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Textbook:
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 Rn to Rm , 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.
Chapter 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES
(2 weeks)
Contents
1.1 Introduction to Systems of Linear Equations........................................3
1.2 Gaussian Elimination....................................................................9
1.3 Matrices and Matrix Operations.....................................................20
1.4 Properties of Matrix Operations......................................................27
1.5 Elementary Matrices and a Method for Finding A 1 .............................33
1.6 Further Results on Systems of Equations and Invertibility......................42
1.7 Diagonal, Triangular, and Symmetric Matrices...................................48
x1 4 x2 x3 6
3x1 x2 2 x3 7
2 x1 2 x2 3 x3 3
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)
where
Ax b
where A is an mn matrix, x is a column vector with n entries,
and b is a column vector with m entries.
a12
a22
am1
M L
am1 K
a11
a
21
a1n
a2 n
,
M
amn
x1
x
2
b1
b
2
, b
M
M
x
n
bm
Example 1 :
21 1
22 2
2n n
M
M
am1 x1 am 2 x2 ... amn xn 0
(b)
Theorem
A homogeneous system of linear equations with more unknowns
than equations has infinitely many solution.
____________________________________________________
Augmented Matrices
Linear Equations
matrix form
Augmented Matrix
a11
a21
a1n
a22
a2 n
am1
am1
amn
a12
b1
b2
bm
______________________________________________________________________________
cRi
Ri
Ri
Rj
cRi + Rj Rj
10
Row-Echelon
Example 2 :
1 0 0
0 1 1
0 0 1
2
1
0
0
1 2
0 1
0 0
0 0
3
1
1
0
7
2
11
Reduced Row-Echelon
Example 3 :
1 0 0
0 1 0
0 0 1
2
1
0 1 0 0 2
0
0
1
0
0
0 0 0 1 2
0
0
0
0
0
1 0 0 0 2
0
1
0
0
3
,
0 0 1 0 2
0
0
0
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.
Example 4:
(a)
1 0 0
0 1 0
0 0 1
2
4
means by
x1 5 , x2 2 , x3 4
12
(b)
1 0 0 4 1
0
1
0
2
6
0 0 1 3 2
means by
x3 3 x4 2 , x2 2 x4 6 , x1 4 x4 1
(c)
(d)
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 0 0
0 1 0
0 0 0
2
4
means no solution
____________________________________________________
13
2 x1 5 x2 3 x3 3
x1
8 x3 17
Solution
Gaussian Elimination
1 2 3 5 2 R1 R
R 2 1 2 3 5
1 2 3 5
2
2
5
3
3
0
1
0
1
3 7
1 0 8 17 R1 R3 R3 0 2 5 12 2 R2 R3 R3 0 0 1 2
1 2 3 5
0
1
(1) R3 R3
0 0 1 2
Back Substitution
x1 2 x2 3 x3 5
x2 3 x3 7
x3 2
14
x2 3 2 7
x1 2 1 3 2 5
x1 1 ,
x2 7 6 1
x1 5 2 6 1
x2 1
x3 2
______________________________________________________________________________
2 x 2 x 2 x 4
1
2.
3 x 2 x x 3
1
4 x 3 x 2 x 3
1
Solution
2 2 2 4 1
1 1 1 2
R
1
1
2
1
3
3
2
1
2
3
4 3 2 3
4 3 2 3
3R1 R2 R2
4 R1 R3 R3
1 1 1 2
5
4
3
0 7 6 5
15
R2 R2
5
1 1
1 2
4
3
0 1
5 5
0 7 6 5
1 1 1
7 R2 R3 R3
0 1 4
2
0 0
5
x1 1x2 x3 2
x2
4
3
2
5
5
x1 1 2 2
x1 1
5
2 R3 R3 1 1 1 2
2
3
4
3
0 1
5
5 5
0 0 1 2
4
x2
4
3
x3
5
5
x2
,
,
x3 2
3 8 5
1
5 5 5
x1 2 1 2 1
x2 1
x3 2
x1 2 x2 3 x3 5
2 x1 5 x2 3 x3 3 .
x
8 x3 17
1
Solution (a)
Gauss - Jordan Elimination
1 2 3 5 2 R1 R
R 2 1 2 3 5 2R2
R1 R1 1 0 9 19
2
2
5
3
3
0
1
0
1
3 7
1 0 8 17 R1 R3 R3 0 2 5 12 2 R2 R3 R3 0 0 1 2
1 0 9 19
0
1
(1) R3 R3
0 0 1 2
x1 1 ,
x2 1
9 R3 R
R 1 1 0 0 1
1
0 1 0 1
3R3 R2 R 2 0 0 1 2
x3 2
17
2 x1 2 x2 2 x3 4
(b) Consider
3 x1 2 x2 x3 3
4 x1 3 x2 2 x3 3
Solve the system using Gauss-Jordan elimination method.
Solution (b)
Gauss-Jordan elimination
2 2 2 4
2
1
4 3 2 3
1 1 1 2
1
R
R
1
1
3
2
1
2
3
4 3 2 3
1 1 1 2
2
1
4 3 2 3
3R1 R2 R 2 1 1 1 2
0 5 4 3
4 R1 R3 R3 0 7 6 5
1
R2 R2 1 1
5
0 1
0 7
1
4
5
6
1 R2 R1 R1
1 0
0 1
7 R2 R3 R3
0 0
3
5
5
1
5
4
5
2
5
7
5
3
5
4
5
18
1 0
0 1
5
R3 R3
2
x1 1
0 0
1
5
4
5
1
7
5
3
5
x2 1
1
R3 R1 R1 1 0 0 1
5
0
1
0
1
0 0 1 2
4
R3 R2 R2
5
x3 2
__________________________________________________________
(a) Solve
Solution
(a)
19
x yz0
x2 y z0
3x 4 y z 0
1 1 1 0 R R R 1 1 1 0
1 2 1 0
0 1 2 0
3 4 1 0 3R R R 0 1 2 0
1
R R R
1 1 1 0
0 1 2 0
0 0 0 0 many solutions
x1 x2 x3 0
x2 2 x3 0
Let x3 t
x2 2t 0
x1 2t t 0
x1 3t
x2 2t
x2 2t
x1 3t
,
x3 t
20
(b)
x 2 y 5z 0
3 x 2 y 2 z 0
4 x 4 y 5z 0
Solve
Solution (b)
3R1 R2 R2
1 2 5 0
3 2 2 0
4 4 5 0 4 R1 R3 R3
R2 R3 R3 1 2 5 0
0 4 13 0
0 0 2 0
1 2 5 0
0 4 13 0
0 4 15 0
R2 R2
4
1 2
3 0
R3 R 3 1
2
2 R2 R1 R1
2
13
0 1 0
0
4
0 0 2
0
0
13
R R R
1 0 0 0
4
0 1 0 0
0 0 1 0
3
R R R
2
1 0
5 0
13
1
0
4
0 2 0
3 0
0
2
13
1 0
4
0
1 0
21
x1 0
x2 0
x3 0
____________________________________________________
1.3 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.
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.
22
23
2
1
4
0
Row vector
or
1
3
0
1
2
0
4
Column vector
24
Example 9 :
1 0 0
I3 = 0 1 0
0 0 1
if n = 3:
__________________________________________________________
Operations on Matrices
Definition
Two matrices are defined to be equal if they have the same
size and their corresponding entries are equal.
Example 10
a
3
2
a 1,
b 8,
0 2
1
b
1 5
c 0,
1
d
d 3,
c
1
f
e 2
2
8
5
and
f 1
25
0 2
1
3
1 3
2 1 5
1 2 3
2 2 1
4 5 6 7 6 3
7 8 9
5 7 14
2. Subtraction
1
3
0 2
1 3
1 5
1 2 3
0 2 5
4 5 6 1 4 9
7 8 9
9 9 4
______________________________________________________________________________
26
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 = aij , then (cA)ij = c(A)ij = caij
Example 12 :
Linear combination
1
3 2
0
3
4
6
7
25
1
2
0 2 1
1
0
2 6
5
4
3
0
2
0
1
9
5
5
28 15
8
______________________________________________________________________________
Multiplying Matrices
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
27
Example 13
5 0
2 1
(2)(3) (1)(1) (2)(1) (1)(2)
3
1
0 2
(0)(3) (2)(1) (0)(1) (2)(2)
2 4
1 2
1 3
(1)(3) (1)(3) (1)(1) (3)(2)
0 5
______________________________________________________________________________
a11
a
A 21
M
am1
a12
a22 K
M L
am1
a11
21
x1
Then Ax
M
a
m1
a1n
a2 n
,
M
amn
x1
x
2
x
M
xn
a 12
a1n
a
a 22
x2 L 2 n xn
M
M
a m1
amn
28
a11
a21
M
am1
a12
a22 K
M L
am1 K
b1
a2 n b2
M M
amn bm
a1n
a11
a
A 21
M
am1
a12
a22
M
am1
K
K
L
K
a1n
a2 n
, x
amn
x1
x
2
M
xn
b1
b
y 2
M
bm
______________________________________________________________________________
29
A+B=B+A
(Commutative law for
addition)
(b)
A + (B + C) = (A + B) +C
(Associative law for
addition)
(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
30
0 0
0
,
0 0
0 0 0
0 0 0
0 0 0
0 0 0 0
0 0 0 0
A+ 0 = 0 + A= A
A-A = 0
0 A = A
A0 = 0 ; 0A =0
______________________________________________________________________________
Identity Matrices
1 0
0 1
1 0 0
0 1 0
0 0 1
1 0 0 0
0 1 0 0
0 0 1 0
0
0
0
1
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 In.
Definition
If A is a square matrix, and if a matrix B of the same size can
be found
Inverse
ofsuch
A 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.
31
Example 14
2 3
Consider A
and
B
5 8
Find AB and BA
3
.
5 2
8
Solution
2 3
AB
5 8
8
5
1 0
3
2 0 1
1 0
8 3 2 3
.
0 1
5 2 5 8
Theorem 1
1
a b B = A
Note: A = B and
The matrix A
is invertible if ad bc 0 , in
_________________________________________________________
c
d
ad - bc ad - bc
1 d b
1
A
=
c
a
ad - bc c a
ad - bc ad - bc
BA
32
Properties of Inverses
1) If B and C are both inverses of the matrix A, then B = C
2) A A1 = A1A = I
3)
_________________________________________________________________________________________
Power of a Matrix
Definition
If A is a square matrix, then we define the nonnegative integer powers
of A to be
a.
A0 = I
b.
An = A . A . A . . . A
(n> 0)
n factors
c.
An = (A1)n = A1 . A1 . . . A1
n factors
33
Laws of Exponents
a . If A is a square matrix and r and s are integers, then
Ar As = Ar+s
b. ( Ar ) s = A r s
c.
( A1 ) 1 =A
d.
An is invertible and
( An ) 1 = (A1 )n for n = 1, 2,
e.
__________________________________________________________________________________________
Transpose of a Matrix
(AT)i j = (A)j i
Definition
If A is any m x n matrix, then the transpose of A, denoted by
AT, 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 AT is the first row of A, the second column of AT
is the second row of A, and so forth.
34
Example 15 :
1 0 1
1. 2 3 0
0 4 1
1 2 0
0 3 4
1 0 1
2.
1 4
2 5
3 6
1 2 3
4 5 6
((A)T)T = A
(b)
(c)
(d)
(AB)T= BT AT
Invertibility of a Transpose
Theorem
If A is an invertible matrix, then AT is also invertible and
(AT)1 =( A1)T
35
Example 16 :
2 3
1
and
A
Let A
5
8
2 5
AT =
and
3 8
A1
AT
3
.
5 2
8
8 5
1 8 5
=
=
3 2
1 3 2
T
1 8 3
1
and
A
1 5 2
8 5
3 2
_____________________________________________________________________________________
Definition
An n x n matrix is called an elementary matrix if it can be
obtained from the n x n identity matrix In by performing a
single elementary row operation
Example 16 :
I
E1
36
1 0 0
I 0 1 0
0 0 1
1 0 0
0 1 0 .
1 0 1
Row
operation
on E that
reproduces
I
Example
Multiply
row i by 1/c
[I] R1 = 1/3R1[E]
Interchange
rows i and j
[I] R2 R3 [E]
Interchange
rows i and j
[I] R3 R2
Add c times
row i to row j
[E]
37
Example 17 :
1 2 1
Given matrix A 2 3 1
. Find the product of EA.
3 1 2
Let E is obtained from R R 2 R .
3
Solution
1 0 0
I 0 1 0
0 0 1
1 0 0 1 2
EA 0 1 0 2 3
2 0 1 3 1
By Theorem
0 0
0 1 0 E
2 0 1
1
2 R1 R3 R3
1 2 1
1
1 2 3 1
2
1 3 0
38
1 2 1
A 2 3 1
3 1 2
2 R1 R3 R3
1 2 1
2 3 1
1 3 0
EA
______________________________________________________________________________
Theorem
Every elementary matrix is invertible, and the inverse is also
an elementary matrix
Theorem
EQUIVALENT STATEMENTS
A1 = Ek . . . E2 E1 In = Ek . . . E2 E1
A1
A = E1 1 E2 1 . . . Ek 1 In = E1 1 E2 1 . . . Ek 1
__________________________________________________________
Example 18 :
Let A be a 3 X 3 matrix such that E E E A I where
3
39
R2 2 R1 R2
I 0 1 0 R3 R1 R1
0 0 1
1 0 1
1 0 1
0 1 0 E1 ; E1 1 0 1 0
0 0 1
0 0 1
1
1 0 0
1 0 0
I 0 1 0 2 R1 R2 R 2 2 1 0 E2 ; E2 1 2
0
0 0 1
0 0 1
1 0 0
I 0 1 0 R3 R2
0 0 1
1 0 0
1 0 0
0 0 1 E3 ; E3 1 0 0 1
0 1 0
0 1 0
0 0
1 0
0 1
40
A E11E2 1E31
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 1 0
1 0 1 1 0 0
2 1 0 0 0 1 2 0 1
0 1 0
0 0 1 0 1 0
1 0 0 1 0 0 1 0 1
A1 E3 E2 E1 0 0 1 2 1 0 0 1 0
0 1 0 0 0 1 0 0 1
1 0 1
1 0 0 1 0 1
0 0 1 0 1 0 0 0 1
2 1 2
2 1 0 0 0 1
Try this
1 1
2 0
0 1
0
1
1 0 1
_
0 0 1 = _
2 1 2
_
_
_
_
_
_
__________________________________________________________
41
Example 19 :
1 2 3
Solution
1 2 3 1 0 0
1 2
3 1 0 0
4
5
6
0
1
0
4
1
0
3 1 2 0 0 1
0 5 11 3 0 1
1 2
3 1 0 0
4
1
0 1 2
0
3
3
0 0 3 11 5 3
5 2
1 0 1 3 3 0
4
1
0 1 2
3
3
11
5
3
0
0
5
2
0
1 0 1 3
16
7
1
3
3
3
1
0
0
4
1
11
0 1 2
0 0 1 0 26
2
3
3
3
3
0 0 1 11
5
11
5
1
0 0 1
3
3
1
3
3
42
16
A 1 26
3
11
3
1
3
16 7 3
1
11
2 26 11 6
3
3
11 5 3
5
1
3
Try this
_
16 7 3 1 2 3
1
A1 A 26 11 6 4 5 6 _
3
11 5 3 3 1 2
_
_
_
_
_
_
______________________________________________________________________________
1 6 4
Solution
1 6 4 1 0 0
2
4
1
0
1
0
1 2 5 0 0 1
1 6 4 1 0 0
2
1
0
0 8 9 1 0 1
43
1 6 4 1 0 0
2
1
0
0 0 0 1 1 1
There is a row of zeros. Therefore A is not invertible.
A Consequence of Invertibility
1 2 5
44
__________________________________________________________
45
Example 21 :
x y 1
Consider the system of linear equations 2 x z 10 .
y2
Solve using matrix inversion.
Solution
1 1
A = 2 0
0 1
0
1
1 0 1
0 0 1
2 1 2
and
1 0 1
A1 = 0 0 1
2 1 2
1 3
10 2
2 4
x=3
y= 2
z =
x 2 y z 2
2x 5 y z 1
3 x 7 y 2 z 1
and
x 2y z 1
2 x 5 y z 1
3x 7 y 2 z 0
Solution
Linear system with a common coefficient matrix
46
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 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 2 0 3 2
1 2 0 3 2
0 1 0 0 0
0 9 0 0 0
0 0 1 5 3
0 0 1 5 3
1 0 0 3 2
0 1 0 0 0
0 0 1 5 3
x=3
y= 0
z =5
Second system : x = 2
y= 0
z =3
First system :
__________________________________________________________
47
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.
Theorem
EQUIVALENT STATEMENTS
48
2x 2x 2x b
1
(a)
3x 5 x x b
1
4 x 7 x 2 x b
1
(b)
x x 2x b
1
x 2 x 3x b
1
3x 7 x 4 x b
1
Solution
(a)
2 2 b1
2
3 5 1 b
2
4 7 2 b3
1
b1
3
0 2
4 b2 b1
2
0 3 6 b 2b
3
1
49
1 1
b1
1 1
2
2
b
3
b
2
1
0 1
0 1 2
4
b3 2b1
0 1 2
0 0
0
3
4
0
12
12
b3
1
2
0
b1
2b2 3b1
3
4
b1 6b2 4b3 0
b1 6b2
4
______________________________________________________________________________
(b)
2
b1
1 1 2 b1
1 1
1 2 3 b
0 1 5 b b
2
1 2
3 7 4 b3
0 10 2 b3 3 b1
2
b1
b1
1 1 2
1 1
0 1 5 b1 b2 0 1 5
b1 b2
0 0 52 10 b1 b2 b3 3b1
0 10 2 b3 3b1
50
1 1 2
b1
0 1 5
b1 b2
0 0 1 10 b b b 3b
1
2
3
1
52
Therefore b3 has no condition for the linear system to be
consistent.
1.7 Diagonal, Triangular, and Symmetric Matrices
Diagonal Matrices
Example 24
1 0 0
D 0 5 0
0 0 2
_____________________________________________________________________________________________________________________
Triangular Matrices
Example 25
1 2 3
A 0 5 6
0 0 2
1 0 0
B 4 5 0
3 1 2
Upper Triangular
Lower Triangular
51
___________________________________________________________________________
Symmetric Matrices
A = AT (row i = column j )
Example 26 :
1 4 3
A 4 5 7
3 7 2
1 4
4 5
. AT
3 7
3
7
1 2 5
1 6 7 1 2
AAT 2 4 1 6 4
1 2 5 7 1
1 2
6 4
, AT
7 1
1
2
86 19 46
1
2 19 21 1 symmetric matrix
5
46 1 30
6 12 0
1 2 1 1 6 7
AT A 6 4 2 2 4 1 12 56 48 symmetric matrix
7 1 5 1 2 5
0 48 75
AAT and AT A are equivalent matrices
52