Escolar Documentos
Profissional Documentos
Cultura Documentos
Neela Nataraj
Department of Mathematics, Indian Institute of Technology Bombay, Powai, Mumbai 76 neela@math.iitb.ac.in
January 7, 2013
Neela Nataraj
Lecture 1
Matrices (A revision) & Gauss Elimination Matrix Addition of Matrices Multiplication of Matrices Properties of Addition & Multiplication Transpose & Properties Special Matrices Inverse of a Matrix Linear Systems Gauss Elimination Method
Neela Nataraj
Lecture 1
Linear Algebra
One of the most important basic areas in Mathematics, having at least as great an impact as Calculus. Provides a vital arena where the interaction of Mathematics and machine computation is seen. Many of the problems studied in Linear Algebra are amenable to systematic and even algorithmic solutions, and this makes them implementable on computers. Many geometric topics are studied making use of concepts from Linear Algebra. Applications to Physics, Engineering, Probability & Statistics, Economics and Biology.
Neela Nataraj
Lecture 1
Matrix
A matrix is a rectangular array of numbers (or functions) enclosed in brackets with the numbers (or functions) called as entries or elements of the matrix.
Neela Nataraj
Lecture 1
Matrix
A matrix is a rectangular array of numbers (or functions) enclosed in brackets with the numbers (or functions) called as entries or elements of the matrix. Matrices are denoted by capital letters A, B, C , .
Neela Nataraj
Lecture 1
Matrix
A matrix is a rectangular array of numbers (or functions) enclosed in brackets with the numbers (or functions) called as entries or elements of the matrix. Matrices are denoted by capital letters A, B, C , . For integers m, n 1, an m n matrix is an array given by
a11 a21 . . .
a12 a22 . . .
a1n a2n . . .
Neela Nataraj
Lecture 1
Matrix
A matrix is a rectangular array of numbers (or functions) enclosed in brackets with the numbers (or functions) called as entries or elements of the matrix. Matrices are denoted by capital letters A, B, C , . For integers m, n 1, an m n matrix is an array given by
a11 a21 . . .
a12 a22 . . .
a1n a2n . . .
Denoting the matrix above as A = (aij )1i m, 1j n , (aij ), i = 1, . . . , m correspond to the m rows of the matrix and and (aij ), j = 1, . . . , n correspond to the n columns of the matrix.
Neela Nataraj
Lecture 1
Matrix
A matrix is a rectangular array of numbers (or functions) enclosed in brackets with the numbers (or functions) called as entries or elements of the matrix. Matrices are denoted by capital letters A, B, C , . For integers m, n 1, an m n matrix is an array given by
a11 a21 . . .
a12 a22 . . .
a1n a2n . . .
Denoting the matrix above as A = (aij )1i m, 1j n , (aij ), i = 1, . . . , m correspond to the m rows of the matrix and and (aij ), j = 1, . . . , n correspond to the n columns of the matrix. aij is called as the ij-th entry (or component) of the matrix.
Neela Nataraj Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n .
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c. That is, c(aij )1i m, 1j n := (caij )1i m, 1j n . Write (1)A = A.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c. That is, c(aij )1i m, 1j n := (caij )1i m, 1j n . Write (1)A = A. Then A + (A) = O.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c. That is, c(aij )1i m, 1j n := (caij )1i m, 1j n . Write (1)A = A. Then A + (A) = O. The matrix A is called the additive inverse of A.
Neela Nataraj
Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c. That is, c(aij )1i m, 1j n := (caij )1i m, 1j n . Write (1)A = A. Then A + (A) = O. The matrix A is called the additive inverse of A. (k)A is written as kA,
Neela Nataraj Lecture 1
(Addition of Matrices) If A = (aij )1i m, 1j n and B = (bij )1i m, 1j n are two m n matrices, their sum, written as A + B, is obtained by adding the corresponding entries. That is, A + B = (aij + bij )1i m,1j n . For any matrix A, O + A = A + O = A. (Scalar multiplication) The product of an m n matrix A = (aij )1i m, 1j n and any scalar c, written as cA, is the m n matrix obtained by multiplying each entry of A by c. That is, c(aij )1i m, 1j n := (caij )1i m, 1j n . Write (1)A = A. Then A + (A) = O. The matrix A is called the additive inverse of A. (k)A is written as kA, A + (B) is written as A B and is called the dierence of A and B.
Neela Nataraj Lecture 1
If A, B and C are matrices of the same size m n, 0 is the matrix of size m n with all entries as zeroes, then
1
A + B = B + A (Commutative Law)
Neela Nataraj
Lecture 1
If A, B and C are matrices of the same size m n, 0 is the matrix of size m n with all entries as zeroes, then
1 2
(A + B) + C = A + (B + C ) (Associative Law)
A + B = B + A (Commutative Law)
Neela Nataraj
Lecture 1
If A, B and C are matrices of the same size m n, 0 is the matrix of size m n with all entries as zeroes, then
1 2 3
A + B = B + A (Commutative Law)
Neela Nataraj
Lecture 1
If A, B and C are matrices of the same size m n, 0 is the matrix of size m n with all entries as zeroes, then
1 2 3 4
A + B = B + A (Commutative Law)
Neela Nataraj
Lecture 1
c(A + B) = cA + cB
Neela Nataraj
Lecture 1
(c + k)A = cA + kA
c(A + B) = cA + cB
Neela Nataraj
Lecture 1
(c + k)A = cA + kA
c(A + B) = cA + cB
Neela Nataraj
Lecture 1
(c + k)A = cA + kA
c(A + B) = cA + cB
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices)
Neela Nataraj
Lecture 1
Multiplication of matrices
Neela Nataraj
Lecture 1
Multiplication of matrices
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where cik =
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik =
aij bjk .
j =1
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik = If A1 , . . . , Am
aij bjk .
j =1
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik =
aij bjk .
j =1
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik =
aij bjk .
j =1
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik =
aij bjk .
j =1
Neela Nataraj
Lecture 1
Multiplication of matrices
(Multiplication of Matrices) Let A = (aij ) be an m n matrix and B = (bjk ) be an n s matrix. Dene the product AB to be the m s matrix (cik ), where
n
cik =
aij bjk .
j =1
If A1 , . . . , Am are row vectors of A and B 1 , . . . , B s are column vectors of B, then ik-th coordinate of the matrix AB is the product Ai B k .
Neela Nataraj
Lecture 1
i1
1j
... . . . ...
.. + .+
ai
k
bk
...
.. + .+
ai
p
bp
a 11 . . . ai 1 . . . a n1
... ..
a 1k . . . ai k . . . a nk
... . . . ... ..
a 1p . . . ai p . . . a np
c 11 . . . ci 1 . . . c n1
... ..
c1 j . . . ci j . . . c nk
... . . . ... ..
c 1q . . . ci q . . . c nq
... . . . ...
... . . . ...
...
...
A : n rows p columns
C = A B : n rows q columns
Illustrations
Example Let A = 2 1 1 0 3 1
23
Neela Nataraj
Lecture 1
Illustrations
Example Let A = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . 2 0 1 1 34
23
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34
23
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34
23
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34
23
2 11
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34
23
2 11 2
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34
23
2 11 2
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
3
4
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
3
4
; B=
1
5
Neela Nataraj
Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Example Consider a system of two linear equations in three unknowns 3x 2y + 3z = 1; x + 7y 4z = 5. x 1 3 2 3 y . ; and X = Let A = ; B= 5 1 7 4 z
Neela Nataraj Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Example Consider a system of two linear equations in three unknowns 3x 2y + 3z = 1; x + 7y 4z = 5. x 1 3 2 3 y . Then the system ; and X = Let A = ; B= 5 1 7 4 z of two equations can be written in the form
Neela Nataraj Lecture 1
Illustrations
Example Let A = AB = 2 1 1 0 3 1 1 6 0 2 and B = 2 1 1 2 . Then 2 0 1 1 34 .
24
23
2 11 2 1 8 3 2 5
Example Consider a system of two linear equations in three unknowns 3x 2y + 3z = 1; x + 7y 4z = 5. x 1 3 2 3 y . Then the system ; and X = Let A = ; B= 5 1 7 4 z of two equations can be written in the form AX = B .
Neela Nataraj Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Let A, B , C be matrices;
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law)
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law) (kA)B = k(AB) = A(kB), where k is a scalar.
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law) (kA)B = k(AB) = A(kB), where k is a scalar. Let A, B , C be matrices such that AB and BC is dened.
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law) (kA)B = k(AB) = A(kB), where k is a scalar. Let A, B , C be matrices such that AB and BC is dened. Then, A(BC ) = (AB)C . (Associative Law)
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law) (kA)B = k(AB) = A(kB), where k is a scalar. Let A, B , C be matrices such that AB and BC is dened. Then, A(BC ) = (AB)C . (Associative Law)
Neela Nataraj
Lecture 1
Let A, B , C be matrices; B , C of same size, such that AB is dened. Then A(B + C ) = AB + AC . (Distributive Law) (kA)B = k(AB) = A(kB), where k is a scalar. Let A, B , C be matrices such that AB and BC is dened. Then, A(BC ) = (AB)C . (Associative Law)
AB = BA (Commutative law doesnt hold true in general) AC = AD doesnt necessarily imply that C = D.
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix)
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix) Let A = (aij )1i m, 1j n be a m n matrix. The n m matrix (bji )1j n, 1i m ,
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix) Let A = (aij )1i m, 1j n be a m n matrix. The n m matrix (bji )1j n, 1i m , where bji = aij is called the transpose of A and is denoted by AT .
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix) Let A = (aij )1i m, 1j n be a m n matrix. The n m matrix (bji )1j n, 1i m , where bji = aij is called the transpose of A and is denoted by AT . Taking transpose of a matrix amounts to changing rows into columns and vice versa.
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix) Let A = (aij )1i m, 1j n be a m n matrix. The n m matrix (bji )1j n, 1i m , where bji = aij is called the transpose of A and is denoted by AT . Taking transpose of a matrix amounts to changing rows into columns and vice versa. Example Let A = 1 2 2 . 3 0 1
Neela Nataraj
Lecture 1
Transpose of a matrix
(Transpose of a matrix) Let A = (aij )1i m, 1j n be a m n matrix. The n m matrix (bji )1j n, 1i m , where bji = aij is called the transpose of A and is denoted by AT . Taking transpose of a matrix amounts to changing rows into columns and vice versa. Example 1 3 1 2 2 0 . Let A = . Then AT = 2 3 0 1 2 1
Neela Nataraj
Lecture 1
Properties of transpose
Neela Nataraj
Lecture 1
Properties of transpose
1 2
Neela Nataraj
Lecture 1
Properties of transpose
1 2 3
(A + B)T = AT + B T (A and B are matrices of the same size). (AT )T = A (kA)T = kAT (k is a scalar).
Neela Nataraj
Lecture 1
Properties of transpose
1 2 3 4
(A + B)T = AT + B T (A and B are matrices of the same size). (AT )T = A (kA)T = kAT (k is a scalar).
Neela Nataraj
Lecture 1
Properties of transpose
1 2 3 4
(A + B)T = AT + B T (A and B are matrices of the same size). (AT )T = A (kA)T = kAT (k is a scalar).
If A = AT , then A is called a
Neela Nataraj
Lecture 1
Properties of transpose
1 2 3 4
(A + B)T = AT + B T (A and B are matrices of the same size). (AT )T = A (kA)T = kAT (k is a scalar).
Neela Nataraj
Lecture 1
Properties of transpose
1 2 3 4
(A + B)T = AT + B T (A and B are matrices of the same size). (AT )T = A (kA)T = kAT (k is a scalar).
If A = AT , then A is called a symmetric matrix. Note: A symmetric matrix is always a square matrix.
Neela Nataraj
Lecture 1
Special Matrices
(Upper triangular Matrices) Upper triangular matrices are square matrices that can have non-zero entries only on and above the main diagonal,
Neela Nataraj
Lecture 1
Special Matrices
(Upper triangular Matrices) Upper triangular matrices are square matrices that can have non-zero entries only on and above the main diagonal, whereas any entry below the main diagonal must be zero.
Neela Nataraj
Lecture 1
Special Matrices
(Upper triangular Matrices) Upper triangular matrices are square matrices that can have non-zero entries only on and above the main diagonal, whereas any entry below the main diagonal must be zero. Example 1 3 , 0 2
A=
Neela Nataraj
Lecture 1
Special Matrices
(Upper triangular Matrices) Upper triangular matrices are square matrices that can have non-zero entries only on and above the main diagonal, whereas any entry below the main diagonal must be zero. Example 1 4 2 1 3 , B = 0 3 2, A= 0 2 0 0 6
Neela Nataraj
Lecture 1
Special Matrices
(Upper triangular Matrices) Upper triangular matrices are square matrices that can have non-zero entries only on and above the main diagonal, whereas any entry below the main diagonal must be zero. Example
2 2 0 3 5 1 are examples of 0 0 6 0 0 5
Neela Nataraj
Lecture 1
(Lower Triangular Matrices) These are square matrices that can have non-zero entries only on and below the main diagonal.
Neela Nataraj
Lecture 1
(Lower Triangular Matrices) These are square matrices that can have non-zero entries only on and below the main diagonal. Example 5 0 , 2 3
A=
Neela Nataraj
Lecture 1
(Lower Triangular Matrices) These are square matrices that can have non-zero entries only on and below the main diagonal. Example 2 0 0 5 0 , B = 8 1 0, A= 2 3 7 6 8
Neela Nataraj
Lecture 1
(Lower Triangular Matrices) These are square matrices that can have non-zero entries only on and below the main diagonal. Example
0 0 2 3
0 0 are examples of 0 6
Neela Nataraj
Lecture 1
(Lower Triangular Matrices) These are square matrices that can have non-zero entries only on and below the main diagonal. Example
0 0 2 3
0 0 are examples of 0 6
Neela Nataraj
Lecture 1
(Diagonal Matrices) These are square matrices than can have non-zero entries only on the main diagonal.
Neela Nataraj
Lecture 1
(Diagonal Matrices) These are square matrices than can have non-zero entries only on the main diagonal. Any entry below or above the main diagonal must be zero.
Neela Nataraj
Lecture 1
(Diagonal Matrices) These are square matrices than can have non-zero entries only on the main diagonal. Any entry below or above the main diagonal must be zero. Example 2 0 0 0 3 0 is an example of a diagonal matrix. A= 0 0 2
Neela Nataraj
Lecture 1
(Diagonal Matrices) These are square matrices than can have non-zero entries only on the main diagonal. Any entry below or above the main diagonal must be zero. Example 2 0 0 0 3 0 is an example of a diagonal matrix. A= 0 0 2
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
c 0 0 0 c 0 is an example of a scalar matrix. 0 0 c It is called as scalar matrix because multiplication of any square matrix A by a scalar matrix S of the same size has the same eect as multiplication by a scalar.
Neela Nataraj
Lecture 1
c 0 0 0 c 0 is an example of a scalar matrix. 0 0 c It is called as scalar matrix because multiplication of any square matrix A by a scalar matrix S of the same size has the same eect as multiplication by a scalar. That is, AS = SA = cA .
Neela Nataraj Lecture 1
(Identity Matrix (Unit Matrix)) Identity matrices are scalar matrices whose entries in the main diagonal are all equal to 1.
Neela Nataraj
Lecture 1
(Identity Matrix (Unit Matrix)) Identity matrices are scalar matrices whose entries in the main diagonal are all equal to 1. Example I2 = 1 0 is the identity matrix of size 2 2. 0 1
Neela Nataraj
Lecture 1
(Identity Matrix (Unit Matrix)) Identity matrices are scalar matrices whose entries in the main diagonal are all equal to 1. Example I2 = 1 0 1 I3 = 0 0 0 1 0 1 0 is the identity matrix of size 2 2. 0 0 is the identity matrix of size 3 3. 1
Neela Nataraj
Lecture 1
(Identity Matrix (Unit Matrix)) Identity matrices are scalar matrices whose entries in the main diagonal are all equal to 1. Example I2 = 1 0 1 I3 = 0 0 0 1 0 1 0 is the identity matrix of size 2 2. 0 0 is the identity matrix of size 3 3. 1
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix)
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n.
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In .
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always.
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique.
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A.
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I .
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC )
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C .
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C . The inverse of A (if exists)
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C . The inverse of A (if exists) is denoted by A1 .
Neela Nataraj
Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C . The inverse of A (if exists) is denoted by A1 . Exercise : The transpose of an inverse is the inverse of the transpose,
Neela Nataraj Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C . The inverse of A (if exists) is denoted by A1 . Exercise : The transpose of an inverse is the inverse of the transpose, i.e. (A1 )T = (AT )1 .
Neela Nataraj Lecture 1
Inverse of a Matrix
(Inverse of a matrix) Let A be a square matrix of size n n. The inverse of A (if it exists), is a matrix B (of the same size) such that AB = BA = In . Remark : Inverse of a square matrix need not exist always. Theorem If the inverse of a matrix exists, it is unique. Proof : If possible, let B and C be inverses of A. Then, AB = BA = I and AC = CA = I . Hence, B = BI = B(AC ) = (BA)C = IC = C . The inverse of A (if exists) is denoted by A1 . Exercise : The transpose of an inverse is the inverse of the transpose, i.e. (A1 )T = (AT )1 . EXERCISE : TUTORIAL SHEET 1.
Neela Nataraj Lecture 1
= b1 = b2 =. .
(1)
am1 x1 + am2 x2 + + amn xn = bm Here, aij s, 1 i m, 1 j n are the coecients; x1 , x2 , , xn are the unknown variables, and [b1 , b2 , , bn ]t is the right hand side vector.
Neela Nataraj
Lecture 1
Matrix form
The linear system (1) canbe written as AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn
Neela Nataraj
Lecture 1
Matrix form
The linear system (1) canbe written as AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn b1 . B = . is the right hand side vector, . bm
Neela Nataraj
Lecture 1
Matrix form
The linear system (1) canbe written as AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn b1 . B = . is the right hand side vector, . bm x1 . and X = . is a column vector of unknown variables. . xn
Neela Nataraj
Lecture 1
Some denitions
(Homogeneous & Non-homogeneous Systems) The linear system (1) is said to be homogeneous if bi = 0 i = 1, 2, , m.
Neela Nataraj
Lecture 1
Some denitions
(Homogeneous & Non-homogeneous Systems) The linear system (1) is said to be homogeneous if bi = 0 i = 1, 2, , m. If at least one bi = 0 for 1 i m, then the system is called a non-homogeneous system.
Neela Nataraj
Lecture 1
Some denitions
(Homogeneous & Non-homogeneous Systems) The linear system (1) is said to be homogeneous if bi = 0 i = 1, 2, , m. If at least one bi = 0 for 1 i m, then the system is called a non-homogeneous system. (Solution) A solution is a set of numbers x1 , x2 , , xn that satises all the m equations of the system.
Neela Nataraj
Lecture 1
Some denitions
(Homogeneous & Non-homogeneous Systems) The linear system (1) is said to be homogeneous if bi = 0 i = 1, 2, , m. If at least one bi = 0 for 1 i m, then the system is called a non-homogeneous system. (Solution) A solution is a set of numbers x1 , x2 , , xn that satises all the m equations of the system. (Solution Vector) A solution vector is a vector x whose components constitute a solution of the system.
Neela Nataraj
Lecture 1
Some denitions
(Homogeneous & Non-homogeneous Systems) The linear system (1) is said to be homogeneous if bi = 0 i = 1, 2, , m. If at least one bi = 0 for 1 i m, then the system is called a non-homogeneous system. (Solution) A solution is a set of numbers x1 , x2 , , xn that satises all the m equations of the system. (Solution Vector) A solution vector is a vector x whose components constitute a solution of the system.
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
has at least the trivial solution x1 = 0, x2 = 0, xn = 0. Any other solution, if it exists, is called a non-zero or non-trivial solution.
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
The linear system (1) may have NO SOLUTION, PRECISELY ONE SOLUTION
Neela Nataraj
Lecture 1
The linear system (1) may have NO SOLUTION, PRECISELY ONE SOLUTION or INFINITELY MANY SOLUTIONS.
Neela Nataraj
Lecture 1
The linear system (1) may have NO SOLUTION, PRECISELY ONE SOLUTION or INFINITELY MANY SOLUTIONS. A linear system is CONSISTENT, if it has at least one solution;
Neela Nataraj
Lecture 1
The linear system (1) may have NO SOLUTION, PRECISELY ONE SOLUTION or INFINITELY MANY SOLUTIONS. A linear system is CONSISTENT, if it has at least one solution; INCONSISTENT if it has no solution.
Neela Nataraj
Lecture 1
The linear system (1) may have NO SOLUTION, PRECISELY ONE SOLUTION or INFINITELY MANY SOLUTIONS. A linear system is CONSISTENT, if it has at least one solution; INCONSISTENT if it has no solution. How to nd the solution(s) of a CONSISTENT system?
Neela Nataraj
Lecture 1
Gauss Elimination
Gauss Elimination is a standard method for solving linear systems of the form AX = B , where
Neela Nataraj
Lecture 1
Gauss Elimination
Gauss Elimination is a standard method for solving linear systems of the form AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn
Neela Nataraj
Lecture 1
Gauss Elimination
Gauss Elimination is a standard method for solving linear systems of the form AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn b1 . B = . is the right hand side vector, . bm
Neela Nataraj
Lecture 1
Gauss Elimination
Gauss Elimination is a standard method for solving linear systems of the form AX = B , where a11 a12 . . . a1n a21 a22 . . . a2n . A= . . . is the coecient matrix; . . . ... . . am1 am2 . . . amn b1 . B = . is the right hand side vector, . bm x1 . and X = . is a column vector of unknown variables. . xn
Basic Strategy
Neela Nataraj
Lecture 1
Basic Strategy
Replace the system of linear equations with an equivalent system (one with the same solution set) which is easier to solve.
Neela Nataraj
Lecture 1
Basic Strategy
Replace the system of linear equations with an equivalent system (one with the same solution set) which is easier to solve.
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
Neela Nataraj
Lecture 1
1 2
Neela Nataraj
Lecture 1
1 2
Neela Nataraj
Lecture 1
1 2
Neela Nataraj
Lecture 1
1 2
Neela Nataraj
Lecture 1
1 2
Neela Nataraj
Lecture 1
1 2
Denition (Row-equivalent systems) A linear system S1 is row-equivalent to a linear system S2 (S1 S2 ), if S2 can be obtained from S1 by nitely many row operations.
Neela Nataraj
Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method.
Neela Nataraj
Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method. Since the linear system is completely determined by its augmented matrix, dened below, the Gauss elimination process can be down by merely considering the matrices.
Neela Nataraj
Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method. Since the linear system is completely determined by its augmented matrix, dened below, the Gauss elimination process can be down by merely considering the matrices. The matrix A obtained by augmenting A by column b, written as
Neela Nataraj
Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method. Since the linear system is completely determined by its augmented matrix, dened below, the Gauss elimination process can be down by merely considering the matrices. The matrix A obtained by augmenting A by column b, written as a11 a12 . . . a1n b1 a21 a22 . . . a2n b2 . A= . . . . , . . . . . ... . . am1 am2 . . . amn bm
Neela Nataraj
Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method. Since the linear system is completely determined by its augmented matrix, dened below, the Gauss elimination process can be down by merely considering the matrices. The matrix A obtained by augmenting A by column b, written as a11 a12 . . . a1n b1 a21 a22 . . . a2n b2 . A= . . . . , or . . . . . ... . . am1 am2 . . . amn bm . a11 a12 . . . a1n . b1 . . a a22 . . . a2n . b2 . A = 21 . . . . . . . . . . . . ... . . . . . b a a ... a .
m1 m2 mn m
Neela Nataraj Lecture 1
Augmented matrix
We illustrate the Gauss-elimination method for some examples before formalizing the method. Since the linear system is completely determined by its augmented matrix, dened below, the Gauss elimination process can be down by merely considering the matrices. The matrix A obtained by augmenting A by column b, written as a11 a12 . . . a1n b1 a21 a22 . . . a2n b2 . A= . . . . , or . . . . . ... . . am1 am2 . . . amn bm . a11 a12 . . . a1n . b1 . . a a22 . . . a2n . b2 . A = 21 . . . . . is called the augmented . . . . . . . ... . . . . . b a a ... a .
m1 m2 mn m