Absorbing Chains

Chapter 17: Makarov Chains

Tim Carroll
Sheiva Sajadpour
Jesus (Jesse) Gonzalez

19 February 2012

Using the textbook by Wayne Winston, Operations Research Applications, explain Chapter
17.6, learn the examples, and perform problems 4 and 5.
Table of Contents
Introduction to Absorbing Chains:........................................................................................ 3
Absorbing Markov Chains.............................................................................................. 4
Canonical Form............................................................................................................ 5
The Fundamental Matrix................................................................................................. 6
Absorption Probabilities................................................................................................. 6
Input Output Chart:....................................................................................................... 7
Properties of Transient and Absorbing states........................................................................8
Example 1: An Accounting Firm.......................................................................................... 8
Problem Statement........................................................................................................ 8
Assumptions.............................................................................................................. 10
Solution................................................................................................................... 10
Summary:................................................................................................................. 12
Example 2: Law Firm..................................................................................................... 14
Problem Statement...................................................................................................... 14
Assumptions.............................................................................................................. 14
Solution................................................................................................................... 15
Summary:................................................................................................................. 16
Problem 4: Telemarketing................................................................................................ 18
Problem Statement...................................................................................................... 18
Assumptions.............................................................................................................. 19
Solution................................................................................................................... 19
Answers................................................................................................................... 20
Problem 5: Machine Production......................................................................................... 23
Problem Statement...................................................................................................... 23
Assumptions:............................................................................................................. 24
Solution:.................................................................................................................. 24
Answers................................................................................................................... 26
Appendix A: Complete Transition Matrix Tables....................................................................28
Appendix A-1: Accounting Firm..................................................................................... 28
Appendix A-2: Law Firm.............................................................................................. 29
Appendix A-3: Telemarketing........................................................................................ 30
1
 Appendix A-4: Machine Production.................................................................................31
Appendix B: Matrix and Gauss - Jordan Brief Review.............................................................32
Appendix B-1: Matrix Addition, Subtraction, and Multiplication.............................................32
Appendix B-2: Using Gauss to find the Inverse...................................................................33
Appendix C: Work Shown from all Problems........................................................................34

2
Parisays comments in red

Introduction to Absorbing Chains:

In different areas of our everyday life such as stock market, finance, accounting, education and

marketing we might need to understand how a random variable changes over time. This study

can be done with Markov chains.

Markov chain is a discrete-time process. This means assuming we have a set of states:

The process can start in one of these states and move to another state. Each move is called a step.

Each step has a probability of its own. If the chain is currently in state si, then it moves to state sj

at the next step with a probability shown by pij , and this probability does not depend upon

which states the chain was in before the current. The probabilities pij are called transition

probabilities. The probabilities can be shown in a matrix called transition matrix. In the P

transition matrix below pij is the probability of being in state Si at step n + 1 given that the

process was in state Sj at step n.

3
 p11

p12 p1 r p 21
p22 p 2 r ..

P= ..

pr 1

[ pr 2 prr ]

Here is an example of a process with r states:

Also, Qi is the probability of the chain at time 0. The entries in the matrix P are nonnegative and

sum of each row equals to 1. For a Markov chain with a transition matrix P, pnij gives the

probability that the Markov chain, starting in state si, will be in state sj after n step.

Absorbing Markov Chains

A state Si of a Markov chain is called an absorbing state if, once the Markov chains enter the

state, it is impossible to leave that state. Therefore the probability of leaving that state would be

4
 pii =1
zero and it is shown as . A Markov chain is absorbing if it has at least one absorbing

state, and if from every state it is possible to go to an absorbing state.

In an absorbing Markov chain, a state which is not absorbing is called transient. In the

hypothetical example below, 0 and 4 are in the absorbing state with the probability of 1.

Therefore the chain is an absorbing chain. States 1, 2 and 3 are transient.

In an absorbing Markov chain if the beginning state is absorbing, we will stay at that state and if

we start with a transient state, we will eventually end up at an absorbing state

Canonical Form

Transition matrix of an absorbing Markov chain follows a Canonical form, which means that the

transient states come first:

If we have t transient states and r absorbent states, then:

5
I: is an r-by-r identity matrix

0: is a r-by-t zero matrix

R: is a nonzero t-by-r matrix, giving transition probabilities from transient to absorbing states

Q: is a t-by-t matrix, giving transition probabilities from transient to transient states

The Fundamental Matrix

Theorem: For an absorbing Markov chain the matrix I - Q has an inverse N and N = I + Q + Q^2

1
For an absorbing Markov chain P, the matrix N = ( I Q) is called the fundamental matrix

for P. The entry nij of N gives the expected number of times that the process is in the transient

state sj if it is started in the transient state si.

In practicality, this matrix contains actual values such as time, or money, as shown in Example 1

and 2 respectfully.

Absorption Probabilities

If B is a t-by-r matrix with entries bij and bij is the probability that an absorbing chain will be

absorbed in the absorbing state sj if it starts in the transient state si. Then:

B = NR

Where N is the fundamental matrix and R is as in the canonical form.

In practicality, these do not have any units as they are the probabilities that any given transition

state will go to an absorption state.

6
Input Output Chart:

The following chart shows the basic needs to perform calculations for an Absorbing Chain:

The inputs that one requires before performing any calculations are shown on the left side. One

can find these inputs as stated above, or as shown in the following the examples. (Appendix A

has examples on how the tables are properly split)

The outputs one is required to find is the Matrix I-Q, the inverse of such matrix, and

multiplying the inverse by the matrix R (Appendix B shows these Operations)

Properties of Transient and Absorbing states

As stated before, Absorbing states cannot revert to any other state at any time. This means that

the chance of the state remaining the same is equal to 1, or 100%. While this is the only true

property of Absorbing states, Transient states can take many shapes:

1. Transient States may only Progress forward until reaching an Absorbing State
2. Transitent States may skip other transient states and go directly into an Absorbing State
3. Transient states may revert back to previous transient states before reaching Absorbing

7
 4. Transient States have the chance to stay the same, however, the chance of this being true

is not equal to 1, hence the following:

a. If ta goes to ta in element <a,a> and P 1 thenTransient

b. If ta goes to ta in element <a,a> and P=1 then Absorbing

We will now explore this subject in more practicality by going over several examples in detail.

For the following problems, please refer:

Appendix A for detailed tables

Appendix B for a brief lecture on Matrices
Appendix C for a general description on the calculations
Appendix D for the proofs behind these equations.

Example 1: An Accounting Firm

Problem Statement

The Problem Statement is given by the authors of the book as follows:

Suppose a firm assumes that an account is uncollectable if the account is more than three

months overdue. Then at the beginning of each month, each account may be classified into one

of the following states:

State 1 New account

State 2 Payment on account is one month overdue.
State 3 Payment on account is two months overdue.
State 4 Payment on account is three months overdue.
State 5 Account has been paid.
State 6 Account is written off as bad debt.

8
For example, if an account is two months overdue at the beginning of a month, there is a 40%

chance that at the beginning of next month, the account will not be paid up (and therefore be

three months overdue) and a 60% chance that the account will be paid up. To simplify our

example, we assume that after three months, a debt is either collected or written off as a bad debt.

Once a debt is paid up or written off as a bad debt, the account is closed, and no further

transitions occur. [].

1. What is the probability that a new account will eventually be collected?

2. What is the probability that a one-month-overdue account will eventually become a bad

debt?
3. If the firms sales average $100,000 per month, how much money per year will go

uncollected?

Assumptions

All New debts move forward as they grow older and cannot backtrack. For example, a

New Debt becomes One Month Overdue but cannot become a New Debt again.
Once a debt has been paid off, any new debt by the same customer is listed as New

Debt.
Once a debt is written off as a Bad Debt, the debt cannot be paid by the customer.
Once a debt is paid or deemed bad, the account closes and nothing else can happen.
Bad Debt and Paid are absorbing states
New Debt and the months overdue until the third month are transient states.

Solution

1. From the problem statement, we can draw a Transition Diagram, shown in figure 1:

9
 Figure 1: Shows the transition diagram along with the likeliness of that transient state

going to the next until the absorbing stages are reached at the far left.

2. We defined four transient states (New, 1 Month, 2 Months, and 3 Months), and

two absorbing states (Paid and Bad Debt). The four transient states correspond to t1,

t2, t3, and t4 respectfully. Also, the absorbing states correspond to a1 and a2.

3. We can then make a Transition Matrix as a second means of outlining the given

information, and to begin the problem

[ ]
0 .6 0 0 .4 0
0 0 .5 0 .5 0
0 0 0 .4 .6 0
P=
0 0 0 0 .7 .3
0 0 0 0 1 0
0 0 0 0 0 1

From here we can see the following

[ ]
0 .6 0 0 .4 0
0 0 .5 0 .5 0
0 0 0 .4 .6 0
P=
0 0 0 0 .7 .3
0 0 0 0 1 0
0 0 0 0 0 1

10
4. From the Transition Matrix we can find the Q, R, I and 0 matrices.

[ ] [ ]
0 .6 0 0 .4 0
Q=
0 0 .5 0
0 0 0 .4 and R=
.5 0
.6 0 and [ ]
I= 1 0
0 1
0 0 0 0 .7 .3

5. We then subtract the Q matrix from the I matrix, or the Identity Matrix, and then

take the inverse of that matrix using Gauss-Jordan method.

[ ]
1 .6 0 0
0 1 .5 0
I Q=
0 0 1 .4
0 0 0 1

Then

[ ]
1 .60 .30 .12
1 0 1 .50 .20
(I Q) =
0 0 1 .40
0 0 0 1

6. We then multiply that matrix by the R matrix to find the final matrix

[ ]
.964 .036
1 .940 .060
( I Q) R=
.880 .120
.700 .300

11
Summary:

1. What is the probability that a new account will eventually be collected?

(Recall that if we are at present state ti, the probability that we will eventually be

absorbed in absorbing state aj is the ijth element of the matrix (I-Q)-1R) Since we want to

know the likeliness of a new debt is paid before the next month, we can take the transient

period, New which is t1, and the absorbing state, Paid which is a1, and see that :
t1 and a1 => 11th (ijth) element
If we look at Figure 1.b , we can see that the <1,1> (in terms <i,j> from the top-left) is

equal to .964

[ ]
.964 .036
( I Q) R= .940
1 .060
.880 .120
.700 .300

Figure 1.b

2. What is the probability that a one-month-overdue account will eventually become a bad

debt?
Recall that we defined 1 Month as t2, and Bad Debt as a2. Following the same

method above and referring to the previous figure 1.b we see that:
1
<2,2> of ( I Q) R = .060
3. If the firms sales average $100,000 per month, how much money per year will go

uncollected?
From question 1, if .964 of debts are collected before the first month, we can say that:

1 - .964= .036

12
 This means that 3.6% of all debts are uncollected. Since the firm averages $100,000

/month, this also means that:

($100,000/month)(12Months/year) = 1,200,000/year

Then

(.036)(1,200,000/year) = $43,200/year will go uncollected

The next example we will go over involves a chance that the transient state will be unchanged as

periods of time pass. Recall situation 4 of Transient States:

Transient States have the chance to stay the same, however, the chance of this being true is

not equal to 1, hence the following:

a. If ta goes to ta in element <a,a> and P 1 thenTransient

b. If ta goes to ta in element <a,a> and P=1 then Absorbing

Example 2: Law Firm

Problem Statement

The law firm of Mason and Burger employs three types of lawyers: junior lawyers, senior

lawyers, and partners. During a given year, there is a .15 probability that a junior lawyer will be

promoted to senior lawyer and a .05 probability that he or she will leave the firm. Also, there is

a .20 probability that a senior lawyer will be promoted to partner and a .10 probability that he or

she will leave the firm. There is a .05 probability that a partner will leave the firm. The firm

never demotes a lawyer.

13
 1. What is the average length of time that a newly hired junior lawyer spends working for

the firm?
2. What is the probability that a junior lawyer makes it to partner?
3. What is the average length of time that a partner spends with the firm (as a partner)?

Assumptions

A lawyer is never demoted

Any lawyer that leaves does not come back
Promotion is sequential and will not skip ranks.

Solution

1. Once again, a Transition Diagram is derived, shown in figure 2.

Figure X\2: Unlike the problem before, we see that each transient period has a probability

to reoccur and go to the next state. The absorbing states, on the left, have 100%, or 1, of

reoccurring again.

2. Again, we will define all the transient states, Junior, Senior, and Partner as, t1, t2,

and t3 respectfully. The absorbing states, Leave N Partner and Leave as Partner will

be a1, and a2.

3. Make a Transition Matrix

[ ]
.80 .15 0 .05 0
0 .70 .20 .10 0
P= 0 0 .95 0 .05
0 0 0 1 0
0 0 0 0 1

14
 4. From the Transition Matrix we can find the Q, R, I and 0 matrices.

[ ] [ ]
.80 .15 0 .05 0
Q= 0 .70 .20
0 0 .95
And R= .10 0
0 .05
And [ ]
I= 1 0
0 1

5. Subtract the Q matrix from the I matrix, or the Identity Matrix, and then take the

inverse of that matrix using Gauss-Jordan method.

[ ]
.20 .15 0
I Q= 0 .30 .20
0 0 .05

Then

[ ]
5 2.5 10
1
( I Q) = 0 10/3 40/3
0 0 20

6. Finally, multiply that matrix by the R matrix to find the final matrix

[ ]
.50 .50
( I Q)1 R= 1/3 2/3
0 1

Summary:

1. What is the average length of time that a newly hired junior lawyer spends working for

the firm?

15
Recall from statistics that the average is also known as expected value, hence,

Expected time = the sum of the time a junior lawyer stays with the firm, even as he or she

promotes.

For the expected time, we look at figure 2b:

[ ]
5 2.5 10
1
( I Q) = 0 10/3 40/3
0 0 20

Figure 2b.

The top left row, <1,1> through <1,3>, are 5, 2.5, and 10. Hence:

5 + 2.5 + 10 = 17.5 years

2. What is the probability that a junior lawyer makes it to partner?

Recall that Junior is t1 and Leave as Partner is a2, hence

t1 and a2 => <1,2> = .50

3. What is the average length of time that a partner spends with the firm (as a partner)?

Once again we are dealing with time in a certain transient period, hence we look at the figure

from part 1. Partner is t3, and we want to know the time spent as partner. This is:

<3,3> =20years.

Now we will explore some other cases that involve transition states that can go between

states until reaching an absorbing state. Property 3.

16
Problem 4: Telemarketing

Problem Statement

Absorbing Markov chains are used in marketing to model the probability that a customer who is

contacted by telephone will eventually buy a product. Consider a prospective customer who has

never been called about purchasing a product. After one call, there is a 60% chance that the

customer will express a low degree of interest in the product, a 30% chance of a high degree of

interest, and a 10% chance the customer will be deleted from the companys list of prospective

customers. Consider a customer who currently expresses a low degree of interest in the product.

After another call, there is a 30% chance that the customer will purchase the product; a 20%

chance the person will be deleted from the list, a 30% chance that the customer will still possess

a low degree of interest, and a 20% chance that the customer will express a high degree of

interest. Consider a customer who currently expresses a high degree of interest in the product.

After another call, there is a 50% chance that the customer will have purchased the product, a

40% chance that the customer will still have a high degree of interest, and a 10% chance that the

customer will have a low degree of interest.

a. What is the probability that a new prospective customer will eventually purchase the product?

b. What is the probability that a low-interest prospective customer will ever be deleted from the

list?

17
c. On the average, how many times will a new prospective customer be called before either

purchasing the product or being deleted from the list?

Assumptions

All given information (percentages, level of interest, etc.) is correct and accurate.
The customers level of interest can truly be categorized into low or high levels.
Any customer that is deleted remains deleted forever.
Once the product is purchased, the customer is no longer called.

Solution

1. Our first step to solving this problem is drawing out a Transition Diagram.

Figure 3: Now the transition diagram features paths that can revert to previous states.

2. We will follow the same steps as the previous problems and define three transient states

(new prospective, low interest and high interest customers), and two absorbing states

(deletion, purchase). As before the transient states are t1, t2, and t3. The absorbing states

correspond to a1 and a2.

3. We can then make a Transition Matrix

18
 [ ]
0 .6 .3 0 .1
0 .3 .2 .3 .2
P= 0 .1 .4 .5 0
0 0 0 1 0
0 0 0 0 1

4. From the Transition Matrix we can find the Q, R, I and 0 matrices.

[ ] [ ] [ ]
0 .6 .3 0 .1 1 0 0
Q= 0 .3 .2 R= .3 .2 I= 0 1 0
0 .1 .4 .5 0 0 0 1

5. We then subtract the Q matrix from the I matrix and then take the inverse of that

matrix using Gauss-Jordan method.

[ ]
1 .975 .825

[ ]
1 .6 .3 1
I Q= 0 .7 .2 I Q = 0 1.5 .5
0 .1 .6 0 .25 1.75

6. We then multiply that matrix by the R matrix to find the final matrix.

[ ]
.705 .295
I Q 1 R= .7 .3
.95 .05

Answers

a. What is the probability that a new prospective customer will eventually purchase the product?

19
For this answer we know that:

t1=new and a1 =purchase.

Thus, the probability that a new customer will eventually purchase the product is element 11 of

(I-Q)-1R matrix:

<1,1> =.705

b. What is the probability that a low-interest prospective customer will ever be deleted from the

list?

For this solution we know that:

t2 = low interest and a2 =customer deletion.

So, we know the probability that a low-interest prospective customer will ever be deleted from

the list 22 of (I-Q)-1R matrix:

<2,2>=.3 or 30%

c. On the average, how many times will a new prospective customer be called before either

purchasing the product or being deleted from the list?

20
 We know that the average number of times a new prospective customer will be called

before either purchasing the product or being deleted from the list is equal to the summation of

all the expected times for the transient states starting at t1. In other words:

Expected number of calls a new customer receives as a new customer

= (I-Q)-111=1+ Expected number a new customer receives as low interest customer

= (I-Q)-112=.975+

Expected number a new customer receives as high interest customer

= (I-Q)-113=.825

Therefore, the total expected number of calls a new customer receives before being absorbed is

1+.975+.825 = 2.8 calls.

21
Problem 5: Machine Production

Problem Statement

Each week, the number of acceptable-quality units of a drug that are processed by a machine is

observed: 100, 50100, 150, 0 (indicating that the machine was broken during the week). Given

last weeks observation, the probability distribution of next weeks observation is as follows,

figure 4.

>100 50 to 100 1 to 50 0
>100 0.8 0.1 0.05 0.05
50 to 100 0.1 0.6 0.1 0.2
1 to 50 0.1 0.1 0.5 0.3
0 0 0 0 1

For example, if we observe a week in which more than 100 units are produced, then there is a .10

chance that during the next week 50100 units are produced.

a Suppose last week the machine produced 200 units. On average, how many weeks will elapse

before the machine breaks down?

b Suppose last week the machine produced 50 units. On average, how many weeks will elapse

before the machine breaks down?

Assumptions:

All given information (percentages, output levels, etc.) is correct and accurate.
Broken machines will remain broken for the remainder of the week

22
Solution:

1. From the problem statement, we can draw a Transition Diagram, shown in figure 5.

Figure 5: in this diagram the transitions can skip states back and forth until reaching the

absorbing state

2. This problem only has three transient states and one absorbing state. Again, we will

define the three transient states as t1, t2, and t3 for >100, 50-100, and 1-50

respectfully. 0 is defined at the only absorbing state, a1.

3. Use the information to make the Transition Matrix

[ ]
.8 .1 .05 .05
.1 .6 .1 .2
P=
.1 .1 .5 .3
0 0 0 1

4. The matrix is smaller than usual, however, this does not change the process, we can find

the Q, R, I and 0 matrices.

23
 [ ] [] [ ]
.8 .1 .05 .05 1 0 0
Q= .1 .6 .1 R= .2 I= 0 1 0
.1 .1 .5 .3 0 0 1

5. We then subtract the Q matrix from the I matrix, or the Identity Matrix, and then

take the inverse of that matrix using Gauss-Jordan method.

[ ]
6.441 1.864 1.017

[ ]
.2 .1 .05 1
I Q= .1 .4 I Q = 2.039 3.221 .847
.1
.1 .1 .5 1.695 1.017 2.373

Note: since we are only interested in the time that the machine will spend in that transient period,

we will not find the inverse multiplied by R.

24
Answers

a Suppose last week the machine produced 200 units. On average, how many weeks will elapse

before the machine breaks down?

We know that the average number of weeks elapsed before the machine breaks down is

equal to the summation of all the expected times for the transient states starting at t1 or over 100

units of production.

In other words:

Expected number of weeks elapsed while producing >100 units = (I-Q)-111=6.441+ Expected

number of weeks elapsed while producing 50 to 100 units = (I-Q)-112=1.864+ Expected number

of weeks elapsed while producing 1 to 50 units = (I-Q)-113=1.017

Therefore, the total expected number of calls a new customer receives before being absorbed is:

6.441+1.864+1.017= 9.322 weeks.

b Suppose last week the machine produced 50 units. On average, how many weeks will elapse

before the machine breaks down?

We know that the average number of weeks elapsed before the machine breaks down is

equal to the summation of all the expected times for the transient states starting at t3 or up to 50

units of production.

In other words:

25
Expected number of weeks elapsed while producing >100 units = (I-Q)-131=1.695+ Expected

number of weeks elapsed while producing 50 to 100 units = (I-Q)-132=1.017+ Expected number

of weeks elapsed while producing 1 to 50 units = (I-Q)-133=2.373

Therefore, the total expected number of calls a new customer receives before being absorbed is

1.695+1.017+2.373= 5.085 weeks.

26
Appendix A: Complete Transition Matrix Tables

This appendix is meant for detailed Transition Matrices and is meant to be used as a visual on the

Q, R, I, and 0 sub-matrices.

Appendix A-1: Accounting Firm

1 2 3

New Month Month Month Paid Bad

New 0 0.6 0 0 0.4 0
1

Month 0 0 0.5 0 0.5 0

2

Month 0 0 0 0.4 0.6 0

3

Month 0 0 0 0 0.7 0.7

Paid 0 0 0 0 1 0
Bad 0 0 0 0 0 1

1 2 3

New Month Month Month Paid Bad

New 0 0.6 0 0 0.4 0
1

Month 0 0 0.5 0 0.5 0

2

Month 0 0 0 0.4 0.6 0

3

Month 0 0 0 0 0.7 0.7

Paid 0 0 0 0 1 0
Bad 0 0 0 0 0 1
27
Appendix A-2: Law Firm

For the purpose of simplification and communication, we have substituted the actual name for

variables (this is known as aliasing)

J Junior
S Senior
P Partner
LNP Leave as Non Partner
LAP Leave as Partner

J S P LNP LAP
J 0.8 0.15 0 0.05 0
S 0 0.7 0.2 0.1 0
P 0 0 0.95 0 0.05
LNP 0 0 0 1 0
LAP 0 0 0 0 1

J S P LNP LAP
J 0.8 0.15 0 0.05 0
S 0 0.7 0.2 0.1 0
P 0 0 0.95 0 0.05
LNP 0 0 0 1 0
LAP 0 0 0 0 1

Appendix A-3: Telemarketing

For the purposes of simplification and communications, the following aliases have been added:

N Never Called
28
 L Low interest
H - High Interest
P Purchased
D Deleted

N L H P D
N 0 0.6 0.3 0 0.1
L 0 0.3 0.2 0.3 0.2
H 0 0.1 0.4 0.5 0
P 0 0 0 1 0
D 0 0 0 0 1

N L H P D
N 0 0.6 0.3 0 0.1
L 0 0.3 0.2 0.3 0.2
H 0 0.1 0.4 0.5 0
P 0 0 0 1 0
D 0 0 0 0 1

Appendix A-4: Machine Production

50 to
>100 1 to 50 0
100
>100 0.8 0.1 0.05 0.05
50 to
0.1 0.6 0.1 0.2
100
1 to 50 0.1 0.1 0.5 0.3
0 0 0 0 1

>100 50 to 1 to 50 0

29
 100
>100 0.8 0.1 0.05 0.05
50 to
0.1 0.6 0.1 0.2
100
1 to 50 0.1 0.1 0.5 0.3
0 0 0 0 1

Appendix B: Matrix and Gauss - Jordan Brief Review

This is a quick review of the math that is required to work the problems in this report. This will

not go into deep detail, and an appropriate Math lecture should be consulted for further

information. In terms of media, a lecture from Youtubes user: JMTPatrick, a M.S in

Mathematics, can also serve a good reference.

Appendix B-1: Matrix Addition, Subtraction, and Multiplication.

1. In order to perform a Matrix addition or subtraction, we must have a matrix of the same

dimensions.

c d[ ] [ ]
A= a b B= e f
g h

Can be added because they are both 2 by 2 (2x2):

[
C= a+e b+ f
c + g d+ h ]
The same rules follow for subtraction

2. For Multiplication of two matrices, the matrix being multiplied must have the same

number as columns as the rows following a (m x n)(n x k). For example:

30
 [ ]
u v
[
A= a b c B= w x
d e f
y z
]
In this case, this follows a (2 x 3) (3 x 2)
Will be multiplied by adding the products of the first row of A with the first column of B
C= [
au+ bw+cy av +bx +cz
du+ew +fy dv + ex+ fz ]
If there was a third row in A (such that (3 x 3) (3 x 2)), it is still allowable according to

the same method, however, if A remained the same and B added another column or row,

it would be impractical.

Appendix B-2: Using Gauss to find the Inverse

Using the Gauss Jordan method is one of many ways to find the inverse of a Matrix.

We must use a Matrix in question, A, and the Identity matrix, I, such that:

[ ] [ ]
A= 4 3 I = 1 0
0 2 0 1

Note that I will be a pattern following a slanted line of ones no matter the size.

The Gauss Jordan requires us to make A look like I as such:

A= [ 4 3 1 0
0 2 0 1 ]
Then we can perform any operation to each individual row in the left and right sides as shown:

A1= [ (43) (33) (13) (03)

0/2 2/2 0/2 1/2 ]

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 So

[
A1= 1 0 2 3
0 1 0 .5 ]
Which is the inverse.

Appendix C: Work Shown from all Problems

A similar approaches and operations are used for all problems, as such; we will only show the

procedure of Example 1. Furthermore, due to time constraints, we will reference an online

resource that assisted us in finding the inverse without having to use the full Gauss Jordan

method.

C-1

From Step 5, subtracting Q from I:

[ ]
0 .6 0 0
Q= 0 0 .5 0 I = 1 0
0 0 0 .4 0 1 [ ]
0 0 0 0

Since I is an identity matrix, more rows and columns can be added to match

dimensions:
New I:

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 [ ]
1 0 0 0
I= 0 1 0 0
0 0 1 0
0 0 0 1

Then I

[ ][ ]
1 0 0 0 0 .6 0 0
0 1 0 0 0 0 .5 0
I Q=
0 0 1 0 0 0 0 .4
0 0 0 1 0 0 0 0

[ ]
1 .6 0 0
0 1 .5 0
I Q=
0 0 1 .4
0 0 0 1

Obtaining the Inverse:

[ ]
1 .6 0 0 1 0 0 0
0 1 .5 0 0 1 0 0
0 0 1 .4 0 0 1 0
0 0 0 1 0 0 0 1

The above is how one would set up the problem using the Gauss Jordan method, however, we

will use an online calculator at http://www.bluebit.gr/matrix-calculator/. We can also use a

program such as MATLAB to find and perform all calculations please refer to a MatLab video or

lecture for more information.

The result is:

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 [ ]
1 .60 .30 .12
(I Q)1 = 0 1 .50 .20
0 0 1 .40
0 0 0 1

Then multiply by R by adding the products of rows and columns (see Appendix B):

[ ][ ][ ]
1 .60 .30 .12 .4 0 .964 .036
0 1 .50 .20 .5 0 .940 .060
x =
0 0 1 .40 .6 0 .880 .120
0 0 0 1 .7 .3 .700 .300

34