Вы находитесь на странице: 1из 258

Notes for Math 152: Linear Systems Spring, 2015

Richard Froese and Brian Wetton

© 2015 Richard Froese and Brian Wetton. Permission is granted to make and distribute copies of this document provided the copyright notice and this permission notice are preserved on all copies.

Contents

1 Introduction

5

1.1 Course Goals

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

6

1.2 About the Subject

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

6

1.2.1 Connection to Geometry

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

6

1.2.2 Linear Systems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

6

1.2.3 Eigen-analysis .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

7

1.3 About These Notes .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

8

1.4 About The Computer Labs

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

9

2 Vectors and Geometry

 

10

2.1 Chapter Introduction .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

10

2.2 Vectors

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

10

2.2.1 Multiplication by a number and vector addition .

.

.

.

.

.

11

2.2.2 Co-ordinates

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

12

2.2.3 Properties of vector addition and scalar multiplication

 

16

2.2.4 MATLAB: basic scalar and vector operations

 

.

.

.

.

.

.

.

17

2.2.5 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

18

2.3 Geometrical Aspects of Vectors

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

19

2.3.1 Length of a vector

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

19

2.3.2 The dot product

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

19

2.3.3 Projections

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

22

2.3.4 MATLAB: norm and dot commands

.

.

.

.

.

.

.

.

.

.

.

.

23

2.3.5 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

23

2.4 Determinants and the Cross Product .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

25

2.4.1 The determinant in two and three dimensions

.

.

.

.

.

.

.

25

2.4.2 The cross product

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

27

2.4.3 The triple product and the determinant in three dimensions 30

2.4.4 MATLAB: assigning matrices and det and cross commands 31

2.4.5 MATLAB: generating scripts with the MATLAB editor

 

.

31

2.4.6 MATLAB: floating point representation of real numbers .

32

2.4.7 Problems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

33

2.5 Lines and Planes

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

34

2.5.1 Describing linear sets

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

34

2.5.2 Lines in two dimensions: Parametric form

.

.

.

.

.

.

.

.

.

34

1

CONTENTS

CONTENTS

 

2.5.3 Lines in two dimensions: Equation form

.

.

.

.

.

.

.

.

.

.

35

2.5.4 Lines in three dimensions: Parametric form

.

.

.

.

.

.

.

.

35

2.5.5 Lines in three dimensions: Equation form

 

.

.

.

.

.

.

.

.

.

36

2.5.6 Planes in three dimensions: Parametric form

.

.

.

.

.

.

.

37

2.5.7 Planes in three dimensions: Equation form

 

.

.

.

.

.

.

.

.

37

2.5.8 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

37

2.6 Introduction to Linear Systems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

40

 

2.6.1 Description of points and the geometry of solutions to

 
 

systems of equations

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

40

 

2.6.2 Describing the whole plane in two dimensions and all of

 
 

space in three dimensions

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

42

 

2.6.3 Linear dependence and independence

 

.

.

.

.

.

.

.

.

.

.

43

2.6.4 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

44

2.7 Additional Topics

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

45

 

2.7.1 Application: rotational motion

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

45

2.7.2 Application: 3-D graphics

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

46

2.8 Solutions to Chapter Problems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

49

3

Solving Linear Systems

 

63

3.1 Linear Systems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

63

 

3.1.1 General Form of Linear Systems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

63

3.1.2 Solving Linear Systems by Substitution

.

.

.

.

.

.

.

.

.

.

63

3.1.3 Elementary row (equation) operations

 

.

.

.

.

.

.

.

.

.

.

.

64

3.1.4 Augmented Matrices

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

65

3.1.5 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

66

3.2 Gaussian Elimination .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

67

 

3.2.1 Using MATLAB for row reductions .

.

.

.

.

.

.

.

.

.

.

.

.

73

3.2.2 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

74

3.3 Homogeneous Equations

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

76

 

3.3.1 Properties of solutions of homogeneous systems.

.

.

.

.

.

77

3.3.2 Connection of solutions to homogeneous and inhomoge-

 
 

neous systems.

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

77

 

3.3.3 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

79

3.4 Geometric Applications

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

80

 

3.4.1

Problems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

81

3.5 Resistor Networks

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

82

 

3.5.1 Elements of Basic Circuits .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

82

3.5.2 Two Simple Examples Made Complicated

.

.

.

.

.

.

.

.

.

84

3.5.3 Loop Currents

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

86

3.5.4 Alternate Presentation of Resistor Networks .

.

.

.

.

.

.

.

90

3.5.5 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

93

3.6 Additional Topics

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

96

 

3.6.1 Quadratic Functions

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

96

3.6.2 Least squares fit

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

98

3.6.3 Equilibrium configuration of hanging weights and springs

99

3.6.4 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

101

2

CONTENTS

CONTENTS

 

3.7

Solutions to Chapter Problems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

102

4

Matrices and Determinants

 

117

4.1 Matrix operations

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

117

 

4.1.1 MATLAB

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

120

4.1.2 Problems

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

120

 

4.2 Linear Transformations and Matrices

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

121

 

4.2.1 Linear Transformations

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

121

4.2.2 Rotations in two dimensions .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

122

4.2.3 Projections in two dimensions .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

123

4.2.4 Reflections in two dimensions

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

124

4.2.5 Every linear transformation is multiplication by a matrix

125

4.2.6 Composition of linear transformations and matrix product 127

4.2.7 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

127

4.3 Application: random walks

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

129

4.3.1

Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

134

4.4 The Transpose

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

136

4.4.1 MATLAB

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

138

4.4.2 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

138

4.5 Matrix Inverses

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

138

4.5.1 Computing the inverse .

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

141

4.5.2 Inverses of Products

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

144

4.5.3 MATLAB

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

145

4.5.4 Problems

 

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

145

4.6 Return to Resistor Networks

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

146