A matrix that has undergone Gaussian elimination is said to be in row echelon form or, more properly, "reduced echelon

form" or "row-reduced echelon form." Such a matrix has the following characteristics: 1. All zero rows are at the bottom of the matrix 2. The leading entry of each nonzero row after the first occurs to the right of the leading entry of the previous row. 3. The leading entry in any nonzero row is 1. 4. All entries in the column above and below a leading 1 are zero. Another common definition of echelon form only requires zeros below the leading ones, while the above definition also requires them above the leading ones.

Gaussian elimination is a method for solving matrix equations of the form (1 ) To perform Gaussian elimination starting with the system of equations (2 ) compose the "augmented matrix equation" (3 )

Here, the column vector in the variables is carried along for labeling the matrix rows. Now, perform elementary row operations to put the augmented matrix into the upper triangular form (4 )

Solve the equation of the th row for to obtain a solution for

, then substitute back into the equation of the

st row

, etc., according to the formula

(5 ) In Mathematica, RowReduce performs a version of Gaussian elimination, with the equation being solved by
GaussianElimination[m_?MatrixQ, v_?VectorQ] := Last /@ RowReduce[Flatten /@ Transpose[{m, v}]]

LU decomposition of a matrix is frequently used as part of a Gaussian elimination process for solving a matrix equation. A matrix that has undergone Gaussian elimination is said to be in echelon form. For example, consider the matrix equation (6 ) In augmented form, this becomes (7 ) Switching the first and third rows (without switching the elements in the right-hand column vector) gives (8 ) Subtracting 9 times the first row from the third row gives (9 ) Subtracting 4 times the first row from the second row gives (1 0) Finally, adding times the second row to the third row gives (1 1)

Restoring the transformed matrix equation gives (1 2) which can be solved immediately to give , back-substituting to obtain (which

actually follows trivially in this example), and then again back-substituting to find

Elementary Row and Column Operations

The matrix operations of 1. Interchanging two rows or columns, 2. Adding a multiple of one row or column to another, 3. Multiplying any row or column by a nonzero element.

An important technique for solving a system of linear equations augmented matrix and reduce

is to form the

to reduced row echelon form.

Definition (Reduced Row Echelon Form). A matrix is said to be in row-reduced echelon form provided that (i) In each row that does not consist of all zero elements, the first non-zero element in this row is a 1. (called. a "leading 1). (ii) In each column that contains a leading 1 of some row, all other elements of this column are zeros. (iii) In any two successive rows with non-zero elements, the leading 1 of the the lower row occurs farther to the right than the leading 1 of the higher row. (iv) If there are any rows contains only zero elements then they are grouped together at the bottom.

Theorem (Reduced Row Echelon Form). The reduced row echelon form of a matrix is unique. Definition (Rank). The number of nonzero rows in the reduced row echelon form of a matrix is called the rank of and is denoted by .

Theorem. Consider the m n linear system matrix. (i) (ii) (iii) If If If

, where

is the augmented

then the system has a unique solution. then the system has an infinite number of solution. then the system is inconsistent and has no solution.

Vector Calculus: Understanding the Gradient

February 17, 2007 by kalid The stuck stops here. Follow by RSS & email Like it? Try the ebook

The gradient is a fancy word for derivative, or the rate of change of a function. Its a vector (a direction to move) that

Points in the direction of greatest increase of a function (intuition on why) Is zero at a local maximum or local minimum (because there is no single direction of increase)

The term gradient (grad) typically refers to the derivative of vector functions, or functions of more than one variable. Yes, you can say a line has a gradient (its slope), but using the term gradient for single-variable functions is unnecessarily confusing. Keep it simple.

Gradient can refer to gradual changes of color, but well stick to the math definition if thats ok with you. Youll see the meanings are related.

Properties of the Gradient

Now that we know the gradient is the derivative of a multi-variable function, lets derive some properties. The regular, plain-old derivative gives us the rate of change of a single variable, usually x. For example, dF/dx tells us how much the function F changes for a change in x. But if a function takes multiple variables, such as x and y, it will have multiple derivatives: the value of the function will change when we wiggle x (dF/dx) and when we wiggle y (dF/dy). We can represent these multiple rates of change in a vector, with one component for each derivative. Thus, a function that takes 3 variables will have a gradient with 3 components:

has one variable and a single derivative:

has three variables and three derivatives: The gradient of a multi-variable function has a component for each direction. And just like the regular derivative, the gradient points in the direction of greatest increase. However, now that we have multiple directions to consider (x, y and z), the direction of greatest increase is no longer simply forward or backward along the x-axis, like it is with functions of a single variable. If we have two variables, then our 2-component gradient can specify any direction on a plane. Likewise, with 3 variables, the gradient can specify and direction in 3D space to move to increase our function.

We know the definition of the gradient: a derivative for each variable of a function. The gradient symbol is usually an upside-down delta, and called del (this makes a bit of sense delta indicates change in one variable, and the gradient is the change in for all variables). Taking our group of 3 derivatives above

Notice how the x-component of the gradient is the partial derivative with respect to x (similar for y and z). For a one variable function, there is no y-component at all, so the gradient reduces to the derivative. Also, notice how the gradient can itself be a function!

If we want to find the direction to move to increase our function the fastest, we plug in our current coordinates (such as 3,4,5) into the equation and get:

So, this new vector (1, 8, 75) would be the direction wed move in to increase the value of our function. In this case, our x-component doesnt add much to the value of the function: the partial derivative is always 1. Obvious applications of the gradient are finding the max/min of multivariable functions. Another less obvious but related application is finding the maximum of a constrained function: a function whose x and y values have to lie in a certain domain, i.e. find the maximum of all points constrained to lie along a circle. Solving this calls for my boy Lagrange, but all in due time, all in due time: enjoy the gradient for now. The key insight is to recognize the gradient as the generalization of the derivative. The gradient points to the maximum of the function; follow the gradient, and you will reach the local maximum.

Grad: the gradient of a scalar function

Suppose we have a scalar function that depends on three space coordinates, x, y and z. Let's call it T. For example it could be the temperature in the room you're in now. Since T depends on those three variables we can ask the question: how does T change when we change one or more of those variables? And as always, the answer is found by differentiating the function. In this case, because the function depends on more than one variable, we're talking partial differentiation. (Have a look at the MathHelp notebook on Partial Differentiation if you're not sure about this.) Now if we differentiate T with respect to x, that tells us the change of T in the x-direction. That is therefore the i-component of the gradient of T. You can see that there is going to be three components of the gradient of T, in the i, j and k directions, which we find by differentiating with respect to x, y and z respectively. So this quantity "the gradient of T" must be a vector quantity. Indeed it is a vector field. This vector field is called "grad T" and written like this: Here is the definition of as discussed above:

A parametrized differentiable curve is simply a specific subset of R3 with which certain aspects of differntial calculus can be applied. The curve is described by a set of differentiable functions

with only one variable. The curves generated can be thought of as 1-dimensional, and by definition are a map from the real number line:

Definition.
The term differentiable in this case means that every function describing the curve is differentiable (or smooth). For example, take the curve described by f(t) = { x(t),y(t),z(t) }. The curve f is differeniable if each of the functions x(t), y(t), and z(t) are each themselves differentiable. The trace of a curve is the image set in R3 which is generated by the Curve in a given interval. One must not confuse the meanings of Curve and Trace. A Curve is map (in other words, a fuction, or equation), while a trace is just a picture. The trace can be thought of as how the curve "looks" in R3. (See example 3) The vector {x'(t),y'(t),z'(t)} = f'(t) is called the tangent vector of f(t) at the point t. Where x'(t) denotes the derivative of x(t) with respect to t.

Vector Calculus: grad, div and curl

by AppliedMathematics.info

A scalar field is a value that is attached to every point in the domain, temperature is a simple example of this. For example T(x,y,z) can be used to represent the temperature at the point (x,y,z). A vector field is also quantity that is attached to every point in the domain, but in this case it has both magnitude (size) and direction. Vectors are often written in bold type, to distinguish them from scalars. Velocity is an example of a vector quantity; the velocity at a point has both magnitude and direction. Introduction to Vectors and Scalars Time is another dimension in which scalar and vector quantities may vary. In two dimensional space a vector may be represented by two scalar components, in three dimensions a vector may be represented by three scalar components. Most simply these are Cartesian coordinates. However in 2D vectors can be written in polar coordinates and in 3D they can be written in spherical or cylindrical coordinates. The div, grad and curl of scalar and vector fields are defined by partial differentiation . Printable Worksheet: Grad Div and Curl Gradient of a scalar field Let (x,y,z) be a scalar field. The gradient is a vector

 grad = , , ), ( x y z it is the derivative of in each direction. The gradient of a scalar field is a vector field. An alternative notation is to use the del or nabla operator, = grad . Divergence of a vector field Let F(x,y,z) be a vector field, continuously differentiable with respect to x,y and z. Then the divergence of F is defined by div F = F1 x + F2 y + F3 z .

div F is a scalar field it can also be written as . F. Curl of a vector field Let F(x,y,z) be a vector field, continuously differentiable with respect to x,y and z. Then the divergence of F is defined by curl F = [ F2 F3 F3 F1 F1 F2 , , . ] z y x z y x

curl F is a vector field it can also be written as F.