x2 ∫ a 2 + x 2 = a tan +c
a
Mean value theorem:
ax dx −1 −1 x
Rolle's theorem Lagrange's theorem
∫a
x
dx = +c ∫ a2 + x2 = a cot a + c
f (a) = f (b) f (a) ≠ f (b) log e a
f '(c) = 0 c ∈ (a,b)
f '(c) =
f (b) – f (a) ∫ cos xdx = sin x + c ∫x
dx1 x
= sec−1 + c
a a
b–a x −a 2 2

−1
Definite Integration ∫ cosec ( x ) cot ( x ) dx dx −1 x
∫ x x2 −a2 = a cosec a +c
• ∫ ab f ( x)dx = f (b) – f (a) = −cosec ( x ) + c
• ∫ ab f (x)dx = ∫ ab f (t)dt
∫ sin xdx = − cos x + c ∫ sinh xdx = cosh x + c
• ∫ab f (x)dx = – ∫ ab f (x)dx
• ∫ ab f ( x)dx = ∫ ca f ( x)dx + ∫ cb f ( x )dx a < c < b
∫ sec x tan xdx = sec x + c ∫ cosh xdx = sin hx + c
∫ sec xdx = tan x + c dx
2
• ∫ a0 f ( x )dx = ∫ a0 f (a – x )dx ∫ x + a2
2
=
2 ∫ ao f ( x )dx even f n 
( )
a
• ∫–a f ( x )dx =   log  x + x2 + a 2  + c
 0 odd f n   
2 ∫ a f ( x ) dx if f (2a – x) = f ( x) 
• ∫ 02a f ( x)dx =  0 
∫ cos ec xdx = − cot x + c dx
2
if f (2a – x) = – f ( x) 
 0
∫ x2 − a2
=
Application of definite integral
Application
Area of Cartesian form
Formula
x 2 y2
log | x + ( )
x 2 − a 2 | +c

Quadrature ∫ ∫ dy dx ∫ cot xdx = log sin x + c dx

x1 y1 ∫ x2 − a2 =
polar form βr2 1 x −a
∫α 2 dθ or ∫∫ rdr dθ
s
2a
log
x+a
+c

Electrical Engineering Capsule 206 YCT

 ∫ tan xdx = log sec x + c ∫ tan xdx = sin x = x −
x3 x5 x 7
+ − + .......∞
− log(cos x) + c 3! 5! 7!
x2 x 4 x6
∫ sec xdx = log(sec x + tan x) + c ∫ sec xdx = cos x = 1 − + − + .......∞
2! 4! 6!
π x 1 2 17 7
x + .......∞ |x| < π/2
log tan  +  + c tan x = x + x3 + x5 +
4 2 3 15 315
Gamma function
∫ cosec xdx = ∫ cosec xdx = ∞ n−1
log(cosecx − cot x) + c Γ(n) = ∫o e−t t dt (n > 0)
 x
log  tan  + c
 2 1
• Γ  = π • Γ(n) = (n –1)!
2
∫ a − x dx = ∫ a + x dx =
2 2 2 2
nΓ(n) n → fraction 
1 1 x 1 • Γ ( n + 1) =  
x a 2 − x2 + a 2 sin h−1   + c x a2 + x2  n! n → integer 
2 2  
a 2
1 x Beta function
+ a 2 sin h −1   + c 1
2 a β (m, n) = ∫ x m −1 (1 – x) n –1 dx (m > 0, n > 0)
0

Remember point Γ(m)Γ(n)

• β(m,n) =
Integration of ∫ sin x cos x dx m, n is positive integers.
m n Γ(m + n)
m → odd & n → even, for integration put t = cosx  m +1   n +1 
i. Γ Γ 
m → even & n → odd, for integration put t = sinx
π/ 2
 2   2 
∫
m n
ii. • sin x.cos x dx =
m & n → odd, for integration put t = cosx or sinx
0 m+n+2
iii. 2Γ  
iv. m & n → even for integration put t = cosx or sinx  2 

Series expansion : Maxima and Minima

• One independent variable
• Taylor's series -
dy d2y
(x − a)2 =0, > 0(minima)
f (x) = f (a) + (x − a)f ′(a) + f ′′(a) + dx dx 2
2!
d2y
(x − a)3 < 0(maxima)
f ′′′(a) + ......∞ dx 2
3!
• Two independent variable
When a = 0 this series become Maclaurin series.
∂f ∂f ∂2 f ∂ 2f ∂2f
• Maclaurin's series - = 0, = 0, r = 2 ,s = ,t = 2
∂x ∂y ∂x ∂x∂y ∂y
x2 x3
f (x) = f (0) + xf ′(0) + f ′′(0) + f ′′′(0) + ......∞ If rt – s 2 > 0 r > 0 → minima
2! 3!
If rt − s 2 > 0 r < 0 → maxima
x x 2 x3
e = 1 + + + + .......∞
x
If rt − s 2 = 0 → further investigation.
1! 2! 3!
2
x x 2 x3 If rt − s < 0 → neither maxima nor minima
e− x = 1 − + − + .......∞
1! 2! 3! Differential equation
−x
e +ex 2
x x x 4 6
Differential equation solution
= cosh(x) = 1 + + + .......∞
2 2! 4! 6! Separation of variables.
f(y) dy = φ(x) dx
∫ f ( y ) dy = ∫ φ(x) dx + c
ex − e− x x 3 x5 x 7
= sinh(x) = x + + + .......∞
2 3! 5! 7!
x 2 x3 x 4
log(1 + x) = x − + − .......∞ |x| < 1 linear first order I.F. = e ∫
Pdx
2 3 4 equation,
y ( I.F.) = ∫ Q ( I.F.) dx + c
 x 2 x3 x 4  dy
log(1 − x) = −  x + + + .......∞  |x| < 1 + P(x)y = Q(x)
 2 3 4  dx
n ( n − 1) 2 Exact Method: ∫ Mdx +
(1+x)n = 1+nx + x + ........∞
2! M(x,y)dx+N(x,y)dy=0,
∫ (termof N not
Electrical Engineering Capsule 207 YCT
 ∂M ∂N containing x)dy = c 1 −1
= PI = x m = {F(D)} x m
∂Y ∂x f (D)
Homogeneous equation y = vx 4. when f(x) = eax cos bx or eax sin bx or eax xk
dy y dy dv 1 ax  1 
= φ  = v+x PI = e v = eax  v  Where v = cos bx
dx x dx dx f (D)  f (D + a) 
Partial Differential equation or sin bx or xk

∂2 u ∂2u ∂2u ∂u ∂u
a +b + c 2 + d + e = F( u) Vector calculus
∂x 2
∂x∂y ∂y ∂x ∂y
Application Formula
b2 − 4ac > 0 Hyperbolic Gradient  ∂ ˆ ∂ ˆ ∂ 
grad (φ) = ∇φ =  ˆi + j + k φ
2
b – 4ac = 0 Parabolic  ∂x ∂y ∂z 
b2 – 4ac < 0 Elliptic Divergence  ∂ ∂ ∂ 
div(F) = ∇ ⋅ F =  ˆi + ˆj + kˆ  .
 ∂x ∂y ∂z 
One dimensional wave
equation c2
∂ 2 u ∂2 u
= (
ˆiF + ˆjF + kF
ˆ
1 2 3 )
∂x 2 ∂t 2
Curl ˆi ˆj kˆ
One dimensional heat flow ∂u ∂2 u
= c2 2 ∂ ∂ ∂
∂t ∂x curl(F) = ∇ × F =
∂x ∂y ∂z
Laplace equation ∂ 2 u ∂2 u
+ =0 F1 F2 F3
∂x 2 ∂y2
Euler's Theorem- If u is a homogenous Fundamental theorem's of vector
function of degree n in x and y then Green's Theorem Stoke's Gauss Theorem
∂u ∂u y Theorem
x +y = nu Where, u = x n f  
∂x ∂y x ∫ ( φdx + ψdy ) =
c ∫ F ⋅ dr =
c ∫∫ F ⋅ nds = s
Complementary function
∫∫
 ∂ψ ∂φ 
 −  dx dy ∫∫ curlF ⋅ nds
s
ˆ ∫∫∫ div.Fdv v
dn y d n −1y R
 ∂x ∂y 
+ K + ....... + Kn y = 0
dx n −1
1
dx n
Complex Variable's
Cauchy Riemann In polar form
1. (D – m1 )(D – m 2 ) = 0 equation ∂u 1 ∂v ∂u ∂v
m1 ≠ m2 , CF = c1e
m1x
+ c2 e
m2x ∂u ∂v ∂u ∂y ∂r = r ∂θ and ∂θ = –r ∂r
= , =–
∂x ∂y ∂y ∂x
2. m1 = m 2 CF = (C1 + C 2 x )e mx
3. m = a ± ib CF = e ax (c1 cos bx + c 2 sin bx )
• Cauchy's integral formula
4. m = a ± ib, a ± ib CF = eax [ (c1+c2x) cos bx+(c3+c4 For simple pole Residue-
x) sin bx
f (z)
dz = 2π if (a) Res f(a) = lim(z − a)f(z)
Particular integral ∫c z→a
z−a
n n–1
d y d y
n + K1 + ....... + Kn y = f (x) For multiple pole 1
dx dx n–1 Res(z = a) =
1. When f(x) =e ax
If f(a) = 0 f (z) (n − 1)!
∫c dz
(z – a) n
PI =
1 ax
e =
1 ax
e ⇒x
1 ax
e  d n −1 n 
f (D) f (a) f '(a) 2πi  d n−1
  n −1 [(z − a) f (z) 
 n−1 ( z − a) f(z)   dz z = a
n
=
2. When f(x)=sin(ax+b) or cos(ax + b) (n −1)! dz z=a
1 1
PI = sin(ax + b) = sin(ax + b)
f (D 2 ) f (–a 2 ) • Residue theorem
∫c f(z)dz = 2πi × (sum of residue at poles inside or on c)
m
3. f (x) = x

Electrical Engineering Capsule 208 YCT

 Probability of statistics 3
simpson's rule
x + nh
∫x oo f (x)dx = 3h [(Y0 + Yn ) +
8
Favourableevents n(E) 8 3(Y1 + Y2 + Y4 + Y5 + ..... + Yn −1 ) +
P(E) = =
Total number of events n(S)
2(Y3 + Y6 + ......Yn −3 )
• Mutually exclusive events → P(A ∩ B) = 0
Weddle's x o + nh 3h
• Independent events → P(A ∩ B) = P(A).P(B) ∫x o f (x)dx = [Y + 5Y1 +
Rule 10 0
 E  P(E1 ∩ E 2 ) Y2 + 6Y3 + Y4 + 5Y5 + 2Y6 +
• Conditional probability → P  1  =
 E2  P(E 2 ) 5Y7 + Y8 + .......
• 0 ≤ P(E) ≤ 1 Bisection a+b
x0 =
• Probability density function (PDF) - Method 2
Let x be continuous random variable then its PDF Newton- f (x n )
∞ x n +1 = x n –
Raphson f '(x n )
f(x) is defined as - ∫ f (x)dx = 1
−∞
method
Regula- Falsi f n X n −1 − f n −1 X n
• P(E) = 1 − P(E) x n +1 =
method f n − f n −1
• P(E1 ∪ E 2 ) = P(E1 ) + P(E 2 ) − P(E1 ∩ E 2 )
Secant f1 x 0 − f 0 x1
• P(E1 ∩ E 2 ) = P(E1 ∪ E 2 ) = 1 – P(E1 ∪ E 2 ) x2 =
method f1 − f 0
a+b
• Mean x = Euler's (i) Yn +1 = Yn + hf (x n , y n ) .
2 Method
→ forward
• If X & Y are independent random variable then (Runge-kutta
Var ( X + Y ) = Var X + Var Y first order) (ii) Yn +1 = Yn + hf (x n +1Yn +1 ) .
• Var X= E(X2)- [E(X)]2 → Backward
• Var (cX) = c2 .Var(X) Runge -Kutta y n +1 = y n + K and x n+1 = x n + h
method(4th 1
• Standard deviation, σ = variance K= ( K + 2K1 + 2K3 + K 4 )
order) 6 1
Binomial Poisson Distribution
distribution K1 = hf(xn ,yn ),K2 =
n r n−r r −m
P(r) = Cr P q me  h K 
P(r ) = m → mean h f  x n + , yn + 1 
r!  2 2 
( x–µ )2 1 1
Normal Distribution f (x) =
1 –
2 σ2 K3 = h f (x n + h, yn + K2 )
• e 2 2
2πσ
K 4 = h f (x n + h, y n + K 3 )
λe – λx x ≥ 0
• Exponential Distribution f (x) =   Remember point
 0 x < 0
Method Speed Convergence Order No. of
Numerical Method Guess
Name of Formula
Method
Bisection Slower Converges 1 2
Trapezoidal xo +nh h
rule ∫xo f (x)dx = [(Y0 + Yn ) +
2 Secant Medium May or may 1.62 2
not be
2(Y1 + Y2 + .....Yn –1 ) converges
Simpson's x o + nh h Newton- Faster May or may 2 1
∫x o f (x)dx =
[(Y0 + Yn ) +
1 3 Raphson not be
rule 4(Y1 + Y3 + ....Yn –1 ) + 2(Y2 + converges
3
Y4 + ......Yn −2 )

Electrical Engineering Capsule 209 YCT

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