MATB 314 & MATB 253 - LINEAR ALGEBRA

2009 Bulletin Data: Systems of Linear Equations and Matrices,

Determinants, Euclidean Vector Spaces,
General Vector Spaces, Inner Product
Spaces, Eigenvalues and Eigenvectors,
Applications.
Textbook: Anton H. and Rorres C.: Elementary Linear
Algebra (Applications Version), 9
th
Edition,
John Wiley & Sons, Inc, 2005.
Objectives:
At the end of the course, students should be able to solve systems of linear
equations using the Gaussian/ Gauss-Jordan elimination, Cramers rule and the
inverse of a matrix, calculate the determinants, find the standard matrix of linear
transformations from R
n
to R
m
, determine whether a set of objects together with
operations defined on it form a vector space, test for a subspace, show whether a
set of vectors is a basis, determine the dimension of a vector space, find a basis for
the row space, column space and nullspace of a matrix, calculate the rank and
nullity of a matrix, give examples of inner product spaces, use the Gram- Schmidt
process to find an orthonormal basis, find the eigenvalues and the corresponding
eigenvectors of a square matrix, how to diagonalize a matrix. Some applications of
linear algebra to engineering are discussed.


2
Chapter 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES
Contents
Contents..................................................................................................................... 2
1.1 Introduction to Systems of Linear Equations ....................................................3
................................................................................................................................ 3
1.2 Matrices and Matrix Operations........................................................................10
1.3 Gaussian Elimination ...................................................................................... 18
____________________________________________________................................................29
Hence,...................................................................................................................... 29
Recall :...................................................................................................................... 29
1.4 Properties of Matrix Operations........................................................................29
Let ........................................................................................................................... 36
1.5 Elementary Matrices and a Method for Finding ...............................................36
1.6 Further Results on Systems of Equations and ..............................................48
Invertibility....................................................................................................... 48
1.7 Application to Electrical Networks ..................................................................54
1.8 Diagonal and Triangular Matrices .................................................................59
___________________________________________________
_
3
Introduction to Linear Algebra
SYSTEMS OF LINEAR EQUATIONS AND MATRICES
1.1 Introduction to Systems of Linear Equations

Linear algebra is the branch of mathematics concerned with the
study of vectors, vector spaces (or linear spaces), linear
transformations, and systems of linear equations in finite
dimensions. Vector spaces are a central theme in modern
mathematics; thus, linear algebra is widely used in both abstract
algebra and functional analysis. Linear algebra also has a
concrete representation in analytic geometry and it is
generalized in operator theory. It has extensive applications in
the natural sciences and the social sciences, since nonlinear
models can often be approximated by a linear model.
4
In mathematics and linear algebra, a system of linear equations
is a set of linear equations such as

1 2 3
1 2 3
1 2 3
4 6
3 2 7
2 2 3 3
x x x
x x x
x x x

'

+
+
+
A standard problem is to decide if any assignment of values for
the unknowns can satisfy all three equations simultaneously, and
to find such an assignment if it exists. The existence of a
solution depends on the equations, and also on the available
values (whether integers, real numbers, and so on).
There are many different ways to solve systems of linear
equations, such as substitution, elimination, matrix and
determinants. However, one of the most efficient ways is
given by Gaussian elimination (matrix).
In general, a system with m linear equations and n unknowns
can be written as

11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
...
...

...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + +

+ + +

'

+ + +

M M
5
where
1 2
, ,...,
n
x x x
are the unknowns and the numbers
11 12
, ,...,
mn
a a a
are the coefficients of the system.
We can collect the coefficients in a matrix as follows:

If we represent each matrix by a single letter, this becomes
[ ] [ ] [ ]
A x b
where A is an mn matrix, x is a column vector with n entries,
and b is a column vector with m entries.
Gauss-Jordan elimination applies to all these systems, even if
the coefficients come from an arbitrary field.
6

11 12 1 1 1
21 22 2 2 2
1 1
, ,
n
n
m m mn n m
a a a x b
a a a x b
A x b
a a a x b
1 1 1
1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
K
K
M M L M M M
K
If the field is infinite (as in the case of the real or complex
numbers), then only the following three cases are possible
(exactly one will be true)
For any given system of linear equations:
the system has no solution (the system is over
determined)
the system has a single solution (the system is exactly
determined)
the system has infinitely many solutions (the system is
underdetermined).
A system of equations that has at least one solution is called
consistent; if there is no solutions it is said to be inconsistent.
7
___________________________________________________
_
A system of the form 0 Ax is called a homogeneous system
of linear equations. The set of all solutions of such a
homogeneous system is called the nullspace of the matrix A.
Example 1 :


11 1 12 2 1
21 1 22 2 2
1 1 2 2
... 0
... 0

... 0
n n
n n
m m mn n
a x a x a x
a x a x a x
a x a x a x
+ + +

+ + +

'

+ + +

M M
If the system is homogeneous and
1 2
... 0
n
x x x
then
we have a trivial solution.
If the system is homogeneous and at least one x
i
0 , then
we have a nontrivial solution.
Since a homogeneous linear system always has the trivial
solution; there are only 2 possibilities for its solution.
(a) The system has only the trivial solution
8
(b) The system has infinitely many solutions in
addition to the trivial solution.
(Howard,2005)
___________________________________________________
_
Augmented Matrices
Linear Equations matrix form

Augmented Matrix

11 12 1 1
21 22 2 2
1 1
n
n
m m mn m
a a a b
a a a b
a a a b
1
1
1
1
1
]
K
K
M M L M M
K

Theorem
A homogeneous system of linear equations with more unknowns
than equations has infinitely many solution.
9
To find the solution(s) of a given system of linear equations, we
have to reduce an augmented matrix to row echelon form or
reduced row-echelon form. The reduction is done by using
operations on the rows of the augmented matrix. The operations
are called the elementary row operations.
_____________________________________________________________________________
_
Elementary Row Operation
An elementary row operations (ERO) on a matrix A is one of the
following :
1. Multiply a row by a nonzero constant, c cR
i

R
i

2. Switching any two rows R
i

R
j

3. Add c times of one row to another row cR
i
+ R
j

R
j

Elementary row operations are used to reduce an augmented
matrix or matrix to row echelon form or reduced row-echelon
form. Reducing the matrix to row echelon form is called
Gaussian elimination and to reduced row-echelon form is
called GaussJordan elimination . Gaussian elimination is an
efficient algorithm for solving systems of linear equations. An
10
extension of this algorithm, GaussJordan elimination, reduces
the matrix further to reduced row echelon form.
In mathematics, GaussJordan elimination is a version of
Gaussian elimination that puts zeros both above and below
each pivot element as it goes from the top row of the given
matrix to the bottom. (http://en.wikipedia.org)
_____________________________________________________________________________
_
1.2 Matrices and Matrix Operations
Matrix
Matrix is a rectangular array of numbers or, more
generally, a table consisting of abstract quantities that can
be added and multiplied.
The numbers in the array are called the entries in the matrix
Matrices are used to describe linear equations, keep track of
the coefficients of linear transformations and to record data
that depend on two parameters.
11
Matrices can be added, multiplied, and decomposed in
various ways, making them a key concept in linear algebra
and matrix theory.
Definitions and notations
The horizontal lines in a matrix are called rows and the
vertical lines are called columns.
A matrix with m rows and n columns is called an m-by-n
matrix (written mn) and m and n are called its dimensions.
The dimensions of a matrix are always given with the
number of rows first, then the number of columns.
The entry of a matrix A that lies in the i -th row and the j-th
column is called the i,j entry or (i,j)-th entry of A. This is
written as a
ij
or (A)
ij
. The row is always noted first, then
the column.
We often write to define an mn matrix A with each
entry in the matrix [a
ij
]
mxn
called a
ij
for all 1 i m and
1 j n
12


(Adapted from http://en.wikipedia.org)
A matrix where one of the dimensions equals one is often
called a vector, and interpreted as an element of real
coordinate space.
A 1 n matrix (one row and n columns) is called a row
vector, and an m 1 matrix (one column and m rows) is
called a column vector.
Example 8 :

13
[ ]
[ ]
1
2 4 1 3
0
or 1
2
1 0 2 5 0
4
1

1
1
1
1

1
1
1
1 ]
]
Row vector Column vector
A square matrix is a matrix which has the same number of
rows and columns.
A square matrix of order n and the entries a
11,
a
22, . . . ,
a
nn
are
the main diagonal of A.
The unit matrix or identity matrix I
n
, with elements on
the main diagonal set to 1 and all other elements set to 0,
satisfies M I
n
=M and I
n
N=N for any m-by-n matrix M and
n-by-k matrix N.
Example 9 :
if n = 3: I
3
=
1 0 0
0 1 0
0 0 1
1
1
1
1
]
__________________________________________________________
Operations on Matrices
Definition
Two matrices are defined to be equal if they have the same
size and their corresponding entries are equal.
14
In matrix notation, if A= [a
ij
] and B = [b
ij
] have the same size,
then A = B if and only if (A)
ij
= (B)
ij
Example 10

0 2 1 2
3 1 1 8
2 1 5 5
a c
b d
e f

1 1
1 1

1 1
1 1
] ]

1, 8, 0, 3, 2 1 a b c d e and f
__________________________________________________________
Addition and Subtraction (Only on same size matrices)
Given m-by-n matrices A and B ,
their sum A + B is the m-by-n matrix computed by adding
corresponding entries
(A + B)
ij
= (A)
ij
+ (B)
ij

= a
ij
+ b
ij

their difference A B is the m-by-n matrix computed by
subtracting corresponding entries (A - B)
ij
= (A)
ij
- (B)
ij

= a
ij
- b
ij
Example 11 :
15
1. Addition
1 0 2 1 2 3 2 2 1
3 1 3 4 5 6 7 6 3
2 1 5 7 8 9 5 7 14

1 1 1
1 1 1
+
1 1 1
1 1 1
] ] ]
2. Subtraction
1 0 2 1 2 3 0 2 5
3 1 3 4 5 6 1 4 9
2 1 5 7 8 9 9 9 4

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
_____________________________________________________________________________
_
Scalar Multiples
If A is any matrix and c is any scalar, then the product cA is the
matrix obtained by multiplying each entry of the matrix A by
c. The matrix cA is said to be a scalar multiple of A. In matrix
notation, if A = a
ij
, then (cA)
ij
= c(A)
ij
= ca
ij

Example 12 :
Linear combination c
1
A
1
+ c
2
A
2
+ . . . + c
n
A
n
1 0 1 2 4 3 1 0 0
3 2 3 0 2 1 3 0 5 3 2 1
0 4 1 0 2 6 5 4 0

1 1 1
1 1 1
+
1 1 1
1 1 1
] ] ]
6 8 9
7 5 5
25 28 15

1
1

1
1
]

Multiplying Matrices
16
Multiplication of two matrices is well-defined only if the
number of columns of the left matrix is the same as the
number of rows of the right matrix.
If A is an m-by-n matrix and B is an n-by-p matrix, then
their matrix product AB is the m-by-p matrix (m rows, p
columns) given by






Example 13
2 1 (2)(3) ( 1)(1) (2)(1) ( 1)(2)
3 1
( ) 0 2 (0)(3) (2)(1) (0)(1) (2)(2)
1 2
1 3 (1)(3) (1)( 3) (1)(1) ( 3)(2)
5 0
2 4
0 5
i
+ +
1 1
1
1 1
+ +
1
1 1
]
1 1 + +
] ]
1
1

1
1
]
______________________________________________
( ) ii
Find the
(2,3)th
in the following matrix multiplication :
17
( 2,3)
4 1 4 3
_ _ _ _
1 2 4
0 1 3 1
_ _ _ _
2 6 0
2 1 5 2

1
1
1
1
1

1
1
1
]
1 ]
]
(2,3)th
entry :
[ ]
4
2 6 0 3 8 (18) 0 26
5
1
1
+ +
1
1
]
Matrix Products as Linear Combination
11 12 1 1
21 22 2 2
1 1
,
n
n
m m mn n
a a a x
a a a x
A x
a a a x
1 1
1 1
1 1

1 1
1 1
] ]
K
K
M M L M M
K
Then
11 12 1
21 22 2
1 2
1 1
n
n
n
m m mn
a a a
a a a
Ax x x x
a a a
1 1 1
1 1 1
1 1 1
+ + +
1 1 1
1 1 1
] ] ]
L
M M M

11 1 12 2 1
21 1 22 2 2
1 1 2 2
...
...

...
n n
n n
m m mn n
a x a x a x
a x a x a x
a x a x a x
+ + +
+ + +

+ + +
M M M
_____________________________________________________________________________
18
1.3 Gaussian Elimination
Echelon Forms
Reducing the augmented matrix of a system to row-echelon
form

To be in this form, a matrix must have the following
properties:
1. If there are any rows that consist entirely of zeros, then they
are grouped together at the bottom of the matrix.
2. If a row does not consist entirely of zeroes, then the first
nonzero number in the row is 1 , We call this a leading 1.
3. If any two successive rows that do not consist entirely
zeros, the leading 1 in the lower row occurs farther to the
right than the leading 1 in the higher row.
4. In Reduced Row-Echelon, each column that contains a
leading 1 has zeros everywhere else in the higher row.
____________________________________________________________________________
Row-Echelon
Example 2 :
0
1 0 3
0 1 1 2
0 0 1
1
1
1
1
1
]
19

0 1 2 3
2
7
0 0 1 1
2
0 0 0 1
0
0 0 0 0
1

1
1
1
1
1
]
,
1 4 6 3
1
3
0 0 1 3
5
0 0 0 1
0
0 0 0 0
1

1
1
1
1
1
]
_____________________________________________________________________________
_

Reduced Row-Echelon
Example 3 :

1 0 0 3
0 1 0 2
0 0 1 1
1
1
1
1
]
,
0 1 0 0 2
0 0 1 0 0
0 0 0 1 2
0 0 0 0 0
1
1
1
1
1
]
,
1 0 0 0 2
0 1 0 0 3
0 0 1 0 2
0 0 0 1 1
1
1
1
1

1
]


___________________________________________________
_
The augmented matrix for a system of linear equations is put in
reduced row-echelon form, and then the solution set of the
system will be evident by inspection or after a few simple steps.
Suppose that the augmented matrix for a system of linear
equations has been reduced by row operations to the given
reduced row-echelon form.
20
Example 4:
(a)

1 0 0 5
0 1 0 2
0 0 1 4
1
1

1
1
]
means by
1 2 3
5 , 2 , 4 x x x
(b)
1 0 0 4 1
0 1 0 2 6
0 0 1 3 2
1
1
1
1
]
means by
3 4 2 4 1 4
3 2 , 2 6 , 4 1 x x x x x x + + +

(c)
1 6 0 0 4 2
0 0 1 0 3 1
0 0 0 1 5 2
0 0 0 0 0 0
1
1
1
1
1
]


use first 3 rows to solve the system of linear equation

(d)
1 0 0 3
0 1 0 2
0 0 0 4
1
1

1
1
]
means no solution
21
___________________________________________________
_
Solutions of Linear Systems
Elimination Methods : Gaussian Elimination and
Back Substitution
Example 5 :
Solve the system by Gaussian Elimination
1.
1 2 3
1 2 3
1 3
2 3 5
2 5 3 3
8 17
x x x
x x x
x x
+ +
+ +
+

Solution
Gaussian Elimination

1 2 2
1 3 3 2 3 3
1 2 3 5 2 1 2 3 5 1 2 3 5
2 5 3 3 0 1 3 7 0 1 3 7
1 0 817 0 2 5 12 2 0 0 1 2
R R R
R R R R R R
1 + 1 1
1 1 1

1 1 1
1 1 1
+ +
] ] ]

3 3
1 2 3 5
0 1 3 7
( 1)
0 0 1 2
R R
1

1

1

1
]
Back Substitution

1 2 3 2 3 3
2 3 5 , 3 7 , 2 x x x x x x + +

22
( )
( ) ( ) ( ) ( )
2 2
1 1
3 2 7 7 6 1
2 1 3 2 5 5 2 6 1
x x
x x
+
+ + +
1 2 3
1 , 1 , 2 x x x
_____________________________________________________________________________
_
2.
1 2 3
1 2 3
1 2 3
2 2 2 4
3 2 3
4 3 2 3
x x x
x x x
x x x
+
+
+
Solution


1 1
2 2 2 4 1 1 1 2
1
3 2 1 3 3 2 1 3 2
4 3 2 3 4 3 2 3
R R
1 1
_

1 1

,
1 1
1 1

] ]
23

1 2 2
1 3 3
2 2
1 1 1 2
3 1 1 1 2
4 3
0 5 4 3 0 1
5 5
4 0 7 6 5
1
0 7 6 5
5
R R R
R R R
R R
1
+ 1
1
1
1

1
1
1
+
_
1
]


]
,
3 3
2 3 3
5
1 1 1 2 1 1 1 2
7 2
4 3 4 3
0 1 0 1
5 5 5 5
2 4 0 0 1 2
0 0
5 5
R R
R R R
1
_
1
1

+
, 1
1
1
1

1
1
1
1
]
1

1
]
1 2 3 2 3 3
4 3
1 2 , , 2
5 5
x x x x x x +

( )
( ) ( ) ( ) ( )
2 2
1 1
4 3 3 8 5
2 , 1
5 5 5 5 5
1 2 2 , 2 1 2 1
x x
x x
+
+ +
1 2 3
1 , 1 , 2 x x x
Gauss - Jordan Elimination
Example 6 :
(a) Consider the linear system
1 2 3
1 2 3
1 3
2 3 5
2 5 3 3
8 17
x x x
x x x
x x
+ +

+ +
'

.
24
Solve the system using Gauss-Jordan elimination method.
Solution (a)
Gauss - Jordan Elimination

1 2 2 2 1 1
1 3 3 2 3 3
1 2 3 5 2 1 2 3 5 2 1 0 9 19
2 5 3 3 0 1 3 7 0 1 3 7
1 0 817 0 2 5 12 2 0 0 1 2
R R R R R R
R R R R R R
1 + 1 + 1
1 1 1

1 1 1
1 1 1
+ +
] ] ]


3 1 1
3 3
3 2 2
1 0 9 19 9 1 0 0 1
0 1 3 7 0 1 0 1
( 1)
0 0 1 2 3 0 0 1 2
R R R
R R
R R R
1 + 1

1 1

1 1

1 1
+
] ]
1 2 3
1 , 1 , 2 x x x
(b) Consider
1 2 3
1 2 3
1 2 3
2 2 2 4
3 2 3
4 3 2 3
x x x
x x x
x x x
+
+
+
.
Solve the system using Gauss-Jordan elimination method.
Solution (b)
Gauss-Jordan elimination
25
1 1
2 2 2 4 1 1 1 2
1
3 2 1 3 3 2 1 3 2
4 3 2 3 4 3 2 3
R R
1 1
_

1 1

,
1 1
1 1

] ]
1 2 2
1 3 3
1 1 1 2 3 1 1 1 2
3 2 1 3 0 5 4 3
4 3 2 3 4 0 7 6 5
R R R
R R R
1 1 +
1 1

1 1
1 1
+
] ]
2 2
1
1 1 1 2
5
4 3
0 1
5 5
0 7 6 5
R R
_

1

,
1
1

1
1

]
( )
2 1 1
2 3 3
1 7
1 0
5 5
1
4 3
0 1
5 5
7
2 4
0 0
5 5
R R R
R R R
1
1
+
1
1

1

+ 1

1
1
]

26
3 1 1
3 2 2
3 3
1 7
1
1 0
5 5
1 0 0 1 5
4 3
0 1 0 1 0 1
5 5
4 0 0 1 2
5
0 0 1 2
5
2
R R R
R R R
R R
1
_
1
+

1
1 ,
1
1

1
1

1
1
_
]
+

1
,
1
]

1 2 3
1 , 1 , 2 x x x
Homogeneous Linear Systems
Example 7 :
(a) Solve
0
2 0
3 4 0
x y z
x y z
x y z
+
+ +
+



Solution (a)
27
1 2 2
1 3 3
2 3 3
0
2 0
3 4 0
1 1 10 1 1 1 0
1 2 1 0 0 1 2 0
3 4 1 0 3 0 1 2 0
1 1 1 0
0 1 2 0
0 0 0 0
x y z
x y z
x y z
R R R
R R R
R R R
many solutions
+
+ +
+
+ 1 1
1 1

1 1
1 1 +
] ]
+ 1
1

1
1
]
Since last row is entirely zero entries, the homogeneous system
has nontrivial solution (many solutions)

( ) ( )
1 2 3 2 3
3
2 2
1 1
0 , 2 0
2 0 2
2 0 3
x x x x x
Let x t
x t x t
x t t x t
+ +

+
+

1 2 3
3 , 2 , x t x t x t
28
(b) Solve
2 5 0
3 2 2 0
4 4 5 0
x y z
x y z
x y z
+
+
+

Solution (b)

1 2 2
1 3 3
1 2 5 0 3 1 2 5 0
3 2 2 0 0 4 13 0
4 4 5 0 4 0 4 15 0
R R R
R R R
+ 1 1
1 1

1 1
1 1 +
] ]
2 2
2 3 3
1
0
1 2 5
1 2 5 0
4
13
0 4 13 0 0 1 0
4
0 0 2 0
0 0 2
0
R R
R R R
_
1



+ 1 1
,
1 1

1 1

1 1
]

1
]

3 3
2 1 1
0 0 3 3
1
1 0 1 0
2 2
2
2
13 13
0 1 0 0 1 0
4 4
0 0 2 0 0 1
0 0
R R
R R R
1 1
_

1 1

+
, 1 1
1 1

1 1
1 1

1 1
] ]


3 2 2
3 1 1
13
1 0 0 0
4
0 1 0 0
3 0 0 1 0
2
R R R
R R R
+
1
1

1
1
]
+

29

Therefore the system has exactly one solution. (Trivial
solution)
1 2 3
0 , 0 , 0 x x x

___________________________________________________
_
Hence,
Recall :
Since a homogeneous linear system always has the trivial
solution; there are only 2 possibilities for its solution.
(a) The system has only the trivial solution
(b) The system has infinitely many solutions in
addition to the trivial solution.
(Howard,2005)
1.4 Properties of Matrix Operations
Properties of Matrix Arithmetic
Assuming that the sizes of the matrices are such that the
indicated operations can be performed, the following rules of
matrix arithmetic are valid. A, B ,C are matrices and a ,b, c
are any constant

(a) A + B = B + A (Commutative law for addition)
(b) A + (B + C) = (A + B) +C (Associative law for addition)
30
(c) A(BC) = (AB)C (Associative law for multiplication)
(d) A (B + C) = AB + AC (Left distributive law)
(e) (B + C) A = BA + CA (Right distributive law)
(f) A (B C) = AB AC
(g) (B C) A = BA CA
(h) a (B + C) = aB + aC
(i) a (B C) = aB aC
(j) (a + b)C = aC + bC
(k) (a b)C = aC bC
(l) a(bC) = (ab) C
(m) a(BC) = (aB)C = B(aC)
_____________________________________________________________________________
_
Zero Matrices
[ ]
0 0 0
0 0 0 0 0 0
0 , , 0 0 0 ,
0 0 0 0 0 0
0 0 0
1
1 1
1
1 1
1
] ]
1
]
Properties of Zero Matrices
(a) A + 0 = 0 + A = A
(b) A-A = 0
(c) 0 A = A
(d) A0 = 0 ; 0A =0
_____________________________________________________________________________
_
31
Identity Matrices
2
3
4
1 0 0 0
1 0 0
1 0 0 1 0 0
, 0 1 0 ,
0 1 0 0 1 0
0 0 1
0 0 0 1
I
I
I
1
1
1
1
1
1
1
1
1
]
1
1 ]
]
Inverse of A

Example 14


2 3 8 3
Consider and .
5 8 5 2
Find and
A B
AB BA

1 1

1 1

] ]
Definition
If A is a square matrix, and if a matrix B of the same size can
be found such that AB = BA= I, then A is to be invertible and
B is called an inverse of A. If no such matrix B can be found,
then A is said to be singular.
Theorem
If R is the reduced row-echelon form of an nxn matrix A,
then either R has a row of zeros or R is the identity matrix
I
n
.
32
Solution
2 3 8 3 1 0

5 8 5 2 0 1
8 3 2 3 1 0
.
5 2 5 8 0 1
AB
BA

1 1 1

1 1 1

] ] ]

1 1 1

1 1 1

] ] ]

Note: A
1
= B and B
1
= A
_________________________________________________________
Method of finding inverse of 2 x 2 invertible matrix
Properties of Inverses
1) If B and C are both inverses of the matrix A, then B = C
2) A A
1
= A
1
A = I
3) If A and B are invertible matrices of the same size ,
Theorem
The matrix
a b
A
c d
1

1
]
is invertible if 0 ad bc , in
which case the inverse is given by the formula
1
1
- -
=
-
- -
d b
d b
ad bc ad bc
A
c a c a ad bc
ad bc ad bc

1
1

1
1

]
1
1
]
33
then AB is invertible and (A B)
1
= B
1
A
1
_________________________________________________________________________________________
Power of a Matrix
Definition
If A is a square matrix, then we define the nonnegative integer powers
of A to be
a. A
0
= I
b. A
n
= A . A . A . . . A (n> 0)

n factors
c. A
n
= (A
1
)
n
= A
1
. A
1
. . .

A
1
n factors
Laws of Exponents
a . If A is a square matrix and r and s are integers, then
A
r
A
s
= A
r+s

34
b. ( A
r
)
s
= A
r s

c. If A is an invertible matrix, then : A
1
is invertible and
( A
1
)
1
=A


d. If A is an invertible matrix, then : A
n
is invertible and
( A
n
)
1
= (A
1
)
n
for n = 1, 2,


e. For any nonzero scalar k, the matrix kA is invertible and
(kA)
1
= (1/k) A
1
__________________________________________________________________________________________
Transpose of a Matrix (A
T)
i j
= (A)
j i
Example 15 :

T T
1 0 1 1 2 0 1 4
1 2 3
1. 2 3 0 0 3 4 2. 2 5
4 5 6
0 4 1 1 0 1 3 6

1 1 1

1
1 1 1

1
1 1 1

]
1 1 1
] ] ]

Definition
If A is any m x n matrix, then the transpose of A, denoted by
A
T
, is defined to be the n x m matrix that the results from
interchanging the rows and columns of A; that is, the first
column of A
T
is the first row of A, the second column of A
T
is the second row of A, and so forth.
35

Properties of the Transpose
If the sizes of the matrices are such that the stated operations can
be performed, then
(a) ((A)
T
)
T
= A
(b) (A+B)
T
=A
T
+ B
T
and (A B)
T
=A
T
B
T

(c) (k A)
T
= kA
T
, where k is any scalar
(d) (AB)
T
= B
T
A
T

Invertibility of a Transpose
Example 16 :
Theorem
If A is an invertible matrix, then A
T
is also invertible and
(A
T
)
1
=( A
1
)
T
36
Let
1
2 3 8 3
and .
5 8 5 2
A A

1 1

1 1

] ]
( )
( )
1
1 1
2 5 8 5 8 5
1
= and = =
3 8 3 2 3 2 1
8 3 8 5
1
and =
5 2 3 2 1
T T
T
A A
A A

1 1 1
1 1 1

] ] ]

1 1

1 1

] ]
_____________________________________________________________________________________
1.5 Elementary Matrices and a Method for Finding
1
A
Recall :
Given a system of linear equations, then for the matrix
equation Ax =b in which A is invertible n x n matrix for each
n x 1 matrix b, has a unique solution x = A
1
b
In this section we will develop a method for finding the inverse
of a matrix, if it exists. To use this method, we do not have to
find out first whether A
1
exists. We start to find A
1
; if in the
course of the computation we hit a certain situation, then we
know that A
1
does not exists.. Otherwise we proceed tothe end
and obtain A
1
. This method requires that the elementary roe
operations be performed on A.

37
The Algorithm involved :
If we place A and I
n
side-by-side to form an augmented matrix
[ A | I
n
], then row operations on this matrix produce identical
operations on A and on I
n
. Then either there are row operations
that transform A to I
n
and I
n
to A
1
, or else A is not invertible.

1
A I
I A

1
]
1
]


Example :17
0 1 2
Given 1 0 3
4 3 8
A
1
1

1
1
]

0 1 2 1 0 0
1 0 3 0 1 0
4 3 8 0 0 1
1 0 3 0 1 0
0 1 2 1 0 0
4 3 8 0 0 1
A I
1
1
1
]
1
1

1
1
1
1

]

38
1 0 3 0 1 0
0 1 2 1 0 0
0 3 4 0 4 1

1
1
1
1

]

1 0 3 0 1 0
0 1 2 1 0 0
0 0 2 3 4 1
1 0 3 0 1 0
0 1 2 1 0 0
0 0 1 3/ 2 2 1/ 3
1
1
1
1

1
1
1
1

]
___________________________________________________
_
Elementary Matrices
.
Definition
An n x n matrix is called an elementary matrix if it can be
obtained from the n x n identity matrix I
n
by performing a
single elementary row operation
39
Example 18 :
I E
1

1 3 3
1 0 0 1 0 0
0 1 0 0 1 0 .
0 0 1 1 0 1
R R R
I E
+
1 1
1 1

1 1
1 1
] ]

Row Operations and Inverse Row Operations
Row
operation on I
that produces
E
Example Row
operation
on E that
reproduces
I
Example
Multiply row i
by c 0
[I] R
1
= 3R
1
[E] Multiply
row i by 1/c
1/3R
1
[E] = [I] R
1

Interchange
rows i and j
[I]
3 2
R R
[E]
Interchange
rows i and j
[E]
2 3
R R
[I]
Add c times
row i to row j
[I] R
1
= R
1
+2R
3
[E] Add c
times row i
to row j
R
1
2R
3
[E] =[I] R
1


To find the inverse of an invertible matrix A, find a sequence of
elementary row operations that reduces A to the identity and
then perform this same sequence of operations on I
n
to obtain
A
1
__________________________________________________________
40
Example 19 :
Given matrix
1 2 1
2 3 1
3 1 2
A

1
1

1
1
]
. Find the product of EA.
Let E is obtained from
3 3 1
2 R R R
.



Solution

1 3 3
1 0 0 1 0 0
2
0 1 0 0 1 0
0 0 1 2 0 1
R R R
I E
1 1
+
1 1

1 1

1 1
] ]

1 0 0 1 2 1 1 2 1
0 1 0 2 3 1 2 3 1
2 0 1 3 1 2 1 3 0
EA

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
Theorem ROW OPERATIONS BY MATRIX
MULTIPLICATION
Let A an m x n matrix , and let an elementary row operation
be performed on A to yielad matrix B. Let E obtained from
I
m
(I
n
) by performing the same row operation as was performed
on A. Then B =EA.
41
By Theorem

1 3 3
1 2 1 1 2 1
2
2 3 1 = 2 3 1
3 1 2 1 3 0

R R R
A B EA

1 1
+

1 1

)
1 1

1 1
] ]

_____________________________________________________________________________
_

A method for Inverting Matrices
E
k
. . . E
2
E
1
A = I
n
A
1
= E
k
. . . E
2
E
1
I
n
= E
k
. . . E
2
E
1

A
1
Theorem
Every elementary matrix is invertible, and the inverse is also
an elementary matrix
Theorem EQUIVALENT STATEMENTS
If A is an n x n matrix, then the following statements are equivalent,
that is, all true or all false.
(a) A is invertible
(b) Ax = 0 has only the trivial solution
(c) The reduced row-echelon form of A is I
n

(d) A is a product of elementary matrices
42


A

= E
1

1
E
2

1
. . . E
k

1
I
n
= E
1

1
E
2

1
. . . E
k

1
(Elemetary matrices are invertible)
Consider the following :
1 0 1
0 1 1
1 1 0
A
1
1

1
1
]
1 3 3
2 3 3
1 0 1 1 0 0
0 1 1 0 1 0
1 1 0 0 0 1
1 0 1 1 0 0
0 1 1 0 1 0
0 1 1 1 0 1
1 0 1 1 0 0
0 1 1 0 1 0
0 0 2 1 1 1
R R R
R R R
1
1
1
1
]

1
1
+
1
1

]

1
1
+
1
1

]
3 3
1 0 1 1 0 0
1
0 1 1 0 1 0
2
0 0 11/ 2 1/ 2 1/ 2
R R

1
1

1
1

43
3 1 1
3 2 2
1 0 1 1/ 2 1/ 2 1/ 2
0 1 0 1/ 2 1/ 2 1/ 2
0 0 1 1/ 2 1/ 2 1/ 2
R R R
R R R
1
+
1

1
+
1

]
Example 20 :
Let A be a
3 3 X
matrix such that
3 2 1 3
E E E A I
where
1
E
is obtained from
3
I
by performing the operation

1 3 1
R R R +
2
E
is obtained from
3
I
by performing the operation

2 1 2
2 R R R +
3
E
is obtained from
3
I
by performing the operation
3 2
R R
Find A and A
1
using elementary matrices.
(Note : E
3
E
2
E
1
A = I
3

A

= E
1

1
E
2

1
E
3

1

A
1
= E
3
E
2
E
1
)

Solution

1
3 1 1 1 1
1 0 0 1 0 1 1 0 1
0 1 0 0 1 0 ; 0 1 0
0 0 1 0 0 1 0 0 1
I R R R E E

1 1 1
1 1 1
+
1 1 1
1 1 1
] ] ]
44

1
1 2 2 2 2
1 0 0 1 0 0 1 0 0
0 1 0 2 2 1 0 ; 2 1 0
0 0 1 0 0 1 0 0 1
I R R R E E

1 1 1
1 1 1
+
1 1 1
1 1 1
] ] ]

1
3 2 3 3
1 0 0 1 0 0 1 0 0
0 1 0 0 0 1 ; 0 0 1
0 0 1 0 1 0 0 1 0
I R R E E

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
1 1 1
1 2 3
1 0 1 1 0 0 1 0 0
0 1 0 2 1 0 0 0 1
0 0 1 0 0 1 0 1 0
1 0 1 1 0 0 1 1 0
2 1 0 0 0 1 2 0 1
0 0 1 0 1 0 0 1 0
A E E E

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
1
3 2 1
1 0 0 1 0 0 1 0 1
0 0 1 2 1 0 0 1 0
0 1 0 0 0 1 0 0 1
1 0 0 1 0 1 1 0 1
0 0 1 0 1 0 0 0 1
2 1 0 0 0 1 2 1 2
A E E E

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
Try this
45
1 1 0
2 0 1
0 1 0

1
1

1
1
]
1 0 1
0 0 1
2 1 2
1
1
1
1
]
=
_ _ _
_ _ _
_ _ _
1
1
1
1
]
Row Operation to find A

1

[ A | I ] [ I |A
1
]
Example 21 :
Find the inverse of
1 2 3
4 5 6
3 1 2
A
1
1

1
1
]
Solution


1 2 3 1 0 0 1 2 3 1 0 0
4 5 6 0 1 0 0 3 6 4 1 0
3 1 2 0 0 1 0 5 11 3 0 1
5 2
0
1 0 1
1 0 0
3 3 1 2 3
4 1 4 1
0 1 2 0 0 1 2 0
3 3 3 3
11 5 3 11 5 3 0 0 3 0 0 3
1 1
1 1

1 1
1 1

] ]
1

1
1
1
1
1
1

1
1
1
1

] 1
1
]

46
5 2
0
1 0 1
16 7
1
3 3
1 0 0
3 3
4 1
26 11
0 1 2 0 0 1 0 2
3 3
3 3
0 0 1 5 11
11 5 1
3 3
0 0 1 1
3 3
1

1
1

1
1
1
1

1
1
1
1

1
]

1
]




1
16 7
1
3 3 16 7 3
1
26 11
2 26 11 6
3 3
3
11 5 3
5 11
1
3 3
A

1
1
1
1

1
1
1
1
]

]
Try this
1
16 7 3 1 2 3 _ _ _
1
26 11 6 4 5 6 _ _ _
3
11 5 3 3 1 2 _ _ _
A A

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
_____________________________________________________________________________
_
Showing That a Matrix Is Not Invertible
Example 22 :
47
Show that A is not invertible
1 6 4
2 4 1
1 2 5
A
1
1

1
1
]
Solution
1 6 4 1 0 0
2 4 1 0 1 0
1 2 5 0 0 1
1
1

1
1

1 6 4 1 0 0
0 8 9 2 1 0
0 8 9 1 0 1
1
1

1
1
]

1 6 4 1 0 0
0 8 9 2 1 0
0 0 0 1 1 1
1
1

1
1

]
There is a row of zeros. Therefore A is not invertible.
A Consequence of Invertibility
Let A =
1 2 5
3 2 2
4 4 5

1
1

1
1
]
. If A is invertible , then
1. the homogeneous system has only the trivial solution.

2 5 0
3 2 2 0
4 4 5 0
x y z
x y z
x y z
+
+
+
48
2. the nonhomogeneous system has exactly one solution.

2 5 1
3 2 2 2
4 4 5 1
x y z
x y z
x y z
+
+
+
3. the linear system is consistent (the linear system has a
solution)

1
2
3
2 5
3 2 2
4 4 5
x y z b
x y z b
x y z b
+
+
+
__________________________________________________________
1.6 Further Results on Systems of Equations and
Invertibility
Basic Theorem
Theorem
Every system of linear equations has no solutions, or has
exactly one solution, or has infinitely many solutions.
Linear Systems by Matrix Inversion
Theorem
49
If A is an invertible n x n matrix, then for each n x 1 matrix b ,
the system of equations Ax =b has exactly one solution,
namely , x = A
1
b
Solution of a Linear System Using A

1

Write as Ax = b. Find A
1
then A
1
(Ax) = A
1
b x = A
1
b
Example 23 :
Consider the system of linear equations
1
2 10
2
x y
x z
y

+
'

.
Solve using matrix inversion. ( using A
1
)

Solution

A

=
1 1 0
2 0 1
0 1 0

1
1

1
1
]
and A
1
=
1 0 1
0 0 1
2 1 2
1
1
1
1
]
(from Example 18)

1 0 1 1 3
0 0 1 10 2
2 1 2 2 4
1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
x = 3 , y = 2 , z =
4
50
Solving Two Linear System at Once
Example 24 :
Solve the systems
2 2
2 5 1
3 7 2 1
x y z
x y z
x y z
+
+ +
+
and
2 1
2 5 1
3 7 2 0
x y z
x y z
x y z
+
+ +
+


Solution
Linear system with a common coefficient matrix


1 2 1 2 1 1 2 1 2 1
2 5 1 1 1 0 9 1 5 3
3 7 2 1 0 0 1 1 5 3
1 1
1 1

1 1
1 1
] ]
1 2 1 2 1 1 2 1 2 1
0 9 1 5 3 0 9 1 5 3
0 0 10 50 30 0 0 1 5 3
1 1
1 1

1 1
1 1
] ]
1 2 0 3 2 1 2 0 3 2
0 9 0 0 0 0 1 0 0 0
0 0 1 5 3 0 0 1 5 3
1 1
1 1

1 1
1 1
] ]
51
1 0 0 3 2
0 1 0 0 0
0 0 1 5 3
1
1

1
1
]

First system : x = 3 , y = 0 , z = 5
Second system : x = 2 , y = 0 , z = 3
__________________________________________________________
Properties of Invertible Matrices
AB = I and BA = I for A & B are square
matrices
_____________________________________________________________________________
_
Theorem
Let A be a square matrix,
(a) If B is a square matrix satisfying BA = I, then B = A
1
(b) If B is a square matrix satisfying AB = I, then B = A
1
Theorem EQUIVALENT STATEMENTS
If A is an n x n matrix, then the following statements are
equivalent, that is, all true or all false.
a) A is invertible
b) Ax = 0 has only the trivial solution
c) The reduced row-echelon form of A is I
n

d) A is expressible as a product of elementary
matrices.
e) Ax = b is consistent for every nx1 matrix b
f) Ax = b has exactly one solution for every n x 1
matrix b
Theorem
Let A and B be a square matrices of the same size.
If AB is invertible, then A and B must also be invertible.
52
__________________________________________________________
Determining Consistency by Elimination
Example 25:
Find the conditions that the bs must satisfy the system to be
consistent . (solution exists)
(a)
1 2 3 1
1 2 3 2
1 2 3 3
2 2 2
3 5
4 7 2
x x x b
x x x b
x x x b
+
+ +


(b)
1 2 3 1
1 2 3 2
1 2 3 3
2
2 3
3 7 4
x x x b
x x x b
x x x b
+ +
+
+

53
Solution
(a)

1
1
2 2 1
3
3 1
1
1 1 1
2
2 2 2
3
3 5 1 0 2 4
2
4 7 2
2
0 3 6
b
b
b b b
b
b b
1

1
1
1
1
1

1
1
1
1
]
+

1
]

1 1
2 1 2 1
3 1 3 1 2 1
1 1 1
1 1 1
2 2
2 3 2 3
0 1 2 0 1 2
4 4
2 2 2 3
0 1 2
0 0 0
3 3 4
b b
b b b b
b b b b b b
1
1
1
1
1
1
1

1
1
1
1
1
1
+ +

1
1
]
1
]

3 1 2 1
2 2 3
Therefore 0
3 4
b b b b +

3 1 2 1
4 8 6 9
0
12 12
b b b b + +


1 2 3
6 4 0 b b b + +

1 2
3
6
4
b b
b

54
(b)
1 1
2 1 2
3 3 1
1 1 2 1 1 2
1 2 3 0 1 5
3 7 4 0 10 2 3
b b
b b b
b b b
1 1
1 1
+
1 1
1 1
] ]

( ) ( )
1 1
1 2 1 2
3 1 1 2 3 1
1 1 2 1 1 2
0 1 5 0 1 5
0 10 2 3 0 0 5210 3
b b
b b b b
b b b b b b
1 1
1 1

1 1
1 1 +
] ]

( ) ( )
1
1 2
1 2 3 1
1 1 2
0 1 5
0 0 1
10 3
52
b
b b
b b b b
1
1
1

1
1
+
1
]
Therefore b
3
has no condition for the linear system to be
consistent.
1.7 Application to Electrical Networks
Objective: Be able to obtain systems of linear equations whose
solution yield the currents flowing in an electrical circuit based
on the basic laws of electrical circuits.
The electrical circuits consist of two basic components
55
1. Electrical sources create currents in an electrical
circuit
2. Resistors limits the magnitudes of the currents
There are 3 basic quantities associated with electrical circuits:
- electrical potential (E) in volt, V
- resistance (R) on ohms,
- current (I) in amperes, A
Electrical potential is associated with two points in an electrical
circuit and is measured by a device called voltmeter.
In an electrical circuit, the electrical potential between two
points is called the voltage drop.
The current and voltage drop can be positive (+ve) or
negative(ve).
The flow of current is governed by:
1. ohms Law the voltage drop across a resistor is the
product of the current passing through it and its
resistance E = IR
2. Kirchhoffs current Law The sum of the currents
flowing into any point equals the sum of the currents
flowing out from the point.
56
3. Kirchhoffs voltage Law Around any closed loop, the
algebraic sum of the voltage drops is zero.
_________________________________________________
_
Example 1:
Find the currents in the circuit.

Solution

2 1 3
2 1
2 3
3 2 14 0
3 4 24 0
I I I
I I
I I
+
+
+

1 2 3
1 2
2 3
0
2 3 14
3 4 24
I I I
I I
I I
+
+
+

1 1 1 0
2 3 0 14
0 3 4 24
1
1
1
1
]

2 1 2
1 1 1 0
0 5 2 14
2
0 3 4 24
R R R
1

1
+
1
]
57


3 2 3
3 3
1 1 1 0
0 5 2 14
3 5
0 0 26 78
1 1 1 0
0 5 2 14
1
0 0 1 3
26
R R R
R R
1

1
+
1
]
1

1
]

3
2 3 2 2
1 2 3 1 1
3
20
5 2 14 5 2(3) 14 4
5
0 4 3 0 1
I
I I I I
I I I I I

+ +


1 2 3
1 , 4 , 3 I I I
______________________________________________

Example 2:
Consider the electrical network shown in Figure 1. Apply
Kirchhoffs Law to find a system of linear equations relating
the currents I
1
, I
2
and I
3
.
Determine the currents in the circuit.
58
Solutions :
1 2 3
1 2
2 3
0
2 4
4 22
I I I
I I
I I
+

+
1
2
3
1 1 1 0
2 1 0 4
0 1 4 22
I
I
I

1 1 1
1 1 1

1 1 1
1 1 1
] ] ]
1 2 3
3 , 2 , 5 I I I
59
1.8 Diagonal and Triangular Matrices
Diagonal Matrices
A diagonal matrix is a square n x n matrix whose nondiagonal
entries are zero.

Example 1
1 0 0
0 5 0
0 0 2
D
1
1

1
1
]
____________________________________________________________________________________________________________________
_
Triangular Matrices
A Triangular matrix is an m x n matrix whose entries either above or
below the main diagonal are zeros.
Example 2
1 2 3
0 5 6
0 0 2
A
1
1

1
1
]

1 0 0
4 5 0
3 1 2
B
1
1

1
1
]
Upper Triangular Lower Triangular
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*************************** END OF CHAPTER 1 *****************************