Advanced Mathematics

Dr Mazhar Iqbal
September 20, 2011
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 1 / 13
Syllabus
Introduction
Introduction to linear algebra.
Linear equations and their geometry.
Gauss elimination, Decomposition of Matrices, Permutation Matrices.
Special Matrices.
Vector spaces and sub spaces.
Solution of m equations in n unknowns.
Four fundamental subspaces.
Linear transformations.
Perpendicular vectors & orthogonal subspaces.
Inner products and projections.
Least square approximations.
Orthogonal bases, orthogonal matrices and Gram-Schmidt
Orthogonalization.
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Fourier and Fast Fourier Transform.
Introduction to eigenvalues and eigenvectors.
Diagonal form of a matrix, dierence equations and powers A
k
Similarity transformations.
Finite dierence method
Finite dierence schemes for dierential equations.
Convergence and Stability analysis.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 3 / 13
System of Linear Equations
A linear equation in the variables x
1
. . . . . . x
n
is an equation that can
be written in the form
a
1
x
1
+ a
2
x
2
+ + a
n
x
n
= b
where b and coecients a
1
. . . . . . a
n
are real or complex numbers,
usually known in advance.
In textbook examples and exercises n is normally taken as 2, 3 or 5.
In real lie n might be 1000 to 100000 or even more.
A system of linear equations (or linear system) is a collection of one
or more linear equations. For example
x
1
+ x
2
x
3
= 1
2x
1
+ 3x
2
+ x
3
= 6
x
1
x
2
+ 4x
3
= 2
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 4 / 13
Solution of Linear System
A linear system may have
Unique solution, or
Innitely many solutions, or
No solution.
A linear system is said to consistent if it has unique or innitely many
solutions otherwise it is called inconsistent system.
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Solution of Linear System
Consider the system of equations
x + y = 2
x y = 2
The system will have innitely many solutions.
Figure: Innitely many solutions
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Solution of Linear System
Consider the system of equations
x + y = 2
x + y = 4
The system will have no solutions.
Figure: No solution
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Solution of Linear System
Consider the system of equations
x + y = 2
3x + y = 4
The system will have unique solutions.
Figure: Unique solution
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Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Echelon form)
A rectangular matrix is in echelon form if it has the following three
properties
All nonzero rows are above any rows of zeros.
Each leading entry of a row is in a column to the right of the leading
entry of the row above it.
All entries below a leading entries are zeros.
Denition (Reduced Echelon form)
If a matrix in echelon form satisfy following additional conditions then it is
in the reduced echelon form:-
The leading entry in each row is 1.
Each leading 1 is the only non zero entry in its column.
Theorem (uniqueness of the reduced echelon form)
Each matrix is row equivalent to one and only one reduced echelon form.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 9 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Denition (Elementary row operations)
(Replacement) Replace one row by the sum of itself and a multiple of
another row.
(Interchange) Interchange two rows.
(Scaling) Multiply all entries in a row by a nonzero constant.
Denition (Pivot Position)
It is the location in matrix A that corresponds to a leading 1 in the
reduced echelon form.
Denition (Pivot Column)
It is the column of A that contains a pivot position.
Denition (Pivot)
It is the nonzero number in a pivot position that is used as needed to
create zeros via row operations.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 10 / 13
Example
Reduce the matrix to the reduced echelon form

1 2 3 4
4 5 6 7
6 7 8 9

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Denition (Partial Pivoting)
Some times entry with the largest absolute value is chosen as pivot. This
is done in order to reduce the truncation error. Such strategy is called the
partial pivoting.
Denition (Free Variables and general solution)
The variables corresponding to the pivot columns in a matrix are called
basic variables and others are called free variables. An explicit
description of all solutions is called a general solution.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 12 / 13
Denition (Partial Pivoting)
Some times entry with the largest absolute value is chosen as pivot. This
is done in order to reduce the truncation error. Such strategy is called the
partial pivoting.
Denition (Free Variables and general solution)
The variables corresponding to the pivot columns in a matrix are called
basic variables and others are called free variables. An explicit
description of all solutions is called a general solution.
Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 12 / 13
Example
Find the general solution of the linear system whose augmented matrix has
been reduced to

1 6 2 5 2 4
0 0 2 8 1 3
0 0 0 0 1 7

Example
Find the general solution of the linear system whose augmented matrix is
given by

1 3 4 7
3 9 7 6

Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 13 / 13

Example
Find the general solution of the linear system whose augmented matrix has
been reduced to

1 6 2 5 2 4
0 0 2 8 1 3
0 0 0 0 1 7

Example
Find the general solution of the linear system whose augmented matrix is
given by

1 3 4 7
3 9 7 6

Dr Mazhar Iqbal () Advanced Mathematics September 20, 2011 13 / 13