Chapter 5 Slides
Chapter 5 Slides
Chapter 5 Slides
The operations that produce equivalent systems are called elementary operations.
2.
3.
Example Solve the system x1 2x2 + x3 x4 = 2 2x1 + 5x2 x3 + 4x4 = 1 3x1 7x2 + 4x3 4x4 = 4
x1 2x2 + x3 x4 = 2 2x1 + 5x2 x3 + 4x4 = 1 3x1 7x2 + 4x3 4x4 = 4 x1 2x2 + x3 x4 = 2 x2 + x3 + 2x4 = 3 x3 + 1 x4 = 1 2 2
3
Terms
A matrix is a rectangular array of numbers. A matrix with m rows and n columns is an m n matrix.
Augmented matrix:
Matrix of coecients:
1.
2.
Examples
1.
Augmented matrix:
1 2 5 1 3 9 21 0 1 1 6 11
1 2 5 1 1 0 1 2 0 0 1 1
Solution set: x = 4, y = 1, z = 1
2.
Augmented matrix:
3 4 1 3 2 3 1 1 1 2 3 2
1 2 3 2 0 1 5 3 1 0 0 0
10
11
3.
Augmented matrix:
1 1 3 1 2 1 4 0 3 2 1 7
1 1 3 1 0 1 2 2 0 0 0 0
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Corresponding system of equations: x + y 3z = 1 0x + y 2z = 2 0x + 0y + 0z = 0 or x + y 3z = 1 y 2z = 2 0z = 0 This system has innitely many solutions given by: x = 1 + a, y = 2 + 2a, z = a, a any real number.
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1.
2.
3.
nonzero rows, then the leading 1 in row i+1 is to the right of the leading 1 in row i.
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NOTE:
1.
1 are zero.
2.
3.
1.
2.
3.
4.
solution set.
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Consistent/Inconsistent systems:
That is, a system is consistent if it has either a unique solution or innitely many solutions.
Consistent systems:
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4.
2x1 + 5x2 5x3 7x4 = 8 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0
Augmented matrix:
2 5 5 7 8 1 2 3 4 2 3 6 11 16 0
1 2 3 4 2 0 1 1 1 4 0 0 1 2 3
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21
5.
x1 3x2 + 2x3 x4 + 2x5 = 2 3x1 9x2 + 7x3 x4 + 3x5 = 7 2x1 6x2 + 7x3 + 4x4 5x5 = 7
Augmented matrix:
1 3 2 1 2 2 3 9 7 1 3 7 2 6 7 4 5 7
1 3 2 1 2 2 0 0 1 2 3 1 0 0 0 0 0 0
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Corresponding system of equations: x1 3x2 + 2x3 x4 + 2x5 = 2 0x1 + 0x2 + x3 + 2x4 3x5 = 1 0x1 + 0x2 + 0x3 + 0x4 + 0x5 = 0. which is x1 3x2 + 2x3 x4 + 2x5 = 2 x3 + 2x4 3x5 = 1 Solution set: x1 = 3a + 5b 8c, x2 = a, x3 = 1 2b + 3c, x4 = b, x5 = c,
6.
(c) no solution?
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1 1 1 1 2 3 k 3 1 k 3 2
1 1 1 1 1 0 1 k+2 0 0 (k 3)(k 2) k 2
(c) No solution: k = 3.
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If an m n matrix A is reduced to row echelon form, then the number of non-zero rows in its row echelon form is called the rank of A.
Equivalently, the rank of a matrix is the number of leading 1s in its row echelon form.
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Note:
1.
2.
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Consistent/Inconsistent Systems
Case 1: If the last nonzero row in the row echelon form of the augmented matrix is (0 0 0 0 | 1), then that row corresponds to the equation 0x1 + 0x2 + 0x3 + + 0xn = 1, which has no solutions. Therefore, the system has no solutions.
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Note:
Case 2: If the last nonzero row has the form (0 0 0 1 | b), where the 1 is in the kth, k n column, then the row corresponds to the equation
0x1+ +0xk1 +xk +()xk+1 + +()xn = b and the system either has a unique solution or innitely many solutions.
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NOTE: In this case, rank of augmented matrix = the rank of coefcient matrix
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Theorem: A system of linear equations is consistent if and only if the rank of the augmented matrix equals the rank of the coecient matrix.
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2. The rst nonzero entry in a nonzero row is a 1. This is called the leading 1.
3. If row i and row i + 1 are nonzero rows, then the leading 1 in row i + 1 is to the right of the leading 1 in row i. (This implies that all the entries below a leading 1 are zero.)
Examples
7.
Augmented matrix:
x + 2y 5z = 1 y 2z = 1 z = 1
8.
Solve the system (c.f. Example 4) 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0
Augmented matrix:
1
5 5 7 7 2 3 4 2 . 3 6 11 16 0
1 2 3 4 2 1 1 3 . 0 0 1 2 3
1 2 3 4 2 1 0 0 4 11 1 3 0 1 0 1 0 0 1 1 3 0 0 1 2 3 0 0 1 2 Corresponding system of equations: x1 + 4x4 = 11 x2 x4 = 0 x3 + 2x4 = 3 x1 = 11 4a, x2 = a, x3 = 3 2a, x4 = a, a any real number.
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The system of m equations in n unknowns a11x1 + a12x2 + + a1nxn = b1 a21x1 + a22x2 + + a2nxn = b2 . = . . . am1x1 + am2x2 + + amnxn = bm
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A homogeneous system
a11x1 + a12x2 + + a1nxn = 0 a21x1 + a22x2 + + a2nxn = 0 . . . . . . . . . . . . . . . am1x1 + am2x2 + + amnxn = 0 ALWAYS has at least one solution, namely x1 = x2 = = xn = 0, called the trivial solution
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9.
Augmented matrix:
4 7 3 0
1 2 2 0
2 1 2 0
This system has the unique solution x = 0, y = 0, z = 0. The trivial solution is the only solution.
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10.
Augmented matrix:
1 4
0 0
0 0
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Example 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0
Augmented matrix:
1
5 5 7 7 2 3 4 2 . 3 6 11 16 0
1 0 0
0 0 1
11 0 3
Solution set: x1 = 11 4a, x2 = a, x3 = 3 2a, x4 = a, a any real number. Write as an ordered quadruple: (114a, a, 32a, a) = a(4, 1, 2, 1)+(11, 0, 3, 0).
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ANSWER: (4, 1, 2, 1) is a solution of the corresponding homogeneous system 2x1 + 5x2 5x3 7x4 = 0 x1 + 2x2 3x3 4x4 = 0 3x1 6x2 + 11x3 + 16x4 = 0 and (11, 0, 3, 0) is a solution of the given Non homogeneous system 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0
That is, the set of solutions of the Non homogeneous system consists of the set of the solutions of the corresponding homogeneous system plus one solution of the Non homogeneous system.
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A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries of the matrix.
m n is called the size of the matrix, and the numbers m and n are its dimensions. A matrix in which the number of rows equals the number of columns, m = n, is called a square matrix of order n. Well use upper case letters to denote matrices.
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If A is an mn matrix, then aij denotes the element in the ith row and j th column of A: a11 a21 A = a31 . .
A = (aij )
also represents
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v = (a1 a2 . . . an )
also written as
a1 a2 . . am
is called an m-dimensional column vector. The entries of a row or column vector are often called the components of the vector. Well use lower case, boldface letters to denote vectors.
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be an m n matrix and let B = (bij ) be a p q matrix. Then A = B if and only if 1. m = p and n = q; that is, A and B must have exactly the same size; and 2. aij = bij for all i and j. That is, A = B if and only if A and B are identical. Example: a b 3 2 c 0 = 7 1 x 2 4 0 if and only if
a = 7, b = 1, c = 4, x = 3.
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Matrix Addition
Let A = (aij ) and B = (bij ) be matrices of the same size, say m n. Then A + B is the m n matrix C = (cij ) where cij = aij + bij for all i and j.
That is, you add two matrices of the same size simply by adding their corresponding entries; A + B = (aij + bij ).
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Examples: 2 4 3 2 5 0 4 0 6 1 2 0
(a)
2 4 3 1 7 0
(c)
2 4 3 2 5 0
1 3 + 5 3 0 6
is not dened.
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Properties of Addition: Let A, B, and C be matrices of the same size. Then: 1. A + B = B + A Commutative Asso-
2. (A + B) + C = A + (B + C) ciative A matrix with all entries equal to called a zero matrix. For example, 0 0 0 0 0 0
is
and
0 0
0 0 0 0
are zero matrices. The symbol 0 will be used to denote the zero matrix of arbitrary size. 3. A + 0 = 0 + A = A. A zero matrix is an additive identity.
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The
negative of a matrix
A,
denoted
by A is the matrix whose entries are the negatives of the entries of A. 4. A + (A) = 0. Subtraction Let A = (aij ) and B = (bij ) be matrices of the same size, say m n. Then A B = A + (B).
Example 2 4 3 2 5 0 4 0 6 1 2 0 = 6 4 9 3 3 0
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The product of a number k and a matrix A, denoted by kA, is the matrix formed
by multiplying each element of A by the number k. That is, kA = (kaij ). This product is also called multiplication by a scalar.
Example
3 1
2 1 4 6 3 12 5 2 = 3 15 6 . 4 0 3 12 0 9
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Matrix Multiplication 1. The Product of a Row Vector and a Column Vector The product of a 1 n row vector and an n 1 column vector is the number given by
(a1, a2, a3, . . . , an)
b1 b2 b3 . . . bn
= a1b1 + a2b2 + a3b3 + + anbn. Also called scalar product (because the result is a number (scalar)), dot product, and inner product. The product of a row vector and a column vector (of the same dimension and in that order!) is a number.
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The product of a row vector and a column vector of dierent dimensions is not dened.
(2, 3, 1, 4)
2 4 3 5
2. Matrix Multiplication If A = (aij ) is an m p matrix and B = (bij ) is a p n matrix, then the matrix product of A and B (in that order), denoted AB, is the
m n matrix C = (cij ) where cij is the product of the ith row of A and the j th column of B. NOTE: Let A and B be given matrices. The product AB, in that order, is dened if and only if the number of columns of A equals the number of rows of product AB B. If the
mp pn
mn
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0 2 2
1 4 2 3 1 5
3 12 6 = 5 2 8 . 5 2 8
A=
1 2 3 4
B=
AB =
5 1 12 9 3 26
A=
2 1 4 2 0 0 0 0
B=
1 1 2 2 2 1 4 2
AB =
BA =
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3. Identity Matrices Let A be a square matrix of order n. The entries from the upper left corner of A to the lower right corner; that is, the entries a11, a22, a33, . . . , ann form the main diagonal of A. For each positive integer n > 1, let In
denote the square matrix of order n whose entries on the main diagonal are all 1, and
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0.
The matrix
In In
nn
identity matrix.
I3 = 0 1 0 ,
1 0 0 0 0 1
I4 =
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
and so on.
4. Inverse ?????
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Distributive Laws:
This is called
This is called
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A system of m linear equations in n unknowns: a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... am1x1 + am2x2 + am3x3 + + amnxn = bm
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a 11 a21 a31 . .
x1 x2 x3 . . xn
b 1 b2 = b3 . . bm
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Square matrices
1. Inverse
Let
be an
nn
matrix. An
nn
matrix B with the property that AB = BA = In is called the multiplicative inverse of A or, more simply, the inverse of A. If A has an inverse, then it is unique.
That is, there is one and only one matrix B such that AB = BA = I. B is denoted by A1. NOTE: Not every n n matrix A has an inverse!
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Finding the inverse of A. Let A be an n n matrix. a. Form the augmented matrix (A|In ). b. Use elementary row operations to reduce (A|In ) to reduced row echelon form. If the reduced row echelon form is (In |B), then B = A1. If the reduced row echelon form is not (In |B), then A does not have an inverse.
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Examples 1 2 3 4 1 0 2 1 3 1 0 1 2 2
1.
A=
1 2 1 0 3 4 0 1
A1 =
2
3 2
1 1 2
2.
B=
2 1 4 2 2 1 1 0 0 0 2 1
2 1 1 0 4 2 0 1
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3.
1 0 2 C = 2 1 3 4 1 8
1 0 2 1 0 0 1 0 0 11 2 2 4 0 1 2 1 3 0 1 0 0 1 0 6 1 1 4 1 8 0 0 1 0 0 1
C 1 =
11 2 2 4 0 1 6 1 1
1 0 2 x 3 2 1 3 y = 5 4 1 8 z 2
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Solution: C x = b;
x = C 1b
x 11 2 2 3 29 0 1 5 = 14 y = 4 z 6 1 1 2 15
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2.
Determinants
A.
Calculation
1. 2 2 a b = ad bc. c d
3. 4 4 ...
Note:
Cramers Rule
Given a system of n linear equations in n unknowns: (a square system) a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... an1x1 + an2x2 + an3x3 + + annxn = bn
xi =
det Ai , det A Ai
(provided
det A = 0)
where
is the matrix
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Example
Given the system x +2z = 3 2x y +3z = 5 4x +y +8z = 2 Use Cramers rule to nd the value of y
y=
1 3 2 2 5 3 4 2 8 1 0 2 2 1 3 4 1 8
14 = 14 = 1
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B.
Properties
Let A be an n n matrix
1. If
then det A = 0
2. If A is a diagonal matrix; A =
a1 0 0 0 b2 0 0 0 c3
then det A = a1 b2 c3
a1 a2 a3 0 b2 b3 0 0 c3 0 0 0
a4 b4 c4 d4
(upper triangular)
then det A = a1 b2 c3 d4
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4. If B is obtained from by interchanging any two rows (columns), then det B = det A. 5. Multiply a row (column) of A by a
6.
by
a number k
Equivalences:
3. The rank of A is n.
4. A has an inverse.
Linear Dependence/Independence in Rn Let S = {v1 , v2 , , vk } be a set of vectors in Rn . The set S is linearly dependent if there exist k numbers c1, c2 , , ck NOT ALL ZERO such that c1v1 + c2v2 + + ck vk = 0. S is linearly independent if it is not linearly dependent. independent if c1v1 + c2v2 + + ck vk = 0 implies c1 = c2 = = ck = 0.
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That is,
is linearly
The set S is linearly dependent if there exist k numbers c1, c2 , , ck NOT ALL ZERO such that c1v1 + c2v2 + + ck vk = 0.
The set
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Examples:
1.
v1 = ( 1, 2, 4 ),
linearly dependent
1 v2 = ( , 1, 2 ) 2
v1 = ( 2, 4, 5 ),
linearly dependent
v2 = ( 0, 0, 0 )
v1 = ( 5, 2, 0 ),
linearly independent
v2 = ( 3, 1, 9 )
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2.
v1 = ( 1, 1 ), v2 = ( 2, 3 )
v3 = ( 3, 5 )
linearly dependent
3.
v1 = ( 1, 1, 2 ),
v2 = ( 2, 3, 0 ),
v3 = ( 1, 2, 2 ),
v4 = ( 0, 4, 3 )
Dependent or independent??
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Answers:
3.
v1 = ( 1, 1, 2 ),
v2 = ( 2, 3, 0 ),
v3 = ( 1, 2, 2 ),
a. {v1 , v2, v3, v4 }
v4 = ( 0, 4, 3 )
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4.
v1 = ( a, 1, 1 ),
v2 = ( 1, 2a, 3 ),
v3 = ( 2, a, 2 ),
v4 = ( 3a, 2, a )
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5.
v1 = (1, 1, 2, 1),
v2 = (3, 2, 0, 1)
v3 = (1, 4, 4, 3),
a. {v1 , v2, v3, v4 }
v4 = (2, 3, 2, 2)
dependent or independent?
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Case 2:
1. Row reduce A: if the reduced matrix has n rows independent; one or more zero rows dependent. Equivalently, solve the system of equations c1v1 + c2 v2 + + ck vk = 0. Unique solution: c1 = c2 = = cn = nonzero
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Note:
1. Row reduce A: if the reduced matrix has rows independent; one or more zero rows dependent. Equivalently, solve the system of equations c1v1 + c2 v2 + + ck vk = 0. Unique solution: c1 = c2 = = cn = k nonzero
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Let S = {f1(x), f2(x) , fk (x)} be a set of functions dened on an interval I. S is linearly dependent if there exist k
numbers c1, c2, , ck NOT ALL ZERO such that c1 f1(x) + c2f2(x) + + ck fk (x) 0 on I. S is linearly independent if it is not linearly dependent. That is, S is linearly independent if c1f1(x) + c2f2 (x) + + ck fk (x) 0 on I implies c1 = c2 = = ck = 0.
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1.
2.
3.
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Suppose that the functions f1(x), f2(x) , fk (x) are (k 1)-times dierentiable on I. If the determinant
f2(x) f2(x)
(k1)
fk (x) fk (x)
(k1)
=0
(x) f2
(x) fk
(x)
for at least one x I, then the functions are linearly independent on I. If W (x) 0 in I, then ?????? W (x) is called THEEEEEE
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WRONSKIAN
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Given the system of m linear equations in n unknowns: a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... am1x1 + am2x2 + am3x3 + + amnxn = bm
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is a mapping
1 2 3 . . n
1 2 = 3 . . m
Example: A= 1 2 1 3 0 2
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a 11 a21 a31 . .
x1 x2 x3 . . xn
b 1 b2 = b3 . . bm
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x1
+x2
+ +xn
b1 b2 . . . bn
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Eigenvalues/Eigenvectors
Example: Set 1 3 1 A = 1 1 1 . 3 3 1 A is a linear transformation from R3 to
R3 .
1 3 1 1 12 1 1 3 = 2 3 3 1 2 13
1 3 1 3 6 3 1 1 2 = 4 = 2 2 1 3 3 1 3 6 3
1
1 3 1 1 2 1 1 1 0 = 0 = 2 0 3 3 1 1 2 1
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Let A be an n n matrix. A number is an eigenvalue of A if there is a non-zero vector v such that Av = v To nd the eigenvalues of values of that satisfy det (A I) = 0. A, nd the
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Terminology:
mial of A.
Examples:
eigenvectors of A 1. A = 2 2 2 1
= 2 6
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2. A =
4 1 4 0
= 2 4 + 4
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3. A =
5 3 6 1
= 2 4 + 13
NOTE: It
a + bi
is an eigenvalue of
4.
A = 1
4 3 5 2 1 1 3 2
Eigenvalues: 1 = 3, Eigenvectors:
2 = 2,
3 = 1
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5.
2 5 2 A=
4 1 1
1 1
Eigenvalues: 1 = 2 = 3, Eigenvectors:
3 = 5
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Eigenvalues: 1 = 2 = 2, Eigenvectors:
3 = 4
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Some Facts
1 , 2, . . . , k , then
u + iv ,
then is
the conjugate of
a + bi,
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THEOREM Let A be an n n matrix with eigenvalues 1, 2, . . . , n . Then det A = (1)n 1 2 3 n . That is, det A is the product of the
eigenvalues of A. (Note: the s here are not necessarily distinct, one or more of the eigenvalues may have multiplicity greater than 1, and they are not necessarily real.)
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Equivalences:
(A an n n matrix)
3. The rank of A is n.
4. A has an inverse.
6. 0 is not an eigenvalue of A
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2.
In
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unique solution
A is singular
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0 2 0 2 3 4 2 7 0 3 0 2 3 2 0 5
0 2 2 = 2 0 3 2 3 2 5
= 6 = 12
2 2 3 2
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