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Mathematics
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Preface
From prekindergarten through grade 12, the school mathematics curriculum includes important topics that are pivotal in students development. Students who understand these ideas cross smoothly into
new mathematical terrain and continue moving forward with assurance. However, many of these
topics have traditionally been challenging to teach as well as learn, and they often prove to be barriers rather than gateways to students progress. Students who fail to get a solid grounding in them
frequently lose momentum and struggle in subsequent work in mathematics and related disciplines.
The Essential Understanding Series identifies such topics at all levels. Teachers who engage students in
these topics play critical roles in students mathematical achievement. Each volume in the series invites
teachers who aim to be not just proficient but outstanding in the classroomteachers like youto enrich their understanding of one or more of these topics to ensure students continued development in
mathematics.
To teach these challenging topics effectively, you must draw on a mathematical understanding that
is both broad and deep. The challenge is to know considerably more about the topic than you expect
your students to know and learn.
Why does your knowledge need to be so extensive? Why must it go above and beyond what you
need to teach and your students need to learn? The answer to this question has many parts. To plan
successful learning experiences, you need to understand different models and representations and, in
some cases, emerging technologies as you evaluate curriculum materials and create lessons. As you
choose and implement learning tasks, you need to know what to emphasize and why those ideas are
mathematically important.
While engaging your students in lessons, you must anticipate their perplexities, help them avoid
known pitfalls, and recognize and dispel misconceptions. You need to capitalize on unexpected classroom opportunities to make connections among mathematical ideas. If assessment shows that students
have not understood the material adequately, you need to know how to address weaknesses that you
have identified in their understanding. Your understanding must be sufficiently versatile to allow you
to represent the mathematics in different ways to students who dont understand it the first time.
Objectives in the beginning of the chapter provide a glimpse of related issues which has
been discussed in the chapter.
3.
Key Vocabulary is a technique designed to use the most meaningful words in a childs
world to develop literacy. It is a structured process that can be used with individuals or
classes to expand reading vocabulary. As a student accumulates a bank of key words,
he/she develops confidence as a reader. While they are used primarily for rhetoric, they
are also used in a strictly grammatical sense for structural composition, reasoning, and
comprehension. Indeed, they are an essential part of any language.
4.
Multiple choice questions provide a set of answers from which the respondent must
choose. Multiple choice questions are closed questions. It is a form of assessment in which
respondents are asked to select the best possible answer (or answers) out of the choices
from a list.
5.
Review questions at the end of each chapter ask students to review or explain the concepts.
For an easier navigation and understanding, this book contains the complete 3G curriculum of this
subject and the topics.
Introduction
An introduction is a beginning of
section which states the purpose
and goals of the topics which are
discussed in the chapter. It also
starts the topics in brief.
Objectives
Objectives in the beginning of
the chapter provide a glimpse
of related issues which has been
discussed in the chapter.
Key Vocabulary
Key Vocabulary is a technique
designed to use the most meaningful words in a childs world to
develop literacy. It is a structured
process that can be used with individuals or classes to expand
reading vocabulary.
Review Questions
Review questions at the end of
each chapter ask students to review or explain the concepts.
Table of Contents
1.
1.1
1.2
1.3
1.4
2.
1
4
7
11
Definition to Inverse
Trigonometric Functions
21
Identify the Domains and
Ranges of Inverse Trigonometry
Functions 23
Graphs of Inverse Trigonometry 25
Properties of Inverse
Trigonometric Functions
28
5.
5.1 Limit
5.2 Neighborhood of a Point on
the Real Line
5.2.1 Limit of a Function
5.3 Different Types of Limits
5.4 Continuity of a Function
5.5 Derivability of a Function
5.6 Differential of a Function
3. Matrices
3.1
3.2
3.3
4.
6.
72
73
75
77
80
87
Applications of Derivatives
6.1
6.2
Determinant of a Matrix
The Determinant of a Square
Matrix 50
4.2 Properties of Determinants
50
4.3 Minors
50
4.3.1 Finding the Minor for R2C1 51
71
4.
6.3
6.4
6.5
6.7
6.8
7.4.1
7.4.2
7.4.3
7.4.4
8.
7.2
7.3
7.4
ThreeDimensional Geometry
8.1 ThreeDimensional Space
139
8.2 Dot Product
141
8.3 Lines
145
8.4 The Angle between Two
Vectors 149
8.5 The Crossproduct of Two
Vectors 154
8.6 Planes
158
9.
Linear Programming
9.1
7. Vectors
7.1
Adding Vectors
124
Multiplication by a Scalar 125
Subtracting Vectors
126
Relative Position Vectors 126
9.2
9.3
9.4
9.5
Assumptions of Linear
Programming 166
Formulation of Linear
Programming Problems
168
9.2.1 Structure of Linear
Programming Model
169
9.2.2 General Mathematical
Model of an LPP
169
9.2.3 Guidelines for
Formulating Linear
Programming Model
169
Graphical Method
173
Simplex Method
179
Two Phase Method
181
9.5.1 Elementary Ideas about
Duality 183
viii
189
190
193
194
196
Chapter 1
Objectives
After studying this
chapter, you will be
able to:
Define types
of relations
Discuss the
types of functions
Discuss
composition
functions and
invertible
function
Define binary
operation
INTRODUCTION
ecall that the notion of relations and functions, domain, co-domain and
range has been introduced along with different types of specific real valued functions and their graphs. The concept of the term relation in mathematics has been drawn from the meaning of relation in English language,
according to which two objects or quantities are related if there is a recognizable connection or link between the two objects or quantities. Let A be the set
of students of Class XII of a school and B be the set of students of the XII of a
school and B be the set of students of Class XI of the same school. Then some
of the examples of relations from A to B are
{(a, b) A B: a is brother of b},
{(a, b) A B: a is sister of b},
Mathematics
Key Vocabulary
Associative: A binary
operation : AA A is
said to be associative if
(a*b) c = a (b c), a,
b, c, A.
Solution: Since the school is boys school, no student of the school can
be sister of any student of the school. Hence, R = , showing that R is the
empty relation. It is also obvious that the difference between heights of any
two students of the school has to be less than 3 meters. This shows that R =
AA is the universal relation.
Remark:We have seen two ways of representing a relation, namely raster method and set builder method. However, a relation R in the set {1, 2,
3, 4} defined by R = {(a, b) : b = a + 1} is also expressed as a R b if and only
if b = a + 1 by many authors. We may also use this notation, as and when
convenient.
If (a, b) R, we say that a is related to b and we denote it as a R b.
symmetric, if (a1, a2) R implies that (a2, a1) R, for all a1, a2 A.
transitive, if (a1, a2) R and (a2, a3) R implies that (a1, a3) R, for all
a1, a2, a3 A.
Example 3: Let L be the set of all lines in a plane and R be the relation
in L defined as R = {(L1, L2) : L1 is perpendicular to L2}. Show that R is symmetric but neither reflexive nor transitive.
Solution: R is not reflexive, as a line L1 cannot be perpendicular to itself,
i.e., (L1, L1) R. R is symmetric as (L1, L2) R
L1 is perpendicular to L2
L2 is perpendicular to L1
(L2, L1) R.
L2
L1
R is not transitive. Indeed, if L1 is perpendicular to L2 and L2 is perpendicular to L3, then L1 can never be perpendicular to L3. In fact, L1 is parallel
to L3, i.e., (L1, L2) R, (L2, L3) R but (L1, L3) R.
Example 4: Show that the relation R in the set {1, 2, 3} given by R = {(1,
1), (2, 2), (3, 3), (1, 2), (2, 3)} is reflexive but neither symmetric nor transitive.
Solution: R is reflexive, since (1, 1), (2, 2) and (3, 3) lie in R. Also, R is
not symmetric, as (1, 2) R but (2, 1) R. Similarly, R is not transitive, as (1,
2) R and (2, 3) R but (1, 3) R.
Example 5: Show that the relation R in the set Z of integers given by R
= {(a, b) : 2 divides a b} is an equivalence relation.
Key Vocabulary
Commutative: A binary
operation on the set X
is called commutative, if
a*b = b a, for every a, b
X.
Mathematics
Define a relation R in Z given by R = {(a, b) :3 divides a b}. Following the arguments similar to those used in Example 5, we can show that R
is an equivalence relation. Also, A1 coincides with the set of all integers in
Z which are related to zero, A2coincides with the set of all integers which
are related to 1 and A3 coincides with the set of all integers in Z which are
related to 2. Thus, A1 = [0], A2 = [1] and A3 = [2]. In fact, A1 = [3r], A2 = [3r +
1] and A3 = [3r + 2], for all r Z.
Key Vocabulary
Equivalence Relation:
A relation R in a set A is
said to be an equivalence
relation if R is reflexive,
symmetric and transitive.
Further, all the elements of {1, 3, 5, 7} are related to each other, as all the
elements of this subset are odd. Similarly, all the elements of the subset {2,
4, 6} are related to each other, as all of them are even. Also, no element of
the subset {1, 3, 5, 7} can be related to any element of {2, 4, 6}, as elements of
{1, 3, 5, 7} are odd, while elements of {2, 4, 6} are even.
The function f1 and f4 in Figure 1.1 (i) and (iv) are one-one and the
function f2 and f3 in Figure 1.1 (ii) and (iii) are many-one.
The function f3 and f4 in Figure 1.1 (iii), (iv) are onto and the function
f1 in Figure 1.1 (i) is not onto as elements e, f in X2 are not the image of any
element in X1 under f1.
1
f1
2
3
4
X1
(i)
a
b
c
d
e
f
X2
4
X1
(iii)
X3
a
b
c
d
e
f
2
3
4
X1
f3
1
f2
(ii)
f4
X2
X1
(iv)
X4
Example 3: Prove that the function f : RR, given by f(x) = 2x, is oneone and onto.
Solution: f is one-one, as f(x1) = f(x2) 2x1 = 2x2 x1 = x2. Also, giv-
y
y
y
en any real number y in R, there exists in are such that f = 2 = y
2
2
2
Hence, f is onto
Key Vocabulary
Function: A function is a
correspondence between
two sets (called the domain and the range) such
that to each element of
the domain, there is assigned exactly one element of the range.
Mathematics
Y
y = f(x) =2x
X
Example 4: Show that the function f : NN, given by f(1) = f(2) = 1 and
f(x) = x 1, for every x > 2, is onto but not one-one.
Key Vocabulary
Relation: A relation is a
correspondence between
Example 5: Show that the function f : R R,defined as f(x) = x2, is neitwo sets (called the
ther one-one nor onto.
domain and the range)
Solution: Since f ( 1) = 1 = f (1), f is not one to one.Also, the element 2
such that to each element
in the co-domain R is not image of any element x in the domain R (Why?).
of the domain, there is
Therefore f is not onto.
assigned one or more
Example 6: Show that f: N N, given by x1, if is odd,f(x)x1, if is odd, is
elements of the range.
both one-one and onto.
Y
f (x) = x2
f (1) = 1
f (1) = 1
x = 1
x=1
A
x
gof(x) = g(f(x)), x A.
B
f(x)
C
g(f (x))
gof
Example 1: Let f: {2, 3, 4, 5} {3, 4, 5, 9} and g: {3, 4, 5, 9} {7, 11, 15}
be functions defined as f(2) = 3, f (3) = 4, f (4) = f (5) = 5 and g (3) = g (4) = 7
and g (5) = g (9) = 11. Find gof.
Solution: We have gof(2) = g (f (2)) = g (3) = 7,gof (3) = g (f (3)) = g (4) =
7, gof (4) = g (f (4)) = g (5) = 11 and gof(5) = g (5) = 11.
Example 2: Find gof and fog, if f : R R and g : R R are given by f(x)
= cos x and g(x) = 3x2. Show that gof fog.
Solution: We have gof(x) = g(f(x)) = g(cos x) = 3(cos x)2 = 3 cos2x. Similarly, fog(x) = f (g(x)) = f (3x2) = cos (3x2). Note that 3cos2 x cos 3x2, for x =
0. Hence, gof fog.
Mathematics
Example 3:
7
3
Show that if f : R R is defined by
2
5
3x + 4
3
7
f(x) =
and g : R ,R ; I A (x), xA
5x 7
5
2
,I B (x) = x, x Bare called identity functions on sets A and B,respectively.
Solution:
We have
3x + 4
+4
3x + 4
21x + 28 + 20x 28 41x
5x 7
gof(x) = g
=
=
=
=x
3x
+
4
15x + 20 15x + 21 41
5x 7 5
3
5x 7
3x + 4
3
+4
3x + 4
21x + 12 + 20x 12
5x
7
Similarly,fog(x) = f
=
=
=x
3x + 4
5x 7
35x + 20 35x + 21
3
5
5x 7
Thus,gof(x) = x, x Band fog(x) = x, xAwhich
implies that gof = I B and fog = I A
7
g(f(x1)) = g(f(x2))
so,
so,
x1 = x2 as f is one-one
Now, we would like to have close look at the functions f and g described in the beginning in reference to a Board Examination. Each student
appearing in Class X Examination of the Board is assigned a roll number
under the function f and each roll number is assigned a code number under
g. After the answer scripts are examined, examiner enters the mark against
each code number in a mark book and submits to the office of the Board.
The Board officials decode by assigning roll number back to each code
number through a process reverse to g and thus mark gets attached to roll
number rather than code number. Further, the process reverse to f assigns a
roll number to the student having that roll number. This helps in assigning
mark to the student scoring that mark. We observe that while composing f
and g, to get gof, first f and then g was applied, while in the reverse process
of the composite gof, first the reverse process of g is applied and then the
reverse process of f.
Example 8: Let f: {1, 2, 3} {a, b, c} be one-one and onto function given
by f (1) = a, f (2) = b and f (3) = c. Show that there exists a function g : {a, b, c}
{1, 2, 3} such that gof = IX and fog = IY, where, X = {1, 2, 3} and Y = {a, b, c}.
Solution: Consider g: {a, b, c} {1, 2, 3} as g (a) = 1, g (b) = 2 and g (c)
= 3. It is easy to verify that the composite gof = IX is the identity function on
X and the composite fog = IY is the identity function on Y.
Remark: The interesting fact is that the result mentioned in the above
example is true for an arbitrary one-one and onto function f : X Y. Not
only this, even the converse is also true , i.e., if f : X Y is a function such
that there exists a function g : Y X such that gof = IX and fog = IY, then f
must be one-one and onto.
Definition 2: A function f : X Y is defined to be invertible, if there
exists a function g : Y X such that gof = IX and fog = IY. The function g is called the inverse of f and is denoted by f 1.
Thus, if f is invertible, then f must be one-one and onto and conversely,
if f is one-one and onto, then f must be invertible. This fact significantly
helps for proving a function f to be invertible by showing that f is one-one
and onto, specially when the actual inverse of f is not to be determined.
Example 9: Let f: N Y be a function defined as f(x) = 4x + 3, where,
Y = {y N: y = 4x + 3 for some x N}. Show that f is invertible. Find the
inverse.
N by g ( y ) =
y3
4x + 3 3
Now, gof(x) = g(f(x)) = g(4x + 3) =
=x
4
4
(y 3) 4(y 3)
f
+3= y3+3= y
=
4
And fog(y) = f(g (y)) = 4
and fog =
IY, which implies that f is invertible and g is the inverse of f.
Example 10: Consider f: N N, g : N N and h : N R defined as
f(x) = 2x, g (y) = 3y + 4 and h (z) = sin z, x, y and z in N. Show that ho(gof
) = (hog) of.
Solution: We have
ho(gof)(x)
10
Mathematics
Hence,
ho(gof) = (hog)of.
Example 1: Show that addition, subtraction and multiplication are binary operations on R, but division is not a binary operation on R. Further,
show that division is a binary operation on the set R of nonzero real numbers.
Solution:+ :R R R is given by
(a, b) a + b
: R R R is given by
(a, b) a b
: R R R is given by
(a, b) ab
11
12
Mathematics
Example4: Let P be the set of all subsets of a given set X. Show that :
P P P given by (A, B) A B and : P P P given by (A, B) A
B are binary operations on the set P.
Solution: Since union operation carries each pair (A, B) in P P to a
unique element A B in P, is binary operation on P. Similarly, the intersection operation carries each pair (A, B) in P P to a unique element A
B in P, is a binary operation on P.
Example 5: Show that the : R R R given by (a, b) max {a, b} and
the : R R R given by (a, b) min {a, b} are binary operations.
Solution: Since carries each pair (a, b) in R R to a unique element
namely maximum of a and b lying in R, is a binary operation. Using the
similar argument, one can say that is also a binary operation.
Remark: (4, 7) = 7, (4, 7) = 4, (4, 7) = 4 and (4, 7) = 7.
When number of elements in a set A is small, we can express a binary
operation on the set A through a table called the operation table for the
operation . For example consider A = {1, 2, 3}. Then, the operation on A
defined in Example 31 can be expressed by the following operation table
(Table 1.1). Here, (1, 3) = 3, (2, 3) = 3, (1, 2) = 2.
Table 1.1
V
Here, we are having 3 rows and 3 columns in the operation table with
(i, j) the entry of the table being maximum of ith and jth elements of the set A.
This can be generalised for general operation :AA A. If A = {a1, a2, ...,
an}. Then the operation table will be having n rows and n columns with (i,
j)th entry being aiaj. Conversely, given any operation table having n rows
and n columns with each entry being an element of A = {a1, a2, ..., an}, we can
define a binary operation : AA A given by aiaj = the entry in the i th
row and j th column of the operation table.
One may note that 3 and 4 can be added in any order and the result is
same, i.e., 3 + 4 = 4 + 3, but subtraction of 3 and 4 in different order give different results, i.e., 4 4 3. Similarly, in case of multiplication of 3 and 4,
order is immaterial, but division of 3 and 4 in different order give different
results. Thus, addition and multiplication of 3 and 4 are meaningful, but
subtraction and division of 3 and 4 are meaningless. For subtraction and
division we have to writesubtract 3 from 4, subtract 4 from 3, divide 3
by 4 or divide 4 by 3.
This leads to the following definition:
Definition 2: A binary operation on the set X is called commutative, if a*b = b a,for every a, b X.
If we want to associate three elements of a set X through a binary operation on X,we encounter a natural problem. The expression a*b c may be
interpreted as(a*b) c or a (b c) and these two expressions need not be
same. For example, (8 5) 2 8 (5 2). Therefore, association of three
numbers 8, 5 and 3 throughthe binary operation subtraction is meaningless, unless bracket is used. But in caseof addition, 8 + 5 + 2 has the same
value whether we look at it as ( 8 + 5) + 2 or as8 + (5 + 2). Thus, association
of 3 or even more than 3 numbers through addition ismeaningful without
using bracket. This leads to the following:
Definition 3: A binary operation :AA A is said to be associative if(a*b) c = a (b c), a, b, c, A.
Example 3: Show that addition and multiplication are associative binary operation on R. But subtraction is not associative on R. Division is not
associative on R.
Solution: Addition and multiplication are associative, since (a + b) + c
= a + (b + c) and(a b) c = a (b c) a, b, c R. However, subtraction
and division are notassociative, as (8 5) 3 8 (5 3) and (8 5) 3 8
(5 3).
Example 4: Show that : R R R given by a*b a + 2b is not associative.
Solution: The operation is not associative, since
13
14
Mathematics
1
1
1
we can choose a in R such that a = 1(identity for ) = a. This leads
a
a
to the following definition:
Definition 5: Given a binary operation : AA A with the identity
element e in A, an element a A is said to be invertible with respect
to the operation , if there exists an element b in A such that a*b = e
= b a and b is called the inverse of a and is denoted by a1.
Example 6: Show that a is the inverse of a for the addition operation
1
+ on R and is the inverse of a 0 for the multiplication operation on
a
R.
Solution: As a + ( a) = a a = 0 and ( a) + a = 0, a is the inverse of a
1
1
1
for addition. Similarly, for a 0, a = 1 = a implies that is the ina
a
a
verse of a for multiplication.
Example 7: Show that a is not the inverse of a N for the addition
1
operation + on N and
is not the inverse of a N for multiplication operaa
tion on N, for a 1.
15
b
a
a
(u, v) R (a, b) xv = yu and ub = va xv = yu u xv v =yu u xb = ya
u
and hence (x, y) R (a, b). Thus, R is transitive. Thus, R is an equivalence
relation.
Solution: Note that the characteristic of sets {1, 4, 7}, {2, 5, 8} and {3, 6,
9} is that difference between any two elements of these sets is a multiple of
3. Therefore, (x, y) R1 x y is a multiple of 3 {x, y} {1, 4, 7} or {x, y}
{2, 5, 8} or {x, y} {3, 6, 9} (x, y) R2. Hence, R1R2. Similarly, {x, y} R2
{x, y} {1, 4, 7} or {x, y} {2, 5, 8} or {x, y} {3, 6, 9} x y is divisible by 3
{x, y} R1. This shows that R2R1. Hence, R1 = R2.
Example 12: Find the number of all one-one functions from set A = {1,
2, 3} to itself.
Solution: One-one function from {1, 2, 3} to itself is simply a permutation on three symbols 1, 2, 3. Therefore, total number of one-one maps from
{1, 2, 3} to itself is same as total number of permutations on three symbols
1, 2, 3 which is 3! = 6.
Example 13: Let A = {1, 2, 3}. Then show that the number of relations
containing (1, 2) and (2, 3) which are reflexive and transitive but not symmetric is three.
Solution: The smallest relation R1 containing (1, 2) and (2, 3) which is
reflexive and transitive but not symmetric is {(1, 1), (2, 2), (3, 3), (1, 2), (2, 3),
(1, 3)}. Now, if we add the pair (2, 1) to R1 to get R2, then the relation R2 will
16
Mathematics
2.
3.
4.
(b) {1,2,3,5}
(c) {1,2,4,6}
(b) {5,6,7}
(c) {5,5,6,7}
(b) {1,2,3,4,5}, no
(d) {2,3,5,6}, no
5.
(b) False
17
6.
7.
8.
9.
(a) f(2) = 4
(b) f(2) = 27
(c) f(2) = 1
(a) {12,-3,19}
(b) {-6,3,-13}
(c) {9,-3,-5}
Find the range for g(x) = x - 4x, given the domain {-2,1,3}
2
(d) {12,-3}
A relation is . a function.
(a) never
(b) always
(c) sometimes
(b) True
(b) True
1, if x 0
f ( x) 0, if x 0
1, if x 0
is neither one-one nor onto.
18
Mathematics
x2
Is f one-one and onto? Justify your answer.
x3
fined by f ( x) =
x
is one-one. Find
( x + 2)
the inverse of the function f: [1, 1] Range f. 7. Consider f : R R
given by f (x) = 4x + 3. Show that f is invertible. Find the inverse of
f.
(ii) Is commutative?
19
(iii) Is associative?
2.(b)
3.(a)
4.(b)
5.(c)
6. (b)
7.(d)
8.(c)
9.(b)
10.(b)
Chapter 2
Inverse Trigonometric
Functions
Objectives
After studying this
chapter, you will be
able to:
Define
inverse
trigonometric
functions
Discuss the
domains
and ranges
of inverse
trigonometry
functions
Describe the
graphs of
inverse trigonometryfunctions
Explain the
properties
of inverse
trigonometric
functions
INTRODUCTION
implies that
21
Key Vocabulary
Arc tan z =
1
iz
Ln
2i
i+z
cos x, 0 x
1
2
0
1
y = sin x
1
0
y = sin x, x
2
2
y = sin1 x
1 x
The inverse cosine function, denoted by cos-1 x (or arccos x), is defined
tobe the inverse of the restricted cosine function
cos x, 0 x
22
Mathematics
y
1
1
0
0
1
1 x
1 0
y = cos x, 0 x
y = cos x
y = cos1 x
The inverse tangent function, denoted by tan-1 x (or arctan x), is defined
to be the inverse of the restricted tangent function
tan x,
Key Vocabulary
Graph: A graph is a
representation of a set
of objects where some
pairs of the objects are
connected by links.
<x<
2
2
1
0
3 x
2
2
1
0
x
2
y = tan x
0 1
y = tan1 x
The inverse cotangent function, denoted by cot-1 x (or arccot x), is defined to be the inverse of the restricted cotangent function
cot x,
0<x<
0 1
y = cot1 x
y = cot x
The inverse secant function, denoted by sec-1 x (or arcsec x), is defined
to be the inverse of the restricted secant function
sec x, x 0, / 2) , 3 / 2)
or x 0, / 2) ( / 2,
y = sec x
y
3
2
0
3
y = sec x, 0 < x < , < x <
2
2
2
1 0 1
y = sec x
1
The inverse cosecant function, denoted by csc-1 x (or arccsc x), is definedto be the inverse of the restricted cosecant function
cos x, x (0, / 2 ( , 3 / 2
or x / 2,0) (0, / 2
because no matter what angle measure you put into the sine function, the
output is restricted to these values. The range, or output, for Sin1 x is all
angles from 90 to 90 degrees or, in radians,
angle
If the output is the
angle
then you write these expressions as
90 90o or
2
2
The outputs are angles in the adjacent Quadrants I and IV, because the
sine is positive in the first quadrant and negative in the second quadrant.
Those angles cover all the possible input values.
23
Key Vocabulary
Inverse Sine Function:
denoted by sin-1 x (or
arcsin x), is defined to
be the inverse of the
restricted sine function.
24
Mathematics
Key Vocabulary
The domain for Tan1 x, or Arctan x, is all real numbers numbers from
- to.
This is because the output of the tangent function, this functions inverse, includes all numbers, without any bounds. The range, or output, of
Tan1 x is angles between 90 and 90 degrees or, in radians, between
and
2
2
One important note is that the range does not include those beginning
and ending angles; the tangent function is not defined for 90 or 90 degrees.
The range of Tan1 x includes all the angles in the adjacent Quadrants I and
IV, except for the two angles with terminal sides on the y-axis.
(between 0 and except for ) meaning all angles in Quadrants I and II,
2
with the exception of 90 degrees, or 2 and 2
and 90 degrees except for 0 degrees or, in radians, between and except
2
2
for 0 radians.
In short, the range is all the angles in the Quadrants I and IV, with the
exception of 0 degrees, or 0 radians.
If we restrict the domain of f(x) = sin x to , we have made the
2 2
function 1-to-1. The range is [1, 1].
(Although there are many ways to restrict the domain to obtain a 1-to-1
function this is the agreed upon interval used.)
We denote the inverse function as y = sin1 x. It is read y is the inverse of
sine x and means y is the real number angle whose sine value is x. Be careful of the notation used. The superscript 1 is not an exponent. To avoid
this notation, some books use the notation y = arcsin x instead.
To graph the inverse of the sine function, remember the graph is a reflection over the line y = x of the sine function.
25
26
Mathematics
Notice that the domain is now the range and the range is now the domain. Because the domain is restricted all positive values will yield a 1st
quadrant angle and all negative values will yield a 4th quadrant angle.
Similarly, we can restrict the domains of the cosine and tangent functions to make them 1-to-1.
The domain of the inverse cosine function is [1, 1] and the range is [0,
]. That means a positive value will yield a 1st quadrant angle and a negative value will yield a 2nd quadrant angle.
27
The inverse of the tangent function will yield values in the 1st and
4th quadrants.
The same process is used to find the inverse functions for the remaining trigonometric functions-cotangent, secant and cosecant.
Function
Domain
Range
sin1x
[1, 1]
2 , 2
cos1x
[1, 1]
0,
tan1x
(, )
2 , 2
cot1x
(, )
0,
28
Mathematics
sec1x
(, )
0, ,
2 2
csc1x
(, )
,0 0,
2 2
2.4PROPERTIES OF INVERSE
TRIGONOMETRIC FUNCTIONS
Following are the properties of inverse trigonometric functions:
(1) (a)sin(sin 1 x) = x
1
= cos ec 1 x
x
1
cos 1 = s ec 1 x
x
1
tan 1 = cot 1 x
x
(2) sin 1
cos(cos x) = x
tan(tan 1 x) = x
sec(sec 1 x) = x,
cos ec(cos ec 1 x) = x
cot(cot 1 x) = x
(b)sin 1 (sin x) = x
cos 1 (cos x) = x
tan 1 (tan x) = x
s ec 1 (sec x) = x
cos ec 1 (cos ec x) = x
cot 1 (cot x) = x
(3) sin 1 ( x) = sin 1 x
1
cos ( x) = cos x
tan 1 ( x) = tan 1 x
sec 1 ( x) = sec 1 x
cos ec 1 ( x) = cos ec 1 x
1
1
tan x + cot x =
2
sec 1 x + cosec 1 x =
y (1 x )]
cos 1 x cos 1 y = cos 1 cos1 [xy m (1 x 2 )
(1 y 2 )]
tan 1 x tan 1 y =
xy
1 m xy
2x
= cos 1
1 + x2
2x
tan 1
1 x2
Let cosec-1x = y
Hence x = cosec y
1
1
= sin y sin-1 =y
x
x
29
30
Mathematics
sin-1x + cos-1x =
Proof:
Let sin-1x = y
Hence x = sin y = cos(
Hence cos-1x =
- y)
2
- y or cos-1x
- sin-1x
2
2
2
Similarly the other 2 parts can also be proved.
Hence, sin-1x + cos-1x =
2 tan y
2y = sin 1
2
1 + tan y
1 + tan y
1 tan 2 y
1 tan 2 y
cos 2y =
2y = cos 1
2
2
1 + tan y
1 + tan y
Now we know that sin 2y =
2 tan y
2
2 tan y
2y = tan 1
2
1 tan y
1 tan y
2
2 tan y
2 tan y
1 1 tan y
1
Hence 2y = sin 1
cos
=
= tan
2
2
2
1 + tan y
1 + tan y
1 tan y
and tan 2y =
2 tan y
2
Example 1: Evaluate:
cos[sin 1
3
5
+ sin 1 ]
5
13
2
2x
2x
1 1 x
cos
=
= tan 1
1 + x2
1 + x2
1 x2
31
Solution:Let
3
5
sin 1 = and sin 1 = , then
5
13
3
5
sin = and sin =
5
13
4
12
cos = and cos =
5
13
The given expression becomes cos[+]
= cos cos sin sin
4 12 3 5 33
= . . . =
5 13 5 13 65
Example 2: Prove that:
4
12
33
cos 1 + cos 1 = cos 1
5
13
65
16
144
cos 1 x + cos 1 y = cos 1 xy 1
1
25
169
33
= cos 1
65
1
1 x
cos 1
2
1+ x
Solution:Let
x = tan then
L.H.S. = and R.H.S. =
1
= 2 =
2
L.H.S. = R.H.S.
1 tan 2 1
1
1
cos 1
= cos (cos 2 )
2
2
2
1
tan
+
(b)
x2 + 1
x 2 + 1
(d)
x2 + 1
(c)
2.
3
2
32
Mathematics
3
4
(a).
(c). 3
3.
(a).
6.
7.
6
)]
7
(b).
7
6
(d).
7
6
(b) 2 + x
(c).-x
(d). 2 - x
-1
(a).x
(b) 1
(c).
2
The number log 72 is..
(a). an integer
8.
9.
(d). 4
6
7
(c).
5.
4.
(b)
(b) ,
2 2
(d). 0,
cot-1(-3)= .
(a). - p /
(b). p / 3
(c). 5p / 6
(d). 2p / 3
(b). (1 + x) / x
(c). x / (1 + x)
(d). (1 - x)
(b). xy
(c). 1
2.6REVIEW QUESTIONS
1. Evaluate the following without using a calculator.
33
1
(a) arcsin
2
(b) sin 1 (1)
(c) arcsin ( 1)
5
2
2
(b) If sin =
, then sin 1
?
2
2
4
7. Evaluate
1
arctan (1) , tan 1
,a nd arctan (0 ).
3
(b) tan 1 tan
8
5
(d) cos 1 cos
4
2.(c)
3.(c)
4.(d)
5.(a)
6. (b)
7.(c)
8.(c)
9.(a)
10.(c)
Chapter 3
Matrices
Objectives
After studying this
chapter, you will be
able to:
Explain the
sum of matrices
Explain the
product and
inverse of a
matrix
Describe the
adjoint of a
matrix
INTRODUCTION
5 8 2
X=
1 0 7
This matrix has two rows and three columns, so it is referred to as a 2
by 3 matrix. The elements of a matrix are numbered in the following way:
x
11
X = x
21
x
12
x
22
x
13
x
23
That is, the first subscript in a matrix refers to the row and the second
subscript refers to the column. It is important to remember this convention
when matrix algebra is performed.
1
a = 2
3 b = (1 2 3)
,
A vector is a special type of matrix that has only one row (called a row
vector) or one column (called a column vector). Below, a is a column vector
while b is a row vector.
1 4
1 4
A=
, B = 0 3
3
6
7 2
A scalar is a matrix with only one row and one column. It is customary
to denote scalars by italicized, lower case letters (e.g., x), to denote vectors by
bold, lower case letters (e.g., x), and to denote matrices with more than one
row and one column by bold, upper case letters (e.g., X).
A square matrix has as many rows as it has columns. Matrix A is square
but matrix B is not square:
Matrices
35
1 4
1 4
A=
, B = 0 3
3
6
7 2
A symmetric matrix is a square matrix in which xij = xji for all i and j.
Matrix A is symmetric; matrix B is not symmetric.
9 3 4
9 3 4
A = 6 5 2, B = 6 5 2
5 2 6
5 2 6
A diagonal matrix is a symmetric matrix where all the off diagonal elements are 0. Matrix A is diagonal.
9 0 0
A = 0 5 0
0 0 6
Key Vocabulary
I = 0 1 0
0 0 1
Square Matrices
The case m = n is important in practical applications. Such matrices are
called square matrices of order n. Matrices for which m n are called nonsquare. Square matrices enjoy certain properties not shared by non-square
matrices, such as the symmetry and anti symmetry conditions defined below. Furthermore many operations, such as taking determinants and computing Eigen values, are only defined for square matrices.
12 6 3
C = 8 24 2
2 5 11
36
Mathematics
A + B = [aij + bij ]
Note that addition is not defined for matrices of different sizes.
Example 1:
Key Vocabulary
Row Vector: It is a 1
m matrix, that is, a
matrix consisting of a
single row.
2 1 3
1 1 1
If A =
and B =
1 2 0
2 0 6 , Compute A+B
Solution:
a + c b + a c + b = 3 2 1
Example 2:
a + c b + a c + b = 3 2 1
Solution: Add the matrices on the left side to obtain
a + c b + a c + b = 3 2 1
Because corresponding entries must be equal, this gives three equations:
a + c = 3, b + a = 2, and c + b = -1. Solving these yields a = 3, b = -1, c = 0.
If A, B, and C are any matrices of the same size, then
A+B=B+A
A + (B + C) = (A + B) + C
In fact, if A = [ai j] and B = [bi j], then the (i, j )-entries of A + B and B
+ A are, respectively, ai j + bi j and bi j + ai j . Since these are equal for all i
and j, we get
37
Matrices
Example 3:
3 1 0
1 1 1
1 0 2
A=
, B =
, and C ==
1 2 4
2 0 6
3 1 1.
Compute A, A-B and A+B-C.
Solution:
3 1 0
A =
1 2 4
A B = 3 + 1 1 1 1 0 0 + 1 + 2 = 3 2 3
1 2 3 2 + 0 1 4 + 6 1
4 1 1
3 + 1 1 1 1 0 0 + 1 + 2 3 2 3
A + B C=
=
1 2 3 2 + 0 1 4 + 6 1 4 1 1
5 8 2
1 0 7
X =
This matrix has two rows and three columns, so it is referred to as a 2
by 3 matrix. The elements of a matrix are numbered in the following way:
x11 x12 x13
x x x
X = 21 22 23
That is, the first subscript in a matrix refers to the row and the second
subscript refers to the column. It is important to remember this convention
when matrix algebra is performed.
A vector is a special type of matrix that has only one row (called a row
vector) or one column (called a column vector). Below, a is a column vector
while b is a row vector.
7
2
a = 3 ,
b = ( 2 7 4 )
A scalar is a matrix with only one row and one column. It is customary
to denote scalars by italicized, lower case letters (e.g., x), to denote vectors
by bold, lower case letters (e.g., x), and to denote matrices with more than
one row and one column by bold, upper case letters (e.g., X).
A square matrix has as many rows as it has columns. Matrix A is square
but matrix B is not square:
Key Vocabulary
Scalars Vector: In
linear algebra, real
numbers are called
scalars and relate to
vectors in a vector
space through the
operation of scalar
multiplication.
38
Mathematics
A=
1 9
0 3
7 2
1 9
0 3
7 2
B=
A symmetric matrix is a square matrix in which xij = xji for all i and j.
Matrix A is symmetric; matrix B is not symmetric.
9 1 5
2 6 2
5 1 7
,
A=
Key Vocabulary
Invertible: In linear
algebra an n-by-n
(square) matrix A is
called invertible.
9 1 5
2 6 2
5 1 7
B=
A diagonal matrix is a symmetric matrix where all the off diagonal elements are 0. Matrix A is diagonal.
1 0 0
0 1 0
A = 0 0 1
An identity matrix is a diagonal matrix with 1s and only 1s on the diagonal. The identity matrix is almost always denoted as I.
1 0 0
0 1 0
I = 0 0 1
Columns
The product of matrix A and column j of matrix B equals column j of matrix C. This tells us that the columns of C are combinations of columns of
A.
Rows
The product of row i of matrix A and matrix B equals row i of matrix C. So
the rows of C are combinations of rows of B.
39
Matrices
3 1 6 = 3 18
4
4 24
The columns of this matrix are multiples of the columns of A and the
rows are multiples of the row of B. If we think of the entries in these rows
as the coordinates (2, 12) or (3, 18) or (4, 24), all these points lie on the same
line; similarly for the two column vectors. We will see that this is equivalent Key Vocabulary
to saying that the row space of this matrix is a single line, as is the column
Identity Matrix:
space. The product of A and B is column times row matrices:
Identity matrix or unit
matrix of size n is the
a1k
nn square matrix
.
n
bk 1 ... bkn
AB = .
with ones on the main
k =1
.
diagonal and zeros.
a
mk
Blocks
If we subdivide A and B into blocks that match properly, we can write the
product AB = C in terms of products of the blocks:
A1
A3
A2 B1
A4 B3
B2 C1
=
B4 C3
C2
C4
2 6 b d 0 1
A
A 1
I
In this example, three times the first column minus one times the second column equals the zero vector; the two column vectors lie on the same
line. Finding the inverse of a matrix is closely related to solving systems of
linear equations:
40
Mathematics
1 3 a c 1 0
2 6 b d 0 1
A
A 1
I
can be read as saying A times column j of A1 equals column j of the identity
matrix. This is just a special form of the equation Ax = b.
Gauss-Jordan Elimination
We can use the method of elimination to solve two or more linear equations
at the same time. Just augment the matrix with the whole identity matrix I:
1 3 1 0 1 3 1 0 1 0
|
|
2 6 0 1 0 1 2 1 0 1
(Once we have used Gauss elimination method to convert the original matrix to upper triangular form, we go on to use Jordans idea of eliminating
entries in the upper right portion of the matrix.)
7 3
2 1
We can write the results of the elimination method as the product of a number of elimination matrices E ij with the matrix A. Letting E be the product
of all the E ij, we write the result of this Gauss-Jordan elimination using
block matrices: E[ A | I ]=[ I | E ]. But if EA = I, then E = A1
A1 =
t
A=
,
and
A
=
7 6
8
6
4
1 4
The transpose of a row vector will be a column vector, and the transpose of a column vector will be a row vector. The transpose of a symmetric
matrix is simply the original matrix.
41
Matrices
small determinants denote variables that are redundant or highly correlated. Matrices with large determinants denote variables that are independent
of one another. The determinant has several very important properties for
some multivariate stats that is, change in R2 in multiple regressions can be
expressed as a ratio of determinants.
1 2 x 4
=
3 5 y 1
Writing
x
y
A=
x
y
, X= and B=
4
1
We have
AX=B
This is the matrix form of the simultaneous equations. Here the unknown is the matrix X, since A and B are already known. A is called
the matrix of coefficients.
Given AX = B
We can multiply both sides by the inverse of A, provided this exists, to give
A1AX = A1B
But A1A = I, the identity matrix. Furthermore, IX = X, because
multiplying any matrix by an identity matrix of the appropriate
size leaves the matrix unaltered. So
X = A1B
if AX = B, then X = A1B
This result gives us a method for solving simultaneous equations. All
we need do is write them in matrix form, calculate the inverse of the
matrix of coefficients, and finally perform a matrix multiplication.
Example: 1
1 0 1 1 1
1 1 0 1 1
0 0 1 1 1
0 0 0 1 1
0 0 0 1 1
using positioning of
Find the inverse of the matrix
the matrix do the position in two different ways.
42
Mathematics
Solution:
1 0 1 1 1
1 1 0 1 1
0 0 1 1 1
0 0 0 1 1
0 0 0 1 1
1 way of partitioning partition P show that
Let P=
on the diagonals there are 3 3 and 2 2 matrices.
A B
P = 0 C
1 1
1 1
Where A= 1 1
1 1
1 1
1
1
1 1
, B=
,
C
=
1 1
1 0 1
A = 1 1 1
0 0 1
1 0 1 1 1
0
1
1 1
A BC = 1 1 1 1 1
1
1 1 =
2
0
0 0 1 1 1
1
0
1
P =
0
2 nd way of partitioning.
1
1
0 1 0
0
1 1 1 0
0 1 0 1
1
1
0 0
2
2
1 1
0 0
2
2
Partition P so that on the main diagonal there are 2 2 and 3 3 matrices respectively. Then
X Y
P=
o W,
1 1 1
1 0
1 1 1
Where X =
,Y =
, W = 0 1 1 then
1
1
0
1
1
0 1 1
43
Matrices
X 1
P 1 =
O
X 1YW 1
1
To obtain the W we can partition it.
1
W
1 0 1 0
0
1 1 1 1 0
0 0 1 0 1
1
P =
1
0 0 0 1
1 1 1
2
2
0 1 1
1
1
0 1 1
0 0 0
Then we obtain
2
2
As W=
1 2 x 4
=
3 5 y 1
1 2
We need to calculate the inverse of A= 3 5
5 2
1
(1)( 5) (2)(3) 3 1
A 1 =
1 5 2
A 1 = 11 3 1
Then X is given by
1 5 2 4 1
1
11 3 1 1 11
X= A B =
=
22
11
2
= 1
Hence x=2, y = 1 is the solution of the simultaneous equations.
3 1
Example 3: Find the inverse of the matrix A=
4 2
Solution: Using the formula
A 1 =
2 1 1 2 1
1
=
(3)(2) (1)(4) 4 3 2 4 3
44
Mathematics
1
1
2
3
2
2
Example 4: Find the inverse of the matrix
2 4
3 1
A=
Solution:
Using the formula
1 4
1
A 1 = (2)(1) (4)( 3) 3 2
1 4
3 2
This can be written
=
1
14
1 14 2 7 1 14 2 7
A1 = 3 14 1 7 = 3 14 1 7
although it is quite permissible to leave the factor 1/14 at the front of
the matrix.
Example 5: Find, the inverse of the matrix A=
3 2
6 4
3 2
6 4 = 3 4 26 = 0
Because the determinant is zero the matrix is singular and no inverse
exists.
( )
3. adj AT = ( adj( A) )
45
Matrices
n 1
n 2
6. If A is an n
n 2
= (det( A) )
n 2
1
1
1
7. If A is invertible, then adj A = ( adj( A) ) = det( A) A
8. If A is a symmetric matrix, then adj(A) is also symmetric.
( )
...
...
+
...
...
...
...
This means, for example, that to find the cofactor of an element in the
first row, second column, the sign of the minor is changed. On the other
hand to find the cofactor of an element in the second row, second column,
the sign of the minor is unaltered. This is equivalent to multiplying the
minor by +1 or 1 depending upon its position. In this way we can form
a matrix of cofactors of AT . This matrix is called the adjoint of A, denoted
adjA.
The matrix of cofactors of the transpose of A, is called the adjoint matrix, adjA.
1 2 0
46
Mathematics
Solution: Follow the stages outlined above. First find the transpose of
A by taking the first column of A to be the first row of AT , and so on:
1 3 1
2 1 2
AT = 0 5 3
Now find the minor of each element in AT . The minor of the element
1 in the first row, first column, is obtained by covering up the elements in
its row and column to give
2 2
the element 3 in the second column of the first row is found by covering
2 2
adj A = 14 3 5
7 0 7
Matrix of minors of
Then impose the place sign. This results in the matrix of cofactors, that
is, the adjoint of A.
7 6 10
adj A = 14 3 5
7 0 7
Notice that to complete this last stage, each element in the matrix of
minors has been multiplied by 1 or 1 according to its position.
It is a straightforward matter to show that the determinant of A is 21.
Finally
7 6 10
adj A 1
A =
= 14 3 5
21
A
7 0 7
1
0 1
1 1
If A =
and B =
which of the following is false?
2 3
5 2
(a) 3A 4B = 4
14 1
0 1
A2 =
(c)
4 9
2.
4 7
(b) 3A 4B =
14 1
0 1
A2 =
(d)
4 9
If A and B are n n matrices, which of the following does not equal (A
47
Matrices
+ B)2?
3.
4.
5.
6.
7.
(a) (B + A)2
(b) A 2 + 2AB + B2
(d) A 2 + AB + BA + B2
(c) (A + A + 2B) = 2B + 2A
(b) 0
(c) 3
(d) 2
The straight line in R through the point (1, 3, 3) pointing in the direction of the vector (1, 2, 3) hits the x1x2-plane at the point:
3
(a) Never
(b) (2, 1, 0)
(c) (1, 3, 0)
(d)(2, 1, 0)
The plane in R3 through the point (1, 3, 3), which is orthogonal to the
vector (1, 2, 3), has the equation:
(a) x + 3y + 3z = 14
(b) x + 2y + 3z = 11
(c) x 2y 3z = 16
(d) x + 2y + 3z = 14
For which values of t does the following linear equation system have
infinitely many solutions?
tx +
y=1
6x + (t + 1)y = 3
(a) The system does not have infinitely many solutions for any value of
t
(b) t = 3
(c) t = 2
(d) t = 2 and t = 3
8.
9.
(a) 2
(b) 1
(c) 0
(d) 3
4 1 5
6 7 9
(a) 14
(b) 364
(c) 100
(d) 340
48
Mathematics
6 1 9
4 3 8
(a) 0
(b) 23
(c) 7
(d) -23
1 3 2
9. Find the adjoint and the inverse, of A = 0 1 3 .
4 2 2
4 6
10. Find, if possible, the inverse of the matrix A =
.
2 3
2.(b)
3.(d)
4.(c)
5.(d)
6. (d)
7.(c)
8.(d)
9.(b)
10.(c)
Chapter 4
Determinant of a Matrix
Objectives
After studying this
chapter, you will be
able to:
Discuss the
determinant of
a square matrix
Explain the
properties of
determinants
Understand the
minors
Describe the
cofactors
Discuss the
applications of
matrices and
determinants
Explain the
adjoint of a
matrix
Understand the
expanding to
find the determinant
Discuss theinverse of a
square matri
Understandconsistent and
inconsistent
systems
Discuss the
system of linear
equations
INTRODUCTION
e need some background knowledge before we can discuss the definition of the determinant. We want to form a product by choosing n elements where A is an n by n matrix. There will only be one element from each
row and one element from each column in this product. For example, if one
element of the product is a21, then no other element in this product will be
from row 2 or column 1. Let us look at a 3 by 3 matrix for an example.
a11 a12
A = a 21 a 22
a 31 a 32
a13
a 23
a 33
We know that we will use an element from each column, so, for consistency, we will order the product this way: a_1a_2a_3. We can fill in the blanks
with row numbers. If we choose to begin with a31, then we can choose from
rows 1 and 2 for the remaining positions. One possible product formed by
these rules is a31a12a23. Another possible product is a11a32a23. There are 3!,
or 3*2*1 = 6, of these products. For our n by n matrix, there are n! possible
products. All 6 possible products for this 3 by 3 matrix are: a11a22a33, a21a32a13,
a31a12a23, a31a22a13, a21a12a33, and a11a32a23. Now, we need to determine which
sign (+ or -) should be attached to each product. To do this, you need to order
the product with the column numbers increasing as we did above and look
at the sequences of row numbers. For the product, a11a22a33, we look at the
row sequence (1,2,3). We are looking for inversions, or numbers that are out
of order.
Since 1 comes before 2, 1 comes before 3, and 2 comes before 3 in the
sequence, there are no inversions in this sequence. In the sequence (2,3,1),
which comes from the product a21a32a13, there are two inversions because 2 is
placed before 1 and 3 is placed before 1. There are also two inversions for the
sequence from the product a31a12a23. There are three inversions for (3,2,1) and
one inversion each for (2,1,3) and (1,3,2). If the number of inversions is even,
then the sign attached to the product is positive. If the number of inversions
is odd, then the sign attached to the product is negative. Notice that we did
not say that the product was positive or negative. We simply are determining
whether the product will be added or subtracted.
50
Mathematics
Key Vocabulary
Consistent System: A
system is consistent if
there is at least one solution.
0 2 4
A = 4 2 3 ,
1 3 6
The determinant is (0*2*6) + (4*3*4) + (1*2*3) - (1*2*4) - (4*2*6) - (0*3*3)
= 0 + 48 + 6 - 8 - 48 - 0 = -2 which is the same as we calculated at the beginning of the chapter. Since this definition is cumbersome to follow, we generally do not compute the determinant by the definition, but it is good to
know why the short cuts that we learned at the beginning of the chapter are
valid. The determinant is also a good example of an abstract idea that has
very important practical uses.
4.2PROPERTIES OF DETERMINANTS
The determinant has many properties. Some basic properties of determinants are:
The determinant is a real number, it is not a matrix.
The determinant can be a negative number.
It is not associated with absolute value at all except that they both
use vertical lines.
The determinant only exists for square matrices (22, 33, nn). The
determinant of a 11 matrix is that single value in the determinant.
The inverse of a matrix will exist only if the determinant is not zero.
det(I n ) = 1
det(A ) = det(A)
det(A 1 ) =
1
det(A)
4.3MINORS
A minor for any element is the determinant that results when the row and
column that element is in are deleted.
The notation Mij is used to stand for the minor of the element in row i
and column j. So M21 would mean the minor for the element in row 2, column 1.
51
Determinant of a Matrix
R2 4
R3 2
C2
C3
C3
2
= 3(2) 5(2) = 6 10 = 4
2
As you can see, the minor for row 2 and column 1 is M21 = -4.
Let us try another one.
C2
C3
M12
M 22
M 32
M13
M 23
M 33
Let us find the matrix of minors for our original determinant. Here is
the determinant.
C1
R1 1
R2 4
R3 2
C2
C3
3
1
5
2
3
2
Key Vocabulary
Inconsistent: A system is
inconsistent if it has no
solutions.
52
Mathematics
R1
C1
1
C2
4
C3
4
= 2 - 15 = -13
3
=8-6=2
1
= 20 - 2 = 18
1
= 6 - 10 = -4
3
= 2 - 4 = -2
1
= 5 - 6 = -1
1
=9-2=7
= 3 - 8 = -5
= 1 - 12 = -11
R2
Key Vocabulary
Inverse Matrix: It is used
to solve a system of two
linear simultaneous
equations.
R3
Finally, here is the matrix of minors. Again, you donot need to put the
labels for the row and columns on there, but it may help you.
C1
R 1 13
R 2 4
R3 7
C2
C3
2
2
5
18
1
11
4.4 COFACTORS
A cofactor for any element is either the minor or the opposite of the minor,
depending on where the element is in the original determinant. If the row
and column of the element add up to be an even number, then the cofactor
is the same as the minor. If the row and column of the element add up to be
an odd number, then the cofactor is the opposite of the minor.
Sign Chart
Rather than adding up the row and column of the element to see whether it
is odd or even, many people prefer to use a sign chart. A sign chart is either
a + or - for each element in the matrix. The first element (row 1, column 1)
is always a + and it alternates from there.
Note: The + does not mean positive and the - negative. The + means the
same sign as the minor and the - means the opposite of the minor. Think of
it addition and subtraction rather than positive or negative.
53
Determinant of a Matrix
C3
R1 +
R2
C2
R1 +
R2
R3 +
C3
Key Vocabulary
C2
C3
R 1 13
18
2
5
1
11
R2 4
R3 7
1 3
4 3
4 1
3
+2
5 2
2 2
2 5
54
Mathematics
= 1 (2 15) - 3 (8 6) + 2 (20 2)
= 1 (-13) - 3 (2) + 2 (18)
= -13 - 6 + 36
= 17
The determinant of this matrix is 17.
Let us try it again, but this time expands on the second columns. As an
effort to save time, the minors for that column (from the matrix of minors)
were 2, -2, and -5. The original elements were 3, 1, and 5. The 3 and 5 are in
negative positions.
Determinant = - 3 (2) + 1 (-2) - 5 (-5) = -6 -2 + 25 = 17
Key Vocabulary
Uniquely Determined:
A system is uniquely
determined if there is
exactly one solution to
the system.
Area of a Triangle
Consider a triangle with vertices at (x1,y1), (x2,y2), and (x3,y3). If the triangle
was a right triangle, it would be pretty easy to compute the area of the triangle by finding one-half the product of the base and the height.
However, when the triangle is not a right triangle, there are a couple of
other ways that the area can be found.
55
Determinant of a Matrix
(x2,y2)
a
(x1,y1)
b
c
(x3,y3)
Herons Formula
If you know the lengths of the three sides of the triangle, you can use
Herons Formula to find the area of the triangle.
In Herons formula, s is the semi-perimeter (one-half the perimeter of
the triangle).
s = 1/2 (a + b + c)
Area = sqrt (s (s a) (s b) (s c) )
Consider the triangle with vertices at (-2, 2), (1, 5), and (6, 1).
Using the distance formulas, we can find that the lengths of the sides
(arbitrarily assigning a, b, and c) are a = 3 sqrt(2), b = sqrt(61), and c =
sqrt(73).
(1,5)
3 2
(2,2)
b
73
61
(6,1)
56
Mathematics
Lots of square roots are involved. For the lengths of the sides of the
triangle and for the area of the triangle.
It is not the easiest thing in the world to work with.
(1,5)
(2,2)
3
C
(6,5)
4.6.2 Determinants
It turns out that the area of a triangle can also be found using determinants.
The derivation of the formula is kind of long and most of you donot care to
see it, so it is on a separate page.
What you do is form a 33 determinant where the first column are the
xs for all the points, the second column are the ys for all the points, and
the last column is all ones.
57
Determinant of a Matrix
po int 1 2
po int 2 1
2
5
1
1
po int 3 6
2
5
1
1
1 =
1
+ ( 2)
5 1
2 1
2 1
1
+6
1 1
1 1
5 1
= -2 ( 5 + 1 ) - 1 ( 2 + 1 ) + 6 ( 2 - 5 ) = -2 ( 6 ) - 1 ( 3 ) + 6 ( -3 ) = -12 - 3 - 18
= -33.
It is possible that you will get a negative determinant, like we did here.
Donot worry about that. The sign is determined by the order you put the
points in and can be easily changed just by switching two rows of the determinant. Area, on the other hand, cannot be negative, so if you get a negative, just drop the sign and make it positive. Finally, divide it by 2 to find
the area.
| -33 | = 33
33 / 2 = 16.5, which was the area.
Formula for the Area of a Triangle using Determinants
Area = 1/2
x1
x2
x3
y1
y2
y3
1
1
1
4.7ADJOINT OF A MATRIX
Definition 1: (Minor, Cofactor of a Matrix)-The number det (A(i\j)) is called
the (i, j)th minor of A. We write Aij = det(A(i\j)). The (i, j)th cofactor of A,
denotedCij, is the number (-1)i+jAij.
1 2 3
4 2 7
j=1
j=1
j=1
58
Mathematics
det(A) 0 A 1 =
1
Adj(A),
det(A)
j=1
j=1
j=1
j=1
Now,
n
(A(Adj(A)))ij = a ik (Adj(A)) = a ik C jk
k =1
0
=
det(A)
kj
k =1
if i j
if i = j
1
Adj(A) = I n Therefore, A has a right inverse. Hence,
det(A)
1
Adj(A)
det(A)
1 1 0
Example: Let A = 0 1 1 ,Then
1 2 1
1 1 1
Adj(A) = 1 1 1
1 3 1
1 / 2 1 / 2
1/ 2
1/ 2 .
1 / 2
59
Determinant of a Matrix
A 1 =
1
Adj(A)
det(A)
The adjoint matrix is the transpose of the cofactor matrix. The cofactor
matrix is the matrix of determinants of the minors Aij multiplied by -1i+j.
The i,jth minor of A is the matrix A without the ith column or the jth row.
1 1
2 3
2 0
Cofactor matrix =
2 3
+
2 0
1 1
1 1
1 3
1 0
+
1 3
1 0
1 1
1 1
1 2
1 4 3
1 2
= 6 3 0
1 2
2 1 3
1 2
+
1 1
1 6 2
Adjo int matrix = Transpose of cofactor matrix = 4 3 1
3 0 3
1 / 9 6 / 9 2 / 9
A = Inverse of A = 4 / 9 3 / 9 1 / 9
3 / 9 0 / 9 3 / 9
1
1 0 0
AA = 0 1 0
0 0 1
1
1 2
1
1 4 2 2
Example:
=
2 3 1 3 / 2 1 / 2
3 4
60
Mathematics
=4
2x1 + 4x2 = 8
algebraically, what do you get? You have an infinite number of solutions
along the line x1 = 4 - 2x2 because any solution to the first equation also
solves the second equation. Therefore, you can choose any value for one of
the variables, and you will be able to find a value for the other variable so
that both equations are satisfied. This is called a consistent system because
there is a solution. It is further categorized as an underdetermined consistent system because there is not enough information to determine a unique
solution.
Definition: A system is consistent if there is at least one solution.
Definition: A system is underdetermined when there are an infinite
number of solutions.
For a linear system, if there are two or more solutions, then there are an
infinite number of solutions. These solutions all lie on the same line. Geometrically, this system represents a line because both equations are representations of the same line. Try to solve this system with Gaussian elimina1 2 4
,
tion. What do you get? Weget 0 0 0 because the second equation is a
multiple of the first. The second equation requires that 0x1 + 0x2 = 0 which
is always true. Therefore, our second equation made no additional requirements beyond what the first equation requires. When Gaussian elimination
on a system with a square coefficient matrix leaves you with zeros across an
entire row of the augmented matrix and there are no rows with zeros to the
61
Determinant of a Matrix
left of the bar and a non-zero number to the right of the bar, you know that
you have a consistent system that is underdetermined. We move the zero
row or rows to the bottom of the matrix. When we try to get zeros above the
main diagonal in Gauss-Jordan elimination, we do not try to get zeros in a
column if the diagonal element of that column is zero.
What is the solution to the system?
2x1 + 4x2 + 5x3 = 47
3x1 + 10x2 + 11x3 = 104
3x1 + 2x2 + 4x3 = 37
Our work and solution are below.
2 4 5
3 10 11
3 2 4
47 Original
104 Augmented
37
Matrix
1 2 2.5 23.5 r1 2
3 10 11 104
3 2
4 37
1 2
2.5 23.5
3.5 33.5 3 * r1 + r2
0 4
0 4 3.5 33.5 3 * r + r
1
3
1 2
2.5 23.5
0 1 .875 8.375
0 4 3.5 33.5 4 * r + r
2
1
1 0 .75 6.5 2 * r2 + r1
0 1 .875 8.375
0 0
0
0
This tells us that x1 = 6.75 - .75x3 and x2 = 8.375 - .875x3. That means that
we can choose whatever number we want for one element of x and get corresponding valid solutions for the other two. For instance, if we choose x3 to
be 1, then x1 = 6 and x2 = 7.5. Instead, we may choose x1 = 6.75 then x2 = 8.375
and x3 = 0. There are an infinite number of solutions that we can find in this
manner. Notice that this system is also consistent and underdetermined.
Definition: A system is inconsistent if it has no solutions.
If you graph these lines, you will see that they are parallel. Try to solve
this system using Gaussian elimination. Our work follows:
1 2 4
original
2 4 9 augmented matrix
1 2 4
0 0 1 2 * r1 + r2
This requires that 0x1 + 0x2 = 1. We know that this cannot be true. When
using Gaussian elimination on a system, if you have zeros in an entire row
to the left of the bar and do not have a zero to the right of the bar on that
row, you know that you have an inconsistent system. Therefore, there is no
point where the lines (or planes if you are in higher dimensions) intersect,
so the system does not have a solution.
62
Mathematics
Note: A system is inconsistent if any row of the matrix has zeros left of
the bar and a non-zero number right of the bar. Therefore, the matrix
1 0 3 6
0 0 0 2
0 0 0 0
would be inconsistent even though the entire last row contains only
zeros.
63
Determinant of a Matrix
3 dimensions(such as x, y and z)
Note: A Linear Equation has no exponent on a variable.
It forms a system of equations in three variables. The solution of this
system is the ordered pair (a, b, c).
are:-
64
Mathematics
If the graph of the equations intersects each other at a point, then ordered pair corresponding to the point of intersection will be the solution to
that system. In this case, the system will have exactly one solution.
If a system has exactly one solution, then the equations are said to be
independent.
If the graph of the equations coincides, then all the points on the line
will be the solution to that system. In this case, the system will have infinite
number of solutions.
If the system has infinite number of solutions, then the equations are
said to be dependent.
If the graphs of the equations are parallel, then the system of equations
will have no solution. Because parallel lines never intersect each other.
If the system has at least one solution (one solution or infinitely many
solutions), then it is said to be consistent system.
If the system has no solution, then it is said to be inconsistent system.
The following figure will give clear picture of what we have learnt.
Solution:
Step 1:
The system of equations is
4x - 6y = -4
8x + 2y = 48
Step 2:
From the graph, it is clear that the two lines 4x - 6y = -4 and 8x + 2y =
48 intersect at exactly one point.
Determinant of a Matrix
Solution
Step 1:
The system of equations is
3x + 3y = 15
2y = -2x + 6
Step 2:
From the graph, it is clear that the two lines are parallel. Parallel lines
never intersect.
Step 3:
So, there is no solution for this system of equations and the system is
inconsistent.
65
66
Mathematics
(iii)
Step 1:
From the graph, it is clear that the two equations y = 3x + 2 and 6x - 2y
+ 4 = 0 coincide with each other.
Step 2:
All the points on the line are the solutions to both the equations. So, the
system of equations has infinite number of solutions.
Step 3:
ent.
So, the system of equations is consistent and the equations are depend-
A=
, B = 3 1
3
0
5
0 5
12 6
(a)
25 9
(c) AB is undefined.
2.
3 9 0
(b)
0 0 25
6 12
(d) 9 25
3.
(b) 7 4
(c)
(d) 7 4
7 4
Find the inverse ofthe matrix, ifit exists.
5 4
A =
0 4
67
Determinant of a Matrix
1
5
(a)
4.
1
5
1
4
1
5
(b)
1
5
1
4
1 1
4 5
0 1
5
(c)
(d) 5
1
4
1
5
and
1
4 4
2
1
4
1
4
(a)Yes
5.
(b) No
3 4
(a)Yes
6.
(b) No
9 3 5
7 9 4
7.
(a)1048
(b)-286
(c)286
(d)146
0
0
0
0
8.
2 2 5 4
4 2 1 0
0 2 3 7
0 0 1 5
0 0 0 2
(a)0
(b)-80
(c)80
(d)-40
(c) A only
(d) B only
(e) A and C
9.
Determine the values ofthe parameter s for which the system has a
unique solution, and describe the solution
68
Mathematics
sx1 5sx 2 = 3
3x1 15sx 2 = 5
4
9 5s
and x 2 =
15(s 1)(s + 1)
15(s 1)(s + 1)
14
9 + 5s
and x 2 =
(b) s 1; x1 =
3(s + 1)
15s(s + 1)
4
9 5s
and x 2 =
(c) s 0; x1 =
3(s 1)
15s(s 1)
4
9 5s
(d) s 1; x1 = 15(s 1)(s + 1) and x 2 = 15s(s + 1)
10. If A, B and C are matrices with orders 33, 23 and 42 respectively,
how many of the following matrix calculations are possible?
(a) s 1; x1 =
(b) 2
(c) 3
(d) 4
(e) 1
1 2
5 2
b.
3 6
3 0
4
c. 6 2 1
5 7 3
2 3 1
d. 7
0 5
5 2 4
2.
x1 5x 2 + 7x 3 = 10
3.
x1 5x 2 + 7x 3 = 10
9x 2 + 2x 3 = 7
9x 2 + 2x 3 = 7
(a). x + 3x x = 6
(b). x1 + 3x 2 x 3 = 6
1
2
3
Find the inverse of matrix A using cofactors and determinants. Verify
that you found the inverse by checking that I is the product matrix of
AA-1 or A-1A. Remember, since A is square, you do not have to check
both because if AA-1 or A-1A is the identity matrix, then so is the other.
1 3 1
A = 4 1 3
3 2 1
69
Determinant of a Matrix
4.
(b)
(c)
1 3 4
5
A = 2 1 6 and b = 6
1 7 0
3
2 3
4
5
(d) Ax = b where
A = 5 2 1 and b = 7
0 11 18
11
5.
6.
4 3 9
9 2 6
3 1 2
5 2 6
B=
0 9 3
For
5
2 5 7 8
A = 0 8 3 1 and B =
0
9 1 2 4
7 10
3 1
4 2
8 9
find AB.
8.
For Matrix A
4 3 9
0 1 5
10 2 8
(a)Finding determinant of A
(b) Forming Minors Matrix of A
(c) Forming Cofactor Matrix of A
9.
70
Mathematics
4 3 9
0 1 5
10 2 8
(2) d
(3) b
(4) b
(5) a
(6) c
(7) c
(8) e
(9) c
(10) c
Chapter 5
INTRODUCTION
he basic concepts of the theory of calculus of real variables are limit, continuity and differentiability of a function of real variables. Here we give
an intuitive idea of limit and then the analytical definition of it. The rest of
this chapter deals with the continuity and differentiability of a real valued
function.
5.1 LIMIT
Meaning of x a (x tends to a): Let x be a real variable and a be a fixed
real number. Suppose that x assumes successive values a + 0.1, a + 0.01, a +
0.001, a + 0.0001, ...(Figure5.1)
Figure 5.1: (x a +)
Obviously, as x passes through these successive values, the numerical
difference between x and the real number a, i.e., | x a | becomes less and
less gradually and becomes so small that we can write |x a| < for every
given > 0. We express this situation symbolically as x a + to mean x tends
(or approaches) to a from R.H.S. Thus, x a +, whenever of the successive
values of x ultimately satisfy a < x < a + , being any positive real number,
no matter however small.
Again, suppose the real variable x assumes successive values a 0.1, a
0.01, a 0.001, a 0.0001, (Figure 5.2). As x passes through these successive
values, the numerical difference between
72
Mathematics
Figure 5.2: (x a )
x and the real number a, i.e., | x a | becomes less and less gradually and
becomes so small that we can write | x a | < for every pre-assigned
> 0. We express this situation symbolically as x a and read as x tends
(or approaches) to a from L.H.S.Thus, x a , whenever, the successive
values of x ultimately satisfy a < x < a, being any positive real number,
no matter however small.
Key Vocabulary
Continuous Function: It is a function
for which, intuitively,
smallchanges in the
input result in small
changes in the output.
Otherwise, a function is
said to be a discontinuous function.
73
f(x) l as x a
lim f(x) = l .
x a
Key Vocabulary
Differentiable Function:
It is a function whose
derivative exists at each
point in its domain.
74
Mathematics
(iv) The existence of lim f(x) depends completely on the values of (x)
x a
for x near a (not for x at a).
This is denoted by
R lim f(x) = l 2 or lim f(x) = l 2 or f(a + 0) = l 2
x a
Key Vocabulary
Function: A function is
a relation between a set
of inputs and a set of
permissible outputs with
the property that each
input is related to exactly
one output.
x a +
x a +
x a
x a +
for 0 <|x - 2 |/ 3
for
(x 2)(x + 2)
4 <
x2
0< x2 <
for
0< x2 <
75
for
0< x2 <
Definition 2: A function (x) is said to tend to as x a, if for any preassigned positive number
lim f(x) =
x a
1
= .
x2
Solution: Given N > 0, no matter however large, we have to find out a
> 0, such that
1
>N
x2
1
x2 >
N
or
Therefore, if we choose =
1
>N
x2
for
for
1
N
for
0< x0 <
0< x <
1
N
Key Vocabulary
Limit: A limit is the
value that a function or
sequence approaches
as the input or index approaches some value.
76
Mathematics
any pre-assigned positive number , however small it may be, there exists
a positive number m, however large, such that | f (x) l | < for x > m
This is expressed by writing
lim f(x) = l.
1
= 0.
x2
Solution: Given > 0, no matter however small, we have to find out a
m> 0, such that
Key Vocabulary
Real Line: The real line
or real number line is the
line whose points are the
real numbers. That is, the
real line is the set R of
all real numbers, viewed
as a geometric space,
namely the Euclidean
space of dimension one.
1
0 <
x2
for
x>m
1
or
or
x >
Therefore, if we choose m =
1
for x > m
1
0 <
x2
for
x>
lim x 2 =
x
x > N
for
x>m
x>m
1
(ii)lim 1 + = e
x
x
77
1
(iv)lim log e (1 + x) = 1
x 0 x
(iii) lim(1 + x) x = e
x 0
ex 1
=1
x 0
x
xn a n
= na n 1
(vii) lim
x a x a
ax 1
= log e a,a > 0
x 0
x
(1 + x)n 1
=n
(viii)lim
x 0
x
(v) lim
(vi)lim
Fundamental Theorems
Let (x) and g(x) be two real single valued functions of real variable x
lim
f(x) = l,lim g(x) = m, where l and m are finite.
and
x a
x a
Then
(i) lim cf(x) = c lim f(x) = cl, where c is a cons tan t
x a
x a
f(x) l
(iv) lim
= , provided m 0
x g(x)
m
(v) If (x) f(x) (x) in (a h, a + h), h > 0
and lim (x) = lim (x) = l, then lim f(x) = l
x a
x a
x a
x a
x a
yb
x a
78
Mathematics
for a < x a
for a x < a +
Continuity in an Interval
A function (x) is said to be continuous in an interval if it is continuous at
every point of the interval.
Note: Geometrically, the function (x) is said to be continuous at the
point x = a if there is no break in the graph of the function at the point
whose abscissa is a and in an arbitrarily small neighborhood of a.
Example 1: A function (x) is defined as follow:
f(x) = x 2 , 0 < x < 1
= x, 1 x < 2
1
= x2 , 2 x < 3
4
and
x 1+
2
x 1
Also f(1) = 1
f(1 0) = f(1) = f(1 + 0), i.e., f(x) is con t inuous at x = 1.
and
x2
x2 +
1 2
x = 1 (as x 2 + 2 < x < 3)
4
f ( 2 0 ) f ( 2 + 0 ).
So (x) is discontinuous at x = 2.
Example 2: Show that the function (x) = x [x], where [x] denotes the
greatest integer not greater than x, is discontinuous at x = 0.
79
Solution: Here
f(x) = x ( 1) = x + 1when 1 x < 0
= x 0 = x when 0 x < 1
f(0 0) = lim f(x) = lim (x + 1) = 1
and
x 0
x 0
(Q 1 < x < 0)
f(0 0) f(0 + 0)
x 0 +
is continuous at x = 0.
Solution: Here
1
f(x) f(0) = x cos 0
x
= x cos
1
x
x
1
Q cos 1for all non zero real x
x
Therefore, given > 0, there exists = > 0, such that | f (x) f (0) | <
whenever | x 0 | <
Hence (x) is continuous at x = 0.
Example 4: Show that the function
1
f(x) = x 2 sin , when x 0
x
= 0, when x = 0
is continuous at x = 0.
Solution: Here
f(x) f(0) = x 2 sin
= x 2 sin
1
0
x
1
x2
x
1
sin 1 for all real
x
Theorem of Continuity
Let (x) and g(x) be both continuous at x = a, then
(i) f (x) + g(x), f (x) g(x) and f (x) g(x) are continuous at x = a
80
Mathematics
(ii)
f(x)
g(x)
If hlim
0
f(c + h) f(c)
exists,
h
Notes: (i) f (c) exists if and only if Lf (c) and Rf (c) both exist and are
equal.
(ii) If any one fails to exist or if both exist but are unequal, then f (c)
does not exist.
Derivability in an Interval
Let (x) be a function defined in [a, b]. Then (x) is said to be derivable in
[a, b] if
(i) f (c) exists for all c such that a < c < b
(ii) f (a + 0) exists
(iii) f (b 0) exists
Theorem: If a function (x) has a finite derivative at x = c, then it is continuous at x = c.
Proof: Let (x) has finite derivative f (c) at x = c.
81
f(c + h) f(c)
f(c + h) f(c) =
h
h
f(c + h) f(c)
lim {f(c + h) f(c)} = lim
h
h 0
h 0
h
f(c + h) f(c)
= lim
h (sin ce both the lim its exist)
lim
h 0
h
h 0
= f '(c) 0 = 0
Thus for any > 0, there exists a > 0, such that
|f (c + h) f (c) | < whenever |h 0 |<
or |f (x) f (c)|< whenever |x c|< ( putting x = c + h )
This proves that (x) is continuous at x = c.
Remark: The converse of the above theorem is not true in general, that
is, a function may be continuous at a point, but may not be derivable there.
It is illustrated in the following example.
Example: Show that the function (x) = | x |, x is real, is continuous but
not derivable at x = 0.
Solution: Here
x if x 0
f(x) =
x if < 0
lim f(x) = lim x = 0 (Q x > 0)
and
Also,
Thus,
x 0 +
x 0 +
x 0
x 0
f(0) = 0
lim f(x) = lim = f(0)
x 0
x 0 +
f(h) f(0)
- h- 0
= lim
(Qh < 0)
h
h
h
= lim ( 1) = 1 (Q h 0)
f '(0 - 0) = lim
h 0
h 0
Also,
f(h) f(0)
h- 0
= lim
(Qh > 0)
h 0 + h
h
= lim (1) = 1 (Q h 0)
f '(0 + 0) = lim
h 0 +
h 0 +
therefore, f (0) does not exist though (x) is continuous at x = 0. Hence the
result.
Example 1: Let
f(x) = x, 0 < x < 1
= 2 x, 1 x 2
= x x2 , x > 2
Show that (x) is discontinuous at x = 2 and also verify that f (2) does
not exist.
Solution: Here
82
Mathematics
x2
and
x2
x2 +
x2 +
h 0
f(2 + h) f(2)
(2 + h) (2 + h)2 0
= lim
(Q h > 0)
h 0 +
h 0 +
h
h
(h 2 + 3h + 2)
2
= lim
= lim h + 3 +
h 0 +
h 0 +
h
h
and
ist.
f(2 + h) f(2)
2 (2 + h) 0
= lim
(Q h < 0)
h
h
h
h
= lim
= lim ( 1) = 1
(Q h 0)
h 0 h
h 0
L f '(2) = lim
R f '(2) = lim
This limit does not exist (since it tends to ). Hence f(2) does not ex-
f(0 + h) f(0)
3h + 2 2
= lim
h
h
h
= lim 3 = 3 (Q h 0)
L f '(0) = lim
(Q h < 0)
h 0
h 0
and
f(0 + h) f(0)
h+22
= lim
h
0
+
h
h
= lim 1 = 1
(Q h 0)
R f '(0) = lim
h 0 +
(Q 0 < h < 2)
h 0 +
Lf '(0) Rf '(0)
f(2 + h) f(2)
2+h+24
= lim
(Q 0 < 2 + h < 2)
h
h
h
= lim 1 = 1
(Q h 0)
Lf '(2) = lim
h 0
h 0
and
f(2 + h) f(2)
3(2 + h) 2 4
= lim
h 0 +
h 0 +
h
h
= lim 3 = 3
(Q h 0)
Rf '(2) = lim
h 0 +
Lf '(2) Rf '(2)
83
Example 3: Prove that the function (x) = | x 1 |, 0 < x < 2 is continuous at x = 1 but not differentiable there.
Solution: Here
x 1
x 1
= 1 + 1 = 0
lim f(x) = lim (x 1)
and
x 1+
x 1+
(Q 0 < x < 1)
(Q 1 > x < 1)
= 11= 0
lim f(x) = lim f(x) = 0 = f(1)
x 1
x 1+
f(1 + h) f(1)
(1 + h) + 1 0
= lim
(Q 0 < 1 + h < 1)
h
h
h
= lim ( 1) = 1
Lf '(1) = lim
h 0
h 0 +
f(1 + h) f(1)
(1 + h) 1 0
= lim
(Q1 < 1 + h < 2)
h 0 +
h
h
= lim 1 = 1
(Q h 0)
and
Rf '(1) = lim
h 0 +
h 0 +
Lf '(1) Rf '(1)
(Q x < 0)
(Q x > 0)
x 0
x 0
x 0 +
x 0 +
(0 ) = 1
And
f (0 0 ) = f (0 + 0 ) = f (0 )
Hence (x) is continuous at x = 0
Again
and
f(0 + h) f(0)
11
= lim
= 0,
h 0 h
h
1 + sin h 1
f(0 + h) f(0)
f '(0 0) = lim
= lim
h 0 +
h 0 +
h
h
sin h
= lim
=1
h 0 + h
f '(0 0) = lim
h 0
(Q h < 0)
(Q h > 0)
84
Mathematics
f(x) = x sin
1
0
x
1
Q sin 1for all non zero real x
x
1
x
x
1
0
h
h
h sin
1
,
h
f(x) = x 2 sin
Solution: Here,
f(0 + h) f(0)
h
1
2
h sin 0
1
h
= lim
= lim sin
h 0
h
0
h
h
f '(0) = lim
h 0
=0
(Qh 0)
1
Q 1 sin 1
h
f(x) =
85
Solution: We have
f(0 + 0) = lim f(x) = lim
x 0 +
= lim
x 0 +
x 0 +
x
1 + e1/ x
xe 1/ x
=0
e 1/ x + 1
and
Also
=0
f(0) = 0
f(0 0) = f(0 + 0) = f(0)
x 0
x 0
(Q x 0)
(Q e 1/ x 0 as x 0+)
x
(Q x 0)
1 + e1/ x
(Q e1/ x 0 as x 0)
1/ h
Q as h 0 and so e 0 as h 0
h
Now,
and
=0
f '(0 0) f '(0 + 0).
x 0
(Q h 0)
x
(Q x 0)
1 + e1/x
1
1/h
Q as h 0 + and so e as h 0 +
h
x 1
x 1+
x 1+
= 1+1+ 2 = 4
f(1 + 0) = lim f(x) = lim (3x + 1) (Q1 < x < 2)
and
= 3+1= 4
f(1) = 3 + 1 = 4
f(1 0) = f(1 + 0) = f(1)
86
Mathematics
Again
and
f(1 + h) f(1)
h
(1 + h)2 + (1 + h) + 2 4
= lim
(Q 0 < 1 + h < 1)
h 0
h
h 2 + 3h
= lim
= lim (h + 3) = 3
(Q h 0)
h 0
h 0
h
f(1 + h) f(1)
3(1 + h) + 1 4
= lim
f '(1 + 0) = lim
(Q 1 < 1 + h < 2)
h 0 +
h 0 +
h
h
3h
= lim
= lim 3 = 3
(Q h 1)
h 0 h
h 0
f '(1 0) = f '(1 + 0) = 3
f '(1 0) = lim
h 0
= 2dx
f
Now,
f '(x) = lim
h 0
(Q f(0) = 1, by (2))
2x
Example 10: Let (x) be a continuous function and g(x) be a discontinuous function. Prove that (x) + g(x) be a discontinuous function.
Solution: Let F(x) = f (x) + g(x), where (x) is continuous and g(x) is discontinuous. Let us suppose that F(x) is continuous so that g(x) = F(x) (x)
is also continuous, which is a contradiction as g(x) is given to be discontinuous. Therefore F(x) = f (x) + g(x) must be discontinuous.
Example 11: Let (x) be a function satisfying the condition f (x) = f (x)
for all real x. If f(0) exists, find its value.
Solution: It is given that f (x) = f (x), for all real x ...(1)
Also (0) exists.
87
f(0 + h) f(0)
f(0 h) f(0)
= lim
h
0
h
h
f(h) f(0)
f(h) f(0)
lim
= lim
h 0
h 0
h
h
f(h) f(0)
2 lim
=0
h 0
h
2f '(0) = 0
f '(0) = 0
lim
h 0
or
or
or
[by (1)]
f(x + h) f(x)
= f '(x)
h
...(1)
where as h 0
Here f (x + h) f (x) denotes the increment of the function (x). Therefore, when derivative of a function (x) exists, the increment of (x) consists
of two parts one part h(x), called the principal part or linear part and
the other part h, called error. The principal part h(x) is known as the differential of the function (x), denoted by d(x).
df(x)
dx
In perticular, if f(x) = x, then (2) gives dx = h
df(x)
Therefore,
df(x) =
.dx
dx
df(x) = hf '(x) = h
...(2)
...(3)
...(4)
Notes:
(i) The differential of an independent variable is same as the increment
of that variable.
(ii) The differential of a dependent variable is not identical with its
increment (compare (1) and (4)).
Example: Obtain dx, dy, y x, given, y = x 2 + x, x = 1 x = 0.1.
Solution:
88
Mathematics
2.
3.
If f (x) =
(a) equal to 1
(b) equal to 1
(c) equal to 0
lim
1 cos 2 x
7.
is
(a) 0
(b) 1 /2
(c) 1 / 4
(d) 1
lim
sin ( cos 2 )
x2
x 0
equals
(a) p
(b) p /2
(c) p
(d) 1
6.
x2
x 0
4. lim
5.
x 1
, x 1, then lim f(x)
x 1
x 1
a x bx
a x + bx
(a) 1
(b) 1
(c) 0
lim
ex + 1
2
ex 1
is equal to
(a) 0
(b) 1
(c) 1
lim x x 2 + x is equal to
x
(a) -1 / 2
(b) 1 / 2
(c) 0
ax + 3, 0 < x < 1
If f(x) = x 2
and lim f(x) exists, then the value of a is
x 1
+ 1, x 1
a
(a) 0
(b) 1
(c) 2
8.
(d) 1
12 + 2 2 + 32 + ... + n 2
is equal to
n
n3
lim
(a) 1 / 2
(b) 1 / 6
(c) 1 / 3
89
3x + 1, when x 1
If f(x) =
then lim f(x)
x 1
4 x, when x > 1
9.
10.
(a) is equal to 4
(b) is equal to 3
(c) is equal to 1
(i) lim
x 1
x2 1
=2
x1
1
does not exist.
x
1
=0
x
(a) is equal to 1
(b) is equal to 2
(c) is equal to 0
5.8REVIEW QUESTIONS
1. Using definition of limit, show that
(i) lim
x 1
x2 1
=2
x1
x 0
1
does not exist.
x
1
=0
x
2. Is the function
x2
(iii) lim
x2 x 2
(v) lim
x 1
(ii) lim
x
sin x
(iv) lim
x 0
x
x 0
x sin(x 1)
x 1
x + 2, x < 1
f(x) = 4x 1, 1 x < 3
x 2 + 5, x 3.
sin x
, x<0
f(x) = x
ax + b, x > 0.
90
Mathematics
Show that lim f(x) = 1 and lim f(x) does not exist.
x 1
x 1
Where
1
f(x) = x cos , x 0
x
= 0,
x=0
1
f(x) = x 2 cos , if x 0
x
= 0,
x=0
is derivable at x = 0.
10. Let (x) = x2, if x 1 and (x) = ax + b, if x > 1. Find the coefficients
a and b at which the function is continuous and has a derivative at
x = 1.
2. (b)
3. (c)
4. (a)
5. (b)
6. (a)
7. (d)
8.(c)
9.(d)
10. (d)
Chapter 6
Applications of Derivatives
Objectives
After studying this
chapter, you will be
able to:
Discuss the determinant of a
square matrix
Explain
the
properties
of
determinants
Understand the
minors
Describe the cofactors
Discuss the applications
of
matrices
and
determinants
Explain the adjoint of a matrix
Understand the
expanding to
find the determinant
Discuss theinverse
of
a
square matrix
U n d e r s t a n d consistent and
inconsistent
systems
Discuss the
system of linear
equations
INTRODUCTION
e have learnt how to find derivative of composite functions, inverse trigonometric functions, implicit functions, exponential
functions and logarithmic functions. In this chapter, we will study applications of the derivative in various disciplines, e.g., in engineering,
science, social science, and many other fields. For instance, we will learn
how the derivative can be used (i) to determine rate of change of quantities, (ii) to find the equations of tangent and normal to a curve at a point,
(iii) to find turning points on the graph of a function which in turn will
help us to locate points at which largest or smallest value (locally) of a
function occurs. We will also use derivative to find intervals on which
a function is increasing or decreasing. Finally, we use the derivative to
find approximate value of certain quantities.
ds
we mean the rate of change of distance s with respect to
dt
the time t. in a similar fashion, whenever one quantity y varies with another
quantity x, satisfying some rule y= f (x), then dy/dx(or f (x)) represents the
dy
rate of change of y with respect to x and
(or f (x0)) represents the
dx x = x
0
dx
dt dt
dt
with respect to x can be calculated using the rate of change of y and that of
x both with respect to t. Let us consider some examples.
Example 1: Find the rate of change of the area of a circle per second with
respect to its radius r when r = 5 cm.
Solution: The area A of a circle with radius r is given by A = r2. Therefore, the rate of change of the area A with respect to its radius r is given by
92
Mathematics
Now
dS d
d
dx
(ByChain Rule)
= (6x 2 ) = (6x 2 ).
dt dt
dx
dt
3 36
= 12x. 2 =
x x
Hence, when
Key Vocabulary
Decreasing Function: A
function is said to be a
decreasing in an internal
if f(x+h) < f(x) for all x
belonging to the interval
when h is positive.
dV
= 9cm 3 / s
dt
dV d 3
d
dx
9=
(By Chain Rule)
= (x ) = (x 3 ).
dt dt
dx
dt
dx
= 3x 2 .
dt
or
dx 3
=
dt x 2
Hence, when
x = 10cm,
...(1)
dS
= 3.6cm 2 / s
dt
dA
When r = 5 cm ,
= 10 . Thus, the area of the circle is changing at the
rate of 10 cm2/s. dr
dA d
d
dr
dr
(By Chain Rule)
= ( r 2 ) = ( r 2 ). = 2r
dt dr
dt
dt
dt
It is given that
dr
= 4cm / s
dt
Therefore, when r = 10cm,
dA
= 2 (10)(4) = 80
dt
Thus, the enclosed area is increasing at the rate of 80p cm2/s, when r
= 10 cm.
Example3: The length x of a rectangle is decreasing at the rate of 3 cm/
minute and the width y is increasing at the rate of 2cm/minute. When x
=10cm and y = 6cm, find the rates of change of (a) the perimeter and (b) the
area of the rectangle.
Solution: Since the length x is decreasing and the width y is increasing
with respect to time, we have (a) The perimeter P of a rectangle is given by
Applications of Derivatives
93
P = 2 (x + y) Therefore
(b) The area A of the rectangle is given by A = x. y Therefore = 3(6) +
10(2) (as x = 10 cm and y = 6 cm) = 2 cm2/min
Increasing Functions
A function is increasing if the y-value increases as the x-value increases, like this:
Key Vocabulary
Increasing Function: A
function is said to be
an increasing function
in an interval if f(x+h) >
f(x) for all x belonging
to the interval when h is
positive.
94
Mathematics
Key Vocabulary
Normal Line: It is
defined as the line which
is perpendicular to the
tangent at the point of its
contact to the curve.
Decreasing
Strictly Decreasing
Notice that f(x1) is now larger than (or equal to) f(x2).
Example1: Let us try to find where a function is increasing or decreasing f(x) = x3-4x, for x in the interval [-1, 2].
Solution: Let us plot it, including the interval [-1,2]:
95
Applications of Derivatives
f ( x) =
x
is
1 + x2
(a) increasing
Solution:
Let f(x) =
x
1 + x2
1(1 + x 2 ) x2x
(1 + x 2 )2
x2 + 1
1 + x2
1 x2
1 + x2
1 x2
f ' (x) = 0 =
=0
1 + x2
1 x 2 = 0 or x = 1
(b) decreasing
Key Vocabulary
Stationary Point: Any
point at which the
tangent to the graph is
horizontal is called a
stationary point.
96
Mathematics
Key Vocabulary
f ' (x) =
= ve
Real Line: The real line
or real number line is the Since f '(x) < 0 , f(x) is decreasing in the interval (1, )
line whose points are the
real numbers. That is, the
6.3 FIRST DERIVATIVE TEST FOR
real line is the set R of
all real numbers, viewed INCREASING AND DECREASING
as a geometric space,
FUNCTIONS
namely the Euclidean
space of dimension one.
If the function f(x) is continuous on [a, b] and differentiable on (a, b) If f(x) is
positive (>0) at every point in (a, b), then f(x) is increasing in the interval[a,
b] If f(x) is negative (<0) at every point in (a, b), then f(x) is decreasing in
the interval [a, b].
to right. On the other hand, while the function is decreasing, its graph falls
from left to right.
The function y = x2is decreasing in the interval (-,0) and is increasing
in the interval (0, ). But, the cubic function is increasing in the entire domain (-, ). From the graph of an increasing and decreasing function, we
come to know following things about a function:
Applications of Derivatives
The cubic graph on the left has point of inflection at x = 0. The graph is
seen increasing on either side of the critical point (0,0). Indeed the function
is monotonic increasing in the entire domain (-, ).
97
98
Mathematics
dy
) P represents the slope of the tan
dx
P( x1 , y1 ) is y y1 = (
dy
) P ( x1 , y1 )
dx
1
1
3
= 3
=
Therefore, the equation of the normal line at P to the curve y = f (x) will
be y y1 =
1
( x1 , y1 )
dy
( )P
dx
tan = |
m1 m2
|
1 + m1m2
Let C1 and C2 be two curves intersecting at a point P. Then these curves are
said to intersect orthogonally at P. If tangents at P to C1and C2are at right
angles i.e. m1m2= -1
Definition
Let the tangent and normal at P ( x1 , y1 ) to the curve y = f (x) meet x - axis at
T and G respectively and Let PN be perpendicular to the x - axis at N. Then
99
Applications of Derivatives
y1
y'
y1
1 + (y')2
y'
(2) PG = y1 1 + (y')2
and
(4)NG = y1 y'
Example 1: Find the equation of the tangent and normal to the curve y
= 3x2 - 4x -2 at the point (1, -3).
Solution: y = 3x2 - 4x -2The curve.
By Differentiating w. r. to x, we get
dy
= 6x 4
dx
Let P = (1, 3)
dy
Then( )P(1,3) = 6(1) 4 = 2
dx
Equation of the tangent at point P (1, -3) is
y - (-3) = 2 (x - 1)
i.e. y + 3 = 2x -2
i.e. y = 2x -5
P=
1
dy
( )P
dx
1
y (3) = ( x 1)
2
i.e. 2 (y + 3) = - (x - 1)
i.e. x + 2y + 5 = 0
Example 2: Find the equation of the tangent and normal line to the
curve y = x 2 + 8 at the point (-1, 3)
Solution: y = x 2 + 8 The curve and P = (-1,3)
Differentiating w. r. to x we get
dy
2x
x
=
=
dx 2 x 2 + 8
x2 + 8
dy
1
1
( )P =
=
dx
1+ 8 3
Equations of tangent line at P is
100
Mathematics
dy
) P ( x x1 )
dx
3( y y1 ) = x 1
i.e. x 3 y + 8 = 0
y y1 = (
1
dy
( )P
Also, slope of the normal is =- dx
1
1
3
= 3
=
dy
1
= x[ ] + log x[1]
dx
x
dy
( )P = 1 + Logx
dx
(1)
Since this tangent has inclination of 450 with x-axis, its slope is
tan 450= 1 (2)
1 + log x = 1 [from 1 and 2]
log x = 0 x = 1
But P lies on the curve
y = x log x
y = 1 log 1 = 0
P has co-ordinates = (1,0 )
Example 4: Find the angle between the two curves 2y2= x3and y2= 32x
at their point of intersection in the Ist quadrant
Solution: 2y2= x3
y = 32x
2
(1)
(2)
101
Applications of Derivatives
dy
=0
dx
dy
2x
=
dx
y
4x + 2y
dy
m2 =
dx p(x1 ,y1 )
=
2 1
y1
(6)
Again
dy
= 32
dx
dy 16
=
dx x
dy
16
( )P =
m
dx
16 1
=1
slope of tan gent PT2 (m 2 ) = 1 .
2y
3 1
1 + 3(1)
2
4
1
=
2
=
1
2
= tan 1 ( )
[From equation(3)]
102
Mathematics
Example 5: Prove that the curves y2= 16x and 2x2+ y2= 4 cut each other
orthogonally.
Solution: Let P (x1, y1) be a point of intersection of the curves
y2= 16x ... (1) and
2x2+ y2= 4 ... (2)
y2= 16x1 ... (3) and
Let m1 and m2 be the two slopes of the two tangents to the curve (1) and
(2) at P respectively. By Differentiating w. r. to x , the equation (1), we get
dy
= 16
dx
dy 8
=
dx y
dy
m1 = ( )p(x ,y )
dx 1 1
2y
8
y1
(5)
4x + 2y
2 1
y1
(6)
.
16 1
y 21
16 1
16 1
m1 m 2 = 1 by (3)
m1 m 2 =
[From equation(3)]
103
Applications of Derivatives
derstand how we can obtain accurate approximations of f(x) using its first
derivative only. Before continuing let me address a suspicion that is growing in your mind. You are probably wondering why do we care about using
functions derivatives to determine the behavior of the original function. If
we want to analyze how f(x) behaves we can go and graph it directly, without having to look at its derivative.
To answer this, recall that Calculus was defined as the study of mathematically defined change. In science, changing situations are defined in
terms of several conditions or dimensions where one or more dimensions
is changing with respect to another dimensions. We need Calculus to be
able to define an instantaneous rate of change for the situation. In such a
case we need to work backwards from the derivative that we defined to its
anti-derivative.
The anti-derivative of the function will give us the exact relationship
between the situation and the changing dimensions. In order to understand
how to define an instantaneous rate of change and then calculate the net
change, the relationship between the function and its derivative must be
fully grasped. Therefore this chapter will take a look at the definition of the
derivative to see how it defines f(x).
Let us begin with the definition of the derivative;
dy
= f '( x)
dx
This gives us the exact change in f(x) over the infinitely small interval
dx. Remember how the instantaneous rate of change was defined as taking
the limit as a discrete value for a change in x, x goes to zero.
dy
f
= lim
dx x0 x
The derivative gives us the instantaneous rate of change of a function
over an infinitely small interval,dx. If we multiply both sides by dx, we get
df = f '( x)dx
If we replace df and dx with and in the above equation, then we get an
equation that allows us to approximate the change in a function,. Since the
derivative is only defined over an infinitely small interval, we cannot use
its value to give us the exact change in a function over an interval This is
because the derivative of a function changes after each interval, dx and is
constant over the interval.
Therefore the following equation only represents an approximation
to the net change in over a discrete interval as it assumes that the rate of
change is constant.
f = f '( x)x
the approximation gets less and less accurate as x increases f.
104
Mathematics
by definition
105
Applications of Derivatives
dy
= 0 which are not turning points
dx
Point A in Figure 6.1 is called a local maximum because in its immediate area it is the highest point, and so represents the greatest or maximum
value of the function. Point B in Figure 6.1 is called a local minimum because in its immediate area it is the lowest point, and so represents the least,
or minimum, value of the function. Loosely speaking, we refer to a local
maximum as simply a maximum. Similarly, a local minimum is often just
called a minimum.
dy
106
Mathematics
dy
is negative because
dx
dy
the tangent has negative gradient. At the minimum point,
= 0 To the
dx
dy
right of the minimum point
is positive, because here the tangent has
dx
dy
a positive gradient So,
goes from negative, to zero, to positive as x
dx
dy
increases. In other words dx must be increasing as x increases In fact, we
Notice that to the left of the minimum point,
can use this observation, once we have found a stationary point, to check if
dy
the point is a minimum. If dx is increasing near the stationary point then
that point must be minimum.
dy
dy
dy
d2y
called the second derivative, is written
We condx
dx 2
d2y
clude that if dx 2 is positive at a stationary point, then that point must
d2y
equals 0, although we cannot be certain: other types of
dx 2
d2y
2
behavior are possible. (However, we cannot have a minimum if dx s negative.) To see this consider the example of the function y = x4 A graph of this
function is shown in Figure 6.3 There is clearly a minimum point when x
= 0. But
dy
= 4 x3 and this is clearly zero when x = 0. Dierentiating again
dx
d2y
= 12 x 2 which is also zero when x = 0.
dx 2
Applications of Derivatives
d2y
but
= 0 and so is not greater than 0
dx 2
Figure 6.4:
dy
goes from positive through zero to negative as x increases.
dx
dy
is positive because
dx
dy
the tangent has positive gradient. At the maximum point,
= 0. To the
dx
dy
right of the maximum point
is negative, because here the tangent has
dx
dy
a negative gradient. So,
goes from positive, to zero, to negative as x
dx
dy
increases. if a stationary point is a maximum. If dx is decreasing near a
Notice that to the left of the maximum point,
stationary point then that point must be maximum. Now, if the derivative
dy
dy
of dx is negative then we will know that dx is decreasing; so we will
107
108
Mathematics
dy
d2y
d2y
dx the second derivative is d dx 2 .We defined that if dx 2 is negative at
d2y
2
sible for a stationary point to be a maximum even if dx = 0, although we
cannot be certain: other types of behavior are possible. But we cannot have
d2y
2
a maximum if dx > 0, because, as we have already seen the point would
be a minimum.
2.
3.
4.
5.
6.
The non-zero real number k such that f(x) = (e)x is tangent to the
curve at g(x) = k(x)2 is :
(a) e
(b) e2
(c)(e2)/4
(d) (e4)/16
The real number a having the property that f(a) = a is a local minimum of f(x) = x4 - x3 - x2 + ax +1 is :
(a)1
(b) 2
(c)3
(d) 4
A non-zero polynomial f(x) with real coefficients has the property that
f(x)=f (x) * f (x) . The leading coefficient, i.e, the coefficient of the
highest power of x is:
(a) 1
(b) 1/6
(c) 321/2
(d)1/18
(d)angular point
Find the function f(x) whose derivative is sin x and whose graph passes through the point (0, 2).
109
Applications of Derivatives
7.
8.
9.
A point where the graph of a function has a tangent line and where the
concavity changes is a
(a) point of inflection
(c)point of interaction
(a) f(0) =1
(b) f(0) = 0
(c) f(0) =2
(d) f(0) = 6
The only information we cannot get from the derivative is how to place
the graph in the xy-plane.
(a) True
(b) False
10. How many critical points does the function f(x) = (x - 2)5 (x + 3)4have?
(a) One
(b) Two
(c)Three
(d) Five
110
Mathematics
(2). (a)
(3). (d)
(4). (a)
(5). (d)
(6). (a)
(7). (a)
(8). (b)
(9). (a)
(10). (c)
Chapter 7
Vectors
Objectives
After studying this
chapter, you will be
able to:
Define the scalars and vectors
Discuss the coordinate systems
Discuss direction ratios and
direction cosines
Explain the
magnitude
and direction
of a vector
INTRODUCTION
112
Mathematics
Problems
1. Determine whether a scalar quantity, a vector quantity or neither
would beappropriate to describe each of the following situations.
a. The outside temperature is 15 C.
b. A truck is traveling at 60 km/hr.
c. The water is flowing due north at 5 km/hr.
d. The wind is blowing from the south.
e. A vertically upwards force of 10 Newtons is applied to a rock.
f. The rock has a mass of 5 kilograms.
g. The box has a volume of .25 m3.
Key Vocabulary
Euclidean Vector: it is
frequently represented
by a line segment with
a definite direction, or
graphically as an arrow,
connecting an initial
point A with a terminal
point B, and denoted by
uuur
AB
Equal Vectors
Two vectors u and v, which have the same length and samedirection, are
said to be equal vectors even though they havedifferent initial points and
different terminal points. If u andv are equal vectors we write u = v.
Vectors
113
Key Vocabulary
Vector: It is a
mathematical object
that has a size, called
the magnitude, and a
direction.
Zero Vector
The zero vector, denoted 0, is the vector whose length is 0. Since a vector of
length 0does not have any direction associated with it we shall agree that
its direction is arbitrary; that is to say it can be assigned any direction we
choose. The zero vector satisfies theproperty: v + 0 = 0 + v = v for every
vector v.
Negative of a Vector
If u is a nonzero vector, we define the negative of u, denoted u, to be the
vector whosemagnitude (or length) is the same as the magnitude (or length)
of the vector u, but whosedirection is opposite to that of u.
uuur
If AB is used to denote the vector from point A to point B, then the vector
uuur
uuur uuur
from point Bto point A is denoted by BA and BA AB
114
Mathematics
Key Vocabulary
Direction Cosines: A
vector is the cosines of
the angles between the
vector and the three
coordinate axes.
Parallel Vectors
Vectors
Solution:
uuur uuur uuuur
BA = BO + OA
uuur uuuur
= OB + OA
uuur uuuur
= OB OA
=a b
Two-dimension alrectangular Cartesian coordinate systemthe twodimensionalCartesian coordinate system has as its frame of reference twonumber lines that intersect at right angles. Thehorizontal number line is
called the xaxisand thevertical number line is the yaxis.
The point of intersection of the two axes is called the origin andis
denoted by O. To each point P in two-dimensionalspace we associate an
115
Key Vocabulary
Dot Product: It is an
algebraic operation that
takes two equal-length
sequences of numbers
and returns a single
number.
116
Mathematics
ordered pair ofreal numbers (x, y) called the coordinates of thepoint. The
number x is called the xcoordinate ofthe point and the number y is the ycoordinateof thepoint. The xcoordinatex is the horizontal distanceof the point
P from the y axis while the ycoordinatey is the vertical distance of the point
P from the x axis.The set of all ordered pairs of real numbers is denoted R2.
Key Vocabulary
Coordinate System It
is a system which uses
one or more numbers,
or coordinates, to
uniquely determine the
position of a point or
other geometric element
on a manifold such as
Euclidean space.
Three-dimensional rectangular cartesian coordinate system the threedimensionalcartesian coordinate system has as its frame of reference threenumber lines that intersect at right angles at a point O called the origin. The
number linesare called the xaxis, the yaxisand the zaxis.
To each point P in three-dimensionalspace we associate an ordered triple of real numbers (x, y, z) called the coordinates ofthe point. The number
x is the distance of the point P from the yz coordinate plane.The number y is
the distance of the point P from the xzcoordinateplane. The number zis the
distance of the point P from the xycoordinateplane. The set of all ordered
triplesof real numbers is denoted by R3. When the coordinate axes are labeled as shown in thefollowing diagrams, the coordinate system is said to
be a right-handed cartesian coordinate system.
117
Vectors
uu .
Proof The following proof is for R2. The proof for R3 is similar.
Let u = (u1, u2). Then uu = (u1, u2) (u1, u2) = u12 + u22 = u
Taking square roots gives u = v
Projections
Let u and v be two given vectors with v 0 theprojection of u along v, denoted projvu is the vector pfound as follows. Drop a perpendicular from
the terminalpoint of u that intersects the line through v at the point P.Then
uuur
projvu = p = OP .
118
Mathematics
Hence projv u = p = kv =
uv uv
=
2
vv
v
uv
uv
v=
v.
2
vv
v
uv
(8,1, 4) (1, 2, 2)
8+2+8
v=
(1, 2, 2) =
(1, 2, 2) = 2(1, 2, 2) = (2, 4, 4)
vv
(1, 2, 2) (1, 2, 2)
1+ 4 + 4
Vectors
uuur
uuur
OP n
D = projn OP =
n
nn
uuur
uuur
uuur
OP n
OP n
PQ n
=
=
n =
n
n
n n
uuur
uuur
Note that QP n = PQ n and so either of the last twoforms for the
distance D can be used interchangeably.
Example 3: Find the distance between the point P = (9, 1) and the line
3x + 4y = 6.
uuur
Solution: The point Q = (2, 0) lies on the line 3x + 4y = 6 so QP = (9,
1) - (2, 0) = (7, 1).
Since n = (3, 4), the distance is
uuur
QP n (7,1) (3, 4)
21 + 4
25
D=
=
=
=
=5
5
n
(3, 4)
9 + 16
c d
c d
119
120
Mathematics
a b
a b
c d
c d
written, det
or
is defined to be the number ad bc. Then the
cross product ofu = (u1, u2, u3) and v = (v1, v2, v3), using determinants, can
u u
u1 u 3 u1 u 2
2
3
u v
,
,
v2 v3
v1 v 3 v1 v 2
.
be written as the vector
We remember the components of u v as follows:
u1 u 2 u 3
v1 v 2 v 3
uv =
,
,
6 7
5 7 5 6
= (3 7 4 6, (2 7 4 5), 2 6 3 5
= (21 24, (14 20), 12 15)
= ( 3,6, 3)
121
Vectors
Figure 1.
uuur
The direction ratio of the vector OP is defined to be 4:5. We can interpret this as stating thatto move in the direction of the line OP we must move
4 units in the x direction for every 5 unitsin the y direction.The direction couuur
sines of the vector OP are the cosines of the angles between the vector and
eachof the axes. Specifically, referring to Figure 1 these are cos and cos
Noting that the length of
4
cos =
41
, cos =
uuur
OP
4 2 + 52 = 41
uuur
is OP
4 2 + 52 = 41 we can write
5
41
4
41
m=
5
41
a
2
a +b +c
, m = cos =
b
2
a +b +c
, n = cos =
a
2
a + b2 + c 2
122
Mathematics
Figure 2.
So
uuur
PQ = 3i + 4j
123
Vectors
tan =
uuur
AB has magnitude 5.39 units and its direction makes an angle
68.2owith the x-axis.The convention used to define direction in the example above isthat angles are measured positive anticlockwise from 0x up
toand including 180 and negative clockwise from 0x up to, butnot including, 180.
How many other ways can you find of uniquely defining thedirection
of a vector?
In general for a vector r= ai+bj, its magnitude is given by
r = a 2 + b2
and its direction is given by where
124
Mathematics
cos =
a
b
b
sin = and tan = .
a
r
r
The angle can be found from one of these together with a sketch. The
vector 0=0i+0j has magnitude zero and is called the zero vector.
= ( 3i + 2 j ) + ( 2 i j )
= ( 3 + 2 ) i + ( 2 1) j
= 5i + j
Vectors
The components are added independently of each other. Ris called the
resultantof a andband this property of vectors is called the triangle law of
addition.
In general, in component form, if p =di+ ejand q =f i+ gjthen p+ q (d +
f) i + (e + g)j.
Adding vectors can be considered in terms of a parallelogram law as
well as a triangle law. In fact, the parallelogram law includes the triangle law
uuur uuur uuur
XZ = XY + YZ
or R = a+ b.
From the lower triangle XWZ the result is obviously just as valid. This
shows that the resultant vector R of a andb is either a followed by b or b
followed by a.
A vector is any quantity possessing the properties of magnitude and
direction, which obeys thetriangle law of addition
125
126
Mathematics
The result is 6i + 3j or 3(2i+ j), and the scale factor of 3 scales each component separately.
The vector 2i+ j is said to have been multiplied by the scalar 3.
In general, for 2 non-zero vectors a andb, if a =sbwhere s is a scalar,
then a is parallel to b.
If s >0, a and bare in the same direction, but if s <0 then aandbare in
opposite directions.
In general, in component form, if vector a is given as
a = xi + yj
andsis a scalar, then the vector sais
sa = s (xi+yj)
= sxi+ syj
127
Vectors
Solution:
uuur uuur uuur
PQ = PO + OQ
uuur uuur
= OP + OQ
uuur uuur
= OQ OP
= ( i + 6 j ) ( i + j )
= 2i + 5 j
uuur
The magnitude of PQ is given by
uuur
PQ = 2 2 + 52
= 29 = 5.39.
128
Mathematics
5
2
So that
68.2.
Similarly
uuur uuur uuur
QR = OR OQ
= j (i + 6 j )
= i 7 j
uuur
QR
The magnitude of
is given by
uuur
2
2
QR = ( 1) + ( 7 )
= 50 = 7.07.
uuur
QR
The direction of
is -180+ where
tan =
7
1
giving
= 81.9.
uuur
So the direction of QR is 180+81.9=98.1.
Unit Vectors
You should be getting used to using i and j which are unitvectors in the
directions Ox and Oy. A unit vector is simply avector having magnitude
one, and can be in any direction. To find a unit vector in the direction of
c=3i4j, you multiply bya scalar, so that its direction is unchanged but its
magnitude isaltered to one.
The magnitude of c is
129
Vectors
c = 32 + ( 4 )
=5
which is five times as big as the magnitude of a unit vector. C must be
1
multiplied by 5 or divided by 5 to make a unit vector in its direction.
A unit vector in the direction of cis
1
( 3i 4 j )
5
3
4
= i j
5
5
In general, if a vector ahas magnitude
rection of a is denoted a and
a =
a
.
a
Equal Vectors
If the vectors ci+ dj and ei+ fj are equal, then
ci+ dj= ei+ fj
and it follows that
c = e and d = f.
These are the only possible conclusions if the vectors are equal.
Note that c = e comes from equating the i components of theequal vectors and d = f comes from equating the j components.
You will see in later chapters that the technique of equatingcomponents is very useful in the solution of problems.
Example 2: Vectors p and q are defined in terms of x and y as
p = 3i+ (y - 2)j and q = 2xi- 7j.
If p = 2q, find the values of x and y.
Solution: Since p = 2q,
3i+ (y 2)j= 2(2xi 7j)
giving 3i+ (y 2)j= 4xi 14j
Equating i components gives
3 = 4x
and so
3
x= .
4
Equating j components gives
y 2 = 14
and so
y = 12.
130
Mathematics
Vectors in Three-dimensions
The results obtained so far have all been applied to vectors inone or two
dimensions. However, the power of vectors is thatthey can be applied in
one, two or three dimensions. Although the applications of mechanics in
this book will be restricted toone or two dimensions, by taking a vector approach, theextensions to three dimensional applications will be easier.
= ( 3 + 1) i + ( 2 + 3 ) j + (1 2 ) k
= 4 i + j k.
4q = 4 ( i + 3 j 2 k )
= 4i + 12 j 8 k.
Scalar Products
So far, vectors have been added, subtracted and multiplied by ascalar. Just
as the addition of two vectors is a differentoperation from the addition of
two real numbers, the product oftwo vectors has its own definition.
The scalar product of two vectors, a and b, is defined as abcos , where
is the angle between the two vectors, and aand b are the moduli (or magnitude) of a and b. The scalarproduct is usually written as a.b, read as a dot
b, so
a.b = ab cos .
131
Vectors
If the vectors a and bare perpendicular the scalar product a.bis 0 since
cos 90=0
So
a.b = 0 when a is perpendicular to b.
Also, if the vectors a and b are parallel, the scalar product a.b isgiven
by ab, since cos0 = 1.
So
a.b = ab when a is parallel to b.
The scalar product follows both the commutative and distributive
laws.
a.b = ab cos
= ba cos
= b.a
2.
(c) no direction
132
Mathematics
3.
4.
5.
6.
7.
8.
9.
Three boys each pull with a 20-N force on the same object as shown
below. The resultant force will be
(a) zero.
(c) 20 N up.
(d) 20 N down.
(d) 45 degrees
(b) 17.7
(c) 15
(d) 7
(b) 15
(c) 52
(d) 7
(b) Collinear
(c) Coplanar
133
Vectors
(d) Collinear
uuur
(b) AB
uuur
(c) the direction ratios of AB
uuur
(d) the direction cosines (l, m, n) of AB (e) Show that l2 + m2 + n2 = 1.
Write in the form ai+ bj the vectors:
uuuur
uuur
uuur
(a) OA
(b) OB
(c) AB
uuur
uuur
uuur
(d) BA
(e) BC
(f) CD
uuur
uuuur
uuuur
(g) BD
(h) DA
(i) DA
uuur
(j) EA
(k)
1 uuur
EC
2
uuur
(l) 5 CA
a = 3i 9j
c = 3i + 3j
b = 2i j
d = 5i + 4j
134
Mathematics
2.(c)
3.(b)
4.(b)
5.(c)
6. (c)
7.(d)
8.(a)
9.(a)
10.(b)
Chapter 8
ThreeDimensional
Geometry
Objectives
INTRODUCTION
P1 P2 =
( x2 x1 ) + ( y2 y1 ) + ( z2 z1 )
2
.
uuur
Directed line segments AB are introduced as threedimensional column
vectors: If A = (x1, y1, z1) and B = (x2, y2, z2), then,
x x1
uuur 2
AB = y2 y1 .
z z
1
2
uuur
If P is a point, we let P = OP and call P the position vector of P.
With suitable definitions of lines, parallel lines, there are important geometrical interpretations of equality, addition and scalar multiplication of vectors.
Equality of Vectors: Suppose A, B, C, D are distinct points such that no
uuur uuur
uuur uuur
uuur uuur
three are collinear. Then AB = CD if and only if AC BD and AC BD (See
Figure 8.1.)
136
Mathematics
Key Vocabulary
CauchySchwarz
Inequality: It states that
by taking limits one can
obtain an integral form
of Cauchys inequality.
noncollinear. Then
uuur uuur uuuur
AC + AC = AD
uuur uuur
uuur uuur
where D is the point such that AB CD and AC BD (See Figure 8.1.)
uuur
uuur
Scalar multiplication of vectors: Let AP = t AB , where A and B are distinct
points. Then P is on the line AB,
AP
=t
AB
and
P = A if t = 0, P = B if t = 1;
P is between A and B if 0 < t < 1;
B is between A and P if 1 < t;
A is between P and B if t < 0.
(See Figure 8.2)
137
ThreeDimensional Geometry
a1
a2
X = b1 and Y = b2
C
c
1
2
, is defined by
X = (X X )
1/2
of a vector X is defined by
X = (X X )
1/ 2
X Y
, 0
X Y
X Y
1.
X Y
Key Vocabulary
Equality of Vectors: If
A, B, C, D are distinct
points such that no
three are collinear. Then
uuur uuur
AB = CD if and only if
uuur uuur
uuur uuur
AB CD and AC BD .
138
Mathematics
We are then led to study straight lines. If A and B are distinct points, it
is easy to show that AP + PB = AB holds if and only if
uuur uuur
AP = t AB, where 0 t 1.
A line is defined as a set consisting of all points P satisfying
uur
P = P0 + tX , t or equivalently P0 P = tX ,
for some fixed point P0 and fixed nonzero vector X called a direction
vector for the line.
Equivalently, in terms of coordinates,
Key Vocabulary
x = x0 + ta , y = y0 + tb , z0 + tc ,
NonZero Vectors: X
and Y are parallel or
proportional if the angle
between X and Y equals 0
or this is called non-zero
vectors.
Where
uuur uuur
AP = t AB, and not all of a, b, c are zero.
There is then one and only one line passing through two distinct points
A and B. It consists of the points P satisfying
uuur uuur
AP = t AB,
where t is a real number.
The crossproduct XY provides us with a vector which is perpendicular to both X and Y. It is defined in terms of the components of X and Y:
Let
X = a1 i + b1 j+ c1 k andY = a2 i + b2 j+ c2 k.
Then
X Y = a i + b j+ c k,
Where
a=
b1
b2
c1
a
,b= 1
c2
a2
c1
a
,c= 1
c2
a2
b1
.
b2
The crossproduct enables us to derive elegant formulae for the distance from a point to a line, the area of a triangle and the distance between
two skew lines.
Finally we turn to the geometrical concept of a plane in threedimensional space.
A plane is a set of points P satisfying an equation of the form
P = P0 + sX + tY , s , t ,
(1)
y = y0 + sb1 + tb2
z = z0 + sc1 + tc2 ,
139
ThreeDimensional Geometry
The positive octant consists of the points (x, y, z), where x > 0, y > 0, z
We think of the points (x, y, z) with z > 0 as lying above the xyplane,
and those with z < 0 as lying beneath the xyplane. A point P = (x, y, z)
will be represented as in Figure 8.3. The point illustrated lies in the positive
octant.
The distance P1P2 between points P1 = (x1, y1, z1) and P2 = (x2, y2, z2) is
defined by the formula
P1 P2 =
( x2 x1 ) + ( y2 y1 ) + ( z2 z1 )
Key Vocabulary
Points: It is defined
as ordered triples of
real numbers and the
distance between points
P1 = (x1, y1, z1) and P2 =
(x2, y2, z2).
140
Mathematics
Key Vocabulary
Scalar Multiplication of
uuur
uuur
Vectors: Let AP = t AB
, where A and B are
distinct points. Then P
is on the line AB. This is
scalar multiplication of
vector.
uuur
Figure 8.4: The vector AB .
uuur
If A = (x1, y1, z1) and B = (x2, y2, z2) we define the symbol AB to be the
column vector
x x1
uuur 2
AB = y2 y1 .
z z
1
2
141
ThreeDimensional Geometry
uuur
Let P = OP and call P the position vector of P.
uuur
The components of AB are the coordinates of B when the axes are
uuur
translated to A as origin of coordinates. If AB as being represented by the
directed line segment from A to B and think of it as an arrow whose tail is
at A and whose head is at B (See Figure 8.4.).
uuur
Some mathematicians think of AB as representing the translation of
uuur
space which takes A into B. The following simple properties of AB are easily verified and correspond to how we intuitively think of directed line segments:
uuur
AB = 0 A = B;
uuur
uuuur
BA = AB;
uuur uuur uuur
AB + BC = AC (the triangle law);
uuur uuur uuur
BC = AC AB = C- B;
if X is a vector and A a point, there is exactly one point B such that
= X, namely that defined by B = A + X.
uuuur
P1 P2
142
Mathematics
Figure 8.6: (a) Equality of vectors; (b) Addition and subtraction of vectors.
The dot product has the following properties:
X (Y + Z) = X Y + X Z;
X Y = Y X;
(tX) Y = t(X Y );
a
X = b
c
;
X X = a2 + b2 + c2 if
X Y = XtY;
X X = 0 if and only if X = 0.
The length of X is defined by
X = a2 + b2 + c 2 = ( X X )
1/ 2
We see that
tween P1 and P2.
P = OP
uuuur
P1 P2 = P1 P2
143
ThreeDimensional Geometry
1
X
X
= X
2X Y + Y .
(2)
, then
X Y X Y .
(3)
144
Mathematics
0 tX Y
= tX
= t2 X
2 (tX ) Y + Y
2
2 (X Y )t + Y
= at 2 2bt + c ,
where a = X
> 0, b = X Y , c = Y .
Hence
2b
c
a t2 t + 0
a
a
b ca b2
0.
t +
a2
a
Substituting t = b/a in the last inequality then gives
ac b2
so
a2
0,
b ac = a c
X Y = X Y ,
tX Y
= t 2 X 2tX Y + Y
= t 2 X 2t X Y + Y
= tX Y 2 .
Taking
t= X / Y
then gives
tX Y
=0
X +Y X + Y
is proved similarly.
(4)
= X
+ 2X Y + Y
+2 X Y + Y
= X + Y
2
2
145
ThreeDimensional Geometry
(5)
= X + Y
8.3LINES
A line in E3 is the set L(P0, X) consisting of all points P satisfying
P = P 0 + tX, t R or equivalently P 0P= tX (6) for some fixed point P0 and
fixed nonzero vector X. (See Figure 8.8.) Equivalently,
146
Mathematics
Theorem 1: If A and B are distinct points, there is one and only one line
containing A and B, namely L(A,-AB) or more explicitly the line defined by
uuur uuur
AP = t AB , or equivalently, in terms of position vectors:
P = (1 t) A + tB or
P = A + t-AB
(7)
147
ThreeDimensional Geometry
t =
AP
;
AB
t
AP
=
1t
PB
if P B.
Also
P is between A and B if 0 < t < 1;
B is between A and P if 1 < t;
A is between P and B if t < 0.
(See Figure 8.9)
For example,
P=
t=
1
2 gives the midpoint P of the segment AB:
1
( A + B ).
2
is the
line CD, where C = (2, 0, 2), D = (1, 3, 2); is the line EF, where E = (1, 4,
7), F = (4, 3, 13). Find which pairs of lines intersect and also the points
of intersection.
Solution: In fact only Land
ample, to determine if L and
2 5 1
, ,
3 3 3
intersect, in the point
. For ex-
Land :
P = A + t-AB, Q = E + s-EF,
equate P and Q and solve for s and t:
(4i + 3j + k) + t(5i 2j k) = (i + 4j + 7k) + s(5i 7j 20k),
which on simplifying, gives
5t + 5s = 5
2t + 7s = 1
t + 20s = 6
1
1
3
This system has the unique solution t = , s = 3 and this determines
2 5 1
, ,
acorresponding point P where the lines meet, namely P = 3 3 3 .
The same method yields inconsistent systems when applied to the
other pairs of lines.
148
Mathematics
Example 2: If A = (5, 0, 7) and B = (2, 3, 6), find the points P on the line
AB which satisfy AP/PB = 3.
Solution: Use the formulae
uuur
t
AP
P = A + t AB and
=
= 3.
1t
PB
Then
t=
So
3
3
or t = .
4
2
t=
3
3
or t = .
4
2 The corresponding points are
11 9 25
1 9 11
, , and , , .
4
4
4
2 2 2
Let X and Y be nonzero vectors. Then X is parallel or proportional to Y if X = tY for some t R. We write X. Y if X is parallel to Y.
If X = tY, we say that X and Y have the same or opposite direction,
according as t > 0 or t < 0.
uuur
IfA and B are distinct points on a line L, the nonzero vector AB is
called a direction vector for L.
It is easy to prove that any two direction vectors for a line are
parallel.
Let L and
It is easy to prove that the line through a given point A and paraluuur
lel to a given line CD has an equation P = A + tCD .
Theorem 3: Let X = a 1i + b 1j + c 1k and Y = a 2i + b 2j + c 2k be nonzero
vectors. Then X is parallel to Y if and only if
a1
a2
b1 b1
=
b2 b2
c1
a
= 1
c 2 a2
c1
= 0.
c2
(8)
149
ThreeDimensional Geometry
which is equation 8.
Equality of geometrical vectors has a fundamental geometrical
interpretation:
Theorem 4: Suppose A, B, C, D are distinct points such that no three are
uuur uuur
uuur uuur
uuur uuur
collinear. Then AB CD if and only if AB CD and AC BD (See Figure 8.1.)
uuur uuur
Proof: If AB = CD then
B A = D C,
CA=DB
uuur uuur
uuur uuur
uuur uuur
and so AC = BD . Hence AB CD and AC BD .
uuur uuur
uuur uuur
Conversely, suppose that AC BD and AC BD . Then
uuur uuur
uuur uuur
AB = sCD and AC = tBD ,
or
B A = s(D C) and C A = tD B.
We have to prove s = 1 or equivalently, t = 1.
Now subtracting the second equation above from the first, gives
B C = s(D C) t(D B),
so
(1 t)B = (1 s)C + (s t)D.
If t 1, then
1 s
st
C+
D
1t
1t
and B would lie on the line CD. Hence t = 1.
B=
X Y
, 0 .
X Y
150
Mathematics
X Y
1,
X Y
a1 a2 + b1b2 + c1c2
a12 + b12 + c12 a22 + b22 + c22
(9)
AB2 + AC 2 BC 2
,
2 AB AC
(10)
or equivalently
BC2 = AB2 + AC2 2ABAC cos .
(See Figure 8.10)
Proof: Let A = (x1, y1, z1), B = (x2, y2, z2), C = (x3, y3, z3). Then
uuur
AC = a1i + b1j + c1k
uuur
AC = a2i + b2j + c2k
uuur
BC = (a2 a1)i + (b2 b1)j + (c2 c1)k,
where
a i = x i+1 x 1, b i = y i+1 y 1, c i = z i+1 z 1, i = 1, 2.
151
ThreeDimensional Geometry
cos =
Also
) (
( a2 a1 ) + (b2 b1 ) + (c2 c1 )
2
1 3 + 1 ( 1) + 0 1
12 + 12 + 0 2 32 + ( 1) + 12
2
2
2 11
2
11
152
Mathematics
Hence
= cos 1
2
11
uuur
=
uuur
2
then the angle AB between AB and satisfies cos = 0 and hence
and the triangle is rightangled at A.
Then we have Pythagoras theorem:
BC2 = AB2 + AC2
(11)
Solution:
uuur uuur
AB AC = (4i 5j 10k) (5i + 6j k) = 20 30 + 10 = 0.
uuur
uuur
Hence AB and AC are perpendicular. Also, the required fourth point D
clearly has to satisfy the equation
uuur
uuur uuur
BD = AC , or equivalently D B = AC .
Hence
uuur
D = B+ AC = (6i + 4j 2k) + (5i + 6j k) = 11i + 10j 3k,
so D = (11, 10, 3).
153
ThreeDimensional Geometry
uuur uuur
AC 2 AB2 AC AB
AB
(13)
uuur
uuur
uuur
Proof: Let P = A + t AB and assume that CP is perpendicular to AB .
Then
uuur uuur
CP AB = 0
uuur
( P C ) AB = 0
uuur
uuur
A + t AB C AB = 0
uuur uuur uuur
CA + tAB AB = 0
uuur uuur
uuur uuur
CA AB + t AB AB = 0
uuur uuur
uuur uuur
CA AB + t AB AB = 0,
(
(
)
)
)
)
so equation 12 follows.
The inequality CQ CP, where Q is any point on L, is a consequence
of Pythagoras theorem.
uuur
uuur
Finally, as CP and PA are perpendicular, Pythagoras theorem gives
CP 2 = AC 2 PA 2
uuur
= AC 2 t AB
= AC 2 t 2 AB2
uuur uuur 2
AC AB
2
2
= AC
AB
AB2
uuur uuur 2
2
2
AC AB AC AB
,
=
AB2
as required.
Theorem 3: (The projection of a line segment onto a line)
Let C1, C2 be points and P1, P2 be the feet of the perpendiculars from C1
and C2 to the line AB. Then
154
Mathematics
P1 P2 = C1C2 n ,
where
n =
1 uuur
AB.
AB
Also
C1C2 P1P2.
(14)
) (
So,
uuuur
P1 P2 = P1 P2 = t2 t1 AB
uuuuur uuur uuuur uuur
AC2 AB AC1 AB
=
AB
AB2
AB2
uuuuur uuur
C1C2 AB
=
AB
AB2
uuuuur
= C1C2 n ,
where n is the unit vector
n =
1 uuur
AB.
AB
155
ThreeDimensional Geometry
where
a=
b1
b2
c1
a
, b= 1
c2
a2
c1
a
, c= 1
c2
a2
b1
.
b2
i j = k, j k = i, k i = j;
X X = 0;
iii.
Y X = X Y ;
iv.
X (Y + Z) = X Y + X Z;
v.
vi.
(tX) Y = t(X Y );
(Scalar triple product formula) if Z = a3i + b3j + c3k, then
a1
X (Y Z ) = a2
a3
b1
b2
b3
c1
c2 = ( X Y ) Z;
c3
X (X Y ) = 0 = Y (X Y );
X Y =
(X Y ) ;
2
ii.
b
b1
b2
c
c1 = ( X Y ) ( X Y ) > 0.
c2
156
Mathematics
(15)
(16)
157
ThreeDimensional Geometry
Z = r(X Y) + sX + tY.
Then
sX X + tX Y = X Z = 0
sY X + tY Y = Y Z = 0,
from which it follows that
(sX + tY ) (sX + tY ) = 0.
Hence sX + tY = 0 and so s = 0, t = 0. Consequently Z = r(X Y), as
required.
The crossproduct gives a compact formula for the distance from a
point to a line, as well as the area of a triangle.
Theorem 1: (Area of a triangle)
If A, B, C are distinct noncollinear points, then
1. the distance d from C to the line AB is given by
uuur uuur
AB AC
d=
,
AB
2. the area of the triangle ABC equals
uuur uuur
AB AC
2
Proof: The area
(17)
A B + BC + C A
.
(18)
2
of triangle ABC is given by
AB CP
,
2
where P is the foot of the perpendicular from C to the line AB. Now by
formula 13, we have
=
CP =
=
uuur uuur
AC 2 AB2 AC AB
uuur uuur
AB AC
AB
AB
,
which, by property (viii) of the crossproduct, gives formula 17. The second
formula of equation 18 follows from the equations
uuur uuur
AB AC = (B A) (C A)
= {(B A) C} {(C A) A}
= {(B C A C)} {(B A A A)}
=BCACBA
= B C + C A + A B,
as required.
158
Mathematics
8.6 PLANES
A plane is a set of points P satisfying an equation of the form
P = P 0 + sX + tY, s, t R,
(19)
(21)
159
ThreeDimensional Geometry
(s, t) = (0, 0), (1, 0) and (0, 1) give P = A, B and C, respectively. Call
this plane P.
Conversely, suppose P = P0 + sX + tY is the equation of a plane Q passing through A, B, C. Then A = P0 + s0X + t0Y, so the equation for Q may be
written
P = A + (s s 0)X + (t t 0)Y = A + sX + tY;
so in effect we can take P 0 = A in the equation of Q. Then the fact
that B and C lie on Q gives equations
B = A + s 1X + t 1Y, C = A + s 2X + t 2Y,
or
uuur
uuur
AB = s1X + t1Y , AC = s2 X + t2Y .
(22)
uuur
uuur
Conversely, it is straightforward to show that because AB and AC are
not parallel, we have
s1
s2
t1
0.
t2
160
Mathematics
Q P.
Hence
Q = P.
y y1
y2 y1
y3 y1
z z1
z2 z1 = 0.
z3 z1
(23)
or equivalently,
x x1
x2 x1
x3 x1
y y1
y2 y1
y3 y1
z z1
z2 z1 = 0.
z3 z1
(24)
1 5
3 1
+ z, y = z,
2 2
2 2
(25)
ThreeDimensional Geometry
1 3
x i + y j+ z k = i j+ z i j+ k ,
2 2
2
2
1 3
which is the equation of a line L through A = , ,0 and having
2 2
5 1
direction vector i j+ k. We can now proceed in one of three ways
2
2 on L to A.
to find the closest point
161
162
Mathematics
so z =
4 17 11
11
. Hence p = , , .
15
3 15 15
It is clear that through a given line and a point not on that line, there
passes exactly one plane. If the line is given as the intersection of two planes,
each in normal form, there is a simple way of finding an equation for this
plane. More explicitly we have the following result:
Theorem 3: Suppose the planes
a1x + b1y + c1z = d1
(26)
(27)
l(a 1x + b 1y + c 1z d 1) + (a 2x + b 2y + c 2z d 2) = 0,
(28)
where l and are not both zero, gives all planes through L.
(See Figure 8.18)
Proof: Assume that the normals a1i + b1j + c1k and a2i + b2j + c2k are
nonparallel. Then by theorem 8.4.3, not all of
1 =
a1
a2
b1
b
, 2 = 1
b2
b2
c1
a
, 3 = 1
c2
a2
c1
c2
(29)
163
ThreeDimensional Geometry
l(x + y 2z 1) + (x + 3y z 4) = 0,
where not both of l and are zero. Substituting the coordinates of P 0
into this equation gives
2l + (4) = 0, l = 2.
So the required equation is
2(x + y 2z 1) + (x + 3y z 4) = 0,
or
x + y + 3z 2 = 0
Our final result is a formula for the distance from a point to a plane.
2.
(b) 9
(c) 12
(d) -12
Which of the following is the equation of the line that passes through
(0, 2) and (-3, -4)?
(a) The equation of the line in slope-intercept form y = one-half times
x+2
(b) The equation of the line in slope-intercept form y = one-half times
x -2
(c) y = 2x+2
(d) y = 22
3. Which of the following is the equation of the line that passes through (0,
164
Mathematics
5.
6.
7.
8.
9.
(a) 29
(b) 95
(c) 22
(d) -12
(b) a b = -6
(c) a b = -4
(d) a b = 0
(b) r = 8 cos
(c) r = 2 cos
(d) r = 5cos
r
r
r
Given the vectors a = 5, 7 and b = 2, 3 , an expression for b in
r
r
terms of i and j
r r
r r
(a) 4i + 5 j
(b) 4i + 5 j
r r
r
(c) i + 2 j
(d) 2 j
Find the coordinates and
uuur
AB,for A (1, 3 ) and B (7, 2 )
the
magnitude
of
each
(a)
67
(b)
33
(c)
37
(d)
11
vector
r
r
10. The angle between the vectors in, g = 5,1 and b = 3,8
(a) 9.2
(b) 99.2
(c) 88.2
(d) 56.2
165
ThreeDimensional Geometry
a1
a2
b1 b1
=
b2 b2
c1
a
= 1
c 2 a2
c1
= 0.
c2
x + y 2z = 1 and x + 3y z = 4.
intersect in a line and find the distance from the point C = (1, 0, 1)
to this line.
(2). (c)
(3). (c)
(4). (a)
(5). (d)
(6). (a)
(7). (a)
(8). (c)
(9). (d)
(10). (b)
Chapter 9
Linear Programming
Objectives
After studying this
chapter, you will be
able to:
Understand
assumption
of linear programming
Explain the
process of
formulation
Understand
graphic
method
Discuss the
simplex
method
Understand
two phase
method of
linear programming
problems
INTRODUCTION
The immediate and more obvious LP results enable the mill operator to:
Minimize the cost of cotton blends
Minimize substandard blends
Maintain accurate inventory records
Purchase and sell most economically
The basis of the LP technique is the formulation of a mathematical model
of the allocation problem. For problems of any practical size, this model is entered into a computer, and the computer LP system rapidly calculates the optimal solution. The system may also produce reports which indicate the effect
on the optimal solutions of possible changes in the given prices, availabilities,
specifications, etc. Little mathematical knowledge or skill is required to formulate an LP model. Nor do the operation of the computer and the analysis
of computer results require any advanced technical skill.
Linear Programming
167
The decision variables are all fully manipulating within the feasible
region and are under the control of the decision maker.
All appropriate decision variables have been included in the model.
Constraint Appropriateness
The third appropriateness assumption involves the constraints. Again, this
is best expressed by identifying sub-assumptions:
The constraints fully identify the bounds placed on the decision
variables by resource availability, technology, the external environment, etc. Thus, any choice of the decision variables, which simultaneously satisfies all the constraints, is admissible.
The resources used and/or supplied within any single constraint
are homogeneous items that can be used or supplied by any decision variable appearing in that constraint.
Key Vocabulary
Constraints have not been imposed which improperly eliminate ad- Column Vector: It (column matrix) is an m 1
missible values of the decision variables.
matrix, i.e. a matrix con The constraints are inviolate. No considerations involving model
sisting of a single column
variables other than those included in the model can lead to the
of m elements.
relaxation of the constraints.
Proportionality
Variables in LP models are assumed to exhibit proportionality. Proportionality deals with the contribution per unit of each decision variable to the
objective function. This contribution is assumed constant and independent
of the variable level. Similarly, the use of each resource per unit of each
decision variable is assumed constant and independent of variable level.
There are no economies of scale.
For example, in the general LP problem, the net return per unit of Xj
produced is cj. If the solution uses one unit of Xj, then cj units of return are
earned, and if 100 units are produced, then returns are 100cj. Under this
assumption, the total contribution of Xj to the objective function is always
proportional to its level. This assumption also applies to resource usage
within the constraints. Rams labor requirement for fine vans was 25 hours/
van. If Ram converts one fine van he uses 25 hours of labor. If he converts 10
fine vans he uses 250 hours (2510). Total labor use from van conversion is
always strictly proportional to the level of vans produced. Economists encounter several types of problems in which the proportionality assumption
is grossly violated. In some contexts, product price depends upon the level
of production. Thus, the contribution per unit of an activity varies with
the level of the activity. Methods to relax the proportionality assumption
are discussed in the nonlinear approximations, price endogenous, and risk.
Another case occurs when fixed costs are to be modeled. Suppose there is a
fixed cost associated with a variable having any non-zero value. In this case,
total cost per unit of production is not constant.
Additively
Additively deals with the relationships among the decision variables. Simply put their contributions to an equation must be additive. The total value
of the objective function equals the sum of the contributions of each vari-
168
Mathematics
able to the objective function. Similarly, total resource use is the sum of the
resource use of each variable. This requirement rules out the possibility that
interaction or multiplicative terms appear in the objective function or the
constraints.
For example, in Rams van problem, the value of the objective function is 2,000 times the fancy vans converted plus 1,700 times the fine vans
converted. Converting fancy vans does not alter the per van net margin of
fine vans and vice versa. Similarly, total labor use is the sum of the hours of
labor required to convert fancy vans and the hours of labor used to convert
fine vans. Making a lot of one van does not alter the labor requirement for
making the other.
Key Vocabulary
Feasible Region: The
region in which all the
constraints are satisfied.
All feasible solutions
must lie in this feasible
region.
Divisibility
The problem formulation assumes that all decision variables can take on
any non-negative value including fractional ones. In the Rams van shop
example, this means that fractional vans can be converted; for example,
Ram could convert 11.2 fancy vans and 0.8 fine vans. This assumption is
violated when non-integer values of certain decision variables make little
sense. A decision variable may correspond to the purchase of a tractor or
the construction of a building where it is clear that the variable must take
on integer values. In this case, it is appropriate to use integer programming.
Certainty
The certainty assumption requires that the parameters cj, bi, and aij be
known constants. The optimum solution derived is predicated on perfect
knowledge of all the parameter values. Since all exogenous factors are assumed to be known and fixed, LP models are sometimes called non-stochastic as contrasted with models explicitly dealing with stochastic factors.
This assumption gives rise to the term deterministic analysis.
The exogenous parameters of a LP model are not usually known with
certainty. In fact, they are usually estimated by statistical techniques. Thus,
after developing a LP model, it is often useful to conduct sensitivity analysis by varying one of the exogenous parameters and observing the sensitivity of the optimal solution to that variation. For example, in the van shop
problem the net return per fancy van is 2,000, but this value depends upon
the van cost, the cost of materials and the sale price all of which could be
random variables.
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Linear Programming
a
a11 X1 + a12 X 2 + + a1n X n ( , = , ) b1 11
a21
a12
a22
a 21 X1 + a 22 X 2 + + a 2n X n ( , = , ) b 2
a 31 X1 + a 32 X 2 + + a 3n X n ( , = , ) b 3
a m1 X1 + a m2 X 2 + + a mn X n ( , = , ) b m
and X1 , X 2 .X n
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Mathematics
(iii) State the constraints to which the objective function should be optimized.
(iv) Add the non-negative constraints from the consideration that the
negative values of the decision variables do not have any valid
physical interpretation.
Example
Key Vocabulary
Refinery Management:
It means management
of industrial plants that
uses mechanical and
chemical means to purify a substance, such as
petroleum or sugar, or to
convert it to a form that
is more useful.
Since the profits on both the models are given, the objective function is to maximize the profit.
Max Z = 3X1 + 4X 2
iii) State the constraints to which the objective function should be optimized.
There are two constraints one for grinding and the other for polishing.
The grinding constraint is given by
2X1 + 5X 2 180
2X1 + 5X 2 180
Number of hours available on polishing machine per week is 60 hrs.
There are three grinders. Hence the total grinding hour available is 60X3 =
180 hours.
Finally we have,
Max Z = 3X1 + 4X 2
Subject to constraints,
2X1 + 3X 2 60
4X1 + 3X 2 96
X1 , X 2 0
Example
A firm is engaged in producing two products .A and B. Each unit of product A requires 2 kg of raw material and 4 labor hours for processing, where
Linear Programming
171
as each unit of B requires 3 kg of raw materials and 3 labor hours for the
same type. Every week, the firm has an availability of 60 kg of raw material
and 96 labor hours. One unit of product a sold yields INR 2,000 and one unit
of product B sold give INR 1750 as profit.
Formulate this as a Linear Programming Problem to determine as to
how many units of each of the products should be produced per week so
that the firm can earn maximum profit.
(i) Identify and define the decision variable of the problem.
Let X1 and X2 be the number of units of product A and product B produced per week.
ii) Define the objective function.
Since the profits of both the products are given, the objective function
is to maximize the profit.
Key Vocabulary
4X1 + 3X2 96
Finally we have,
2X1 + 3X 2 60
4X1 + 3X 2 96
X1 , X 2 0
Example
The agricultural research institute suggested the farmer to spread out at
least 4800 kg of special phosphate fertilizer and not less than 7200 kg of
a special nitrogen fertilizer to raise the productivity of crops in his fields.
There are two sources for obtaining these mixtures A and mixtures B. Both
of these are available in bags weighing 100kg each and they cost INR 2,000
and INR 1200 respectively. Mixture A contains phosphate and nitrogen
equivalent of 20kg and 80 kg respectively, while mixture B contains these
ingredients equivalent of 50 kg each. Write this as an LPP and determine
how many bags of each type the farmer should buy in order to obtain the
required fertilizer at minimum cost.
i) Identify and define the decision variable of the problem.
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Mathematics
The cost of mixture A and mixture B are given; the objective function is to minimize the cost
Phosphate requirement
Nitrogen requirement
X1 , X 2 0
Finally we have,
Example
A Retired person wants to invest up to an amount of INR 1500,000 in fixed
income securities. His broker recommends investing in two Bonds: Bond A
yielding 7% and Bond B yielding 10%. After some consideration, he decides
to invest at most of INR 600,000 in bond B and at least INR 300,000 in Bond
A. He also wants the amount invested in Bond A to be at least equal to the
amount invested in Bond B. What should the broker recommend if the investor wants to maximize his return on investment? Solve graphically.
i) Identify and define the decision variable of the problem.
Yielding for investment from two Bonds are given; the objective
function is to maximize the yielding
X 2 12,000
X1 X2 0
X1 , X 2 0
Finally we have,
Linear Programming
5X1 + X 2 10
2X1 + 2X 2 12
X1 + 4X 2 12
X1 , X 2 0
Minimization Problems
Example
A person requires 10, 12, and 12 units chemicals A, B and C respectively
for his garden. A liquid product contains 5, 2 and 1 units of A, B and C respectively per jar. A dry product contains 1, 2 and 4 units of A, B and C per
carton. If the liquid product sells for INR 150 per jar and the dry product
sells for INR 100 per carton, how many of each should be purchased, in
order to minimize the cost and meet the requirements?
i) Identify and define the decision variable of the problem.
The cost of Liquid and Dry products are given; the objective function is to minimize the cost
Min. Z = 3X1 + 2X 2
iii) State the constraints to which the objective function should be optimized.
The above objective function is subjected to following three constraints.
5X1 + X 2 10
2X1 + 2X 2 12
X1 + 4X 2 12
X1 , X 2 0
Finally we have,
Min. Z = 3X1 + 2X 2
is subjected to three constraints
5X1 + X 2 10
2X1 + 2X 2 12
X1 + 4X 2 12
X1 , X 2 0
173
174
Mathematics
175
Linear Programming
Maximize Z = 5X1 + 3X 2
Subject to constraints
2X1 + X 2 1,000
X1 400
X 2 700
X1 , X 2 0
Solution
The first constraint 2X1 + X 2 1000 can be represented as follows.
2 0 + X 2 = 1,000
We set X 2 = 1,000
2 0 + X 2 = 1,000
X 2 = 1,000
X1 = 1,000 / 2 = 500
X1 = 400
X1 400
X 2 700
X 2 700
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Mathematics
Point
Z = 5X1 + 3X 2
X1
X2
700
Z = 5 0 + 3 700 = 2,100
150
700
400
200
400
Z = 5 400 + 3 0 = 2,000
X1 , X 2 0
Solution
The first constraint 18X1 + 3X 2 = 800 can be represented as follows.
We set 18X1 + 3X 2 = 800
When X1 = 0 in the above constraint, we get,
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Linear Programming
18 0 + 3X 2 = 800
X 2 = 800 / 3 = 266.67
Similarly when X 2 = 0 in the above constraint, we get,
18X1 + 3 0 = 800
X1 = 800 / 18 = 44.44
The second constraint 9X 1 + 4X 2 = 600 can be represented as follows,
X1 = 600 / 9 = 66.67
The third constraint X 2 150 can be represented as follows,
We set X 2 = 150
X1
X2
Z = 400X1 + 200X 2
150
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Mathematics
31.11
80
44.44
X1 = 36 / 3 = 12
The third constraint 20X1 + 10X 2 100 can be represented as follows,
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Linear Programming
20 0 + 10 X 2 = 100
X 2 = 100/10 = 10
Similarly when X1 = 0 in the above constraint, we get,
20 X1 + 10 0 = 100
X1 = 100/20 = 5
X1
X2
Z = 20X1 + 40X 2
18
Z = 20 0 + 40 18 = 720
Z = 20 2 + 40 6 = 280
Z = 20 4 + 40 2 = 160* Minimum
12
Z = 20 12 + 40 0 = 240
180
Mathematics
x1 0, x2 0, . . . xN 0
m1
M = m1 + m2 + m3
additional con-
ai 1 x1 + ai 2 x2 + L + aiN xN bi (bi 0)
m2
(ii)
i = 1, . . ., m1
(iii)
i = 1, . . ., m1
(iv)
ai 1 x1 + ai 2 x2 + L + aiN xN bi (bi 0)
And
ak 1 x1 + ak 2 x2 + L + akN xN = bk 0
(v)
k = m1 + m2 + 1, . . ., m1 + m2 + m3
a '
The various ij s can have either sign, or be zero. The fact that the bs
must all be nonnegative (as indicated by the final inequality in the above
three equations) is a matter of convention only, since you can multiply any
contrary inequality by 1. There is no particular significance in the number
of constraints M being less than, equal to, or greater than the number of
unknowns N.
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Linear Programming
1
x
2 4 (vi)
2x2 7x4 0
1
x2 x3 + 2x4
2
x1 + x2 + x3 + x4 = 9
(vii)
(P)
c T x
(Subject to) S.T.
Ax = b
x0
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Mathematics
Max
(A)
ui
i =1
S.T
Ax + u=b
Xu0
x1 + 2x 2 + x 4 = 4
S.T
(P)
x 2 + x 3 x 4 = 1
(z = ) x x + 2x
First we make sure the right hand side is nonnegative.
1
Max
(z = ) x
x 3 + 2x 4
x 2 x 3 + x 4 = 1
S.T
(P)
x 2 x 3 + x 4 = 1
( w = )
u1 u 2
x1 + 2x 2 + x 4 + u1 = 4
S.T
x 2 x 3 + x 4 + u 2 = 1
(A)
x1 , x 2 , x 3 , x 4 , u1 , u 2 0
0
Any feasible solution of (A) has objective value 0.has optimal value
T
x1* , x*2 , x*3 , x*4 , , u1* , u *2 is optimal for (A) with value 0.
u1* = u *2 = 0
T
So
(P) Has a feasible solution
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Linear Programming
cT x
Subject to
Ax b
x 0
Where
x = (x1 ; .; x n )T
is vector of variables,
A = (A ij )
is an mn
A T y c
Subject to
A T y c
y0
Where y = (y1 ;...........; y m )T is a vector of variables? The variables in y
are in one-to-one correspondence with the constraints of the primal LP, and
the variables in x are in one-to-one correspondence with the constraints of
the dual LP. The dual of the dual of an LP is again the original LP.
Theorem.1:(Weak Duality Theorem) If x and y are feasible solutions to the primal and dual respectively, then
Proof: We have
n
n m
m
m
cT x = ci xi A ji y j xi = A ji xi y j bj y j = bT y ,
i =1
i =1 j =1
j =1 i =1
j =1
c x = A x x
i
ji
j =1
m
m
n
bj y j = A ji xi y j
j =1
j =1 i =1
i =1
i =1
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Mathematics
m
j=1
ci = j =1 A ji y i
m
is certainly true if ci = j =1 A ji y i for all i, i.e. all dual constraints are tight.
m
m
j =1
m
j=1
j =1
A ji y i = ci
A ji xi = bj
Lemma.4 Suppose x and y are feasible solutions to the primal and dual
respectively, satisfying the primal complementary slackness conditions and
the -approximate dual.
Complementary slackness conditions. Then x is an -approximate solution to the primal LP.
Proof: We have
cT x = ( AT y)T x = yT Ax yT b ,
Where the first equality follows from the primal complementary slackness
conditions and the in- equality follows from the -approximate dual complementary slackness conditions. The lemma follows since yT b is at most
the optimal objective value of the primal LP,
Strategy is to construct feasible solutions x and y such that x is integral
and the primal complementary slackness conditions and -approximate
dual complementary slackness conditions are satisfied. We do so without
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Linear Programming
actually solving the LP, which makes this approach appealing from a practical standpoint. Lemma 2.2 then guarantees that x is an -approximate
solution to the LP relaxation and hence an -approximate solution to the
problem at hand. This is the main idea behind the primal-dual method.
However, achieving these constraints simultaneously is not always
possible. For example, our primal-dual algorithm for the Steiner Forest
problem does not satisfy the 2-approximate complementary slackness conditions for every j; yet we can show that these conditions are satisfied on
average and this suffices to imply a 2-approximate solution.
2.
What is the objective function (Z) to be maximized in this linear programming problem (where Z is total profit)?
(a)Z = 100X + 120Y
(d)Z = 2X + 3Y
Total profits are maximized when the objective function (as a straight
line on a graph) is:
(a) Furthest from the origin irrespective of the feasible region
(b) Nearest to the origin and tangent to the feasible region
(c) Nearest to the origin irrespective of the feasible region
(d) Furthest from the origin and tangent to the feasible region
3.
4.
5.
6.
What is the equation of the labor constraint line for the welding department in this linear programme?
(a) 3X + 2Y = 1,500 hours
What is the equation of the labor constraint line for the assembly department in this linear programme?
(a) 2X + 2Y = 1,500 hours
(c) X = 0, Y = 500
(d) X = 550, Y = 0
7.
Decision variables.
(a) tell how much or how many of something to produce, invest, purchase, hire, etc.
(b)represent the values of the constraints.
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Mathematics
9.
Which of the following is not a part of every linear programming problem formulation?
(a) An objective function
10. Determining the most efficient allocation of people, machines, equipment, etc., is characteristic of the LP problem type know as
(a) Production scheduling
(c) Assignment
(d) Blending
X 1 + 2X 2 80
3X1 + X 2 75
10. David Corporation makes three products, and it has three machines
available as resources as given in the following LP problem:
Maximize contribution = 4X1 + 4X 2 + 7X 3
Subject to :
1X 1 + 7X 2 + 4X 3 100(hours on machine 1)
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Linear Programming
2. (d)
3. (c)
4. (c)
5. (a)
6. (a)
7.(a)
8.(d)
9.(a)
10. (c)
Chapter 10
INTRODUCTION
Probability theory deals with situations in which there is an element of randomness or chance.
The mathematical theory of probability arose in consideration of games
of chance but is now widely used in far more practical and applied situations.
A random phenomenon is a situation in which we know what outcomes
could happen, but we do not know which particular outcome will happen.
For any random phenomenon, each attempt, or trial, generates an outcome. Something happens on each trial, and we call whatever happens the
outcome.
Experiment is a process of observation that leads to a single outcome
that cannot be predicted with certainty.
Learning Objectives
Compute probability in a situation where there are equally-likely
outcomes
Apply concepts to cards and dice
Compute the probability of two independent events both occurring
Compute the probability of either of two independent events occurring
Do problems that involve conditional probabilities
Compute the probability that in a room of N people, at least two share
a birthday
Describe the gamblers fallacy
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Linear Programming
Given that all outcomes are equally likely, we can compute the probability
of a one or a six using the formula:
Probability =
Number of favorableoutcomes
Number of possible equally likely outcomes
10.1 PROBABILITY
Probability is the branch of mathematics that studies the possible outcomes
of given events together with the outcomes relative likelihoods and distributions. In common usage, the word probability is used to mean the
chance that a particular event (or set of events) will occur expressed on a
linear scale from 0 (impossibility) to 1 (certainty), also expressed as a percentage between 0%and 100%. The analysis of events governed by probability is called statistics.
There are several competing interpretations of the actual meaning
of probabilities. Frequentistsview probability simply as a measure of the
frequency of outcomes, while Bayesians treat probability more subjectively
as a statistical procedure that endeavours to estimate parameters of an underlying distribution based on the observed distribution.
A properly normalized function that assigns a probability density to
each possible outcome within some interval is called a probability density
function (or probability distribution function), and its cumulative value is
called a distribution function.
A variate is defined as the set of all random variables that obey a given
probabilistic law. It is common practice to denote a variate with a capital
letter. The set of all values that X can take is then called the range, denoted
RX Specific elements in the range of X are called quantizes and denoted ,
and the probability that a variateX assumes the element x is denoted P(X=x).
Probabilities are defined to obey certain assumptions, called the probability axioms. Let a sample space contain the union () of all possible
eventsEi, so
(U Ei )
N
i =1
and let E and F denote subsets of S. Further, let F= not F be the complement
of F, so that
F F=S
Then the set E can be written as
E = E S = E C (F F) = (E F)(E F),
Where denotes the intersection, then
P(E)
P(EF)+P(EF)-P[(EF)(EF)]
P(E)
P(EF)+P(EF)-P[(FF)(EE)]
P(E)
P(EF)+P(EF)-P(E)
P(E)
P(EF)+P(EF)-P()
P(E)
P(EF)+P(EF)
Let P(E\F) denote the conditional probability of E given that F has already occurred, then
P(E)
P(E|F)P(F)+P(E|F)P(F)
Key Vocabulary
Compound Event: A
collection of more than
one outcome for an
experiment.
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Mathematics
P(E|F)P(F)+P(E|F)P(F)
P(E|F)P(F)+P(E|F)[1-P(F)]
P(AB)
P(A)P(B|A)
P(B)P(A|B)
P(AB)
P(A)P(B|A)
P(E|F)
P(EF)/P(F)
The relationship
P(AB)=P(A)P(B)
Key Vocabulary
Probability: Probability
is a measure or
estimation of how likely
it is that something
will happen or that a
statement is true.
that
(U Ai ) = P(A A ) +
t
i =1
''
ijk
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Linear Programming
Generally, statisticians use a capital letter to represent a random variable and a lower-case letter, to represent one of its values. For example,
X represents the random variable X.
P(X) represents the probability of X.
P(X = x) refers to the probability that the random variable X is equal
to a particular value, denoted by x. As an example, P(X = 1) refers to
the probability that the random variable X is equal to 1.
An example will make clear the relationship between random variables and probability distributions. Suppose we flip a coin two times. This
simple statistical experiment can have four possible outcomes: HH, HT,
TH, and TT. Now, let the variable X represent the number of Heads that
Key Vocabulary
result from this experiment. The variable X can take on the values 0, 1, or 2.
In this example, X is a random variable; because its value is determined by
Simple Event:An event
the outcome of a statistical experiment.
that includes one
A probability distribution is a table or an equation that links each and only one of the
outcome of a statistical experiment with its probability of occurrence. (final) outcomes for
Consider the coin flip experiment described above. Table 10.1 which as- an experiment and is
sociate each outcome with its probability, is an example of a probability denoted by E .
i
distribution?
Table 10.1: Probability Distribution
Number of heads
Probability
0.25
0.50
0.25
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Mathematics
Key Vocabulary
Variant: It is a
generalization of the
concept of a random
variable that is defined
without reference to
a particular type of
probabilistic experiment.
It is defined as the set
of all random variables
that obey a given
probabilistic law.
Number of
heads: x
Probability: P(X =
x)
Cumulative Probability:
P(X < x)
0.25
0.25
0.50
0.75
0.25
1.00
Complementary Events
The complement of event E, denoted by and is the set of outcomes in S
that are not included in event E.
Example
E = Head; = Tail
E = Spades; = not a spade
E = Account in error; = Account not in error
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Linear Programming
Simple Event:An event that includes one and only one of the (final)
outcomes for an experiment and is denoted by Ei.
Compound Event: A collection of more than one outcome for an experiment.
Key Vocabulary
Two or more outcomes (or events) that have the same probability of
occurrence are said to be equally likely outcomes (or events). Probability is Vertical Bar: The vertical
denoted by P.
bar (|) is a character
with various uses in
P(E) denotes the probability of the event E.
mathematics, where it
What is the probability of getting a spade when a card is drawn from a
can be used to represent
well-shuffled deck?
absolute value.
Let E be the spades.
Then we denote the possibility of getting a spade by P(E) or simply
P(spade).
P ( D|P ) =
0.99 * 0.001
0.019
0.99 * 0.001 + 0.05 * 0.999
Example:
E = even number
P (E) =
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Mathematics
Example:
E = even number.
P (E ) =
500
1
=
1,000 2
4. A group of four firms consists of two firms which have serious financial problems and two which are in good financial condition.
A buyer chooses two of these firms at random to supply a particular product. What is the probability that at least one of the selected
firms is in poor condition?
Linear Programming
the case where events A and B are independent (where event A has no effect on the probability of event B), the conditional probability of event B
given event A is simply the probability of event B, that is P(B).
If events A and B are not independent, then the probability of the intersection of A and B (the probability that both events occur) is defined by
P (A and B) = P (A) P (B|A).
From this definition, the conditional probability P (B|A) is easily obtained by dividing by P (A):
P (B A) =
P(A and B)
P(A)
195
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Mathematics
Birthday Problem
If there are 25 people in a room, what is the probability that at least two
of them share the same birthday. If your first thought is that it is 25/365 =
0.068, you will be surprised to learn it is much higher than that. This problem requires the application of the sections on P (A and B) and conditional
probability.
This problem is best approached by asking what is the probability that
no two people have the same birthday. Once we know this probability, we
can simply subtract it from 1 to find the probability that two people share
a birthday.
If we choose two people at random, what is the probability that they
do not share a birthday? Of the 365 days on which the second person could
have a birthday, 364 of them are different from the first persons birthday.
Therefore the probability is 364/365. Let us define P2 as the probability that
the second person drawn does not share a birthday with the person drawn
previously. P2 is therefore 364/365. Now define P3 as the probability that
the third person drawn does not share a birthday with anyone drawn previously given that there are no previous birthday matches. P3 is therefore
a conditional probability. If there are no previous birthday matches, then
two of the 365 days have been used up, leaving 363 non-matching days.
Therefore P3 = 363/365. In like manner, P4 = 362/365, P5 = 361/365, and so
on up to P25 = 341/365.
In order for there to be no matches, the second person must not match
any previous person and the third person must not match any previous
person, and the fourth person must not match any previous person, etc.
Since P(A and B) = P(A)P(B), all we have to do is multiply P2, P3, P4 ...P25
together. The result is 0.431. Therefore the probability of at least one match
is 0.569.
Bayes Formula
Recall that multiplication rule claims:
P (AH) = P (A)P(H|A) = P (H)P(A|H).
This simple identity is the essence of Bayes Formula.
Let the event of interest A happens under any of hypotheses Hi with
a known (conditional) probability P (A|Hi). Assume, in addition, that the
probabilities of hypotheses H1 , . . . , Hn are known (prior probabilities).
Then the conditional (posterior) probability of the hypothesis Hi , i = 1, 2, .
. . , n, given that event A happened, is
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Linear Programming
P (Hi |A ) =
P ( A|Hi ) P (Hi )
P ( A )
Where,
P (A) = P (A|H1 )P (H1 ) + + P (A|Hn )P (Hn ).
Assume that out of N coins in a box, one has heads at both sides. Such
two-headed coin can be purchased in Spencer stores. Assume that a coin
is selected at random from the box, and without inspecting it, flipped k
times. All k times the coin landed up heads. What is the probability that two
headed coin was selected?
Denote with Ak the event that randomly selected coin lands heads up
k times. The hypotheses are H1 the coin is two headed, and H2 the coin is
fair. It is easy to see that P (H1 ) = 1/N and P (H2 ) = (N 1)/N .The conditional probabilities are P (Ak |H1 ) = 1 for any k, and P (Ak |H2 ) = 1/2k .
By total probability formula,
P ( A k ) =
2 k + N 1
2 k N
P (H1 |A k ) =
2k
2 k + N 1
For N = 1, 000, 000 and k = 1, 2, . . . , 30 the graph of posterior probabilities is given in Figure 10.1 It is interesting that our prior probability P (H1 )
= 0.000001 jumps to posterior probability of 0.9991, after observing 30 heads
in a row. The mat lab code bayes1 1.m producing Figure10.1 is given in the
Programs/Codes on the GTBayes Page.
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Mathematics
0.99 * 0.001
= 0.019
0.99 * 0.001 + 0.05 * 0.999
and hence the probability of a false positive is about (1 - 0.019) = 0.981. Despite the apparent high accuracy of the test, the incidence of the disease is so
low (one in a thousand) that the vast majority of patients who test positive
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Linear Programming
(98 in a hundred) do not have the disease. Nonetheless, this is 20 times the
proportion before we knew the outcome of the test! The test is not useless,
and re- testing may improve the reliability of the result. In particular, a test
must be very reliable in reporting a negative result when the patient does
not have the disease, if it is to avoid the problem of false positives. In mathematical terms, this would ensure that the second term in the denominator
of the above calculation is small, relative to the rst term. For example, if
the test reported a negative result in patients without the disease with probability 0.999, then using this value in the calculation yields a probability of
a false positive of roughly 0.5.
Multiple Choices: A student answers a multiple choice examination
question that has 4 possible answers. Suppose that the probability
that the student knows the answer to the question is 0.80 and the
probabilitythat the student guesses is 0.20. If student guesses, probability of correct answer is 0.25.
(i) What is the probability that the xed question is answered correctly?
(ii) If it is answered correctly what is the probability that the student
really knew the correct answer.
Manufacturing Bayes: Factory has three types of machines producing
an item. Probabilities that the item is I quality and it is produced on i-th machine are given in the following table:
Machine
probability of I quality
0.8
0.7
0.9
The total production is done 30% on type I machine, 50% on type II,
and 20% on type III.
One item is selected at random from the production.
(i) What is the probability that it is of I quality?
(ii) If it is of rst quality, what is the probability that it was produced on
the machine I?
Two-headed coin.4 One out of 1000 coins has two tails. The coin is selected at random out of these 1000 coins and ipped 5 times. If tails appeared all 5 times, what is the probability that the selected coin wastwotailed?
Kokomo, Indiana. In Kokomo, IN, 65% are conservatives, 20% are liberals and 15% are independents. Records show that in a particular election
82% of conservatives voted, 65% of liberals voted and 50% of independents
voted.
If the person from the city is selected at random and it is learned that
he/she did not vote, what is the probability that the person is liberal?
Ination and Unemployment: Businesses commonly project revenues
under alternative economic scenarios. For a stylized example, ination
could be high or low and unemployment could be high or low. There are
four possible scenarios, with the assumed probabilities:
200
Mathematics
Scenario
2
Ination
high
high
low
Unemployment
high
low
high
low
low
Probability
0.24
0.16
0.24
0.36
2.
(b) 1/4
(c) 1/6
(d) 1/100
3.
4.
We toss two dice 1,000 times. How many times do we expect to have
the sum of the two dice equal to 4?
(a) about 250
(c) about 83
(d) about 42
5.
(b)False
(b) False
In a box, there are 8 red, 7 blue and 6 green balls. One ball is picked up
randomly. What is the probability that it is neither red nor green?
201
Linear Programming
6.
7.
8.
9.
(a) 1/3
(b) 3/4
(c) 2/3
(d) 3/8
(b) 9/20
(b) 2/3
A bag contains 2 red, 3 green and 2 blue balls. Two balls are drawn at
random. What is the probability that none of the balls drawn is blue?
(a) 11/21
(b) 10/21
(c) 12/21
(d) 3/5
(b) 1/9
(c) 1/8
(d) 1/7
(b) 3/8
(c) 1/4
(d) 7/8
10. Two dice are thrown simultaneously. What is the probability of getting
two numbers whose product is even?
(a) 3/5
(b) 3/4
(c) 3/8
(d) 1/8
2. (b)
3. (b)
4. (a)
5. (a)
6. (b)
7. (b)
8. (c)
9.(d)
10. (b)