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MATB253/314 LINEAR ALGEBRA

2009 Bulletin Data:

Systems of Linear Equations and Matrices, Determinants, Euclidean Vector Spaces, General Vector Spaces, Inner Product Spaces, Eigenvalues and Eigenvectors, Applications.

Textbook:

Anton H. and Rorres C.: Elementary Linear Algebra (Applications Version), 9th Edition, John Wiley & Sons, Inc, 2005.

Objectives: At the end of the course, students should be able to solve systems of linear equations using the Gaussian/ Gauss-Jordan elimination, Cramers rule and the inverse of a matrix, calculate the determinants, find the standard matrix of linear transformations from Rn to Rm , determine whether a set of objects together with operations defined on it form a vector space, test for a subspace, show whether a set of vectors is a basis, determine the dimension of a vector space, find a basis for the row space, column space and nullspace of a matrix, calculate the rank and nullity of a matrix, give examples of inner product spaces, use the Gram- Schmidt process to find an orthonormal basis, find the eigenvalues and the corresponding eigenvectors of a square matrix, how to diagonalize a matrix. Some applications of linear algebra to engineering are discussed.

Chapter 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES (2 weeks)

Contents
1.1 Introduction to Systems of Linear Equations ........................................................................................ 3 1.2 Gaussian Elimination ............................................................................................................................ 7 1.3 Matrices and Matrix Operations ......................................................................................................... 12 1.4 Properties of Matrix Operations .......................................................................................................... 17 1.5 Elementary Matrices and a Method for Finding A
1

......................................................................... 20

1.6 Further Results on Systems of Equations and Invertibility ................................................................. 25 1.7 Diagonal, Triangular, and Symmetric Matrices .................................................................................. 29

7
I2

I1

3 30V

11

I3

50V

SYSTEMS OF LINEAR EQUATIONS AND MATRICES

1.1 Introduction to Systems of Linear Equations Linear algebra is the branch of mathematics concerned with the study of vectors, vector spaces (or linear spaces), linear transformations, and systems of linear equations in finite dimensions. Vector spaces are a central theme in modern mathematics; thus, linear algebra is widely used in both abstract algebra and functional analysis. Linear algebra also has a concrete representation in analytic geometry and it is generalized in operator theory. It has extensive applications in the natural sciences and the social sciences, since nonlinear models can often be approximated by a linear model. In mathematics and linear algebra, a system of linear equations is a set of linear equations such as

x1 3 x1 2 x1

4 x2 x2 2 x2

x3 2 x3 3 x3

6 7 3

A standard problem is to decide if any assignment of values for the unknowns can satisfy all three equations simultaneously, and to find such an assignment if it exists. The existence of a

solution depends on the equations, and also on the available values (whether integers, real numbers, and so on). There are many different ways to solve systems of linear equations, such as substitution, elimination, matrix and determinants. However, one of the most efficient ways is given by Gaussian elimination (matrix) In general, a system with m linear equations and n unknowns can be written as

a11 x1 a21 x1 am1 x1

where

a12 x2 a22 x2 am 2 x2

... ... ...

a1n xn a2 n xn amn xn

b1 b2 bm
a11 , a12 ,..., amn are the

If we represent each matrix by a single letter, this becomes

Ax b
where A is an mn matrix, x is a column vector with n entries, and b is a column vector with m entries. Gauss-Jordan elimination applies to all these systems, even if the coefficients come from an arbitrary field.

a12 a22 am1

a1n a2 n amn

x1 x2 xn

b1 b2 bm

If the field is infinite (as in the case of the real or complex numbers), then only the following three cases are possible (exactly one will be true)

For any given system of linear equations: the system has no solution (the system is over determined) the system has a single solution (the system is exactly determined) the system has infinitely many solutions (the system is underdetermined). A system of equations that has at least one solution is called consistent; if there is no solution it is said to be inconsistent. A system of the form Ax 0 is called a homogeneous system of linear equations. The set of all solutions of such a homogeneous system is called the nullspace of the matrix A. Example 1

a11 x1 a21 x1 am1 x1

a12 x2 a22 x2 am 2 x2

... ... ...

a1n xn a2 n xn amn xn

0 0 0

x2

... xn

0 then we have a trivial solution.

If the system is homogeneous and at least one xi 0 then we have a nontrivial solution. Because of a homogeneous linear system always has the trivial solution; there are only 2 possibilities for its solution. (a) (b) The system has only the trivial solution The system has infinitely many solutions in addition to the trivial solution. (Howard, 2005) Theorem A homogeneous system of linear equations with more unknowns than equations has infinitely many solutions.

Augmented Matrices Linear Equations matrix form

Augmented Matrix
a11 a21 am1 a12 a22 am1 a1n a2 n amn b1 b2 bm

Elementary Row Operation An elementary row operation (ERO) on a matrix A is one of the following: 1. Multiply a rows by a nonzero constant, c 2. Switching two rows 3. Add c times of one row to another row cRi Ri cRi + Rj Ri Rj Rj

Elementary row operations are used to reduce an augmented matrix or matrix to row echelon form (REF) or reduced row-echelon form (RREF). Reducing the matrix: 1. to row echelon form is called Gaussian elimination ; 2. to reduced row-echelon form is called GaussJordan elimination. Gaussian elimination is an efficient algorithm for solving systems of linear equations. An extension of this algorithm, GaussJordan elimination, reduces the matrix further to reduced row echelon form.

In mathematics, GaussJordan elimination is a version of Gaussian elimination that puts zeros both above and below each pivot element as it goes from the top row of the given matrix to the bottom. (http://en.wikipedia.org)

1.2 Gaussian Elimination Echelon Forms Reducing the augmented matrix of a system to row-echelon form To be in this form, a matrix must have the following properties: 1. If a row does not consist entirely of zeros, then the first nonzero number in the row is 1, We call this a leading 1 2. If there are any rows that consist entirely of zeros, then they are grouped together at the bottom of the matrix 3. If any two successive rows that do not consist entirely zeros, the leading 1 in the lower row occurs farther to the right than the leading 1 in the higher row. 4. In Reduced Row-Echelon form, each column that contains a leading 1 has zeros everywhere else. Row-Echelon

Example 2

1 0 0 0 1 1 0 0 1

3 2 1

0 1 0 0 0 0 0 0

2 3 2 1 1 7 0 0 1 2 0 0

Reduced Row-Echelon
1 0 0 0 2

Example 3

1 0 0 0 1 0 0 0 1

3 2 1

0 0 1 0 0 0 0 0 1 2 0 0 0 0 0 0 0 0 0 0

1 0 0 0 2 0 1 0 0 3 0 0 1 0 2 0 0 0 1 1

The augmented matrix for a system of linear equations is put in reduced row-echelon form, and then the solution set of the system will be evident by inspection or after a few simple steps. Suppose that the augmented matrix for a system of linear equations has been reduced by row operations to the given reduced row-echelon form.

Example 4

(a)

1 0 0 0 1 0 0 0 1

5 2 4

means by x1

5 , x2

2 , x3

(b)

1 0 0 4 0 1 0 2 0 0 1 3

1 6 2

means by x3

3x4

2 , x2 2 x4

6 , x1 4 x4

(c)

1 0 0 0

6 0 0 0

0 1 0 0

0 0 1 0
3 2 4

4 3 5 0

2 1 2 0

use first 3 rows to solve the system of linear equation

(d)

1 0 0 0 1 0 0 0 0

means no solution

Solutions of Linear Systems Elimination Methods : Gaussian Elimination and Back Substitution Example 5 Solve the system by Gaussian Elimination
x1 2 x2 3x3 5 3

1.

2 x1 5 x2 3x3 x1

8 x3 17

Solution Gaussian Elimination

1 2 3 5 R2 R2 2 R1 1 2 5 3 3 0 1 0 8 17 R3 R3 R1 0

2 1 2

3 5 3 7 5 12 R3

R3

1 2 0 1 2 R2 0 0

3 5 3 7 1 2

R3

1 2 R3 0 1 1 0 0

3 5 3 7 1 2

Back Substitution

x1
x2 x1
x1

2 x2
3 2 2 1

3x3
7

x2
x2

3x3
7 x1 5
x3

7
6

,
1 2

x3

3 2
x2

5
1 ,

1 ,

2 x1 2 x2 2 x3

4 3 3

2. Solution

3x1 2 x2

x3

4 x1 3x2 2 x3

2 3 4

2 2 3

2 1

4 3

R1

R1

1 2 3 4

1 2 3

1 1

2 3

2 3

2 3

R2 R3

R2 R3

3R1 1 0 4 R1 0

1 5 7

1 4 6

2 3 5

R2

R2 1 5 0 R3 7 0

1 1 1

R3

4 3 5 5 6 5 7 7

1 0 R3 R3 R2 0

1 1 0

1 2 4 3 5 5 2 4 35 35

1 0 R3 35 2 R3 0

1 1 0

1 2 4 3 5 5 1 2

10

1 1 0 1 R3 35 R3 0 0 2

1 2 4 3 5 5 1 2

x1

1x2

x3

x2
x2

4 x3 5 4 2 5
2
,

3 , 5 3 , 5
2
x3 2

x3

2
x2 3 5 8 5 5 5 1

x1
x1

2
1 ,

2 ,
x2 1

x1

x1 2 x2 3x3 5 3

x1

8 x3 17

elimination method. Solution (a) Gauss - Jordan Elimination

1 2 3 5 R2 R2 2 R1 1 2 5 3 3 0 1 0 8 17 R3 R3 R1 0

2 1 2

3 5 3 7 5 12 R3

R3

1 2 0 1 2 R2 0 0

3 5 3 7 1 2

R3

1 2 R3 0 1 1 0 0

3 5 R1 3 7 1 2 R2

R1 3R3 1 2 0 1 R1 0 1 0 1 R2 3R3 0 0 1 2

R1 2 R2 1 0 0 1 0 1 0 1 0 0 1 2

x1

1 ,

x2

x3

11

2 x1 2 x2 2 x3

4 3 3

x3

4 x1 3x2 2 x3

Solution (b) Gauss-Jordan elimination

2 3 4

2 2 3

2 4 1 3 2 3

R1

R1

1 3 4

1 2 3

1 2 1 3 2 3

R2

R3

R2 1 5 0 R3 7 0

1 1 1

1 2 4 3 5 5 R3 6 5 7 7
1 2 4 3 5 5 1 2
x2 1

1 0 R3 R2 0

1 1 0

1 2 4 3 5 5 2 4 35 35

1 1 0 1 R3 35 R3 0 0 2
x1 1 ,

R1

R1 R3

1 1 0 0 R1 0 1 01

R1 R2 1 0 0 1 0 1 0 1 0 0 1 2

R2

R2
,

4 0 0 12 R3 5
x3 2

Homogeneous Linear Systems Example 7

y z 0 (a) Solve x 2 y z 0 3x 4 y z 0 x

Solution (a) 1 1 1 0 R2 R2 R1 1 1 1 2 1 0 0 1 3 4 1 0 R3 R3 3R1 0 1

1 0 R3 2 0 2 0

R3 R2 1 1 0 1 0 0

10 2 0 0 0

many solutions

12

Since last row is entirely zero entries, the homogeneous system has nontrivial solution (many solutions)

x1 Let x3 x2 x1
x1

x2 t 2t 2t
3t

x3 0 t
,

0 and x2 0
x2

x2 2t 3t
,

2 x3

x1
2t

x3

(b)

x 2y 5z 0 Solve 3x 2 y 2 z 0 4 x 4 y 5z 0

Solution (b)
1 3 4 2 2 4 5 0 R2 20 5 0 R3 R2 3R1 1 0 R3 4 R1 0 2 4 4 5 0 13 0 15 0 R3 R3 R2 1 0 0 2 5 0 4 13 0 0 20

R2

R2

1 0

2 1 0

R3

R3

2 0

13 5 R2 R2 R3 0 1 4 13 0 0 4 0 R1 R1 5R3 0 1

2 0 0 R1 1 00 0 10

R1 2 R2 1 0 0 0 0 1 00 0 0 10

Therefore the system has exactly one solution. (Trivial solution)

x1

x2

x3

1.3 Matrices and Matrix Operations Matrix Matrix is a rectangular array of numbers or, more generally, a table consisting of abstract quantities that can be added and multiplied. The numbers in the array are called the entries in the matrix

13

Matrices are used to describe linear equations, keep track of the coefficients of linear transformations and to record data that depend on two parameters. Matrices can be added, multiplied, and decomposed in various ways, making them a key concept in linear algebra and matrix theory. Definitions and notations The horizontal lines in a matrix are called rows and the vertical lines are called columns. A matrix with m rows and n columns is called an m-by-n matrix (written mn) and m and n are called its dimensions. The dimensions of a matrix are always given with the number of rows first, then the number of columns. The entry of a matrix A that lies in the i -th row and the j-th column is called the i , j entry or (i , j)-th entry of A. This is written as aij or (A)ij. The row is always noted first, then the column. We often write to define an mn matrix A with each entry in the matrix [aij]mxn called aij for all 1 i m and 1 j n

(Adapted from http://en.wikipedia.org) A matrix where one of the dimensions equals one is often called a vector, and interpreted as an element of real coordinate space. A 1 n matrix (one row and n columns) is called a row vector, and an m 1 matrix (one column and m rows) is called a column vector. Example 8
2 1 0 4 2 1 or 5 1 0 2 4 3 1 0

Row vector

Column vector

14

A square matrix is a matrix which has the same number of rows and columns. A square matrix of order n and the entries a11, a22, . . . , ann are the main diagonal of A. The unit matrix or identity matrix In, with elements on the main diagonal set to 1 and all other elements set to 0, satisfies M In=M and In N=N for any m-by-n matrix M and nby-k matrix N.

Example 9 : if n = 3:

I3 =

1 0 0 0 1 0 0 0 1

Operations on Matrices Definition Two matrices are defined to be equal if they have the same size and their corresponding entries are equal. In matrix notation, if A= [aij] and B = [bij] have the same size, then A = B if and only if (A)ij= (B)ij Example 10

a 3 2
a 1, b 8, c

0 1 1
0,

2 b 5
d 3,

1 d e
e

c 1 f
2

2 8 5
and f 1

Addition and Subtraction Given m-by-n matrices A and B , their sum A + B is the m-by-n matrix computed by adding corresponding entries (A + B)ij = (A)ij + (B) ij = a ij + b ij their difference A B is the m-by-n matrix computed by subtracting corresponding entries (A - B)ij = (A)ij - (B)ij = a ij - b ij

15

1 3 2

0 1 1

2 3 5

1 2 3 4 5 6 7 8 9

2 2 7 6

1 3

5 7 14

(b) Subtraction 1 0

3 2

1 1

2 3 5

1 4 7

2 5 8

3 6 9

0 1 9

2 4 9

5 9 4

Scalar Multiples 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 a scalar multiple of A. In matrix notation, if A = aij , then (cA)ij = c(A)ij = caij Example 12
1 3 2 0 0 3 4 1 0 1

Linear combination
2 2 1 0 4 3 2 3 0 6 1 5 3 5

c1A1 + c2A2 + . . . + cnAn

0 2 4 0 1 0 6 7 25 8 5 9 5

28 15

Multiplying Matrices Multiplication of two matrices is well-defined only if the number of columns of the left matrix is the same as the number of rows of the right matrix. If A is an m-by-n matrix and B is an n-by-p matrix, then their matrix product AB is the m-by-p matrix (m rows, p columns) given by

16

Example 13

2 1 3 1 0 2 1 2 1 3

(2)(3) ( 1)(1) (2)(1) ( 1)(2) (0)(3) (2)(1) (0)(1) (2)(2) (1)(3) (1)( 3) (1)(1) ( 3)(2)

5 2 0

0 4 5

a1n a2 n amn

x1 x2 xn

Then

Ax

x1

x2

a1n a2 n amn

xn

a11 x1 a21 x1 am1 x1

a12 x2 a22 x2 am 2 x2

... ... ...

a1n xn a2 n xn amn xn

a1n a2 n amn

b1 b2 bm
is

b1 y b2 bm

a12 a22 am1

a1n a2 n amn

x1 x2 xn

17

1.4 Properties of Matrix Operations 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 ,C are matrices and a ,b, c are any constant (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) (k) (l) (m) 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 (B C) A = BA CA a (B + C) = aB + aC a (B C) = aB aC (a + b)C = aC + bC (a b)C = aC bC a(bC) = (ab) C (BC) = (aB)C = B(aC) (Commutative law for addition) (Associative law for addition) (Associative law for multiplication) (Left distributive law) (Right distributive law)

Zero Matrices

0 ,

0 0 0 0

0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0

Properties of Zero Matrices (a) (b) (c) (d) A+0=0+A=A A-A = 0 0 A = A A0 = 0 ; 0A =0

Identity Matrices

1 0 0 1

1 0 0 0 1 0 0 0 1

1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1

18

Theorem If R is the reduced row-echelon form of an nxn matrix A, then either R has a row of zeros or R is the identity matrix In.

Inverse of A Definition If A is a square matrix, and if a matrix B of the same size can be found such that AB = BA= I, then A is to be invertible and B is called an inverse of A. If no such matrix B can be found, then A is said to be singular.

Example 14

Consider A
Solution

2 3 and B 5 8

8 5

3 . Find AB and BA 2

AB

2 3 5 8 8 5

8 5

3 2

1 0 0 1 1 0 0 1

BA

3 2 3 . 2 5 8

Note: A 1 = B and B 1 = A

Method of finding inverse of 2 x 2 invertible matrixes Theorem The matrix A

a b is invertible if ad c d
bc 0 , in which case the inverse is given by

d
the formula A
1

d bc c

b = a

19

Properties of Inverses 1) If B and C are both inverses of the matrix A, then B = C 2) A A1 = A1A = I 3) If A and B are invertible matrices of the same size , then AB is invertible and (A B)1 = B1A1 Power of a Matrix Definition If A is a square matrix, then we define the nonnegative integer powers of A to be a. A0 = I b. An = A . A . A . . . .A n factors c. An = (A1)n = A1 . A1 . . . A1 n factors (n> 0)

Laws of Exponents a. If A is a square matrix and r and s are integers, then Ar As = Ar+s b. c. d. e. ( Ar ) s = A r s If A is an invertible matrix, then : If A is an invertible matrix, then : A1 is invertible and ( A1 ) 1 = A An is invertible and ( An ) 1 = (A1 )n for n = 1, 2,

For any nonzero scalar k, the matrix kA is invertible and (kA)1 = (1/k) A1 (AT)i j = (A)j i

Transpose of a Matrix

Definition If A is any n x m matrix, then the transpose of A, denoted by AT, is defined to be the n x m matrix that the results from interchanging the rows and columns of A; 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.

20

Example 15
1. 1 0 2 3 0 4 1 0 1
T

1 2 0 0 3 4 1 0 1

2.

1 2 3

4 5 6

1 4

2 5

3 6

Properties of the Transpose If the sizes of the matrices are such that the stated operations can be performed, then (a) (b) (c) (d) ((A)T)T = A (A+B)T=AT + BT and (A B)T=AT BT (k A)T= kAT , where k is any scalar (AB)T= BT AT

Invertibility of a Transpose Theorem If A is an invertible matrix, then AT is also invertible and (AT)1 =( A1)T

1.5 Elementary Matrices and a Method for Finding A Elementary Matrices

Definition An n x n matrix is called an elementary matrix if it can be obtained from the n x n identity . matrix In by performing a single elementary row operation

Example 16

I
I 1 0 0 0 1 0 0 0 1

1 0

0 0 1 0 .

1 0 1

21

Row Operations and Inverse Row Operations Row operation on I that produces E
Multiply row i by c 0

R2

Row operation on E that reproduces I [E] [E]

Multiply row i by 1/c Interchange rows i and j Add c times row i to row j

R2 R3

[E-1] [E-1]

[I] R1 = R1 2R3 [E-1]

To find the inverse of an invertible matrix A, find a sequence of elementary row operations that reduces A to the identity and then perform this same sequence of operations on In to obtain A 1 Theorem ROW OPERATIONS BY MATRIX MULTIPLICATION If the elementary matrix E results from performing a certain row operation on Im and if A is an m x n matrix, then the product EA is the matrix that results when this same row operation is performed on A. Example 17 Given a matrix A Solution
I 1 0 0 0 1 0 0 0 1 R3 R3 2 R1 1 0 0 0 1 0 E 1 2 3 2 3 1 1 1 . Find the product of EA. Let E is obtained from R3 2
R3 2R1 .

2 0 1

EA

1 0

0 0 1 0

1 2 3

2 3 1

1 1 2

1 2 1

2 3 3

1 1 0

2 0 1
By Theorem

1 2 3

2 3 1

1 1 2

R3

R3 2 R1

1 2 1

2 3 3

1 1 0

22

Theorem Every elementary matrix is invertible, and the inverse is also an elementary matrix

Theorem EQUIVALENT STATEMENTS If A is an n x n matrix, then the following statements are equivalent, that is, all true or all false. (a) A is invertible (b) Ax = 0 has only the trivial solution (c) The reduced row-echelon form of A is In (d) A is expressible as a product of elementary matrices.

A method for Inverting Matrices E k . . . E 2 E 1 A = In A1 Example 18 Let A be a 3X 3 matrix such that E3 E2 E1 A I3 where A1 = Ek . . . E2 E1 In = Ek . . . E2 E1 A = E1 1 E2 1 . . . Ek 1 In = E1 1 E2 1 . . . Ek 1

R1 R3

R2 2R1
R2

E3 is obtained from I 3 by performing the operation R3

Find A and A Solution
1

using elementary matrices.

1 0 0 0 1 0 R1 0 0 1
1 0 0 0 1 0 R2 0 0 1

R1 R3

1 0 1 0 1 0 0 0 1

E1

E1

1 0 0 1 0 0

1 0 1

R2

1 0 0 2 R1 2 1 0 0 0 1

E2

E2

1 0 0 2 1 0 0 0 1

23

1 0 0 0 1 0 R3 0 0 1 1 0 0 1 0 0 1 0 1

R2

1 0 0 0 0 1 0 1 0

E3

E3

1 0 0 0 0 1 0 1 0

E1 E2 E3

1 0 0 1 0 0 2 1 0 0 0 1 0 0 1 0 1 0

1 0 2 1 0 0

1 1 0 0 0 0 0 1 1 0 1 0

1 2 0

1 0 0 1 1 0

E3 E2 E1

1 0 0 0 0 1 0 1 0

1 0 0 1 0 1 2 1 0 0 1 0 0 0 1 0 0 1

1 0 0 1 0 1 0 0 1 0 1 0 2 1 0 0 0 1

1 0 1 0 0 1 2 1 2

Try this
1 2 0 1 0 0 1 1 0 1 0 1 _ 0 0 1 = _ 2 1 2 _ _ _ _ _ _ _

Row Operation to find A

[A|I]
Example 19

[ I |A 1]

1 2
Find the inverse of A

3 6 2

4 5 3 1

Solution

1 2 4 5 3 1

3 1 0 0 6 0 1 0 20 0 1

1 0 0

2 3 5

3 1 0 0 6 4 1 0 11 3 0 1

1 0 0

2 3 0

3 1 6 4 3 11

0 0 1 0 5 3

24

1 0 0

2 3 0

0 12 5 0 26 11 3 11 5

3 6 3

1 2 0 12 0 1 0 26 3 0 0 1 11 3 7

5 11 5 3

3 2 1

16 3 1 0 0 0 1 0 26 3 0 0 1 11 3

3 11 3 5 3

1 2 1

16 A
1

26

3 11 3

3 11 3 5 3

1 2 1

16 1 26 3 11

7 11 5

3 6 3

Try this

A A

16 1 26 3 11

7 11 5

3 1 2 6 4 5 3 3 1

3 6 2

_ _ _

_ _ _

_ _ _

Showing That a Matrix Is Not Invertible Example 20

1
Show that A is not invertible A Solution

6 4

4 1 5

1 2

1 6 2 4 1 2

4 1 0 0 10 1 0 5 0 0 1

1 0 0

6 8 8

4 1 0 0 9 2 1 0 9 1 0 1

1 0 0

6 8 0

4 1 0 0 9 2 1 0 0 1 1 1

There is a row of zeros. Therefore A is not invertible

25

A Consequence of Invertibility
1 2 2 4 5 2 . If A is invertible, then 5

Let A =

3 4

1. the homogeneous system has only the trivial solution. x 2y 5z 0 3x 2 y 2 z 0 4 x 4 y 5z 0 2. the nonhomogeneous system has exactly one solution. x 2y 5z 1 3x 2 y 2 z 2 4 x 4 y 5z 1 3. the linear system is consistent (the linear system has a solution)
x 4x 2y 4y 5z 5z b1 b2 b3 3x 2 y 2 z

1.6 Further Results on Systems of Equations and Invertibility Basic Theorem Theorem Every system of linear equations has no solutions, or has exactly one solution, or has infinitely many solutions.

Linear Systems by Matrix Inversion Theorem If A is an invertible n x n matrix, then for each n x 1 matrix b , the system of equations Ax =b has exactly one solution, namely , x = A1b

26

Solution of a Linear System Using A1 Write as Ax = b. Example 21 Consider the system of linear equations Solution
x y 1 2x z 10 . Solve using matrix inversion. y 2

Find A1 then A1(Ax) = A1b x = A1b

1
A=

1 0 0 1 1 0
1 0 1 0 0 1 2 1 2

2 0

and A

1 0 1 = 0 0 1 2 1 2
1 10 2 3 2 4

x = A1b

x=3

y=2

z=

Solving Two Linear Systems at Once Example 22 Solve the systems

x 2y z 2 2x 5 y z 1 3x 7 y 2 z 1

and

x 2y z 1 2x 5 y z 1 3x 7 y 2 z 0

Solution Linear system with a common coefficient matrix

1 2 3

2 1 2 1 5 1 1 1 7 2 1 0 1 0 0 2 9 0 1 2 1 1 5 3 1 5 3

1 0 0

2 9 1 1 0 0

1 2 1 1 5 3 1 5 3 2 0 3 2 9 0 0 0 0 1 5 3

1 0 0

2 9 0 1 0 0

1 2 1 1 5 3 10 50 30 2 0 3 2 1 0 0 0 0 1 5 3

27

1 0 0 3 2 0 1 0 0 0 0 0 1 5 3
First system
x=3

, ,

y=0 y=0

, ,

z=

Second system x = 2

z=3

Properties of Invertible Matrices Theorem Let A be a square matrix, (a) If B is a square matrix satisfying BA = I, then B = A1 (b) If B is a square matrix satisfying AB = I, then B = A1 i. e A A1 = A1A = I

Theorem Let A and B be square matrices of the same size. If AB is invertible, then A and B must also be invertible.

Theorem EQUIVALENT STATEMENTS If A is an n x n matrix, then the following statements are equivalent, that is, all true or all false. a) A is invertible b) Ax = 0 has only the trivial solution c) The reduced row-echelon form of A is In d) A is expressible as a product of elementary matrices. e) Ax = b is consistent for every nx1 matrix b f) Ax = b has exactly one solution for every n x 1 matrix b

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Determining Consistency by Elimination Example 23 Find the conditions that the bs must satisfy the system to be consistent

2 x1 2 x2 2 x3
(a)

b1 b2 b3

3x1 5 x2

x3

4 x1 7 x2 2 x3

x1 x2 2 x3
(b)

b1 b2 b3

x1 2 x2 3x3 3x1 7 x2 4 x3

Solution

2
(a)

2 5 7

2 b1 1 b2 2 b3

1 0 0

1 2 3

3 4

1 b1 1 2 3 4 b2 b1 2 6 b3 2b1

1 1 0 1 0 1

b1

1 1 0 1 0 0

1 2 0 b3

b1

Therefore

b3 2b1 3

2b2 3b1 4

4b3 8b1 6b2 9b1 12 12 b1 6b2 b3 4

b1 b2 b1 6b2 4

b1

6b2

4b3

i.e b

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(b)

1 1 3
1 1 0 1 0 0

1 2 b1 2 3 b2 7 4 b3
2 5 52 10 b1

1 0 0

1 1 10

2 b1 5 b1 b2 2 b3 3b1
1 1 0 1 0 0 2 5 1 10

1 0 0

1 1 10
b1

2 b1 5 b1 b2 2 b3 3b1

b1 b2 b1 b2 b3 3b1

b1 b2 b1 b2 52 b3 3b1

1 0 0 5 0 0

0 0 2

1 2 A 0 5 0 0

3 6 2 B

1 0 4 5 3 1

0 0 2

Lower Triangular

1 4 3

4 5 7

3 7 2

. A

1 4 3

4 5 7

3 7 2

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Products AAT and ATA Example 27

1 2

6 4

7 1 5
7 1 1 6 5 1 2 5 7 1 2 2 4 1 6 4

, AT

1 6 7

2 4 1

1 2 5

1 2
T

AA

1 2

6 4

1 2 5 7 1 5

86 19 46 19 21 1 46 1 30

symmetric matrix

1 2 1 6 7 2 4 1

AT A

6 12 0 12 56 48 0 48 75

symmetric matrix

1 2