SCHAUM’S OUTLINE OF THEORY AND PROBLEMS MATRIX OPERATIONS KICHARD BRONSON, Ph.D. Professor of Mathematics and Computer Science Fairleigh Dickinson University SCHAUM’S OUTLINE SERIES McGRAW-HILL Now York San Francisco Washington, D.C. Auckland Bogoté Caracus Lisbon London Madrid Mexico-City Milan Montreal New Dehli San Juan Singapore Sydoey Takyo TorontoTo Evy RICHARD BRONSON, who is Profetsor and Chairman of Mather and Computer Science at Fairleigh Dickinson University, received his Ph.D. in applied mathematics from Stevens Institute of Technology in 1968, Dr. Bronson is currently an associate editor of the journal Simla ‘don, contributing editor to SLAM News, has served as a consultant to Bell Telephone Laboratories, and has published aver 25 technical articles. and books, the latter including Schauen’s Outline of Modern Introductory Differential Equations and Schaum's Ouiline of Operations Research, Schaum's Outline of Theory and Problems of MATRIX OPERATIONS. Copyright © 198%by The McGraw-Hill Companies, In. Al rights reserved. Printed in the United States of America. Except as penmited under the United States Copyright Act of 1976, no par of this publication may be reproduced or distributed in any form or by any rican of stored ina data hase oF retreval system, without the prior written permission of {he publisher HO UL 1215 14 15 16 17 18 19-20 PRS PRE ® IS8N O-07-007976-1 Spoosaring Esitor, David Beckuith Producsion Supervisor, Louise Karam ising Superson, Mortne Grice Lneary of Congress Cataloging ta-Pubiicaton Data Beamon, Richard ‘Denaufas out of theory and problems of mare operations (Semum's oatane sere) Ince sade 1, Matsices, 1 Tide. Tcl: Matrix ‘operations QaLés 8759 1990 sa0e aka ISBN 0-07-007974-1 McGraw-Hill Fed ‘A Division of The McGrellCompaniesPreface ‘Perhaps na arca of mathematics has changed as dramatically as matrices aver the last 25 years, This is due to both the advent of the computer as well as the introduction and acceptance of matrix methods into other applied disciplines. Computers provide an efficient mechanism for doing iterative computations. This, in turn, has revolutionized the methods used for locating eigenvalues and ‘eigenvectors and has altered the usefulness of many classical techniques, such &s ‘those for obtaining inverses and solving simultaneous equations. Relatively new fields, such as operations research, lean heavily on matrix algebra, while csteb- lished fields, such as economics, probability, and differential equations, continue to expand their reliance on matrices for clarifying and simplifying complex ssoncepts. This book is an algorithmic approach to matrix operations. The mare complicated procedures are given as a series of steps which may be coded in a slraighttorward manner for computer implementation. ‘The emphasis throughout is on computationally efficient methods, These should be of valve 10 anyane who needs to apply matrit methods to his or her own work ‘The material in this book js self-contained; all concepts and procedures are stated direetly in terms of matrix operations. There are no prerequisites for using. mast of this book other than a working knowiedge of high school algebra. Same of the applications, however, do require additional expertise, but these are self-evident au ate Timited tu sluxt purtions of the buok. For example, clemen- tary calculus is needed for the material on differential equations. Each chapter of this book ix divided into three vections, The fret introducer concepts and methodology. The secoad section consists af completely worked-aut problems which clarify the material presented in the first section and which, an ‘occasion, also expand on that development. Finally, there i8 a section of problems with answers with which the reader can test his or her mastery of the subject matter. 1 wish to thank the many individuals who helped make this book a reality. warmly acknowledge the contributions of William Anderson. whose comments an coverage and content were particularly valuable. I am also grateful to Howard Karp and Martha Kingsley for their suggestions and assistance, Particular thanks the Edward Millmas for his splendid editing and support, David Beckwith of the Schaum staff for overseeing the entire project, and Marthe Grice for technical editing Ricaro BronsonContents Chapter I BASIC OPERATIONS 6.000000. 00eccee Murices, Vectors and dot products. Matix addon and matrix subtraction. Scalar multiplication and matrix multiplication, Row-echelon form. Elementary 1ow and colusin operations. Rash. Chapter 2 SIMULTANEOUS LINEAR EQUATIONS. ...... un Consitenoy. Matrix nosation, Theary of ealutions. Simpltying operations. Gaussian elimination algorithms, Pivoting strategies, Chapier 3 SQUARE MATRICES... cece u Diagonols. Elementary matrices, LU decomposition. Simultaneous linear equations. Powers of a matrix. Chapter @ MATRIX INVERSION M The inverse. Simple inverses. Caleulsting inverses. Simultaneous linear equations, Properties of the inverse, Chapter S| DETERMINANTS. . cee a Expansion by cofactors, Propertics of determiaants. Determinants of partitioned matrices, Pivotal condensation. Inversion by determinants, Chapter 6 VECTORS... eee ce eee cee eeeetereseee Ey Dimension, Linear dependence and independence, Linear combinations, Prapaatien of lncatly dependent vactoes, | Rerw fanh wad vulva sank Chapter 7 EIGENVALUES AND EIGENVECTORS. . oo Qharactentic equation. Pengemies of eigenvalues and eigenvectors. Linedrly independent eigenvectors, Computational considerations ‘The Cayley: Harnlton theorezn Chapter 8 FUNCTIONS OF MATRICES .......... om Sequences and series of matrices, Wellefined functions. Computing functions of matrices. The function e™ Differentiation and integration of matrices. Differential equations, ‘The matrix equation AX + XB = C.Chapter 9 CANONICAL BASES weet e ec eteteeeeeesetees 2 Generalized eigenvectors, Chains. Canonical basi. The minimum polynomial. Chapter 10 SIMILARITY ce a wee a Similar matrices. Modal matrix, Jordan canonical form, Similarity ans: Totdan canonical form oF matrices Chapter I] INNER PRODUCTS ...-..02.00 02020 108 Complex conjugates, The inner product. Properties of inner products, Onbogonalty. Gram-Schmist oftogonsization. Chapter 12 NORMS. nee ~ perce MO Veetoe narms Nowmsltaed vestors and distance. Marni nen tnviuced norms. Compatibility. Spectral radius. Chapter 13 HERMITIAN MATRICES . . ig [Normal matrices. Hermitian matrices. Real symmeteic matrices. The adjoint, Self-adjoint matrices, Chapter 14 POSITIVE DEFINITE MATRICES ..... cece HBB Definite matsices, Tests for positive definiteness. Square roots of satrices, Cholesky decomposition. Chapter 15 UNITARY TRANSFORMATIONS... 136 Unitary matices. Schur decomposition. Elementary rellectors. Summary of simiarty transformations, Chapter 16 QUADRATIC FORMS AND CONGRUENCE..... 146 Quadratic form. Diagonal form. Congruence. Inertia. Rayleigh quotient Chapter 17 NONNEGATIVE MATRICES wee . . 182 Nonnegative and positive matrices. reducible matrices. Primitive matrices. Stochastic matrices. Finite Markov chains. Chapter 18 PATTERNED MATRICES . ae 160 Cirewlant matrices, Band mat es. Triiagonal matrices, Hessenberg form,Chapter 19 POWER METHODS FOR LOCATING REAL EICENVALUES - 169 Numerical methods, The power method, The inverse power method, The shifts inverse power method, Gerschgorin’s theorem. (Chapter 20° THE QR ALGORITHM a cece IE ‘The mocifes: Gram-Schmist proces. QR decomposition, The QR Mgoriten,Acceleriing convergence ‘Chapter 21 GENERALIZED INVERSES ........0... 00.0005 ere 19D Propertics. A formula for generalized inverses.Singular-valve ecompostion. state formula for the generalized inverse. Leni-squares solutions ANSWERS TO SUPPLEMENTARY PROBLEMS..............00.0..0.00200005. 0 MM INDEX... betes ee Gecvetesecess BPChapter 1 Basic Operations MATRICES A matris rectangular array of elements arranged in horizontal rows and vertical columns, and ‘usually enclosed in brackets. In this book, the elements of & matrix will almost always be numbers or functions of the variable 1. A matrix is real-valued (or, simply, real) if all its elements are real numbers of real-valued functions; itis complex-valued if at least one element isa complex number or aa complescvalued function, If alls elomewts are umbera, Uhen a malsia ill & cumin! m Example 1.1 and (1.7, 2416, 2] [OS sine ett el eee are all matrices, The frst two on the left ace real-valucd, whereas the third is complex-valued (with (= V=Ths the fist and thied are constant matrices. but the second is not constant Matrices are designated by boldface uppercase letters. A general matrix A having r rows and c woolumies may be itt Bay dyn ae | fn fate where the elements of the matrix are double subseripted to denote location, By convention, the row index precedes the column index, thus, a,, represents the element of A uppearing in the second row and fifth column, while ay, represents the element appearing in the third row and first column. A matrix A may alse he dented as [a,), where a, denotes the general element of A. appearing in the ‘gh row and jth column. ‘A matrix having r rows and c columns has order (or size) “r by c.” usually written xc, The matrices in Example 1.1 have order 22, 243, and 1x4, respectively frum left ww right. Two matrices are equal if they hive the same order and their corresponding elements are equal. ‘The wanspase of a matrix A. denoted as A’. is obtained by converting the rows of A into the columas of A” one at a time in sequence, If A has order m Xn, then Al has order 1 * a Example 1.2 it Fa [e An[3 4] then ars 34 bie VECTORS AND DOT PRODUCTS ‘A vector is a matrix having either one row or one column, A matrix consisting of a single row is, called a row vecior; 2 matrix having a single column it called a coliwmn vector. The dot product &- BE ‘of two vectors of the same order is obtained by multiplying together corresponding elements af A and B and then summing the results. The dot product is a scalar, by which we mead it is of the same jeneral type as the elements theniselves. (See Problem 1.1.) 12 BASIC OPERATIONS [oHar. 1 MATRIX ADDITION AND MATRIX SUBTRACTION ‘The sum A+B of two matrices A=(2,] and B=[6,] having the same order is the matrix obtained by adding corresponding elements of A and B. That A+B=[4,]+ la, + 8, Matrix addition is both associative and commutative. ‘Thus, A+(B+C)=(A+B)+C and A+B=BHA (See Problem 1.2.) ‘The matrix subtraction A ~B is defined similarly: A and B must have the same order, and the subtractions must be performed on corresponding elements to yield the matrix [a,~,). (See Problem 1.3.) SCALAR MULTIPLICATION AND MATRIX MULTIPLICATION For any scalar k (in this book, usually a number or a function of #), the matrix KA (or, equivalently, Ak) is obtained by multiplying every element of A by the scalar k. That is, kA = kay] = [ka,|. (See Problem 1,3.) Let A={a,]'and B= (4) have orders Xp und pc, respectively, ae that the mumber of golumas of A equals the number of rows of B. Then the product AB is defined to be the matrix ] of order rx ¢ whose elements are given by 6,= E,eaby = 1.2, LB.) Each element c, of AB is a dot product; itis obtained by forming the transpose of the ith row of A. and then taking its dot product with the jth column of B. (See Problems 1.4 thraugh 1.7.) Matrix multiplication is associative and distributes over addition and subtraction; in general, itis not commutative, Thus, A(BC)=(AB)C A(B+C)=AB+AC (B-C)A=BA-CA but, im general, AB BA, Also, (ab)! = Bla” ROW-ECHELON FORM row in a matrix is a row whose elements are all zero, and a nonzero row is one that nit, A matin i8 a 2ero erafrix, denoted B, if it contains anly cexe A ren ‘at least one nonzero: elem rows, ‘A matrix is im row-echeton form if it satisfies four conditions: {RI}: All nonzero raws precede (that is, appear above) zero rows when beth types are contained in the matrix. (R2): The first (leftmost) nonzero element of each nonzero row is unity. (RS): When the first nonzero element of u raw appears in culumn ¢, then all elements in column < succeeding rows are zero, (aye The frst nonzero element of any nonzero row appears in a later column (further to the right) than the first nonzero efement of any preceding roCHAP. I} BASIC OPERATIONS 3 Example 12 The matrix bo3sa3 Aorn? ouooo tices all four conditions and so is in row-echeton form, (See Problems 1.11 t 1.13 and 1.18) ELEMENTARY ROW AND COLUMN OPERATIONS ‘There are three slemeniary rom operations ‘which may be used tn transform 4 matrix inte row-echelon form, The arigins of these operations are discussed in Chapter 2; the operations themselves are: (EI): Interchange any two rows, {B2): Multiply the elements of any row by a nonzero: scalar (3); Add to any row, clement by element, a sal sow. times the corresponding clements of another “Three elementary column operations are defined analogously, ‘An algorithm for using elementary row operations 10 transform a matrix into row-echelon form is as follows: STEP 1.1: Let R denote the work row, and initialize R= 1 (so t row). STEP 1.2: Find the first column containing a nonzero element in either row R or any succeeding row. If no such column exists, stop; the transformation is complete. Otherwise, let € denote this column, STEP 1.3: Beginning with row R and continuing through successive rows, locate the first row ‘having # nunzery element in wulumn C. If this row ix mot auw R, interchange it with sew LR (elementary row operation E1), Raw will now have a nonzero element in column €. This element is called the pivor; let P denote its value. STEP {42 I P is not 1, multiply the elements of row & by I/F (elementary row operation E2): otherwise: continue. STEP 1.5: Search all rows following row R for one having a nonzero element in eoluma C. If no such row exists, go to Step 1.8; otherwise designate that row as row N, and the value of the nonzerw clement in row N and column Cus V. STEP 1,6: Add to the elements of row N the scalar —V times the corresponding clements of row R (Clemeniary row operation E3). STEP 1,7: Retum to Step 1.5. STEP 1.8: Increase R by 1. If thie new value of R is larger thon the number of rows in the matrix, Stop: the transformation is complete. Otherwise, return to Step 1.2 the top row is the first work (See Problems 1.12 through 1.15.) RANK ‘The rank (oF row rank) of a matrix is the number of nonzero rows in the matrix after it has been transformed to row-echelon form via elementary row operations. (See Prablems 1.16 and 1.17.)BASIC OPERATIONS (CHAP. E Solved Problems Find A+B and B+C! for cf] Ly ones deme a0) +90 14-0, rer ‘|: a Show that A+ B=Be A for acta a] a a(S Sl aoe sbLe abeLs6 Cadel a] wemelS SED sbelots atslels 4] Since the resulting matrices Iiave the samc order ond all corresponding elements are equal. A 4B Bea. = 47) + 6-8) + (-7)(-9) = 0 Find 3A —0.5B for the matrices of Problem 1.2. 0 Legs 5a fr 200] fost o.sesy sa-oaB=3[) j]-oalf 4-33 533) -[038 os(-7) _[o-2 3-25 ]_po2 os [eb Sb )-(5 8] Find AB and BA for the matrices of Problem 1.2, orl? 3) (80:88 BASIL LS Ho = Lay AED wo wa-[5 Il ale Laayt= THA) 60) +(- AI] “Las -15. Note that, for these matrices. AB # BA. Find AB and BA for 123 _j7 8 al mt [oS Since A has three colin while B has only two rows, the matrix product AB is not defined. But wae[T ELE [eB EMey aE ocPLENee 0 -9)ka 5 wl" Lot) + 994) 029+ (99-5). 003) + (36) (222 = 45-54CHAP. I] BASIC OPERATIONS 5 = A'B! for the matrices of Problem 1.5, 14h, gy [Me MOsH-8) | 7 39-26 war[2 3]2 9p-faasee Sew oayree]-[ 2. 3 6. A(T) + 68) MO) + 6(-9) = SA, which i th espe ofthe poet BA found in Problem 1S Find AB and AC if w[2 igs 2-11 [ A(2) + 212) +(~ Ly 43)+ 2-2) + 2) M1}+ A 2) + OC) AB=} 2(2) +12) +-1) 2(3)+ 1-2) + 02) 21) + M2) + OL) HBR) + (KD) MM 29) + NEB) KR) 21) K-29 2 ao) =| 6 40 Tad 43)+ 20) 40-1) 4019 422)402) HEB) #01) 2 se reef $210) 20 RnB em FN} |-f fo] AAG) mH ~20pe EF IY =r IMT L-F =z ‘Note that, for these mattices, AB = AC and yet BC, This shows that the cancellation law js not valid for mateex multiplication A. matrix is partitioned if it is divided into sthaller matrices by horizontal ar vertical lines drawn between entire rows and columns. Determine three partitionings of the matrix 12a 4 ac|oa 5 6 TR 1-2 ‘There are 2 ~ 1 = 31 diferent ways in which A can be partitioned with atleast one partitioning line By placing « line between each 1wo rows and each two columns, we divide A into twelve 1 x 1 matrices, ‘ebtalning By placing one line bercen the fist and second rows and snorher lie bevwen the seend and thid solumas, we coasttuct the partitioning vere ss } Lt 4] Ati paring canbe construed by placing singe a etcetera func orate A eat ser Bal C=f3.4]1.10 BASIC OPERATIONS (CHAP 1 t23 4 c=lo 0 8) and n=l 78-1 -2 A partitioned matrix can be viewed as a matrix whose elements are themselves matrices ‘The arithmetic operations defined above for matrices having scalar elements apply as well to Partitioned matrices. Determine AB and A — B if ac[S 2) a na[E § sweel$ a) ool owl) ef ol a CF+DF CG+DE ae (Ger poset Partitioning can be weed to check matrix multiplication, Suppose the product AB is to be fund and checked. ‘Then A and B are replaced by two larger partitioned matrices, such that thcir pronto! io A AB AC [nliwcle [ite ne ‘where R is a new row consisting of the column sums of A, and C is « new column consisting af ‘the row sums of BL The resulting mptrix bas the original product AB in the upper left partition. If no errors have been made, AC consists of the row sums of AB; RB consists of the column sums of AB; and RC is the sum of the clements of AC as well as the sum of the elements of RB. Use this procedure to obtain the praduct 2 lls 3 2]CHAP. 1) BASIC OPERATIONS 7 ‘We fom the partitioned matrices and find their product fae yo) fla. Bll; [3 57) ‘The product AB is the upper left part of the resulting matrix. Since the row sums of this product, the ‘column sums, and their Sums are correctly given in the matrix, the multiplication checks. 1.11 Determine which of the following matrices are in row-echeton form: afro as) fig ofa opera] eli 3a) (Only A and D are in row-echelon form. B is not, because the frst (lefimast} nonzero element in the second fow Is further left than the first nonzero ‘element in the top row, violating condition RE. Condition R2 is violated in the first row of C. Matrix E violates condition R3, because the first nonzero ‘element in the lower rom appears in the same cofvina as the Firs! nonzero clement of the epper row. 1.12 Use elementary row operations ta wansform matrices B,C, and E of Problem 1.11 into row-echelon form. We fo Sep. tough 1 neck seu For siptey tony those septa eu in maine mani Far Bait st Sieg VT) sad Ft Wey 1) ae ah ep aed Tictcinge Sows fad 2 bing, Lay lo ia) Which is in rowechelon form. For matrix C. with R'= 1 (Step 1.1). C= 2 (Step 1.2). and P=2 (Sten 1.3), we apply Step 1.4 and multiply all elements in the firs row by 1/2, obtaining our toil which isin row-echelon form, For matrix E, with R= | (Step |.1},€= 1 (Step 1.2), and N= 2and V=4 (Step 1.5), we apply Step 1.6-by adding, 10 each element in row 2, ~ 4times the corresponding element in row 1s the result is 1 2 3 1203 [asco 94 (=492) recae)) La i 3 ‘which Is in row-echelon form, 1.13 Transform the following matrix into row-echelon form:8 BASIC OPERATIONS (CHAP 1 Here (and in later problems) we shall use an arrow to indicate the row that results from each elementary row operation @ 2 2-8) and 2-1 2 2) row to the second row. [: 2-1 i Step 1.6 with R~ 1, LE H1 0} Step 1b with = 1,-1.9 0 2 12-8) and a2 Add -2i 0-5 4-14) row to the third rom. 12-1 6) Step 14 with R=2.C alo 1 oe - Muliply the sewn 20 0-5 4 18) by 02 £21 6) Step 6 with R-2, 6-28-32, 01 & mt) and V=—5 Add 5 times the lo 0 34-34) second row to the third 10 12-1 6] Steps with R=2,C=3, and 01 6 4] P= Multipiy the third row by slo 1 ai) 434 1.14 Transform the following matrix into row-cchelon form: 2103 3611 S718 ft v2 0 5/2] septa with R= 1, C=1,and 38 1 E | P22: Bhakti the frst cote by s7 tel in 1/2 0 $12) Seep 10 mith R=1.C=1, {0 92 1 W172] and Vea: Add = times the tre SF. 8 ow to the second #6, 1/2 0 5/2] step 16 wih R=1,C=1,N=3, 92 1 ~ 13/2] and V= 3: AGd ~3 times the Fire 1 =912 | row to the thicd raw, 1 2/9 -15/9 | P=912: Multiply the second row 1 o 0 142 0 ‘| Slep LA with R=? 0-2, and 0 ooo 1-92) bya and V=9/2: Add —9/2 times th 12 8 5/2) Step 16 with R 129-149 1 0 vo oO 2 112 0 ve] Step 1.4 with, o 0 second rom 10: the third ro. toa sis <2 Multiply the thind cow by oo 1 12,CHAP. 1) BASIC OPERATIONS 9 LAS Transform the following matrix into row-echelon farm: 321-4 4 2 30-14 1-63 -8 7 2313-43 ") step 1 1 230 0 -t =t 1-6 ya 7 4: Multiply the frst cow 1s 13] Step Lote Add -2 times the first 053 513] fw 16 the second row. 1-6 7 1023 3-4/3 1/8] Step 16: Add —1 tnnes the frst © 5/3 213. $13 ~3/3| row to the third tow. O23 83 20/8 03 123 WB =H 2] Step Lots Multiply the sexo com or -us 1-1) by ais. 8-2/3 83 20/3 20/3 12/3 1/3 43 WO] Step Lo Add 20/3 times the [aie Bs PE] ame io ‘la e @ 0 © Tetermine the rank of the matriy of Problem 1.14 [Because the row-echelon form of this matrix has thtee nonsero rows, the rank of the original m wa 117 Determine the rank of the matrix of Hroblem 1.13. Because the rom-echelon form.of this matrix bas two nonzero rows, the rank of the ortginal ma ie, 1,18 Show that row-echelon form is not unique if a matrix has rank 2 oF greater Such a matrix has at least two monzero rows after it is transformed ints rom-eshelon form, By aiding the second row to the First row, a different row-echelon-form matri is produced. As an example, if we add the second row to the first row of the Fow-echelon-lorm matrix obtakned in Problem 1,14, we obtain oo dy -19 ooo 1 (; va M0 5] ‘which is also in row-echelon form,10 BASIC OPERATIONS [CHAP 1 Supplementary Problems a3 30 22 1 2-31) nefaa] Ref] rep 2 124 63 3. F ALAS Find a) A+B: (hy 3A: (c) 2A ~ 3B: (=: ant (0) A Ix Peolerns 1.19 threwgh 1.72 let ral ed 1.20 Designate the columns of A as A, and A, and the columns of C as C,.C,, and Cy, from left 10 right Then calculate fa) Ay Ay: (4) C.-C; and fe) CC, A.2L Find fo) AB; (6) BA; (6) (AB)'; (4) BIAT, and (e} AB" 1.22 Find (#) CD and (>) BC, LES Find A(A +B) 1.24 Find (e) CE and (b) EC. 1.25 Find (a) CB and (6) FC. 1.26 Find (a) BF and (0) FE. 1.27 Transform A to rowechelon frm, 1.28 Transform B 40 row-echelon form. 29 Trarmfurm © wo suweecticlon forms 1.30 Transform D to tow-echelon form, 1.31 Transform E to row-echelon form, 1.32 Find the rank of (a) A: (8) Bs (e) C: (4) Dz and (e) B. 1.33 Find two matrices, neither of which is & zero matrix, whose product is a zero matrix, ‘The peice schedule for a New York to Miami light ic given by the vector P = (240. 10, 89], where the elements denote the costs of first class, business clas, and tourist class tickets, respectively. The number ‘of tickets of each class purchased for a particular fight is given by the weetor N=[8, 28, 113]. What is the nificance of P- NP 1.35 The inventory of computers at each outlet of a three-store chain is given by she matrix 92 N-|is 4 7 0. ‘where the rows pertain to the different stores and the columns denote the number of brand. X and brand YY computers. respectively, in cach store, The wholesale costs ofthese computers are given by the vector D = |700, 1200|". Calculate ND and state its significanceChapter 2 Simultaneous Linear Equations CONSISTENCY A system of simultancous linear equations is a sot of equations of the form But, tats tary te tat, by Bydy + Oyyy + yt, +17" Oayd, OE Ogg, Ogyly 1 Back = Diy aay ‘The coefficients ay (i= 1,2,....m; j=1.2.....n) and the quantities b, (i= 1,2,...,m) are Known constants. The a (/=1,2,...»M) ate the unknowns whose values are sought, ‘A solution for system (2.1) is a set of values, one for each unknown, that, when substituted in the system, refders all its equations valid (See Prahlem 2.1) A system of simultaneaus linear equations may passess no solutians, exactly one solution, of more than one solution. Example 2.1. The system atyel xtged thas no solutions, because there are no values for x, and x, that sum v0 1 and 0 simultaneously, The system a +2, has the single solution x, =O, x, = 1: and hs ay ky Bot every ale Of A set of simultaneous equations is consistent if it possesses at least one solution; otherwise it i inconsisient MATRIX NOTATION System (2.1) is algebraically equivalent to the matnx equation AX-B (22) where As ‘The matrix A is called the coefficient matrix, because it contains the coefficients of the unknowns. Thee jth tow of A (i— 1,2...) corresponds to the éth equation in system (2.1), while the th column of A (j= 1,2,....n) contains all the coefficients of x), one eacfficient for each equation. The augmented matrix corresponding to system (2.1) is the partitioned matrix [A|B]. (See Problems 2.2 through 2.4.)12 SIMULTANEOUS LINEAR EQUATIONS [cHar. 2 THEORY OF SOLUTIONS ‘Theorem 2.1: ‘The system AX = B is consistent if and only if the rank of A equals the rank of |A.| B] ‘Theorem 2.2: Denote the rank of Aas k, and the sumber of unknowns an, If the system AX = Bis consistent, then the solution contains m= & arbitrary scalar, (See Problems 2.5 t0 2.7.) System (2.1) is said wo be homogencous if B=; that is, if by = by =""+=b, <0. HBO [ie., if at leaet one b, (= 1,2,..., mh ie nox zero), the system is nonhomogeneous. Homogencous ‘systems are consistent and admit the solution x, = r,--+= x, =0, which is called the erival solution a nonirivial solution is one that contains at least one nonzero value. ‘Theorem 2.3: Denote the rank of A as &, and the number of unknowns as n. The homogeneous system AX = 0 has a nontrivial solution if and only if # #4, (See Problem 2.7.) SIMPLIFYING OPERATIONS Three operations that solution sct are: Iter the form of a system of simultaneaus linear equations but do nat alter (01) Interchanging the sequence of two equations. (02): Multiplying an equation by a nonzero scalar. {03}: Adding to one equation a scalar times another equation Applying operations 1, 02, and 03 to system (7.1) is equivalent to applying the elementary ‘ow operations El, E2, and E3(see Chapter 1) to the augmented matrix associated with that system. Gaussian elimination is an algorithm for applying these operations systematically, 10 obrain a set of equations that is easy to analyze for consistency and easy to solve if it is consiste GAUSSIAN ELIMINATION ALGORITHM STEP 2.1: Form the augmented matrix [A] B] associated with the given system af equations. STEP 2.2 Use elementary row operations to transform [A | B] into row.echelon form (sce Chapter 1), Denote the result as [CB]. STEP 23: Determine the ranks of C and [C|D]. If these ranks arc equal, comtinue; the system is consistent (by Theorem 2.1), If nat, stop: the original system has no solution STEP 24: Consider the system of equations corresponding to [C| D], discarding any identically zero equations. (If the rank of C is k and the number of unknowns is, there will be in k such equations.) Solve each equation for its first (lowest indexed) variable having. ‘a nonzero coefliciont STEP 2,5: Any variable not appearing on the left side of any equation is arbitrary. All other variables can be determined uniquely in terms of the arbitrary variables by back substitution (See Problems 2.5 through 2.8.) Other solution procedures are discussed in Chapters 3. 4. 5. and 21 PIVOTING STRATEGIES Errors due to rounding can become a problem in Gaussian elimination. To minimize the effect of roundoff errors, a variety of pivoting strategies have been proposed, each modifying Step 1.4 of the algorithm given in Chapter 1. Pivoting strategies are merely criteria for choosing the pivot element.