Академический Документы
Профессиональный Документы
Культура Документы
LINEAR ALGEBRA
2015.3
2012 .
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
Contents
7.1 Matrices, Vectors : Addition and Scalar Multiplication
7.2 Matrix Multiplication
7.3 Linear Systems of Equations. Gauss Elimination
7.4 Linear Independence. Rank of Matrix. Vector Space
7.5 Solutions of Linear Systems : Existence, Uniqueness
Seoul
National
Univ.
Seoul
National
Univ.
Matrices
Matrix : a rectangular array of numbers (or functions)
Entries
enclosed in brackets.
(or sometimes the elements)
Examples)
1
5
0.3
0 0.2 16 ,
e
6x
e
rows
2x
4x
2
a11 a12
a
a
21
22
a31 a32
a13
a23 ,
a33
columns
square matrices
Seoul
National
Univ.
Matrices
We shall denote matrices by capital boldface letters A, B, C, , or by writing
the general entry in brackets ; thus A=[ajk], and so on. By an m x n matrix (read
m by n matrix) we mean a matrix with m rows and n columns rows come
always first!
m x n is called the size of the matrix. Thus an m x n matrix is of the form
a11
a
21
A [a jk ]
am1
a12
a22
am 2
a1n
a2 n
(2).
amn
Seoul
National
Univ.
a11
a
A [a jk ] 21
am1
Matrices
a12
a22
am 2
a1n
a2 n
amn
a11 a12
a
a
21
22
an1 an 2
a1n
a2 n
ann
main diagonal
Seoul
National
Univ.
Vectors
Matrix : a rectangular array of numbers (or
functions) enclosed in brackets.
Vector : a matrix with only one row or column.
We shall denote vectors by lowercase boldface
letters a, b, or by its general component in
brackets, a=[ai] , and so on.
Examples)
column vector
row vector
a a1 a2
Components (entries)
a3 ,
b1
b b2
b3
Seoul
National
Univ.
Matrices
Ex 1) Linear Systems, a Major Application of Matrices
In a system of linear equations, briefly called a linear system, such as
4 x1 6 x2 9 x3 6
6 x1
2 x3 20
5 x1 8 x2 x3 10
the coefficients of the unknowns x1, x2, x3 are the entries of the coefficient
matrix, call it A,
9
4 6
A 6 0 2 .
5 8 1
The matrix
9 6
4 6
~
A 6 0 2 20
5 8 1 10
Seoul
National
Univ.
Matrices
Ex 2) Sales Figures in Matrix Form
Sales Figures for Three products I, II, III in a store on Monday (M),
Tuesday (T), may for each week be arrange in a matrix.
Th
Seoul
National
Univ.
a11 a12
4 0
Let A
and B
a
a
3
21 22
a11 4,
a12 0,
a21 3, a22 1.
Seoul
National
Univ.
10
If
4 6 3
5 1 0
1 5 3
A
and B
, then A B
.
0 1 2
3 1 0
3 2 2
If a 5 7 2 and b 6 2 0, then a b 1 9 2.
Seoul
National
Univ.
11
If
2.7 1.8
2.7 1.8
A 0
0.9 , then -A 0
0.9
zero matrix
9.0 4.5
9.0 4.5
3 2
0 0
10
A 0 1 , 0 A 0 0
9
10 5
0 0
Seoul
National
Univ.
12
AB BA
(a)
(b) ( A B) C A (B C) written A B C
(3)
A0 A
(c)
(d )
A ( A) 0
(a) c( A B) cA cB
(b) (c k ) A cA kA
(4)
c(k A) (ck ) A written ckA
(c)
(d )
1A A
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
13
Seoul
National
Univ.
14
p2
n3
m4
a11
a
21
a31
a41
a12
a22
a32
a42
a13
a23
a33
a43
b11
b
21
b31
A
B C
[m n] [n r ] [m r ]
j 1,, m
k 1,, p.
p2
c11 c12
b12
c
21
22
b22 (r 3)
m 4
c31 c32
b32
c
c
41 42
Seoul
National
Univ.
15
A
B C
[m n] [n r ] [m r ]
Ex 1) Matrix Multiplication
5 1 2 2 3 1 22 2 43
42
3
AB 4
0
2 5 0 7 8 26 16 14
6
6 3 2 9 4 1 1 9 4 37 28
c11
3 2 5 5 (1) 9 22
c23
4 3 0 7 2 1 14
Seoul
National
Univ.
16
[m n] [n r ] [m r ]
Ex 1) Matrix Multiplication
4 2 3 4 3 2 5 22
1 8 5 1 3 8 5 43
3
5
4 2
1 8
is not defined.
1
3 6 1 2 19
4
Engineering Math, 7. Linear Algebram, Spring 2015
1
3 6 1
2 3 6 1 6 12 2.
12 24 4
4
Seoul
National
Univ.
17
A
B C
[m n] [n r ] [m r ]
1
1
1 1
A
,B
100
100
1
1 1 1 0 0
1
AB
100 100 1 1 0 0
1 1
BA
1 99
99
1
100 100 99 99
AB BA
It is interesting that this also shows that AB=0 does not necessarily imply BA=0 or A=0 or B=0.
Seoul
National
Univ.
18
(2)
(c) ( A B)C AC BC
(d ) C( A B) CA CB
(2b) is called the associative law ()
(2c) and (2d) is called the distributive law ()
Seoul
National
Univ.
19
A
B C
[m n] [n r ] [m r ]
Since matrix multiplication is a multiplication of rows into columns, we can write the
defining formula (1) more compactly as
c jk a j b k (3)
j 1,, m; k 1,, p.
a j b k a j1
a j 2 a jn
b1k
a b a b a b
j1 1k
j 2 2k
jn nk
bnk
Seoul
National
Univ.
20
a1b1 a1b 2
AB a 2b1 a 2b 2
a3b1 a3b 2
a1b3
a 2b 3
a3b3
a1b 4
a 2b 4
a3b 4
(4).
a1
A a 2 , B b1 b 2
a3
b3 b 4
AB A b1 b 2 b p Ab1
Engineering Math, 7. Linear Algebram, Spring 2015
Ab 2 Ab p (5).
Seoul
National
Univ.
21
c jk a j bk
a1b1 a1b 2
AB a 2b1 a 2b 2
a3b1 a3b 2
a1b3
a 2b 3
a3b3
a1b 4
a 2b 4
a3b 4
AB A b1 b 2 b p Ab1
(4).
Ab 2 Ab p (5).
Seoul
National
Univ.
22
AB A b1 b 2
b p Ab1 Ab 2
Ab p
(5).
4 1 3 0 7 11 4 34
AB
5
2
1
4
6
17
8
23
4 1 3 11
5 2 1 17,
4 1 0 4
5 2 4 8,
4 1 7 34
5 2 6 23
of AB and then write them as a single matrix, as shown in the fist formula on
the right.
Seoul
National
Univ.
23
PC1086 PC1186
Quarter
1 2 3 4
3 8 6 9 PC1086
B
6
2
4
3
PC1186
Seoul
National
Univ.
24
Quarter
1 2 3 4
3 8 6 9 PC1086
B
PC1186
6
2
4
3
Q?
Seoul
National
Univ.
25
Bill, weighing 185 lb, plans to exercise according to the matrix shown.
Verify the calculations (W = Walking, B = Bicycling, J=Jogging).
W
MON 1.0
0.5
825
1.0 1.0 0.5 350 1325
WED
500
1000
FRI 1.5
0 0.5
950
2400
SAT 2.0 1.5 1.0
MON
WED
FRI
SAT
Seoul
National
Univ.
26
A:
To I
To R
0.7
0.2
0.1
From I
0.1
0.9
0
From R
0.2
0.8
Seoul
National
Univ.
27
solution.
A:
To R
area
C
I
R
To I
0.7
0.2
0.1
From I
0.1
0.9
0
From R
0
0.2
0.8
Seoul
National
Univ.
28
From C
To C
A:
To I
To R
0.7
0.2
0.1
From I
0.1
0.9
0
From R
0
0.2
0.8
0.1 25 0 20 0.8 55 0.1 0 0.8 55 46.5
We see that the 2009 state vector (y) is the column vector
19.5
25
y 34.0 Ax A 20
46.5
55
Q?
Seoul
National
Univ.
29
a11
a
A 21
am1
Transposition
Transposition of Matrices and Vectors
a12
a22
am 2
a1n
a2 n
amn
a11
a
A T [akj ] 12
a1n
Engineering Math, 7. Linear Algebram, Spring 2015
a21 am1
a22 am 2
(9)
a2 n amn
Seoul
National
Univ.
30
Transposition
Ex 7) Transposition of Matrices and Vectors
5 4
5 8 1
- 8 0
T
If A
,
then
A
4
0
0
1 0
Comparing this A little more compactly, we can write
5 4
5 8 1
- 8 0 ,
4 0 0
1 0
T
6
6 2 3T 2,
3
Engineering Math, 7. Linear Algebram, Spring 2015
3 0
3 8
8 - 1 0 - 1,
6
2 6 2 3
3
Seoul
National
Univ.
31
( a )
( A T )T A
T
T
T
( A B) A B
(b)
T
T
(
c
)
(
c
A
)
c
A
(d ) ( AB)T BT A T .
Caution! Note that in (d) the transposed matrices are in reversed order.
Seoul
National
Univ.
32
Special Matrices
Symmetric matrix
AT A, (thus akj a jk )
Skew-Symmetric matrix
00 1 3
B 1 0 2
3 2 0
Skew-Symmetric matrix
Seoul
National
Univ.
33
Triangular Matrices
Ex 9) Upper and Lower Triangular Matrices
1 3
0 2 ,
1 4 2
0 3 2 ,
0 0 6
0
2
8 1
7
6
0
0,
8
3 00
9 3
1 0
1 9
0 0
0 00
.
2 0
3 6
Seoul
National
Univ.
34
Diagonal Matrices
Ex 10) Diagonal Matrix D. Scalar Matrix S. Unit Matrix I.
2 0 0
D 0 3 0,
0 0 0
c 0 0
S 0 c 0,
0 0 c
1 0 0
I 0 1 0.
0 0 1
Diagonal Matrices
square matrices
nonzero entries only on the main diagonal
any entry above or below the main diagonal must be zero.
Seoul
National
Univ.
35
Diagonal Matrices
2 0 0
D 0 3 0,
0 0 0
c 0 0
S 0 c 0,
0 0 c
1 0 0
I 0 1 0.
0 0 1
S : scalar matrix,
AS SA cA(12).
I : unit matrix (or identity matrix)
a scalar matrix whose entries on the main diagonal are all 1
AI IA A(13).
Seoul
National
Univ.
36
*Strang
G., Introduction
Engineering Math, 7.
Linear Algebram,
Spring 2015to
Seoul
National
Univ.
37
x 2y 1
First example)
3x 2 y 11
3x 2 y 11
Slopes are important in calculus and
this is linear algebra.
1 x 2y 1
3 11
38
1
2 1
x y b
3
2 11
1
11
3
9
1
3
3x 2 y 11
x 2y 1
1 x 2y 1
3 11
3x 2 y 11
3
Seoul
National
Univ.
39
x 2y 1
3 x 2 y 11
x 3, y 1
1 2 1
Linear combinatio n 3 1
3 2 11
Seoul
National
Univ.
40
x 2 y 3z 6
2x 5 y 2z 4
6x 3y z 2
The row picture show three planes meeting at a single point.
L
6x 3 y z 2
x 2 y 3z 6
L
0
0
2
2x 5 y 2z 4
x
The usual result of two equations in
three unknowns is a intersect line L of
solutions.
Engineering Math, 7. Linear Algebram, Spring 2015
41
x 2 y 3z 6
2x 5 y 2z 4
6x 3y z 2
The column picture starts with the vector form of the equations :
1
2
3 6
x 2 y 5 z 2 4
6
3
1 2
z
1
2 column 1
6
3
2
1
6
b 4 2 times
2
2
5 column 2
3
column 3
Seoul
National
Univ.
42
x 2 y 3z 6
2x 5 y 2z 4
6x 3y z 2
(3)
2 3 x 6
1
Ax 2
5 2 y 4 b
6 3 1 z 2
Coefficient matrix
unknown vector
We multiply the matrix A times the unknown vector x to get the right side
b.
Multiplication by rows : Ax
Multiplication by columns : Ax is
comes from dot products, each
a combination of column
row times the column x :
vectors :
(row 1) x
Ax (row 2) x.
(row 3) x
Engineering Math, 7. Linear Algebram, Spring 2015
Ax x (column 1)
y (column 2) z (column 3)
Seoul
National
Univ.
43
2 3 x 6
1
Ax 2
5 2 y 4 b
6 3 1 z 2
2 3 0
1
6
2
0 2 times column 3 4.
5
2
6 3 1 2
2
The first dot product in row multiplication is (1, 2, 3) (0, 0, 2) = 6. The
other dot products are 4 and 2.
Seoul
National
Univ.
44
Seoul
National
Univ.
45
given :
(1) a , a
11
1n
b ,b
am1 x1 am 2 x2 amn xn bm
m
1
a21x1 a22 x2 a2 n xn b2
coefficients
The system is called linear because each variable xj appears in the first power
only, just as in the equation of a straight line.
Seoul
National
Univ.
46
(1)
am1 x1 am 2 x2 amn xn bm
A solution of (1) is a set of numbers x1, , xn that satisfies all the m equations.
A solution vector of (1) : a vector x whose components form a solution of (1).
If the system (1) is homogeneous the trivial solution x1=0, , xn=0.
Ax b(2)
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
47
Ax b(2)
a11
a
21
am1
m
a12
a22
am 2
am1 x1 am 2 x2 amn xn bm
x1
a1n
a2 n
, and x , and b ,
bm
amn
xn
Seoul
National
Univ.
48
Augmented matrix()
a11
a
~ 21
A
am1
a21x1 a22 x2 a2 n xn b2
a12
a22
am 2
a1n b1
a2 n
amn bm
(1)
am1 x1 am 2 x2 amn xn bm
Seoul
National
Univ.
49
x2
x1 x2 1
a11x1 a12 x2 b1
a21x1 a22 x2 b2
If we interpret x1, x2 as coordinate in the x1 x2 plane,
each of the two equations represents a
straight line,
(x1, x2) is a solution if and only if the point P
with coordinates x1, x2 lies on both lines.
2 x1 x2 0
1
x1
1
3
(b) Infinitely many solutions if the lines coincide
x2
x1 x2 1
2 x1 2 x2 2
x1
x2
x1 x2 1
x1 x2 0
x1
Seoul
National
Univ.
50
x2
x1 x2 1
2 x1 2 x2 2
1
x1 : independent variable
or design variable,
x2 : dependent variable.
x1
x2 1 x1
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
51
p3
p2
p3
p3
p2
p1
p2
p3
p2
p1
p1
Unique solution
p1
Infinitely many solutions
No solution
p2
p2
p2
p2
p3
p1
p3
p3
p1
p3
p1
p1
No solution
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
52
1 4 2 2 0
3 2 , 8 1
0
0 0 6 7
6
0
8
Seoul
National
Univ.
53
row2 +
row1x(-3)
2x1+3x2 - x3= -3
row2 +
row1x(-3)
1 2 1 x1 1
3 1 1 x 2
2
2 3 1 x3 3
3x1 - x2 - x3= 2
-3x1-6x2-3x3=-3
-7x2 -4x3= -1
x1 + 2x2 + x3 = 1
-7x2 -4x3 = -1
2x1+3x2 - x3 = -3
1 2 1 x1 1
30 71 14 x 21
2
2 3 1 x3 3
Seoul
National
Univ.
54
2
2 3 1 x3 3
x1 + 2x2 + x3 = 1
3x1 - x2 - x3 = 2
2x1 + 3x2 - x3 = -3
1 x1 1
1 2
0 7 4 x 1
2
2 3 1 x3 3
x1 + 2x2 + x3 = 1
-7x2 -4x3 = -1
2x1+3x2 - x3 = -3
row3 +
row1x(-2)
2x1+3x2 - x3 = -3
row3 +
row1x(-2)
x1 + 2x2 + x3 = 1
- 7x2 - 4x3 = -1
- x2 - 3x3 = -5
Engineering Math, 7. Linear Algebram, Spring 2015
-x2 -3x3= -5
1 x1 1
1 2
0 7 4 x 1
2
20 31 31 x3 53
Seoul
National
Univ.
55
2
2 3 1 x3 3
x1 + 2x2 + x3 = 1
3x1 - x2 - x3 = 2
2x1 + 3x2 - x3 = -3
x1 + 2x2 + x3 = 1
-7x2 -4x3 = -1
-x2 -3x3 = -5
row 2 row 3
x1 + 2x2 + x3 = 1
1 x1 1
1 2
0 7 4 x 1
2
0 1 3 x3 5
1 x1 1
1 2
0 1 3 x 5
2
0 7 4 x3 1
-x2 -3x3 = -5
-7x2 -4x3 = -1
row 2x(-1)
x1 + 2x2 + x3 = 1
x2 +3x3 = 5
-7x2 -4x3 = -1
Engineering Math, 7. Linear Algebram, Spring 2015
1 x1 1
1 2
0 1
x 5
3
2
0 7 4 x3 1
Seoul
National
Univ.
56
2
2 3 1 x3 3
x1 + 2x2 + x3 = 1
3x1 - x2 - x3 = 2
2x1 + 3x2 - x3 = -3
1 x1 1
1 2
0 1
x 5
3
2
0 7 4 x3 1
x1 + 2x2 + x3 = 1
x2 +3x3 = 5
-7x2 -4x3 = -1
row 3+ row 2x7
x1 + 2x2 + x3 = 1
x2 +3x3 = 5
17x3 = 34
1 2 1 x1 1
0 1 3 x 5
2
0 0 17 x3 34
Seoul
National
Univ.
57
x1
x2 +3x3 = 5
x2
x3
17x3 = 34
34
x3
2
17
1 2 1 x1 1
0 1 3 x 5
2
0 0 17 x3 34
Back substitution
x2 3x3 x2 3 2 5
x2 1
x1 2 x2 x3 x1 2 (1) 2 1
x1 1
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
58
1 2 1 x1 1
3 1 1 x 2
2
2 3 1 x3 3
1 2 1 x1 1
0 1 3 x 5
2
0 0 17 x3 34
1 2 1
3 1 1
2 3 1
1
2
3
1 2 1
0 1 3
0 0 17
1
5
34
Seoul
National
Univ.
59
Seoul
National
Univ.
60
S1
Same
Row Operations
S2
a linear system S1
row-equivalent to a
linear system S2
Solution set of S2
The interchange, addition and multiplication of two equations does not alter
the solution set. Because we can undo it by a corresponding subtraction.
A linear system S1 row-equivalent to a linear system S2 if S1 can be obtained
from S2 by row operations.
Because of this theorem, systems having the same solution sets are often
called equivalent systems.
No column operations on the augmented matrix are permitted because they
would generally alter the solution set.
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
61
Gauss Elimination :
The Three Possible Cases of Systems
case 1 : Gauss Elimination if Infinitely Many Solutions Exist
three equations < four unknowns
1
.
5
5
.
4
2
.
7
Row3+Row2
0
0
0
0
0
Engineering Math, 7. Linear Algebram, Spring 2015
62
Gauss Elimination :
The Three Possible Cases of Systems
case 1 : Gauss Elimination if Infinitely Many Solutions Exist
0
0
0
0
0
Back substitution.
Seoul
National
Univ.
63
Gauss Elimination :
The Three Possible Cases of Systems
case 2 : Gauss Elimination if no Solution Exists
3x1 2 x2 x3 3
2 x1 x2 x3 0
6x 2x 4x 6
2
3
1
3 2 1 3
2 1 1 0
6 2 4 6
2
1
3
3
0 1 / 3 1 / 3 2
0 2
2
0
2
1
3
3
0 1 / 3 1 / 3 2
0
0
0 12
Row2-2/3*Row1
Row3-2*Row1
Row3-6*Row3
x3 3
3x1 2 x2
1/ 3x2 1/ 3x3 2
2 x2 4 x3 0
x3 3
3x1 2 x2
1/ 3x2 1/ 3x3 2
0 12
The false statement 0=12 show that the system has no solution.
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
64
a1n
a11 a12
c22
c2 n
Zero
k rr k rn
Zero
b1
~
b2
~
br (8)
~
br 1
~
bm
Here, r m and a11 0, c22 0, , krr 0, and all the entries in the blue triangle
Seoul
National
Univ.
65
(c) No solution
if r < m and one of the entries br 1 , bm
no. of equations < no. of unknowns
n3
r 3
n4
0
1 1 1
0 10 25 90
0 0 95 190
0
0
0 0
x1 x2 x3
0 x1 10 x2 25 x3
0 x1 0 x2 95 x3
0 x1 0 x2 0 x3
is not zero.
r2
m4
0
90
190
0
0
0
0
0
0
n3
r 2 3
m3
3
0 1 / 3 1 / 3 2
0
0
0 12
2
m3
x3 3
3x1 2 x2
1/ 3x2 1/ 3x3 2
0 12
Seoul
National
Univ.
66
Example
Models of markets.
Determine the equilibrium solution (D1=S1, D2=S2) of the twocommodity market with linear model demand, supply, price; index
first commodity, index second commodity)
D1=40-2P1-P2
S1=4P1-P2+4
D2=5P1-2P2+16
S2=3P2 - 4
Seoul
National
Univ.
67
OF
Seoul
National
Univ.
68
j
i
1
0
0
i 0 , j 1 , k 0
0
0
1
1 0 0
0
a 0 b 1 c 0 0 0.
0 0 1
0
The equation above is satisfied if and only if
a=b=c=0.
1 0 0
ai bj ck a 0 b1 c 0
0 0 1
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
69
Function
In other words, a set of functions is linearly independent if the only constants for
are
c1 f1 ( x) c2 f 2 ( x) cn f n ( x) 0
c1 c2 cn 0
Seoul
National
Univ.
70
(where k j c j / c1 )
Seoul
National
Univ.
71
Linear Systems
Matrix
0
2
2
3
6 42 24 54
21 21 0 15
0
2
3
6 42 24
21 21 0
0
2
2
3
0 42 28 58
21 21 0 15
0
2
3
0 42 28
21 21 0
2
2
3 0
0 42 28 58
0 21 14 29
2
3 0
0 42 28
0 21 14
3 0 2 2
0 42 28 58
0 0 0 0
3 0 2
0 42 28
0 0 0
2]
3x1 0 x2 2 x3 2
6 x1 42 x2 24 x3 54
21x1 21x2
a(1) [ 3,
0, 2,
0, 15]
1
6a(1) a(2) a(3) [0, 0, 0, 0]
2
0 x3 15
3x1 0 x2 2 x3 2
0 x1 42 x2 28 x3 58
21x 21x 0 x 15
2
3
1
3x1 0 x2 2 x3 2
0 x1 42 x2 28 x3 58
0 x 21x 14 x 29
1
2
3
3x1 0 x2 2 x3 2
0 x1 42 x2 28 x3 58
0 x 0 x 0 x 0
1
2
3
x2+
x(-7)+
x(0.5)+
72
Rank of a Matrix
Rank of a Matrix
The rank of a matrix A
: the maximum number of linearly independent row vectors of A. rank A.
Ex 2) Rank
The
matrix
0
2
2
3
A 6 42 24 54 (2)
21 21 0 15
has rank 2, because Example 1 shows that the first two row vectors are linearly
independent, whereas all three row vectors are linearly dependent.
Note further that rank A=0 if and only if A=0 (zero matrix).
Seoul
National
Univ.
73
Rank of a Matrix
Example 1
Rank of 3 x 4 Matrix
Consider the 3 x 4 matrix
1 1 1 3
A 2 2 6 8 .
3 5 7 8
1 1 1 3
2
6
8
3 5 7 8
x1 x2 x3 3
2 x1 2 x2 6 x3 8
3x 5 x 7 x 8
2
3
1
1 1 1 3
4
8
2
3 5 7 8
x1 x2 x3 3
0 x1 4 x2 8 x3 2
3x 5 x 7 x 8
2
3
1
1 1 1 3
4
8
2
0 2 4 1
x1 x2 x3 3
0 x1 4 x2 8 x3 2
0 x 2 x 4 x 1
2
3
1
x(-2)+
x(-3)+
x(0.5)+
1 1 1 3
4
8
2
0 0 0 0
x1 x2 x3 3
0 x1 4 x2 8 x3 2
0 x 0 x 0 x 0
2
3
1
rank(A) = 2
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
74
1 1 1
1 1 1
0 10 25
20 10 0
1 1 1
0 10 25
0 0 95
0
0
0
3 2 1
2 1 1
6 2 4
0
0
0
0
2
1
3
0 1/ 3 1/ 3
0
0
0
Seoul
National
Univ.
75
Example 3
Linear Independence
/Dependence
Solution) Q ?
Seoul
National
Univ.
76
Seoul
National
Univ.
77
Note
a13 a1
a23 a2 ,
a33 a3
a1 a11
a a
2 21
a 3 a31
a12
a22
a32
v1, v2, v3
A 3 Basis
. (ex : a , a , a )
Ex) 3 b
1
2
3
basis a1 , a 2 , a3 linear
combination
(b) A
. b la ma na
(l , m, n : const )
1
a1 , a2 , a3
basis 3 basis .
b la1 ma 2 na3
l (c11 v1 c12 v 2 c13 v3 ) m(c21 v1 c22 v 2 c23 v3 ) n(c31 v1 c32 v 2 c33 v3 )
(lc11 mc21 nc31 ) v1 (lc12 mc22 nc32 ) v 2 (lc13 mc23 nc33 ) v3
(l , m, n, c : const )
a1 , a2 , a3
2 basis
Ex) 3 b
basis v1 , v 2 , v3 linear
combination
b la1 ma 2 na3
l (c11 v1 c12 v 2 ) m(c21 v1 c22 v 2 ) n(c31 v1 c32 v 2 )
(lc11 mc21 nc31 ) v1 (lc12 mc22 nc32 ) v 2
(l , m, n, c : const )
Engineering Math, 7. Linear Algebram, Spring 2015
Ex) v1 , v 2 3
b
Seoul
National
Univ.
78
a12
a22
a32
a basis v
[a1 ] [a11 , a12 , a13 ] c11 v1 c12 v 2 c13 v3
c11[v11 , v12 , v13 ] c12 [v21 , v22 , v23 ] c13[v31 , v32 , v33 ]
[(c11v11 c12v21 c13v31 ), (c11v12 c12v22 c13v32 ), (c11v13 c12v22 c13v32 )]
Column
Vector of A
a1k
c11
c12
c13
a v c v c v c
2 k 1k 21 2 k 22 3k 23
a3k
c31
c32
c33
Seoul
National
Univ.
79
a12
a22
a32
linearly dependent ?
a1k
a v
1k
2k
a3k
c11
c v
2k
21
c31
c12
c12
c v u c
3k
22
22
c32
c23
a1k
c11
c12
a v c (v v u ) c
2k
3k
2 k 1k 21
22
a3k
c31
c32
a1k
c11
c12
c13
a v c v c v c
2 k 1k 21 2 k 22 3k 23
a3k
c31
c32
c33
linearly independent basis
3 basis (c v
) .
rank AT = rank A
A basis v1 , v new
a1 a11 a12
A a 2 a21 a22
a3 a31 a32
Seoul
National
Univ.
80
Seoul
National
Univ.
81
am1 x1 am 2 x2 amn xn bm
Is consistent, that is, has solutions, if and only if the coefficient matrix A
and the augmented matrix have same rank. Here
a11
a
A 21
am1
a12
a22
am 2
a1n
a2 n
,
amn
a11
~ a21
A
am1
a12
a1n
a22
a2 n
am 2
amn
b1
bm
Seoul
National
Univ.
82
Seoul
National
Univ.
83
1 1
1 1
0 10
20 10
80
1
1
25
0
0
1 1 1
0 10 25 90
0 0 95 190
rank : 3
x1 x2 x3
x1 11x2 24 x3
3x1 3x2 92 x3
2 x1 2 x2 2 x3
0
90
190
0
x1 x2 x3
0 x1 10 x2 25 x3
0 x1 0 x2 95 x3
0 x1 0 x2 0 x3
0
90
190
0
rank : 2
3 2 1 3
2 1 1 0
6 2 4 6
3
2
1
3
0 1 / 3 1 / 3 2
0
0 12
0
rank : 3
3x1 2 x2 x3 3
9 x1 7 x2 2 x3 15
3x 2 x x 9
1
2
3
x3 3
3x1 2 x2
1/ 3x2 1/ 3x3 2
0 12
Seoul
National
Univ.
84
1 1
1
4 1 x1 6
x
2 3 2 8
4 x1 x2 6
2 x1 3x2 8
1 1 1
A | B 4 1 6
2 3 8
1 0 1
0 1 2
0 0 16
row operation
1 1
A 4 1
2 3
row operation
Ax B
1 0 0
0 1 0
0 0 1
row operation
rank(A|B)=3
different
1 0
0 1
rank(A)=2
0 0
1 0 0
0 1 0
0 0 1
rank(A)rank(A|B)
x1 0 x2 1
No solution case
0 x1 x2 0
0 x 0 x 1
2
1
False statement
Seoul
National
Univ.
85
Consistency of AX=B
A linear system of equations AX=B is consistent if and only if the rank of the
coefficient matrix A is the same as the rank of the augmented matrix of the
system
1 1
1 1
0 10
20 10
0
0
90
80
1
1
25
0
0
1 1 1
0 10 25 90
0 0 95 190
rank (A|B): 3
0 rank (A): 3
x1 x2 x3
x1 11x2 24 x3
3x1 3x2 92 x3
2 x1 2 x2 2 x3
90
190
x1 x2 x3
0 x1 10 x2 25 x3
0 x1 0 x2 95 x3
0 x1 0 x2 0 x3
rank (A|B) : 2
rank (A): 2
3
2
1
3
0 1 / 3 1 / 3 2
0
0 12
0
3 2 1 3
2 1 1 0
6 2 4 6
Solution
- One solution
90
190
0
Solution
- Many solutions
rank (A|B) : 3
rank (A): 2
3x1 2 x2 x3 3
9 x1 7 x2 2 x3 15
3x 2 x x 9
1
2
3
No Solution
x3 3
3x1 2 x2
1/ 3x2 1/ 3x3 2
0 12
Seoul
National
Univ.
86
am1 x1 am 2 x2 amn xn 0
A homogeneous linear system of m equations in n unknowns always
has the trivial solution.
Seoul
National
Univ.
87
Example
2
5 0
3 2
6 15 15 54 0
12 3 3 24 0
2
5 0
3 2
0 11 11 44 0
0 11 11 44 0
if x3 0, x4 1 x2 4, x1 1
[ x1 , x2 , x3 , x4 ] [1, 4, 0,1]
dimension of solution vectors (n - r) (4 - 2)
x (1) [ x1 , x2 , x3 , x4 ] [0, 1,1, 0]
x ( 2 ) [ x1 , x2 , x3 , x4 ] [1, 4, 0,1]
3 2 2 5 0
0 1 1 4 0
0 0 0 0 0
(a) rank (A|B) : 2
rank (A): 2
[ x1 , x2 , x3 , x4 ] [0, 1,1, 0]
3 x1 2 x2 2 x3 5 x4 0
x2 x3 4 x4 0
Engineering Math, 7. Linear Algebram, Spring 2015
c2 0
2
5
3 2
6 15 15 54 c1 4c2 0
c
0
1
12 3 3 24
c2
0
88
x = x0 + xh
(1)
am1 x1 am 2 x2 amn xn bm
(2)
am1 x1 am 2 x2 amn xn 0
where x0 is any solution of the nonhomogeneous linear system (1) and xh runs
through all the solutions of the corresponding homogeneous system (2).
Seoul
National
Univ.
89
Unique Solution :
X=0
rank(A) = n
Infinity of Solution :
Rank(A) < n
AX=B, B0
Consistent:
rank(A)=rank(A|B)
Unique Solution :
rank(A) = n
Inconsistent:
rank(A)<rank(A|B)
Infinity of Solution :
Rank(A) < n
Seoul
National
Univ.
90
Seoul
National
Univ.
91
a11
a12
a13
D a21 a22
a23
a31 a32
a33
a11
a22 a23
a32
a33
a21
a12
a13
a32 a33
a31
a12
a13
a22 a23
Seoul
National
Univ.
92
Seoul
National
Univ.
93
Determinant of Order n
Terms
In D we have n2 entries ajk, also n rows and n columns, and a main diagonal on
which a11, a12, , ann stand.
Mjk is called the minor of ajk in D, and Cjk the cofactor of ajk in D
For later use we note that D may also be written in terms of minors
D 1
j k
k 1
n
D 1
j 1
j k
a jk M jk
j 1, 2, , n
a jk M jk
k 1, 2, , n
C jk 1
Engineering Math, 7. Linear Algebram, Spring 2015
j k
M jk
Seoul
National
Univ.
94
Determinant of Order n
A determinant of order n is a scalar associated with an n x n matrix A=[ajk],
which is written
a11
a12 a1n
a21 a22 a2 n
D det A
an1
an 2 ann
D a11
Seoul
National
Univ.
95
Determinant of Order n
For n2 by
D a j1C j1 a j 2C j 2 a jnC jn
j 1, 2, , n
k 1, 2, , n
or
Here,
C jk 1
j k
M jk
Seoul
National
Univ.
96
Determinant of Order n
1) n=1
A a11
det A a11
2) n=2
a11 a12
A
a21 a22
det A a11
a11
a12
a21 a22
a12
a11
a12
a21 a22
a11a22 a12a21
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
97
Determinant of Order n
3) n=3
a12
a13
a11
a12
a13
a11
a12
a13
det A a11 a21 a22 a23 a12 a21 a22 a23 a13 a21 a22 a23
a31 a32 a33
a31 a32 a33
a31 a32 a33
Seoul
National
Univ.
98
C jk 1
Determinant :
j k
M jk
a11
a13
a33
a11
a13
a23
M 13 a21 a22
a23
a33
a31 a32
a33
a13
M 11 a21 a22
a31 a32
a12
a12
a12
11
a11
Seoul
National
Univ.
99
C jk 1
Determinant :
(Minors and Cofactors of a Third-Order Determinant)
Find minors and cofactors.
2nd
row
a11
a12
a13
a33
C21 1 M 21 M 21
21
a11
a12
j k
M jk
a13
2 2
a11
a33
M 22 M 22
a12
a13
23
a33
M 23 M 23
Seoul
National
Univ.
100
C jk 1
Determinant :
(Minors and Cofactors of a Third-Order Determinant)
Find minors and cofactors.
a11
a12
j k
M jk
a13
3 2
a33
M 32 M 32
3) 3rd row
a11
a12
a13
M 31 a21 a22
a23
a11
a12
a13
M 13 a21 a22
a23
a31 a32
a33
C33 1 M 33 M 33
33
Seoul
National
Univ.
101
j k
Determinant :
D 1 a jk M jk j 1, 2, , n
k 1
(Minors and Cofactors of a Third-Order
Determinant)
n
3 0
det A 2
6 4
1 0 2
1) 1st rows
1
1 2
3 0
6 4 3 2
1 0 2
3 0
6 4 0 2
6 4
3 0
1 0 2
1 0 2
112 0 34 4 00 6 12
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
102
Determinant :
j 1, 2, , n
D 1 a M
(Minors and Cofactors of a Third-Order Determinant)
n
k 1
j k
jk
jk
3 0
det A 2
6 4
2)
2nd
1 0 2
rows
1
2 2
3 0
6 4 6 2
1 0 2
3 0
6 4 4 2
6 4
3 0
1 0 2
1 0 2
26 0 62 0 40 3 12
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
103
Determinant :
j 1, 2, , n
D 1 a M
(Minors and Cofactors of a Third-Order Determinant)
n
k 1
j k
jk
jk
3 0 0
det A 6
4 0
1 2 5
3 0 0
3 6
4 0 0 6
1 2 5
3
3 0 0
4 0
2 5
3 0 0
4 0 0 6
1 2 5
4 0
1 2 5
3 4 5 60
Seoul
National
Univ.
104
Seoul
National
Univ.
105
a b
c d
ad bc,
c d
a b
bc ad
(a) holds for determinants of order n-1(2) and show that it then holds
determinants of order n.
Let D be of order n. Let E be one of those interchanged. Expand D and E
by a row that is not one of those interchanged, call it the jth row.
n
D 1
k 1
j k
a jk M jk ,
E 1
k 1
j k
a jk N jk
Seoul
National
Univ.
106
D 1
j k
k 1
E 1
a jk M jk ,
j k
k 1
a jk N jk
Njk is obtained from the minor Mjk of ajk in D by interchange of those two rows
which have been interchanged in D.
Now these minors are of order n-1.
a
a
a
a
a
a
The induction hypothesis applies
11
12
Ex) D a21
a31
13
11
12
13
a22
a23 E a31
a32
a33
a32
a33
a22
a23
a21
M jk N jk
D 1
k 1
j k
a jk M jk
j k
1
a jk N jk E
k 1
Seoul
National
Univ.
107
a11
a12 a1n
ai1
ai 2
D
a j1
an1
ain
a j 2 a jn
an 2 ann
~
D
a11
a12
a1n
ai1
ai 2
ain
a j1 cai1
a j 2 cai 2 a jn cain
an1
an 2
ann
Seoul
National
Univ.
108
~
D
~
D
a11
a12
a1n
ai1
ai 2
ain
a j1 cai1
a j 2 cai 2 a jn cain
an1
an 2
ann
j k
k 1
a jk M jk c 1
j k
k 1
D1
Engineering Math, 7. Linear Algebram, Spring 2015
D2
k 1
j k
jk
caik M jk
aik M jk D1 cD2
Seoul
National
Univ.
109
a11
D1 1
j k
k 1
a12 a1n
ai1
ai 2
a jk M jk
a j1
ain
a j 2 a jn
an1 an 2 ann
Seoul
National
Univ.
110
a11
n
D2 1
k 1
j k
ai1
ai 2
aik M jk
a12 a1n
ain
ai1
ai 2
ain
Interchanging
,
Same
an1 an 2 ann
D2
a11
a12
a1n
ai1
ai 2
ain
ai1
ai 2
ain
an1 an 2
D2
ann
but on the other hand interchanging these two rows gives D2 by Theorem(a).
D2
Interchanging
,
D2
Together D2 = D2 = 0.
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
111
~
D
a11
a12
a1n
a11
ai1
ai 2
ain
ai 2
ai1
a j1 cai1
a j 2 cai 2 a jn cain
an1
an 2
ann
a j1
a12 a1n
ain
a j 2 a jn
an1 an 2 ann
a11
a12
a1n
ai1
ai 2
ain
c
ai1
ai 2
ain
an1 an 2
ann
D1 cD2
D c0
D
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
112
a11
D a j1
an1
a12 a1n
a12
a1n
an1
an 2
ann
~
D ca j1 ca j 2 ca jn
a j 2 a jn
a11
an 2 ann
n
~ n
j k
j k
D 1 ca jk M jk c 1 a jk M jk cD
k 1
k 1
Seoul
National
Univ.
113
Seoul
National
Univ.
114
Transposition is defined as for matrices, that is, the jth row becomes the
jth column of the transpose.
Proof.
(e) A zero row or column renders the value of a determinant zero.
a11
a12 a1n
D 0
an1
j k
k 1
n
a jk M jk
1 0 M jk 0
an 2 ann
k 1
j k
Seoul
National
Univ.
115
a12
a1n
a11
ai1
ai 2
ain
ai1
ai 2
a12 a1n
ai1
ai 2
an1
an 2
ann
an1
ain
an 2 ann
a12
a1n
ai1
ai 2
ain
ain
a11
x(-1)+
an1 an 2
c0 0
ann
Seoul
National
Univ.
116
a21 a22
a11
D det A
an1
M 11
It is also a determinant
of a triangular matrix.
an 2 ann
Seoul
National
Univ.
117
20 10 0
1 1 1
0 10 25
0 0 95
0
0
0
3 2 1
(3) Example 2 1 1
6 2 4
Rank=3
2
1
3
0 1/ 3 1/ 3 det D=0
Rank=2
0
0
0
Seoul
National
Univ.
118
1. General Solution
a11x1 a12 x2 b1
a21x1 a22 x2 b2
a22 a12 :
a11a22 a12a21 x1
a21 a11 :
a11a22 a12a21 x1
b1a22 a12b2
a11b2 b1a21
b1a22 a12b2
x1
a11a22 a12a21
a11b2 b1a21
x2
a11a22 a12a21
a11a22 a12a21 0
a11a22 a12a21 0
Seoul
National
Univ.
119
a11x1 a12 x2 b1
a21x1 a22 x2 b2
x1
b1a22 a12b2
a11a22 a12a21
x2
a11b2 b1a21
a11a22 a12a21
D det A
a11
a12
a21 a22
a11a22 a12a21
b1
a12
a22
x1
D
b1a22 a12b2
a11
b2
D 0
Engineering Math, 7. Linear Algebram, Spring 2015
D 0
b1
a21 b2
x2
D
a11b2 b1a21
D 0
Seoul
National
Univ.
120
D1
x1
,
D
D2
x2
;
D
b1
a12
a13
a11
D1 b2
a22
a23 ,
D2 a21 b2
b3
a32
a33
b1
a31 b3
D3
x3
D
a13
a23 ,
a33
a11
a12
b1
D3 a21 a22 b2
a31 a32 b3
Seoul
National
Univ.
121
a11 a12
a
a
21
22
a31 a32
a13 x1 b1
a23 x2 b2
a33 x3 b3
x
ab111 a12
A ab21
a22
2
ab313 a32
Engineering Math, 7. Linear Algebram, Spring 2015
a13
b1
a23 , b b2
b3
a33
b1
a12
a13
D1 b2
a22
a23
b3
a32
a33
Seoul
National
Univ.
122
a11 a12
a
a
21
22
a31 a32
a13 x1 b1
a23 x2 b2
a33 x3 b3
x
a11 ab121
A a21 ab22
2
a31 ab32
3
Engineering Math, 7. Linear Algebram, Spring 2015
a13
b1
a23 , b b2
b3
a33
a11
b1
a13
D2 a21 b2
a23
a31 b3
a33
Seoul
National
Univ.
123
a11 a12
a
a
21
22
a31 a32
A
a11 a12
A a21 a22
a31 a32
Engineering Math, 7. Linear Algebram, Spring 2015
ab13
b1
1
ab23
2 , b b2
b3
ab33
3
a13 x1 b1
a23 x2 b2
a33 x3 b3
x
a11 a21 b1
D3 a21 a22 b2
a31 a23 b3
Seoul
National
Univ.
124
Cramers Rule
Cramers Theorem (Solution of Linear Systems by Determinants)
(a) If a linear system of n equations in the same number of unknowns x1, , xn
an1 x1 an 2 x2 ann xn bn
has a nonzero coefficient determinant D=det(A), the system has precisely one
solution. This solution is given by the formulas
Dn
D1
D2
x1
, x2
, , , xn
D
D
D
Where Dk is the determinant obtained from D by replacing in D the kth column
by the column with the entries b1, , bn.
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
125
Cramers Rule
Cramers Theorem (Solution of Linear Systems by Determinants)
a11 ab11k
a21 ab22k
Dk
a1n
b1
a2 n
b2
an1 abnk
ann
n
bn
replace
Seoul
National
Univ.
126
Example
Q ? Solve by Cramers rule.
3y - 4z = 16
2x - 5y +7z = -27
-x - 9z
=9
Seoul
National
Univ.
127
a11 x1
a12 x2 b1
a21 x1
a22 x2 b2
a22
a
x
a
x
b1
21 1 22 2
a
12
a x a x b
2
21 1 22 2
a22
a
x
a
x
b1
21
1
22
2
12
0 x 0 x a22 b b
1
2
1
2
a12
a11
a12 a21
a22
a12 a21
x1 a12 x2 b1
a22
a21
a22
0
a
A 11
a21
a12
a22
Trivial Solution x 0
a22
b1 b2 0 b
a12
a22
a
x
a
x
b1
21 1 22 2
a
12
0 x 0 x b
1
2
False statement
a21
a22
b1
a12
rank(A)=1=rank(A|B)
rank(A)=1<2 unknowns
Ax 0
a22
b1 b2 0
a12
a22
a
x
a
x
b1
21 1 22 2
a
12
0 x 0 x 0
1
2
when
a22
0
a22
b1
a12
rank(A)=12=rank(A|B)
a11 x1 a12 x2 0
a21 x1 a22 x2 0
det A
a11
a12
a21 a22
Ax 0
a
A 11
0
a12
0
128
(b)
a11
a1k
D a j1
a jk
an1
ank
a1l a1n
a jl a jn
anl a jn
a1l
a11
a1l
D a j1
a jl
an1
anl
a1n
a jl a jn
anl a jn
129
xk D b1C1k bnCnk Dk
Engineering Math, 7. Linear Algebram, Spring 2015
an1 abnk
ann
n
Seoul
National
Univ.
130
7.8 INVERSE
OF A
MATRIX. GAUSS-JORDAN
ELIMINATION
Seoul
National
Univ.
131
AA1 A1A I
(AB I & CA I) ,
B IB (CA)B C(AB ) CI C
(the uniqueness of inverse)
Seoul
National
Univ.
132
Seoul
National
Univ.
133
~
A [ A I]
~
A [ A I])
U : upper triangular
Seoul
National
Univ.
134
1 1 2
A 3 1 1
1 3 4
Step 1. Make augmented matrix.
1 1 2 1 0 0
A I 3 1 1 0 1 0
1 3 4 0 0 1
Step 2. Make Multiplication of AX=I by A-1 by applying Gauss elimination
to
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
135
AX I
Gauss-Jordan
Elimination
[ A | I]
2
1 0 0
1 1
0 2
7
3
1
0
0 0 5 4 1 1
Engineering Math, 7. Linear Algebram, Spring 2015
[I | A1 ]
0 0 5 4
1 1
1 1 2 1 0 0
A I 3 1 1 0 1 0
1 3 4 0 0 1
1 0 0
1 1 2
0 2 7
3
1
0
0 2 2 1 0 1
IX A1
Row2 + 3Row1
Row3 - Row1
0 0 5 4
1
1
Row1
+0.4Row3
Row2
+1.4Row3
Row1
-0.5Row2
diagonal matrix
Row3
Row2
-Row1
0.5Row2
-0.2Row3
Seoul
National
Univ.
136
0 1 0 1.3 0.2
0.7
0 0 1
0.8
0.2 0.2
A 1
Check the result.
Let
-1
AA = B
1
1
2
0
.
7
0
.
2
0
.
3
1 0 0
3 1 1 1.3 0.2
0.7
0 1 0
1 3 4 0.8
0.2 0.2
0 0 1
Engineering Math, 7. Linear Algebram, Spring 2015
Seoul
National
Univ.
137
cofactor: C jk (1) j k M jk
M jk : a determinant of order n 1
1
1 C12 C22 Cn 2
1
T
(4)
A
[C jk ]
det A
det A .
.
.
.
C1n C2 n Cnn
C11
1 C12
B
det A .
C1n
C21 Cn1
C22 Cn 2
.
.
.
C2 n Cnn
Seoul
National
Univ.
138
Sec 7.7
(k l ), D a1k C1k a2 k C2 k ankCnk (9)
(k l ), a1l C1k a2l C2 k anlCnk 0(10)
Hence,
g kk
Csk
asl
s 1 det A
1
a1l C1k anlCnk (6)
det A
g kl
1
det A 1
det A
glk 0
gkk are the entries of
main diagonal of matrix G.
and that means
only entries of main diagonal
is 1.
G = I
B = A-1
C11
1 C12
BA
det A .
C1n
C2 n Cnn an1
a12
a22
.
an 2
a1n
a2 n
.
.
ann
Seoul
National
Univ.
139
Inverse of 22 Matrix
Ex 2)
C jk 1
j k
M jk
C1n C2 n Cnn
3 1
A
2 4
det A 3 4 1 2 10
C11 4,
C12 2,
C21 1,
C22 3,
1 4 1
A
10 2 3
1
0.4 0.1
0
.
2
0
.
3
Seoul
National
Univ.
140
Inverse of 33 Matrix
Q?
1 1
A 3 1
1 3
2
1,
4
A 1 ?
C jk 1
j k
M jk
C1n C2 n Cnn
Seoul
National
Univ.
141
a22 ann
C11
1
, etc.
D a11a22 ann a11
Ex 4) Inverse of Diagonal Matrix
0.5 0 0
A 0
4 0,
0
0 1
1
0.5
A 1 0
0
0
0
2
1
0 0 0.25 0
4
0
1
0
1
0
1
0
Seoul
National
Univ.
142
Inverse of Products
Products can be inverted by taking the inverse of each factor and multiplying
these inverses in reverse order,
Hence for more than two factors,
(AC) 1 C1A 1
AA 1 I
C1C I
Seoul
National
Univ.
143
Cancellation Laws
Theorem 3. Cancellation Laws
Seoul
National
Univ.
144
a11 a12
a
a22
21
an1 an 2
a1n
a11 0 0
0 a
a2 n
0
0
22
.
, A
0
0 0
ann
0
0
a
nn
Seoul
National
Univ.
145
a11 a12
a
a22
21
an1 an 2
a11
a
Ax 21
an1
a11
0
x
A
0
a1n
a11 0 0
0 a
a2 n
0
0
22
.
, A
0
0 0
ann
0 ann
0
a12 a1n x1 b1
a22 a2 n x2 b2
an 2 ann xn bn
0 0 x1 b1
a 22 0 0 x2 b2
0 0
0 a nn xn bn
1b
x A 1b A
Seoul
National
Univ.
146
B)
det(AB ) det(A
a11 0
0 a
22
B
A
0
0
0
0
a11b11
a 22b21
det(AB)
a nnbn1
0 b11
0 0 b21
0
a nn bn1
a11b12
a 22b22
bn 2 bnn a nnbn1
a11b1n
b11
a 22b2 n
b21
a11a 22 a nn
a nnbn 2 a nnbnn
a11b12 a11b1n
a 22b22 a 22b2 n
a nnbn 2 a nnbnn
b12 b1n
b22 b2 n
bn1 bn 2 bnn
Seoul
National
Univ.
147
D 1
j k
k 1
ca jk M jk cD
B)
det(AB ) det(A
B)
det(A
a nnbn1
b11
a11a 22 a nn
a nnbn 2 a nnbnn
b12 b1n
b21 b22 b2 n
bn1 bn 2 bnn
Seoul
National
Univ.
148