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Quantitative Methods

This book is a part of the course by MITSDE , Pune. This book contains the course content for Quantitative Methods.

MITSDE, Pune Second Edition 2012 Oct. First Edition 2010 Oct.

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MITSDE makes reasonable endeavours to ensure content is current and accurate. MITSDE reserves the right to alter the content whenever the need arises, and to vary it at any time without prior notice.

Index

 I. Content II II. List of Tables VIII III. Application 105 IV. Bibliography 110 V. Self Assessment Answers 113

Book at a Glance

I/MITSDE

Contents

 Chapter I 1 Matrices and Determinants 1 Aim 1 Objectives 1 Learning Outcome: 1 1.1 Introduction 2 1.2 Matrix 2 1.2.1 Matrix definition 2 1.2.2 Matrix Notation 2 1.2.3 Matrix Equality 3 1.3 Types of Matrix 3 1.3.1 Row Matrix 3 1.3.2 Column Matrix 3 1.3.3 Zero/Null Matrix 3 1.3.4 Square Matrix 4 1.3.5 Diagonal Matrix 4 1.3.6 Unit/Identity Matrix 4 1.3.7 Transpose of a Matrix 4 1.4 Operations on Matrices 4 1.4.1 Addition of Matrices 4 1.4.1.1 Properties of Matrix Addition 5 1.4.2 Subtraction of Matrices 5 1.4.3 Multiplication of Matrices 6 1.4.3.1 Multiplication of a Matrix by a Number 6 1.4.3.2 Multiplication of a Matrix by another Matrix 6 1.4.3.3 Properties of Multiplication of Matrices 7 1.5 Determinants 7 1.5.1 Calculating Value of 2 x 2 Determinant 7 1.5.2 Calculating Value of 3 x 3 Determinant 8 1.5.2.1 Cofactors 8 1.5.2.2 Expansion by Minors 8 1.6 Inverse of a Matrix 9 1.6.1 Finding Inverse for a 2 x 2 Matrix 9 1.6.2 Finding Inverse for a 3 x 3 Matrix 9 1.7 Solving Simultaneous Equation using Determinants 11 1.7.1 Solving Two Simultaneous Equations 11 1.7.2 Solving Three simultaneous Equations 12 1.8 Properties of Determinants 13 1.9 Difference between Matrices and Determinants 14 Summary 15 References 15 Recommended Reading 15 Self Assessment 16 Chapter II 18 Mathematical Logic 18 Aim 18 Objective 18 Learning outcome 18 2.1 Introduction 19 2.2 Definition 19 2.2.1 Statement 19 2.2.2 Truth Value 19

II/MITSDE

2.2.3

Truth Table

19

 2.2.4 Compound Statements 19 2.3 Statement 20 2.4 Compound Statement 20 2.5 Connectives 21 2.5.1 Negation 21 2.5.2 Conjunction 22 2.5.3 Disjunction 23 2.5.4 Conditional or Implication 23 2.5.5 Biconditional or Biimplication 24 2.5.6 Contrapositive, Converse and Inverse 25 2.6 Tautology ,Contradiction and Contingency 25 2.7 Laws of Algebra 26 2.7.1 Identity Law 26 2.7.2 Commutative Law 26 2.7.3 Complement Law 26 2.7.4 Double Negation 26 2.7.5 Associative Law 26 2.7.6 Distributive Law 26 2.7.7 Absorption Law 26 2.7.8 Demorgan’s Law 26 2.7.9 Equivalance of Contrapositive 27 2.7.10 Others 27 Summary 28 References 28 Recommended Reading 28 Self Assessment 29 Chapter III 31 Set Theory 31 Aim 31 Objective 31 Learning outcome 31 3.1 Definition of a Set 32 3.2 Standard Sets 32 3.3 Representation of set 32 3.3.1 Tabular Form/Roaster Method 32 3.3.2 Rule Method 32 3.3.3 Descriptive Form 32 3.4 Types of Sets 33 3.4.1 Finite Set 33 3.4.2 Empty or Null Set 33 3.4.3 Subset 33 3.4.3.1 Proper Subset 33 3.4.3.2 Improper Subset 33 3.4.4 Infinite Set 33 3.4.5 Disjoint Sets 34 3.4.6 Overlapping Sets 34 3.4.7 Universal Set 34 3.4.8 Equal Set 34 3.4.9 Complement Set 34 3.4.10 Equivalent Set 34 3.5 Illustration of Various Sets 35 3.6 Basic Operations on Sets 35 3.6.1 Intersection of Two Sets 35

III/MITSDE

3.6.2

Union of Two Sets

35

 3.6.3 Relative Complement or Difference of Two Sets 35 3.6.4 Complement of a Set 36 3.6.5 Symmetric Difference of Two Sets 36 3.7 Properties of Set 36 3.7.1 Commutative Law 36 3.7.2 Associative Law 36 3.7.3 Distributive Law 37 3.7.4 Identity Law 37 3.7.5 Complement Law 37 3.7.6 Idempotent Law 37 3.7.7 Bound Law 37 3.7.8 Absorption Law 37 3.7.9 Involution Law 37 3.7.10 De Morgan’s Law 37 3.7.11More Results 37 Summary 40 References 40 Recommended Reading 40 Self Assessment 41 Chapter IV 43 Progression 43 Aim 43 Objective 43 Learning outcome 43 4.1 Introduction 44 4.2 Arithmetic Progression 44 4.3 Formulae for Arithmetic Progression 45 4.3.1 The general form of an AP 45 4.3.2 The n th term of an AP 45 4.3.3 Sum of first n terms ( ) of an AP 45 4.4 Arithmetic Mean 45 4.5 Geometric Progression 45 4.6 Formulae for Geometric Progression 46 4.6.1 The general form of a GP 46 4.6.2 The n th term T n of a GP 46 4.6.3 The sum of first n terms S n of a GP 46 4.7 Geometric Mean 47 4.8 Harmonic Progression 47 4.9 Formulae for Harmonic Progression 48 4.9.1 The General Form of HP 48 4.9.2 The nth term (T n )of a HP 48 4.10 Harmonic mean 48 4.11 Comparison between AP and GP 48 4.12 Important Rules on Arithmetic mean(AM),Geometric Mean (GM) and Harmonic Mean(HM) 49 Summary 51 References 51 Recommended Reading 51 Self Assessment 52

IV/ MITSDE

Chapter V

54

 Probability 54 Aim 54 Objective 54 Learning outcome 54 5.1 Introduction 55 5.2 Definitions 55 5.2.1 Experiment 55 5.2.2 Deterministic Experiment 55 5.2.3 Random Experiment 55 5.2.3.1 Examples of Performing a Random Experiment 55 5.2.3.2 Details 55 5.2.3.3 Sample Space : 55 5.2.4 Elementary Event 55 5.2.5 Impossible Event 55 5.2.6 Events 56 5.2.7 Mutually Exclusive Event 56 5.2.8 Compatibility 56 5.2.9 Independent Events 56 5.2.10 Dependent Events 56 5.3 Probability 56 5.3.1 Probability of Occurrence of an Event 56 5.3.2 Results on Probability 56 5.3.3 Binomial Distribution 57 5.3.4 Geometric Theorem 57 5.4 Conditional Probability 57 5.4.1 Conditional probability of Dependent Events 57 5.4.2 Conditional probability of Independent Events 57 5.5. Multiplication Rule 57 5.5.1 Independent Events 57 5.5.2 Dependent Events 57 5.6 Steps to Solve Probability 58 5.7 Bayes Theorem 58 Summary 61 References 61 Recommended Reading 61 Self Assessment 62 Chapter VI 64 Permutations and Combinations 64 Aim 64 Objective 64 Learning outcome 64 6.1 Introduction 65 6.2 Basic Calculation Used 65 6.2.1 Factorial Notation 65 6.3 Fundamental Principles of Counting 65 6.3.1 Principle of Addition 65 6.3.2 Principle of Multiplication 65 6.4 Permutation 66 6.4.1 Basic Forms of Permutations 67 6.4.1.1 All given Objects are Distinct 67 6.4.1.2 When k cannot be Selected 67 6.4.1.3 When all the given n objects are not distinct 67 6.4.1.4 Circular Permutation 67

V/MITSDE

6.4.1.5

Repetition is Allowed

68

 6.5 Combination 68 6.6 Basic Forms of Combination 68 6.6.1All Given Objects are distinct 68 6.6.2 When K objects cannot be selected 68 6.6.3 When k Objects are always Selected 69 6.6.4 Distribution of Objects into two Groups 69 6.6.5 Distribution of Similar Objects 69 6.6.6 Total possible Combination of n Distinct Objects 69 6.6.7 When All are not Distinct Objects 70 6.6.8 When all are Distinct but of Different Kind 70 6.7 Special Case(Permutation and Combination Simultaneously) 70 6.8 Basic Manipulation on Permutation and Combinations 70 Summary 73 References 73 Recommended Reading 73 Self Assessment 74 Chapter VII 76 Interpolation 76 Aim 76 Objectives 76 Learning outcome 76 7.1 Introduction 77 7.2 Definition of Interpolation 77 7.3 Application 77 7.4 Need and Importance of Interpolation 77 7.5 Methods of Interpolation 78 7.5.1 Graphical Method 78 7.5.2 Newton’s method of advancing differences 78 7.5.3 Lagrange’s Method 78 7.5.4 Newton-Gauss Forward Method 78 7.5.5 Newton-Gauss Backward Method 79 Summary 80 References 80 Recommended Reading 80 Self Assessment 81 Chapter VIII 83 Consumer Arithmetic 83 Aim 83 Objectives 83 Learning outcome 83 8.1 Introduction: Profit and Loss 84 8.1.1 Formulae 84 8.2 Interest 85 8.2.1 Terms Used 85 8.2.2 Simple Interest 85 8.2.2.1 Formulae 85 8.2.3 Recurring Deposit 86 8.2.3.1 Formulae 86 8.2.4 Compound Interest 86 8.2.4.1 Formulae 86

VI/ MITSDE

 Summary 89 References 89 Recommended Reading 89 Self Assessment 90 Chapter IX 92 Relations and Functions 92 Aim 92 Objectives 92 Learning outcome 92 9.1 Relation 93 9.2 Domain and Range of a Relation 93 9.3 Functions 93 9.3.1 Range, image, co-domain 94 9.4 Break Even Analysis 94 Summary 95 References 95 Recommended Reading 95 Self Assessment 96 Chapter X 98 Statistics 98 Aim 98 Objectives 98 Learning outcome 98 10.1 Introduction 99 10.2 Definition of Statistics 99 10.3 Scope and Applications of Statistics 99 10.4 Characteristics of Statistics 99 10.5 Functions of Statistics 100 10.6 Limitations of Statistics 100 10.7 Classification 100 10.8 Objectives of Classification 100 10.9 Characteristics of Classification 100 10.10 Frequency Distribution 101 10.10.1 Discrete or Ungrouped Frequency Distribution 101 10.10.2 Continuous or Grouped Frequency Distribution 101 10.10.3 Cumulative Frequency Distribution 101 Summary 102 References 102 Recommended Reading 102 Self Assessment 103

VII/ MITSDE

List of Tables

 Table 1.1 Differences between matrices and determinants 14 Table 2.1 Symbols of connectives 21 Table 2.2 Truth Table of Negation 22 Table 2.3 Truth table of conjunction 22 Table 2.4 Truth table for disjunction 23 Table 2.5 Truth table for implication 24 Table 2.6 Truth table of biimplication 24 Table 2.7 ∼P ∨ P is a tautology 25 Table 2.8 contradiction 25 Table 2.9 contingency 25 Table 4.1 Comparison between AP and GP 48

VIII/ MITSDE

Chapter I Matrices and Determinants

Aim

The aim of this chapter is to:

introduce the concept of matrices

elucidate the types of matrix

introduce determinant of matrix

Objectives

The objective of this chapter is to:

explicate the operations on matrices

describe the properties of determinants

explicate the properties of matrices

Learning Outcome

At the end of this chapter, you will be able to:

compare different types of matrix

identify the basic operations on matrix

understand simultaneous linear equations using determinants

Quantitative Methods

1.1 Introduction

The study of matrices and determinants is of immense significance in the field of business and economics. This lesson introduces the matrix, the rectangular array and determinants at the heart of matrix algebra. Matrix algebra is used quite a bit in advanced statistics, largely because it provides two benefits.

Compact notation for describing sets of data and sets of equations.

• Efficient methods for manipulating sets of data and solving sets of equations.

1.2 Matrix

1.2.1 Matrix definition A matrix is a rectangular array of numbers arranged in rows and columns. It is a collection of real or complex numbers (usually real) arranged in a fixed number of rows and columns. It is arranged in a rectangular brackets (either ( ) or [ ]).A set of real or complex numbers arranged in a rectangular array of ‘m’ rows and ‘n’ columns, of an order m x n (read as m by n) is called a matrix. The dimension or order of matrix is written as number of rows x number of columns.

A=

Example: A=

The topmost row is row 1.The leftmost column is column 1.

Here, the number of rows (m) is 2 and the number of columns (n) is 3.

So the matrix is of order 2 x 3 (2 by 3 matrix).

Matrices are used to solve problem in:

Electronics

Statics

Robotics

Linear programming

Optimisation

Intersection of planes

Genetics

1.2.2 Matrix Notation Statisticians use symbols to identify matrix elements and matrices.

Matrix elements: Consider the matrix below, in which matrix elements are represented entirely by symbols.

A=

By convention the first subscript refers to the row number and the second subscript refers to the column number .Thus the first element in the first row is represented by ,the second element in the first row, by and so on, until we reach the fourth element in second row which is represented by .

Notation: The simplest way to represent a matrix symbolically is to use bold face letters A,B ,C etc…Thus A might refer to a 2 x 3 matrix in the below example

A =

Another approach of representing matrix A is:

] where i=1, 2 and j=1, 2, 3, 4

A= [

This notation indicates A is a matrix with two rows and four columns. The actual element of the array are not

displayed they are represented by the symbol

.

1.2.3 Matrix Equality

To understand matrix algebra, we need to understand matrix equality. Two matrices are equal if all three of the following conditions are met:

each matrix has same number of rows

each matrix has same number of columns

corresponding elements within each matrix are equal

Consider the three matrices given below

A=

B=

C=

If A=B, then x=22 and y=33, as corresponding elements of equal matrices are equal. And it is clear that C is not

equal to A or B, because C has more columns than A or B.

1.3 Types of Matrix

There are six types of matrices. They are as follows.

1.3.1 Row Matrix

A matrix having a single row is called row matrix.

Example

A=

1.3.2 Column Matrix

A matrix having a single column is called column matrix.

Example:

A=

1.3.3 Zero/Null Matrix

A matrix having each and every element as zero is called a null or zero matrix.

Example

A=

Quantitative Methods

1.3.4 Square Matrix

A matrix having equal number of rows and columns is called a square matrix.

Example

A=

1.3.5 Diagonal Matrix

A square matrix having all elements zero except principal diagonal elements is called diagonal matrix. Principal

diagonal elements can be any non-zero elements.

Matrix elements like

Example

A=

,
,

etc… are called principal diagonal elements.

1.3.6 Unit/Identity Matrix

A square matrix which is a diagonal matrix having all principal diagonal elements as one (unit) is called identity

matrix.

Example

A=

1.3.7 Transpose of a Matrix

The transpose of one matrix is obtained by using the row of the first matrix as the column of the second matrix.

Example: if A=

A’=

, then the transpose of A is represented by A’

1.4 Operations on Matrices

Like ordinary algebra, matrix algebra has operations addition, subtraction and multiplication.

Two matrices can be added only if they have same dimensions; that is, they must have same number of rows and columns.

For example, consider matrix A and matrix B

A=

B=

Both matrices have the same number of rows and columns (2 rows and 3 columns), so they can be added. Thus,

A+B =

A+B=

And finally, note that the order in which the matrices are added does not affect the final result.A+B=B+A.

1.4.1.1 Properties of Matrix Addition The properties of addition of matrices are as follows:

Commutative property is true ;that is A+B=B+A

Associative property is true

A+ (B+C) = (A+B) +C

Distributive property is true

K (A+B) =ka+kb

(A+B) k=Ak+Bk

Existence of additive identity element, if a matrix is added with null matrix of the same dimension then, it results

in the same matrix, so the additive identity of a matrix is null matrix

A+0=0+A=A

Existence of additive inverse, if a matrix is added by inverse of A matrix, then the result is a null matrix, so the additive inverse of a matrix is the inverse of the matrix itself matrix

A+ (-A) = (-A) +A= 0

1.4.2 Subtraction of Matrices Like addition of matrices, subtraction of matrices also follows the same conditions and procedures for subtracting two matrices. Two matrices can be subtracted only if they have same dimensions; that is, they must have same number of rows and columns.

Subtraction can be accomplished by adding corresponding elements.

For example, consider matrix A and matrix B

A=

B=

Both matrices have the same number of rows and columns (3 rows and 2 columns), so they can be subtracted. Thus,

A-B=

A-B=

And finally, note that the order in which the matrices are subtracted affects the final result. A-B B-A.

Quantitative Methods

1.4.3 Multiplication of Matrices In matrix multiplication there are two types of matrix multiplication. They are:

Multiplication of a matrix by a number

Multiplication of a matrix by another matrix

1.4.3.1 Multiplication of a Matrix by a Number

When a matrix is multiplied by a number, every element in the matrix should be multiplied by that same number. This operation produces a new matrix, which is called scalar multiple. This multiplication process is called as scalar multiplication.

For example, if x is 5 and matrix A is as follows,

A=

Then,

xA = 5A = 5

=

=

= B (say)

In the example above, every element of A is multiplied by 5 to produce the scalar multiple, B.

1.4.3.2 Multiplication of a Matrix by another Matrix

The matrix product AB is defined only when the number of columns in A is equal to the number of rows in B .Similarly, the matrix product BA is defined only when the number of columns in B is equal to number of rows in A.

Suppose that A is an i x j matrix and B is a j x k matrix. Then, the matrix product AB results in a matrix C which has i rows and k columns; and each element in C can be computed according to the following formula.

 = Where, = the element in row i and column k in matrix C = the element in row i and column j in matrix A = the element in row j and column k in matrix B

= summation sign, which indicates that the

should be summed over j

Suppose we want to compute AB, given the matrices below.

A=

B=

Let AB = C.Because A has 2 rows, we know that C will also have 2 rows; and because B has 2 columns, we know that C will have 2 columns. To compute the value of every element in 2 x 2 matrix C, we use the formula

=
=

=

, such that

= 0 * 6 + 1 * 8 + 2 * 1 = 0+8+2 = 10

= 0 * 7 + 1 * 9 + 2 * 2 = 0+9+4 = 13

= 3 * 6 + 4 * 8 + 5 * 1 = 18+32+5 = 55

=

= 3 * 7 + 4 * 9 + 5 * 2 = 21+36+10 = 67

=

Therefore AB= C =

1.4.3.3 Properties of Multiplication of Matrices The properties of multiplication of matrices are as follows:

Commutative property is not true ;that is ,even when matrix multiplication is possible in both direction the results may be different ,that is AB is not always equal to BA

Associative property is true

A (BC) = (AB) C

Distributive property is true

K (AB) = (ka) (kb)

(AB) k= (Ak) (Bk)

Existence of multiplicative identity element, if a matrix is multiplied with identity matrix of the same dimension then, it results in the same matrix, so the multiplicative identity of a matrix is identity matrix

AI=IA=A

Existence of multiplicative inverse, if a matrix is multiplied by the inverse of it, then the result is a identity matrix, so the multiplicative inverse of a matrix is its inverse matrix (inverse of a matrix is discussed in 1.6)

A *

=

* A =

I

1.5 Determinants

A determinant is a square array of numbers (written within a pair of vertical lines) which represents a certain sum of products.

example of a 2 x 2 determinant:

A=

1.5.1 Calculating Value of 2 x 2 Determinant In general we need to find the value of 2 x 2 determinants with elements a, b, c and d as follows:

Here the diagonals are multiplied (top left * bottom right first) and then subtracted.

Example Find the value of the determinant

= 4 * 3 - 2 * 1

= 12 – 2 =10 (answer)

Quantitative Methods

1.5.2 Calculating Value of 3 x 3 Determinant A general representation of a 3 x 3 matrix is as follows

A=

The method used for finding the determinants of 3 x 3 is the expansion by minors.

1.5.2.1 Cofactors

The 2 x 2 determinant

is called the cofactor of

for 3 x 3 matrix

The cofactors are formed from the elements that are not in the same row and not in the same column as

Thus the elements in grey are not in the row and column of

Similarly for

, the cofactor is

And for

, the cofactor is

, so

is the cofactor of

.
.

1.5.2.2 Expansion by Minors

The 3 x 3 determinant values are evaluated by expansion by minors. This involves multiplying the first column of the determinant with the cofactor of those elements. The middle product is subtracted and the final product is added.

=

-

example: evaluate

+

= -2

– (5)

+ 4

= -2[(-1) (2)-(-8) (4)] – 5 [(2) (3) – (-8) (-1)] + 4 [(3) (4)-(-1) (-1)]

= -2(30)-5(-2) +4(11)

=-60+10+44

= -6

Here we are using first column to expand it, even if we use first row to expand, it gives the same result.

1.6 Inverse of a Matrix

Suppose A is an n x n matrix, denoted by

A

=

A = I

, that satisfies the following condition

Where I is the identity matrix To check whether inverse of the matrix exists:

Find the determinant of the square matrix, if the determinant value is zero then the inverse of that matrix does not exist and that matrix is known as Singular matrix.

If the determinant value is not zero, then there exists an inverse for that matrix.

The matrix for which there is an inverse is called non-singular matrix or invertible matrix.

1.6.1 Finding Inverse for a 2 x 2 Matrix

Suppose A is a non-singular 2 x 2 matrix .Then, the inverse of A can be computed as given below,

=

then

A=

|A| is the determinant value of the matrix

How to find the determinant value of 2 x 2 matrix and 3 x 3 matrix are discussed above in 1.5.1 and 1.5.2 respectively.

Example:

Find the inverse of the 2 x 2 matrix B =

|B| = 4 (Refer 1.5.1)

=

=

is the inverse of the matrix

1.6.2 Finding Inverse for a 3 x 3 Matrix

Steps for finding the inverse of 3 x 3 matrix:

Find the determinant of a 3 x 3 matrix, det(A)

Find the transpose of the matrix

Find the determinant of the cofactors of each element in the transpose matrix.

Represent these values as a matrix of the cofactors

Substitute the required values in

=

Verify by multiplying A and

,the result should be an identity matrix of same dimension.

Example Find the inverse of A= Step 1:

Find determinant of the 3 x 3 matrix (refer 1.5.2) det (A) = 1(0-24)-2(0-20)+3(0-5) det (A)=1

Quantitative Methods

Step 2:

Find the transpose of the matrix

=

Step 3:

Find the determinant of the cofactor of each element in the transpose matrix.

 = = -24 = = -18 = = 5 = = -20 = = -15 = = 4 = = -5 = = -4 = = 1

Step 4:

Represents these values as a matrix of the cofactors

Step 5:

Find the adjoint of the matrix

=

Step 6:

Substitute the values in

=
=
 Therefore = Step 7: Verification A = I

=

If a matrix is multiplied with its inverse, then the result should be the identity matrix of same dimension

1.7 Solving Simultaneous Equation using Determinants

1.7.1 Solving Two Simultaneous Equations System of equation can be solved using determinants with cramer’s rule

The solution of (x, y) of the system

 + x y = ----------- (1) + x y = ----------- (2)

can be found using determinants

Solution:

Here, x and y are the variables, & are the coefficients of the variable x in equations 1 and 2 respectively and & are the coefficients of the variable y in equations 1 and 2 respectively, and are the constants of equation 1 and 2 respectively.

Step 1:

Solve the determinant of coefficients of variables and it is represented by

=

Step 2:

 Solve the determinant replacing constants instead of coefficient of variable x and it is represented by = Step 3: Solve the determinant replacing constants instead of coefficient of variable y and it is represented by

=

Step 4:

Obtain solution as x=

and y =

Quantitative Methods

Example Solve the system using Cramer’s rule.

x-3y=6

2x+3y=3

Solution:

Here

= 1;

= -3;

= 2;

So, x=

=

=

= 3

y=

=

= -1

So, the solution is (3,-1)

= 3;

= 6;

= 3;

1.7.2 Solving Three simultaneous Equations System of equation can be solved using determinants with cramer’s rule

The solution of (x, y, z) of the system

 + x y+ z = ----------- (1) + x y+ z = ----------- (2) + x y+ z = ----------- (3)

can be found using determinants

Solution Here, x, y and z are the variables. , & are the coefficients of the variable x in equations 1, 2 and 3 respectively

, coefficients of the variable z in equations 1, 2 and 3 respectively. , and are the constants of equation 1,2 and 3 respectively.

.

are the

&

are the coefficients of the variable y in equations 1, 2 and 3 respectively. ,

and

Step 1:

Solve the determinant of coefficients of variables and it is represented by

=

Step 2:

Solve the determinant replacing constants instead of coefficient of variable x and it is represented by

=

Step 3:

 Solve the determinant replacing constants instead of coefficient of variable y and it is represented by = Step 4: Solve the determinant replacing constants instead of coefficient of variable z and it is represented by =

Step 5:

Obtain solution as x=

; y =
; z =

Example Solve the system using Cramer’s rule.

2x+3y+z=2

-x+2y+3z=1

-3x-3y+z=0

Solution:

Here

= 2;

= 3;

= 1;

= -1;

= 2;

=

= 2(11) +1(6)-3(7) = 7

= 3;

So, x=

=

= 28 / 7=4

y=

z=

=

=

= - 21/ 7 = -3

= 21/ 7 = 3

So, the solution is (4,-3, 3)

= -3;

=-3;

= 1 and

=2;

= 1;

=0

1.8 Properties of Determinants

The properties of determinants are as follows:

The value of determinant remains unchanged if its rows and columns are interchanged

If any two rows/columns change by minus sign only ,then also the value of determinant remains unchanged

If any two rows/columns of a determinant are identical, then the value of determinant is zero

If each element of a row/column of a determinant is multiplied by a same constant and then added to corresponding elements of some other row/column, then the value of determinant remains unchanged.

If each element of a row/column of a determinant is zero, then the value of the determinant is zero.

Quantitative Methods

1.9 Difference between Matrices and Determinants

Following is the difference between matrices and determinants

 Features Matrices Determinants Definition A matrix is an array of A determinant is a square array of numbers numbers arranged in rectangular brackets. (written within a pair of vertical lines) which represents a certain sum of products. Representation It is written inside It is written within two vertical Lines | | . brackets either ( ) or [ ]. Value/Result It results in an array of It results in a single number. number inside brackets. Influence Scalar multiplication affects all the elements in a matrix. Scalar multiplication only affects single row / single column. Value Matrices contain many elements. Determinant has a single number as a end result. Nature Matrices may positive or negative. Determinant value is always positive. Though it results in a negative number we consider it as positive because determinant is like distance(it cannot e negative whether it is forward or backward)

Table 1.1 Differences between matrices and determinants

Summary

 • A matrix is a rectangular array of numbers arranged in rows and columns. • A set of real or complex numbers arranged in a rectangular array of ‘m’ rows and ‘n’ columns, of an order m x n (read as m by n) is called a matrix. • Two matrices can be added only if they have same dimensions. • Commutative property, Associative property, Distributive property is true for matrix addition. • The matrix product AB is defined only when the number of columns in A is equal to the number of rows in B. • Commutative property is not true for matrix multiplication. • Associative property ,Distributive property are true for matrix multiplication • There exists additive identity, multiplicative identity, additive inverse and multiplicative inverse for a matrix. • A determinant is a square array of numbers. • The 3 x 3 determinant values are evaluated by expansion by minors. • System of equation can be solved using determinants with Cramer’s rule.

References

Dr. Kala, V. N. & Rana, R., 2009. Matrices, 1st ed., Laxmi Publication ltd.

Jain, T. R. & Aggarwal, S. C., 2010. Business Mathematics and Statistics, V.K Enterprises.

Matrices and determinants, [pdf] Available at: < http://www.kkuniyuk.com/M1410801Part1.pdf > [Accessed

31 August 2012].

Gunawarden, J., Matrix algebras for beginning, [Online] Available at: < http://vcp.med.harvard.edu/papers/ matrices-1.pdf > [Accessed 31 August 2012].

2011, Matrices, [Video Online] Available at: < http://www.youtube.com/watch?v=9tFhs-D47Ik > [Accessed

31 August 2012].

Hurst, W., Matrices & determinants, [Video Online] Available at: < http://www.youtube.com/watch?v=havr- W8IwKs > [Accessed 31 August 2012].

McMahon, D., 2005. Linear Algebra Demystified, McGraw-hill publication.

Anton, H., 2010. Elementary Linear Algebra, 10th ed., FM Publications.

Greub, W., 1975. Linear Algebra graduate texts in mathematics, Springer.

Quantitative Methods

Self Assessment

1. If matrix A=

a. 3

b. 4

c. 2

d. 5

and aij is the element of matrix A in i th row and j th column, then what is the value of a 21 ?

 2. It is given that P= and Q = .What is the value of x+y if P=Q? a. 3 b. 5 c. 6 d. 8 3. is a rectangular array of numbers arranged in rows and columns. A a. Determinant b. Matrix c. Array d. Transpose

4. Two matrices can be added only if they have

a. same dimensions

b. different dimensions

c. plus sign

d. minus sign

5. When a matrix is multiplied by a number, then the process is called as

a. matrix multiplication

b. scalar multiplication

c. square multiplication

d. rectangular multiplication

6. What type of matrix is A=

a. square

b. diagonal

c. null

d. identity

?

7.

What is the addition matrix of the following two matrices?

A =

and B=

a.

b.

c.

d.

8. If A =

, what is the value of 5A?

a.

b.

c.

d.

 9. What is the value of determinant ? a. 6 b. 8 c. 7 d. 10 10. is a square array of numbers. A a. matrix b. determinant c. array d. transpose

Quantitative Methods

Chapter II Mathematical Logic

Aim

The aim of this chapter is to:

introduce mathematical logic

describe operations on logic

Objective

The objectives of this chapter are to:

explicate logical connectives

elucidate laws of algebra of propositions

describe compound statement

Learning outcome

At the end of this chapter, you will be able to:

identify the use of mathematical logic

understand the complex procedures into simpler form

understand statement and the truth table

2.1 Introduction

Mathematical Logic is a tool for providing a precise meaning to mathematical statements.

It includes:

A formal language for expressing them

A concise notation to represent them

A methodology for objectively reasoning about their truth or falsity

2.2 Definition

The part of mathematics concerned with the study of formal languages, formal reasoning, the nature of

mathematical proof, provability of mathematical statements, computability, and other aspects of the foundations

of mathematics.

2.2.1 Statement

A statement is a declarative sentence which is either true or false but not both.

2.2.2 Truth Value

The truth value of a proposition is true (T) if it is of true proposition and false (F) if it is false proposition.

Example

P: The year 1973 was a leap year is a proposition readily decidable as false.

Note that the use of label ‘P…’ so that the overall statement is read p is the statement:”The year 1973 was a leap year”.

So we use P, Q, R, S, T to represent statements and these letters are called as statement variables, that is, variable replaced by statements.

Example Determine whether the following sentences are statements are not.If it is a statement, determine its truth value.

The sun rises in west. False 128= 2 6 False

Is 2 an integer? Not a statement as it is interrogative Take the book not a statement

2.2.3 Truth Table

A table that gives the truth value of the compound statement in terms of its component part is called a truth table.

2.2.4 Compound Statements

A compound statement is a combination of two or more statements.

Example Today is Friday and it is a holiday

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2.3 Statement

 A statement is an assertion that can be determined to be True or False. A statement/simple statement or proposition is a declarative sentence that is either True or False but not both. A simple statement is the basic building block of the logic. • Those declarative statements will be admitted in the object language which have one and only one of two possible values called “Truth Value” • The two truth values are true and false, which are denoted by T and F respectively • Occasionally they are represented using symbols 1 and 0 • We do not use other kind of statements in object language such as exclamatory and interrogative • Declarative sentences in object language are of two types • The first type includes those sentences which are considered to be primitive in the object language • This will be denoted by distinct symbols selected from uppercase letters A, B P, Q • Second type are obtained from the primitive ones by using certain symbols called connectives and certain punctuation marks such as parentheses to join primitive sentences In any case, all declarative sentences to which it is possible to assign one and only of the two possible truth values

are called statements.

The following are the statements which do not contain any connectives, these kinds of statements are called as atomic or primary primitive statement.

2. Moscow is the capital of spain

3. This statement is false

4. 1+101=110

5. Close the door

6. Toronto is an old city

7. Man will reach mars by 2080

The statements are discussed below

The statements 1 and 2 have truth values true or false

• Sentence 3 is not a statement according to the definition, because we cannot assign to it a definite truth value

If we assign a value true then the statement 3 is false, if assigned false then the statement 3 is true

Sentence 4 is a statement; if the numbers are considered as decimal system then the statement is false. If it is considered as binary number system, then the statement is true. So the statement 4 is true.

Statement 5 is not a statement as it is interrogative

Statement 6 is considered true in some part of the world and false in certain other parts of the world

The statement 7 could not be determined ,it will be determined only in the year or earlier when man reaches mars before that date

2.4 Compound Statement

A statement represented by a single statement variable (without any connective) is called a simple (or primitive)

statement.

A statement represented by some combination of statement variables and connectives is called a compound

statement.

Example

A dog or a car is an animal

A dog is not an animal

5<3

If the earth is flat, then 3+4 =7

2.5 Connectives

In case of simple statements, their truth values are fairly obvious. It is possible to construct rather complicated statements from simpler statements by using certain connecting words or expressions known as “sentential connectives”. The statements which we initially consider are simple statements, called atomic or primary statements. New statement can be formed from atomic statements through the use of sentential connectives. The resulting statement is called molecular or compound statements. Thus the atomic statements are those which do not have any connectives. Capital letters are used to denote statements.

The capital letters with or without subscripts, will also be used to denote arbitrary statements. In the sense, a statement “P” either denotes a particular statement or serves as a place holder for any statement .This dual use of the symbol to denote either a definite statement, called a constant, or an arbitrary statement called a variable. The truth value of “P” is the truth table of actual statement which it represents.

It should be emphasises that when “P” is used as a statement variable, it has no truth value and such does not

represent a statement in symbolic logic.

Most mathematical statements are combinations of simpler statement formed through some choice of the words

”not”,”and”,”or”,”if

are denoted by the following symbols:

and “if and only if”. These are called logical connectives or simply connectives and

then”

 Connective Symbol Formal name Not ∼ or ¬ Negation And ∧ Conjunction Or ∨ Disjunction If then → Conditional If and only if ↔ Biconditional

Table 2.1 Symbols of connectives

2.5.1 Negation

Definition of negation

If P is a statement variable,the negation of P is “not P” or it is not the case that P” and is denoted by P.It has

opposite truth value from P.

The negation statement is generally formed by introducing the word “not” at a proper place in statement with the phrase “It is not the case that” and read as “not P”.

Let P be a statement .The negation of P, written P or P ¬ is the statement obtained by negating statement P.

If the truth value of P is true then truth value of P is false, and if the truth value of P is false then truth value of

P is true.

This definition of negation is summarized by the truth table below.

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P
∼ P
T
F
F
T

Table 2.2 Truth Table of Negation

Example P:The integer 10 is even Then P: The integer 10 is not even

P:London is a city

P:It is not case that London is a city

P:London is not a city

P:I went to my class yesterday.

P:I did not go to my class yesterday

P:I was absent from my class yesterday.

P:I went to my class yesterday.

P:I did not go to my class yesterday

P:I was absent from my class yesterday

Negation is called connectives although it only modifies a statement or a variable.

2.5.2 Conjunction

Let P and Q be statements. The conjunction of P and Q, written P Q,is the statement formed by joining statements

P and Q using the word “and”. The statement PQ is true if both P and Q are true; otherwise PQ is false.

The symbol is called “and”. Let P and Q be statements. The truth table of PQ is given below.

Definition

If p and q are statement variables, the conjunction of p and q is “p and q”, denoted pq.The compound statement

pq .The compound statement p q is true when both p and q are true; otherwise, it is false.

 P Q P∧Q T T T T F F F T F F F F

Table 2.3 Truth table of conjunction

Example P: 2 is an even integer, Q: 7 divide 14 R:2 is an even integer and 7 divides 14.

P:It is raining today Q:There are 20 tables in this room. R:It is raining today and there are 20 tables in this room.

Jack and Jill went up the hill. From this statement we get two statement Jack went up the hill and Jill went up the hill. Then the given statement can be written symbolic from PQ.

2.5.3 Disjunction

Let P and Q be statements. The disjunction of P and Q ,written P Q ,is statement formed by putting statements P and Q together using the word “Or”. The truth value of the statement PQ is T if atleast one of statements P and Q

is true. The symbol is called “Or”, for the statement P Q is given below.

Definition

 If P and Q are statement variables, the disjunction of P and Q is “P or Q”, denoted P ∨ Q.The compound statement P ∨ Q is true if atleast one of P or Q is true; it is false when both P and Q are false.
 P Q P∨ Q T T T T F T F T T F F F

Table 2.4 Truth table for disjunction

Example P:2 2 +3 3 is an even integer

Q:2 2 +3 3 is an odd integer then P Q:2 2 +3 3 is an even integer or 2 2 +3 3 is an odd integer

OR

P Q :2 2 +3 3 is an even integer or an odd integer