Scholar Advanced Higher Maths Unit 3
Scholar Advanced Higher Maths Unit 3
Scholar Advanced Higher Maths Unit 3
Jane S Paterson
Heriot-Watt University
Dorothy A Watson
Balerno High School
Heriot-Watt University
Edinburgh EH14 4AS, United Kingdom.
First published 2001 by Heriot-Watt University.
This edition published in 2009 by Heriot-Watt University SCHOLAR.
Copyright © 2009 Heriot-Watt University.
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Acknowledgements
Thanks are due to the members of Heriot-Watt University’s SCHOLAR team who planned and
created these materials, and to the many colleagues who reviewed the content.
We would like to acknowledge the assistance of the education authorities, colleges, teachers
and students who contributed to the SCHOLAR programme and who evaluated these materials.
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i
Contents
1 Vectors 1
1.1 Revision exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Direction ratios and cosines . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4 Basic arithmetic and scalar product of vectors . . . . . . . . . . . . . . . 9
1.5 Vector product - algebraic form . . . . . . . . . . . . . . . . . . . . . . . 16
1.6 Vector product - geometric form . . . . . . . . . . . . . . . . . . . . . . . 19
1.7 Scalar triple product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.8 Lines in three-dimensional space . . . . . . . . . . . . . . . . . . . . . . 24
1.9 Planes in three-dimensional space . . . . . . . . . . . . . . . . . . . . . 34
1.10 Lines and planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
1.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.12 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.13 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.14 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.15 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 50
1.16 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2 Matrix algebra 53
2.1 Revision exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.2 Basic matrix terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.3 Matrix operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.4 Determinants and inverses . . . . . . . . . . . . . . . . . . . . . . . . . 62
2.5 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.6 Matrices and transformations . . . . . . . . . . . . . . . . . . . . . . . . 76
2.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.8 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.9 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
2.10 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.11 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.12 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Glossary 201
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1
Topic 1
Vectors
Contents
1.1 Revision exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Direction ratios and cosines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4 Basic arithmetic and scalar product of vectors . . . . . . . . . . . . . . . . . . . 9
1.4.1 Arithmetic on vectors in three dimensions . . . . . . . . . . . . . . . . . 9
1.4.2 Scalar product of vectors in three dimensions . . . . . . . . . . . . . . . 13
1.5 Vector product - algebraic form . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.6 Vector product - geometric form . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.7 Scalar triple product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.8 Lines in three-dimensional space . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.8.1 The equation of a line . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.8.2 Intersection of and the angles between lines . . . . . . . . . . . . . . . 29
1.9 Planes in three-dimensional space . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.9.1 The equation of a plane . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.9.2 Intersection of and the angles between two planes . . . . . . . . . . . . 39
1.9.3 Intersection of three planes . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.10 Lines and planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
1.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.12 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.13 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.14 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.15 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
1.16 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2 TOPIC 1. VECTORS
Learning Objectives
• Find the equation of a plane in Cartesian form given a normal and a point in the
plane.
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1.1. REVISION EXERCISE 3
Prerequisites
A sound knowledge of the following subjects is required for this topic:
1.2 Introduction
Learning Objective
ÆDefine basic vector terms
Quantities that have magnitude only are called scalars.
Weights, areas and volumes are all examples of scalars.
Many quantities are not sufficiently defined by their magnitudes alone. For example,
a movement or displacement from a point P to a point Q requires both the distance
between the points and the direction from P to Q.
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4 TOPIC 1. VECTORS
There is a special type of quantity to cope with this. It is called a vector quantity.
Vector quantity
A vector quantity is a quantity which has both direction and magnitude.
Geometrically, a vector can be represented by a directed line segment.
The two lines ab and cd represent two vectors in three dimensions.
Parallel vectors
Parallel vectors have the same direction but the magnitudes are scalar multiples of each
other.
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1.2. INTRODUCTION 5
A vector from the origin O, for example, to the point P, may be expressed by a small
letter in the form p or or by the directed vector OP. It is customary for textbooks to use
the bold form and this will be the style in this topic.
A position vector can also be expressed as an ordered triple.
For example, the vector in the previous diagram from the origin to the point P with
a
coordinates (a, b, c) can be expressed as the ordered triple
b
c
Note that the vector from the origin to the point P has a magnitude (length) and direction
from the origin to the point (a, b, c)
Length of a vector
a
Let p be the vector then the length of p is defined as p = a2 + b2 + c2
b
c
Examples
2
1. Find the length of a = 3
4
Answer:
The length is given by a = 22 + 32 + 42 = 5.38516
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6 TOPIC 1. VECTORS
In this topic most of the work will be covered using position vectors. The word ’position’
will be omitted unless confusion is likely.
Unit vector
As the name would suggest a unit vector is a vector of magnitude 1. That is, the length
(or magnitude) of the vector is 1
There are 3 special unit vectors which lie along the x, y and z axes. The point P has
coordinates (1, 0, 0), Q has (0, 1, 0) and R has (0, 0, 1)
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1.2. INTRODUCTION 7
Each of the vectors OP, OQ, and OR is one unit long and is denoted by i, j, and k
respectively. i, j and k are called the standard basis vectors.
1
Thus i is the vector 0
0
0
similarly j is the vector
1
0
0
and k is the vector 0
1
p
Every vector can be written in component form as pi + qj + rk Conversely every
q
r
p
vector in component form pi + qj + rk can be written as q
r
3
Example The vector p = -5 = 3i - 5j + 2k
2
-2
Q6: Find the length of the vector 2
1
-3
5 min
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8 TOPIC 1. VECTORS
Notice that the vector p makes an angle of with the x-axis, an angle of with the y-axis
and an angle of with the z-axis.
Thus
cos = a
p
cos = b
p
cos = c
p
a b c
These values p , p and p are called the direction cosines of the vector p
Examples
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1.4. BASIC ARITHMETIC AND SCALAR PRODUCT OF VECTORS 9
p=3
The direction cosines are 2 /3 , -2 /3 and -1 /3
c z c+z
The diagram in the following example shows how this is related to the parallelogram.
Example
and b =
Add the vectors a =
3
4
-5
6
2 1
Answer:
The sum is found by adding the corresponding values so
+
3
4
-5
6 = 4 + 6 =
3 + ( - 5)
-2
10
2 1 2+1 3
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10 TOPIC 1. VECTORS
and q = y are vectors then p - q is the vector b - y
If p =
a
b
x a-x
c z c-z
Examples
1 2
1. Evaluate -
4 -2
2 1
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1.4. BASIC ARITHMETIC AND SCALAR PRODUCT OF VECTORS 11
Answer:
1
2
-
4 -2
2
1-2
1
= 4 - ( - 2)
-1
2-1
= 6
1
The following diagram shows how this relates to a parallelogram. Note that in
subtraction, the vector -b instead of b forms one of the sides (a + (-b) = a - b)
It is also possible to subtract vectors that are written in terms of the standard bases.
-2
Example If a = 3 find -2a
-1
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12 TOPIC 1. VECTORS
Answer:
-2
-2 -2
4
-2a = - 2 3 = - 2 3 = -6
-1 -2 -1 2
This is particularly useful for determining whether two vectors are parallel or not. Recall
that two vectors which are parallel have the same direction but their magnitudes are
scalar multiples of each other.
Example Show that the two vectors a =
-3
5
and b =
6
- 10 are parallel.
3 -6
Answer:
Each component of b is -2 times the corresponding component of b
That is, b = -2a and the vectors are parallel.
-2
2
Q12: Add 5 and -2 and give the answer as an ordered triple.
-1 2
-7
0
Q14: Subtract -2 from 3 and give the answer as an ordered triple.
4 1
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1.4. BASIC ARITHMETIC AND SCALAR PRODUCT OF VECTORS 13
-2
3
Example Find the scalar product of a = 1 and b = 2
3 0
Answer:
a b = -6 + 2 + 0 = -4
The scalar products of the standard basis vectors are useful to note:
i i = j j = k k = 1 and i j = j k = i k = 0
also
i j = j i
jk=kj
i k = k i
These results can be used to give the scalar product in i, j, k notation of the two vectors
-2 3
a= 1
and b = 2
3 0
Example Find (-2i + j + 3k) (3i + 2j) by multiplying out the brackets and using the
properties of the vector product on standard bases.
Answer:
(-2i + j + 3k) (3i + 2j)
= -6i i - 4i j + 3 j i + 2j j + 9k i + 6k j
= -6 -i j + 2 + 9i k + 6j k
= -6 + 2 = -4
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14 TOPIC 1. VECTORS
-2
2
Q19: Find the scalar product of the vectors 5 and -2
-1 2
The proof of this result can be found in the section headed Proofs at Proof 5.
Property 4
a a = 0 if and only if a = 0
The proof of this result can be found in the section headed Proofs at Proof 6.
Q20: Show that the property a (b + c) = a b + a c holds for the three vectors
a = 2i - k, b = -3i - j + 3k and c = -i + 2j - k
a1
b1
Q21: Using a = a2 and b = b2 prove a b = b a
a3 b3
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1.4. BASIC ARITHMETIC AND SCALAR PRODUCT OF VECTORS 15
Example Find the scalar product of the vectors a and b where the length of a is 5, the
length of b is 4 and the angle between them is 60 Æ
Answer:
ab= a b cos = 5 4 cos 60 Æ
= 10
The geometric form of the scalar product is especially useful to find angles between
vectors.
The last example demonstrates an important geometric property of the scalar product.
Property 5
For non-zero vectors, a and b are perpendicular if and only if a b = 0
In this case, a and b are said to be orthogonal vectors.
The proof of this result is shown in the section headed Proofs at Proof 7.
To show that two vectors are perpendicular however, the algebraic form is all that is
required.
Q23: Find the scalar product of two vectors whose lengths are 2.5 and 5 and have an
angle of 150 Æ between them. Give the answer to 3 decimal places.
Q24: Determine the angle between two vectors whose scalar product is -6 and whose
lengths are 4 and 3
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16 TOPIC 1. VECTORS
Q25: Find the angle between the two vectors 3i - 4j and 12i + 5j. Give the angle in
degrees correct to 2 decimal places.
Q26: Find the angle ACB if A is (0, 1, 6), B is (2, 3, 0) and C is (-1, 3, 4)
Examples
4
-1
1. If a = -5 and b = -2 find a x b
-6 3
Answer:
To use the formula, the vectors a and b have to be expressed in terms of the basis i, j
and k
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1.5. VECTOR PRODUCT - ALGEBRAIC FORM 17
a = 4i - 5j - 6k
b = -i - 2j + 3k
a x b = ((-5) 3 - (-2) (-6))i - (4 3 - (-1) (-6))j + (4 (-2) - (-1) (-5))k
i j k
= -27i - 6j - 13kIn matrix form the calculation can be taken from the determinant of
4 -5 -6
-1 -2 3
The following table shows the outcome of the vector products of the standard vectors
ixj=k j x i = -k ixi=0
jxk=i k x j = -i jxj=0
kxi=j i x k = -j kxk=0
Properties of vector products
The vector product obeys the distributive laws.
Property 1
a x (b + c) = (a x b) + (a x c) and (a + b) x c = (a x c) + (b x c)
However the vector product does not obey all the laws that the product of real numbers
does. For example, from the table of vector products of standard basis vectors shown
previously
i x j = k = -j x i
Hence a x b need not equal b x a
In fact
Property 2
For any two vectors p and qp x q = -q x p
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18 TOPIC 1. VECTORS
The proof is shown here rather than in the section headed Proofs as it is important.
Let p = ai + bj + ck and q = di + ej + fk
q x p = (ec - bf )i - (dc - af )j + (db - ae )k
but p x q = (bf - ec)i - (af - dc)j + (ae - db)k
= -[(ec - bf )i - (dc - af )j + (db - ae )k]
So p x q = -q x p
Example Show that (6i - j + 3k) x (9i + j + 4k) = -(9i + j + 4k) x (6i - j + 3k) by expanding
the brackets and using the properties of the vector product of standard bases.
Answer:
(6i - j + 3k) x (9i + j + 4k)
= 54i x i - 9j x i + 27k x i + 6i x j - j x j + 3k x j + 24i x k - 4j x k + 12k x k
= 9k + 27j + 6k - 3i - 24j - 4i
= -7i + 3j + 15k
and -(9i + j + 4k) (6i - j + 3k)
= - (54i x i + 6j x i + 24k x i - 9i x j - j x j - 4k x j + 27i x k + 3j x k + 12k x k)
= - (7i - 3j - 15k)
= -7i + 3j + 15k as required.
Example Show that the property a x (b x c) (a x b) x c is true for the vectors
2 1 -2
-3 , 0 and 3
1 -1 -2
Answer:
b x c = 3i + 4j + 3k
a x (b x c) = -13i - 3j + 17k
a x b = 3i + 3j + 3k
(a x b) x c = -15i + 15k
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1.6. VECTOR PRODUCT - GEOMETRIC FORM 19
Q34: Show that the distributive law (a + b)x c = (a x c) + (b x c) holds for
4 -3 1
a= -1 , b = 1 and c = 2
2 -3 -1
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20 TOPIC 1. VECTORS
The vector a x b has length a b sin ( see Proof 2 in the Proof section).
Thus the direction and length of the vector a x b have been specified.
Vector product in geometric form
The vector product of a and b is defined with
Example Find the magnitude of the vector product of the two vectors which are at an
angle of 50 Æ to each other and have lengths of 5 and 7 units
Answer:
a x b = 5 7 sin 50 Æ
= 26.81
The length of the vector product a x b has the same formula as the area of a
parallelogram in which the vectors a and b are the sides of the parallelogram as shown
in the diagram.
z
b
c a
q y
Area of parallelogram = a c
But c = b sin
Thus the area = a b sin = a x b
Of course to find a x b the algebraic version of the vector product is used.
Example Find the area of the parallelogram which has adjacent edges
a = 3i + j + 2k and b = 2i - j
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1.7. SCALAR TRIPLE PRODUCT 21
Answer:
a x b = 2i + 4j - 5k
Hence a x b = 22 + 42 ( - 5)2 = 6.708 units.
The area of the parallelogram is 6.708 sq units.
Q36: Find the length of a x b given that a has length 4 units, b has length 5 units and
the angle between them is 45 Æ . Give the answer to 2 decimal places.
Q38: Find the area of a triangle with vertices at (0, 0, 0), (3, 1, 2), (2, -1, 0). Give your
answer to 3 decimal places.
Q39: Find the area of the triangle with vertices (1, -1, 0), (2, 1, -1) and (-1, 1, 2)
Activity
Investigate geometrically (a x b) x c and a x (b x c) by choosing some easy points to
manipulate in three-dimensional space.
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22 TOPIC 1. VECTORS
a1 a2 a3
This is the determinant of the matrix b1 b2 b3
c1 c2 c3
The calculation of a (b x c) gives a 1 (b2 c3 - c2 b3 ) - a2 (b1 c3 - c1 b3 ) + a3 (b1 c2 - c1 b2 )
It is sometimes known as the triple scalar product or the dot cross product.
The calculation is best shown by example.
The modulus of the scalar triple product is the volume of a parallelepiped with adjacent
edges a, b and c as shown in the following diagram.
b
bxc
q
c
y
Example Find the volume of the parallelepiped with edges i + j + 2k, i + 2j + 3k and
3i - j - k
Answer:
This is the modulus of the scalar triple product.
Let a = i + j + 2k, b = i + 2j + 3k and c = 3i - j - k
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1.7. SCALAR TRIPLE PRODUCT 23
The volume is a (b x c)
b x c = i + 10j - 7k
Then a (b x c) = (1 1) + (1 10) + (2 (-7)) = 1 + 10 - 14 = -3
The modulus is 3 and the volume of the parallelepiped is 3 cubic units.
Note that the volume of a parallelepiped is zero if and only if a, b and c are coplanar,
that is if a (b x c) = 0
If b and c form the base of the parallelepiped then b x c is perpendicular to the base.
However, if a lies in the base formed by b and c then a is perpendicular to b x c which
means that the scalar product of a and b x c is zero.
Q43: Show that the position vectors to the points (1, 2, 3), (4, -1, 2) and (2, -5, -4) lie in
the same plane.
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24 TOPIC 1. VECTORS
Example Find the vector equation of the straight line through (2, -1, 6) and parallel to
the vector i + 2j - 8k
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1.8. LINES IN THREE-DIMENSIONAL SPACE 25
Answer:
Using the formula r = a + d with a = 2i - j + 6k and d = i + 2j - 8k gives
r = 2i - j + 6k + (i + 2j - 8k)
Example Find the parametric equations of the line through (3, 4, 5) and parallel to the
vector 2i - 3j - 4k
Answer:
Using the formulae with a 1 = 3, a2 = 4 and a3 = 5
x = 3 + 2, y = 4 - 3, z = 5 - 4
It is easy to obtain the parametric form from the vector form and vice versa.
Examples
1. State the parametric form of the equation of the line which has a vector equation of
r = a + d where P is the point (3, -1, 5), a = OP and d = -2i + 4j - k
Answer:
r = (3i - j + 5k) + (-2i + 4j - k)
Equating each component in turn gives
x = 3 - 2, y = -1 + 4, z = 5 -
2. Find the vector form of the equation of a line with parametric equations
x = -1 + 3, y = , z = 2 + 2
Answer:
x = -1 + 3, y = , z = 2 + 2 gives
x -1
3
=
y 0 + 1
z 2 2
a = -i + 2k and d = 3i + j + 2k
The equation is r = ( -i + 2k) + (3i + j + 2k)
Equations of the parametric form can be rearranged to eliminate the real number
giving the third form of the equation of a straight line.
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26 TOPIC 1. VECTORS
These symmetric equations of a line are also known as the Cartesian equations of a
line.
Note that if any of the denominators are zero then the corresponding numerator is also
zero. This means that the vector is parallel to an axis.
It is also important to ensure that the symmetric form of the equation of a line is stated
with each coefficient of x, y and z on the numerator equal to 1. An equation with any
other coefficients for x, y and z is not the symmetric equation of the line.
The direction ratios are the denominators d 1 , d2 and d3 in these symmetric equations.
It is straightforward to obtain the symmetric form from either the parametric or vector
form. The following examples will demonstrate how this is done.
Example Find the parametric and symmetric equations of the line with a vector equation
of
r = (2i - 3j + k) + (-i - 2j + k)
Answer:
a = (2, -3, 1) and d = (-i - 2j + k)
The parametric equations are x = 2 - , y = -3 - 2 and z = 1 +
Solving each component for gives the symmetric equations as
x-2 y+3 z-1
-1 = -2 = 1
Note that even if the denominator is 1, the form of equations requires that it should be
left there.
Examples
1. Find the parametric and symmetric equations of the line which has position vector
i - j + k and is parallel to the vector 3i + 2j + k
Answer:
The parametric equations are x = 1 + 3, y = -1 + 2, z = 1 +
and so
y+1
x-1
3 = 2 = z-1
1 =
Hence by eliminating the symmetric equations are
x-1 y+1 z-1
3 = 2 = 1
2. Find the symmetric equations of the line which has parametric equations
x = 2 - 2, y = -1 + 3, z = -
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1.8. LINES IN THREE-DIMENSIONAL SPACE 27
Answer:
Rearrange to make each equation equal to
y+1
This gives x-2
-2 = 3 = z-0
-1 =
x-2 y+1 z-0
Hence the symmetric equations are -2 = 3 = -1
To convert the symmetric equations of a line into the parametric form, take the equation
x - a1 y - a2 z - a3
d1 = d2 = d3 and call this common value the parameter
Examples
1. Find the parametric form of the equation of a line with symmetric equations
x+3 y-1 z-4
2 = 1 = -3
Answer:
Make each part of the equation equal to and solve for x, y and z
2 = so x = - 3 + 2
x+3
y-1
1 = so y = 1 +
- 3 = so z = 4 - 3
z-4
2. Find the parametric and vector forms of the equation of a line which has symmetric
equations x +1 4 = y--23 = z 2- 4
Answer:
y-3
Let x+4
1 = -2 = z-4
2 =
Solving for x, y and z gives: x = -4 + , y = 3 - 2, z = 4 + 2
This gives the parametric equations of the line.
Thus a = -4i + 3j + 4k and d = i - 2j + 2k
Thus r = (-4i + 3j + 4k) + (i - 2j + 2k) is the vector equation of the line.
Equations of a line are not unique. The direction vectors however, are proportional (one
is a scalar multiple of the other).
Example Suppose that the equation of a line is given by the symmetric equations
x-3 y+1 z-1
2 = 3 = 1
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28 TOPIC 1. VECTORS
Q47: Give the parametric and symmetric equations for the lines:
Q48: Find the symmetric equations of the lines with vector equations:
a) r = -j + 2k + (-i + j - k)
b) r = 2i - 2j - 2k + (-i + 3j - k)
Q49: From the vector equation of the line given as (2i + j - 3k) + (3i - j - k) state the
point with y coordinate -1 which also lies on this line.
Q50: Find the parametric equations of the line through the point (3, 4, 5) and parallel to
the line i + j + k
Q51: Find the symmetric equation of the line which has parametric equations of
x = - , y = - 2 + , z = 3 + 2
Now suppose that the line is determined by two points P and Q. A direction vector on
this line can be obtained by taking PQ
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1.8. LINES IN THREE-DIMENSIONAL SPACE 29
Let P be the point (a 1 , a2 , a3 ) and Q be the point (b 1 , b2 , b3 ) then a direction vector
is represented by the line segment PQ = d = q - p. It is now possible to obtain vector,
parametric and symmetric equations of the line as before.
Example Find the vector, parametric and symmetric equations of the line through
(1, -2, -1) and (2, 3, 1)
Answer:
If a = the position vector i - 2j - k and b = 2i + 3j + k
then a direction vector is b - a = i + 5j + 2k
The vector form of the equation is r = i - 2j - k + (i + 5j + 2k)
The parametric equations are x = 1 + , y = -2 + 5, z = -1 + 2
x-1 y+2 z+1
The symmetric equations are 1 = 5 = 2
Q53: Find the parametric and symmetric equations of the line joining the points
A (1, 2, -1) and B(-1, 0, 1)
Learning Objective
ÆFind the intersection of and the angle between two lines
Intersection of two lines in three-dimensional space
Now suppose that L 1 and L2 are two lines in three-dimensional space. The two lines
can:
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30 TOPIC 1. VECTORS
• be identical
• be parallel
• intersect
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1.8. LINES IN THREE-DIMENSIONAL SPACE 31
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32 TOPIC 1. VECTORS
y-0
Example Show that the lines L 1 with symmetric equation x 3- 4 = -1 = z-2
-1 and L2 with
parametric equations x = , y = , z = 3 + do not intersect.
Answer:
If L1 and L2 do intersect then there is a solution of the set of equations
1) 4 + 3 =
2) - =
3) 2 - = 3 +
However since 4 + 3= = -
then = -1
Substituting = -1 in equation 2) gives = 1 but this is inconsistent with equation 3)
which, using these values of and gives 3 = 4
There is no solution to these equations and so the lines do not intersect.
Example Show that the two lines L 1 and L2 , which have symmetric equations as shown,
intersect and find the angle between them.
x+4 y-5 z-3
L1 : 2 = -4 = 1
x-0 y-3 z-2
L2 : -1 = -1 = 1
Answer:
First of all find the parametric equations that are
L1 : x = -4 + 2, y = 5 - 4, z = 3 +
L2 : x = - , y = 3 - , z = 2 +
The set of equations are
-4 + 2 = -
5 - 4 = 3 -
3+=2+
These can be solved to give = 1 and = 2
The two lines meet at (-2, 1, 4)
The direction vectors are d1 = 2i - 4j + k for L1 and d2 = -i - j + k for L2
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1.8. LINES IN THREE-DIMENSIONAL SPACE 33
Note: If two lines a and b have direction cosines equal to a 1 , a2 , a3 and b1 , b2 , b3 then
the angle can be found from the equation cos = a 1 b1 + a2 b2 + a3 b3
Suppose that each direction cosine could be expressed as
cos = a
a = a1
cos = b
a = a2
cos = c
a = a3 for point (a, b, c)
and similarly
cos = d
b = b1
cos = e
b = b2
cos = f
b = b3 for point (d, e, f)
then a b = a b cos
so cos = ab
a b
ad + be + cf
a b a1 b1 + a2 b2 + a3 b3
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34 TOPIC 1. VECTORS
Q56: Find the intersection of and the angle between the lines L 1 with parametric
equations x = -2 + 2, y = 1 - 3, z = -1 + and the line L 2 which passes through
the point (-3, 4, 0) and is parallel to -i + j - k
Q57: Find the angle between and the point of intersection of the two lines
x-5 y-7 z+3 x-8 y-4 z-5
4 = 4 = -5 and 7 = 1 = 3
Q58: Find the point of intersection of the line through the point (1, 3, -2) and parallel to
4i + k with the line through the point (5, 3, 8) and parallel to -i + 2k
Then find the angle between them.
Q59: Find the intersection of and the angle between the lines L 1 with symmetric
equations x 2- 1 = y 3- 3 = z 1- 2 and L2 with symmetric equations x +2 1 = y 1- 6 = z--17
• One point on the plane and a direction n at right angles (normal) to the plane.
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1.9. PLANES IN THREE-DIMENSIONAL SPACE 35
The vector equation of a plane containing the point P and perpendicular to the vector
n is (r - a) n = 0 where a = OP
The equation can also be written as r n = a n
Example Find the vector equation of the plane through (-1, 2, 1) with normal vector
i - 3j + 2k
Answer:
The general equation is (r - a) n = 0 or r n = a n
Here a = -i + 2j + k
and n = i - 3j + 2k
The vector equation is
r (i - 3j + 2k) = -1 - 6 + 2 = -5
If r = xi + yj + zk then evaluating the scalar products r n and a n will give the second
form of the equation of a line.
This is called the Cartesian form of the equation of the plane.
Cartesian equation of a plane
The Cartesian equation of a plane containing the point P (a 1 , a2 , a3 ) and perpendicular
to the vector n = n1 i + n2 j + n3 k is xn1 + yn2 + zn3 = d where d = a1 n1 + a2 n2 + a3 n3
Example Find the Cartesian equation of the plane through (-1, 2, 1) which has normal
vector i - 3j + 2k
Answer:
The vector form of this plane given in the previous example is r (i - 3j + 2k) = -5
If r = xi + yj + zk then evaluating the vector product r n gives x - 3y + 2z = -5
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36 TOPIC 1. VECTORS
Alternatively, the Cartesian equation in the last example can be found by immediate
substitution into the definition of the equation in this form.
The Cartesian form of the equation of a plane is the simplification of the vector equation.
It is straightforward to find the vector equation of a plane if the Cartesian form is known.
The examples shown previously have defined the plane using a point on the plane and
a normal to the plane. It is also possible to define the plane from three non-collinear
points.
The vector equation of a plane from three non-collinear points
Suppose that A, B and C are three non-collinear points. The vectors AB and AC lie in a
plane through all three points.
Their vector product AB x AC is perpendicular to this plane. Any multiple of the vector
product forms a normal n to the plane. Since a is the position vector to the point A that
lies in the plane it is straightforward to give the equation of the plane as r n = a n
Example Find the equation of the plane through A(-1, 3, 1), B(1, -3, -3) and C(3, -1, 5)
Answer:
AB = 2i - 6j - 4k
AC = 4i - 4j + 4k
These two vectors lie in the plane and their vector product is normal to the plane.
AB x AC = -40i - 24j + 16k
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1.9. PLANES IN THREE-DIMENSIONAL SPACE 37
The third form of the equation of the plane is the parametric equation.
Parametric equation of a plane
The parametric equation of the plane is
r = a + b + c where a is a position vector of a point in the plane, b and c are two
non-parallel vectors parallel to the plane and and are real numbers.
Note that the parametric equation of the plane is sometimes referred to as the symmetric
equation of the plane. Do not confuse this with the distinct differences in the equations
of a line in parametric and symmetric form.
Example Find the parametric equation of the plane through (2, 3, -1) and parallel to the
vectors
-2i - 3j + k and -i + 3j + 4k
Answer:
The equation is r = a + b + c where
a = 2i + 3j - k, b = -2i - 3j + k and c = -i + 3j + 4k
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38 TOPIC 1. VECTORS
Example Find the parametric equation of the plane with Cartesian equation
x + 2y + z = 3
Answer:
To obtain the parametric equation let y = and z = , then x = 3 - 2 +
x 3
-2
1
so the general solution is = 0 +
y 1 + 0
z 0 0 1
3
-2
1
Let a = 0 , b = 1 and c = 0
0 0 1
Then the parametric equation of the plane is r = a + b + c
It is also possible to find the Cartesian form of the equation of a plane from the
parametric form of r = a + b + c
By definition of the parametric form, b and c are vectors parallel to the plane.
Thus b x c is a normal to the plane.
Evaluating r (b x c) = r a gives the Cartesian form of the equation of the plane.
Example Find the Cartesian form of the equation of a plane given the parametric form
of
r = a + b + c where a = i + 2j - k, b = i + j + 2k and c = 2j - k
Answer:
b x c = -5i + j + 2k
This is a normal n and a is the position vector i + 2j - k
The equation of the plane is r n = a n
So -5x + y + 2z = -5 + 2 - 2 = -5
It is worth noting that two parallel or coincident planes have normals that are
proportional.
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1.9. PLANES IN THREE-DIMENSIONAL SPACE 39
Q63: Find the parametric form of the equation of the plane which has Cartesian
equation x - 2y - 6z = -3
Learning Objective
ÆFind the intersection of and the angle between two planes
Consider two planes in three-dimensional space.
In relation to each other, the two planes can:
• be coincident
• be parallel
• intersect on a line
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40 TOPIC 1. VECTORS
Answer:
A normal n for P1 is 6i + 2j - 2k
A normal m for P2 is -3i - j + k
As n = -2m, P1 and P2 are either parallel or coincident.
If P1 and P2 did intersect, the two equations 6x + 2y - 2z = 5 and -3x - y + z = 2 would
have a common solution for x, y and z.
This set of two equations have no solution and so P 1 and P2 have no points in common.
Hence, the planes do not intersect and are not coincident.
The planes are parallel.
If two planes intersect, Gaussian elimination can be used to find the vector equation
of the line of intersection. The symmetric form of the equation can also be found more
directly by algebraic manipulation of the equations. The following examples demonstrate
this.
Examples
1
1
Using Gaussian elimination on the two equations gives
1
4 1
-1
-2
1
3
0
1
-3
-1
2
1
-1
That is, x + y - z = 1 and -3y + 2z = -1
Let z =
Then by substituting in -3y + 2z = -1 gives y = 1
3 + 23 and
2
+ 13
by substituting in x + y - z = 1 gives x = 3
2
1
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1.9. PLANES IN THREE-DIMENSIONAL SPACE 41
Example Find the angle between the two planes with equations
2x + y - 2z = 5 and 3x - 6y - 2z = 7
Answer:
Learning Objective
ÆFind the intersection of and the angle between three planes
Consider three distinct non-parallel planes in three-dimensional space. If no two of the
three planes are parallel or coincident, the three planes can:
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42 TOPIC 1. VECTORS
• intersect at a point
• intersect at a line
• not intersect
The technique of Gaussian elimination can be used to find the point or line of intersection
of three planes.
Examples
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1.9. PLANES IN THREE-DIMENSIONAL SPACE 43
Thus y = -2
A further substitution gives x = 2 and the full solution of x = 2, y = -2 and z = 3
The point of intersection is (2, -2, 3)
Using Gaussian elimination gives
1 1 1 2 1 1 1 2
1 1 1 2
2 -2 1 5 =0 -4 -1 1 =0 -4 -1 1
3 -1 2 -1 0 -4 -1 -7 0 0 0 -8
This gives 0 = -8, which is impossible. The planes do not intersect at a common point
or line.
Q72: P1 = x + y + z = 6, P2 = -x + y + 2z = 5 and P3 = 3x + 2z = 12
Ascertain whether the three planes P 1 , P2 and P3 as shown intersect. If they do, provide
the relevant information on the intersection.
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44 TOPIC 1. VECTORS
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1.10. LINES AND PLANES 45
It is particularly difficult to visualise lines and planes in three dimensions but special
isometric graph paper can help.
Activity
Take some isometric graph paper and for a selection of the lines or planes in this topic,
try some drawings. Note any intersections and confirm the results given such as parallel
planes, skew lines or three planes intersecting at a point.
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46 TOPIC 1. VECTORS
Q80: Find a plane through the point (2, 1, -1) and perpendicular to the line of
intersection of the planes 2x + y - z = 3 and x + 2y + z = 2
1.11 Summary
At this stage the following techniques and methods should be familiar:
1.12 Proofs
Proof 1: a b = a b cos
a1
b1
Let a = a2 and b = b2
a3 b3
c=b-a
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1.12. PROOFS 47
c 2 = b - a 2
= (b1 - a1 )2 + (b2 - a2 )2 + (b3 - a3 )2
= b21 - 2a1 b1 + a21 + b22 - 2a2 b2 + a22 + b23 - 2a3 b3 + a23
Thus = (a21 + a22 + a23 b21 + b22 + b23 - 2(a1 b1 + a2 b2 + a3 b3
a b - 2(a b but
=
c 2 = a 2 + b 2 - 2 a b cos by the cosine rule so
(a b = a b cos
Proof 2: a x b = a b sin
a x b 2 = (a x b) (a x b)
a2 b3 - b2 a3
a2 b3 - b2 a3
= a1 b3 - b1 a3 a1b3 - b1a3
a1 b2 - b1 a2 a1 b2 - b1 a2
= a22 b23 - 2a2 b2 a3 b + a23 b22 + a21 b23 - 2a1 b1 a3 b3 + a23 b21 + a21 b22 - 2a1 b1 a2 b2 + a22 b21
= a21 b21 + a22 b21 + a23 b21 + a21 b22 + a22 b22 + a23 b22 + a21 b23 + a22 b23 + a23 b23
- a21 b21 + 2a1 b1 a2 b2 + a22 b22 + 2a2 b2 a3 b3 + a23 b23 + 2a1 b1 a3 b3
= (a21 + a22 + a23 b21 + b22 + b23 - a1 b1 + a2 b2 + a3 b3 2
= a b - a b
= a b - a b cos2
= a b (1 - cos2
= a b sin2
a x b = a b sin
Note the trick of adding in and then subtracting the terms that are underlined.
Proof 3: a (b + c) = a b + a c
a1
b1
c1
Let a = a2 , b = b2 and c = c2
a3 b3 c3
b1 + c1
b + c = b2 + c2
b3 + c3
a1
b1 + c1
a (b + c) = b2 + c2 = a1b1 + a1c1 a2b2 + a2c2 + a3b3 + a3c3
a2
a3
b3 + c3
a1
b1
ab= a2 b2 = a1b1 + a2b2 + a3b3
a3 b3
a1
c1
ac= a2 c2 = a1c1 + a2c2 + a3c3
a3 c3
Thus
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48 TOPIC 1. VECTORS
a b+a c = a1 b1 + a2 b2 + a3 b3 + a1 c1 + a2 c2 + a3 c3
= a1 b1 + a1 c1 + a2 b2 + a2 c2 + a3 b3 + a3 c3
Proof 4: a b = b a
Let a = a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k
ab
= a1 b1 + a2 b2 + a3 b3
= b1 a1 + b2 a1 + b3 a3 (since ab = ba for any real numbers)
=ba
Proof 5: a a = a 2 0
Recall the definition of length.
If p = ai + bj + ck then the length of p = a2 + b2 + c2 = p
But using the scalar product
p p = (a a) + (b b) + (c c) = a2 + b2 + c2 = p
Since any square of a real number is positive then p p is always greater than or equal
to zero.
Proof 6: a a = 0 if and only if a = 0
a1
Let a = a2
a3
a1
a
then a a = a2 a12 = a1 2 + a2 2 + a3 2
a3 a3
The square of a real number is positive.
So a a = 0 only if a1 2 = a2 2 = a3 2 = 0
Thus a1 = a2 = a3 = 0 a = 0
Proof 7: For non-zero vectors, a and b are perpendicular if and only if a b = 0
ab= a b cos
If a b = 0 then a b cos = 0
cos = 0 since a and b are non-zero vectors.
Thus = 90Æ and the vectors a and b are perpendicular.
Conversely if a and b are perpendicular then a b cos = 0
and so a b = 0
Proof 8: a (b x c) = b (c x a) = c (a x b)
b x c = (b2 c3 - c2 b3 )i - (b1 c3 - c1 b3 j + (b1 c2 - c1 b2 )k
a (b x c) = a1 b2 c3 - a1 c2 b3 - a2 b1 c3 + a2 c1 b3 + a3 b1 c2 - a3 c1 b2
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1.13. EXTENDED INFORMATION 49
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50 TOPIC 1. VECTORS
Q82: Obtain, in parametric form, an equation for the line which passes through the
points (2, - 3, 1) and (1, -1, 7)
Q83: Find the equation of the plane which has a normal vector n = 2i + j + 3k and
passes through the point (1, 2, 3)
Q84: Find the equation of the line of intersection in parametric form of the planes
2x - 3y + z = 3 and 3x + 2y + z = 2
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1.16. SET REVIEW EXERCISE 51
i) By Gaussian elimination, or otherwise, find the point of intersection of the three planes.
ii) Find the equation of the line of intersection of the planes P 2 and P3
iii) State where it meets the yz-plane.
Q90: Find the vector, parametric and symmetric forms of the equation of the line which
passes through the points (-2, 1, -1) and (3, 2, -2)
Q91: Give the equation of the plane with normal vector n = i + 2j - 2k and which passes
through the point (1, -3, 1)
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52 TOPIC 1. VECTORS
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53
Topic 2
Matrix algebra
Contents
2.1 Revision exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.2 Basic matrix terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.3 Matrix operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.4 Determinants and inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
2.4.1 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
2.4.2 Inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
2.5 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.6 Matrices and transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
2.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.8 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.9 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
2.10 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.11 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
2.12 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Learning Objectives
Prerequisites
A sound knowledge of the following subjects is required for this unit:
• Algebraic manipulation.
• Transformations of functions.
2 7 4
Q3: Give the coordinates of the point (2, 3) under the following transformations:
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2.2. BASIC MATRIX TERMINOLOGY 55
Matrix
A matrix is a rectangular array of numbers.
Example
2 -3
1 5 This matrix has 3 rows, 2 columns and 6 elements.
3 -1
The order of this matrix is taken from the number of rows and the number of columns.
In this case the matrix has order 3 x 2
a1n
a12
a
m rows
a21 a22
It can be shown as
2n
am1 am2
amn
n columns
This matrix A is written as A = a ij mn
aij is the element in the i-th row and the j-th column.
Here are examples of matrices:
2 1
, 1
1 -2
, 0
2 5 2 and
0
0 1
3 1 2
Column matrix
A column matrix has only one column but any number of rows.
1
The matrix is called a column matrix.
2
3
Row matrix
A row matrix has only one row but any number of columns.
The matrix
1 2
is called a row matrix.
Square matrix
A square matrix has the same number of rows and columns.
1 0
The matrix is a square matrix. This particular example has a special property
0 1
which will be explained in the section on determinants and inverses.
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56 TOPIC 2. MATRIX ALGEBRA
It is possible to carry out basic arithmetic operations such as addition and subtraction
with matrices.
In fact, matrix addition has already been demonstrated in a previous topic. Recall the
following example from topic 11 on vectors.
and q = y are vectors then p + q is the vector b + y ’
’If p =
a
b
x a+x
c z c+z
The ordered triple form of the vector is, of course, a 3 x 1 matrix and this example shows
the matrix addition of two 3 x 1 matrices.
Note: only matrices of the same order can be added (or subtracted). The technique is
to add the corresponding ijth elements together.
Matrices which have the same order are said to be conformable for addition (or
subtraction).
Expanding on this, matrix addition can be defined as follows:
Addition of two matrices
If A and B are two matrices of the same order, the matrix A + B is formed by adding
the corresponding elements of each matrix.
1. and
-1 -1 2 -2
-1
-2
2. 2 and 3
0 2
3.
-1 0 -1 1
and 1 1 -2 1
Answer:
-1 2
1.
1 -3
-3
2. 5
2
3.
0 1 -3 2
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2.3. MATRIX OPERATIONS 57
1
2
Q6: Add -2 and 2
0 1
-1 9 -4
-3 2 1
Q7: Add 2 3 - 2 and 0 -4 3
0 -1 2 -1 1 -2
-2 3
3 -3
Subtraction is just as straightforward as addition. Note that again the matrices must
have the same order.
Subtraction of two matrices
If A and B are two matrices of the same order, the matrix A - B is formed by subtracting
the corresponding elements of matrix B from those in matrix A.
1. -
-1 -1 2 -2
-1
-2
2. 2 - 3
0 2
3.
-1 0 -1 1
-1 1 -2 1
Answer:
-3 4
1.
-3 1
1
2. -1
-2
3.
-2 -1 1 0
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58 TOPIC 2. MATRIX ALGEBRA
Q9: -
-3 -1 2 1
1 2
Q10: -
2 2
0 -1
-1 4 -2
-3 0 1
Q11: 2 -1 -1 - 0 -2 3
0 3 2 -1 3 -2
-2 3
3 -3
Q12: -
-1 -1 1 2
From the previous example it is clear to see that for any matrix A multiplied by a scalar
then A = A
Note also that the new matrix A has the same order as the original matrix A.
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2.3. MATRIX OPERATIONS 59
A= and A =
-1 1 -2 1 -1 2
1 0 -1
Q15: If A = 2 1 -2 find the matrix A which has element 23 = 8
3 -2 4
times
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60 TOPIC 2. MATRIX ALGEBRA
Multiplication of matrices
The product of the two matrices A mn and Bnp = Cmp
a11 a12 a1n
b11 b12 b1p
a21 a22 a2n and B =
b b22 b2p
If A = 21
am1 am2 amn bn1 bn2 bnp
then the matrix AB =
a11 b11 + + a1n bn1 a11 b12 + + a1n bn2 a11 b1p + + a1n bnp
a21 b11 + + a2n bn1 a21 b12 + + a2n bn2 a21 b1p + + a2n bnp
am1 b11 + + amn bn1 am1 b12 + + amn bn2 am1 b1p + + amn bnp
= 9 3 0
5 -3 4
Q18: For the four matrices A, B, C, D, form all the possible products.
2
1 2
A=
3
1
-2
-1
1
,B= -2 1
1 0 3
3
0 3
1 1 -2
C= 2 -1 -1 and D = 1 1 0 -1
-3 2 -2 2 -2 1 2
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2.3. MATRIX OPERATIONS 61
-2 1 0 2
0 1 2 0
by
3 -2 1 0 -2 1 -1 3
Q19: Multiply 1 0 1 0 2 -1 1 1
2 1 -1 1 -1 0 0 1
Note carefully:
Two matrices are equal if and only if the following two conditions apply:
A= and B =
-1-y 0 1 2x + y
Answer:
Both matrices are 2 x 2
Equate each element in turn
x+2=3
4=x+3
-1 - y = 1
0 = 2x + y
and solve these to give x = 1 and y = -2
3 4
If there are no values of x and y which satisfy all the equations then the matrices are not
equal.
1. and
2-x
y-2 2 4 y
x 4 x+3
2. and
y-2 2 4 y-4
1
1 2
3.
2
3 4
and 3 4
0 0
x-2 4 1 x+1
4. x 2 and 3 y+2
1 y-1 y+1 -1
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62 TOPIC 2. MATRIX ALGEBRA
Note that the determinant only exists for a square matrix and that the determinant is a
number, not a matrix.
-1 -2
2 x 2 determinant exercise
There is another exercise on the web for you to try if you prefer.
5 min
Q21: Find the determinant of the following matrices:
-1 2
a)
-3 1
3 -2
b)
-1
-1 0
2
c)
-3 1
2 2
d)
-1 1
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2.4. DETERMINANTS AND INVERSES 63
-2 2
e)
-3 3
Determinant value of a 3 x 3 matrix
a b c
If A = d e f then the value of det A =
g h i
d e
d f
a
- b
+ c
=
e f
h i g i
g h
a(ei - hf) - b(di - gf) + c(dh - ge)
Remember the minus sign for the middle term in this calculation.
Compare this formula with that for the vector product :
’If p = ai + bj + ck and q = di + ej + fk
then p x q = (bf - ec)i - (af - dc)j + (ae - db)k
i j k
This is actually the determinant of the matrix a b c ’
d e f
Important: The same formula is used but the vector product is a vector whereas the
determinant of a matrix is a value.
There is an easy way to remember the calculation for the determinant of a 3 x 3 matrix.
• For each entry in the top row of the first matrix multiply down the diagonal to the
right.
• For each entry in the top row of the second copy of the matrix, multiply down the
diagonal to the left and add a minus sign.
2 -1 2
Example Find the determinant of -3 0 1
0 1 2
© H ERIOT-WATT U NIVERSITY
64 TOPIC 2. MATRIX ALGEBRA
Answer:
The determinant is
2 (0 2 - 1 1) - (-1)(-3 2 - 0 1) + 2(-3 1 - 0 0) = -2 - 6 - 6 = -14
3 x 3 determinant exercise
There is a web version of this exercise for you to try if you prefer.
10 min
Q22: Find the determinant of the following matrices:
-2 1 3
a) 0 -4 2
-1 2 1
3 -2 0
b) 3 -1 1
-2 1 1
1 0 0
c) 0 1 0
0 0 1
-2 1 3
d) 1 -2 1
3 1 -2
-2 8
2.4.2 Inverses
Although the formula for a determinant can be used to find the vector product, its main
use is in finding the inverse of a matrix.
In basic arithmetic for any number n there is a multiplicative inverse (1 /n ) such that
n 1 /n = 1
A multiplicative inverse also exists for a matrix if it satisfies two conditions.
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2.4. DETERMINANTS AND INVERSES 65
Inverse of a 2 x 2 matrix
a b
1
The inverse of A is denoted A -1 = = ad - bc
c d -c a
1
a-1 = - 14
7
3
7
1
-3 -2 14 7
Inverse example
There is an animation of the construction of an inverse on the web for you to look at if
you wish. 5 min
2 x 2 inverse exercise
There is a web exercise for you to try if you prefer.
10 min
Q23: Find the inverses of the following matrices:
-1 2
a)
-3 1
3 -2
b)
-1
-1 0
c)
-3 1
2 2
d)
-1 1
2 2
e)
-3 3
In the same way that it is possible to check that an integer times its inverse is equal to
one (e.g. 3 1 /3 = 1), it is possible to check that the matrix times its inverse gives the
matrix equivalent of 1. The matrix equivalent of 1 is called the identity matrix.
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66 TOPIC 2. MATRIX ALGEBRA
Identity matrix
An n x n matrix which has only ones on the leading diagonal and zeros elsewhere is
called an identity matrix and takes the form
1 0 0
0 1 0 n
0 0 1 It is denoted by I.
n
A= as A-1 = 3
7 7
1
3 4
1
14 7
2 1
Checking AA-1 gives
-2 2
3 4
-
3
7 7
1 =
0
0 1
14 7
Activity
Calculate AA-1 and verify that this gives the identity matrix shown. Find A-1 A and make
a conclusion.
In all cases this is a sensible simple check to make when an inverse of any matrix has
been calculated.
The easiest method to use for finding the inverse of a 3 x 3 matrix relies on the
elementary row operations that were covered in topic 5 - Systems of linear equations.
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2.4. DETERMINANTS AND INVERSES 67
• The effect on the right matrix will be to convert it into the inverse required.
3 x 3 inverse exercise
There is another version of this exercise on the web for you to try if you like.
15 min
Q25: By using ERO’s find the inverses for the following matrices:
1 -2 0
1. -3 8 -3
2 -5 2
-1 0 0
2. 2 -1 0
5 -4 1
1 0 -2
3. -1 1 0
2 2 1
2 -1 3
4. 1 3 0
1 2 2
© H ERIOT-WATT U NIVERSITY
68 TOPIC 2. MATRIX ALGEBRA
1 0 2
5. 1 2 4
3 -2 1
In topic 5, elementary row operations were used to solve a system of three equations in
three unknowns say, x, y and z.
The coefficients of these unknowns were used to form a matrix of the coefficients, say
A.
The system can then be represented by the equation AX = B where X is the column
matrix of the unknowns x, y, and z and B is the column matrix of the constants.
If the augmented matrix A I is subsequently converted by elementary row operations
to I A - 1 this can be used to find a solution to this system of equations. A little bit
of algebra completes the picture.
AX = B (the system of equations)
Multiply both sides by A-1 to give A-1 AX = A-1 B
But A-1 A = I and so X = A-1 B
Thus multiplying the column matrix of constants by the inverse of the matrix of
coefficients gives the column matrix of values for the unknowns.
An example will demonstrate this technique.
Example Find the solution to the system of linear equations using the matrix method,
where the equations are:
x + 2y + z = 1
2x + 5y + 2z = 3
2x + 4y + z = 5
Answer:
Find the matrix of coefficients, say A.
1 2 1
This gives A = 2 5 2
2 4 1
1 2 1 1 0 0
By using EROs on the augmented matrix 2 5 2 0 1 0
3 -2 1
2 4 1 0 0 1
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2.4. DETERMINANTS AND INVERSES 69
so A-1 AX = A-1 B
But A-1 A = I
so X = A-1 B
3 -2 1
1
2
Thus X = -2 1 0 3= 1
2 0 -1 5 -3
The values are x = 2, y = 1 and z = -3
It is important not to confuse the inverse matrix A-1 explained earlier with the transpose
of a matrix.
Transpose of a matrix
The transpose of a matrix A of order m n is found by reflecting the matrix in its main
diagonal.
It is denoted AT or A .
The effect is to interchange the rows of the matrix with the columns and A T has order
n m.
In contrast to an inverse, a transpose exists for any matrix; the matrix does not have to
be square or non-singular.
AT =
0 -4 3
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70 TOPIC 2. MATRIX ALGEBRA
Tranposing matrices
There are four examples of forming the transpose on the web.
10 min For some square matrices AT = A-1 . These matrices have a special name.
Orthogonal matrix
A square matrix A is orthogonal A T = A-1
AT = A-1 det A = 1
This information will be useful in the section on transformations.
• AI = A
• AA-1 = I
In each of the properties mentioned A, B and C are matrices with general elements of
aij bij and cij respectively.
Property 1: A + B = B + A
Condition: A and B must have the same order for addition.
For any two real numbers a 1 and b1 the sum a1 + b1 = b1 + a1
The matrix (A + B) will have elements (a + b) ij and (B + A) has elements (b + a) ij
But (a + b) = (b + a) and so each element of A + B and B + A are equal.
Thus A + B = B + A
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2.5. PROPERTIES OF MATRICES 71
- 3 + ( - 2) 2 + 1
-5 3
and B + A = 1+0 0+3 1 3 as required.
3-4 2-2 -1 0
then AB
4 -2 1
Example Show that if A = and B = BA
2 1 0 -1
Answer:
-6 -1
-4 -7
AB = and BA =
-4 1 -2 -1
1 0 1 -1
1
3 and C =
1 2 0 2
Example If A =
-2 1 1
, B= 2
-2
1 0
-1 1 0
-1 show
1
that (AB)C = A(BC)
Answer:
5 2 1 5
AB = and
-2 0 -1 5
5
1
13
(AB)C =
5 2
-2 0
1
-1 5
2
-1
= 4
1
© H ERIOT-WATT U NIVERSITY
72 TOPIC 2. MATRIX ALGEBRA
-1
-1
BC = 7 and A(BC) = 1 2
-2 1 1
0 7 = 134 as required.
-5 -5
1 -2
Example Let A = -1 3 , B = -3
2
1
-1
and C =
0
-1
2
-1
and show
0 2
that A(B + C) = AB + AC
Answer:
-3 3
B+C= and
1 -2
1 -2
-5 7
A(B + C) = -1 3 -3
1
3
-2
= 6 -9
0 2 2 -4
-7 3
2 4
AB = 9 -4 and AC = -3 -5
4 -2 -2 -2
-7 3
2 4
-5 7
so AB + AC = 9 -4 + -3 -5 = 6 -9 as required.
4 -2 -2 -2 2 -4
© H ERIOT-WATT U NIVERSITY
2.5. PROPERTIES OF MATRICES 73
1 -2
Example Verify that (AT )T = A when A = 3 -1
2 0
Answer:
1 -2
AT =
1
-2
3
-1 0
2
and transposing this matrix gives 3 -1
2 0
So (AT )T = A
© H ERIOT-WATT U NIVERSITY
74 TOPIC 2. MATRIX ALGEBRA
Property 7: (AB)T = BT AT
Condition: A and B must be conformable for multiplication for the product AB to exist.
This is another cumbersome proof, which has been placed in the Proof section near the
end of this topic as Proof 3.
1 -2
0 -1
AB = so ABT =
-2 -5 -7 -5
0 2
1 2
But BT = and AT =
-1 3 -2 -1
0 2
1 2
-4 -2
0 2
1 -2
AB = and det A = 6
5 -1
-1 2
1
Thus (AB)-1 = 6 -5 4
3 -2
-1 2
1 1
det A = 2 and det B = 3 so A -1 = 2 and B-1 = 3
1 0 -2 1
-1 2
3 -2
-1 2
1 1 1
Thus B-1 A-1 = 3 times 2 = 6 as required.
-2 1 1 0 -5 4
© H ERIOT-WATT U NIVERSITY
2.5. PROPERTIES OF MATRICES 75
Let A = and B =
c d g h
ae + bg af + bh
AB =
ce + dg cf + dh
det A = ad - bc, det B = eh - fg and
det A det B = (ad - bc)(eh - fg) = adeh - bceh + bcfg - adfg
det (AB) = (ae + bg)(cf + dh) - (ce + dg)(af + bh)
= acef + bcfg + adeh + bdgh - acef - adfg - bceh - bdgh
= bcfg + adeh - bceh - adfg
Thus det A det B = det (AB)
Activity
Verify the property for 3 x 3 matrices.
Properties exercise
There is an alternative exercise on the web for you to try if you wish.
15 min
Q26: Show that A + B = B + A
-2 3
-2 1
when A = 0 -2 and B = 2 1
1 -1 1 2
2
0
then AB
3 -1
Q27: Show that if A = and B = BA
1 1 2 -1
-1
and C =
-1 1 0 -1
Q28: If A =
2 0
-1 2
-1
3
,B= -2 0 1 3
1
-2
show that
-2 1 0 2
1
(AB)C = A(BC)
2 -1
2
Q29: Let A = -3 0 , B = -2
1
-1
-2
and C =
0
1
-1
and show that
1 1
A(B + C) = AB + AC
-1 3
Q30: Verify that (AT )T = A when A = 2 1
4 2
© H ERIOT-WATT U NIVERSITY
76 TOPIC 2. MATRIX ALGEBRA
Any point (x, y) can be mapped to the point (x 1 , y1 ) with a 2 x 2 matrix such that
a b x x1
= In fact a linear transformation maps any line in the x-y
c d y y1
x1
where ad - bc 0
a b x
plane to a line in the plane such that =
c d y y1
Transformations include:
• rotations
• reflections
Rotations
Consider the effect of taking the point (5, 2) and rotating it by 90 Æ in an anticlockwise
direction about the origin.
After rotation the image of the point is at coordinates Q = (-2, 5)
© H ERIOT-WATT U NIVERSITY
2.6. MATRICES AND TRANSFORMATIONS 77
1
-1
0
2
=
-2
5
In matrix terms RA = B where B is the matrix which represents the point Q, the
coordinates of the image of P under the rotation.
Q34: Find the simplest matrix which will rotate this point (5, 2) through -90 Æ
The angle of rotation determines the transformation matrix through values of the cosine
and sine of this angle.
Activity
Before continuing further, examine the cos and sin of the angles 90 Æ and -90Æ in
relationship to the two rotation matrices shown earlier. Try to deduce the form of a
general matrix of rotation.
Rotation matrix
cos - sin
© H ERIOT-WATT U NIVERSITY
78 TOPIC 2. MATRIX ALGEBRA
Let R = and A =
sin 60Æ cos 60Æ 4
3 cos 60Æ - 4 sin 60Æ
- 1 964
Then RA = =
3 sin 60Æ + 4 cos 60Æ 4 598
and the rotated point has its image at Q = (-1.964, 4.598)
cos - sin
Rotation of a point
There is a very useful simulation on the web which allows exploration of these rotations
5 min both mathematically and graphically.
Rotation exercise
There is a web exercise for you to try if you like.
10 min
Q36: Find the coordinates of the point (8, 1) rotated through an angle of 30 Æ
anticlockwise.
Q37: The point (2, 1) maps to the point (1.537, 1.624) under a rotation about the origin.
Find the angle through which the point has been rotated to the nearest degree.
Q38: A point is rotated about the origin by -100 Æ and finishes at the coordinates
(-1.796, 1.332). Find the original coordinates to the nearest whole number.
Reflections
It would be useful to find another 2 x 2 matrix which could be used to determine the
coordinates of a point reflected in any line through the origin.
© H ERIOT-WATT U NIVERSITY
2.6. MATRICES AND TRANSFORMATIONS 79
Such a matrix S does exist and SA = B where A is the column matrix representing the
original point and B is the matrix representing the reflected coordinates.
Consider the reflection in the y-axis of the point (2, -3)
-1 0
2
=
0 1 -3 -3
1 0
2
cos 2
Reflection matrix
sin 2
© H ERIOT-WATT U NIVERSITY
80 TOPIC 2. MATRIX ALGEBRA
Examples
1. Reflection of a point
Find the coordinates of the point (-2, 5) under a reflection in the line through the origin
which makes an angle of 60 Æ with the positive x-axis.
Answer:
cos 120 Æ
sin 120Æ
-2
Let S = and A =
sin 120Æ - cos 120Æ
5.330
5
- 2cos 120Æ + 5 sin 120Æ
Then SA = =
- 2sin 120Æ - 5 cos 120Æ 0.768
and the rotated point has its image at Q = (5.33, 0.768)
2. Find the coordinates of the point (-3, 1) when reflected in the line y = 3x
Answer:
First find the angle which the line makes with the positive x-axis. By simple trigonometry,
tan = 1 /3 and so = 18.43 Æ
cos 36.86 Æ
sin 36.86Æ
Æ
sin 36.86Æ -3 - 1.8
SA = = to one decimal place.
sin 36.86Æ - cos 36.86Æ 1 - 2.6
Reflection of a point
There is a very useful simulation on the web which allows exploration of these reflections
5 min both mathematically and graphically.
Reflection exercise
There is a web exercise for you to try if you like.
10 min
Q39: Find the coordinates, correct to one decimal place, of the point (3, 1) reflected in
a line through the origin at an angle of -30 Æ
Q40: The point (-1, -2) maps to the point (-2, -1) under a reflection in a line at an angle
of to the x-axis . Find the angle to the nearest degree.
Q41: A point is reflected in the line y = - 4x and has its image at the point with
coordinates ( -1, 0). Find the original coordinates to one decimal place.
Dilatations or scalings
It is clear that for both rotations and reflections the values of the elements in the matrix
lie between -1 and 1
However, it is possible to take a point (x, y) and multiply it by a 2 x 2 matrix
whose elements are real numbers outwith this range. This produces another range
of transformations.
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2.6. MATRICES AND TRANSFORMATIONS 81
Examples
2
4
2
1
2
4
© H ERIOT-WATT U NIVERSITY
82 TOPIC 2. MATRIX ALGEBRA
Answer:
2
4 0
0 5
3
=
8
15
The point is now (8, 15) = (4 2, 5 3)
This demonstrates scaling in both the x and y directions: the x direction is scaled by 4
and the y direction by 5
Scaling of a point
There is a very useful simulation on the web which allows exploration of these scalings
5 min both mathematically and graphically.
Scaling exercise
There is a web exercise for you to try if you like.
10 min
Q42: Find the scaling matrix and the coordinates of the image of the point (3, 1) scaled
in the x direction by -3
Q43: The point (-1, -2) maps to the point (-2, -1) under a scaling in both directions. Find
the scaling matrix.
Q44: A point (3, 4) is scaled to give an image at the point with coordinates (-1, 0). Find
the scaling matrix.
© H ERIOT-WATT U NIVERSITY
2.6. MATRICES AND TRANSFORMATIONS 83
In a more general way the matrix will transform sets of points in the x-y plane.
c d
In this case a and d are not equal to zero.
However, it is important to note that the origin remains the origin under any linear
transformation. Thus a translation is not a linear transformation.
Activity
b
a
Experiment with some points on the x-y plane using the matrix with a, b, c, d
c d
as integers. Check sets of points and verify that the origin remains fixed. This is a good
stage at which to experiment with a graphics calculator for these multiplications.
Thus
b
c d
-3
2
=
-8
- 13
gives the equations
1) -3a + 2b = -8 and
2) -3c + 2d = -13
a
5
6
Also
b
c d
4
=
7
gives the equations
3) 5a + 4b = 6 and
4) 5c + 4d = 7
Solving the set of equations, 1) and 3) gives a = 2 and b = -1
Similarly the set of equations 2) and 4) gives c = 3 and d = -2
2 -1
The matrix is
3 -2
Q46: Find the transformation matrix which takes the point (2, -3 ) to (-8, 16) and the
point (-1, -4) to the point (-7, 3)
© H ERIOT-WATT U NIVERSITY
84 TOPIC 2. MATRIX ALGEBRA
Q47: Find the image of the point (-6, 4) under the transformation by the matrix
-1 3
2 -1
Q48: Find the transformation matrix which maps the points (-2, 2) to (2, 2) and (-3, 2)
to (3, 0)
Q49: Find the 2 x 2 transformation matrix which maps the two points (2, 2) and (3, 4)
onto the points (0, 8) and (-2, 13) respectively.
Reflections
Suppose now that the point P is transformed under the reflection matrix S about a line
at Æ through the origin and maps to the point Q.
© H ERIOT-WATT U NIVERSITY
2.7. SUMMARY 85
The inverse of the reflection matrix S, (S-1 ) will reflect the point Q again in the same line
back to the point P.
Since S is orthogonal, S T = S-1 and so ST will reflect Q back to the point P.
In this case, however, the reflection operation is identical, whether it maps P to Q or Q
to P and this is confirmed by examination of S T
For reflections ST = S.
2.7 Summary
The following points and techniques should be know after studying this topic:
2.8 Proofs
Learning Objective
ÆFollow the proofs given and understand the manipulation of the algebra
Proof 1
Property 3: (AB)C = A(BC)
Only the relevant cells are shown to keep this simple. If time permits, try this proof in
detail.
© H ERIOT-WATT U NIVERSITY
86 TOPIC 2. MATRIX ALGEBRA
a11 a1n
b b1p
c c1q
Let A = , B = 11 and C = 11
am1 amn bn1 bnp cp1 cpq
a11 b11 + + a1n bn1 a11 b1p + + a1n bnp
AB =
am1 b11 + + amn bn1 am1 b1p + + amn bnp
a11 b11 c11 + + a1n bnp cp1 a11 b11 c1q + + a1n bnp cpq
(AB)C =
am1 b11 c11 + + amn bnp cp1 am1 b11 c1q + + amn bnp cpq
b11 c11 + + b1p cp1 b11 c1q + + b1p cpq
However BC = and
bn1 c11 + + bnp cp1 bn1 c1q + + bnp cpq
a11 b11 c11 + + a1n bnp cp1 a11 b11 c1q + + a1n bnp cpq
A(BC) =
am1 b11 c11 + + amn bnp cp1 am1 b11 c1q + + amn bnp cpq
(AB)C = A(BC)
Proof 2
Property 4: A(B + C) = AB + AC
a11 a1n
b b1p
c c1p
Let A = , B = 11 and C = 11
am1 amn bn1 bnp cn1 cnp
b11 c11 b1p + c1p
B+C=
bn1 + cn1 bnp + cnp
and A
a11 (b11 + c11 ) + + a1n (bn1 + cn1 ) a11 (b1p + c1p ) + + a1n (bnp + cnp )
(B + C) =
am1 (b11 + c11 ) + + amn (bn1 + cn1 ) am1 (b1p + c1p ) + + amn (bnp + cnp )
AB +
a11 (b11 + c11 ) + + a1n (bn1 + cn1 ) a11 (b1p + c1p ) + + a1n (bnp + cnp )
AC =
am1 (b11 + c11 ) + + amn (bn1 + cn1 ) am1 (b1p + c1p ) + + amn (bnp + cnp )
A(B + C) = AB + AC
© H ERIOT-WATT U NIVERSITY
2.9. EXTENDED INFORMATION 87
Proof 3
Property 7: (AB)T = BT AT
a11 a1n
b b1p
Let A = , B = 11
am1 amn bn1 bnp
a11 b11 + + a1n bn1 a11 b1p + + a1n bnp
(AB) = and so
am1 b11 + + amn bn1 am1 b1p + + amn bnp
a11 b11 + + a1n bn1 am1 b11 + + amn bn1
(AB)T =
a11 b1p + + a1n bnp am1 b1p + + amn bnp
b11 bn1
a am1
But BT = and AT = 11
b1p bnp a1n amn
a11 b11 + + a1n bn1 am1 b11 + + amn bn1
Thus BT AT = since ab = ba in real
a11 b1p + + a1n bnp am1 b1p + + amn bnp
numbers.
(AB)T = BT AT
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88 TOPIC 2. MATRIX ALGEBRA
CAYLEY
In the late 1800s Cayley identified many of the algebraic properties of matrices which
are studied today.
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2.12. SET REVIEW EXERCISE 89
Q54: The point (2, -3) is transformed first by a rotation through -60 Æ and then by a
scaling of -2 in the x direction and 3 in the y direction. Finally the point is further
transformed by a reflection in the x-axis. Give the coordinates of the image of the point
after these transformations have taken place to one decimal place.
Q55: If A is an orthogonal matrix show that the matrix (AA T )-1 + A(3AT - A-1 ) is 3I where
I is the 2 x 2 identity matrix.
-2 0
-4 2
a) BC
b) A-1
c) 2A - B + C
d) det D
2 2
-1 1
a) AB
b) C-1
c) 2A - B - 3C
d) det D
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90 TOPIC 2. MATRIX ALGEBRA
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91
Topic 3
Contents
3.1 Maclaurin series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3.1.1 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3.1.2 Maclaurin series for simple functions . . . . . . . . . . . . . . . . . . . . 93
3.1.3 Maclaurin’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1.4 The Maclaurin series for tan-1 x . . . . . . . . . . . . . . . . . . . . . . . 98
3.1.5 Further Maclaurin series . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
3.1.6 Maclaurin series expansion to a given number of terms . . . . . . . . . 100
3.2 Iterative Schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
3.2.1 Recurrence relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
3.2.2 Recurrence relations and corresponding equations . . . . . . . . . . . . 105
3.2.3 The iterative scheme xn + 1 = g (xn ) . . . . . . . . . . . . . . . . . . . . . 109
3.2.4 Locating an initial approximation . . . . . . . . . . . . . . . . . . . . . . 112
3.2.5 Conditions for convergence . . . . . . . . . . . . . . . . . . . . . . . . . 114
3.2.6 Order of convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.3 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
3.4 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
3.5 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
3.6 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
3.7 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Learning Objectives
Understand and use further aspects of sequences and series.
Minimum performance criteria:
• Use the Maclaurin series expansion to find power series for simple functions to a
stated number of terms.
Prerequisites
Before attempting this unit you should have a thorough knowledge of the following:
• Geometric series, in particular the formula for the sum to infinity of a geometric
series.
• The Binomial expansion for an expression in the form (a + x) -1
• Higher derivatives of simple functions.
• Linear recurrence relations.
Revision Exercise
Q1: Find the sum to infinity for the geometric series
10 min
16 + 8 + 4 + 2 + 1 + 1 /2 + ...
Q2: Write down the binomial expansion for (1 + x) -1 , -1 x 1
a0 + a1 x + a2 x2 + a3 x3 + + an xn +
n
n=0
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3.1. MACLAURIN SERIES 93
Examples
Q5: Substitute x = 1 into the above power series and calculate the sum of the first ten
terms, S10 , to 6 decimal places. Do you recognise this answer?
In this topic we will learn a method that allows us to rewrite a variety of functions as
power series.
Learning Objective
ÆGenerate Maclaurin series for various functions using the given formula
Suppose we have a function f (x), which we are able to keep differentiating as often as
we want and that there is no problem differentiating when x = 0. Functions like this do
exist and for example ex and sin x are functions that satisfy these conditions. With these
conditions we are able to find a special type of power series called the Maclaurin series.
The Maclaurin series generated by the function f (x) is
xr x x2 x3 xn
f (r) (0) = f (0) + f(1) (0) + f(2) (0) + f(3) (0) + + f(n) (0) +
r! 1! 2! 3! n!
r=0
The following examples show how we can find the Maclaurin Series generated by e x
and sin x
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94 TOPIC 3. FURTHER SEQUENCES AND SERIES
f (x) = ex f (0) = e0 = 1
f (1) (x = ex f (1) (0) = e0 = 1
f (2) (x) = ex f (2) (0) = e0 = 1
f (3) (x) = ex f (3) (0) = e0 = 1
f (4) (x = ex f (4) (0) = e0 = 1
f (5) (x) = ex f (5) (0) = e0 = 1
Therefore the Maclaurin series generated by f (x) = e x becomes
xr
x x2 x3 x4 x5
f (r) (0) = f (0) + f (1) (0) + f (2) (0) + f (3) (0) + f (4) (0) + f (5) (0) +
r! 1! 2! 3! 4! 5!
r=0
x x2 x3 x4 x5
+ (1) + (1) + (1) + (1)
= 1 + (1)
1! 2! 3! 4! 5!
x 2 x 3 x4 x 5
= 1+x+ + + + +
2! 3! 4! 5!
You should recognise this from before.
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3.1. MACLAURIN SERIES 95
Exercise 1
An on-line assessment is available at this point, which you might find helpful.
15 min
Q6: Find the Maclaurin series generated by the following functions
a) f (x) = cos x
b) f (x) = (1 + x)n
c) f (x) = ln (1 + x)
What is the relationship between the Maclaurin series of a function and the function
itself?
Suppose we have a function f (x) which we are able to keep differentiating as often as
we want and that there is no problem differentiating when x = 0. Also suppose that it is
possible to write this function as a series expansion so that
f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + ...
Then the following definition applies
Maclaurin’s theorem
Maclaurin’s theorem states that
xr
f (x) = f (r) (0)
r!
r=0
x x2 x3 xn
= f (0) + f (1) (0)
+ f (2) (0) + f (3) (0) + + f (n) (0) +
1! 2! 3! n!
Notice that this theorem claims that the function f (x) is actually equal to its infinite
power series expansion. The theorem is named after the Scottish mathematician
Colin Maclaurin (1698-1746) who first proposed this result in his publication Treatise
of fluxions.
We can see why this is true from the following reasoning.
Let f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + ...
If we substitute x = 0 in the expansion we get f (0) = a 0
Differentiating with respect to x, we obtain
f (x) = a1 + 2a2 x + 3a3 x2 + 4a4 x3 + 5a5 x4 + ......
Now substituting x = 0 into this equation gives us f (0) = a1 = 1!a1
We can repeat this process again.
Differentiating again with respect to x, we obtain
f (x) = (2 1)a2 + (3 2)a3 x + (4 3)a4 x2 + (5 4)a5 x3 + ...
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96 TOPIC 3. FURTHER SEQUENCES AND SERIES
Therefore f
(0) = (2 1)a2 = 2!a2
Differentiating once more with respect to x, we obtain
f (x) = (2 1)a2 + (3 2 1)a3 + (4 3 2)a4 x + (5 4 3)a5 x2 + ...
Therefore f
(0) = (3 2 1)a3 = 3!a3
Remember that for higher derivatives it is often more convenient to replace a series of
dashes with a number.
In other words, for example, f
can be rewritten as f(3)
Now substituting these expressions for ar back into the power series
f (x) = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 ...
gives the Maclaurin series expansion.
2 3
f (x) = f (0) + f (1) (0) 1!x + f (2) (0) x2! + f (3) (0) x3! +
Note that this result depends on us being able to differentiate the infinite series term-by-
term and is only valid within an interval of convergence.
The following example should help you understand more clearly what we mean by this.
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3.1. MACLAURIN SERIES 97
converges for x 1
1
1+x
tan - 1 x converges for x 1
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98 TOPIC 3. FURTHER SEQUENCES AND SERIES
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3.1. MACLAURIN SERIES 99
The previous series for tan-1 x actually converges for x 1 and we can use it to obtain
an approximation for in the following way.
Let x = 1 then
tan - 1 1 = 4 =1- 1
3 + 1
5 - 1
7 + 1
9 - 1
11 +
and so
4 1- 1
+ 1
- 1
+ 1
- 1
+
3 5 7 9 11
The previous series is known as the Leibniz formula for . However, this series
converges very slowly so in practice it is not used in approximating to many decimal
places. In fact 1000 terms are needed before it gives a value accurate to 4 decimal
places.
There is more information about different methods for calculating in the extended
information chapter.
What happens when you try to obtain the Maclaurin series for the following functions?
Q8: f (x) = ln x
Q9: f (x) =
x
Q10: f (x) = cot x
-3x
It is also possible to find Maclaurin series for functions such as e and sin 2x. The
following example shows how this can be done.
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100 TOPIC 3. FURTHER SEQUENCES AND SERIES
xr
e - 3x
= f (r) (0)
r!
r=0
x (1) x2 x3 x4 x5
= f (0) + f (0) + f (2) (0) + f (3) (0) + f (4) (0) + f (5) (0)
1! 2! 3! 4! 5!
x x 2 x3 x4 x5
= 1 + ( - 3) + ( - 3)2 + ( - 3)3 + ( - 3)4 + ( - 3)5
1! 2! 3! 4! 5!
3x (3x)2 (3x)3 (3x)4 (3x)5
=1- + - + - +
1! 2! 3! 4! 5!
We could have obtained this same result if we had substituted (-3x) for x in the Maclaurin
series for ex . Check this for yourself!
Now try the questions in Exercise 2.
Exercise 2
An on-line assessment is available at this point, which you might find helpful.
30 min
Q11: Find the Maclaurin series for the following functions
a) e5x , x
b) sin 2x, x
c) cos 3x, x
d) cos (-x), x
e) ln (1 - 3x), -1 /3 x 1 /3
Q12:
a) For i =
-1 write down the Maclaurin expansion for e ix
b) Can you suggest a connection between e ix , sin x and cos x
Learning Objective
Æ
Determine the Maclaurin series expansion for a given function to a specified number
of terms
Often you may be required to find a specific number of terms in a Maclaurin series
expansion. We proceed as before as you can see in the following example.
Examples
1. Use Maclaurin’s theorem to write down the expansion of (1 + x) -3 as far as the term
in x3
Answer
When (1 + x)-3 is repeatedly differentiated we obtain
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3.1. MACLAURIN SERIES 101
f (x) = (1 + x) - 3 f (0) = 1
(1) -4 (1)
f (x) = - 3(1 + x) f (0) = - 3
f (2) (x) = ( - 3)( - 4)(1 + x) - 5 f (2) (0) = ( - 3)( - 4)
f (3) (x) = ( - 3)( - 4)( - 5)(1 + x) - 6 f (3) (0) = ( - 3)( - 4)( - 5)
We may stop here as we are only required to find the series as far as the term in x 3
From this we obtain the Maclaurin series
xr (r)
(1 + x) - 3 = f (0)
r!
r=0
x (1) x2 x3
= f (0) + f (0) + f (2) (0) + f (3) (0) +
1! 2! 3!
x x 2 x3
= 1 + ( - 3) + ( - 3)( - 4) + ( - 3)( - 4)( - 5) +
1! 2! 3!
= 1 - 3x + 6x - 10x +
2 3
Thus the Maclaurin series for (1 + x)-3 , as far as the term in x3 , is 1 - 3x + 6x2 - 10x3
This is also known as the Maclaurin series to third order because the highest power of
x in the expansion is 3
2. Be careful if you are asked to find the Maclaurin series generated by, for example,
(1 + x)5 . You should notice that since this expression has a positive integer power then
it will have a finite number of terms when expanded.
Answer
When (1 + x)5 is repeatedly differentiated we obtain
f (x) = (1 + x)5 f (0) = 1
(1) 4 (1)
f (x) = 5(1 + x) f (0) = 5
f (2) (x) = (5)(4)(1 + x)3 f (2) (0) = 20
f (3) (x) = (5)(4)(3)(1 + x)2 f (3) (0) = 60
f (4) (x) = (5)(4)(3)(2)(1 + x)1 f (4) (0) = 120
f (5) (x) = (5)(4)(3)(2) f (5) (0) = 120
f (6) (x) and further derivatives = 0 f (6) (0) and further derivatives = 0
From this we obtain the following Maclaurin series
xr
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102 TOPIC 3. FURTHER SEQUENCES AND SERIES
Exercise 3
An on-line assessment is available at this point, which you might find helpful.
30 min
Q13: Use Maclaurin’s theorem to write down the expansions, as far as the term in x 4 ,
of
a)
(1 - x), x 1
b) (1 + x)-5 , x 1
c) (x + 1)3/2 , x 1
Q14:
Find all the terms in the Maclaurin series generated by
a) (2 + x)4
b) (1 - 2x)3
Q15:
Use Maclaurin’s theorem to write down the expansions, as far as the term in x 3 , of
a) 2x + 3
1
x 12
b) 1
(x - 2)3
, x1
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3.2. ITERATIVE SCHEMES 103
Example
However, un + 1 = ln (un ) + 3 is a non-linear first order recurrence relation. It includes
the non-linear term ln (u n )
Previous work has concentrated on first order linear recurrence relations. It will be useful
if we are reminded of some of the properties of these recurrence relations. In particular it
is important to be able to decide from a given recurrence relation whether the sequence
of terms will converge or diverge. Look at these examples.
Examples
1. For the recurrence relation u n + 1 = 0.2un + 4 with u0 = 1 we get the following sequence
of terms.
1, 4.2, 4.84, 4.968, 4.9936, 4.99872, 4.999744, ...
This sequence of terms converges to the limit 5
2. For the recurrence relation u n + 1 = 3un + 2 with u0 = 1 we get the following sequence
of terms.
5, 17, 53, 161, 485, 1457, 4373, 13121, ...
This sequence continues to get bigger and bigger. It diverges.
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104 TOPIC 3. FURTHER SEQUENCES AND SERIES
Exercise 4
Q16:
20 min Consider the recurrence relation u n + 1 = aun + 4. Investigate whether this recurrence
relation converges or diverges for the following values of a
a) 4
b) 1
c) 0.8
d) 0.5
e) 0.2
f) 0
g) -0.2
h) -0.6
i) -2
Q17:
For which values of a would you expect the recurrence relation to converge to a limit?
Q19:
What effect does changing b seem to have on the recurrence relation?
Q21:
What effect does changing u 0 seem to have on the convergence of the recurrence
relation?
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3.2. ITERATIVE SCHEMES 105
Learning Objective
Æ
Equate recurrence relations with their corresponding equations and identify when the
recurrence relation converges to a fixed point
Compare your answers to these equations to the following recurrence relations which
were already investigated in Exercise 4.
un + 1 = 4un + 4 (Ex 4 Q16 a)
un + 1 = 0.8un + 4 (Ex 4 Q16 c)
un + 1 = - 0.2un + 4 (Ex 4 Q 16g)
Is there a connection?
You should notice that the above recurrence relations have corresponding equations.
So, for example, un + 1 = 0.8un + 4 has corresponding equation x = 0.8x + 4 When the
recurrence relation converges (-1 a 1) then the limit of the recurrence relation is
equal to the solution of the corresponding equation. This solution is also known as the
fixed point of the recurrence relation. Divergent recurrence relations also have a fixed
point but application of the recurrence relation does not provide the fixed point. You will
understand this more clearly once you have done the exercise on Staircase and Cobweb
diagrams later in this section.
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106 TOPIC 3. FURTHER SEQUENCES AND SERIES
fixed point
The recurrence relation u n + 1 = aun + b has fixed point given by b //(1 - a) . The recurrence
relation will only converge to this fixed point if (-1 a 1)
Q23: Write down a recurrence relation which corresponds to each of the following
equations.
a) x = -0.3x + 7
b) x = 2x = 5
c) x = 0.4x + 6
d) 0.2x = 4
e) 1.2x = 3.6
f) -0.5x = 15
Q24: Which of these recurrence relations converge to a limit that is the same as the
solution of the equation?
The following diagrams may help you to understand why this happens.
2. Draw a horizontal line from (xn , xn + 1 ) to meet the line y = x. The point of
intersection has coordinates (xn + 1 , xn + 1 )
3. Draw a vertical line from (xn + 1 , xn + 1 ) to meet the line y = ax + b. The point of
intersection has coordinates (xn + 1 , xn + 2 ) with xn + 2 = axn + 1 + b
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3.2. ITERATIVE SCHEMES 107
This diagram shows the straight lines y = 0.4x + 6 and y = x which is a geometrical
illustration of the recurrence relation un + 1 = 0.4un + 6
This iterative process can be written in x notation as xn + 1 = 0.4xn + 6
The initial value in this example is x0 = 1
The iterative process is repeated and the value of x n tends to the fixed point of the
recurrence relation as n . This is also the solution to the equation x = 0.4x + 6
which is x = 10
Notice that the fixed point is where the lines y = x and y = 0.4x + 6 intersect.
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108 TOPIC 3. FURTHER SEQUENCES AND SERIES
This diagram shows the straight lines y = -0.5x + 6 and y = x which is a geometrical
illustration of the recurrence relation un + 1 = -0.5un + 6
This iterative process can be written in x notation as xn + 1 = -0.5xn + 6
The initial value in this example is x0 = 1.
The iterative process is repeated and the value of x n tends to the fixed point of the
recurrence relation as n . This is also the solution to the equation x = -0.5x + 6
which is x = 4
Notice that the fixed point is where the lines y = x and y = -0.5x = 6 intersect.
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3.2. ITERATIVE SCHEMES 109
and so obtain the solutions
x= 1
2 -3 17
Testing Convergence
Learning Objective
Æ
25 min
Evaluate different iterative processes.
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110 TOPIC 3. FURTHER SEQUENCES AND SERIES
You can see that a reasonable estimate for the three roots is
= -2.7, = 0.5, Æ = 2.1
Now to obtain a more accurate value for these roots we can attempt to apply an iterative
process. To achieve this we rearrange x 3 - 6x + 3 = 0 as x = g (x). This can be done in
many ways.
Check that the following are all possible rearrangements.
x3 + 3
(1) x =
6
3
(2) x =
6 - x2
(3) x = x3 - 5x + 3
2x3 - 3
(4) x =
3x2 - 6
You can probably think of some more yourself.
Using one of these rearrangements we can now set up an iterative process to try to
obtain the roots of the original equation to a greater degree of accuracy.
Rearrangement (1) will give us the iterative scheme
x3n + 3
xn + 1 = 6
We can now check to see how effective this is for finding the roots.
Let x0 = 0.5 then we obtain the following results (correct to 6 decimal places).
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3.2. ITERATIVE SCHEMES 111
x0 0.5
x1 0.520833
x2 0.523548
x3 0.523918
x4 0.523968
x5 0.523975
x6 0.523976
x7 0.523976
xn 0.523976
Therefore it seems that this iterative process has converged to the root near 0.5 and,
correct to 6 decimal places, this root is 0.523976
(A graphic calculator can do these calculations very quickly. For example, we can
achieve the result using the following steps
However, look what happens if we try to find the root near -2.7
x0 - 2.7
x1 - 2.7805
x2 - 3.082758
x3 - 4.382778
x4 - 13.531274
x5 - 412.418921
x6 - 11691345.03
xn
For x0 = -2.7 the sequence diverges and we are unable to find a more accurate value
for the root near -2.7
Q26: Using the same iteration formula as above find out what happens when you take
x0 = 2.1
Having considered different iterative schemes with different values for x 0 it should now
be obvious to you that not every iterative scheme will converge to the required solution.
Convergence will depend on the iterative scheme and on the value of x 0 used.
Q27: There is an interactive version of this question on the course web site.
Copy and complete the following table to show how each iteration formula behaves near
the given values of x0
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112 TOPIC 3. FURTHER SEQUENCES AND SERIES
xn + 1 = x3 - 5xn + 3
2x3n - 3
xn + 1 = 3x2n - 6
Q28: Which of the previous iterative schemes gave all three solutions?
Exercise 5
An on-line assessment is available at this point, which you might find helpful.
25 min
Q29: The equation xe x = 1 has one solution near x = 0.5
Find an iterative scheme that will find this solution, and write down your answer to 6
decimal places.
x = 1 /2 - x3 and x =
1 - x13 are both rearrangements of the above equation.
2
What results do you obtain when you apply iterative schemes to these rearrangements?
If possible write down the value of the solution to 6 decimal places.
Q32: The equation e x - x = 3 has two solutions, one near -3 and the other near 1.5
Show that x = ex - 3 and x = ln (x + 3) are both rearrangements of this equation.
What results do you obtain when you apply iterative schemes to these rearrangements?
Give any solutions to 6 decimal places.
Learning Objective
ÆUse a graphical technique to locate the approximate solution x 0
In practice we may often obtain an initial approximation to roots of the equation f (x) = 0
by using a graphic calculator to graph y = f (x) and then reading the x-coordinates of the
point(s) where the curve cuts the x-axis.
It is useful to have another method which will allow us to approximate x 0 without relying
on a graphic calculator. The following example shows how this is possible.
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3.2. ITERATIVE SCHEMES 113
Answer
We can rewrite x3 - 2x + 3 = 0 as x3 = 2x - 3
Now if we graph y = x3 and y = 2x - 3 on the same diagram then the intersection of these
two lines will give an approximate solution for x 3 - 2x + 3 = 0
(Since y = x3 and y = 2x - 3 are familiar graphs, this is probably a better method than
trying to graph y = x3 - 2x + 3).
You should try to draw these graphs as accurately as you can so that you can achieve a
good estimate for x0 (2mm graph paper is recommended)
A table of values will help and then the graph can be plotted more accurately.
Notice that the scales on the axes are different. We need to choose a large scale for the
x -axis so that we can achieve a good estimate for x 0
From the graph it would seem that there is only one solution for the equation and a first
approximation to this solution is x0 = -1.9
To find the solution to a greater degree of accuracy we then use a suitable iterative
scheme with x0 = -1.9
You can check that x = (2x - 3)1/3 is a rearrangement of x3 - 2x + 3 = 0
The iterative scheme xn + 1 = (2x - 3)1/3 with x0 = -1.9 then gives us the root more
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114 TOPIC 3. FURTHER SEQUENCES AND SERIES
Exercise 6
An on-line assessment is available at this point, which you might find helpful.
20 min
Q33: a) Use a graphical method to find an approximate solution for the equation
ex - x - 4 = 0 between 1 and 2.
b) The equation e x - x - 4 = 0 can be rewritten as x = ln (x + 4). Use your value for x0 and
the iterative scheme xn + 1 = ln (xn + 4) to find the solution of the equation to 6 decimal
places.
Q34: a) The equation x 3 - x + 4 = 0 has one real solution. Use a graphical method to
obtain an approximation to this solution.
b) Find an iterative scheme that will give this solution more accurately and write down
the value of the solution to 6 decimal places.
Q35:
a) Show graphically that the equation ln x + x - 3 = 0 has only one real solution and find
an approximate value for this solution.
b) Find an iterative scheme that will give this solution more accurately and write down
the value of the solution to 6 decimal places.
Q36:
a) Show graphically that the equation x 4 - 5x + 1 = 0 has two real solutions for
0 x 2 and write down an approximate value for these solutions.
b) Find iterative schemes that will give you these solutions to 6 decimal places.
Learning Objective
ÆDetermine when an iterative process will converge to a solution
From the work that we have done up to now it should be obvious that the success of an
iterative scheme in the form xn + 1 = g (xn ) depends on:
When we were dealing with a linear first order recurrence relation we were able to
determine the condition that -1 a 1 for the recurrence relation u n + 1 = aun + b
to converge to a limit.
It would be useful now if we were able to determine for the iterative process x n + 1 = g (xn )
whether or not a particular formula and starting value will converge to the appropriate
solution. In a similar way for recurrence relations we can represent x n + 1 = g (xn )
geometrically in either a staircase or cobweb diagram by the lines y = x and
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3.2. ITERATIVE SCHEMES 115
y = g (x)
Study the following diagrams and try to arrive at some conclusions. The solution of the
equation x = g (x) is where the two lines intersect at the fixed point . Notice that the
gradient of the curve y = g (xn ) at the fixed point is indicated by mT
In diagrams 1 and 3 the iterative process converges towards the fixed point . In
diagrams 2 and 4 the iterative process diverges away from the fixed point
Hopefully you will have spotted that the iterative process converges towards the fixed
point when -1 m T 1 ie. mT 1 near the fixed point.
Therefore the iterative process xn + 1 = g (xn ) converges towards the fixed point when
g (x) 1 in an interval close to
Example x = 2x3 + 2
5x - 2 1
3 4x3 - 2
5 , x= 2 , and x = 6x2 - 5
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116 TOPIC 3. FURTHER SEQUENCES AND SERIES
The equation has three solutions. One of these solutions is near 0.5
By considering the value of g (x) at 0.5 for the iterative processes determine which
of them will converge to the solution near 0.5
Answer
we have
g (x) =
5x - 2 1
3
-
2
2.1
2
g’ (x) = 5 5x - 2
6 2
3
and g ’ (0.5)
Since g (0.5)
1 we should not expect this iterative scheme to converge to the
solution near 0.5
Using either of the iterative methods in 1 or 3 we are able to calculate the root as
0.432320 (to 6 decimal places).
You should also note that unlike a linear first order recurrence relation it will make a
difference to the iterative scheme xn + 1 = g (xn ) which value we choose for x0 . Since
g (x) represents the equation of a curve its gradient will vary, so given that the iterative
process converges and g () 1, x0 should be chosen as close to the root as
possible to ensure that g (x0 ) 1 also.
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3.2. ITERATIVE SCHEMES 117
Exercise 7
An on-line assessment is available at this point, which you might find helpful.
20 min
Q37:
The equation 4x + 5 - x 3 = 0 has one solution near x 0 = 2
a) Show that the formula x n + 1 = (4xn + 5)1/3 with x0 = 2 should give a convergent process
for this solution.
b) Does the formula xn + 1 = 1
x3 - 5 with x = 2 converge?
4 n 0
Q38:
The equation x 3 - 4x - 1 = 0 has three solutions, near -1.9, -0.3 and 2.1
1
xn + 1 = x2n - 4
is an iterative scheme for this equation in the form x n + 1 = g (xn )
a) Calculate g (x0 ) for the initial values x0 = -1.9, -0.3 and 2.1 and therefore determine
for which of these values you would expect the iterative formula to converge to the
required solution.
b) Calculate the value of the solution or solutions that this iterative scheme gives you (to
6 decimal places).
Q39:
a) The following are all rearrangements of the equation 2x 3 - 5x + 2 = 0
(A) x = 2x3 + 2
5x - 2 1
3 4x3 - 2
5 , (B) x = 2 , and (C) x = 6x2 - 5
These rearrangements give the iterative process x n + 1 = g (xn )
The equation has three solutions. One of these solutions is near -1.8
By considering the value of g (x) at -1.8 for the above iterative processes determine
which of them will converge to the solution near -1.8
b) Calculate the value of this solution to 6 decimal places.
Learning Objective
ÆDetermine the order of convergence for an iterative process
We now have a way for deciding whether a particular iterative process will converge or
not to a particular solution. You may also have noticed that some iterative processes
converge more quickly than others. This depends on the order of convergence. The
following example should explain this.
Example The equation x 2 - 7 = 0 has two solutions, one of which is near 2.6 and the
other near -2.6. Notice that solving this equation will give the exact roots = 7
Check that the following are both rearrangements of this equation
x= x+7
and x = 1
x + 7
x+1 2 x
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118 TOPIC 3. FURTHER SEQUENCES AND SERIES
xn + 7 x+7
For xn + 1 = , g (x) =
xn + 1 x+1
-6
and g ’(x) =
(x + 1)2
g ’ (2.6) = - 0.463 approx
1
7
1
7
For xn + 1 = xn + , g (x) = x+
2 xn 2
1
x
7
and g ’ (x) = 1- 2
2 x
g ’ (2.6) - 0.018 approx
Since g (2.6) 1 for both of these iterative processes they converge to the solution
near 2.6 as follows.
xn + 7
1 7
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3.2. ITERATIVE SCHEMES 119
1
7
For g ’ (x) = 1- 2
2
x
g ’
1 7
2
1- 2
0
7
The previous two iterative processes are examples of first order and second order
convergence.
xn + 7
xn + 1 = is an iteration with first order convergence
xn + 1
1 7
xn + 1 = 2 xn + xn is an iteration with second order convergence.
order of convergence
For an iterative process in the form xn + 1 = g (xn )
The order of convergence is first order when g (x) 1 but g () 0
The order of convergence is second order when g (x) 1 and g () = 0 but
g () 0
Similar statements can also be made about higher orders of convergence.
Now try the following questions.
Exercise 8
An on-line assessment is available at this point, which you might find helpful.
15 min
Q40: Show that the following iterative processes have first order convergence i.e. show
that g (x) 1 and that g () 0
2
a)xn + 1 = xn + 4 for the solution of x2 + 4x - 2 = 0 near x = 0
b) xn + 1 = 1 - sin xn for the solution of sin x + x - 1 = 0 between 0 and 1 radians
Q41: The iterative process xn + 1 = 12 xn 3 - 5x2n can be used to determine 1
5
. Show
1
that this process is second order and apply it to obtain
5
to 6 decimal places. (You can
check this on your calculator.)
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120 TOPIC 3. FURTHER SEQUENCES AND SERIES
3.3 Summary
Learning Objective
ÆRecall the main learning points from this topic
1. A power series is an expression of the form
an xn = a0 + a1 x + a2 x2 + + an xn +
n=0
where a0 , a1 , a2 , , an , are constants and x is a variable.
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3.4. EXTENDED INFORMATION 121
This series converges very slowly and so is not used to approximate to many decimal
places. The series for tan-1 x converges more quickly when x is near zero. Therefore
if you want to use the series for tan-1 x to calculate then you could consider various
trigonometric identities.
For example we could use the following trigonometrical identity with
= tan - 1 12 and = tan - 1 31
tan + tan
tan ( + ) =
1 - tantan
(12) + (13)
1 - (16)
=
= 1
= tan
4
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122 TOPIC 3. FURTHER SEQUENCES AND SERIES
Therefore
1 1
= + = tan - 1 + tan - 1
4 1
2
1
3
= 4 tan - 1 + tan - 1
2 3
Now we can use the expansion for tan -1 x with x = 1 /2 and x = 1 /3
Since these values for x are nearer to zero the above method will give accurate results
for more quickly than Leibniz’s formula.
Q43: The equation x 3 - 3x + 2 = 0 can be rewritten as x = (3x - 3)13 . This equation has
a solution which lies in the interval -3 x -2
By using the simple iterative scheme xn + 1 = (3xn - 3)13 with x0 = -2, find an
approximation to this solution. Give your answer correct to three decimal places.
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3.7. SET REVIEW EXERCISE 123
Q48: Find the first three terms of the Maclaurin series for f (x) = sin 3x
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124 TOPIC 3. FURTHER SEQUENCES AND SERIES
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125
Topic 4
Contents
4.1 First order linear differential equations . . . . . . . . . . . . . . . . . . . . . . . 126
4.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
4.1.2 Solving first order linear equations . . . . . . . . . . . . . . . . . . . . . 127
4.1.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
4.2 Second order, linear, differential equations with constant coefficients . . . . . . 137
4.2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.3 Homogeneous, second order, linear, differential equations . . . . . . . . . . . . 138
4.3.1 Real and Distinct Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
4.3.2 Equal Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
4.3.3 Complex Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4.3.4 Initial value problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.4 Non-homogeneous, second order, linear, differential equations . . . . . . . . . 146
4.4.1 Finding particular integrals . . . . . . . . . . . . . . . . . . . . . . . . . 148
4.5 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
4.6 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
4.7 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
4.8 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
4.9 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
4.10 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
Learning Objectives
Solve further ordinary differential equations.
Minimum Performance Criteria:
• Solve first order linear differential equations using the integrating factor method.
126 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
Prerequisites
Before attempting this unit you should be familiar with:
• The rules for differentiating and integrating functions and in particular the product
rule and chain rule.
• Properties of the exponential and logarithmic functions and in particular a ln x = ln
xa and eln x = x
• Solving quadratic equations and using the quadratic formula.
• The complex number i and its use when evaluating the square root of a negative
number.
Revision exercise
These questions are designed to practice skills that you should already have. If you
15 min have difficulty you could consult your tutor or a classmate.
Q3: Integrate
3 dx
x
Q4: Simplify e3 ln x
Q5: Rewrite
(-49) in terms of i
Q6: Find the complex roots of the equation x 2 + 4x + 13 = 0
In general, such equations contain only simple terms in y such as y and dy / and not
dx
more complicated nonlinear terms such as y 2 , ydy /dx , ey , sin y etc
The examples that follow are first order linear differential equations.
© H ERIOT-WATT U NIVERSITY
4.1. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 127
Examples
1. dy / + 3xy = x
dx
2. dy / - y = ex
dx
3. dy / + y sin t = t2
dx
Examples
Learning Objective
ÆSolve first order linear differential equations using the integrating factor method
The first order linear differential equation dy /dx + P (x)y = f (x) can be solved by multiplying
both sides of the equation by a suitable function called the integrating factor, I (x)
integrating factor
For the first order linear
Ê differential equation dy /dx + P (x)y = f (x), the integrating factor
P(x) dx
is given by I (x) = e
Note that
Ê Ê
d
dx I (x) = dxd e P (x) dx = P (x) e P (x)dx
= P (x) I (x)
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128 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
Ê Ê
Using the the product rule and then d
dx I (x) = dxd e P (x) dx = P (x) e P (x)dx
= P (x) I (x)
we obtain
d
dx
I (x)y = d (Idx(x)) y + I (x) dx
dy
dy
= P (x) I (x)y + I (x)
dx
We can now see why multiplying both sides of dy / + P (x)y = f (x) by I (x) enables us to
dx
solve the equation.
dy
If + P(x)y = f (x)
dx
dy
then I (x) + I (x) P(x)y = I (x) f (x)
dx
and so
d
dx
I (x)y = I (x) f(x)
Integrating both sides we obtain
I (x)y =
I (x) f (x)dx
which can now be solved for y
Hence a first order differential equation can be solved using the following strategy.
3. Mutiply the equation in standard linear form by I (x) and obtain the equation
d
dx I (x)y = I (x) f (x)
I (x) f (x)dx
4. Integrate both sides to give
I (x)y =
general solution
The general solution of a differential equation contains one or more arbitrary constants
and gives infinitely many solutions that all satisfy the differential equation.
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4.1. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 129
Answer
1. Note that the equation is given in standard linear form so we can easily identify
P (x) = 2 and f (x) = e3x
2. We can now calculate the integrating factor
Ê Ê
P (x)dx 2dx
I (x) = e =e = e2x
Note that we do not use a constant of integration in finding the integrating factor.
3. Now use the fact that the equation can be written as
d
dx I (x)y = I (x) f (x)
With I (x) = e2x and f (x) = e3x the equation becomes
d
e2x y = e2x e3x
dx
d
e2x y = e5x
dx
d
4. Integrating both sides of this last equation gives
e2x y dx = e5x dx
dx
e2x y = 1 5x
5e +C
Note that in order to apply this method it is first necessary to ensure that the equation is
expressed in standard linear form.
dy / + P (x)y = f (x)
dx
Thus P (x) = 1 /x
Ê
1xdx
Hence the integrating factor is I (x) = e = elnx = x
Multiplying both sides of dy /dx + y /x = sin x /x by I (x) we obtain
d
dx
I (x)y = I (x)
sinx
x
i.e.
d
dx
xy = x = sinx
x sinx
Integrating we obtain
xy =
sinxdx = - cosx + C
© H ERIOT-WATT U NIVERSITY
130 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
We saw in Unit 2, Further Integration (7.4) that if we are given an initial condition for a
first order differential equation then it should be possible to find a particular solution of
the differential equation satisfying the initial condition.
initial condition
For a differential equation an initial condition is an additional condition which must be
satisfied by the solution. This could be a coordinate on a curve, a velocity at t = 0, the
amount of money in a bank account on 1st January 2000, etc.
particular solution
The particular solution of a differential equation is a solution which is often obtained
from the general solution when values are assigned to the arbitrary constants.
The following example illustrates this point.
Thus P (x) = 3 /x
Ê
3xdx 3
Therefore the integrating factor is I (x) = e = e3 lnx = elnx = x3
Multiplying both sides of dy /dx + 3y /x = 5x by I (x) we obtain
d
I (x)y = I (x)5x
dx
d
x3 y = x3 .5x = 5x4
dx
Integrating we obtain x 3 y =
5x4dx = x5 + C
Now we are given that y (1) = 0 and so we can find C
Substituting x = 1 and y = 0 into x3 y = x5 + C gives 0 = 1 + C so C = -1
Therefore x3 y = x5 + C becomes x3 y = x5 - 1 and rearranging to solve for y gives
y = x2 - x-3
Exercise 1
An on-line assessment is available at this point, which you might find helpful.
40 min
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4.1. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 131
Use the strategy given previously to find a general solution for the following differential
equations.
Q7: dy / - 2y = e3x
dx
Q8: dy / + y /x = 4x2
dx
Q12: x dy
dx + y = xsinx
dy 2y
Q13:
+ =6
ydx(1) =x1
Q14: (Note that this linear equation is also a separable equation and so there is a choice
of methods for solving it.)
dy
+ 5y = 2
dx
y
1
5
=
3
5
dy
Q15:
- cos(x)y = 2x esin(x)
y(dx) = 0
dy
Q16:
x2 + y = x2 e1x
y (1)
dx
=0
dy
Q17:
+ 3x2y = 6x2
ydx(0) = 1
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132 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
4.1.3 Applications
Learning Objective
ÆSolve differential equations in context
As we have already seen in Unit 2, Further Integration, differential equations have
important applications in engineering and science. In this section we look at some
further examples that involve first order linear equations.
Examples
1. Bacterial Growth
Bacteria grow in a certain culture at a rate proportional to the amount of bacteria present.
Given that there are 100 bacteria present initially, find an equation for bacterial growth
and by solving an appropriate differential equation find the number of bacteria present
at any subsequent time.
Answer
We have already seen how to deal with this type of problem when we used the method
of separating variables to solve first order differential equations. However, we can use
an integrating factor as an alternative method.
Since bacteria grow at a rate proportional to the amount of bacteria present, the
differential equation describing bacterial growth is
dB / = kB
dt
where B (t) is the number of bacteria present at time t and k is the constant of
proportionality.
In standard linear form the equation is dB / - kB = 0 and therefore P (t) = -k and f (t) = 0
dt
Ê
- kdt
The integrating factor is I (t) = e = e - kt
The differential equation becomes
d
dt
I (t)B = I (t) f(t)
d
i.e. (e - kt B) = 0
dt
Integrating both sides gives
e-kt B = C
Where C is a constant.
Rearranging to solve for B gives B = Ce kt
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4.1. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 133
(You should recognise this formula from Further Integration, Unit 2 (7.4.3).)
Now we are given that there are initially 100 bacteria present in the culture. i.e.B = 100
when t = 0
Therefore 100 = Ce 0 and so C = 100
Hence, the number of bacteria present at time t is given by
B = 100ekt
2. A mixing problem
A tank contains 50 kg of salt dissolved in 200m 3 of water. Starting at time t = 0, water
which contains 2 kg of salt per m3 , enters the tank at a rate of 4 m 3 /minute and the
well-stirred solution leaves the tank at the same rate. Calculate how much salt there is
in the tank after 30 minutes.
Answer
Let M (t) represent the total mass of salt (in kg) in the tank at time t
Clearly the rate of change of mass of salt is equal to dM /
dt
However, we can also calculate the rate of change of mass by calculating the rate at
which the total amount of salt in the tank changes and so obtain a differential equation
for M
The rate at which salt enters the tank is 2 4 = 8kg/min
The rate at which salt leaves the tank = mass of salt in the tank proportion of solution
which leaves the tank per minute
= M 4 /200 = 0.02 per minute
Thus the rate of change of mass = 8 - 0.02 M kg/minute
Hence M (t) must satisfy the differential equation
dM / = 8 - 0.02M
dt
© H ERIOT-WATT U NIVERSITY
134 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
When t = 30 then
M = 400 - 350e -0.06 = 207.9 kg
After 30 minutes there is 207.9 kg of salt in the tank.
3. An inductance-resistance circuit
This diagram represents an electrical
circuit which contains a constant DC
voltage source of 12 volts, a switch, a
resistor of size 6 ohms, and an inductor of
size L henrys. The switch is initially open
but is closed at time t = 0 and the current
begins to flow at that time. Let i (t) denote
the current t seconds after the switch is
closed. Then it is known that i (t) satisfies
di
L + Ri = V
dt
i (0) = 0
Find a formula for i (t) in terms of L,R and V.
(Note that in this question L,R and V are constants.)
Answer
Rewrite the equation in standard linear form
di Ri V
dt + L = L
and so we can easily see that P (t) = R /L and f (t) = V /L
Calculate the integrating factor
Ê R R
I (t) = e L dt = eLt
Therefore the differential equation becomes
d
I (t)i = I (t) f (t)
dt
d
V
eRtL i = eRtL
dt L
Integrating both sides we obtain
d
V RtL
eRtL i dt = e dt
dt L
V L RtL
eRtL i = e +C
LR
V
= eRtL + C
R
We now substitute in the initial values and solve for y
When t = 0 then i = 0, and so we have
V
eo .0 = e0 + C
R
V
0= +C
R
V
i.e.,C = -
R
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4.1. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS 135
Therefore
V RtL V
eRtL i = e -
R R
V V - RtL
and so i = - e
R R
V
= 1 - e - RtL
R
Exercise 2
An on-line assessment is available at this point, which you might find helpful.
50 min
Q18: In the first few weeks after birth a baby gains weight at a rate proportional to its
weight. A baby weighing 3.5 kg at birth weighs 4.2 kg after two weeks. How much did it
weigh after 5 days (give your answer to two decimal places)?
Q19: Sugar dissolves in water at a rate proportional to the amount still undissolved.
There was 80 kg of sugar initially and after 3 hours there is still 50 kg undissolved.
How long will it take for half of the sugar to dissolve (give your answer to the nearest 5
minutes)?
Q20: A tank contains 1000 litres of salt water. 20 litres of fresh water flow into the tank
and 20 litres of salt water flow out of the tank each minute.
Let M (t) represent the total amount of salt in the water at time t then the rate of change
of salt in the tank can be described by the equation
dM 20
= - M
dt 1000
dM
i.e. = - 0.02M
dt
If the concentration of salt in the water was initially 30g/litre calculate the concentration
of the salt in the water after 40 minutes. (Give your answer to 1 decimal place.)
Q21: A tank contains 100 kg of salt dissolved in 500m 3 of water. Starting at time t = 0,
water which contains 3 kg of salt per m 3 enters the tank at a rate of 5 m 3 /minute and the
well-stirred solution leaves the tank at the same rate.
Let M (t) represent the total amount of salt in the water at time t then the rate of change
of salt in the tank can be described by the equation
dM 5
= 15 - M
dt 500
dM
i.e. = 15 - 0.01M
dt
a) Calculate how much salt there is in the tank after 1 hour.
b) How long does it take until there is 1000 kg of salt in the water?
c) What happens to the level of salt in the water as t ?
Q22: An object of mass m is falling towards the earth. As it gets near the surface it is
slowed down by air resistance proportional to its velocity so that, according to Newton’s
second law of motion
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136 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
mdv /dt = mg - kv
where v = v (t) is the velocity of the object at time t and g is the acceleration due to
gravity near the surface of the earth. Assuming that the object falls from rest at time
t = 0 i.e. v (0) = 0 then find an expression for v (t) for t
0
Q23: A patient is fed glucose intravenously at a constant rate. The change in the
concentration of glucose in the blood with respect to time can be described by the
differential equation
dc G
dt = 100V - kc
G, V and k are positive constants.
G is the rate at which glucose is administered, in milligrams per minute and V is the
volume of blood in the body, in litres. The concentration c (t) is measured in milligrams
per centilitre. The term -kx is included because it is assumed that the glucose is
continually changing into other molecules at a rate propotional to its concentration.
a) Solve the equation for c (t), given that c (0) = 100
b) Find the limit of the concentration of glucose in the blood as t
There is a simulation on the course web site which allows you to check your answers for
various values of t.
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4.2. SECOND ORDER, LINEAR, DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS 137
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138 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
1. y1 + y2 is also a solution
2. If A is any constant then Ay1 is also a solution
2
It follows that if y1 and y2 are two independent solutions of a ddxy2 + b dy
dx + cy = 0, then Ay1
+ By2 is also a solution where A and B are arbitrary constants,
2
i.e. Ay1 + By2 is the general solution of a ddxy2 + b dy
dx + cy = 0.
Thus we can find the general solution provided we can find two independent solutions
y1 and y2 for the equation.
We now see how to find these two distinct solutions.
The method used is to try and find appropriate values of m such that y = e mx is a solution.
If y = emx , then
dy d2 y
dx = memx and dx2
= m2 emx
Substituting the above into the second order linear differential equation we obtain
d2 y
dy
a 2
+ cy = 0
+b
dx dx
am2 emx + bmemx + cemx = 0
emx am2 + bm + c = 0
auxiliary equation
The second order, linear, homogeneous differential equation
2
a ddxy2 + b dy
dx + cy = 0
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4.3. HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL EQUATIONS 139
am2 + bm + c = 0
This quadratic equation, which is termed the auxiliary equation (or characteristic
2
equation) of a ddxy2 + b dy
dx + cy = 0, has roots given by
- b b2 - 4ac
m 2a
and these provide two independent solutions which enable us to find the general
solution.
Three possible cases arise in solving the quadratic:
3. b2 - 4ac 0 when the quadratic has roots which are complex numbers.
We now see how the general solution can be found in each case.
If the roots are m1 and m2 , then y1 = em1 x and y2 = em2 x are independent solutions of
d2 y dy
a dx2 + b dx + cy = 0 and the general solution is
Answer
The auxiliary equation for this equation is
m2 - 4m + 3 = 0
We can factorise this to give
(m - 1)(m - 3) = 0
m = 1 or m = 3
Therefore the roots of the auxiliary equation are m 1 = 1 and m2 = 3
Hence the general solution of the differential equation is
y = A ex + B e3x
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140 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
Learning Objective
Æ
Learn the form of the general solution when the roots of the auxiliary equation are
equal
Answer
The auxiliary equation is
m2 - 4m + 4 = 0
i.e.
(m - 2)(m - 2) = 0
m = 2 (repeated root)
Hence the equation has independent solutions y 1 = e2x and y2 = xe2x
and therefore has general solution
y = A e2x + bx e2x
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4.3. HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL EQUATIONS 141
Learning Objective
Æ
Learn the form of the general solution when the roots of the auxiliary equation are
complex
Answer
The auxiliary equation for the above equation is
m2 + 2m + 5 = 0
This equation has roots given by the following
2 2
m
2
4 - 20
2
- 16 -2
2
4i
=-1 2i
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142 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
3. Write down the general solution, depending on the nature of the roots of the
auxiliary equation, as follows:
a) if roots m1 and m2 are real and distinct then the general solution is
y = Aem1 x + Bem2 x
b) if there is a repeated root m then the general solution is
y = A emx + Bx emx
c) if there are complex roots p iq then the general solution is
y = epx (A cos qx + B sin qx)
Exercise 3
An on-line assessment is available at this point, which you might find helpful.
50 min
Find the general solutions of the following second order differential equations.
d2 y dy
Q24: dx2
- dx - 6y = 0
d2 y
Q25: dx2
+ 6 dy
dx + 5y = 0
d2 y
Q26: dx2
+ 6 dy
dx + 9y = 0
d2 y
Q27: dx2
+ 4 dy
dx + 13y = 0
d2 y
Q28: dx2
= 10 dy
dx - 25y
d2 y
Q29: dx2
+ 4 dy
dx + 8y = 0
2
Q30: 2 ddxy2 + 5 dy
dx = 3y
2
Q31: 4 ddxy2 - 4 dy
dx + y = 0
2
Q32: 9 d y
+ 12 dy
dx + 4y = 0
dx2
2
Q33: 2 ddxy2 + 2 dy
dx + 5y = 0
d2 y
Q34: dx2
+ 4 dy
dx + 6y = 0
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4.3. HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL EQUATIONS 143
Q35:
In this question find the solutions for the auxiliary equation to two decimal places.
d2 y
dx2
+ 4 dy
dx + 2y = 0
Learning Objective
Æ
Given initial conditions find the particular solution for a second order differential
equation
If we are given a second order differential equation and initial conditions which must be
satisfied by the solution we can find a particular solution of the equation satisfying the
initial conditions.
As the general solution contains two arbitrary constants it is appropriate to specify two
initial conditions.
Examples
2
1. Solve the initial value problem
d y - 6 dy + 9y = 0
2
ydx(0) = 2 and y’ (0) = 9
dx
Answer
The auxiliary equation for the differential equation is
m2 - 6m + 9 = 0
(m - 3)2 = 0
m = 3 (twice)
The roots of the above auxiliary equation are equal and so the general solution of the
differential equation takes the form
y (x) = (A + Bx)emx = (A + Bx)e3x
We can now find A and B to ensure that the initial conditions are satisfied.
Since y (0) = 2 we require
(A + B 0)e0 = 2
A = 2
Hence we must have y (x) = (2 + Bx)e3x
We will now find B to ensure that y (0) = 9. First we need to calculate y (x)
y (x) = (2 + Bx)e3x
y (x) = Be3x + 3(2 + Bx)e3x by the product rule
Thus we require
9 = y (0) = Be0 + 3(2 + B 0)e0 = B + 6
B=3
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144 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
2
(The equation ddt2x + w2 x = 0 is the equation of simple harmonic motion. There is
further discussion of this equation in the Extended information chapter.)
Find x (t) and hence determine the position of the mass when t = 2
Answer
The differential equation
d2 x
dt2
+ 9x = 0
has auxiliary equation m2 + 9 = 0
which has solutions m = (-9) = 3i
Obviously, we have complex roots of the form p iq where p = 0 and q = 3
Hence the equation has independent solutions y 1 = e0t cos 3t = cos 3t and
y2 = e0t sin 3t = sin 3t and so has general solution x = A cos 3t + B sin 3t
We are given that at t = 0
• the spring is 10cm from the equilibrium position i.e. x = 10 at t = 0
• the mass is at rest i.e. dx / = 0 at t = 0
dt
We now choose A and B to obtain a particular solution which satisfies these initial
conditions.
Since x = 10 when t = 0 we require
10 = A cos 0 + B sin 0 A = 10
Hence x (t) = 10 cos 3t + B sin 3t and so x (t) = -30 sin 3t + 3B cos 3t
Since dx /dt = 0 when t = 0 we require
0 = -30 sin0 + 3B cos 0 3B = 0 B = 0
Thus the position of the mass is given by
x = 10 cos 3t
Finally when t = 2 the position of the mass is x = 10 cos 6 9.6 cm below the equilibrium
position.
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4.3. HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL EQUATIONS 145
Exercise 4
An on-line assessment is available at this point, which you might find helpful.
60 min
Find the particular solution for each of the following differential equations with the given
initial conditions.
Q36:
d2y + dy - 6y = 0
2
ydx(0) = 0 andy’ (0) = 10
dx
Q37:
d2 y
dx2
- 4 dy
dx + 4y = 0 with y = 0 and
dy /
dx = 3 when x = 0
Q38:
d2 y
dx2
+ 2 dy
dx + 2y = 0 with y = 2 and
dy
dx = 3 when x = 0
2
Q39:
d y - 6 dy + 5y = 0
dx2
y (1) = 7 and y’ (1) = 15
dx
2
Q40:
d y - 8 dy + 16y = 0
dx2
y(1)
dx
= 7 and y’ (1) = 30
Q41:
d2 y
dx2
- 6 dy
dx + 13y = 0 with y = 1 and
dy
dx = 11 when x
Q42: A mass is attached to a vertical spring and hangs in equilibrium. At time t = 0 the
mass is lowered 40 cm from its equilibrium position and given an initial velocity of 12
cm/second in the upward direction (i.e. dx /dt = -12).
If x (t) denotes the distance of the mass below its equilibrium position at time t, it can be
shown that x (t) satisfies the differential equation
d2 x
dt2
+ 16x = 0
Find x (t) and hence determine the position of the mass when t = 5
Q43: A mass is attached to a vertical spring which is immersed in a sticky fluid. At time
t = 0 the mass is lowered 0.25 metres from its equilibrium position and given an initial
velocity of 1m/second in the upward direction. (i.e. dx /dt = -1)
If x (t) denotes the distance of the mass below its equilibrium position at time t, it can be
shown that x (t) satisfies the differential equation
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146 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
d2 x
dt2
+ 2 dx
dt + x = 0
Find x (t)
Q44: The motion of a certain mass on the end of a spring is governed by the differential
equation
d2 x
dt2
+ 0.1 dx
dt + 0.125x = 0
where x (t) denotes the distance in metres of the mass below its equilibrium position at
time t. When t = 0 the mass is lowered 0.7 metres from its equilibrium position and is
released from rest. Find x (t)
In this section we see how to find the general solution of the non-homogeneous (or
inhomogeneous) equation
2
a ddxy2 + b dy
dx + cy = f (x)
2. Find (by means of the method of undetermined coefficients, which you will learn
about later) an ’obvious’ special solution y p of
2
a ddxy2 + b dy
dx + cy = f (x)
particular integral yp is a particular integral of the differential equation
2
a ddxy2 + b dy
dx + cy = f (x)
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4.4. NON-HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL
EQUATIONS 147
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148 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
The difficult step in the method is finding the particular solution y p . We shall see how this
can be done in the next section but you may find it useful to first obtain some practice
with the overall method in Exercise 5.
Exercise 5
An on-line assessment is available at this point, which you might find helpful.
15 min
Q45:
a) Show that y = e4x is a particular integral for the equation
d2 y
dx2
- 6 dy
dx + 9y = e
4x
Q46:
a) Show that y = e3x is a particular integral for the equation
d2 y
dx2
+ 2 dy
dx + 5y = 20e
3x
Learning Objective
Æ Find particular integrals using the method of undetermined coefficients
We now see how to find particular integrals of the differential equation
2
a ddxy2 + b dy
dx + cy = f (x)
by using the method of undetermined coefficients. This relies on the idea that for simple
functions it is easy to guess the general form of a particular integral and then unknown
coefficients in the general form can be found by substituting into the differential equation.
We will examine how this can be done in the cases where f (x) is a polynomial, where
f (x) is an exponential and where f (x) is a sine or cosine function.
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4.4. NON-HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL
EQUATIONS 149
Polynomial functions
If f (x) is a polynomial of degree n, it is always possible to find a particular solution of the
equation
(c
2
a ddxy2 + b dy
dx + cy = f (x) 0)
of the form yP = an xn + an - 1 xn - 1 + + a1 x + a0
• If f(x) is a constant e.g. f (x) = 3 we would seek a particular integral of the form
f (x) = a
Exponential functions
It is usually possible to find a particular integral for the equation
2
a ddxy2 + b dy
dx + cy = e
rx
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150 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
Answer
We make a guess and try yp = k e2x Then
dyP d2 y P
dx = 2ke2x and dx2
= 4ke2x
Hence yp is a particular integral provided
4ke2x + 2 2ke2x - 3ke2x = e2x
i.e.5ke2x = e2x
5k = 1
1
k= 5
Thus the function yp = 1 /5 e2x is a particular solution for the differential equation.
Note
The above method for finding a particular solution of
2
a ddxy2 + b dy
dx + cy = e
rx
fails when r coincides with one of the roots of the auxiliary equation am 2 + bm + c = 0
In this case we can still find a particular integral of the form:
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4.4. NON-HOMOGENEOUS, SECOND ORDER, LINEAR, DIFFERENTIAL
EQUATIONS 151
Answer
We try a particular solution of the form yp = p sin x + q cos x
Hence
dyP d2 y P
dx = p cos x - q sin x and dx2
= - p sin x - q cos x
d2 y
Hence yp is a particular solution of dx2
+ 2 dy
dx + 2y = 5 sinx provided
Note
For the differential equation
2
a ddxy2 + b dy
dx + cy = f (x)
Exercise 6
An on-line assessment is available at this point, which you might find helpful.
50 min
In the following questions find
b) a particular solution, yp
d2 y
Q47: dx2
- 6 dy
dx + 9y = e
4x
d2 y
Q48: dx2
- 5 dy 2
dx + 4y = 8x + 3
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152 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
d2 y
Q49: dx2
+ 4 dy
dx + 4y = 25 sinx
d2 y
Q50: dx2
+ 2 dy
dx + 10y = 8 - 10x
d2 y
Q51: dx2
- 6 dy
dx + 9y = 18
d2 y
Q52: dx2
+ 2 dy
dx + 17y = 10e
x
d2 y
Q53: dx2
+ 3 dy
dx - 10y = 21e
2x
d2 y
Q54: dx2
- 5 dy
dx + 4y + 50 cos3x = 0
d2 y dy
Q55: dx2
+ dx - 2y = 3 sinx + 19 cosx
4.5 Summary
Learning Objective
Æ Recall the main learning points from this topic
A. First order linear differential equations can be solved in the following
way
3. Multiply the equation in standard linear form by I (x) and obtain the
equation
d
dx I (x) y I (x ) f (x)
I (x) f (x) dx
4. Integrate both sides of this last equation to give
I (x) y =
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4.5. SUMMARY 153
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154 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
4.6 Proofs
Proof 1
For a homogeneous, second order, linear, differential equation with equal roots show
that when y1 = emx is a solution then y2 = xemx is also a solution.
Proof
The differential equation
2
a ddxy2 + b dy
dx + cy = 0
2
= 0 since am + bm + c = 0 and m = -
2a
Therefore, if y is a repeated root of the auxiliary equation, the differential equation has
solutions y1 = emx and y2 = xemx and we can write the general solution as
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4.7. EXTENDED INFORMATION 155
y = A emx + Bx emx
Proof 2
Show that the homogeneous, second order, linear, differential equation with complex
roots has independent real solutions, y 1 = epx cos qx and y2 = epx sin qx.
Proof
The differential equation
2
a ddxy2 + b dy
dx + cy = 0
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156 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
He entered the University of Basel in 1720 at the age of 14 and in 1723 he completed his
Master’s degree having compared and contrasted the philosophical ideas of Descartes
and Newton. He then went on to study mathematics and completed his studies in
1726. In 1727 he submitted an entry for the Grand Prize of the Paris Academy on
the best arrangement of masts on a ship. His essay won him second place which was
an excellent achievement for a young graduate. In later life he did go on to win this prize
on two occasions, in 1738 and 1740.
He served as a medical lieutenant in the Russian navy from 1727 to 1730. However,
when he became professor of physics at the St Petersburg Academy he was able to give
up his Russian navy post.
On 7th January 1734 he married Katharina Gsell who was from a Swiss family and the
daughter of a painter. They had 13 children altogether, although only five survived their
infancy. It is said that Euler claimed to have made some of his greatest mathematical
discoveries while holding a baby in his arms while others played around his feet.
Euler is best known for his analytical treatment of mathematics and his discussion of
calculus concepts, but he is also credited for work in acoustics, mechanics, astronomy,
and optics. Indeed his work in mathematics is so vast that he is considered the most
prolific writer of mathematics of all time.
He discovered the procedure for solving linear differential equations with constant
coefficiants in1739. This arose out of his work on various problems in dynamics that
led to differential equations of this type.
We owe to Euler the notation f (x) for a function, i for
(-1), for pi, for summation and
many others.
In 1735 Euler had a severe fever and almost lost his life. In1738 he started to have
problems with his eyesight and by 1740 he had lost the use of an eye. By 1766 he
became almost entirely blind after an illness. Incredibly after the age of 59, when he
was now totally blind, he produced almost half of his total works. Upon losing the sight
in his right eye he is quoted as saying ’Now I will have less distraction.’
Euler died in 1783. His last day has been described as follows.
On 18 September 1783 Euler spent the first half of the day as usual. He gave a
mathematics lesson to one of his grandchildren, did some calculations with chalk on
two boards on the motion of balloons; then discussed with Lexell and Fuss the recently
discovered planet Uranus. About five o’clock in the afternoon he suffered a brain
haemorrhage and uttered only ’I am dying’ before he lost consciousness. He died at
about eleven o’clock in the evening.
After his death the St Petersburg Academy continued to publish Euler’s unpublished
work for nearly 50 more years.
Robert Hooke
Robert Hooke was born on the 18th July 1707 in Freshwater, Isle of Wight, and died on
3rd March 1703 in London, England.
He went to school in Westminster where he learned Latin and Greek and in 1653 he
went to Christ College, Oxford.
In 1660 he discovered the law of elasticity, known as Hooke’s law. He worked on optics,
© H ERIOT-WATT U NIVERSITY
4.7. EXTENDED INFORMATION 157
simple harmonic motion and stress in stretched springs. He applied these studies in his
designs for the balance of springs in watches.
In 1662 he was appointed curator of experiments to the Royal Society of London and
was elected a fellow the following year. In 1665 he became professor of geometry
at Gresham College, London where he remained for 30 years. In addition to this he
also held the post of City Surveyor and was a very competent architect. He was chief
assistant to Sir Christopher Wren in his project to rebuild London after the great fire of
1666.
In 1665 he first achieved world wide fame after the publication of his book Micrographia
("Small Drawings"). This book contained beautiful pictures of objects Hooke had
studied through a microscope that he made himself, including the crystal structure
of snowflakes. His studies of microscopic fossils led him to become one of the first
proposers of a theory of evolution.
There is no portrait of Hooke that is known to exist. Perhaps because he has been
described as a ’lean, bent and ugly man’ and so was maybe reluctant to sit and have his
portrait painted.
Simple harmonic motion
One of the most useful applications of second order differential equations is in the study
of vibrations or oscillations. This type of motion occurs in many situations but the classic
example is the motion of a spring.
Consider a weight of mass m, suspended from a spring of natural length L. The weight
will stretch the spring to a new length, L + s
Hooke’s Law tells us that the tension in the spring acts back up towards the equilibrium
position and is proportional to the amount the spring has stretched. Thus the upward
force exerted by the spring is ks and since the mass is in equilibrium this is balanced by
the force of gravity mg acting downwards on the mass. Thus we have
ks = mg
Suppose that the spring is pulled downwards by an additional amount x (positive
© H ERIOT-WATT U NIVERSITY
158 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
direction downwards) from this equilibrium position. Then the spring has been stretched
by a total of s + x and so the spring now exerts a force of k(s + x) upwards. Thus the net
downward force acting on the spring is
mg - k(s + x) = mg - ks - kx = -kx
But by Newton’s Second Law
mass acceleration = force
and so we obtain the differential equation
2
m ddt2x = - kx
Dividing this equation by m and rearranging, we obtain the equation
d2 x
dt2
+ w2 x = 0, where w2 = k
m
This equation represents simple harmonic motion of amplitude R and period 2 /w The
angle is the phase angle.
The graph for this solution is shown here
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4.7. EXTENDED INFORMATION 159
This graph represents the graph of simple harmonic motion of a frictionless spring. It is
referred to as undamped vibration.
Damped harmonic motion
If the motion of the spring is retarded by a friction force, which is proportional to the
velocity, then the equation of motion becomes
2
m ddt2x = - kx - c dx
dt
© H ERIOT-WATT U NIVERSITY
160 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
Q58: Obtain the general solution of the first-order linear differential equation
dy 2
dx + 2xy = e - x cos x
Q60:
a) Show that the differential equation
dy
dx+ (tanx) y = cos2 x
1
has integrating factor I (x) = cosx
b) Hence find a solution of the differential equation for which y = 3 /2 when x = /4
Q61: Find the general solution of the differential equation
d2 x
+ 2 dx
dt + 5x = 0
dt2
Q62: Find the particular solution of the differential equation with the given initial
conditions
© H ERIOT-WATT U NIVERSITY
4.10. SET REVIEW EXERCISE 161
d2 y
dx2
- 10 dy
dx + 25y = 0, y (0) = 3, y’ (0) = 20
a) f (x) = 40 cos x
b) f (x) = 40 sin x
c) f (x) = 40 cos x + 40 sin x
Q64: Obtain the general solution of the first-order linear differential equation
dy / = y /x = 4x2
dx
Q65: Obtain the general solution of the first-order linear differential equation
dy 3
dx + 3x2 y = (2x + 1)e - x
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162 TOPIC 4. FURTHER ORDINARY DIFFERENTIAL EQUATIONS
© H ERIOT-WATT U NIVERSITY
163
Topic 5
Contents
5.1 Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
5.2 Implications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
5.3 Further proof by contradiction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
5.4 Further proof by induction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
5.5 Proof using the contrapositive . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
5.6 Direct methods of proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
5.7 The division algorithm and number bases . . . . . . . . . . . . . . . . . . . . . 181
5.7.1 The division algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
5.7.2 Number bases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
5.8 The Euclidean algorithm and its applications . . . . . . . . . . . . . . . . . . . 187
5.8.1 The Euclidean algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
5.8.2 The gcd as a linear combination . . . . . . . . . . . . . . . . . . . . . . 190
5.9 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
5.10 Extended information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
5.11 Divisibility rules and integer forms . . . . . . . . . . . . . . . . . . . . . . . . . 195
5.12 Review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
5.13 Advanced review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
5.14 Set review exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
Learning Objectives
• Use Euclid’s algorithm to find the greatest common divisor of two positive integers.
164 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
Prerequisites
A sound knowledge of the following subjects is required for this unit:
• Algebraic manipulation.
• Basic number theory concepts.
• Standard results involving summations.
5.1 Revision
If any question in this revision exercise causes difficulty then it may be necessary to
revise the techniques before starting the topic. Ask a tutor for advice.
Q1: Explain the relationship between the terms ’theorem’, ’conjecture’ and ’proof’.
r
r1
4
Q3: If x2 + 3y 4x + 5
y 5x4 5x x y
1
2 , show that xy = - 5
4
5.2 Implications
Learning Objective
ÆRecognise and use implications on propositions.
Mathematical propositions by their nature are either true or false. They must have one
truth value (either 1 for true or 0 for false) and cannot have both.
In number theory, the truth of a proposition has a bearing on the symbolism used.
Many of the symbols and terms that are important in mathematics come from the
fascinating topic called mathematical logic, which is not part of this course.
Necessary and sufficient conditions
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5.2. IMPLICATIONS 165
In topic 10 the following definitions of ’implies’ and ’implied by’ were given.
’Implies means that the first statement can be used to logically deduce the next
statement. It is denoted by the symbol ’.
’Implied by means that the first statement is a logical consequence of the second
statement. It is denoted by the symbol ’.
The expression P Q reads ’P implies Q’.
P is called the antecedent, the premise or the hypothesis.
Q is the conclusion or consequent.
There are however many other precise ways of saying exactly the same thing. The
following statements are all ways of saying that P Q:
• P implies Q
• if P then Q
• Q follows from P
• Q if P
• Q is necessary for P
• P is sufficient for Q
• Q implies P
• if Q then P
• P follows from Q
• P if Q
• P is necessary for Q
• Q is sufficient for P
These two lists demonstrate clearly that the symbol gives the reverse implication of
the symbol
The remainder of this section will concentrate on the sign but clearly the same
explanations can be found for the implication (which is much less commonly used).
The exercise which follows is similar, but not identical, to that given in topic 10. It is still
worthwhile taking a few extra minutes to complete it at this stage.
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166 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
Symbol exercise
Learning Objective
Æ
5 min
Use the correct symbol
There is an alternative version of this exercise on the web for you to try if you wish.
Q5: Insert the correct symbol between proposition A and proposition B in the following:
The two phrases ’Q is necessary for P’ and ’P is sufficient for Q’, both of which mean P
Q, give a different emphasis to the propositions.
Look at a truth table for P Q. The table is constructed by labelling the columns with
the propositions P and Q and the implication P Q. The rows are then completed by
considering the combinations of true (T = 1) and false (F = 0) which can occur. (T = 1
and F = 0 are known as Boolean constants.)
P Q P Q
1 1 1
1 0 0
0 0 1
0 1 1
The last two lines may seem puzzling, but can be explained by considering the meaning
of P Q as ’if P then Q’. Hence if P is true, Q follows by some logical deduction: but if
P is not true, Q might still be true for some other reason.
Examples
1. If P is the statement ’it is Saturday’ and Q is the statement ’it is the weekend’ then P
Q. But statement Q is true on Sundays too, when P is false.
2. If P is the statement ’x
3’ and Q is the statement ’x2
9’ then P Q. But if, for
example, x = -4, then P is false, but Q is true.
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5.2. IMPLICATIONS 167
To say ’P is sufficient for Q’ indicates that if P is false the implication is true regardless
of P but that if P is true then Q has to be true for the implication to hold.
P is termed the sufficient condition.
Sufficient condition
If P Q then P is a sufficient condition for Q.
The phrase ’Q is necessary for P’ however, indicates that Q has to be true if P is true for
the implication to hold but Q can be true independently of P and give a true implication.
Q is termed the necessary condition.
Necessary condition
If P Q then Q is a necessary condition for P.
The same concepts apply to the lists of related phrases for P Q which were shown
earlier.
Bi-implication or equivalence The implication P Q can be read as:
• P if and only if Q
• P is equivalent to Q
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168 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
P Q P Q
1 1 1
1 0 0
0 0 1
0 1 0
Equivalence exercise
There is a short exercise similar to this on the web for you to try if you prefer it.
5 min
Q7: State, with explanation, which of the following statements is correct with the
equivalence symbol of replacing the question mark.
Negation
The symbol is used to denote negation in this topic. There are alternative symbols
such as - and ~ . The definition of negation is as follows.
Negation
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5.2. IMPLICATIONS 169
Negation exercise
There is another small exercise on the web for you to try if you wish.
5 min
Q9: For each of the propositions P, state its negation P.
1. P: x is rational.
2. P: I like Maths.
3. P: x is a negative real.
4. P: x
0, x .
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170 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
Q is the proposition x 0
Answer:
The implication as it stands reads ’if 1 /x then x 0’.
The converse is Q P and reads ’ If x 0 then 1 /x ’.
Note that the converse implication does not need to hold.
Converse exercise
There is a similar web exercise for you to try if you wish.
5 min
Q10: Consider the implication S: ’if it is Thursday then I will be at home’ and state the
converse.
Contrapositive
The final implication to consider is the contrapositive.
It is the inverse of the converse.
Since the converse and the inverse are logically equivalent, from this alone it can be
deduced that the contrapositive and the original implication are logically equivalent. (It
is similar to taking the inverse of an inverse in matrix algebra or reflection twice in an
axis in functions).
Contrapositive
The contrapositive of the implication P Q is Q P
Activity
Complete, compare and confirm that the truth tables for the implications P Q and
Q P are the same.
’When a philosopher says something which is true then it is trivial. When he says
something that is not trivial then it is false.’
Carl Gauss 1777 - 1855
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5.3. FURTHER PROOF BY CONTRADICTION 171
Example If m2 is even then m is even. Prove this conjecture using the proof by
contradiction method.
Answer:
Assume that the conjecture is false. So assume that m 2 is even but that m is odd.
Let m = 2t + 1 where t is an integer.
Then m2 = (2t + 1)2 = 4t2 + 4t + 1 = 2 (2t2 + 2t) + 1 = 2s + 1 where s = 2t2 + 2t
This is in the form of an odd integer and contradicts the assumption that m 2 is even.
Thus the conjecture is true.
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172 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
215 9
Square both sides again to give
60 81 which is a contradiction.
Thus the assumption that
3 + 5 17 is untrue and the original conjecture is true.
That is,
3 + 5 17
In an example such as the last one it is important to realise that ’prove’ means provide
a reasoned logical argument. Calculation to show that the result holds is not a proof
(though the proof is a calculation).
Divisibility rules are also useful. For example, an integer which is not a multiple of three
has a remainder of 1 or 2 if divided by 3. This is the basis of the next example.
1. Suppose n = 3k + 1
Then n2 = (3k + 1)2 = 9k2 + 6k + 1 = 3(3k2 + 2k) + 1
which is of the form 3t + 1 where t = 3k2 + 2k
But, by the assumption, n2 is a multiple of 3 and this contradicts the fact that
n2 = 3t + 1
The assumption is false and so n is not of the form 3k + 1
2. Suppose n = 3k + 2
Then n2 = (3k + 2)2 = 9k2 + 12k + 4 = 3(3k2 + 4k + 1) + 1
which is of the form 3t + 1 for another integer t
But, by the assumption, n2 is a multiple of 3 and this contradicts the fact that
n2 = 3t + 1
The assumption is false and so n is not of the form 3k + 2
The conjecture is therefore true and for any integer n, if n 2 is a multiple of 3 then n itself
is a multiple of 3
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5.3. FURTHER PROOF BY CONTRADICTION 173
Irrationality is another common area for proof by contradiction and leads to a famous
theorem which states that 2 is irrational. This is the subject of one of the questions in
the exercise which is to come but the next example is very similar.
Example ’ 6 is not a rational number.’ Prove this conjecture.
Answer:
Assume that
6 is rational.
Therefore 6 = pq where p and q are positive integers with no common factors.
(Otherwise the fraction could be reduced.) (p and q are relatively prime or coprime.)
So 6q2 = p2 p2 is even.
Now if p is odd, then p 2 is odd.
But here p2 is even: so p is even
and p = 2m for some integer m
Thus 6q2 = 4m2 3q2 = 2m2
Using the same argument again
3q2 = 2m2 q2 is even and so q is even.
Thus both p and q are even but both were assumed to have no common factors. This is
a contradiction and the assumption that 6 is rational is false.
The original conjecture that
6 is not a rational number is therefore true.
There are many other techniques used in proofs, including the use of upper and lower
bounds, largest or smallest integer and so on. With practice, recognising how to proceed
does become easier.
Contradiction exercise
There is a similar exercise on the web.
Q12:
Prove that 2 + 3 10 by using proof by contradiction.
20 min
Q13: If m2 = 14 then m is not a rational number. Prove this conjecture using proof by
contradiction.
Q14: If x, y such that x + y is irrational then at least one of x, y is irrational. Prove
this using proof by contradiction.
Q15: Prove, by contradiction, that for any integer n, if n 2 is a multiple of 5 then n itself is
a multiple of 5
Q16: ’There is no largest positive integer.’ Prove this conjecture by contradiction.
Q17: Prove, using proof by contradiction, the Archimedean Property which states that
given any two positive real numbers x and y, there is a positive integer n, such that
nx y
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174 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
• if 1 S
• if x S then x + 1 S
then S = ’.
’Proof by induction (or proof by the principle of mathematical induction) is an advanced
technique for showing that certain mathematical statements about the positive integers
are true.
The proof has two parts: the basis and the inductive step.
The basis is an explicit check of the result for some positive integer.
The inductive step is as follows:
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5.4. FURTHER PROOF BY INDUCTION 175
Answer:
Check the first value for which the conjecture is stated: when n = 1
then 1 = 1
2 1 (1 + 1) = 1
Suppose the result is true for n = k then 1 + 2 + 3 + ... + k = 12 k (k + 1)
Consider n = k + 1 then
1
1 + 2 + 3 + + k + k + 1 = k (k + 1) + k + 1
2
(k + 1) (k + 2)
=
2
The result is true for n = k + 1 if it is true for n = k. But it is true for n = 1 and so by the
principle of mathematical induction, the conjecture is true.
It is always important to check for a starting value which relates to the conjecture and
not assume that this will include n = 1. In fact many conjectures do not hold for smaller
values. The next example shows an induction proof which has a basis step of n = 3 (and
a conjecture which is untrue where n = 1 or 2).
The starting value for the conjecture is sometimes an essential link in the argument
under the step for n = k + 1. This can be seen clearly in the next example where the fact
that the conjecture is only being proved for n 3 is used to reach a conclusion that
2 + 2n
3
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176 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
Induction exercise
There is a web exercise for you to try if you wish.
20 min
The induction principle is similar to the falling domino chain. If the dominoes are
arranged correctly, knocking the first one over produces a chain reaction causing the
rest to follow. Proof by induction is a very strong argument which works by the same
principle. Care must be taken, however, to ensure that the correct starting point is
chosen.
Activity
n
A famous number theorist, Fermat, conjectured that numbers of the form 2 2 + 1 are
prime for all .
Inspect the first four numbers of this form and comment on the results. Is the fifth number
prime? Use a graphics calculator to help by checking division by 641
This is a case where the initial results would seem to support his claim but even induction
will fail to prove the result.
Examples
1. The Pythagorean conjecture ’ 2 is irrational’ is sometimes worded as ’if x2 = 2, then
x is not rational.’ It is difficult to find properties and techniques for the two propositions
’x2 = 2’ and ’x is not rational’. The contrapositive implication however reads ’if x is rational
then x2 2’.
Proof using the contrapositive should only be used where it is easier to find relationships
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178 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
and properties for the negations than for the original propositions.
Contrapositive exercise
There is a web exercise for you to try if you prefer it.
20 min
Q25: Prove that if n3 is not even, then n is not even using the contrapositive.
Q26: Prove by using the contrapositive that the integer n cannot be expressed as a sum
of two square integers if n has remainder 3 on division by 4
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5.6. DIRECT METHODS OF PROOF 179
As in other methods of proof, the divisibility rules and basic properties of numbers are
used in this next example.
Example Prove that a number under 100 is divisible by 3 if the sum of its digits is
divisible by 3.
Answer:
Let n be the number and n = 10a + b where a and b are natural numbers 9
But a + b = 3k by the conjecture that the sum of the digits is divisible by 3
So n = 10a + b = 9a + a + b = 9a + 3k = 3(3a + k)
The conjecture is proved.
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180 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
Summation results can sometimes be proved by this method and do not need induction.
Example Prove that for the arithmetic series with first term a and common difference d,
S = n
2 2a + (n - 1)d
Answer:
The solution uses a trick of expressing Sn in two different ways
n
S = a + n - 1d
r1
= a + a + d + a + 2d + + a + n - 2d + a + n - 1d
but
S = (a + (n - 1)d) + (a + (n - 2)d) + + (a + 2d) + (a + d) + a
Add the two expressions for Sn to give
2Sn = (2a + (n - 1)d) + (2a + (n - 1)d) + ... + (2a + (n - 1)d) + (2a + (n - 1)d)
That is 2Sn = n(2a + (n - 1)d)
Hence S = n
2 2a + (n - 1)d
There are also many summation results that can be proved using the common
summations and the combination rules as in the next example.
n r and n r2 r=1
r=1 r=1
Answer:
By the combination rules and then using the summation results
n
n
n
r(r + 1) = r2 + r
r=1 r=1 r=1
1
+ 1)(2n + 1) + 12 n(n + 1)
6 n(n
n(n + 1)(2n + 1) + 3n(n + 1)
=
6
n(n + 1)(2n + 4)
6
n(n + 1)(n + 2)
3
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5.7. THE DIVISION ALGORITHM AND NUMBER BASES 181
Q31: Prove directly using the results of the summations to n terms of r, r2 and r3 that
n r(r + 1)(r + 2) = n(n + 1)(n + 2)(n + 3)
4
r=1
Learning Objective
ÆUse the division algorithm and produce the proof
At this point it is convenient to introduce an extra piece of symbolism. Consider the
equation 6 = 3 2. A less precise way of stating this could be 2 divides 6 or 3 divides
6. For ease this is commonly written as 2 6 or 3 6.
This symbolism not only is a neat shorthand way of expressing division but also has
another advantage over the words: when written in this form, a b, then a is assumed
0 provided that b 0. If, in fact, a does not divide b this can be shown as
Obviously in the integers, 3 7 but to cope with this most people are taught at an early
age to write this sum with a remainder such that 7 = 2 3 + 1
In general terms if there are two integers a and b (a
b) where b a then this can written
as a = qb + r where q and r are also integers. It is this type of division which forms the
basis of the division algorithm.
There are two forms of the algorithm which differ only in the condition placed on the
remainder r.
The original form of the division algorithm has the condition 0 r b where b is the
divisor.
The general form of the division algorithm replaces this condition with 0 r b and
is given in the definition which follows.
Division algorithm
If a and b are integers, b 0, then there are unique integers q and r such that
a = qb + r where 0 r b
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182 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
which states that every nonempty set S of nonnegative integers contains a least
element. The proof is shown for the original form with 0 r b
Proof of the division algorithm
Let S be the set {a - xb such that x and a - xb
0}
The steps in the proof are:
Examples
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5.7. THE DIVISION ALGORITHM AND NUMBER BASES 183
Answer:
-29 = -5 . 6 + 1 where a = -29, q = -5, b = 6 and r = 1
Note the convention of expressing the calculation using a dot. This is an important and
useful approach to adopt with both the division and the Euclidean algorithm.
At first glance, the subtleties of the division algorithm may go unnoticed.
In example one note that, in keeping with the division algorithm r is positive.
So -29 = -4 . 6 - 5 is not a solution.
In example two, 33 = 7 . 4 + 5 is not a solution in keeping with the division algorithm
since r
b (5
4).
1. a = -42 and b = 5
2. a = 25 and b = -7
3. a = 14 and b = -9
Q33: Using the division algorithm find q and r such that a = qb + r where
1. a = -1 and b = 3
2. a = 4 and b = 9
3. a = -12 and b = 3
It may not have been apparent at the time but the division algorithm has been used
in some form in many of the proofs in the previous sections. The application of the
algorithm produces the integer forms such as 2k for an even integer and 2k + 1 for an
odd integer.
It is the condition 0 r b that is used to great effect in determining the form that a
particular number can take.
• 4k where r = 0 with q = k
• 4k + 1 where r = 1
• 4k + 2 where r = 2
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184 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
• 4k + 3 where r = 3
The division algorithm is a simple method to use to convert integers to different number
bases. The standard number base used in mathematics is 10, that is the place values
of a number are powers of 10. The decimal system, as it is known, has the structure as
shown.
A number can be converted and expressed in a different number system using any
integer as a number base, but three of the most useful are the bases 2, 8 and 16.
These are called binary, octal and hexadecimal respectively and are used extensively in
subjects such as computing and electronics.
Binary
In the decimal number system there are ten digits, 0 to 9. In binary, which has a base
of two, there are just two digits, 0 and 1. The place values in a binary system are all
powers of 2 and another diagram showing these place values can be constructed.
The diagram shows how easy it is to find the decimal form of a binary number.
11010 is 1 x 24 + 1 x 23 + 1 x 21 = 26
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5.7. THE DIVISION ALGORITHM AND NUMBER BASES 185
The division algorithm is used to find the binary form from the decimal form and is best
described by an example.
Octal
This is just as straightforward but uses the powers of 8 as place values. The octal system
only uses the eight integers 0 to 7
Hexadecimal
This system uses base 16 and has sixteen ’digits’. Since each digit can only occupy one
place value a slight modification is needed. In this case the system uses integers 0 to 9
and then A for 10, B for 11, C for 12, D for 13, E for 14 and F for 15
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186 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
a) 332
b) 501
c) 43
d) 63
a) 347
b) 2924
c) 3012
d) 534
a) 4014
b) 364
c) 2179
d) 5034
’Mathematics is the queen of sciences and number theory is the queen of mathematics.’
Carl Gauss 1777 - 1855
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5.8. THE EUCLIDEAN ALGORITHM AND ITS APPLICATIONS 187
• d a and d b
• if c a and c b then c d
The greatest common divisor is also well known as the highest common factor (hcf).
A particular case occurs when, for two integers a and b, the gcd (a, b) = 1
Relatively prime
The integers a and b, where at least one is non-zero, are relatively prime (coprime)
when gcd (a, b) = 1
It would be tedious to take large integers and search for their factors, as the last question
demonstrates. In fact the division algorithm again plays its part in producing another
famous algorithm to make this task much easier.
Learning Objective
ÆUse the Euclidean algorithm to find the greatest common divisor of two integers
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188 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
This algorithm is very similar to the calculation required for the change of number basis
except that at each step the value of b also changes. By repeated use of the division
algorithm the calculation is subsequently reduced to give the greatest common divisor
in the final step. An example will help to demonstrate this.
Here is diagram indicating the steps in the algorithm for the last example.
To find the gcd of 252 and 140 with the Euclidean algorithm
Euclidean algorithm
On the web there is a demonstration of the algorithm which allows you to input two
10 min integers and watch the algorithm in action.
It is common to write the gcd of two numbers as, for example, gcd (252, 140) = 28 as in
the last diagram.
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5.8. THE EUCLIDEAN ALGORITHM AND ITS APPLICATIONS 189
19712
Example Simplify the fraction 55040
Answer:
Use the Euclidean algorithm to find the gcd.
55040 = 2 . 19712 + 15616
19712 = 1 . 15616 + 4096
15616 = 3 . 4096 + 3328
4096 = 1 . 3328 + 768
3328 = 4 . 768 + 256
768 = 3 . 256 + 0
Thus the gcd is 256 and now divide both numerator and denominator by 256 to give the
77
fully simplified fraction as 215
Q41: Use the Euclidean algorithm to show that 10465 and 5643 are coprime.
Q42: Use the Euclidean algorithm to find the gcd of 3024 and 5184
372
Q43: Reduce the fraction 4340 to its simplest form.
Activity
It is possible, in a few simple steps, to program a graphics calculator to do this algorithm
and give the gcd. Try this if you have time.
Fibonacci numbers
The Fibonacci sequence, mentioned in topic 9 on sequences and series, produces some
fascinating results in this topic.
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190 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
The last question used the Fibonacci numbers 8, 55 and 610. The answers were also
the Fibonacci numbers 2 and 5 and in general it can be proved that the greatest common
divisor of two Fibonacci numbers is in fact another Fibonacci number. This result can be
taken further.
The question first asked for gcd (610, 8). These are the Fibonacci numbers u 15 and u6
and the answer of a greatest common divisor of 2 is the Fibonacci number u 3
Thus the gcd (u15 , u6 ) = u3 and this leads to a very useful theorem.
The greatest common divisor of two Fibonacci numbers is also a Fibonacci number such
that
gcd ( un , um ) = ud where gcd (n , m) = d
Activity
Use the Euclidean algorithm and check that the gcd (987, 144) = 4
Activity
Investigate the proposition that every positive integer can be expressed as a sum of
Fibonacci numbers with none used more than once. Try to prove it as a challenge.
Learning Objective
Æ
Use the Euclidean algorithm to express the greatest common divisor as a linear
combination of the two integers a and b
Having used the Euclidean algorithm to find the gcd of two integers it is possible to take
the algorithm and retrace the steps taken to arrive at a linear combination of the two
integers which equals the gcd.
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5.8. THE EUCLIDEAN ALGORITHM AND ITS APPLICATIONS 191
Example Use the Euclidean algorithm to obtain integers x and y which satisfy the
equation
gcd (2695, 1260) = 2695x + 1260y
Answer:
First use the Euclidean algorithm to find the gcd
2695 = 2 . 1260 + 175
1260 = 7 . 175 + 35
175 = 5 . 35 + 0
The gcd (2695, 1260) = 35
Now taking the algorithm it is possible using algebraic manipulation to work backwards.
Start at the second last step of the algorithm and work back each step eliminating the
remainders.
working down working up
35 = -7 . 2695 + 15 . 1260
2695 = 2 . 1260 + 175 35 = 1260 - 7(2695 - 2 . 1260)
1260 = 7 . 175 + 35 35 = 1260 - 7 . 175
175 = 5 . 35 + 0
So 35 = -7 . 2695 + 15 . 1260 and x = -7 and y = 15
Thus the gcd is found in the last entry in the first column and the linear combination,
having worked upwards is given in the first entry of the second column.
Note that this is not the only way to express the gcd as a linear combination but it will
always give a solution. The set of all solutions can, however, be found from this solution.
A simpler example will be easier to follow.
Example Find all solutions of the equation gcd (48, 20) = 48x + 20y
Answer:
Using the Euclidean algorithm gives:
48 = 2 . 20 + 8
20 = 2 . 8 + 4
8=2.4+0
Working backwards to find one linear combination gives
4 = 20 - 2 . 8
4 = 20 - 2(48 - 2 . 20) = 5 . 20 - 2 . 48
Thus one solution is 4 = 48x + 20y where x = -2 and y = 5
So 48x + 20y = -2 . 48 + 5 . 20
Rearranging this gives
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192 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
and
yn = y0 -
a m
d
Example Find the solution to the linear Diophantine equation 18 = 90x + 12y if it exists.
Answer:
First find the gcd ( 90, 12)
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5.9. SUMMARY 193
90 = 7 . 12 + 6
12 = 2 . 6 + 0
The gcd (90, 12) = 6
Since 6 18 there is a solution to the Diophantine equation.
Working backwards 6 = 90 . 1 + 12 . (-7)
Multiply by 3 to give 18 = 90 . 3 + 12 . (-21) which is one particular solution to the
Diophantine equation.
Using the shortcut the general solution is
18 = 90(3 + (12 /6 )m) + 12(-21 - (90 /6 )m) = 90(3 + 2m) + 12(-21 - 15m)
Note: Fermat’s conjecture or, as more commonly known, Fermat’s last theorem states
that there is no solution to the Diophantine equation x n + yn = zn in the integers for
n
2. This was one of the most famous ’unproved’ results until Andrew Wiles presented
a proof in the mid 1990s.
Q45: Use the Euclidean algorithm to find integers x and y such that
gcd (693, 84) = 693x + 84y
Q48: Use the Euclidean algorithm to solve for x and y when 14 = 1078x + 420y
Q49: Find the general solution of the equation gcd (585, 104) = 585x + 104y using the
Euclidean algorithm.
5.9 Summary
At this stage you should be familiar with the following techniques and the methods:
• Proof by contradiction.
• Proof by induction.
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194 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
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5.11. DIVISIBILITY RULES AND INTEGER FORMS 195
Godel
A 20th century mathematician famous for his incompleteness theorem. Look this one
up on the web.
• 1 is a natural number.
• The function ’successor’ is a one to one function. (if x’ = y’ then x = y and no two
numbers have the same immediate successor)
• Induction: If S is a subset of the natural numbers such that
– 1 belongs to S
– if x belongs to S then x’ belongs to S
then S =
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196 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
• The product of two or more integers of the form 3k + 1 is of the same form.
• The product of two or more integers of the form 4k + 1 is of the same form.
4
r=1
Q52: Use the Euclidean algorithm to find the greatest common divisor of the integers
943 and 779
Q53: Prove, by induction, that the sum of the cubes of any three successive integers is
divisible by 9
Q54: Use the Euclidean algorithm to find the greatest common divisor of 5141 and 3763
Q56: Use the Euclidean algorithm to find integers x and y such that
252x + 160y = 4
Q57: Use the Euclidean algorithm to find integers x and y such that
gcd(297, 180) = 297x + 180y
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5.14. SET REVIEW EXERCISE 197
Q59: Use the Euclidean algorithm to find the greatest common divisor of 1081 and 2773
Q61: Use the Euclidean algorithm to find the greatest common divisor of 3053 and 1349
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198 TOPIC 5. FURTHER NUMBER THEORY AND FURTHER METHODS OF PROOF
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199
Topic 6
Contents
200 TOPIC 6. END OF UNIT THREE TESTS
Online tests are provided on the web. The first two tests are set to provide questions at
level ’C’ competency and cover work from the five topics for unit 3.
The third test gives questions at level ’A’ or ’B’.
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GLOSSARY 201
Glossary
addition of two matrices
If A and B are two matrices of the same order, the matrix A + B is formed by adding
the corresponding elements of each matrix.
auxiliary equation
The second order, linear, homogeneous differential equation
2
a ddxy2 + b dy
dx + cy = 0
has auxiliary equation
am2 + bm + c = 0
cartesian equation of a plane
The Cartesian equation of a plane containing the point P (a 1 , a2 , a3 ) and
perpendicular to the vector n = n 1 i + n2 j + n3 k is xn1 + yn2 + zn3 = d where d
= a1 n1 + a2 n2 + a3 n3
column matrix
A column matrix has only one column but any number of rows.
complementary function
The non-homogeneous equation
2
ad y
+ b dy
dx + cy = f (x)
dx2
has a corresponding homogeneous equation
2
a ddxy2 + b dy
dx + cy = 0
The homogenous equation has a general solution, y c , which contains two
constants.
yc is the complementary function for the non-homogeneous equation.
contrapositive
The contrapositive of the implication P Q is Q P
convergent series
A convergent series is one for which the limit of partial sums exists. This limit is
called the sum and is denoted by S
converse
The converse of the statement P Q is Q P
determinant of a matrix
The determinant of a matrix is a value representing sums and products of a square
matrix.
a11 a12 a1n
If the matrix A =
an1 an2 ann
then the determinant of A is det A =
a11 a12 a1n
an1 an2 ann
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202 GLOSSARY
g h i
a
e f
h i
- b
d f
g i
+ c
d e
g h
=
a(ei - hf) - b(di - gf) + c(dh - ge)
dilatation or scaling matrix
0
x
diophantine equation
A Diophantine equation is an equation with integer coefficients in one or more
unknowns which is to be solved in the integers.
divergent series
A divergent series is one which is not convergent. For example 1 + 2 + 3 + 4 + 5
... is a divergent series. The sum of this series will continue increasing the more
terms we add. It will not tend towards a limit.
division algorithm
If a and b are integers, b 0, then there are unique integers q and r such that
a = qb + r where 0 r b
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GLOSSARY 203
equivalent to
Is equivalent to means that the first statement implies and is implied by the
second statement. (The first statement is true if and only if the second statement
is true.)
fixed point
The recurrence relation u n + 1 = aun + b has fixed point given by b //(1 - a) . The
recurrence relation will only converge to this fixed point if (-1 a 1)
general solution
The general solution of a differential equation contains one or more arbitrary
constants and gives infinitely many solutions that all satisfy the differential
equation.
• d a and d b
• if c a and c b then c d
homogeneous
A second order, linear, differential equation is homogeneous when it can be
expressed in the standard form
2
a ddxy2 + b dy
dx + cy = 0
where a, b and c are constants and a 0
identity matrix
An n x n matrix which has only ones on the leading diagonal and zeros elsewhere
1 0 0
is called an identity matrix and takes the form
0 1 0 n
0 0 1 It is denoted by I.
n
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204 GLOSSARY
initial condition
For a differential equation an initial condition is an additional condition which
must be satisfied by the solution. This could be a coordinate on a curve, a velocity
at t = 0, the amount of money in a bank account on 1st January 2000, etc.
integrating factor
For the first order linear differentialÊ equation dy / + P (x)y = f (x), the
dx
integrating factor is given by I (x) = e P(x) dx
inverse
The inverse of the statement P Q is P Q
inverse of a 2 x 2 matrix
a b
1
The inverse of A is denoted A -1 = = ad - bc
c d -c a
iteration
Iteration is the successive repetition of a mathematical process using the result of
one stage as the input for the next.
length of a vector
a
Let p be the vector then the length of p is defined as p = a2 + b2 + c2
b
c
maclaurin’s theorem
Maclaurin’s theorem states that
xr
f (x) = f (r) (0)
r!
r=0
x x2 x3 xn
= f (0) + f (1) (0) + f (2) (0) + f (3) (0) + + f (n) (0) +
1! 2! 3! n!
matrix
A matrix is a rectangular array of numbers.
multiplication by a scalar
To multiply an m x n matrix A by a scalar , take each element and multiply it by
to give the matrix A.
multiplication of matrices
The product of the two matrices A mn and Bnp = Cmp
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GLOSSARY 205
negation
non-homogeneous
A second order, linear, differential equation is non-homogeneous when it can be
expressed in the standard form
2
a ddxy2 + b dy
dx + cy = f (x)
where a, b and c are constants and a 0 and f (x) 0
numerical analysis
Numerical analysis is a branch of mathematics. It can be described as the
analysis and solution of problems which require calculation.
order of convergence
For an iterative process in the form xn + 1 = g (xn )
The order of convergence is first order when g (x) 1 but g () 0
The order of convergence is second order when g (x) 1 and g () = 0 but
g () 0
orthogonal matrix
A square matrix A is orthogonal A T = A-1
AT = A-1 det A = 1
parametric equation of a plane
The parametric equation of the plane is
r = a + b + c where a is a position vector of a point in the plane, b and c are two
non-parallel vectors parallel to the plane and and are real numbers.
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206 GLOSSARY
particular integral
yp is a particular integral of the differential equation
2
a ddxy2 + b dy
dx + cy = f (x)
when yp is a solution to the equation.
particular solution
The particular solution of a differential equation is a solution which is often
obtained from the general solution when values are assigned to the arbitrary
constants.
position vector
A position vector is a vector which starts at the origin.
power series
A power series is an expression of the form
a xn
a0 + a1 x + a2 x2 + a3 x3 + + an xn +
n
n=0
where a0 , a1 , a2 , a3 , ..., an , ... are constants and x is a variable. It is called a power
series as it is made up of a sequence of powers of x with coefficients a 0 , a1 , a2 ,
a3 , ..., an , ...
proof by contradiction
Proof by contradiction assumes the conjecture to be false and shows that this
leads to the deduction of a false conclusion.
recurrence relation
A recurrence relation describes a sequence of terms u0 , u1 , u2 , u3 , ..., un , un + 1 ,
... where each term is a function of previous terms.
reflection matrix
cos 2 sin 2
relatively prime
The integers a and b, where at least one is non-zero, are relatively prime (coprime)
when gcd (a, b) = 1
rotation matrix
cos - sin
row matrix
A row matrix has only one row but any number of columns.
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GLOSSARY 207
scalar product in component form
a d
If p = and q = e
b
c f
then the scalar product is the number p q = ad + be + cf
scalar product in geometric form
The scalar product of two vectors a and b is defined as
ab= a b cos where is the angle between a and b, 0 180 Æ
transpose of a matrix
The transpose of a matrix A of order m n is found by reflecting the matrix in its
main diagonal.
It is denoted AT or A .
The effect is to interchange the rows of the matrix with the columns and A T has
order n m.
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208 GLOSSARY
The vector equation of a plane containing the point P and perpendicular to the
vector n is (r - a) n = 0 where a = OP
vector quantity
A vector quantity is a quantity which has both direction and magnitude.
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HINTS 209
Hint 1: Let S = total mass of salt in the tank in and let w = the flow of water in
litres/minute. Then we can write down the differential equation
dS w
dt =- 5000 S
In standard linear form this becomes
dS w
dt + 5000 S =0
w
with P(t) = 5000 and f (t) = 0
Hint 2:
e - wt5000S = 0
We can now obtain the differential equation
d
dt
which we can integrate and solve for S to give
S = Ce-wt/5000 where C is an arbitrary constant.
20 5000
Hint 3: There is initially S(0) = 1000 = 100kg of salt in the tank.
Therefore C = 100.
12 5000
We need there to be S = 1000 = 60kg when the fish is put in.
We can therefore write down the equation
60 = 100e-wt/5000
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210 ANSWERS: TOPIC 1
Q1:
Q4: x = 1, y = -1 and z = 3
Q5: The vector to the point (-1, -2, 4) has length 4.58 to 2 decimal places.
The vector to the point (2, 5, 4) has length 6.71 to 2 decimal places.
The vector to the point (4, 2, -5) has length 6.71 to 2 decimal places.
The vector to the point (3, -5, -2) has length 6.16 to 2 decimal places.
Q6: The length is - 2)2 + 22 + 12 = 3
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ANSWERS: TOPIC 1 211
Q7: -3i + 3j - 4k
1
Q8: 2
1
Q9:
a) -3 : 2 : -1
b) 1 : 1 : 1
c) 2 : -1 : -1
Q10:
Q11: 3i - 3k
0
Q12: The vector addition gives 3
1
Q13: -5i + 2j - 5k
7
Q14: The vector is 5
-3
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212 ANSWERS: TOPIC 1
Q17: a b = -6 + 6 - 12 = -12
Q18: 2 - 9 + 2 = -5
Q20: b + c = -4i + j + 2k
a (b + c) = -8 - 2 = -10
a b = -6 - 3 = -9 and a c = -2 + 1 = -1
so a b + a c = -10 as required.
b
a1
Q21: a b = b12 = a1b1 + a2 b2 + a3b3 and
a2
a3
b3
b1
a1
b a = b2 a2 = b1 a1 b2 a2 b3 a3
b3 a3
But a1 b1 + a2 b2 + a3 b3 = b1 a1 + b2 a2 + b3 a3 by the laws of algebra.
Thus a b = b a
Q22: 22.627
Q23: -10.825
Q24: -6 = 4 3 cos
So cos = -1 /2 which gives = 120Æ
But the acute angle is always stated, so the angle is 60 Æ
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ANSWERS: TOPIC 1 213
Q27: c = -3
Q28: c = 9
Q31: b + c = 3i - j - 4k
a x (b + c) = 9i + 15j + 3k
a x b = 3i + 4j - k
a x c = 6i + 11j + 4k
Thus (a x b) + (a x c) = 9i + 15j + 3k as required.
-1
2
So (a + b)x c = 0
2
-3 5
But a x c = 6 and b x c = - 6
9 -7
2
So (a x c) + (b x c) = 0 as required.
2
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214 ANSWERS: TOPIC 1
Q35: Find the vector product. This will be perpendicular to both vectors.
It is -6i + 3j + 5k
Q40: -4
Q41: 9
Q43: Let a = i + 2j + 3k
b = 4i - j + 2k
c = 2i - 5j - 4k
a (b x c) = 0 and so the three points are coplanar; they lie in the same plane.
Q44: b x c = -i + 2j + k
c x a = -i - k
a x b = i - 2j + k
a ( b x c) = -1 - 1 = -2
b (c x a) = -2
c (a x b) = 1 - 2 - 1 = -2
They are all equal.
Q46: r = 3i - 2j + 4k + (4i - 3j - k)
a) x = -1 - 2, y = 3 - and z = 4
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ANSWERS: TOPIC 1 215
b) x = 2 - , y = -1 and z = 4
Q48:
x-0 y+1 z-2
a) For line one -1 = 1 = -1
x-2 y+2 z+2
b) For line two -1 = 3 = -1
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216 ANSWERS: TOPIC 1
Q60: (r - a) n = 0 or r n = a n
Here n = 6i - j + 1 /3 k
and a = i + 2j + 3k
The equation is 6x - y + 1 /3 z = 6 - 2 + 1 = 5
That is, 18x - 3y + z = 15
Q61: AB and AC are two vectors in the plane. AB x AC will be perpendicular to both
vectors and therefore to the plane. This vector product will give a normal to the plane.
AB = i - j + 3k and AC = -i - 3j + 2k
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ANSWERS: TOPIC 1 217
so AB x AC = 7i - 5j - 4k
Thus a normal to the plane is n = (7, -5, -4)
A with position vector a = (1, 1, -1) is on the plane and the equation of the plane is
r n = a n which gives 7x - 5y - 4z = 6
Q62: AB = -2i - 2j + 2k
AC = -i + 3j - 2k
AB x AC = -2i - 6j - 8k
The equation is x + 3y + 4z = 1 + 3 2 + 4 1 since the plane goes through A
That is, x + 3y + 4z = 11
Q68: The normals are not multiples of each other. Therefore the planes do intersect.
- 13 + 5 - 14 + 7
The equation of the line in parametric form is x = , y = -3 ,z= -3
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218 ANSWERS: TOPIC 1
Q73: Using Gaussian elimination the system reduces to a zero line on the bottom. Thus
the intersection is a line where z = -1 and x + y = 2. In symmetric form this equation of
the line is x +1 0 = y--12 = z +0 1
Q74: Using Gaussian elimination, the bottom row reduces to 0 = 42, which is
impossible.
The three planes do not intersect.
Q78: d = 2i + 3j + 6k
n = 10i + 2j - 11k
cos = nd
n d = - 40
105 and so = 112.4 Æ
Thus the acute angle is 67.6 Æ
The angle between the line and plane is 90 - 67.6 = 22.4 Æ
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ANSWERS: TOPIC 1 219
Q79: n = i + 2j - 2k and m = 5i - 2j - k
The vector product of these is along the direction of the line of intersection of the planes
since it is perpendicular to both normals.
n x m = -6i - 9j - 12k
d = 2i + 3j + 4k
But n x m is a multiple of d and so it is parallel to it.
Q80: n = 2i + j - k and m = i + 2j + k
n x m = 3i - 3j + 3k thus a normal to the plane is i - j + k
2i + j - k is also on this plane
The equation of the plane is r n = a n
That is, x - y + z = 0
Q81: a x b = -i - j - 3k
b x c = 6i - j + 4k
a b x c = -3 - 4 = -7
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220 ANSWERS: TOPIC 1
Q87: a) p q = -9 and p x q = i + j + k
b) i) The point is (1, -1, 0)
1 1
x-0 y+ 4 z- 4
b)ii) The equation of the line is 1 = 3 = 1
- 4 - 4
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ANSWERS: TOPIC 2 221
2 Matrix algebra
Revision exercise (page 54)
Q2: x = 2, y = -1 and z = 3
Q3:
1. (2 -3)
2. (-3, 2)
Q5:
4 2
3
Q6: 0
1
-4 11 -3
Q7: 2 -1 1
-1 0 0
1 0
Q8:
0 1
Q9:
-5 -2
-1
Q10: 0
1
2 4 -3
Q11: 2 1 -4
1 0 4
-5 6
Q12:
-2 -3
Q13:
4 2 -6
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222 ANSWERS: TOPIC 2
Q14: = -1
-4 0 4
Q15: A = -8 -4 8
- 12 8 - 16
Q18: The following products can be formed: AB, BA, AC, AD, CB and CD.
The product matrices are
0
8
-3 1 7 -3
AB =
7
2
7
, BA = -1
AC =
-4 3
-4 4
7
9
9
1
-6 3
11
9 -5 4 4
CB = 4 0 , CD =
5 1 -7
AD = 3 3 1 -5
9 -1 4 -2
-7 - 10 - 11 3 -5 0
-4 -1 -5 5
6 0 9 -5
Q19: 2 0 3 1
-5 4 2 3
Q20:
1. These are not equal. There is no value for y which satisfies the equations.
2. Yes, these are equal with x = 1 and y = 6
3. These are not equal as the matrices are not of the same order.
4. Yes, these are equal with x = 3 and y = 0
Q21:
a) 5
b) 8
c) -1
d) 4
e) 0
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ANSWERS: TOPIC 2 223
Q22:
a) 2
b) 4
c) 1
d) 20
Q23:
1 -2
1
- 2
1 5 5
a) 5 = 3 1
2
3 -1 5 - 5
1 1
1 2 2 2
b) 4 = 1 3
1 1 3
0
4 4
-1 0
c) -1 =
1 3
-2
-1
1
-3 1
- 1
1 4 2
d) 4 = 1 1
3
1 2 4 2
1 1
1 -2 4 - 6
e) 12 = 1 1
3 2 4 6
Q25:
1 4 6
1. 0 2 3
-1 1 2
-1 0 0
2. -2 -1 0
2
-3 -4 1
1 4
-
3. 9
1
9
9
5
9
2
9
9
4 2 1
- 9 - 9 9
6 8 9
-
4. -
11
2
11
11
1
11
11
3
11
1 5 7
- 11 - 11 11
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224 ANSWERS: TOPIC 2
-5 2 2
5. -
3
11
6
3
5
6
3
1
3
4 1 1
3 - 3 - 3
- 2 + ( - 2) 3+1
-4 4
Q26: A + B = 0+2 -2+1 = 2 -1
1+1 -1+2 2 1
- 2 + ( - 2) 1+3
-4 4
and B + A = 2+0 1 + ( - 2) 2 - 1 as required.
1 + 1 2 + ( - 1) 2 1
6 -5
-1 -1
Q27: AB = and BA =
2 -2 3 5
0 1 0 -4
Q28: AB = and
-9 2 2 13
-4
-1
(AB)C =
0 1 0
-9 2 2 13
1
-2
=
-3
20
1
1
1
BC = 3 and A(BC) = 2 0
-1 2
-1
3
= 3
-3
20
as required.
-5 5
0 0
Q29: B + C = and
1 -3
2 -1
-1 3
A(B + C) = -3 0 01 0
-3
= 0 0
1 1 1 -3
-5
0 4 3
AB = 6 and AC =
3 -6 -3
-1 -3 2 0
-5 0
4 3
-1 3
so AB + AC = 6 3 + -6 -3 = 0 as required.
-1 -3 2 0 1 -3
-1 3
Q30: AT =
-1 2
3 1 2
4
and transposing this matrix gives 2 1
4 2
So (AT )T = A
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ANSWERS: TOPIC 2 225
1 3 -2
Q31: A + B = 0 1 2 and
-5 2 3
1 0
-5
(A + B)T = 3 1 2
-2 2 3
2 -2 -3
-1 2 -2
But AT = 1 1 -1 T
and B = 2 0 3
0 1 2 -2 1 1
2 -2 -3
-1 2 -2
1 0 -5
so AT + BT = 1 1 -1 + 2 0 3 = 3 1 2
0 1 2 -2 1 1 -2 2 3
as required.
8 -2
8 1
Q32: AB = so ABT =
1 -4 -2 -4
3 1
3 1
But BT = and AT =
0 2 -1 -2
3 1
3 1
8 1
1
Thus (AB)-1 = 24 10 2
3 0
-1 3
1 1
det A = 3 and det B = -8 so A -1 = 3 and B-1 = 8
2 1 2 2
-1 3
3 0
3 3
1 1 1
Thus B-1 A-1 = 8 times 3 = 24 as required.
2 2 2 1 10 2
Q34: The point under a rotation of -90 Æ will go to the point (2, -5)
a b
a b
5
2
5c + 2d = -5 . The simplest solutions are a = 0, b = 1, c = -1 and d = 0
0 1
(
0 1
-1 0
2
=
2
-5
)
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226 ANSWERS: TOPIC 2
Q35: R-1 =
- sin cos
Q36:
4 866
cos - sin
2
1 537
Q37: =
sin cos 1 1 624
This gives the two equations
2 cos Æ - sin Æ = 1.537 and
2 sin Æ + cos Æ = 1.624
Rearrange the first to give sin Æ = 2 cos Æ - 1.537
Substitute this into the second to give cos = 0.9396
Thus = 20Æ
Q39:
- 3.1
cos 2 sin 2
-1
-2
Q40: =
sin 2 - cos 2 -2 -1
This gives the two equations
-cos 2 Æ - 2sin Æ = -2 and
-sin 2 Æ + 2cos Æ = -1
Rearrange the first to give cos 2 Æ = 2 - 2 sin 2 Æ
Substitute this into the second to give -sin 2 + 4 - 4 sin 2 = -1
Thus solving for gives = 45Æ
Q41: The line y = -4x makes an angle of -76 Æ with the x-axis.
If S is the rotation matrix and A is the original point with image B
Then SA = B so A = S -1 SA = S-1 B
- cos ( - 152) - sin ( - 152)
cos ( - 152) sin ( - 152)
S-1 = - 1 =
- sin ( - 152) cos ( - 152) sin ( - 152) - cos ( - 152)
and the point is (0.9, 0.5)
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ANSWERS: TOPIC 2 227
Then
0
0
b
-1
-2
=
-2
-1
This gives two simple equations which solve to give a = 2 and b = 0.5
0
The matrix is
0 0.5
a 0
Thus a = -1 /3 and b = 0
- 1
0
The matrix is 3
0 0
Q45: Answer:
b
Let the matrix be
a
6
c d
Thus
b
c d
-3
2
=
7
gives the equations
1) -3a + 2b = 6 and
a
2) -3c + 2d = 7
5
Also
b
c d
4
=
-8
- 13
gives the equations
3) 5a + 4b = -8 and
4) 5c + 4d = -13
Solving the set of equations, 1) and 3) gives a = -20 / 3
11 and b = /11
The matrix is 11 11
27 2
- -
11
a 11
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228 ANSWERS: TOPIC 2
2
2) 2c + 2d = 8 and 3c + 4d = 13
-2
The matrix is
3 1
Q50:
4 17
a)
- 14 7
-3 2
b)
11
-4 3
-9
c)
15 9
d) 36
Q51:
-8 2
a)
- 14 -4
- 1 2
b) 3 3
1 1
1
6 6
-3
c)
-9 -7
d) -31
Q53: A2 - 4I = 0
2 0
-2 0
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ANSWERS: TOPIC 2 229
cos - 60
Q54: The rotation matrix to use is followed by the scaling
-2 0
sin ( - 60)
matrix . The reflection is straightforward from there and the image of the
0 3
point has coordinates (3.196,9.696) to one decimal place.
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230 ANSWERS: TOPIC 3
Q1: 32
Q2: 1+ ( - 1)
1! x + ( - 1)( - 2) 2
2! x + ( - 1)( - 2)( - 3) 3
3! x +
Q6:
x2 x4 x6 x8 x10
a) 1 - 2! + 4! - 6! + 8! - 10! +
b) 1 + nx + n(n2!- 1) x2 + n(n - 1)(n
3!
- 2) 3
x + n(n - 1)(n4!- 2)(n - 3) x4 +
c) x - 12 x2 + 13 x3 - 14 x4 + 15 x5 - 16 x6 +
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ANSWERS: TOPIC 3 231
Q12:
a)
ix (ix)2 (ix)3 (ix)4 (ix)5 (ix)6
eix = 1 + + + + + + +
1! 2! 3! 4! 5! 6!
x2 x3 x4 x5 x6
= 1 + ix - -i + +i - +
2! 3! 4! 5! 6!
b) eix = cos x + i sin x
Q13:
a) 1 - 12 x - 18 x2 - 1 3
16 x - 5 4
128 x
b) 1 - 5x + 15x2 - 35x3 + 70x4
c) 1 + 32 x + 38 x2 - 1 3
16 x + 3 4
128 x
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232 ANSWERS: TOPIC 3
Q14:
a)16 + 32x + 24x2 + 8x3 + x4
b) 1 - 6x + 12x2 - 8x3
Q15:
1
a) 3 - 29 x + 4 2 8 3
27 x - 81 x
1 3 3 2 5 3
b) - 8 - 16 x - 16 x - 32 x
Q17: -1 a 1
Q18:
a) converges to 12.5
b) converges to 0.75
c) converges to -0.25
d) converges to -5
Q19: Changing b will not change whether a recurrence relation converges or not. It will
change the value of the limit and may also alter the rate at which the recurrence relation
converges to this limit.
Q21: It does not seem to matter what value we choose for u 0 . The recurrence relation
always converges to the same limit.
Q22:
a) -4 /3 b) 20 c) 31 /3
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ANSWERS: TOPIC 3 233
Q23: a) un + 1 = -0.3un + 7
b) un + 1 = 2un + 5
c) un + 1 = 0.4un + 6
d) un + 1 = 0.8un + 4
e) un + 1 = -0.2un + 3.6
f) un + 1 = 1.5un + 15
Q25: a)
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234 ANSWERS: TOPIC 3
b)
© H ERIOT-WATT U NIVERSITY
ANSWERS: TOPIC 3 235
c)
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236 ANSWERS: TOPIC 3
d)
Q26: This time the sequence converges to 0.523976 This is the root that we found
already. We have not found a more accurate value for the root near 2.1
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ANSWERS: TOPIC 3 237
Q27:
x0 = -2.7 x0 = 0.5 x0 = 2.1
Q33: a) x0 = 1.7
b) 1.749031
Q34: a) x0 = -1.8
b) The iterative scheme xn + 1 = (x - 4)1/3 will give the solution -1796322 (to 6 decimal
places)
Q35:
a) x0 = 2.2
b) The iterative scheme xn + 1 = 3 - ln xn will give the solution 2.207040 (to 6 decimal
places)
Q36:
a) x0 = 0.2 or x0 = 1.6
b) xn + 1 = (5x - 1)1/4 will give the solution
(to
decimal places)1.637306 (to 6
decimal places) and xn + 1 = 1 /5 (x4 + 1) will give the solution 0.200322 (to 6 decimal
places)
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238 ANSWERS: TOPIC 3
Q37:
a)
g (x) = (4x + 5)13
4
g’ (x) = (4x + 5) - 23
3
g’ (2) = 0.24 approx
g
(2) 1 therefore the iterative process will converge to the solution.
b)
1 3
g (x) = x -5
4
3
g ’ (x) = x2
4
g ’ (2) = 3
g
(2)
1 therefore the iterative process will diverge.
Q38:
a) g (-1.9) = 24.9, g (-0.3) = 0.039 and g (2.1) = -24.9 Therefore we should only
expect the given iterative process to converge to the solution near -0.3
b) -0.254102 (to 6 decimal places)
Q39:
a)
For (A) g ’ ( - 1.8) = - 3.88 approx
For (B) g ’ ( - 1.8) = 0.27 approx
For (C) g ’ ( - 1.8) = 0.07 approx
(A) will not converge to the required root but (B) and (C) will.
b) -1.752332 (to 6 decimal places).
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ANSWERS: TOPIC 3 239
Q40:
a)
2
g (x) = = 2(x + 4) - 1
x+4
g ’ (x) = - 2(x + 4) - 2
-2
=
(x + 4)2
For close to zero g ’ () = -2
( + 4)2
0
Therefore this iterative process is first order.
b)
g (x) = 1 - sinx
g ’ (x) = - cosx
We are given that 0 < < 1 radians therefore g ’ () 0
3 3
(cosx = 0 when x = or radians and , > 1)
2 2 2 2
Q41:
1
g (x) = x 3 - 5x2
2
3 5
= x - x3
2 2
3 15 2
g ’ (x) = - x
2 2
At = , g ’
1 1 3 15 1
= - =0
5 5 2 2 5
Therefore this iterative process has second order convergence.
9x2
Q42: 1 + 3x + 2
Q43: -2.104
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240 ANSWERS: TOPIC 3
x2 x3
Q44: 1 + x - 2 + 2 - 58 x4
1 2 1 2 4 3
Q45: 32
+ 33
x + 33
x + 35
x
Q46:
a)
g’ (x) = - 2e - x
g’ (1 0.736 1
Therefore the iterative process will converge to the solution near x = 1
= 0.853 (to 3 decimal places).
b) g’ -2
e «
0
Therfore the convergence is first order.
Q47:
a)
x0 2
x1 1.83333
x2 1.81726
x3 1.81712
x4 1.81712
To three decimal places = 1.817
b)
2 4
g’ (x) = -
3 x3
2 4
g’ (613 ) = - = 0
3 6
Therefore the convergence is second order.
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ANSWERS: TOPIC 4 241
Q2: dy / = 4e4x
dx
Q3: 3 ln (x) + C
Q4: x3
Q5: 7i
Q6: -2 3i
Q8: y = x3 + C /x
Q13:
2
Q14: y = + 15 e(1 - 5x)
5
Q15: y = esin(x) x2 - 2
Q16: y = e1/x (x - 1)
3
Q17: y = 2 - e - x
Q18: 3.74 kg
Q19: 4 hours 25 minutes
Q20: 13.5 g/litre
Q21:
a) 731.7 kg
b) Approximately 103 minutes.
c) As t then M = 1500 - 1400e -0.01t 1500 since e-0.01t 0
© H ERIOT-WATT U NIVERSITY
242 ANSWERS: TOPIC 4
Q22: v (t) = mg
k 1 - e - ktm
Q23: a) c (t) = G
100Vk 1 - e - kt + 100e - kt
Q28: y = (A + Bx)e5x
Q31: y = (A + Bx)ex/2
Q37: y = 3xe2x
Q39:
Q40: y = (5 + 2x)e4x - 4
Q47:
a) yc = A e3x + Bx e3x
b) yp = e4x
c) y = e4x + A e3x + bx e3x
Q48:
a) yc = A ex + B e4x
b) yp = 2x2 + 5x + 6
c) y = 2x2 + 5x + 6 + A ex + B e4x
Q49:
a) yc = A e-2x + Bx e-2x
b) yp = 3 sin x - 4 cos x
c)y = 3 sin x - 4 cos x + A e2x + Bx e2x
Q50:
a) yc = e-x (A cos 3x + B sin 3x)
b) yp = 1 - x
c)y = 1 - x + e-x (A cos 3x + B sin 3x)
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244 ANSWERS: TOPIC 4
Q51:
a) yc + A e3x + Bx e3x
b) yp = 2
c)y = 2 + A e3x + Bx e3x
Q52:
a) yc = e-x ( A cos 4x + B sin 4x)
b) yp 1 /2 ex
c)y = 1 /2 ex + e-x ( A cos 4x + B sin 4x)
Q53:
a) yc = Ae-5x + Be2x
b) yp = 3x e2x
c)y = 3x e2x + A e-5x + B e2x
Q54:
a) y = A ex + B e4x
b) yp = cos 3x + 3 sin 3x
c) y = cos 3x + 3 sin 3x + A ex + B e4x
Q55:
a) yc = A e-2x + B ex
b) yp = sin x - 6 cos x
c)y = sin x - 6 cos x + A e-2x + B ex
Q56:
a) y = 3 - 6x + A e-x + B e2x
b) y = 2 e3x + A e-x + B e2x
c) y = 3 - 6x + 2e3x + A e-x + B e2x
Q58: y = e - x sin x + C
2
4
Q59: y = x4 + x2
Q60:
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ANSWERS: TOPIC 4 245
Ê
tanx dx
a) I (x) = e so we need to find tanx dx first.
sinx
tanx dx = dx
cosx
du
Let u cosx then = - sinx
sinx
dx
sinx dx
We now have dx = du
cosx u du
1
= - du
u
= - ln u
= - ln(cosx)
= ln(cosx) - 1
Ê
tanx dx -1
Hence I (x) = e = eln(cosx) = (cosx) - 1 = 1
b) y = sin x cos x +
2 cos x cosx
Q62: y = (3 + 5x)e5x
Q63:
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246 ANSWERS: TOPIC 5
Q1: In the first topic on number theory the following diagram and definitions were given
to explain the connection.
Q5:
1. The correct symbol is . There are many clear, colourless liquids which are
certainly not drinking water.
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ANSWERS: TOPIC 5 247
2. The correct symbol is . x = 3 - 4i is a complex number which does not imply that
x2 = -2
3. The correct symbol is . R may be a square singular matrix.
4. The correct symbol is . 15 is an odd number which is not prime.
Q6:
1. Equivalence is correct here with the assumption that step parents are not being
considered.
P = Joe is Amy’s father Q = Amy is Joe’s P Q
daughter
1 1 1
1 0 0
0 0 1
0 1 0
2. Equivalence is incorrect here. The correct sign is If x is an even number, this
does not imply that it is divisible by 6: for example, 4 is even.
3. Equivalence is incorrect here. None of the implication signs necessarily apply here.
I study Maths does not imply that I am good at Maths. Similarly I am good at Maths
does not imply that I study Maths.
4. Equivalence is incorrect. In this last case the correct sign is
Take x = 9; x here is odd and does not imply that x is a prime since 9 is not a prime.
However any prime greater than 2 is odd and so the implication works from Q to
P where Q is the proposition that x is a prime
2 and P is the proposition that x is
odd.
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248 ANSWERS: TOPIC 5
Q9:
1. P:x is irrational.
2. P: I dislike Maths.
3. P: x is not a negative real. Note that x could be zero and this rules out putting the
word positive into the answer.
4. P: x 0, x .
Q10: ’If I am at home then it is Thursday.’ The proposition P is ’it is Thursday’ and the
proposition Q is ’I will be at home’. So S : P Q and the converse is Q P
Q11:
Q13: Assume the conjecture is false and make a new assumption that m 2 = 14 but m is
rational.
p
Therefore m = q where p and q are relatively prime.
So 14q2 = p2 p2 is even since 14q2 = 2 (7q2)
By the recently-proved conjecture (see the example) that ’if m 2 is even then m is even’
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ANSWERS: TOPIC 5 249
Q14: Assume that the conjecture is untrue and make the assumption that x + y is
irrational but both x and y are rational.
a c
Thus x = b and y = d for some integers a, b, c and d
a c ad + bc
x+y= b + d = bd
This is rational and contradicts the assumption that if x + y is irrational then both x and y
are rational.
The conjecture that if x + y is irrational then at least one of x, y is irrational is true.
Q15: Assume that the conjecture is untrue and make a new assumption that n 2 is a
multiple of 5 but n is not a multiple of 5. There are therefore four possibilities to consider.
n takes one of these forms:
a) 5k + 1
b) 5k + 2
c) 5k + 3
d) 5k + 4
a) Suppose n = 5k + 1 then
n2 = (5k + 1)2 = 25k2 + 10k + 1 = 5(5k2 + 2k) + 1
Which is of the form 5t + 1 for another integer t
Thus n2 is not a multiple of 5 which is false and the new assumption is contradicted.
n is not of the form 5k + 1
b) Suppose n = 5k + 2
then n2 = (5k + 2)2 = 25k2 + 20k + 4 = 5(5k2 + 4k) + 4
which is of the form 5t + 4 for another integer t
Thus n2 is not a multiple of 5 which is false and the new assumption is contradicted.
n is not of the form 5k + 2
c) Suppose n = 5k + 3
Then n2 = (5k + 3)2 = 25k2 + 30k + 9 = 5(5k2 + 6k + 1) + 4 which is of the form 5t
+ 4 for another integer t. Thus n 2 is not a multiple of 5 which is false and the new
assumption is contradicted. n is not of the form 5k + 3
d) Suppose n = 5k + 4
Then n2 = (5k + 4)2 = 25k2 + 40k + 16 = 5(5k2 + 8k + 3) + 1 which is of the form 5t
+ 1 for another integer t. Thus n 2 is not a multiple of 5 which is false and the new
assumption is contradicted. n is not of the form 5k + 4
© H ERIOT-WATT U NIVERSITY
250 ANSWERS: TOPIC 5
The assumption that n is not a multiple of five is contradicted. The conjecture is therefore
true and for any integer n, if n 2 is a multiple of 5 then n itself is a multiple of 5
Q16: Assume that the statement is false: that is, assume that there is a largest integer
say, P
Since 2 is a positive integer, P 2
But P2 is a positive integer, thus P P2
Divide by P to give 1 P
But P 2 and 1 P cannot both be true. The statements contradict.
Therefore the assumption that P is the largest integer is false.
The original conjecture that there is no largest positive integer must then be true.
Q17: Assume that the conjecture is false. Assume that nx y for every choice of
positive integer n
Thus n y /x
all positive integers are bounded above by y/x
a largest integer exists.
By the previous question ’There is no largest positive integer.’ The assumption is
contradicted and the original conjecture is true.
Q19: Suppose that the conjecture is untrue and assume that there are a finite number
of primes.
So there is a collection of all primes P1 , P2 , P3 , ..., Pk
Let N = (P1 P2 ... Pk) + 1
Then N is obviously larger than all P k
Since P1 , ..., Pk is the collection of all primes then N is composite.
If N is composite then N has a prime divisor Q
But since all the primes P1 , P2 , P3 , ..., Pk leave remainder 1 when dividing N, none of
these is equal to Q
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ANSWERS: TOPIC 5 251
This is impossible.
The assumption that there is a finite number of primes is false.
The conjecture that there is an infinite number of primes is true.
Q22: A bit of number crunching will find that when m = 7 the result holds.
Then 7!
37
Assume the result is true for n = k then k!
3k
Consider n = k + 1
Then (k + 1)!
(k + 1) 3k
3k + 1 since k
7 from the basis step.
Thus the result holds for n = k + 1 if it is true for n = k but it is true for n = 7.
So by the principle of mathematical induction the conjecture is true for all n
7
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252 ANSWERS: TOPIC 5
Q23: The first step here is to find a conjecture for all positive integers which will be
easier to prove.
Since n is a positive odd integer, let n = 2m + 1
Then n2 - 1 becomes (2m + 1)2 - 1 = 4m2 + 4m and the conjecture can then be restated
as 4m2 + 4m is divisible by 8 for all positive integers m
Check m = 1 which gives 8 and 8 is divisible by 8. It is true for m = 1
Assume that the conjecture is true for m = k then 4k2 + 4k = 8a for some integer a
Consider m = k + 1
Thus 4(k + 1)2 + 4(k + 1) = 4k2 + 8k + 4 + 4k + 4 = 4k2 + 12k + 8
So the effect in letting m = k + 1 from m = k is to add 8k + 8
Thus 4(k + 1)2 + 4(k + 1) = 8a + 8k + 8 = 8(a + k + 1)
That is 4(k + 1)2 + 4(k + 1) is divisible by 8
Thus the result holds for m = k + 1 if it is true for m = k
But it is true for m = 1 and so by the principle of mathematical induction the new
conjecture is true for all m positive integers.
But n = 2m + 1 and so the original conjecture that n 2 - 1 is divisible by 8 for all positive
odd integers is now true.
Note that the new conjecture of 4m 2 + 4m is divisible by 8 for all positive integers m
could have been simplified and stated as m 2 + m is divisible by 2 for all positive integers
m.
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ANSWERS: TOPIC 5 253
If n does not have remainder 3 on division by 4 then n takes the form 4k, 4k + 1
or 4k + 2. This proof now involves four cases (proof by exhaustion).
Let n = x2 + y2 where x and y are integers. Then x and y are either even or odd.
cos = b
c and sin = a
c
b2 a2
so cos2 + sin2 = c2
+ c2
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254 ANSWERS: TOPIC 5
But by Pythagoras, a2 + b2 = c2
b2 a2 c2
so c2
+ c2
= c2
=1
Q30: b
c b - c
c - c = 0
a(b - c)
0
ab - ac
0
ab
ac
Q31: r(r + 1)(r + 2) = r3 + 3r2 + 2r so
n
n
3
n
2
n
r(r + 1)(r + 2) r +3 r +2 r
r=1 r=1 r=1 r=1
2
n2 (n
4
+ 1)
n(n + 1)(2n
2
+ 1)
2n(n2+ 1)
n(n + 1)(n2 + n + 4n + 2 + 4)
4
n(n + 1)(n + 2)(n + 3)
4
1. q = -9 and r = 3: -42 = -9 . 5 + 3
2. q = -3 and r = 4: 25 = -3 . -7 + 4
3. q = -1 and r = 5: 14 = -1 . -9 + 5
1. q = -1 and r = 2: -1 = -1 . 3 + 2
2. q = 0 and r = 4: 4 = 0 . 9 + 4
3. q = - 4 and r = 0: -12 = -4 . 3 + 0
© H ERIOT-WATT U NIVERSITY
ANSWERS: TOPIC 5 255
a) 101001100
332 = 166 . 2 + 0
166 = 83 . 2 + 0
83 = 41 . 2 + 1
41 = 20 . 2 + 1
20 = 10 . 2 + 0
10 = 5 . 2 + 0
5=2.2+1
2=1.2+0
1=0.2+1
b) 111110101
c) 101011
d) 111111
a) 533
347 = 43 . 8 + 3
43 = 5 . 8 + 3
5=0.8+5
b) 5554
c) 5704
d) 1026
a) FAE
4014 = 250 . 16 + 14 (E)
250 = 15 . 16 + 10 (A)
15 = 0 . 16 + 15 (F)
b) 16C
c) 883
d) 13AA
© H ERIOT-WATT U NIVERSITY
256 ANSWERS: TOPIC 5
Q38: The factors of 2210 are 1, 2, 5, 13, 17, 2210 and the factors of 399 are 1, 3, 7, 19,
399
The only common factor is 1, thus gcd (2210, 399) = 1 and by definition the integers are
relatively prime.
Q42:
5184 = 1 . 3024 + 2160
3024 = 1 . 2160 + 864
2160 = 2 . 864 + 432
864 = 2 . 432 + 0 and the gcd (3024, 5184) = 432
Q43: By the Euclidean algorithm the numerator and denominator have a gcd of 124.
3
Dividing top and bottom by this gives a simplified fraction of 35
© H ERIOT-WATT U NIVERSITY
ANSWERS: TOPIC 5 257
Q44:
610 = 76 . 8 + 2
8=4.2+0
The gcd (610, 8) is 2
610 = 11 . 55 + 5
55 = 11 . 5 + 0
The gcd (610, 55) is 5
Q45:
693 = 8 . 84 + 21
84 = 4 . 21
The gcd is 21
working backwards 21 = 693 . 1 - 84 . 8 and x = 1, y = -8
Q46:
10080 = 2 . 3705 + 2670
3705 = 1 . 2670 + 1035 (line a)
2670 = 2 . 1035 + 600 (line b)
1035 = 1 . 600 + 435 (c)
600 = 1 . 435 + 165 (d)
435 = 2. 165 + 105 (e)
165 = 1 . 105 + 60 (f)
105 = 1 . 60 + 45 (g)
60 = 1 . 45 + 15 (h)
45 = 3 . 15 + 0 (i)
The gcd is 15
Working backwards gives 15 = 60 - 1 . 45 using line (h)
15 = 60 - 1(105 - 1. 60) = - 1 . 105 + 2 . 60 using line (g)
15 = -1 . 105 + 2(165 - 1 . 105) = 2 . 165 - 3 . 105 using line (f)
15 = 2 . 165 - 3(435 - 2 . 165) = -3 . 435 + 8 . 165 using line (e)
15 = -3 . 435 + 8(600 - 1 . 435) = 8 . 600 - 11 . 435 using line (d)
15 = 8 . 600 - 11(1035 - 1 . 600) = -11 . 1035 + 19 . 600 using line (c)
15 = -11 . 1035 + 19(2670 - 2 . 1035) = 19 . 2670 - 49 . 1035 using line (b)
15 = 19 . 2670 - 49(3705 - 1 . 2670) = -49 . 3705 + 68 . 2670 using line (a)
15 = -49 . 3705 + 68( 10080 - 2 . 3670) = 68 . 10080 - 185 . 3705
x = 68 and y = -185
© H ERIOT-WATT U NIVERSITY
258 ANSWERS: TOPIC 5
Q48: x = -7 and y = 18
Q49:
585 = 5 . 104 + 65
104 = 1 . 65 + 39
65 = 1 . 39 + 26
39 = 1 . 26 + 13
26 = 2 . 13 + 0
The gcd is 13
Working backwards eliminating the remainders to solve for x and y gives
13 = 39 - 1 . 26
13 = 39 - 1(65 - 1 . 39) = -1 . 65 + 2 . 39
13 = -1 . 65 + 2(104 - 1 . 65) = 2 . 104 - 3 . 65
13 = 2 . 104 - 3(585 - 5 . 104) = -3 . 585 + 17 . 104
Thus x = -3 and y = 17
For the general solution x = -3 + (104/13)m = -3 + 8m
and y = 17 - (585/13)m = 17 - 45m
The general solution is 13 = 585(-3 + 8m) + 104(17 - 45m)
Q50:
204 = 3 . 56 + 36
56 = 1 . 36 + 20
36 = 1 . 20 + 16
20 = 1 . 16 + 4
16 = 4 . 4 + 0
The gcd is 4 and 4 20 so there is a solution.
Thus working backwards
4 = 20 - 1. 16
4 = 20 - 1(36 - 1 . 20) = -1 . 36 + 2 . 20
4 = -1 . 36 + 2(56 - 1 . 36) = 2 . 56 - 3 . 36
4 = 2 . 56 - 3(204 - 3 . 56) = -3 . 204 + 11 . 56
Multiply by 5 since 5 4 = 20
20 = -15 . 204 + 55 . 56
The general solution is given by x = -15 + ( 56 /4 )m and y = 55 - (204 /4 )m
That is, x = -15 + 14m and y = 55 - 51m
The general solution is 20 = 204(-15 + 14m) + 56(55 - 51m)
© H ERIOT-WATT U NIVERSITY
ANSWERS: TOPIC 5 259
1(2)2
Q51: Check when r = 1 then 1 = 4 = 1 as required.
Assume that it is true for n = k
k2 k + 1)2
Then 1 + 23 + 33 + ... + k3 = 4
Consider n = k + 1 then
1 + 23 + 33 + ... + k3 + (k + 1)3
k2 k + 1)2
+ (k + 1)3
4
k2 k + 1)2 + 4 (k + 1)(k + 1)2
4
k + 1) k + 4k + 4)
2 2
4
k + 1 k + 2)2
4
(k + 1)2 (k + 1) + 1)2
4
The result is true for n = k + 1 if it is true for n = k. But it is also true for n = 1 and so by
the principle of mathematical induction it is true for all n
Q52:
943 = 1 . 779 + 164
779 = 4 . 164 + 123
164 = 1 . 123 + 41
123 = 3 . 41 + 0
The greatest common divisor is 41
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260 ANSWERS: TOPIC 5
Q54:
5141 = 1 . 3763 + 1378
3763 = 2 . 1378 + 1007
1378 = 1 . 1007 + 371
1007 = 2 . 371 + 265
371 = 1 . 265 + 106
265 = 2 . 106 + 53
106 = 2 . 53 + 0
The greatest common divisor is 53
Q55:
247 = 1 . 139 + 108
139 = 1 . 108 + 31
108 = 3 . 31 + 15
31 = 2 . 15 + 1
15 = 15 . 1 + 0
So working backwards
1 = 31 - 2 . 15
= 31 - 2(108 - 3 . 31) = - 2 . 108 + 7 . 31
= -2 . 108 + 7(139 - 1 . 108) = 7 . 139 - 9 . 108
= 7 . 139 - 9(247 - 1 . 139) = -9 . 247 + 16 . 139
so 1 = 247x + 139y where x = -9 and y = 16
Q56:
252 = 1 . 160 + 92
160 = 1 . 92 + 68
92 = 1 . 68 + 24
68 = 2 . 24 + 20
24 = 1 . 20 + 4
20 = 5 . 4 + 0
so working backwards gives
4 = 24 - 1 . 20
4 = 24 - 1(68 - 2 . 24) = -1 . 68 + 3 . 24
4 = -1 . 68 + 3(92 - 1 . 68) = 3 . 92 - 4 . 68
4 = 3 . 92 - 4(160 - 1 . 92) = -4 . 160 + 7. 92
4 = -4 . 162 + 7(252 - 1 . 160) = 7 . 252 - 11 . 160
So 41 = 252x + 160y where x = 7 and y = -11
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ANSWERS: TOPIC 5 261
Q57:
297 = 1 . 180 + 117
180 = 1 . 117 + 63
117 = 1 . 63 + 54
63 = 1 . 54 + 9
54 = 6 . 9 + 0
So gcd (297, 180) = 9
Working backwards gives
9 = 63 - 1 . 54
9 = 63 - 1(117 - 1 . 63) = -1 . 117 + 2 . 63
9 = -1 . 117 + 2(180 - 1 . 117) = 2 . 180 - 3 . 117
9 = 2 . 180 - 3(297 - 1 . 180) = -3 . 297 + 5 . 180
so 9 = 297x + 180y where x = -3 and y = 5
Well done! This is the end of the final exercise in the last topic in this Advanced Higher
in Maths. We hope that you have found the course worthwhile and interesting.
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