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Lecture Set 01
Chapter 1:
Systems of Linear Equations & Matrices
Chapter Contents
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Linear Equations
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Example
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We can assign arbitrary values to any two variables and solve for
the third variable
For example
x1 = 5 + 4s 7t, x2 = s, x3 = t
where s, t are arbitrary values
Linear Systems
#
#
am1x1 + am2 x2 + ... + amn xn = bm
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Augmented Matrices
The location of the +s, the xs, and the =s can be abbreviated
by writing only the rectangular array of numbers.
This is called the augmented matrix for the system.
It must be written in the same order in each equation as the
unknowns and the constants must be on the right
1th column
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b
2n
2
21 22
# #
#
#
a
a
...
a
b
mn
m
m1 m 2
1th row
22 2
2n n
#
#
am1x1 + am2 x2 + ... + amn xn = bm
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a a ... a
b
21
22
2
n
2
# #
#
#
...
a
a
a
b
mn
m
m1 m 2
3 6 5 0
x + y + 2z =
y z =
7
2
17
2
12 z = 32
1 1 2
0 1 7
2
0 0 12
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9
172
32
x + y + 2z = 9
2 y 7 z = 1 7
3x + 6 y 5 z = 0
9
1 1 2
0 2 7 17
3 6 5
0
x + y + 2z =
y z =
7
2
17
2
x + y + 2z = 9
2 y 7 z = 17
3 y 11z = 27
9
1 1 2
0 2 7 17
0 3 11 27
x
+ 112 z =
y z =
7
2
z= 3
1 1 2
0 1 7
2
0 0 1
9
172
3
35
2
17
2
z= 3
1 0 112
0 1 7
2
0 0 1
3
35
2
17
2
x + y + 2z =
y 72 z = 172
3 y 11z = 27
9
1 1 2
0 1 7 17
2
2
0 3 11 27
=1
y
= 2
z= 3
1 0 0 1
0 1 0 2
0 0 1 3
x
Echelon Forms
A matrix which has the following properties is in reduced rowechelon form (as in the previous example)
1 0 0 1
0 1 0 2
0 0 1 3
If a row does not consist entirely of zeros, then the first nonzero number
in the row is a 1. We call this a leading 1.
If there are any rows that consist entirely of zeros, then they are grouped
together at the bottom of the matrix.
In any two successive rows that do not consist entirely of zeros, the
leading 1 in the lower row occurs farther to the right than the leading 1
in the higher row.
Each column that contains a leading 1 has zeros everywhere else.
A matrix that has the first three properties is said to be in rowechelon form.
Note: A matrix in reduced row-echelon form is of necessity in rowechelon form, but not conversely.
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Example
0
0 0 1 1 0 0 1
0
1 2 0 1
0 0 1 3 0 0
,
0 0 0 0 0 0
0 0 0 0
Row-echelon form:
1 4 3 7 1 1 0 0 1 2 6 0
0 1 6 2 , 0 1 0 , 0 0 1 1 0
0 0 1 5 0 0 0 0 0 0 0 1
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Example
All matrices of the following types are in row-echelon form (any real
numbers substituted for the *s. ) :
1
0
* * 1
* * 0
,
1 * 0
0 1 0
*
1
0
0
* 1
* 0
,
* 0
0 0
0
*
0
*
, 0
0
0
0
0
0
0
0
0
0
0
1
0
*
1
*
*
* * *
* * *
* * *
* * *
0 1 *
All matrices of the following types are in reduced row-echelon form (any
real numbers substituted for the *s. ) :
1
0
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0
1
0
0
0
0
1
0
0 1
0 0
,
0 0
1 0
0
1
0
0
0
0
1
0
* 1
* 0
,
* 0
0 0
0
1
0
0
*
*
0
0
0
*
0
*
, 0
0
0
0
0
1
0
0
0
*
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
*
*
*
*
*
*
*
*
0
0
0
0
*
*
*
*
*
12
Elimination Methods
2 4 5 6 5 1
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Elimination Methods
Step1. Locate the leftmost column that does not consist entirely of
zeros.
0 0 2 0 7 12
2 4 10 6 12 28
2 4 5 6 5 1
0 0 2 0 7 12
2 4 10 6 12 28
2 4 5 6 5 1
Step2. Interchange the top row with another row, to bring a nonzero
entry to top of the column found in Step1
2 4 10 6 12 28
0 0 2 0 7 12
2 4 5 6 5 1
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Elimination Methods
Step3. If the entry that is now at the top of the column found in
Step1 is a, multiply the first row by 1/a in order to introduce a
leading 1.
1 2 5 3 6 14
0 0 2 0 7 12
2 4 5 6 5 1
Step4. Add suitable multiples of the top row to the rows below so
that all entries below the leading 1 become zeros
14
1 2 5 3 6
0 0 2 0 7
12
0 0 5 0 17 29
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Elimination Methods
Step5. Now cover the top row in the matrix and begin again with
Step1 applied to the submatrix that remains. Continue in this way
until the entire matrix is in row-echelon form
1 2 5 3 6 14
0 0 2 0 7 12
0 0 5 0 17 29
14
1 2 5 3 6
0 0 1 0 7 6
2
0 0 5 0 17 29
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Leftmost nonzero
column in the submatrix
16
Elimination Methods
1 2 5 3 6 14
0 0 1 0 7 6
2
1
0 0 0 0 2
1
1 2 5 3 6 14
0 0 1 0 7 6
2
0 0 0 0 12 1
1 2 5 3 6 14
0 0 1 0 7 6
2
0 0 0 0 1 2
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Elimination Methods
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#
#
am1 x1 + am 2 x2 + ... + amn xn = 0
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19
+ x5 = 0
x1 x2 + 2 x3 3 x4 + x5 = 0
x1 + x2 2 x3
x5 = 0
x3 + x4 + x5 = 0
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2
1
1
0
1
2
2
1
0
3
0
1
1
1
1
1
0
0
1
0
0
1
1
0
0
0
0
0
0
0
x3 = t , x4 = 0, x5 = t
20
" xk 1
" xk 2
%
+ () = 0
#
xkr + () = 0
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xk1 = ()
xk 2 = ()
#
xkr = ()
(Theorem 1.2.1)
Elementary Linear Algorithm
#
#
am1x1 + am2 x2 + ... + amn xn = bm
21
Theorem
Theorem 1.2.1
Remark
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22
a 11 a 12 ...
a
a 22 ...
21
A =
#
#
a m 1 a m 2 ...
a1n
a2n
#
a mn
The entry that occurs in row i and column j of matrix A will be denoted aij
or (A)ij. If aij is real number, it is common to be referred as scalars
The preceding matrix can be written as [aij]mn or [aij]
A matrix A with n rows and n columns is called a square matrix of order n
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Definition
Two matrices are defined to be equal if they have the same size and
their corresponding entries are equal
If A = [aij] and B = [bij] have the same size, then A = B if and only
if aij = bij for all i and j
If A and B are matrices of the same size, then the sum A + B is the
matrix obtained by adding the entries of B to the corresponding
entries of A.
The difference A B is the matrix obtained by subtracting the
entries of B from the corresponding entries of A
If A is any matrix and c is any scalar, then the product cA is the
matrix obtained by multiplying each entry of the matrix A by c. The
matrix cA is said to be the scalar multiple of A
If A = [aij], then (cA)ij = c(A)ij = caij
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Definitions
#
AB =
ai1
#
am1
#
ai 2
#
am 2
#
#
#
"
#
" amr
#
air
25
Partitioned Matrices
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32
33
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26
If a1, a2, ..., am denote the row matrices of A and b1 ,b2, ...,bn
denote the column matrices of B,then
AB = A[b1 b 2 " b n ] = [Ab1
Ab 2 " Ab n ]
a1
a1 B
a
a B
AB = 2 B = 2
#
#
B
a
a
m
m
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Let
a11
a
A = 21
#
am1
a12
a22
#
am 2
" a1n
x1
x
" a2 n
and x = 2
#
#
" amn
xn
Then
The
a
linear combination of the column matrices of A with the coefficients
coming from the matrix x
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1 # 2 #
#
#
+
+
+
a
x
a
x
"
a
x
a
a
mn n
m1 1 m 2 2
m1
m2
amn
product Ax of a m n matrix A with a n 1 column matrix x is
28
Example
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29
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am1
a12
a22
#
am 2
a
x
a
x
"
a
x
+
+
+
1
1
2
2
m
m
mn
n
bm
" a1n x1 b1
" a2 n x2 b2
=
# # #
" amn xm bm
Ax = b
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a
[A b] = 21
#
am1
a12
" a1n
a22
#
" a2 n
#
am 2 " amn
b1
b2
#
bm
31
Definitions
That is, the first column of AT is the first row of A, the second
column of AT is the second row of A, and so forth
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Theorem 1.4.1
(Properties of Matrix Arithmetic)
Assuming that the sizes of the matrices are such that the indicated
operations can be performed, the following rules of matrix
arithmetic are valid:
A+B=B+A
A + (B + C) = (A + B) + C
A(BC) = (AB)C
A(B + C) = AB + AC
(B + C)A = BA + CA
A(B C) = AB AC,
a(B + C) = aB + aC,
(a+b)C = aC + bC,
a(bC) = (ab)C,
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Example
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Zero Matrices
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A+0=0+A=A
AA=0
0 A = -A
A0 = 0; 0A = 0
Elementary Linear Algorithm
36
Identity Matrices
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Definition
Remark:
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Theorems
Theorem 1.4.4
Theorem 1.4.5
The matrix
a b
A=
c d
ad bc c
Theorem 1.4.6
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Definition
"
An =
AA
A ( n > 0)
n factors
( n > 0)
n factors
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Theorems
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42
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Theorems
If the sizes of the matrices are such that the stated operations can
be performed, then
((AT)T = A
(A + B)T = AT + BT and (A B)T = AT BT
(kA)T = kAT, where k is any scalar
(AB)T = BTAT
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Definitions
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Eij is the elementary matrix obtained by interchanging the i-th and j-th
rows of In
Ei(c) is the elementary matrix obtained by multiplying the i-th row of In
by c 0
Eij(c) is the elementary matrix obtained by adding c times the j-th row to
the i-th row of In, where i j
Elementary Linear Algorithm
45
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Remark:
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Inverse Operations
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Eij-1 = Eji
Ei(c)-1 = Ei(1/c) with c 0
Eij(c)-1 = Eij(-c) with i j
50
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A is invertible
Ax = 0 has only the trivial solution
The reduced row-echelon form of A is In
A is expressible as a product of elementary matrices
51
Remark
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2
5
0
3
3
8
Solution:
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Example
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Example
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Theorems
Theorem 1.6.1
Theorem 1.6.2
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Example
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Theorems
Theorem 1.6.3
Theorem 1.6.5
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A is invertible
Ax = 0 has only the trivial solution
The reduced row-echelon form of A is In
A is expressible as a product of elementary matrices
Ax = b is consistent for every n1 matrix b
Ax = b has exactly one solution for every n1 matrix b
60
Definitions
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0 " 0
d 2 " 0
#
#
0 " dn
0
"
0
1 / d1
0 1/ d "
0
2
D 1 =
#
#
#
0
0
"
1
/
d
n
d1k
0
Dk =
#
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0
d 2k
#
0
" d nk
"
"
0
0
#
62
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Theorem 1.7.1
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Symmetric Matrices
Definition
Theorem 1.7.2
AT is symmetric
A + B and A B are symmetric
kA is symmetric
Remark
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Theorems
Theorem 1.7.3
Remark:
Theorem 1.7.4
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Example
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