A. K. Lal
October 21, 2013
2
Chapter 1
Introduction to Matrices
1.1 Denition of a Matrix
Denition 1.1.1 (Matrix) A rectangular array of numbers is called a matrix.
The horizontal arrays of a matrix are called its rows and the vertical arrays are called its columns.
A matrix is said to have the order mn if it has m rows and n columns. An mn matrix A can be
represented in either of the following forms:
A =
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mn
_
_
or A =
_
_
_
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mn
_
_
_
_
_
,
where a
ij
is the entry at the intersection of the i
th
row and j
th
column. In a more concise manner,
we also write A
mn
= [a
ij
] or A = [a
ij
]
mn
or A = [a
ij
]. We shall mostly be concerned with matrices
having real numbers, denoted R, as entries. For example, if A =
_
1 3 7
4 5 6
_
then a
11
= 1, a
12
= 3, a
13
=
7, a
21
= 4, a
22
= 5, and a
23
= 6.
A matrix having only one column is called a column vector; and a matrix with only one row
is called a row vector. Whenever a vector is used, it should be understood from the
context whether it is a row vector or a column vector. Also, all the vectors will be
represented by bold letters.
Denition 1.1.2 (Equality of two Matrices) Two matrices A = [a
ij
] and B = [b
ij
] having the same
order mn are equal if a
ij
= b
ij
for each i = 1, 2, . . . , m and j = 1, 2, . . . , n.
In other words, two matrices are said to be equal if they have the same order and their corresponding
entries are equal.
Example 1.1.3 The linear system of equations 2x +3y = 5 and 3x +2y = 5 can be identied with the
matrix
_
2 3 : 5
3 2 : 5
_
. Note that x and y are indeterminate and we can think of x being associated with
the rst column and y being associated with the second column.
3
4 CHAPTER 1. INTRODUCTION TO MATRICES
1.1.1 Special Matrices
Denition 1.1.4 1. A matrix in which each entry is zero is called a zeromatrix, denoted by 0. For
example,
0
22
=
_
0 0
0 0
_
and 0
23
=
_
0 0 0
0 0 0
_
.
2. A matrix that has the same number of rows as the number of columns, is called a square matrix.
A square matrix is said to have order n if it is an n n matrix.
3. The entries a
11
, a
22
, . . . , a
nn
of an n n square matrix A = [a
ij
] are called the diagonal entries
(the principal diagonal) of A.
4. A square matrix A = [a
ij
] is said to be a diagonal matrix if a
ij
= 0 for i ,= j. In other words,
the nonzero entries appear only on the principal diagonal. For example, the zero matrix 0
n
and
_
4 0
0 1
_
are a few diagonal matrices.
A diagonal matrix D of order n with the diagonal entries d
1
, d
2
, . . . , d
n
is denoted by D =
diag(d
1
, . . . , d
n
). If d
i
= d for all i = 1, 2, . . . , n then the diagonal matrix D is called a scalar
matrix.
5. A scalar matrix A of order n is called an identity matrix if d = 1. This matrix is denoted by
I
n
.
For example, I
2
=
_
1 0
0 1
_
and I
3
=
_
_
1 0 0
0 1 0
0 0 1
_
_
. The subscript n is suppressed in case the order
is clear from the context or if no confusion arises.
6. A square matrix A = [a
ij
] is said to be an upper triangular matrix if a
ij
= 0 for i > j.
A square matrix A = [a
ij
] is said to be a lower triangular matrix if a
ij
= 0 for i < j.
A square matrix A is said to be triangular if it is an upper or a lower triangular matrix.
For example,
_
_
0 1 4
0 3 1
0 0 2
_
_
is upper triangular,
_
_
0 0 0
1 0 0
0 1 1
_
_
is lower triangular.
Exercise 1.1.5 Are the following matrices upper triangular, lower triangular or both?
1.
_
_
a
11
a
12
a
1n
0 a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
0 0 a
nn
_
_
2. The square matrices 0 and I or order n.
3. The matrix diag(1, 1, 0, 1).
1.2 Operations on Matrices
Denition 1.2.1 (Transpose of a Matrix) The transpose of an mn matrix A = [a
ij
] is dened as
the n m matrix B = [b
ij
], with b
ij
= a
ji
for 1 i m and 1 j n. The transpose of A is denoted
by A
t
.
1.2. OPERATIONS ON MATRICES 5
That is, if A =
_
1 4 5
0 1 2
_
then A
t
=
_
_
1 0
4 1
5 2
_
_
. Thus, the transpose of a row vector is a column vector
and viceversa.
Theorem 1.2.2 For any matrix A, (A
t
)
t
= A.
Proof. Let A = [a
ij
], A
t
= [b
ij
] and (A
t
)
t
= [c
ij
]. Then, the denition of transpose gives
c
ij
= b
ji
= a
ij
for all i, j
and the result follows.
Denition 1.2.3 (Addition of Matrices) let A = [a
ij
] and B = [b
ij
] be two m n matrices. Then
the sum A +B is dened to be the matrix C = [c
ij
] with c
ij
= a
ij
+ b
ij
.
Note that, we dene the sum of two matrices only when the order of the two matrices are same.
Denition 1.2.4 (Multiplying a Scalar to a Matrix) Let A = [a
ij
] be an mn matrix. Then for
any element k R, we dene kA = [ka
ij
].
For example, if A =
_
1 4 5
0 1 2
_
and k = 5, then 5A =
_
5 20 25
0 5 10
_
.
Theorem 1.2.5 Let A, B and C be matrices of order mn, and let k, R. Then
1. A +B = B +A (commutativity).
2. (A +B) +C = A+ (B +C) (associativity).
3. k(A) = (k)A.
4. (k +)A = kA +A.
Proof. Part 1.
Let A = [a
ij
] and B = [b
ij
]. Then
A +B = [a
ij
] + [b
ij
] = [a
ij
+b
ij
] = [b
ij
+a
ij
] = [b
ij
] + [a
ij
] = B +A
as real numbers commute.
The reader is required to prove the other parts as all the results follow from the properties of real
numbers.
Denition 1.2.6 (Additive Inverse) Let A be an mn matrix.
1. Then there exists a matrix B with A + B = 0. This matrix B is called the additive inverse of A,
and is denoted by A = (1)A.
2. Also, for the matrix 0
mn
, A + 0 = 0 + A = A. Hence, the matrix 0
mn
is called the additive
identity.
Exercise 1.2.7 1. Find a 3 3 nonzero matrix A satisfying A = A
t
.
2. Find a 3 3 nonzero matrix A such that A
t
= A.
3. Find the 3 3 matrix A = [a
ij
] satisfying a
ij
= 1 if i ,= j and 2 otherwise.
6 CHAPTER 1. INTRODUCTION TO MATRICES
4. Find the 3 3 matrix A = [a
ij
] satisfying a
ij
= 1 if [i j[ 1 and 0 otherwise.
5. Find the 4 4 matrix A = [a
ij
] satisfying a
ij
= i +j.
6. Find the 4 4 matrix A = [a
ij
] satisfying a
ij
= 2
i+j
.
7. Suppose A +B = A. Then show that B = 0.
8. Suppose A +B = 0. Then show that B = (1)A = [a
ij
].
9. Let A =
_
_
1 1
2 3
0 1
_
_
and B =
_
2 3 1
1 1 2
_
. Compute A +B
t
and B +A
t
.
1.2.1 Multiplication of Matrices
Denition 1.2.8 (Matrix Multiplication / Product) Let A = [a
ij
] be an m n matrix and B =
[b
ij
] be an n r matrix. The product AB is a matrix C = [c
ij
] of order mr, with
c
ij
=
n
k=1
a
ik
b
kj
= a
i1
b
1j
+a
i2
b
2j
+ +a
in
b
nj
.
That is, if A
mn
=
_
_
a
i1
a
i2
a
in
_
_
and B
nr
=
_
_
.
.
. b
1j
.
.
.
.
.
. b
2j
.
.
.
.
.
.
.
.
.
.
.
.
.
.
. b
mj
.
.
.
_
_
then
AB = [(AB)
ij
]
mr
and (AB)
ij
= a
i1
b
1j
+a
i2
b
2j
+ +a
in
b
nj
.
Observe that the product AB is dened if and only if
the number of columns of A = the number of rows of B.
For example, if A =
_
a b c
d e f
_
and B =
_
_
x y z t
u v w s
_
_
then
AB =
_
a +bx +cu a +by +cv a +bz +cw a +bt +cs
d +ex +fu d +ey +fv d +ez +fw d +et +fs
_
. (1.2.1)
Observe that in Equation (1.2.1), the rst row of AB can be rewritten as
a
_
+b
_
x y z t
+c
_
u v w s
.
That is, if Row
i
(B) denotes the ith row of B for 1 i 3, then the matrix product AB can be
rewritten as
AB =
_
a Row
1
(B) +b Row
2
(B) +c Row
3
(B)
d Row
1
(B) +e Row
2
(B) +f Row
3
(B)
_
. (1.2.2)
Similarly, observe that if Col
j
(A) denotes the jth column of A for 1 j 3, then the matrix product
AB can be rewritten as
AB =
_
Col
1
(A) + Col
2
(A) x + Col
3
(A) u,
Col
1
(A) + Col
2
(A) y + Col
3
(A) v,
Col
1
(A) + Col
2
(A) z + Col
3
(A) w
Col
1
(A) + Col
2
(A) t + Col
3
(A) s] . (1.2.3)
1.2. OPERATIONS ON MATRICES 7
Remark 1.2.9 Observe the following:
1. In this example, while AB is dened, the product BA is not dened.
However, for square matrices A and B of the same order, both the product AB and BA are dened.
2. The product AB corresponds to operating on the rows of the matrix B (see Equation (1.2.2)). This
is row method for calculating the matrix product.
3. The product AB also corresponds to operating on the columns of the matrix A(see Equation (1.2.3)).
This is column method for calculating the matrix product.
4. Let A = [a
ij
] and B = [b
ij
] be two matrices. Suppose a
1
, a
2
, . . . , a
n
are the rows of A and
b
1
, b
2
, . . . , b
p
are the columns of B. If the product AB is dened, then check that
AB = [Ab
1
, Ab
2
, . . . , Ab
p
] =
_
_
a
1
B
a
2
B
.
.
.
a
n
B
_
_
.
Example 1.2.10 Let A =
_
_
1 2 0
1 0 1
0 1 1
_
_
and B =
_
_
1 0 1
0 0 1
0 1 1
_
_
. Use the row/column method of
matrix multiplication to
1. nd the second row of the matrix AB.
Solution: Observe that the second row of AB is obtained by multiplying the second row of A with
B. Hence, the second row of AB is
1 [1, 0, 1] + 0 [0, 0, 1] + 1 [0, 1, 1] = [1, 1, 0].
2. nd the third column of the matrix AB.
Solution: Observe that the third column of AB is obtained by multiplying A with the third column
of B. Hence, the third column of AB is
1
_
_
1
1
0
_
_
+ 1
_
_
2
0
1
_
_
+ 1
_
_
0
1
1
_
_
=
_
_
1
0
0
_
_
.
Denition 1.2.11 (Commutativity of Matrix Product) Two square matrices A and B are said
to commute if AB = BA.
Remark 1.2.12 Note that if A is a square matrix of order n and if B is a scalar matrix of order n
then AB = BA. In general, the matrix product is not commutative. For example, consider A =
_
1 1
0 0
_
and B =
_
1 0
1 0
_
. Then check that the matrix product
AB =
_
2 0
0 0
_
,=
_
1 1
1 1
_
= BA.
Theorem 1.2.13 Suppose that the matrices A, B and C are so chosen that the matrix multiplications
are dened.
8 CHAPTER 1. INTRODUCTION TO MATRICES
1. Then (AB)C = A(BC). That is, the matrix multiplication is associative.
2. For any k R, (kA)B = k(AB) = A(kB).
3. Then A(B +C) = AB +AC. That is, multiplication distributes over addition.
4. If A is an n n matrix then AI
n
= I
n
A = A.
5. For any square matrix A of order n and D = diag(d
1
, d
2
, . . . , d
n
), we have
the rst row of DA is d
1
times the rst row of A;
for 1 i n, the i
th
row of DA is d
i
times the i
th
row of A.
A similar statement holds for the columns of A when A is multiplied on the right by D.
Proof. Part 1. Let A = [a
ij
]
mn
, B = [b
ij
]
np
and C = [c
ij
]
pq
. Then
(BC)
kj
=
p
=1
b
k
c
j
and (AB)
i
=
n
k=1
a
ik
b
k
.
Therefore,
_
A(BC)
_
ij
=
n
k=1
a
ik
_
BC
_
kj
=
n
k=1
a
ik
_
p
=1
b
k
c
j
_
=
n
k=1
p
=1
a
ik
_
b
k
c
j
_
=
n
k=1
p
=1
_
a
ik
b
k
_
c
j
=
p
=1
_
n
k=1
a
ik
b
k
_
c
j
=
t
=1
_
AB
_
i
c
j
=
_
(AB)C
_
ij
.
Part 5. For all j = 1, 2, . . . , n, we have
(DA)
ij
=
n
k=1
d
ik
a
kj
= d
i
a
ij
as d
ik
= 0 whenever i ,= k. Hence, the required result follows.
The reader is required to prove the other parts.
Exercise 1.2.14 1. Find a 2 2 nonzero matrix A satisfying A
2
= 0.
2. Find a 2 2 nonzero matrix A satisfying A
2
= A and A ,= I
2
.
3. Find 22 nonzero matrices A, B and C satisfying AB = AC but B ,= C. That is, the cancelation
law doesnt hold.
4. Let A =
_
_
0 1 0
0 0 1
1 0 0
_
_
. Compute A + 3A
2
A
3
and aA
3
+bA+cA
2
.
5. Let A and B be two matrices. If the matrix addition A+B is dened, then prove that (A+B)
t
=
A
t
+B
t
. Also, if the matrix product AB is dened then prove that (AB)
t
= B
t
A
t
.
6. Let A = [a
1
, a
2
, . . . , a
n
] and B
t
= [b
1
, b
2
, . . . , b
n
]. Then check that order of AB is 1 1, whereas
BA has order n n. Determine the matrix products AB and BA.
1.2. OPERATIONS ON MATRICES 9
7. Let A and B be two matrices such that the matrix product AB is dened.
(a) If the rst row of A consists entirely of zeros, prove that the rst row of AB also consists
entirely of zeros.
(b) If the rst column of B consists entirely of zeros, prove that the rst column of AB also
consists entirely of zeros.
(c) If A has two identical rows then the corresponding rows of AB are also identical.
(d) If B has two identical columns then the corresponding columns of AB are also identical.
8. Let A =
_
_
1 1 2
1 2 1
0 1 1
_
_
and B =
_
_
1 0
0 1
1 1
_
_
. Use the row/column method of matrix multiplication
to compute the
(a) rst row of the matrix AB.
(b) third row of the matrix AB.
(c) rst column of the matrix AB.
(d) second column of the matrix AB.
(e) rst column of B
t
A
t
.
(f ) third column of B
t
A
t
.
(g) rst row of B
t
A
t
.
(h) second row of B
t
A
t
.
9. Let A and B be the matrices given in Exercise 1.2.14.8. Compute A A
t
, (3AB)
t
4B
t
A and
3A2A
t
.
10. Let n be a positive integer. Compute A
n
for the following matrices:
_
1 1
0 1
_
,
_
_
1 1 1
0 1 1
0 0 1
_
_
,
_
_
1 1 1
1 1 1
1 1 1
_
_
.
Can you guess a formula for A
n
and prove it by induction?
11. Construct the matrices A and B satisfying the following statements.
(a) The matrix product AB is dened but BA is not dened.
(b) The matrix products AB and BA are dened but they have dierent orders.
(c) The matrix products AB and BA are dened and they have the same order but AB ,= BA.
12. Let A be a 3 3 matrix satisfying A
_
_
a
b
c
_
_
=
_
_
a +b
b c
0
_
_
. Determine the matrix A.
13. Let A be a 2 2 matrix satisfying A
_
a
b
_
=
_
a b
a
_
. Can you construct the matrix A satisfying the
above? Why!
10 CHAPTER 1. INTRODUCTION TO MATRICES
1.2.2 Inverse of a Matrix
Denition 1.2.15 (Inverse of a Matrix) Let A be a square matrix of order n.
1. A square matrix B is said to be a left inverse of A if BA = I
n
.
2. A square matrix C is called a right inverse of A, if AC = I
n
.
3. A matrix A is said to be invertible (or is said to have an inverse) if there exists a matrix B
such that AB = BA = I
n
.
Lemma 1.2.16 Let A be an n n matrix. Suppose that there exist n n matrices B and C such that
AB = I
n
and CA = I
n
, then B = C.
Proof. Note that
C = CI
n
= C(AB) = (CA)B = I
n
B = B.
Remark 1.2.17 1. From the above lemma, we observe that if a matrix A is invertible, then the
inverse is unique.
2. As the inverse of a matrix A is unique, we denote it by A
1
. That is, AA
1
= A
1
A = I.
Example 1.2.18 1. Let A =
_
a b
c d
_
.
(a) If ad bc ,= 0. Then verify that A
1
=
1
adbc
_
d b
c a
_
.
(b) If ad bc = 0 then prove that either [a b] = [c d] for some R or [a c] = [b d] for some
R. Hence, prove that A is not invertible.
(c) In particular, the inverse of
_
2 3
4 7
_
equals
1
2
_
7 3
4 2
_
. Also, the matrices
_
1 2
0 0
_
,
_
1 0
4 0
_
and
_
4 2
6 3
_
do not have inverses.
2. Let A =
_
_
1 2 3
2 3 4
3 4 6
_
_
. Then A
1
=
_
_
2 0 1
0 3 2
1 2 1
_
_
.
Theorem 1.2.19 Let A and B be two matrices with inverses A
1
and B
1
, respectively. Then
1. (A
1
)
1
= A.
2. (AB)
1
= B
1
A
1
.
3. (A
t
)
1
= (A
1
)
t
.
Proof. Proof of Part 1.
By denition AA
1
= A
1
A = I. Hence, if we denote A
1
by B, then we get AB = BA = I. Thus, the
denition, implies B
1
= A, or equivalently (A
1
)
1
= A.
Proof of Part 2.
Verify that (AB)(B
1
A
1
) = I = (B
1
A
1
)(AB).
1.3. SOME MORE SPECIAL MATRICES 11
Proof of Part 3.
We know AA
1
= A
1
A = I. Taking transpose, we get
(AA
1
)
t
= (A
1
A)
t
= I
t
(A
1
)
t
A
t
= A
t
(A
1
)
t
= I.
Hence, by denition (A
t
)
1
= (A
1
)
t
.
We will again come back to the study of invertible matrices in Sections 2.2 and 2.5.
Exercise 1.2.20 1. Let A be an invertible matrix and let r be a positive integer. Prove that (A
1
)
r
=
A
r
.
2. Find the inverse of
_
cos() sin()
sin() cos()
_
and
_
cos() sin()
sin() cos()
_
.
3. Let A
1
, A
2
, . . . , A
r
be invertible matrices. Prove that the product A
1
A
2
A
r
is also an invertible
matrix.
4. Let x
t
= [1, 2, 3] and y
t
= [2, 1, 4]. Prove that xy
t
is not invertible even though x
t
y is invertible.
5. Let A be an n n invertible matrix. Then prove that
(a) A cannot have a row or column consisting entirely of zeros.
(b) any two rows of A cannot be equal.
(c) any two columns of A cannot be equal.
(d) the third row of A cannot be equal to the sum of the rst two rows, whenever n 3.
(e) the third column of A cannot be equal to the rst column minus the second column, whenever
n 3.
6. Suppose A is a 2 2 matrix satisfying (I + 3A)
1
=
_
1 2
2 1
_
. Determine the matrix A.
7. Let A be a 3 3 matrix such that (I A)
1
=
_
_
2 0 1
0 3 2
1 2 1
_
_
. Determine the matrix A [Hint:
See Example 1.2.18.2 and Theorem 1.2.19.1].
8. Let A be a square matrix satisfying A
3
+A2I = 0. Prove that A
1
=
1
2
_
A
2
+I
_
.
9. Let A = [a
ij
] be an invertible matrix and let p be a nonzero real number. Then determine the
inverse of the matrix B = [p
ij
a
ij
].
1.3 Some More Special Matrices
Denition 1.3.1 1. A matrix A over R is called symmetric if A
t
= A and skewsymmetric if A
t
=
A.
2. A matrix A is said to be orthogonal if AA
t
= A
t
A = I.
Example 1.3.2 1. Let A =
_
_
1 2 3
2 4 1
3 1 4
_
_
and B =
_
_
0 1 2
1 0 3
2 3 0
_
_
. Then A is a symmetric matrix
and B is a skewsymmetric matrix.
12 CHAPTER 1. INTRODUCTION TO MATRICES
2. Let A =
_
_
1
3
1
3
1
3
1
2
1
2
0
1
6
1
6
2
6
_
,= 0 for 1 n 1. The matrices A for which a positive integer k exists such that
A
k
= 0 are called nilpotent matrices. The least positive integer k for which A
k
= 0 is called the
order of nilpotency.
4. Let A =
_
1
2
1
2
1
2
1
2
_
. Then A
2
= A. The matrices that satisfy the condition that A
2
= A are called
idempotent matrices.
Exercise 1.3.3 1. Let A be a real square matrix. Then S =
1
2
(A+A
t
) is symmetric, T =
1
2
(AA
t
)
is skewsymmetric, and A = S +T.
2. Show that the product of two lower triangular matrices is a lower triangular matrix. A similar
statement holds for upper triangular matrices.
3. Let A and B be symmetric matrices. Show that AB is symmetric if and only if AB = BA.
4. Show that the diagonal entries of a skewsymmetric matrix are zero.
5. Let A, B be skewsymmetric matrices with AB = BA. Is the matrix AB symmetric or skew
symmetric?
6. Let A be a symmetric matrix of order n with A
2
= 0. Is it necessarily true that A = 0?
7. Let A be a nilpotent matrix. Prove that there exists a matrix B such that B(I +A) = I = (I +A)B
[ Hint: If A
k
= 0 then look at I A +A
2
+ (1)
k1
A
k1
].
1.3.1 Submatrix of a Matrix
Denition 1.3.4 A matrix obtained by deleting some of the rows and/or columns of a matrix is said
to be a submatrix of the given matrix.
For example, if A =
_
1 4 5
0 1 2
_
, a few submatrices of A are
[1], [2],
_
1
0
_
, [1 5],
_
1 5
0 2
_
, A.
But the matrices
_
1 4
1 0
_
and
_
1 4
0 2
_
are not submatrices of A. (The reader is advised to give reasons.)
Let A be an nm matrix and B be an mp matrix. Suppose r < m. Then, we can decompose the
matrices A and B as A = [P Q] and B =
_
H
K
_
; where P has order n r and H has order r p. That
is, the matrices P and Q are submatrices of A and P consists of the rst r columns of A and Q consists
of the last m r columns of A. Similarly, H and K are submatrices of B and H consists of the rst r
rows of B and K consists of the last mr rows of B. We now prove the following important theorem.
Theorem 1.3.5 Let A = [a
ij
] = [P Q] and B = [b
ij
] =
_
H
K
_
be dened as above. Then
AB = PH +QK.
1.3. SOME MORE SPECIAL MATRICES 13
Proof. First note that the matrices PH and QK are each of order n p. The matrix products PH
and QK are valid as the order of the matrices P, H, Q and K are respectively, n r, r p, n (mr)
and (m r) p. Let P = [P
ij
], Q = [Q
ij
], H = [H
ij
], and K = [k
ij
]. Then, for 1 i n and
1 j p, we have
(AB)
ij
=
m
k=1
a
ik
b
kj
=
r
k=1
a
ik
b
kj
+
m
k=r+1
a
ik
b
kj
=
r
k=1
P
ik
H
kj
+
m
k=r+1
Q
ik
K
kj
= (PH)
ij
+ (QK)
ij
= (PH +QK)
ij
.
Remark 1.3.6 Theorem 1.3.5 is very useful due to the following reasons:
1. The order of the matrices P, Q, H and K are smaller than that of A or B.
2. It may be possible to block the matrix in such a way that a few blocks are either identity matrices
or zero matrices. In this case, it may be easy to handle the matrix product using the block form.
3. Or when we want to prove results using induction, then we may assume the result for r r
submatrices and then look for (r + 1) (r + 1) submatrices, etc.
For example, if A =
_
1 2 0
2 5 0
_
and B =
_
_
a b
c d
e f
_
_
, Then
AB =
_
1 2
2 5
_ _
a b
c d
_
+
_
0
0
_
[e f] =
_
a + 2c b + 2d
2a + 5c 2b + 5d
_
.
If A =
_
_
0 1 2
3 1 4
2 5 3
_
_
, then A can be decomposed as follows:
A =
_
_
0 1 2
3 1 4
2 5 3
_
_, or A =
_
_
0 1 2
3 1 4
2 5 3
_
_, or
A =
_
_
0 1 2
3 1 4
2 5 3
_
_ and so on.
Suppose A =
m
1
m
2
n
1
n
2
_
P Q
R S
_
and B =
s
1
s
2
r
1
r
2
_
E F
G H
_
. Then the matrices P, Q, R, S and
E, F, G, H, are called the blocks of the matrices A and B, respectively.
Even if A+B is dened, the orders of P and E may not be same and hence, we may not be able
to add A and B in the block form. But, if A+B and P +E is dened then A+B =
_
P + E Q+F
R +G S +H
_
.
Similarly, if the product AB is dened, the product PE need not be dened. Therefore, we can talk
of matrix product AB as block product of matrices, if both the products AB and PE are dened. And
in this case, we have AB =
_
PE +QG PF +QH
RE +SG RF +SH
_
.
That is, once a partition of A is fixed, the partition of B has to be properly chosen
for purposes of block addition or multiplication.
14 CHAPTER 1. INTRODUCTION TO MATRICES
Exercise 1.3.7 1. Complete the proofs of Theorems 1.2.5 and 1.2.13.
2. Let A =
_
_
1/2 0 0
0 1 0
0 0 1
_
_
, B =
_
_
1 0 0
2 1 0
3 0 1
_
_
and C =
_
_
2 2 2 6
2 1 2 5
3 3 4 10
_
_
. Compute
(a) the rst row of AC,
(b) the rst row of B(AC),
(c) the second row of B(AC), and
(d) the third row of B(AC).
(e) Let x
t
= [1, 1, 1, 1]. Compute the matrix product Cx.
3. Let x =
_
x
1
x
2
_
and y =
_
y
1
y
2
_
. Determine the 2 2 matrix
(a) A such that the y = Ax gives rise to counterclockwise rotation through an angle .
(b) B such that y = Bx gives rise to the reection along the line y = (tan )x.
Now, let C and D be two 2 2 matrices such that y = Cx gives rise to counterclockwise
rotation through an angle and y = Dx gives rise to the reection along the line y =
(tan ) x, respectively. Then prove that
(c) y = (AC)x or y = (CA)x give rise to counterclockwise rotation through an angle +.
(d) y = (BD)x or y = (DB)x give rise to rotations. Which angles do they represent?
(e) What can you say about y = (AB)x or y = (BA)x ?
4. Let A =
_
1 0
0 1
_
, B =
_
cos sin
sin cos
_
and C =
_
cos sin
sin cos
_
. If x =
_
x
1
x
2
_
and y =
_
y
1
y
2
_
then geometrically interpret the following:
(a) y = Ax, y = Bx and y = Cx.
(b) y = (BC)x, y = (CB)x, y = (BA)x and y = (AB)x.
5. Consider the two coordinate transformations
x
1
= a
11
y
1
+a
12
y
2
x
2
= a
21
y
1
+a
22
y
2
and
y
1
= b
11
z
1
+b
12
z
2
y
2
= b
21
z
1
+b
22
z
2
.
(a) Compose the two transformations to express x
1
, x
2
in terms of z
1
, z
2
.
(b) If x
t
= [x
1
, x
2
], y
t
= [y
1
, y
2
] and z
t
= [z
1
, z
2
] then nd matrices A, B and C such that
x = Ay, y = Bz and x = Cz.
(c) Is C = AB?
6. Let A be an n n matrix. Then trace of A, denoted tr(A), is dened as
tr(A) = a
11
+a
22
+ a
nn
.
(a) Let A =
_
3 2
2 2
_
and B =
_
4 3
5 1
_
. Compute tr(A) and tr(B).
(b) Then for two square matrices, A and B of the same order, prove that
i. tr (A +B) = tr (A) + tr (B).
ii. tr (AB) = tr (BA).
(c) Prove that there do not exist matrices A and B such that AB BA = cI
n
for any c ,= 0.
1.3. SOME MORE SPECIAL MATRICES 15
7. Let A and B be two mn matrices with real entries. Then prove that
(a) Ax = 0 for all n 1 vector x with real entries implies A = 0, the zero matrix.
(b) Ax = Bx for all n 1 vector x with real entries implies A = B.
8. Let A be an n n matrix such that AB = BA for all n n matrices B. Show that A = I for
some R.
9. Let A =
_
1 2 3
2 1 1
_
.
(a) Find a matrix B such that AB = I
2
.
(b) What can you say about the number of such matrices? Give reasons for your answer.
(c) Does there exist a matrix C such that CA = I
3
? Give reasons for your answer.
10. Let A =
_
_
1 0 0 1
0 1 1 1
0 1 1 0
0 1 0 1
_
_
and B =
_
_
1 2 2 1
1 1 2 1
1 1 1 1
1 1 1 1
_
_
. Compute the matrix product AB using
the block matrix multiplication.
11. Let A =
_
P Q
R S
_
. If P, Q, R and S are symmetric, is the matrix A symmetric? If A is symmetric,
is it necessary that the matrices P, Q, R and S are symmetric?
12. Let A be a 3 3 matrix and let A =
_
A
11
A
12
A
21
c
_
, where A
11
is a 2 2 invertible matrix and c is
a real number.
(a) If p = c A
21
A
1
11
A
12
is nonzero, prove that B =
_
B
11
B
12
B
21
p
1
_
is the inverse of A, where
B
11
= A
1
11
+A
1
11
A
12
p
1
A
21
A
1
11
, B
12
= A
1
11
A
12
p
1
and B
21
= p
1
A
21
A
1
11
.
(b) Find the inverse of the matrices
_
_
0 1 2
1 1 4
2 1 1
_
_ and
_
_
0 1 2
3 1 4
2 5 3
_
_.
13. Let x be an n 1 matrix satisfying x
t
x = 1.
(a) Dene A = I
n
2xx
t
. Prove that A is symmetric and A
2
= I. The matrix A is commonly
known as the Householder matrix.
(b) Let ,= 1 be a real number and dene A = I
n
xx
t
. Prove that A is symmetric and
invertible [Hint: the inverse is also of the form I
n
+xx
t
for some value of ].
14. Let A be an n n invertible matrix and let x and y be two n 1 matrices. Also, let be a real
number such that = 1 +y
t
A
1
x ,= 0. Then prove the famous ShermonMorrison formula
(A +xy
t
)
1
= A
1
A
1
xy
t
A
1
.
This formula gives the information about the inverse when an invertible matrix is modied by a
rank one matrix.
15. Let J be an n n matrix having each entry 1.
(a) Prove that J
2
= nJ.
16 CHAPTER 1. INTRODUCTION TO MATRICES
(b) Let
1
,
2
,
1
,
2
R. Prove that there exist
3
,
3
R such that
(
1
I
n
+
1
J) (
2
I
n
+
2
J) =
3
I
n
+
3
J.
(c) Let , ! with ,= 0 and +n ,= 0 and dene A = I
n
+J. Prove that A is invertible.
16. Let A be an upper triangular matrix. If A
A = AA
2
No Solution
Pair of Parallel lines
1
and
2
Innite Number of Solutions
Coincident Lines
2 P
Unique Solution: Intersecting Lines
P: Point of Intersection
Figure 1 : Examples in 2 dimension.
3. As a last example, consider 3 equations in 3 unknowns.
A linear equation ax + by + cz = d represent a plane in R
3
provided (a, b, c) ,= (0, 0, 0). Here, we
have to look at the points of intersection of the three given planes.
(a) Unique Solution
Consider the system x + y + z = 3, x + 4y + 2z = 7 and 4x + 10y z = 13. The unique
solution to this system is (x, y, z)
t
= (1, 1, 1)
t
; i.e. the three planes intersect at a
point.
(b) Infinite Number of Solutions
Consider the system x +y +z = 3, x +2y +2z = 5 and 3x +4y +4z = 11. The solution set
is (x, y, z)
t
= (1, 2 z, z)
t
= (1, 2, 0)
t
+z(0, 1, 1)
t
, with z arbitrary. Observe the following:
i. Here, the three planes intersect in a line.
ii. The vector (1, 2, 0)
t
corresponds to the solution x = 1, y = 2 and z = 0 of the linear
system x + y + z = 3, x + 2y + 2z = 5 and 3x + 4y + 4z = 11. Also, the vector
(0, 1, 1)
t
corresponds to the solution x = 0, y = 1 and z = 1 of the linear system
x +y +z = 0, x + 2y + 2z = 0 and 3x + 4y + 4z = 0.
(c) No Solution
The system x + y + z = 3, x + 2y + 2z = 5 and 3x + 4y + 4z = 13 has no solution. In this
case, we get three parallel lines as intersections of the above planes, namely
i. a line passing through (1, 2, 0) with direction ratios (0, 1, 1),
ii. a line passing through (3, 1, 0) with direction ratios (0, 1, 1), and
iii. a line passing through (1, 4, 0) with direction ratios (0, 1, 1).
The readers are advised to supply the proof.
Denition 2.1.1 (Linear System) A system of m linear equations in n unknowns x
1
, x
2
, . . . , x
n
is a
set of equations of the form
a
11
x
1
+a
12
x
2
+ +a
1n
x
n
= b
1
a
21
x
1
+a
22
x
2
+ +a
2n
x
n
= b
2
.
.
.
.
.
. (2.1.1)
a
m1
x
1
+a
m2
x
2
+ +a
mn
x
n
= b
m
where for 1 i n, and 1 j m; a
ij
, b
i
R. Linear System (2.1.1) is called homogeneous if
b
1
= 0 = b
2
= = b
m
and nonhomogeneous otherwise.
We rewrite the above equations in the form Ax = b, where
A =
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mn
_
_
, x =
_
_
x
1
x
2
.
.
.
x
n
_
_
, and b =
_
_
b
1
b
2
.
.
.
b
m
_
_
2.1. INTRODUCTION 19
The matrix A is called the coefficient matrix and the block matrix [A b] , is called the aug
mented matrix of the linear system (2.1.1).
Remark 2.1.2 1. The rst column of the augmented matrix corresponds to the coecients of the
variable x
1
.
2. In general, the j
th
column of the augmented matrix corresponds to the coecients of the variable
x
j
, for j = 1, 2, . . . , n.
3. The (n + 1)
th
column of the augmented matrix consists of the vector b.
4. The i
th
row of the augmented matrix represents the i
th
equation for i = 1, 2, . . . , m.
That is, for i = 1, 2, . . . , m and j = 1, 2, . . . , n, the entry a
ij
of the coecient matrix A corresponds
to the i
th
linear equation and the j
th
variable x
j
.
Denition 2.1.3 For a system of linear equations Ax = b, the system Ax = 0 is called the associated
homogeneous system.
Denition 2.1.4 (Solution of a Linear System) A solution of Ax = b is a column vector y with
entries y
1
, y
2
, . . . , y
n
such that the linear system (2.1.1) is satised by substituting y
i
in place of x
i
. The
collection of all solutions is called the solution set of the system.
That is, if y
t
= [y
1
, y
2
, . . . , y
n
] is a solution of the linear system Ax = b then Ay = b holds. For
example, from Example 3.3a, we see that the vector y
t
= [1, 1, 1] is a solution of the system Ax = b,
where A =
_
_
1 1 1
1 4 2
4 10 1
_
_
, x
t
= [x, y, z] and b
t
= [3, 7, 13].
We now state a theorem about the solution set of a homogeneous system. The readers are advised
to supply the proof.
Theorem 2.1.5 Consider the homogeneous linear system Ax = 0. Then
1. The zero vector, 0 = (0, . . . , 0)
t
, is always a solution, called the trivial solution.
2. Suppose x
1
, x
2
are two solutions of Ax = 0. Then k
1
x
1
+ k
2
x
2
is also a solution of Ax = 0 for
any k
1
, k
2
R.
Remark 2.1.6 1. A nonzero solution of Ax = 0 is called a nontrivial solution.
2. If Ax = 0 has a nontrivial solution, say y ,= 0 then z = cy for every c R is also a solution.
Thus, the existence of a nontrivial solution of Ax = 0 is equivalent to having an innite number
of solutions for the system Ax = 0.
3. If u, v are two distinct solutions of Ax = b then one has the following:
(a) u v is a solution of the system Ax = 0.
(b) Dene x
h
= u v. Then x
h
is a solution of the homogeneous system Ax = 0.
(c) That is, any two solutions of Ax = b dier by a solution of the associated homogeneous
system Ax = 0.
(d) Or equivalently, the set of solutions of the system Ax = b is of the form, x
0
+x
h
; where x
0
is a particular solution of Ax = b and x
h
is a solution of the associated homogeneous system
Ax = 0.
20 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
2.1.1 A Solution Method
Example 2.1.7 Solve the linear system y +z = 2, 2x + 3z = 5, x +y +z = 3.
Solution: In this case, the augmented matrix is
_
_
0 1 1 2
2 0 3 5
1 1 1 3
_
_
and the solution method proceeds along
the following steps.
1. Interchange 1
st
and 2
nd
equation.
2x + 3z = 5
y +z = 2
x +y +z = 3
_
_
2 0 3 5
0 1 1 2
1 1 1 3
_
_
.
2. Replace 1
st
equation by 1
st
equation times
1
2
.
x +
3
2
z =
5
2
y +z = 2
x +y +z = 3
_
_
1 0
3
2
5
2
0 1 1 2
1 1 1 3
_
_
.
3. Replace 3
rd
equation by 3
rd
equation minus the 1
st
equation.
x +
3
2
z =
5
2
y +z = 2
y
1
2
z =
1
2
_
_
1 0
3
2
5
2
0 1 1 2
0 1
1
2
1
2
_
_
.
4. Replace 3
rd
equation by 3
rd
equation minus the 2
nd
equation.
x +
3
2
z =
5
2
y +z = 2
3
2
z =
3
2
_
_
1 0
3
2
5
2
0 1 1 2
0 0
3
2
3
2
_
_
.
5. Replace 3
rd
equation by 3
rd
equation times
2
3
.
x +
3
2
z =
5
2
y +z = 2
z = 1
_
_
1 0
3
2
5
2
0 1 1 2
0 0 1 1
_
_
.
The last equation gives z = 1. Using this, the second equation gives y = 1. Finally, the rst equation
gives x = 1. Hence the solution set is (x, y, z)
t
: (x, y, z) = (1, 1, 1), a unique solution.
In Example 2.1.7, observe that certain operations on equations (rows of the augmented matrix)
helped us in getting a system in Item 5, which was easily solvable. We use this idea to dene elementary
row operations and equivalence of two linear systems.
Denition 2.1.8 (Elementary Row Operations) Let A be an mn matrix. Then the elementary
row operations are dened as follows:
1. R
ij
: Interchange of the i
th
and the j
th
row of A.
2. For c ,= 0, R
k
(c): Multiply the k
th
row of A by c.
3. For c ,= 0, R
ij
(c): Replace the j
th
row of A by the j
th
row of A plus c times the i
th
row of A.
2.1. INTRODUCTION 21
Denition 2.1.9 (Equivalent Linear Systems) Let [A b] and [C d] be augmented matrices of two
linear systems. Then the two linear systems are said to be equivalent if [C d] can be obtained from
[A b] by application of a nite number of elementary row operations.
Denition 2.1.10 (Row Equivalent Matrices) Two matrices are said to be rowequivalent if one
can be obtained from the other by a nite number of elementary row operations.
Thus, note that linear systems at each step in Example 2.1.7 are equivalent to each other. We also
prove the following result that relates elementary row operations with the solution set of a linear system.
Lemma 2.1.11 Let Cx = d be the linear system obtained from Ax = b by application of a single
elementary row operation. Then Ax = b and Cx = d have the same solution set.
Proof. We prove the result for the elementary row operation R
jk
(c) with c ,= 0. The reader is advised
to prove the result for other elementary operations.
In this case, the systems Ax = b and Cx = d vary only in the k
th
equation. Let (
1
,
2
, . . . ,
n
)
be a solution of the linear system Ax = b. Then substituting for
i
s in place of x
i
s in the k
th
and j
th
equations, we get
a
k1
1
+a
k2
2
+ a
kn
n
= b
k
, and a
j1
1
+a
j2
2
+ a
jn
n
= b
j
.
Therefore,
(a
k1
+ca
j1
)
1
+ (a
k2
+ca
j2
)
2
+ + (a
kn
+ca
jn
)
n
= b
k
+cb
j
. (2.1.2)
But then the k
th
equation of the linear system Cx = d is
(a
k1
+ca
j1
)x
1
+ (a
k2
+ca
j2
)x
2
+ + (a
kn
+ca
jn
)x
n
= b
k
+cb
j
. (2.1.3)
Therefore, using Equation (2.1.2), (
1
,
2
, . . . ,
n
) is also a solution for k
th
Equation (2.1.3).
Use a similar argument to show that if (
1
,
2
, . . . ,
n
) is a solution of the linear system Cx = d
then it is also a solution of the linear system Ax = b. Hence, the required result follows.
The readers are advised to use Lemma 2.1.11 as an induction step to prove the main result of this
subsection which is stated next.
Theorem 2.1.12 Two equivalent linear systems have the same solution set.
2.1.2 Gauss Elimination Method
We rst dene the Gauss elimination method and give a few examples to understand the method.
Denition 2.1.13 (Forward/Gauss Elimination Method) The Gaussian elimination method is a
procedure for solving a linear system Ax = b (consisting of m equations in n unknowns) by bringing the
augmented matrix
[A b] =
_
_
a
11
a
12
a
1m
a
1n
b
1
a
21
a
22
a
2m
a
2n
b
2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mm
a
mn
b
m
_
_
to an upper triangular form
_
_
c
11
c
12
c
1m
c
1n
d
1
0 c
22
c
2m
c
2n
d
2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 c
mm
c
mn
d
m
_
_
22 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
by application of elementary row operations. This elimination process is also called the forward elimi
nation method.
We have already seen an example before dening the notion of row equivalence. We give two more
examples to illustrate the Gauss elimination method.
Example 2.1.14 Solve the following linear system by Gauss elimination method.
x +y +z = 3, x + 2y + 2z = 5, 3x + 4y + 4z = 11
Solution: Let A =
_
_
1 1 1
1 2 2
3 4 4
_
_
and b =
_
_
3
5
11
_
_
. The Gauss Elimination method starts with the aug
mented matrix [A b] and proceeds as follows:
1. Replace 2
nd
equation by 2
nd
equation minus the 1
st
equation.
x +y +z = 3
y +z = 2
3x + 4y + 4z = 11
_
_
1 1 1 3
0 1 1 2
3 4 4 11
_
_
.
2. Replace 3
rd
equation by 3
rd
equation minus 3 times 1
st
equation.
x +y +z = 3
y +z = 2
y +z = 2
_
_
1 1 1 3
0 1 1 2
0 1 1 2
_
_
.
3. Replace 3
rd
equation by 3
rd
equation minus the 2
nd
equation.
x +y +z = 3
y +z = 2
_
_
1 1 1 3
0 1 1 2
0 0 0 0
_
_
.
Thus, the solution set is (x, y, z)
t
: (x, y, z) = (1, 2 z, z) or equivalently (x, y, z)
t
: (x, y, z) =
(1, 2, 0)+z(0, 1, 1), with z arbitrary. In other words, the system has infinite number of solutions.
Observe that the vector y
t
= (1, 2, 0) satises Ay = b and the vector z
t
= (0, 1, 1) is a solution of the
homogeneous system Ax = 0.
Example 2.1.15 Solve the following linear system by Gauss elimination method.
x +y +z = 3, x + 2y + 2z = 5, 3x + 4y + 4z = 12
Solution: Let A =
_
_
1 1 1
1 2 2
3 4 4
_
_
and b =
_
_
3
5
12
_
_
. The Gauss Elimination method starts with the aug
mented matrix [A b] and proceeds as follows:
1. Replace 2
nd
equation by 2
nd
equation minus the 1
st
equation.
x +y +z = 3
y +z = 2
3x + 4y + 4z = 12
_
_
1 1 1 3
0 1 1 2
3 4 4 12
_
_
.
2.1. INTRODUCTION 23
2. Replace 3
rd
equation by 3
rd
equation minus 3 times 1
st
equation.
x +y +z = 3
y +z = 2
y +z = 3
_
_
1 1 1 3
0 1 1 2
0 1 1 3
_
_
.
3. Replace 3
rd
equation by 3
rd
equation minus the 2
nd
equation.
x +y +z = 3
y +z = 2
0 = 1
_
_
1 1 1 3
0 1 1 2
0 0 0 1
_
_
.
The third equation in the last step is
0x + 0y + 0z = 1.
This can never hold for any value of x, y, z. Hence, the system has no solution.
Remark 2.1.16 Note that to solve a linear system Ax = b, one needs to apply only the row operations
to the augmented matrix [A b].
Denition 2.1.17 (Row Echelon Form of a Matrix) A matrix C is said to be in the row echelon
form if
1. the rows consisting entirely of zeros appears after the nonzero rows,
2. the rst nonzero entry in a nonzero row is 1. This term is called the leading term or a
leading 1. The column containing this term is called the leading column.
3. In any two successive nonzero rows, the leading 1 in the lower row occurs farther to the right than
the leading 1 in the higher row.
Example 2.1.18 The matrices
_
_
0 1 4 2
0 0 1 1
0 0 0 0
_
_ and
_
_
1 1 0 2 3
0 0 0 1 4
0 0 0 0 1
_
_
are in rowechelon
form. Whereas, the matrices
_
_
0 1 4 2
0 0 0 0
0 0 1 1
_
_,
_
_
1 1 0 2 3
0 0 0 1 4
0 0 0 0 2
_
_
and
_
_
1 1 0 2 3
0 0 0 0 1
0 0 0 1 4
_
_
are not in rowechelon form.
Denition 2.1.19 (Basic, Free Variables) Let Ax = b be a linear system consisting of m equations
in n unknowns. Suppose the application of Gauss elimination method to the augmented matrix [A b]
yields the matrix [C d].
1. Then the variables corresponding to the leading columns (in the rst n columns of [C d]) are
called the basic variables.
2. The variables which are not basic are called free variables.
The free variables are called so as they can be assigned arbitrary values. Also, the basic variables
can be written in terms of the free variables and hence the value of basic variables in the solution set
depend on the values of the free variables.
24 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Remark 2.1.20 Observe the following:
1. In Example 2.1.14, the solution set was given by
(x, y, z) = (1, 2 z, z) = (1, 2, 0) +z(0, 1, 1), with z arbitrary.
That is, we had x, y as two basic variables and z as a free variable.
2. Example 2.1.15 didnt have any solution because the rowechelon form of the augmented matrix
had a row of the form [0, 0, 0, 1].
3. Suppose the application of row operations to [A b] yields the matrix [C d] which is in row echelon
form. If [C d] has r nonzero rows then [C d] will consist of r leading terms or r leading
columns. Therefore, the linear system Ax = b will have r basic variables and n r
free variables.
Before proceeding further, we have the following denition.
Denition 2.1.21 (Consistent, Inconsistent) A linear system is called consistent if it admits a
solution and is called inconsistent if it admits no solution.
We are now ready to prove conditions under which the linear system Ax = b is consistent or
inconsistent.
Theorem 2.1.22 Consider the linear system Ax = b, where A is an mn matrix and x
t
= (x
1
, x
2
, . . . , x
n
).
If one obtains [C d] as the rowechelon form of [A b] with d
t
= (d
1
, d
2
, . . . , d
m
) then
1. Ax = b is inconsistent (has no solution) if [C d] has a row of the form [0
t
1], where 0
t
= (0, . . . , 0).
2. Ax = b is consistent (has a solution) if [C d] has no row of the form [0
t
1]. Furthermore,
(a) if the number of variables equals the number of leading terms then Ax = b has a unique
solution.
(b) if the number of variables is strictly greater than the number of leading terms then Ax = b
has infinite number of solutions.
Proof. Part 1: The linear equation corresponding to the row [0
t
1] equals
0x
1
+ 0x
2
+ + 0x
n
= 1.
Obviously, this equation has no solution and hence the system Cx = d has no solution. Thus, by
Theorem 2.1.12, Ax = b has no solution. That is, Ax = b is inconsistent.
Part 2: Suppose [C d] has r nonzero rows. As [C d] is in row echelon form there exist positive
integers 1 i
1
< i
2
< . . . < i
r
n such that entries c
i
k>i
c
k
x
k
= d
(k > i
= d
j=+1
c
ij
x
ij
nr
s=1
c
ts
x
ts
for 1 l r.
Hence, a solution of the system Cx = d is given by
x
ts
= 0, for s = 1, . . . , n r and x
ir
= d
r
, x
ir1
= d
r1
c
r1,r
d
r
, . . . , x
i1
= d
1
r
j=2
c
ij
d
j
.
2.1. INTRODUCTION 25
Thus, by Theorem 2.1.12 the system Ax = b is consistent. In case of Part 2a, there are no free variables
and hence the unique solution is given by
x
n
= d
n
, x
n1
= d
n1
c
n1,n
d
n
, . . . , x
1
= d
1
n
j=2
c
ij
d
j
.
In case of Part 2b, there is at least one free variable and hence Ax = b has innite number of solutions.
Thus, the proof of the theorem is complete.
We omit the proof of the next result as it directly follows from Theorem 2.1.22.
Corollary 2.1.23 Consider the homogeneous system Ax = 0. Then
1. Ax = 0 is always consistent as 0 is a solution.
2. If m < n then n m > 0 and there will be at least n m free variables. Thus Ax = 0 has innite
number of solutions. Or equivalently, Ax = 0 has a nontrivial solution.
We end this subsection with some applications related to geometry.
Example 2.1.24 1. Determine the equation of the line/circle that passes through the points (1, 4), (0, 1)
and (1, 4).
Solution: The general equation of a line/circle in 2dimensional plane is given by a(x
2
+ y
2
) +
bx + cy + d = 0, where a, b, c and d are the unknowns. Since this curve passes through the given
points, we have
a((1)
2
+ 4
2
) + (1)b + 4c +d = = 0
a((0)
2
+ 1
2
) + (0)b + 1c +d = = 0
a((1)
2
+ 4
2
) + (1)b + 4c +d = = 0.
Solving this system, we get (a, b, c, d) = (
3
13
d, 0,
16
13
d, d). Hence, taking d = 13, the equation of
the required circle is
3(x
2
+y
2
) 16y + 13 = 0.
2. Determine the equation of the plane that contains the points (1, 1, 1), (1, 3, 2) and (2, 1, 2).
Solution: The general equation of a plane in 3dimensional space is given by ax+by +cz +d = 0,
where a, b, c and d are the unknowns. Since this plane passes through the given points, we have
a +b +c +d = = 0
a + 3b + 2c +d = = 0
2a b + 2c +d = = 0.
Solving this system, we get (a, b, c, d) = (
4
3
d,
d
3
,
2
3
d, d). Hence, taking d = 3, the equation of
the required plane is 4x y + 2z + 3 = 0.
3. Let A =
_
_
2 3 4
0 1 0
0 3 4
_
_
.
(a) Find a nonzero x
t
R
3
such that Ax = 2x.
(b) Does there exist a nonzero vector y
t
R
3
such that Ay = 4y?
26 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Solution of Part 3a: Solving for Ax = 2x is same as solving for (A 2I)x = 0. This leads to
the augmented matrix
_
_
0 3 4 0
0 3 0 0
0 4 2 0
_
_
. Check that a nonzero solution is given by x
t
= (1, 0, 0).
Solution of Part 3b: Solving for Ay = 4y is same as solving for (A 4I)y = 0. This leads to
the augmented matrix
_
_
2 3 4 0
0 5 0 0
0 3 0 0
_
_
. Check that a nonzero solution is given by y
t
= (2, 0, 1).
Exercise 2.1.25 1. Determine the equation of the curve y = ax
2
+ bx + c that passes through the
points (1, 4), (0, 1) and (1, 4).
2. Solve the following linear system.
(a) x +y +z +w = 0, x y +z +w = 0 and x +y + 3z + 3w = 0.
(b) x + 2y = 1, x +y +z = 4 and 3y + 2z = 1.
(c) x +y +z = 3, x +y z = 1 and x +y + 7z = 6.
(d) x +y +z = 3, x +y z = 1 and x +y + 4z = 6.
(e) x +y +z = 3, x +y z = 1, x +y + 4z = 6 and x +y 4z = 1.
3. For what values of c and k, the following systems have i) no solution, ii) a unique solution and
iii) innite number of solutions.
(a) x +y +z = 3, x + 2y +cz = 4, 2x + 3y + 2cz = k.
(b) x +y +z = 3, x +y + 2cz = 7, x + 2y + 3cz = k.
(c) x +y + 2z = 3, x + 2y +cz = 5, x + 2y + 4z = k.
(d) kx +y +z = 1, x +ky +z = 1, x +y + kz = 1.
(e) x + 2y z = 1, 2x + 3y +kz = 3, x +ky + 3z = 2.
(f ) x 2y = 1, x y +kz = 1, ky + 4z = 6.
4. For what values of a, does the following systems have i) no solution, ii) a unique solution and
iii) innite number of solutions.
(a) x + 2y + 3z = 4, 2x + 5y + 5z = 6, 2x + (a
2
6)z = a + 20.
(b) x +y +z = 3, 2x + 5y + 4z = a, 3x + (a
2
8)z = 12.
5. Find the condition(s) on x, y, z so that the system of linear equations given below (in the unknowns
a, b and c) is consistent?
(a) a + 2b 3c = x, 2a + 6b 11c = y, a 2b + 7c = z
(b) a +b + 5c = x, a + 3c = y, 2a b + 4c = z
(c) a + 2b + 3c = x, 2a + 4b + 6c = y, 3a + 6b + 9c = z
6. Let A be an nn matrix. If the system A
2
x = 0 has a non trivial solution then show that Ax = 0
also has a non trivial solution.
7. Prove that we need to have 5 set of distinct points to specify a general conic in 2dimensional
plane.
8. Let u
t
= (1, 1, 2) and v
t
= (1, 2, 3). Find condition on x, y and z such that the system
cu
t
+dv
t
= (x, y, z) in the unknowns c and d is consistent.
2.1. INTRODUCTION 27
2.1.3 GaussJordan Elimination
The GaussJordan method consists of rst applying the Gauss Elimination method to get the row
echelon form of the matrix [A b] and then further applying the row operations as follows. For example,
consider Example 2.1.7. We start with Step 5 and apply row operations once again. But this time, we
start with the 3
rd
row.
I. Replace 2
nd
equation by 2
nd
equation minus the 3
rd
equation.
x +
3
2
z =
5
2
y = 2
z = 1
_
_
1 0
3
2
5
2
0 1 0 1
0 0 1 1
_
_
.
II. Replace 1
st
equation by 1
st
equation minus
3
2
times 3
rd
equation.
x = 1
y = 1
z = 1
_
_
1 0 0 1
0 1 0 1
0 0 1 1
_
_
.
III. Thus, the solution set equals (x, y, z)
t
: (x, y, z) = (1, 1, 1).
Denition 2.1.26 (RowReduced Echelon Form) A matrix C is said to be in the rowreduced ech
elon form or reduced row echelon form if
1. C is already in the row echelon form;
2. the leading column containing the leading 1 has every other entry zero.
A matrix which is in the rowreduced echelon form is also called a rowreduced echelon matrix.
Example 2.1.27 Let A =
_
_
0 1 4 2
0 0 1 1
0 0 0 0
_
_ and B =
_
_
1 1 0 2 3
0 0 0 1 4
0 0 0 0 1
_
_
. Then A and B
are in row echelon form. If C and D are the rowreduced echelon forms of A and B, respectively then
C =
_
_
0 1 0 2
0 0 1 1
0 0 0 0
_
_ and D =
_
_
1 1 0 0 0
0 0 0 1 0
0 0 0 0 1
_
_
.
Denition 2.1.28 (Back Substitution/GaussJordan Method) The procedure to get The row
reduced echelon matrix from the rowechelon matrix is called the back substitution. The elimination
process applied to obtain the rowreduced echelon form of the augmented matrix is called the Gauss
Jordan elimination method.
That is, the GaussJordan elimination method consists of both the forward elimination and the backward
substitution.
Remark 2.1.29 Note that the row reduction involves only row operations and proceeds from left to
right. Hence, if A is a matrix consisting of rst s columns of a matrix C, then the rowreduced form
of A will consist of the rst s columns of the rowreduced form of C.
The proof of the following theorem is beyond the scope of this book and is omitted.
Theorem 2.1.30 The rowreduced echelon form of a matrix is unique.
28 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Remark 2.1.31 Consider the linear system Ax = b. Then Theorem 2.1.30 implies the following:
1. The application of the Gauss Elimination method to the augmented matrix may yield dierent
matrices even though it leads to the same solution set.
2. The application of the GaussJordan method to the augmented matrix yields the same matrix and
also the same solution set even though we may have used dierent sequence of row operations.
Example 2.1.32 Consider Ax = b, where A is a 3 3 matrix. Let [C d] be the rowreduced echelon
form of [A b]. Also, assume that the rst column of A has a nonzero entry. Then the possible choices
for the matrix [C d] with respective solution sets are given below:
1.
_
_
1 0 0 d
1
0 1 0 d
2
0 0 1 d
3
_
_
. Ax = b has a unique solution, (x, y, z) = (d
1
, d
2
, d
3
).
2.
_
_
1 0 d
1
0 1 d
2
0 0 0 1
_
_
,
_
_
1 0 d
1
0 0 1 d
2
0 0 0 1
_
_
or
_
_
1 d
1
0 0 0 1
0 0 0 0
_
_
. Ax = b has no solution for any choice
of , .
3.
_
_
1 0 d
1
0 1 d
2
0 0 0 0
_
_
,
_
_
1 0 d
1
0 0 1 d
2
0 0 0 0
_
_
,
_
_
1 d
1
0 0 0 0
0 0 0 0
_
_
. Ax = b has Infinite number of solu
tions for every choice of , .
Exercise 2.1.33 1. Let Ax = b be a linear system in 2 unknowns. What are the possible choices
for the rowreduced echelon form of the augmented matrix [A b]?
2. Find the rowreduced echelon form of the following matrices:
_
_
0 0 1
1 0 3
3 0 7
_
_
,
_
_
0 1 1 3
0 0 1 3
1 1 0 0
_
_
,
_
_
0 1 1
2 0 3
5 1 0
_
_
,
_
_
1 1 2 3
3 3 3 3
1 1 2 2
1 1 2 2
_
_
.
3. Find all the solutions of the following system of equations using GaussJordan method. No other
method will be accepted.
x + y 2 u + v = 2
z + u + 2 v = 3
v + w = 3
v + 2 w = 5
2.2 Elementary Matrices
In the previous section, we solved a system of linear equations with the help of either the Gauss Elim
ination method or the GaussJordan method. These methods required us to make row operations on
the augmented matrix. Also, we know that (see Section 1.2.1 ) the rowoperations correspond to mul
tiplying a matrix on the left. So, in this section, we try to understand the matrices which helped us
in performing the rowoperations and also use this understanding to get some important results in the
theory of square matrices.
2.2. ELEMENTARY MATRICES 29
Denition 2.2.1 A square matrix E of order n is called an elementary matrix if it is obtained by
applying exactly one row operation to the identity matrix, I
n
.
Remark 2.2.2 Fix a positive integer n. Then the elementary matrices of order n are of three types
and are as follows:
1. E
ij
corresponds to the interchange of the i
th
and the j
th
row of I
n
.
2. For c ,= 0, E
k
(c) is obtained by multiplying the k
th
row of I
n
by c.
3. For c ,= 0, E
ij
(c) is obtained by replacing the j
th
row of I
n
by the j
th
row of I
n
plus c times the
i
th
row of I
n
.
Example 2.2.3 1. In particular, for n = 3 and a real number c ,= 0, one has
E
23
=
_
_
1 0 0
0 0 1
0 1 0
_
_
, E
1
(c) =
_
_
c 0 0
0 1 0
0 0 1
_
_
, and E
32
(c) =
_
_
1 0 0
0 1 c
0 0 1
_
_
.
2. Let A =
_
_
1 2 3 0
2 0 3 4
3 4 5 6
_
_
and B =
_
_
1 2 3 0
3 4 5 6
2 0 3 4
_
_
. Then B is obtained from A by the interchange
of 2
nd
and 3
rd
row. Verify that
E
23
A =
_
_
1 0 0
0 0 1
0 1 0
_
_
_
_
1 2 3 0
2 0 3 4
3 4 5 6
_
_
=
_
_
1 2 3 0
3 4 5 6
2 0 3 4
_
_
= B.
3. Let A =
_
_
0 1 1 2
2 0 3 5
1 1 1 3
_
_
. Then B =
_
_
1 0 0 1
0 1 0 1
0 0 1 1
_
_
is the rowreduced echelon form of A. The
readers are advised to verify that
B = E
32
(1) E
21
(1) E
3
(1/3) E
23
(2) E
23
E
12
(2) E
13
A.
Or equivalently, check that
E
13
A = A
1
=
_
_
1 1 1 3
2 0 3 5
0 1 1 2
_
_
, E
12
(2)A
1
= A
2
=
_
_
1 1 1 3
0 2 1 1
0 1 1 2
_
_
,
E
23
A
2
= A
3
=
_
_
1 1 1 3
0 1 1 2
0 2 1 1
_
_
, E
23
(2)A
3
= A
4
=
_
_
1 1 1 3
0 1 1 2
0 0 3 3
_
_
,
E
3
(1/3)A
4
= A
5
=
_
_
1 1 1 3
0 1 1 2
0 0 1 1
_
_
, E
21
(1)A
5
= A
6
=
_
_
1 0 0 1
0 1 1 2
0 0 1 1
_
_
,
E
32
(1)A
6
= B =
_
_
1 0 0 1
0 1 0 1
0 0 1 1
_
_
.
Remark 2.2.4 Observe the following:
1. The inverse of the elementary matrix E
ij
is the matrix E
ij
itself. That is, E
ij
E
ij
= I = E
ij
E
ij
.
30 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
2. Let c ,= 0. Then the inverse of the elementary matrix E
k
(c) is the matrix E
k
(1/c). That is,
E
k
(c)E
k
(1/c) = I = E
k
(1/c)E
k
(c).
3. Let c ,= 0. Then the inverse of the elementary matrix E
ij
(c) is the matrix E
ij
(c). That is,
E
ij
(c)E
ij
(c) = I = E
ij
(c)E
ij
(c).
That is, all the elementary matrices are invertible and the inverses are also elementary matrices.
4. Suppose the rowreduced echelon form of the augmented matrix [A b] is the matrix [C d]. As row
operations correspond to multiplying on the left with elementary matrices, we can nd elementary
matrices, say E
1
, E
2
, . . . , E
k
, such that
E
k
E
k1
E
2
E
1
[A b] = [C d].
That is, the GaussJordan method (or Gauss Elimination method) is equivalent to multiplying by
a nite number of elementary matrices on the left to [A b].
We are now ready to prove a equivalent statements in the study of invertible matrices.
Theorem 2.2.5 Let A be a square matrix of order n. Then the following statements are equivalent.
1. A is invertible.
2. The homogeneous system Ax = 0 has only the trivial solution.
3. The rowreduced echelon form of A is I
n
.
4. A is a product of elementary matrices.
Proof. 1 = 2
As A is invertible, we have A
1
A = I
n
= AA
1
. Let x
0
be a solution of the homogeneous system
Ax = 0. Then, Ax
0
= 0 and Thus, we see that 0 is the only solution of the homogeneous system
Ax = 0.
2 = 3
Let x
t
= [x
1
, x
2
, . . . , x
n
]. As 0 is the only solution of the linear system Ax = 0, the nal equations
are x
1
= 0, x
2
= 0, . . . , x
n
= 0. These equations can be rewritten as
1 x
1
+ 0 x
2
+ 0 x
3
+ + 0 x
n
= 0
0 x
1
+ 1 x
2
+ 0 x
3
+ + 0 x
n
= 0
0 x
1
+ 0 x
2
+ 1 x
3
+ + 0 x
n
= 0
.
.
. =
.
.
.
0 x
1
+ 0 x
2
+ 0 x
3
+ + 1 x
n
= 0.
That is, the nal system of homogeneous system is given by I
n
x = 0. Or equivalently, the rowreduced
echelon form of the augmented matrix [A 0] is [I
n
0]. That is, the rowreduced echelon form of A is
I
n
.
3 = 4
Suppose that the rowreduced echelon form of A is I
n
. Then using Remark 2.2.4.4, there exist
elementary matrices E
1
, E
2
, . . . , E
k
such that
E
1
E
2
E
k
A = I
n
. (2.2.4)
Now, using Remark 2.2.4, the matrix E
1
j
is an elementary matrix and is the inverse of E
j
for 1 j k.
Therefore, successively multiplying Equation (2.2.4) on the left by E
1
1
, E
1
2
, . . . , E
1
k
, we get
A = E
1
k
E
1
k1
E
1
2
E
1
1
2.2. ELEMENTARY MATRICES 31
and thus A is a product of elementary matrices.
4 = 1
Suppose A = E
1
E
2
E
k
; where the E
i
s are elementary matrices. As the elementary matrices are
invertible (see Remark 2.2.4) and the product of invertible matrices is also invertible, we get the required
result.
As an immediate consequence of Theorem 2.2.5, we have the following important result.
Theorem 2.2.6 Let A be a square matrix of order n.
1. Suppose there exists a matrix C such that CA = I
n
. Then A
1
exists.
2. Suppose there exists a matrix B such that AB = I
n
. Then A
1
exists.
Proof. Suppose there exists a matrix C such that CA = I
n
. Let x
0
be a solution of the homogeneous
system Ax = 0. Then Ax
0
= 0 and
x
0
= I
n
x
0
= (CA)x
0
= C(Ax
0
) = C0 = 0.
That is, the homogeneous system Ax = 0 has only the trivial solution. Hence, using Theorem 2.2.5, the
matrix A is invertible.
Using the rst part, it is clear that the matrix B in the second part, is invertible. Hence
AB = I
n
= BA.
Thus, A is invertible as well.
Remark 2.2.7 Theorem 2.2.6 implies the following:
1. if we want to show that a square matrix A of order n is invertible, it is enough to show the
existence of
(a) either a matrix B such that AB = I
n
(b) or a matrix C such that CA = I
n
.
2. Let A be an invertible matrix of order n. Suppose there exist elementary matrices E
1
, E
2
, . . . , E
k
such that E
1
E
2
E
k
A = I
n
. Then A
1
= E
1
E
2
E
k
.
Remark 2.2.7 gives the following method of computing the inverse of a matrix.
Summary: Let A be an nn matrix. Apply the GaussJordan method to the matrix [A I
n
]. Suppose
the rowreduced echelon form of the matrix [A I
n
] is [B C]. If B = I
n
, then A
1
= C or else A is not
invertible.
Example 2.2.8 Find the inverse of the matrix
_
_
0 0 1
0 1 1
1 1 1
_
_
using the GaussJordan method.
Solution: let us apply the GaussJordan method to the matrix
_
_
0 0 1 1 0 0
0 1 1 0 1 0
1 1 1 0 0 1
_
_
.
1.
_
_
0 0 1 1 0 0
0 1 1 0 1 0
1 1 1 0 0 1
_
_
R
13
_
_
1 1 1 0 0 1
0 1 1 0 1 0
0 0 1 1 0 0
_
_
32 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
2.
_
_
1 1 1 0 0 1
0 1 1 0 1 0
0 0 1 1 0 0
_
_
R
31
(1)
R
32
(1)
_
_
1 1 0 1 0 1
0 1 0 1 1 0
0 0 1 1 0 0
_
_
3.
_
_
1 1 0 1 0 1
0 1 0 1 1 0
0 0 1 1 0 0
_
_
R
21
(1)
_
_
1 0 0 0 1 1
0 1 0 1 1 0
0 0 1 1 0 0
_
_
.
Thus, the inverse of the given matrix is
_
_
0 1 1
1 1 0
1 0 0
_
_
.
Exercise 2.2.9 1. Find the inverse of the following matrices using the GaussJordan method.
(i)
_
_
1 2 3
1 3 2
2 4 7
_
_
, (ii)
_
_
1 3 3
2 3 2
2 4 7
_
_
, (iii)
_
_
2 1 1
1 2 1
1 1 2
_
_
, (iv)
_
_
0 0 2
0 2 1
2 1 1
_
_
.
2. Which of the following matrices are elementary?
_
_
2 0 1
0 1 0
0 0 1
_
_
,
_
_
1
2
0 0
0 1 0
0 0 1
_
_
,
_
_
1 1 0
0 1 0
0 0 1
_
_
,
_
_
1 0 0
5 1 0
0 0 1
_
_
,
_
_
0 0 1
0 1 0
1 0 0
_
_
,
_
_
0 0 1
1 0 0
0 1 0
_
_
.
3. Let A =
_
2 1
1 2
_
. Find the elementary matrices E
1
, E
2
, E
3
and E
4
such that E
4
E
3
E
2
E
1
A = I
2
.
4. Let B =
_
_
1 1 1
0 1 1
0 0 3
_
_
. Determine elementary matrices E
1
, E
2
and E
3
such that E
3
E
2
E
1
B = I
3
.
5. In Exercise 2.2.9.3, let C = E
4
E
3
E
2
E
1
. Then check that AC = I
2
.
6. In Exercise 2.2.9.4, let C = E
3
E
2
E
1
. Then check that BC = I
3
.
7. Find the inverse of the three matrices given in Example 2.2.3.3.
8. Show that a triangular matrix A is invertible if and only if each diagonal entry of A is nonzero.
9. Let A be a 1 2 matrix and B be a 2 1 matrix having positive entries. Which of BA or AB is
invertible? Give reasons.
10. Let A be an n m matrix and B be an mn matrix. Prove that
(a) the matrix I BA is invertible if and only if the matrix I AB is invertible [Hint: Use
Theorem 2.2.5.2].
(b) (I BA)
1
= I +B(I AB)
1
A whenever I AB is invertible.
(c) (I BA)
1
B = B(I AB)
1
whenever I AB is invertible.
(d) (A
1
+B
1
)
1
= A(A +B)
1
B whenever A, B and A +B are all invertible.
We end this section by giving two more equivalent conditions for a matrix to be invertible.
Theorem 2.2.10 The following statements are equivalent for an n n matrix A.
1. A is invertible.
2. The system Ax = b has a unique solution for every b.
2.3. RANK OF A MATRIX 33
3. The system Ax = b is consistent for every b.
Proof. 1 = 2
Observe that x
0
= A
1
b is the unique solution of the system Ax = b.
2 = 3
The system Ax = b has a solution and hence by denition, the system is consistent.
3 = 1
For 1 i n, dene e
i
= (0, . . . , 0, 1
..
i
th position
, 0, . . . , 0)
t
, and consider the linear system Ax = e
i
.
By assumption, this system has a solution, say x
i
, for each i, 1 i n. Dene a matrix B =
[x
1
, x
2
, . . . , x
n
]. That is, the i
th
column of B is the solution of the system Ax = e
i
. Then
AB = A[x
1
, x
2
. . . , x
n
] = [Ax
1
, Ax
2
. . . , Ax
n
] = [e
1
, e
2
. . . , e
n
] = I
n
.
Therefore, by Theorem 2.2.6, the matrix A is invertible.
We now state another important result whose proof is immediate from Theorem 2.2.10 and Theo
rem 2.2.5 and hence the proof is omitted.
Theorem 2.2.11 Let A be an nn matrix. Then the two statements given below cannot hold together.
1. The system Ax = b has a unique solution for every b.
2. The system Ax = 0 has a nontrivial solution.
Exercise 2.2.12 1. Let A and B be two square matrices of the same order such that B = PA. Prove
that A is invertible if and only if B is invertible.
2. Let A and B be two mn matrices. Then prove that the two matrices A, B are rowequivalent if
and only if B = PA, where P is product of elementary matrices. When is this P unique?
3. Let b
t
= [1, 2, 1, 2]. Suppose A is a 4 4 matrix such that the linear system Ax = b has no
solution. Mark each of the statements given below as true or false?
(a) The homogeneous system Ax = 0 has only the trivial solution.
(b) The matrix A is invertible.
(c) Let c
t
= [1, 2, 1, 2]. Then the system Ax = c has no solution.
(d) Let B be the rowreduced echelon form of A. Then
i. the fourth row of B is [0, 0, 0, 0].
ii. the fourth row of B is [0, 0, 0, 1].
iii. the third row of B is necessarily of the form [0, 0, 0, 0].
iv. the third row of B is necessarily of the form [0, 0, 0, 1].
v. the third row of B is necessarily of the form [0, 0, 1, ], where is any real number.
2.3 Rank of a Matrix
In the previous section, we gave a few equivalent conditions for a square matrix to be invertible. We also
used the GaussJordan method and the elementary matrices to compute the inverse of a square matrix
A. In this section and the subsequent sections, we will mostly be concerned with mn matrices.
Let A by an mn matrix. Suppose that C is the rowreduced echelon form of A. Then the matrix
C is unique (see Theorem 2.1.30). Hence, we use the matrix C to dene the rank of the matrix A.
34 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Denition 2.3.1 (Row Rank of a Matrix) Let C be the rowreduced echelon form of a matrix A.
The number of nonzero rows in C is called the rowrank of A.
For a matrix A, we write rowrank (A) to denote the rowrank of A. By the very denition, it is clear
that rowequivalent matrices have the same rowrank. Thus, the number of nonzero rows in either the
row echelon form or the rowreduced echelon form of a matrix are equal. Therefore, we just need to get
the row echelon form of the matrix to know its rank.
Example 2.3.2 1. Determine the rowrank of A =
_
_
1 2 1 1
2 3 1 2
1 1 2 1
_
_
.
Solution: The rowreduced echelon form of A is obtained as follows:
_
_
1 2 1 1
2 3 1 2
1 1 2 1
_
_
_
_
1 2 1 1
0 1 1 0
0 1 1 0
_
_
_
_
1 2 1 1
0 1 1 0
0 0 2 0
_
_
_
_
1 0 0 1
0 1 0 0
0 0 1 0
_
_
.
The nal matrix has 3 nonzero rows. Thus rowrank(A) = 3. This also follows from the third
matrix.
2. Determine the rowrank of A =
_
_
1 2 1 1 1
2 3 1 2 2
1 1 0 1 1
_
_
.
Solution: rowrank(A) = 2 as one has the following:
_
_
1 2 1 1 1
2 3 1 2 2
1 1 0 1 1
_
_
_
_
1 2 1 1 1
0 1 1 0 0
0 1 1 0 0
_
_
_
_
1 2 1 1 1
0 1 1 0 0
0 0 0 0 0
_
_
.
The following remark related to the augmented matrix is immediate as computing the rank only
involves the row operations (also see Remark 2.1.29).
Remark 2.3.3 Let Ax = b be a linear system with m equations in n unknowns. Then the rowreduced
echelon form of A agrees with the rst n columns of [A b], and hence
rowrank(A) rowrank([A b]).
Now, consider an m n matrix A and an elementary matrix E of order n. Then the product AE
corresponds to applying column transformation on the matrix A. Therefore, for each elementary matrix,
there is a corresponding column transformation as well. We summarize these ideas as follows.
Denition 2.3.4 The column transformations obtained by right multiplication of elementary matrices
are called column operations.
Example 2.3.5 Let A =
_
_
1 2 3 1
2 0 3 2
3 4 5 3
_
_
. Then
A
_
_
1 0 0 0
0 0 1 0
0 1 0 0
0 0 0 1
_
_
=
_
_
1 3 2 1
2 3 0 2
3 5 4 3
_
_
and A
_
_
1 0 0 1
0 1 0 0
0 0 1 0
0 0 0 1
_
_
=
_
_
1 2 3 0
2 0 3 0
3 4 5 0
_
_
.
Remark 2.3.6 After application of a nite number of elementary column operations (see Denition 2.3.4)
to a matrix A, we can obtain a matrix B having the following properties:
2.3. RANK OF A MATRIX 35
1. The rst nonzero entry in each column is 1, called the leading term.
2. Column(s) containing only 0s comes after all columns with at least one nonzero entry.
3. The rst nonzero entry (the leading term) in each nonzero column moves down in successive
columns.
We dene columnrank of A as the number of nonzero columns in B.
It will be proved later that rowrank(A) = columnrank(A). Thus we are led to the following deni
tion.
Denition 2.3.7 The number of nonzero rows in the rowreduced echelon form of a matrix A is called
the rank of A, denoted rank(A).
we are now ready to prove a few results associated with the rank of a matrix.
Theorem 2.3.8 Let A be a matrix of rank r. Then there exist a nite number of elementary matrices
E
1
, E
2
, . . . , E
s
and F
1
, F
2
, . . . , F
such that
E
1
E
2
. . . E
s
A F
1
F
2
. . . F
=
_
I
r
0
0 0
_
.
Proof. Let C be the rowreduced echelon matrix of A. As rank(A) = r, the rst r rows of C are
nonzero rows. So by Theorem 2.1.22, C will have r leading columns, say i
1
, i
2
, . . . , i
r
. Note that, for
1 s r, the i
th
s
column will have 1 in the s
th
row and zero, elsewhere.
We now apply column operations to the matrix C. Let D be the matrix obtained from C by succes
sively interchanging the s
th
and i
th
s
column of C for 1 s r. Then D has the form
_
I
r
B
0 0
_
, where
B is a matrix of an appropriate size. As the (1, 1) block of D is an identity matrix, the block (1, 2) can
be made the zero matrix by application of column operations to D. This gives the required result.
The next result is a corollary of Theorem 2.3.8. It gives the solution set of a homogeneous system
Ax = 0. One can also obtain this result as a particular case of Corollary 2.1.23.2 as by denition
rank(A) m, the number of rows of A.
Corollary 2.3.9 Let A be an m n matrix. Suppose rank(A) = r < n. Then Ax = 0 has innite
number of solutions. In particular, Ax = 0 has a nontrivial solution.
Proof. By Theorem 2.3.8, there exist elementary matrices E
1
, . . . , E
s
and F
1
, . . . , F
such that
E
1
E
2
E
s
A F
1
F
2
F
=
_
I
r
0
0 0
_
. Dene P = E
1
E
2
E
s
and Q = F
1
F
2
F
,
where C is a matrix of size mr. Let Q
1
, Q
2
, . . . , Q
n
be the columns of the matrix Q. Then check that
AQ
i
= 0 for i = r + 1, . . . , n. Hence, the required results follows (use Theorem 2.1.5).
Exercise 2.3.10 1. Determine ranks of the coecient and the augmented matrices that appear in
Exercise 2.1.25.2.
2. Let P and Q be invertible matrices such that the matrix product PAQ is dened. Prove that
rank(PAQ) = rank(A).
3. Let A =
_
2 4 8
1 3 2
_
and B =
_
1 0 0
0 1 0
_
. Find P and Q such that B = PAQ.
36 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
4. Let A and B be two matrices. Prove that
(a) if A +B is dened, then rank(A +B) rank(A) + rank(B),
(b) if AB is dened, then rank(AB) rank(A) and rank(AB) rank(B).
5. Let A be a matrix of rank r. Then prove that there exists invertible matrices B
i
, C
i
such that
B
1
A =
_
R
1
R
2
0 0
_
, AC
1
=
_
S
1
0
S
3
0
_
, B
2
AC
2
=
_
A
1
0
0 0
_
and B
3
AC
3
=
_
I
r
0
0 0
_
, where the
(1, 1) block of each matrix is of size r r. Also, prove that A
1
is an invertible matrix.
6. Let A be an mn matrix of rank r. Then prove that A can be written as A = BC, where both B
and C have rank r and B is of size mr and C is of size r n.
7. Let A and B be two matrices such that AB is dened and rank(A) = rank(AB). Then prove
that A = ABX for some matrix X. Similarly, if BA is dened and rank (A) = rank (BA), then
A = Y BA for some matrix Y. [Hint: Choose invertible matrices P, Q satisfying PAQ =
A1 0
0 0
,
P(AB) = (PAQ)(Q
1
B) =
A2 A3
0 0
C 0
0 0
.
Dene X = R
C
1
A1 0
0 0
Q
1
.]
8. Suppose the matrices B and C are invertible and the involved partitioned products are dened,
then prove that
_
A B
C 0
_1
=
_
0 C
1
B
1
B
1
AC
1
_
.
9. Suppose A
1
= B with A =
_
A
11
A
12
A
21
A
22
_
and B =
_
B
11
B
12
B
21
B
22
_
. Also, assume that A
11
is invertible
and dene P = A
22
A
21
A
1
11
A
12
. Then prove that
(a) A is rowequivalent to the matrix
_
A
11
A
12
0 A
22
A
21
A
1
11
A
12
_
,
(b) P is invertible and B =
_
A
1
11
+ (A
1
11
A
12
)P
1
(A
21
A
1
11
) (A
1
11
A
12
)P
1
P
1
(A
21
A
1
11
) P
1
_
.
We end this section by giving another equivalent condition for a square matrix to be invertible. To
do so, we need the following denition.
Denition 2.3.11 A n n matrix A is said to be of full rank if rank(A) = n.
Theorem 2.3.12 Let A be a square matrix of order n. Then the following statements are equivalent.
1. A is invertible.
2. A has full rank.
3. The rowreduced form of A is I
n
.
Proof. 1 = 2
Let if possible rank(A) = r < n. Then there exists an invertible matrix P (a product of elementary
matrices) such that PA =
_
B
1
B
2
0 0
_
, where B
1
is an rr matrix. Since A is invertible, let A
1
=
_
C
1
C
2
_
,
where C
1
is an r n matrix. Then
P = PI
n
= P(AA
1
) = (PA)A
1
=
_
B
1
B
2
0 0
_ _
C
1
C
2
_
=
_
B
1
C
1
+B
2
C
2
0
_
.
2.4. EXISTENCE OF SOLUTION OF AX = B 37
Thus, P has n r rows consisting of only zeros. Hence, P cannot be invertible. A contradiction. Thus,
A is of full rank.
2 = 3
Suppose A is of full rank. This implies, the rowreduced echelon form of A has all nonzero rows.
But A has as many columns as rows and therefore, the last row of the rowreduced echelon form of A
is [0, 0, . . . , 0, 1]. Hence, the rowreduced echelon form of A is I
n
.
3 = 1
Using Theorem 2.2.5.3, the required result follows.
2.4 Existence of Solution of Ax = b
In Section 2.2, we studied the system of linear equations in which the matrix A was a square matrix. We
will now use the rank of a matrix to study the system of linear equations even when A is not a square
matrix. Before proceeding with our main result, we give an example for motivation and observations.
Based on these observations, we will arrive at a better understanding, related to the existence and
uniqueness results for the linear system Ax = b.
Consider a linear system Ax = b. Suppose the application of the GaussJordan method has reduced
the augmented matrix [A b] to
[C d] =
_
_
1 0 2 1 0 0 2 8
0 1 1 3 0 0 5 1
0 0 0 0 1 0 1 2
0 0 0 0 0 1 1 4
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
_
_
.
Then to get the solution set, we observe the following.
Observations:
1. The number of nonzero rows in C is 4. This number is also equal to the number of nonzero rows
in [C d]. So, there are 4 leading columns/basic variables.
2. The leading terms appear in columns 1, 2, 5 and 6. Thus, the respective variables x
1
, x
2
, x
5
and x
6
are the basic variables.
3. The remaining variables, x
3
, x
4
and x
7
are free variables.
Hence, the solution set is given by
_
_
x
1
x
2
x
3
x
4
x
5
x
6
x
7
_
_
=
_
_
8 2x
3
+x
4
2x
7
1 x
3
3x
4
5x
7
x
3
x
4
2 +x
7
4 x
7
x
7
_
_
=
_
_
8
1
0
0
2
4
0
_
_
+x
3
_
_
2
1
1
0
0
0
0
_
_
+x
4
_
_
1
3
0
1
0
0
0
_
_
+x
7
_
_
2
5
0
0
1
1
1
_
_
,
where x
3
, x
4
and x
7
are arbitrary.
38 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Let x
0
=
_
_
8
1
0
0
2
4
0
_
_
, u
1
=
_
_
2
1
1
0
0
0
0
_
_
, u
2
=
_
_
1
3
0
1
0
0
0
_
_
and u
3
=
_
_
2
5
0
0
1
1
1
_
_
.
Then it can be easily veried that Cx
0
= d, and for 1 i 3, Cu
i
= 0. Hence, it follows that Ax
0
= d,
and for 1 i 3, Au
i
= 0.
A similar idea is used in the proof of the next theorem and is omitted. The proof appears on page 71
as Theorem 3.3.26.
Theorem 2.4.1 (Existence/NonExistence Result) Consider a linear system Ax = b, where A is
an mn matrix, and x, b are vectors of orders n 1, and m1, respectively. Suppose rank (A) = r
and rank([A b]) = r
a
. Then exactly one of the following statement holds:
1. If r < r
a
, the linear system has no solution.
2. if r
a
= r, then the linear system is consistent. Furthermore,
(a) if r = n then the solution set contains a unique vector x
0
satisfying Ax
0
= b.
(b) if r < n then the solution set has the form
x
0
+k
1
u
1
+k
2
u
2
+ +k
nr
u
nr
: k
i
R, 1 i n r,
where Ax
0
= b and Au
i
= 0 for 1 i n r.
Remark 2.4.2 Let A be an mn matrix. Then Theorem 2.4.1 implies that
1. the linear system Ax = b is consistent if and only if rank(A) = rank([A b]).
2. the vectors u
i
, for 1 i n r, correspond to each of the free variables.
Exercise 2.4.3 In the introduction, we gave 3 gures (see Figure 2) to show the cases that arise in the
Euclidean plane (2 equations in 2 unknowns). It is well known that in the case of Euclidean space (3
equations in 3 unknowns), there
1. is a gure to indicate the system has a unique solution.
2. are 4 distinct gures to indicate the system has no solution.
3. are 3 distinct gures to indicate the system has innite number of solutions.
Determine all the gures.
2.5 Determinant
In this section, we associate a number with each square matrix. To do so, we start with the following
notation. Let A be an nn matrix. Then for each positive integers
i
s 1 i k and
j
s for 1 j ,
we write A(
1
, . . . ,
k
1
, . . . ,
j=1
(1)
1+j
a
1j
det
_
A(1[j)
_
, otherwise.
Example 2.5.3 1. Let A = [2]. Then det(A) = [A[ = 2.
2. Let A =
_
a b
c d
_
. Then, det(A) = [A[ = a
A(1[1)
A(1[2)
1 2
3 5
= 1 5 2 3 = 1.
3. Let A =
_
_
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33
_
_
. Then,
det(A) = [A[ = a
11
det(A(1[1)) a
12
det(A(1[2)) +a
13
det(A(1[3))
= a
11
a
22
a
23
a
32
a
33
a
12
a
21
a
23
a
31
a
33
+a
13
a
21
a
22
a
31
a
32
= a
11
(a
22
a
33
a
23
a
32
) a
12
(a
21
a
33
a
31
a
23
)
+a
13
(a
21
a
32
a
31
a
22
) (2.5.1)
Let A =
_
_
1 2 3
2 3 1
1 2 2
_
_
. Then [A[ = 1
3 1
2 2
2 1
1 2
+ 3
2 3
1 2
= 4 2(3) + 3(1) = 1.
Exercise 2.5.4 Find the determinant of the following matrices.
i)
_
_
1 2 7 8
0 4 3 2
0 0 2 3
0 0 0 5
_
_
, ii)
_
_
3 0 0 1
0 2 0 5
6 7 1 0
3 2 0 6
_
_
, iii)
_
_
1 a a
2
1 b b
2
1 c c
2
_
_
.
Denition 2.5.5 (Singular, NonSingular) A matrix A is said to be a singular if det(A) = 0. It
is called nonsingular if det(A) ,= 0.
We omit the proof of the next theorem that relates the determinant of a square matrix with row
operations. The interested reader is advised to go through Appendix 7.2.
Theorem 2.5.6 Let A be an n n matrix. If
1. B is obtained from A by interchanging two rows then det(B) = det(A),
2. B is obtained from A by multiplying a row by c then det(B) = c det(A),
3. B is obtained from A by replacing the jth row by jth row plus c times the ith row, where i ,= j
then det(B) = det(A),
40 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
4. all the elements of one row or column of A are 0 then det(A) = 0,
5. two rows of A are equal then det(A) = 0.
6. A is a triangular matrix then det(A) is product of diagonal entries.
Since det(I
n
) = 1, where I
n
is the nn identity matrix, the following remark gives the determinant
of the elementary matrices. The proof is omitted as it is a direct application of Theorem 2.5.6.
Remark 2.5.7 Fix a positive integer n. Then
1. det(E
ij
) = 1, where E
ij
corresponds to the interchange of the i
th
and the j
th
row of I
n
.
2. For c ,= 0, det(E
k
(c)) = c, where E
k
(c) is obtained by multiplying the k
th
row of I
n
by c.
3. For c ,= 0, det(E
ij
(c)) = 1, where E
ij
(c) is obtained by replacing the j
th
row of I
n
by the j
th
row
of I
n
plus c times the i
th
row of I
n
.
Remark 2.5.8 Theorem 2.5.6.1 implies that one can also calculate the determinant by expanding along
any row. Hence, the computation of determinant using the kth row for 1 k n is given by
det(A) =
n
j=1
(1)
k+j
a
kj
det
_
A(k[j)
_
.
Example 2.5.9 1. Let A =
_
_
2 2 6
1 3 2
1 1 2
_
_
. Determine det(A).
Solution: Check that
2 2 6
1 3 2
1 1 2
R
1
(2)
1 1 3
1 3 2
1 1 2
R
21
(1)
R
31
(1)
1 1 3
0 2 1
0 0 1
_
2 2 6 8
1 1 2 4
1 3 2 6
3 3 5 8
_
_
. Determine det(A).
Solution: The successive application of row operations R
1
(2), R
21
(1), R
31
(1), R
41
(3), R
23
and R
34
(4) and the application of Theorem 2.5.6 implies
det(A) = 2 (1)
1 1 3 4
0 2 1 2
0 0 1 0
0 0 0 4
= 16.
Observe that the row operation R
1
(2) gives 2 as the rst product and the row operation R
23
gives
1 as the second product.
Remark 2.5.10 1. Let u
t
= (u
1
, u
2
) and v
t
= (v
1
, v
2
) be two vectors in R
2
. Consider the parallelo
gram on vertices P = (0, 0)
t
, Q = u, R = u +v and S = v (see Figure 3). Then Area (PQRS) =
[u
1
v
2
u
2
v
1
[, the absolute value of
u
1
u
2
v
1
v
2
.
2.5. DETERMINANT 41
P
Q
S
R
T
u
v
w
u v
1
_
u v
(u)(v)
_
2
=
_
(u)
2
+(v)
2
(u v)
2
=
_
(u
1
v
2
u
2
v
1
)
2
= [u
1
v
2
u
2
v
1
[.
That is, in R
2
, the determinant is times the area of the parallelogram.
2. Consider Figure 3 again. Let u
t
= (u
1
, u
2
, u
3
), v
t
= (v
1
, v
2
, v
3
) and w
t
= (w
1
, w
2
, w
3
) be three
vectors in R
3
. Then u v = u
1
v
1
+u
2
v
2
+u
3
v
3
and the cross product of u and v, denoted u v,
equals
u v = (u
2
v
3
u
3
v
2
, u
3
v
1
u
1
v
3
, u
1
v
2
u
2
v
1
).
The vector u v is perpendicular to the plane containing both u and v. Note that if u
3
= v
3
= 0,
then we can think of u and v as vectors in the XY plane and in this case (uv) = [u
1
v
2
u
2
v
1
[ =
Area(PQRS). Hence, if is the angle between the vector w and the vector u v, then
volume (P) = Area(PQRS) height = [w (u v)[ =
w
1
w
2
w
3
u
1
u
2
u
3
v
1
v
2
v
3
.
In general, for any n n matrix A, it can be proved that [ det(A)[ is indeed equal to the volume of
the ndimensional parallelepiped. The actual proof is beyond the scope of this book.
Exercise 2.5.11 In each of the questions given below, use Theorem 2.5.6 to arrive at your answer.
1. Let A =
_
_
a b c
e f g
h j
_
_
, B =
_
_
a b c
e f g
h j
_
_
and C =
_
_
a b a +b +c
e f e +f +g
h j h +j +
_
_
for some complex num
bers and . Prove that det(B) = det(A) and det(C) = det(A).
2. Let A =
_
_
1 3 2
2 3 1
1 5 3
_
_
and B =
_
_
1 1 0
1 0 1
0 1 1
_
_
. Prove that 3 divides det(A) and det(B) = 0.
2.5.1 Adjoint of a Matrix
Denition 2.5.12 (Minor, Cofactor of a Matrix) The number det (A(i[j)) is called the (i, j)
th
mi
nor of A. We write A
ij
= det (A(i[j)) . The (i, j)
th
cofactor of A, denoted C
ij
, is the number (1)
i+j
A
ij
.
42 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Denition 2.5.13 (Adjoint of a Matrix) Let A be an n n matrix. The matrix B = [b
ij
] with
b
ij
= C
ji
, for 1 i, j n is called the Adjoint of A, denoted Adj(A).
Example 2.5.14 Let A =
_
_
1 2 3
2 3 1
1 2 2
_
_
. Then Adj(A) =
_
_
4 2 7
3 1 5
1 0 1
_
_
as
C
11
= (1)
1+1
A
11
= 4, C
21
= (1)
2+1
A
21
= 2, . . . , C
33
= (1)
3+3
A
33
= 1.
Theorem 2.5.15 Let A be an n n matrix. Then
1. for 1 i n,
n
j=1
a
ij
C
ij
=
n
j=1
a
ij
(1)
i+j
A
ij
= det(A),
2. for i ,= ,
n
j=1
a
ij
C
j
=
n
j=1
a
ij
(1)
+j
A
j
= 0, and
3. A(Adj(A)) = det(A)I
n
. Thus,
whenever det(A) ,= 0 one has A
1
=
1
det(A)
Adj(A). (2.5.2)
Proof. Part 1: It directly follows from Remark 2.5.8 and the denition of the cofactor.
Part 2: Fix positive integers i, with 1 i ,= n. And let B = [b
ij
] be a square matrix whose
th
row equals the i
th
row of A and the remaining rows of B are the same as that of A.
Then by construction, the i
th
and
th
rows of B are equal. Thus, by Theorem 2.5.6.5, det(B) = 0.
As A([j) = B([j) for 1 j n, using Remark 2.5.8, we have
0 = det(B) =
n
j=1
(1)
+j
b
j
det
_
B([j)
_
=
n
j=1
(1)
+j
a
ij
det
_
B([j)
_
=
n
j=1
(1)
+j
a
ij
det
_
A([j)
_
=
n
j=1
a
ij
C
j
. (2.5.3)
This completes the proof of Part 2.
Part 3:, Using Equation (2.5.3) and Remark 2.5.8, observe that
_
A
_
Adj(A)
_
_
ij
=
n
k=1
a
ik
_
Adj(A)
_
kj
=
n
k=1
a
ik
C
jk
=
_
0, if i ,= j,
det(A), if i = j.
Thus, A(Adj(A)) = det(A)I
n
. Therefore, if det(A) ,= 0 then A
_
1
det(A)
Adj(A)
_
= I
n
. Hence, by
Theorem 2.2.6,
A
1
=
1
det(A)
Adj(A).
i=1
a
ij
C
ik
=
_
det(A), if j = k,
0, if j ,= k.
The next result gives another equivalent condition for a square matrix to be invertible.
Theorem 2.5.18 A square matrix A is nonsingular if and only if A is invertible.
Proof. Let A be nonsingular. Then det(A) ,= 0 and hence A
1
=
1
det(A)
Adj(A) as .
Now, let us assume that A is invertible. Then, using Theorem 2.2.5, A = E
1
E
2
E
k
, a product of
elementary matrices. Also, by Remark 2.5.7, det(E
i
) ,= 0 for each i, 1 i k. Thus, by a repeated
application of the rst three parts of Theorem 2.5.6 gives det(A) ,= 0. Hence, the required result follows.
We are now ready to prove a very important result that related the determinant of product of two
matrices with their determinants.
Theorem 2.5.19 Let A and B be square matrices of order n. Then
det(AB) = det(A) det(B) = det(BA).
Proof. Step 1. Let A be nonsingular. Then by Theorem 2.5.15.3, A is invertible. Hence, using
Theorem 2.2.5, A = E
1
E
2
E
k
, a product of elementary matrices. Then a repeated application of the
rst three parts of Theorem 2.5.6 gives
det(AB) = det(E
1
E
2
E
k
B) = det(E
1
) det(E
2
E
k
B)
= det(E
1
) det(E
2
) det(E
3
E
k
B)
= det(E
1
E
2
) det(E
3
) det(E
4
E
k
B)
=
.
.
.
= det(E
1
E
2
E
k
) det(B) = det(A) det(B).
Thus, if A is nonsingular then det(AB) = det(A) det(B). This will be used in the second step.
Step 2. Let A be singular. Then using Theorem 2.5.18 A is not invertible. Hence, there exists an
invertible matrix P such that PA = C, where C =
_
C
1
0
_
. So, A = P
1
C and therefore
det(AB) = det((P
1
C)B) = det(P
1
(CB)) = det
_
P
1
_
C
1
B
0
__
= det(P
1
) det
__
C
1
B
0
__
as P
1
is nonsingular
= det(P) 0 = 0 = 0 det(B) = det(A) det(B).
Thus, the proof of the theorem is complete.
The next result relates the determinant of a matrix with the determinant of its transpose. As an
application of this result, determinant can be computed by expanding along any column as well.
Theorem 2.5.20 Let A be a square matrix. Then det(A) = det(A
t
).
Proof. If A is a nonsingular, Corollary 2.5.17 gives det(A) = det(A
t
).
If A is singular, then by Theorem 2.5.18, A is not invertible. Therefore, A
t
is also not invertible (as
A
t
is invertible implies A
1
=
_
(A
t
)
1
_
t
)). Thus, using Theorem 2.5.18 again, det(A
t
) = 0 = det(A).
Hence the required result follows.
44 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
2.5.2 Cramers Rule
Let A be a square matrix. Then using Theorem 2.2.10 and Theorem 2.5.18, one has the following result.
Theorem 2.5.21 Let A be a square matrix. Then the following statements are equivalent:
1. A is invertible.
2. T he linear system Ax = b has a unique solution for every b.
3. det(A) ,= 0.
Thus, Ax = b has a unique solution for every b if and only if det(A) ,= 0. The next theorem gives a
direct method of nding the solution of the linear system Ax = b when det(A) ,= 0.
Theorem 2.5.22 (Cramers Rule) Let A be an nn matrix. If det(A) ,= 0 then the unique solution
of the linear system Ax = b is
x
j
=
det(A
j
)
det(A)
, for j = 1, 2, . . . , n,
where A
j
is the matrix obtained from A by replacing the jth column of A by the column vector b.
Proof. Since det(A) ,= 0, A
1
=
1
det(A)
Adj(A). Thus, the linear system Ax = b has the solution
x =
1
det(A)
Adj(A)b. Hence x
j
, the jth coordinate of x is given by
x
j
=
b
1
C
1j
+b
2
C
2j
+ +b
n
C
nj
det(A)
=
det(A
j
)
det(A)
.
In Theorem 2.5.22 A
1
=
_
_
b
1
a
12
a
1n
b
2
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
b
n
a
n2
a
nn
_
_
, A
2
=
_
_
a
11
b
1
a
13
a
1n
a
21
b
2
a
23
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
b
n
a
n3
a
nn
_
_
and so on till
A
n
=
_
_
a
11
a
1n1
b
1
a
12
a
2n1
b
2
.
.
.
.
.
.
.
.
.
.
.
.
a
1n
a
nn1
b
n
_
_
.
Example 2.5.23 Solve Ax = b using Cramers rule, where A =
_
_
1 2 3
2 3 1
1 2 2
_
_
and b =
_
_
1
1
1
_
_
.
Solution: Check that det(A) = 1 and x
t
= (1, 1, 0) as
x
1
=
1 2 3
1 3 1
1 2 2
= 1, x
2
=
1 1 3
2 1 1
1 1 2
= 1, and x
3
=
1 2 1
2 3 1
1 2 1
= 0.
2.6. MISCELLANEOUS EXERCISES 45
2.6 Miscellaneous Exercises
Exercise 2.6.1 1. Let A be an orthogonal matrix. Prove that det A = 1.
2. Prove that every 2 2 matrix A satisfying tr(A) = 0 and det(A) = 0 is a nilpotent matrix.
3. Let A and B be two nonsingular matrices. Are the matrices A + B and A B nonsingular?
Justify your answer.
4. Let A be an n n matrix. Prove that the following statements are equivalent:
(a) A is not invertible.
(b) rank(A) ,= n.
(c) det(A) = 0.
(d) A is not rowequivalent to I
n
.
(e) The homogeneous system Ax = 0 has a nontrivial solution.
(f ) The system Ax = b is either inconsistent or it is consistent and in this case it has an innite
number of solutions.
(g) A is not a product of elementary matrices.
5. For what value(s) of does the following systems have nontrivial solutions? Also, for each value
of , determine a nontrivial solution.
(a) ( 2)x +y = 0, x + ( + 2)y = 0.
(b) x + 3y = 0, ( + 6)y = 0.
6. Let x
1
, x
2
, . . . , x
n
be xed reals numbers and dene A = [a
ij
]
nn
with a
ij
= x
j1
i
. Prove that
det(A) =
1i<jn
(x
j
x
i
). This matrix is usually called the Vander monde matrix.
7. Let A = [a
ij
]
nn
with a
ij
= maxi, j. Prove that det A = (1)
n1
n.
8. Let A = [a
ij
]
nn
with a
ij
=
1
i+j1
. Using induction, prove that A is invertible. This matrix is
commonly known as the Hilbert matrix.
9. Solve the following system of equations by Cramers rule.
i) x +y +z w = 1, x +y z +w = 2, 2x +y +z w = 7, x +y +z +w = 3.
ii) x y +z w = 1, x +y z +w = 2, 2x +y z w = 7, x y z +w = 3.
10. Suppose A = [a
ij
] and B = [b
ij
] are two n n matrices with b
ij
= p
ij
a
ij
for 1 i, j n for
some nonzero p R. Then compute det(B) in terms of det(A).
11. The position of an element a
ij
of a determinant is called even or odd according as i +j is even or
odd. Show that
(a) If all the entries in odd positions are multiplied with 1 then the value of the determinant
doesnt change.
(b) If all entries in even positions are multiplied with 1 then the determinant
i. does not change if the matrix is of even order.
ii. is multiplied by 1 if the matrix is of odd order.
12. Let A be a Hermitian (A
= A
t
) matrix. Prove that det A is a real number.
13. Let A be an n n matrix. Then A is invertible if and only if Adj(A) is invertible.
46 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
14. Let A and B be invertible matrices. Prove that Adj(AB) = Adj(B)Adj(A).
15. Let P =
_
A B
C D
_
be a rectangular matrix with A a square matrix of order n and [A[ ,= 0. Then
show that rank (P) = n if and only if D = CA
1
B.
2.7 Summary
In this chapter, we started with a system of linear equations Ax = b and related it to the augmented
matrix [A [b]. We applied row operations to [A [b] to get its row echelon form and the rowreduced
echelon forms. Depending on the row echelon matrix, say [C [d], thus obtained, we had the following
result:
1. If [C [d] has a row of the form [0 [1] then the linear system Ax = b has not solution.
2. Suppose [C [d] does not have any row of the form [0 [1] then the linear system Ax = b has at
least one solution.
(a) If the number of leading terms equals the number of unknowns then the system Ax = b has
a unique solution.
(b) If the number of leading terms is less than the number of unknowns then the system Ax = b
has an innite number of solutions.
The following conditions are equivalent for an n n matrix A.
1. A is invertible.
2. The homogeneous system Ax = 0 has only the trivial solution.
3. The row reduced echelon form of A is I.
4. A is a product of elementary matrices.
5. The system Ax = b has a unique solution for every b.
6. The system Ax = b has a solution for every b.
7. rank(A) = n.
8. det(A) ,= 0.
Suppose the matrix A in the linear system Ax = b is of size mn. Then exactly one of the following
statement holds:
1. if rank(A) < rank([A [b]), then the system Ax = b has no solution.
2. if rank(A) = rank([A [b]), then the system Ax = b is consistent. Furthermore,
(a) if rank(A) = n then the system Ax = b has a unique solution.
(b) if rank(A) < n then the system Ax = b has an innite number of solutions.
We also dealt with the following type of problems:
1. Solving the linear system Ax = b. In the next chapter, we will see that this leads us to the
question is the vector b a linear combination of the columns of A?
2. Solving the linear system Ax = 0. In the next chapter, we will see that this leads us to the
question are the columns of A linearly independent/dependent?
2.7. SUMMARY 47
(a) If Ax = 0 has a unique solution, the trivial solution, then the columns of A are linear
independent.
(b) If Ax = 0 has an innite number of solutions then the columns of A are linearly dependent.
3. Let b
t
= [b
1
, b
2
, . . . , b
m
]. Find conditions of the b
i
s such that the linear system Ax = b always
has a solution. Observe that for dierent choices of x the vector Ax gives rise to vectors that are
linear combination of the columns of A. This idea will be used in the next chapter, to get the
geometrical representation of the linear span of the columns of A.
48 CHAPTER 2. SYSTEM OF LINEAR EQUATIONS
Chapter 3
Finite Dimensional Vector Spaces
3.1 Finite Dimensional Vector Spaces
Recall that the set of real numbers were denoted by R and the set of complex numbers were denoted by
C. Also, we wrote F to denote either the set R or the set C.
Let A be an m n complex matrix. Then using Theorem 2.1.5, we see that the solution set of the
homogeneous system Ax = 0, denoted V , satises the following properties:
1. The vector 0 V as A0 = 0.
2. If x V then A(x) = (Ax) = 0 for all C. Hence, x V for any complex number . In
particular, x V whenever x V .
3. Let x, y V . Then for any , C, x, y V and A(x + y) = 0 + 0 = 0. In particular,
x +y V and x +y = y +x. Also, (x +y) +z = x + (y +z).
That is, the solution set of a homogeneous linear system satises some nice properties. We use these
properties to dene a set and devote this chapter to the study of the structure of such sets. We will also
see that the set of real numbers, R, the Euclidean plane, R
2
and the Euclidean space, R
3
, are examples
of this set. We start with the following denition.
Denition 3.1.1 (Vector Space) A vector space over F, denoted V (F) or in short V (if the eld F
is clear from the context), is a nonempty set, satisfying the following axioms:
1. Vector Addition: To every pair u, v V there corresponds a unique element uv in V (called
the addition of vectors) such that
(a) u v = v u (Commutative law).
(b) (u v) w = u (v w) (Associative law).
(c) There is a unique element 0 in V (the zero vector) such that u 0 = u, for every u V
(called the additive identity).
(d) For every u V there is a unique element u V such that u (u) = 0 (called the
additive inverse).
2. Scalar Multiplication: For each u V and F, there corresponds a unique element u
in V (called the scalar multiplication) such that
(a) ( u) = () u for every , F and u V.
(b) 1 u = u for every u V, where 1 R.
49
50 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
3. Distributive Laws: relating vector addition with scalar multiplication
For any , F and u, v V, the following distributive laws hold:
(a) (u v) = ( u) ( v).
(b) ( +) u = ( u) ( u).
Note: the number 0 is the element of F whereas 0 is the zero vector.
Remark 3.1.2 The elements of F are called scalars, and that of V are called vectors. If F = R, the
vector space is called a real vector space. If F = C, the vector space is called a complex vector
space.
Some interesting consequences of Denition 3.1.1 is the following useful result. Intuitively, these
results seem to be obvious but for better understanding of the axioms it is desirable to go through the
proof.
Theorem 3.1.3 Let V be a vector space over F. Then
1. u v = u implies v = 0.
2. u = 0 if and only if either u is the zero vector or = 0.
3. (1) u = u for every u V.
Proof. Part 1: For each u V, by Axiom 3.1.1.1d there exists u V such that u u = 0.
Hence, u v = u is equivalent to
u (u v) = u u (u u) v = 0 0 v = 0 v = 0.
Part 2: As 0 = 0 0, using Axiom 3.1.1.3, we have
0 = (0 0) = ( 0) ( 0).
Thus, for any F, Axiom 3.1.1.3a gives 0 = 0. In the same way,
0 u = (0 + 0) u = (0 u) (0 u).
Hence, using Axiom 3.1.1.3a, one has 0 u = 0 for any u V.
Now suppose u = 0. If = 0 then the proof is over. Therefore, let us assume ,= 0 (note that
is a real or complex number, hence
1
exists and
0 =
1
0 =
1
( u) = (
1
) u = 1 u = u
as 1 u = u for every vector u V. Thus, if ,= 0 and u = 0 then u = 0.
Part 3: As 0 = 0u = (1 + (1))u = u + (1)u, one has (1)u = u.
Example 3.1.4 The readers are advised to justify the statements made in the examples given below.
1. Let A be an m n matrix with complex entries and suppose rank(A) = r n. Let V denote the
solution set of Ax = 0. Then using Theorem 2.4.1, we know that V contains at least the trivial
solution, the 0 vector. Thus, check that the set V satises all the axioms stated in Denition 3.1.1
(some of them were proved to motivate this chapter).
2. The set R of real numbers, with the usual addition and multiplication of real numbers (i.e., +
and ) forms a vector space over R.
3.1. FINITE DIMENSIONAL VECTOR SPACES 51
3. Let R
2
= (x
1
, x
2
) : x
1
, x
2
R. Then for x
1
, x
2
, y
1
, y
2
R and R, dene
(x
1
, x
2
) (y
1
, y
2
) = (x
1
+y
1
, x
2
+y
2
) and (x
1
, x
2
) = (x
1
, x
2
).
Then R
2
is a real vector space.
4. Let R
n
= (a
1
, a
2
, . . . , a
n
) : a
i
R, 1 i n be the set of ntuples of real numbers. For
u = (a
1
, . . . , a
n
), v = (b
1
, . . . , b
n
) in V and R, we dene
u v = (a
1
+ b
1
, . . . , a
n
+b
n
) and u = (a
1
, . . . , a
n
)
(called component wise operations). Then V is a real vector space. This vector space R
n
is called
the real vector space of ntuples.
Recall that the symbol i represents the complex number
1.
5. Consider the set C = x+iy : x, y R of complex numbers and let z
1
= x
1
+iy
1
and z
2
= x
2
+iy
2
.
Dene
z
1
z
2
= (x
1
+x
2
) + i(y
1
+y
2
), and
(a) for any R, dene z
1
= (x
1
) + i(y
1
). Then C is a real vector space as the scalars
are the real numbers.
(b) ( +i) (x
1
+iy
1
) = (x
1
y
1
) +i(y
1
+x
1
) for any +i C. Here, the scalars are
complex numbers and hence C forms a complex vector space.
6. Let C
n
= (z
1
, z
2
, . . . , z
n
) : z
i
C, 1 i n. For (z
1
, . . . , z
n
), (w
1
, . . . , w
n
) C
n
and F,
dene
(z
1
, . . . , z
n
) (w
1
, . . . , w
n
) = (z
1
+w
1
, . . . , z
n
+w
n
), and
(z
1
, . . . , z
n
) = (z
1
, . . . , z
n
).
Then it can be veried that C
n
forms a vector space over C (called complex vector space) as well
as over R (called real vector space). Whenever there is no mention of scalars, it will always be
assumed to be C, the complex numbers.
Remark 3.1.5 If the scalars are C then i(1, 0) = (i, 0) is allowed. Whereas, if the scalars are R
then i(1, 0) ,= (i, 0).
7. Fix a positive integer n and let T
n
(R) denote the set of all polynomials in x of degree n with
coecients from R. Algebraically,
T
n
(R) = a
0
+a
1
x +a
2
x
2
+ +a
n
x
n
: a
i
R, 0 i n.
Let f(x) = a
0
+ a
1
x + a
2
x
2
+ + a
n
x
n
, g(x) = b
0
+ b
1
x + b
2
x
2
+ + b
n
x
n
T
n
(R) for some
a
i
, b
i
R, 0 i n. It can be veried that T
n
(R) is a real vector space with the addition and
scalar multiplication dened by
f(x) g(x) = (a
0
+b
0
) + (a
1
+b
1
)x + + (a
n
+ b
n
)x
n
, and
f(x) = a
0
+a
1
x + +a
n
x
n
for R.
8. Let T(R) be the set of all polynomials with real coecients. As any polynomial a
0
+a
1
x+ +a
m
x
m
also equals a
0
+ a
1
x + + a
m
x
m
+ 0 x
m+1
+ + 0 x
p
, whenever p > m, let f(x) = a
0
+
a
1
x + + a
p
x
p
, g(x) = b
0
+ b
1
x + + b
p
x
p
T(R) for some a
i
, b
i
R, 0 i p. So, with
52 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
vector addition and scalar multiplication is dened below (called coecientwise), T(R) forms a
real vector space.
f(x) g(x) = (a
0
+b
0
) + (a
1
+b
1
)x + + (a
p
+b
p
)x
p
and
f(x) = a
0
+a
1
x + +a
p
x
p
for R.
9. Let T(C) be the set of all polynomials with complex coecients. Then with respect to vector
addition and scalar multiplication dened coecientwise, the set T(C) forms a vector space.
10. Let V = R
+
= x R : x > 0. This is not a vector space under usual operations of addition
and scalar multiplication (why?). But R
+
is a real vector space with 1 as the additive identity if
we dene vector addition and scalar multiplication by
u v = u v and u = u
for all u, v R
+
and R.
11. Let V = (x, y) : x, y R. For any R and x = (x
1
, x
2
), y = (y
1
, y
2
) V , let
x y = (x
1
+y
1
+ 1, x
2
+y
2
3) and x = (x
1
+ 1, x
2
3 + 3).
Then V is a real vector space with (1, 3) as the additive identity.
12. Let M
2
(C) denote the set of all 2 2 matrices with complex entries. Then M
2
(C) forms a vector
space with vector addition and scalar multiplication dened by
A B =
_
a
1
a
2
a
3
a
4
_
_
b
1
b
2
b
3
b
4
_
=
_
a
1
+b
1
a
2
+b
2
a
3
+b
3
a
4
+b
4
_
, A =
_
a
1
a
2
a
3
a
4
_
.
13. Fix positive integers m and n and let M
mn
(C) denote the set of all mn matrices with complex
entries. Then M
mn
(C) is a vector space with vector addition and scalar multiplication dened by
AB = [a
ij
] [b
ij
] = [a
ij
+b
ij
], A = [a
ij
] = [a
ij
].
In case m = n, the vector space M
mn
(C) will be denoted by M
n
(C).
14. Let C([1, 1]) be the set of all real valued continuous functions on the interval [1, 1]. Then
C([1, 1]) forms a real vector space if for all x [1, 1], we dene
(f g)(x) = f(x) +g(x) for all f, g C([1, 1]) and
( f)(x) = f(x) for all R and f C([1, 1]).
15. Let V and W be vector spaces over F, with operations (+, ) and (, ), respectively. Let V W =
(v, w) : v V, w W. Then V W forms a vector space over F, if for every (v
1
, w
1
), (v
2
, w
2
)
V W and R, we dene
(v
1
, w
1
)
(v
2
, w
2
) = (v
1
+v
2
, w
1
w
2
), and
(v
1
, w
1
) = ( v
1
, w
1
).
v
1
+ v
2
and w
1
w
2
on the right hand side mean vector addition in V and W, respectively.
Similarly, v
1
and w
1
correspond to scalar multiplication in V and W, respectively.
From now on, we will use u +v for u v and u or u for u.
Exercise 3.1.6 1. Verify all the axioms are satised in all the examples of vector spaces considered
in Example 3.1.4.
3.1. FINITE DIMENSIONAL VECTOR SPACES 53
2. Prove that the set M
mn
(R) for xed positive integers m and n forms a real vector space with
usual operations of matrix addition and scalar multiplication.
3. Let V = (x, y) : x, y R
2
. For x = (x
1
, x
2
), y = (y
1
, y
2
) V , dene
x +y = (x
1
+y
1
, x
2
+y
2
) and x = (x
1
, 0)
for all R. Is V a vector space? Give reasons for your answer.
4. Let a, b R with a < b. Then prove that C([a, b]), the set of all complex valued continuous
functions on [a, b] forms a vector space if for all x [a, b], we dene
(f g)(x) = f(x) +g(x) for all f, g C([a, b]) and
( f)(x) = f(x) for all R and f C([a, b]).
5. Prove that C(R), the set of all real valued continuous functions on R forms a vector space if for
all x R, we dene
(f g)(x) = f(x) +g(x) for all f, g C(R) and
( f)(x) = f(x) for all R and f C(R).
3.1.1 Subspaces
Denition 3.1.7 (Vector Subspace) Let S be a nonempty subset of V. The set S over F is said to
be a subspace of V (F) if S in itself is a vector space, where the vector addition and scalar multiplication
are the same as that of V (F).
Example 3.1.8 1. Let V (F) be a vector space. Then the sets given below are subspaces of V. They
are called trivial subspaces.
(a) S = 0, consisting only of the zero vector 0 and
(b) S = V , the whole space.
2. Let S = (x, y, z) R
3
: x + 2y z = 0. Then S is a subspace of R
3
(S is a plane in R
3
passing
through the origin).
3. Let S = (x, y, z) R
3
: x +y +z = 0, x y z = 0. Then S is a subspace of R
3
(S is a line in
R
3
passing through the origin).
4. Let S = (x, y, z) R
3
: z 3x = 0. Then S is a subspace of R
3
.
5. The vector space T
n
(R) is a subspace of the vector space T(R).
6. Prove that S = (x, y, z) R
3
: x + y + z = 3 is not a subspace of R
3
(S is still a plane in R
3
but it does not pass through the origin).
7. Prove that W = (x, 0) R
2
: x R is a subspace of R
2
.
8. Let W = (x, 0) V : x R, where V is the vector space of Example 3.1.4.11. Then (x, 0)
(y, 0) = (x + y + 1, 3) , W. Hence W is not a subspace of V but S = (x, 3) : x R is a
subspace of V . Note that the zero vector (1, 3) V .
9. Let W =
__
a b
c d
_
M
2
(C) : a = d
_
. Then the condition a = d forces us to have = for any
scalar C. Hence,
54 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
(a) W is not a vector subspace of the complex vector space M
2
(C), but
(b) W is a vector subspace of the real vector space M
2
(C).
We are now ready to prove a very important result in the study of vector subspaces. This result
basically tells us that if we want to prove that a nonempty set W is a subspace of a vector space V (F)
then we just need to verify only one condition. That is, we dont have to prove all the axioms stated in
Denition 3.1.1.
Theorem 3.1.9 Let V (F) be a vector space and let W be a nonempty subset of V . Then W is a
subspace of V if and only if u +v W whenever , F and u, v W.
Proof. Let W be a subspace of V and let u, v W. Then for every , F, u, v W and hence
u +v W.
Now, let us assume that u + v W whenever , F and u, v W. Need to show, W is a
subspace of V . To do so, observe the following:
1. Taking = 1 and = 1, we see that u +v W for every u, v W.
2. Taking = 0 and = 0, we see that 0 W.
3. Taking = 0, we see that u W for every F and u W and hence using Theorem 3.1.3.3,
u = (1)u W as well.
4. The commutative and associative laws of vector addition hold as they hold in V .
5. The axioms related with scalar multiplication and the distributive laws also hold as they hold in
V .
Thus, we have the required result.
Exercise 3.1.10 1. Determine all the subspaces of R, R
2
and R
3
.
2. Prove that a line in R
2
is a subspace if and only if it passes through (0, 0) R
2
.
3. Let V = (a, b) : a, b R. Is V a vector space over R if (a, b) (c, d) = (a +c, 0) and (a, b) =
(a, 0)? Give reasons for your answer.
4. Let V = R. Dene x y = x y and x = x. Which vector space axioms are not satised
here?
5. Which of the following are correct statements (why!)?
(a) S = (x, y, z) R
3
: z = x
2
is a subspace of R
3
.
(b) S = x : F forms a vector subspace of V (F) for each xed x V .
(c) S = (1, 1, 1) +(1, 1, 0) : , R is a vector subspace of R
3
.
(d) All the sets given below are subspaces of C([1, 1]) (see Example 3.1.4.14).
i. W = f C([1, 1]) : f(1/2) = 0.
ii. W = f C([1, 1]) : f(0) = 0, f(1/2) = 0.
iii. W = f C([1, 1]) : f(1/2) = 0, f(1/2) = 0.
iv. W = f C([1, 1]) : f
(
1
4
)exists .
(e) All the sets given below are subspaces of T(R)?
i. W = f(x) T(R) : deg(f(x)) = 3.
ii. W = f(x) T(R) : deg(f(x)) = 0.
3.1. FINITE DIMENSIONAL VECTOR SPACES 55
iii. W = f(x) T(R) : f(1) = 0.
iv. W = f(x) T(R) : f(0) = 0, f(1) = 0.
(f ) Let A =
_
1 2 1
2 1 1
_
and b =
_
1
1
_
. Then x : Ax = b is a subspace of R
3
.
(g) Let A =
_
1 2 1
2 1 1
_
. Then x : Ax = 0 is a subspace of R
3
.
6. Which of the following are subspaces of R
n
(R)?
(a) (x
1
, x
2
, . . . , x
n
) : x
1
0.
(b) (x
1
, x
2
, . . . , x
n
) : x
1
+ 2x
2
= 4x
3
.
(c) (x
1
, x
2
, . . . , x
n
) : x
1
is rational .
(d) (x
1
, x
2
, . . . , x
n
) : x
1
= x
2
3
.
(e) (x
1
, x
2
, . . . , x
n
) : either x
1
or x
2
or both are 0.
(f ) (x
1
, x
2
, . . . , x
n
) : [x
1
[ 1.
7. Which of the following are subspaces of i)C
n
(R) ii)C
n
(C)?
(a) (z
1
, z
2
, . . . , z
n
) : z
1
is real .
(b) (z
1
, z
2
, . . . , z
n
) : z
1
+z
2
= z
3
.
(c) (z
1
, z
2
, . . . , z
n
) :[ z
1
[=[ z
2
[.
8. Let A =
_
_
1 1 1
2 0 1
1 1 0
_
_
. Are the sets given below subspaces of R
3
?
(a) W = x
t
R
3
: Ax = 0.
(b) W = b
t
R
3
: there exists x
t
R
3
with Ax = b.
(c) W = x
t
R
3
: x
t
A = 0.
(d) W = b
t
R
3
: there exists x
t
R
3
with x
t
A = b
t
.
9. Fix a positive integer n. Then M
n
(R) is a real vector space with usual operations of matrix addition
and scalar multiplication. Prove that the sets W M
n
(R), given below, are subspaces of M
n
(R).
(a) W = A : A
t
= A, the set of symmetric matrices.
(b) W = A : A
t
= A, the set of skewsymmetric matrices.
(c) W = A : A is an upper triangular matrix.
(d) W = A : A is a lower triangular matrix.
(e) W = A : A is a diagonal matrix.
(f ) W = A : trace(A) = 0.
(g) W = A = (a
ij
) : a
11
+a
22
= 0.
(h) W = A = (a
ij
) : a
21
+a
22
+ +a
2n
= 0.
10. Fix a positive integer n. Then M
n
(C) is a complex vector space with usual operations of matrix
addition and scalar multiplication. Are the sets W M
n
(C), given below, subspaces of M
n
(C)?
Give reasons.
(a) W = A : A
15 R.
4. S = (1, 0, 0), (0, 1, 0), (0, 0, 1) R
3
.
5. S = (1, 0, 1), (0, 1, 0), (3, 0, 3) R
3
.
6. S = (1, 0, 1), (1, 1, 0), (3, 4, 3) R
3
.
7. S = (1, 2, 1), (2, 0, 1), (1, 1, 1) R
3
.
8. S = (1, 0, 1, 1), (0, 1, 0, 1), (3, 0, 3, 1) R
4
.
Denition 3.1.17 (Finite Dimensional Vector Space) A vector space V (F) is said to be nite di
mensional if we can nd a subset S of V , having nite number of elements, such that V = L(S). If
such a subset does not exist then V is called an innite dimensional vector space.
Example 3.1.18 1. The set (1, 2), (2, 1) spans R
2
and hence R
2
is a nite dimensional vector
space.
2. The set 1, 1+x, 1x+x
2
, x
3
, x
4
, x
5
spans T
5
(C) and hence T
5
(C) is a nite dimensional vector
space.
3. Fix a positive integer n and consider the vector space T
n
(R). Then T
n
(C) is a nite dimensional
vector space as T
n
(C) = L(1, x, x
2
, . . . , x
n
).
4. Recall T(C), the vector space of all polynomials with complex coecients. Since degree of a poly
nomial can be any large positive integer, T(C) cannot be a nite dimensional vector space. Indeed,
checked that T(C) = L(1, x, x
2
, . . . , x
n
, . . .).
Lemma 3.1.19 (Linear Span is a Subspace) Let S be a nonempty subset of a vector space V (F).
Then L(S) is a subspace of V (F).
3.1. FINITE DIMENSIONAL VECTOR SPACES 59
Proof. By denition, S L(S) and hence L(S) is nonempty subset of V. Let u, v L(S). Then, there
exist a positive integer n, vectors w
i
S and scalars
i
,
i
F such that u =
1
w
1
+
2
w
2
+ +
n
w
n
and v =
1
w
1
+
2
w
2
+ +
n
w
n
. Hence,
au +bv = (a
1
+b
1
)w
1
+ + (a
n
+b
n
)w
n
L(S)
for every a, b F as a
i
+b
i
F for i = 1, . . . , n. Thus using Theorem 3.1.9, L(S) is a vector subspace
of V (F).
Remark 3.1.20 Let W be a subspace of a vector space V (F). If S W then L(S) is a subspace of W
as W is a vector space in its own right.
Theorem 3.1.21 Let S be a nonempty subset of a vector space V. Then L(S) is the smallest subspace
of V containing S.
Proof. For every u S, u = 1.u L(S) and hence S L(S). To show L(S) is the smallest subspace
of V containing S, consider any subspace W of V containing S. Then by Remark 3.1.20, L(S) W and
hence the result follows.
Exercise 3.1.22 1. Find all the vector subspaces of R
2
and R
3
.
2. Prove that (x, y, z) R
3
: ax +by +cz = d is a subspace of R
3
if and only if d = 0.
3. Let W be a set that consists of all polynomials of degree 5. Prove that W is not a subspace T(R).
4. Determine all vector subspaces of V , the vector space in Example 3.1.4.11.
5. Let P and Q be two subspaces of a vector space V.
(a) Prove that P Q is a subspace of V .
(b) Give examples of P and Q such that P Q is not a subspace of V.
(c) Determine conditions on P and Q such that P Q a subspace of V ?
(d) Dene P +Q = u +v : u P, v Q. Prove that P +Q is a subspace of V .
(e) Prove that L(P Q) = P +Q.
6. Let x
1
= (1, 0, 0), x
2
= (1, 1, 0), x
3
= (1, 2, 0), x
4
= (1, 1, 1) and let S = x
1
, x
2
, x
3
, x
4
.
Determine all x
i
such that L(S) = L(S x
i
).
7. Let P = L(1, 0, 0), (1, 1, 0) and Q = L(1, 1, 1) be subspaces of R
3
. Show that P + Q = R
3
and
P Q = 0. If u R
3
, determine u
P
, u
Q
such that u = u
P
+u
Q
where u
P
P and u
Q
Q. Is
it necessary that u
P
and u
Q
are unique?
8. Let P = L(1, 1, 0), (1, 1, 0) and Q = L(1, 1, 1), (1, 2, 1) be subspaces of R
3
. Show that P +Q =
R
3
and P Q ,= 0. Also, nd a vector u R
3
such that u cannot be written uniquely in the
form u = u
P
+u
Q
where u
P
P and u
Q
Q.
In this section, we saw that a vector space has innite number of vectors. Hence, one can start with
any nite collection of vectors and obtain their span. It means that any vector space contains innite
number of other vector subspaces. Therefore, the following questions arise:
1. What are the conditions under which, the linear span of two distinct sets are the same?
2. Is it possible to nd/choose vectors so that the linear span of the chosen vectors is the whole vector
space itself?
3. Suppose we are able to choose certain vectors whose linear span is the whole space. Can we nd
the minimum number of such vectors?
We try to answer these questions in the subsequent sections.
60 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
3.2 Linear Independence
Denition 3.2.1 (Linear Independence and Dependence) Let S = u
1
, u
2
, . . . , u
m
be a non
empty subset of a vector space V (F). The set S is said to be linearly independent if the system of
equations
1
u
1
+
2
u
2
+ +
m
u
m
= 0, (3.2.1)
in the unknowns
i
s 1 i m, has only the trivial solution. If the system (3.2.1) has a nontrivial
solution then the set S is said to be linearly dependent.
Example 3.2.2 Is the set S a linear independent set? Give reasons.
1. Let S = (1, 2, 1), (2, 1, 4), (3, 3, 5).
Solution: Consider the linear system a(1, 2, 1) +b(2, 1, 4) + c(3, 3, 5) = (0, 0, 0) in the unknowns
a, b and c. It can be checked that this system has innite number of solutions. Hence S is a linearly
dependent subset of R
3
.
2. Let S = (1, 1, 1), (1, 1, 0), (1, 0, 1).
Solution: Consider the system a(1, 1, 1) +b(1, 1, 0) +c(1, 0, 1) = (0, 0, 0) in the unknowns a, b and
c. Check that this system has only the trivial solution. Hence S is a linearly independent subset
of R
3
.
In other words, if S = u
1
, . . . , u
m
is a nonempty subset of a vector space V, then one needs to
solve the linear system of equations
1
u
1
+
2
u
2
+ +
m
u
m
= 0 (3.2.2)
in the unknowns
1
, . . . ,
n
. If
1
=
2
= =
m
= 0 is the only solution of (3.2.2), then S is a
linearly independent subset of V. Otherwise, the set S is a linearly dependent subset of V. We are now
ready to state the following important results. The proof of only the rst part is given. The reader is
required to supply the proof of other parts.
Proposition 3.2.3 Let V (F) be a vector space.
1. Then the zerovector cannot belong to a linearly independent set.
2. A nonempty subset of a linearly independent set of V is also linearly independent.
3. Every set containing a linearly dependent set of V is also linearly dependent.
Proof. Let S = 0 = u
1
, u
2
, . . . , u
n
be a set consisting of the zero vector. Then for any ,= o,
u
1
+ou
2
+ +0u
n
= 0. Hence, the system
1
u
1
+
2
u
2
+ +
m
u
m
= 0, has a nontrivial solution
(
1
,
2
, . . . ,
n
) = (, 0 . . . , 0). Thus, the set S is linearly dependent.
Theorem 3.2.4 Let v
1
, v
2
, . . . , v
p
be a linearly independent subset of a vector space V (F). If for some
v V , the set v
1
, v
2
, . . . , v
p
, v is a linearly dependent, then v is a linear combination of v
1
, v
2
, . . . , v
p
.
Proof. Since v
1
, . . . , v
p
, v is linearly dependent, there exist scalars c
1
, . . . , c
p+1
, not all zero,
such that
c
1
v
1
+c
2
v
2
+ +c
p
v
p
+c
p+1
v = 0. (3.2.3)
Claim: c
p+1
,= 0.
Let if possible c
p+1
= 0. As the scalars in Equation (3.2.3) are not all zero, the linear system
1
v
1
+
+
p
v
p
= 0 in the unknowns
1
, . . . ,
p
has a nontrivial solution (c
1
, . . . , c
p
). This by denition
3.2. LINEAR INDEPENDENCE 61
of linear independence implies that the set v
1
, . . . , v
p
is linearly dependent, a contradiction to our
hypothesis. Thus, c
p+1
,= 0 and we get
v =
1
c
p+1
(c
1
v
1
+ +c
p
v
p
) L(v
1
, v
2
, . . . , v
p
)
as
ci
cp+1
F for 1 i p. Thus, the result follows.
We now state a very important corollary of Theorem 3.2.4 without proof. The readers are advised
to supply the proof for themselves.
Corollary 3.2.5 Let S = u
1
, . . . , u
n
be a subset of a vector space V (F). If S is linearly
1. dependent then there exists a k, 2 k n with L(u
1
, . . . , u
k
) = L(u
1
, . . . , u
k1
).
2. independent and there is a vector v V with v , L(S) then u
1
, . . . , u
n
, v is also a linearly
independent subset of V.
Exercise 3.2.6 1. Consider the vector space R
2
. Let u
1
= (1, 0). Find all choices for the vector u
2
such that u
1
, u
2
is linearly independent subset of R
2
. Does there exist vectors u
2
and u
3
such
that u
1
, u
2
, u
3
is linearly independent subset of R
2
?
2. Let S = (1, 1, 1, 1), (1, 1, 1, 2), (1, 1, 1, 1) R
4
. Does (1, 1, 2, 1) L(S)? Furthermore, deter
mine conditions on x, y, z and u such that (x, y, z, u) L(S).
3. Show that S = (1, 2, 3), (2, 1, 1), (8, 6, 10) R
3
is linearly dependent.
4. Show that S = (1, 0, 0), (1, 1, 0), (1, 1, 1) R
3
is linearly independent.
5. Prove that u
1
, u
2
, . . . , u
n
is a linearly independent subset of V (F) if and only if u
1
, u
1
+
u
2
, . . . , u
1
+ +u
n
is linearly independent subset of V (F).
6. Find 3 vectors u, v and w in R
4
such that u, v, w is linearly dependent whereas u, v, u, w
and v, w are linearly independent.
7. What is the maximum number of linearly independent vectors in R
3
?
8. Show that any set of k vectors in R
3
is linearly dependent if k 4.
9. Is (1, 0), (i, 0) a linearly independent subset of C
2
(R)?
10. Suppose V is a collection of vectors such that V (C) as well as V (R) are vector spaces. Prove
that the set u
1
, . . . , u
k
, iu
1
, . . . , iu
k
is a linearly independent subset of V (R) if and only if
u
1
, . . . , u
k
is a linear independent subset of V (C).
11. Let M be a subspace of V and let u, v V . Dene K = L(M, u) and H = L(M, v). If v K
and v , M prove that u H.
12. Let A M
n
(R) and let x and y be two nonzero vectors such that Ax = 3x and Ay = 2y. Prove
that x and y are linearly independent.
13. Let A =
_
_
2 1 3
4 1 3
3 2 5
_
_
. Determine nonzero vectors x, y and z such that Ax = 6x, Ay = 2y and
Az = 2z. Use the vectors x, y and z obtained here to prove the following.
(a) A
2
v = 4v, where v = cy +dz for any real numbers c and d.
(b) The set x, y, z is linearly independent.
62 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
(c) Let P = [x, y, z] be a 3 3 matrix. Then P is invertible.
(d) Let D =
_
_
6 0 0
0 2 0
0 0 2
_
_
. Then AP = PD.
14. Let P and Q be subspaces of R
n
such that P +Q = R
n
and P Q = 0. Prove that each u R
n
is uniquely expressible as u = u
P
+ u
Q
, where u
P
P and u
Q
Q.
3.3 Bases
Denition 3.3.1 (Basis of a Vector Space) A basis of a vector space V is a subset B of V such that
B is a linearly independent set in V and the linear span of B is V . Also, any element of B is called a
basis vector.
Remark 3.3.2 Let B be a basis of a vector space V (F). Then for each v V , there exist vectors
u
1
, u
2
, . . . , u
n
B such that v =
n
i=1
i
u
i
, where
i
F, for 1 i n. By convention, the linear span
of an empty set is 0. Hence, the empty set is a basis of the vector space 0.
Lemma 3.3.3 Let B be a basis of a vector space V (F). Then each v V is a unique linear combination
of the basis vectors.
Proof. On the contrary, assume that there exists v V that is can be expressed in at least two ways
as linear combination of basis vectors. That means, there exists a positive integer p, scalars
i
,
i
F
and v
i
B such that
v =
1
v
1
+
2
v
2
+ +
p
v
p
and v =
1
v
1
+
2
v
2
+ +
p
v
p
.
Equating the two expressions of v leads to the expression
(
1
1
)v
1
+ (
2
2
)v
2
+ + (
p
p
)v
p
= 0. (3.3.1)
Since the vectors are from B, by denition (see Denition 3.3.1) the set S = v
1
, v
2
, . . . , v
p
is a linearly
independent subset of V . This implies that the linear system c
1
v
1
+c
2
v
2
+ +c
p
v
p
= 0 in the unknowns
c
1
, c
2
, . . . , c
p
has only the trivial solution. Thus, each of the scalars
i
i
appearing in Equation (3.3.1)
must be equal to 0. That is,
i
i
= 0 for 1 i p. Thus, for 1 i p,
i
=
i
and the result
follows.
Example 3.3.4 1. The set 1 is a basis of the vector space R(R).
2. The set (1, 1), (1, 1) is a basis of the vector space R
2
(R).
3. Fix a positive integer n and let e
i
= (0, . . . , 0, 1
..
ith place
, 0, . . . , 0) R
n
for 1 i n. Then
B = e
1
, e
2
, . . . , e
n
is called the standard basis of R
n
.
(a) B = e
1
= 1 is a standard basis of R(R).
(b) B = e
1
, e
2
with e
1
= (1, 0) and e
2
= (0, 1) is the standard basis of R
2
.
(c) B = e
1
, e
2
, e
3
with e
1
= (1, 0, 0), e
2
= (0, 1, 0) and e
3
= (0, 0, 1) is the standard basis of R
3
.
(d) B = (1, 0, 0, 0), (0, 1, 0, 0), (0, 0, 1, 0), (0, 0, 0, 1) is the standard basis of R
4
.
4. Let V = (x, y, 0) : x, y R R
3
. Then B = (2, 0, 0), (1, 3, 0) is a basis of V.
3.3. BASES 63
5. Let V = (x, y, z) R
3
: x +y z = 0 be a vector subspace of R
3
. As each element (x, y, z) V
satises x +y z = 0. Or equivalently z = x +y and hence
(x, y, z) = (x, y, x +y) = (x, 0, x) + (0, y, y) = x(1, 0, 1) +y(0, 1, 1).
Hence (1, 0, 1), (0, 1, 1) forms a basis of V.
6. Let V = a + ib : a, b R be a complex vector space. Then any element a + ib V equals
a +ib = (a +ib) 1. Hence a basis of V is 1.
7. Let V = a+ib : a, b R be a real vector space. Then 1, i is a basis of V (R) as a+ib = a1+bi
for a, b R and 1, i is a linearly independent subset of V (R).
8. In C
2
, (a + ib, c + id) = (a + ib)(1, 0) + (c + id)(0, 1). So, (1, 0), (0, 1) is a basis of the complex
vector space C
2
.
9. In case of the real vector space C
2
, (a + ib, c + id) = a(1, 0) + b(i, 0) + c(0, 1) + d(0, i). Hence
(1, 0), (i, 0), (0, 1), (0, i) is a basis.
10. B = e
1
, e
2
, . . . , e
n
is the standard basis of C
n
. But B is not a basis of the real vector space C
n
.
Before coming to the end of this section, we give an algorithm to obtain a basis of any nite
dimensional vector space V . This will be done by a repeated application of Corollary 3.2.5. The
algorithm proceeds as follows:
Step 1: Let v
1
V with v
1
,= 0. Then v
1
is linearly independent.
Step 2: If V = L(v
1
), we have got a basis of V. Else, pick v
2
V such that v
2
, L(v
1
). Then by
Corollary 3.2.5.2, v
1
, v
2
is linearly independent.
Step i: Either V = L(v
1
, v
2
, . . . , v
i
) or L(v
1
, v
2
, . . . , v
i
) ,= V.
In the rst case, v
1
, v
2
, . . . , v
i
is a basis of V. In the second case, pick v
i+1
V with v
i+1
,
L(v
1
, v
2
, . . . , v
i
). Then, by Corollary 3.2.5.2, the set v
1
, v
2
, . . . , v
i+1
is linearly independent.
This process will nally end as V is a nite dimensional vector space.
Exercise 3.3.5 1. Let u
1
, u
2
, . . . , u
n
be basis vectors of a vector space V . Then prove that whenever
n
i=1
i
u
i
= 0, we must have
i
= 0 for each i = 1, . . . , n.
2. Find a basis of R
3
containing the vector (1, 1, 2).
3. Find a basis of R
3
containing the vector (1, 1, 2) and (1, 2, 1).
4. Is it possible to nd a basis of R
4
containing the vectors (1, 1, 1, 2), (1, 2, 1, 1) and (1, 2, 7, 11)?
5. Let S = v
1
, v
2
, . . . , v
p
be a subset of a vector space V (F). Suppose L(S) = V but S is not a
linearly independent set. Then prove that each vector in V can be expressed in more than one way
as a linear combination of vectors from S.
6. Show that the set (1, 0, 1), (1, i, 0), (1, 1, 1 i) is a basis of C
3
.
7. Find a basis of the real vector space C
n
containing the basis B given in Example 10.
8. Find a basis of V = (x, y, z, u) R
4
: x y z = 0, x +z u = 0.
9. Let A =
_
_
1 0 1 1 0
0 1 2 3 0
0 0 0 0 1
_
_
. Find a basis of V = x
t
R
5
: Ax = 0.
64 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
10. Prove that 1, x, x
2
, . . . , x
n
, . . . is a basis of the vector space T(R). This basis has an innite
number of vectors. This is also called the standard basis of T(R).
11. Let u
t
= (1, 1, 2), v
t
= (1, 2, 3) and w
t
= (1, 10, 1). Find a basis of L(u, v, w). Determine a
geometrical representation of L(u, v, w)?
12. Prove that (1, 0, 0), (1, 1, 0), (1, 1, 1) is a basis of C
3
. Is it a basis of C
3
(R)?
3.3.1 Dimension of a Finite Dimensional Vector Space
We rst prove a result which helps us in associating a nonnegative integer to every nite dimensional
vector space.
Theorem 3.3.6 Let V be a vector space with basis v
1
, v
2
, . . . , v
n
. Let m be a positive integer with
m > n. Then the set S = w
1
, w
2
, . . . , w
m
V is linearly dependent.
Proof. We need to show that the linear system
1
w
1
+
2
w
2
+ +
m
w
m
= 0 (3.3.2)
in the unknowns
1
,
2
, . . . ,
m
has a nontrivial solution. We start by expressing the vectors w
i
in
terms of the basis vectors v
j
s.
As v
1
, v
2
, . . . , v
n
is a basis of V , for each w
i
V, 1 i m, there exist unique scalars
a
ij
, 1 i n, 1 j m, such that
w
1
= a
11
v
1
+a
21
v
2
+ +a
n1
v
n
,
w
2
= a
12
v
1
+a
22
v
2
+ +a
n2
v
n
,
.
.
. =
.
.
.
w
m
= a
1m
v
1
+a
2m
v
2
+ +a
nm
v
n
.
Hence, Equation (3.3.2) can be rewritten as
1
_
_
n
j=1
a
j1
v
j
_
_
+
2
_
_
n
j=1
a
j2
v
j
_
_
+ +
m
_
_
n
j=1
a
jm
v
j
_
_
= 0.
Or equivalently,
_
m
i=1
i
a
1i
_
v
1
+
_
m
i=1
i
a
2i
_
v
2
+ +
_
m
i=1
i
a
ni
_
v
n
= 0. (3.3.3)
Since v
1
, . . . , v
n
is a basis, using Exercise 3.3.5.1, we get
m
i=1
i
a
1i
=
m
i=1
i
a
2i
= =
m
i=1
i
a
ni
= 0.
Therefore, nding
i
s satisfying Equation (3.3.2) reduces to solving the homogeneous system A = 0
where =
_
2
.
.
.
m
_
_
and A =
_
_
a
11
a
12
a
1m
a
21
a
22
a
2m
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nm
_
_
.
Since n < m, Corollary 2.1.23.2 (here the matrix A is mn) implies that A = 0 has a nontrivial
solution. hence Equation (3.3.2) has a nontrivial solution and thus w
1
, w
2
, . . . , w
m
is a linearly
dependent set.
3.3. BASES 65
Corollary 3.3.7 Let B
1
= u
1
, . . . , u
n
and B
2
= v
1
, . . . , v
m
be two bases of a nite dimensional
vector space V . Then m = n.
Proof. Let if possible, m > n. Then by Theorem 3.3.6, v
1
, . . . , v
m
is a linearly dependent subset
of V , contradicting the assumption that B
2
is a basis of V . Hence we must have m n. A similar
argument implies n m and hence m = n.
Let V be a nite dimensional vector space. Then Corollary 3.3.7 implies that the number of elements
in any basis of V is the same. This number is used to dene the dimension of any nite dimensional
vector space.
Denition 3.3.8 (Dimension of a Finite Dimensional Vector Space) Let V be a nite dimen
sional vector space. Then the dimension of V , denoted dim(V ), is the number of elements in a basis of
V .
Note that Corollary 3.2.5.2 can be used to generate a basis of any nontrivial nite dimensional vector
space.
Example 3.3.9 The dimension of vector spaces in Example 3.3.4 are as follows:
1. dim(R) = 1 in Example 3.3.4.1.
2. dim(R
2
) = 2 in Example 3.3.4.2.
3. dim(V ) = 2 in Example 3.3.4.4.
4. dim(V ) = 2 in Example 3.3.4.5.
5. dim(V ) = 1 in Example 3.3.4.6.
6. dim(V ) = 2 in Example 3.3.4.7.
7. dim(C
2
) = 2 in Example 3.3.4.8.
8. dim(C
2
(R)) = 4 in Example 3.3.4.9.
9. For xed positive integer n, dim(R
n
) = n in Example 3.3.4.3 and in Example 3.3.4.10, one has
dim(C
n
) = n and dim(C
n
(R)) = 2n.
Thus, we see that the dimension of a vector space dependents on the set of scalars.
Example 3.3.10 Let V be the set of all functions f : R
n
R with the property that f(x + y) =
f(x) +f(y) and f(x) = f(x) for all x, y R
n
and R. For any f, g V, and t R, dene
(f g)(x) = f(x) +g(x) and (t f)(x) = f(tx).
Then it can be easily veried that V is a real vector space. Also, for 1 i n, dene the functions
e
i
(x) = e
i
_
(x
1
, x
2
, . . . , x
n
)
_
= x
i
. Then it can be easily veried that the set e
1
, e
2
, . . . , e
n
is a basis of
V and hence dim(V ) = n.
The next theorem follows directly from Corollary 3.2.5.2 and Theorem 3.3.6. Hence, the proof is
omitted.
Theorem 3.3.11 Let S be a linearly independent subset of a nite dimensional vector space V. Then
the set S can be extended to form a basis of V.
66 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
Theorem 3.3.11 is equivalent to the following statement:
Let V be a vector space of dimension n. Suppose, we have found a linearly independent subset v
1
, . . . , v
r
sin(k
x) = 0 for all x [, ]
in the unknowns 1, . . . , n. Now for suitable values of m, consider the integral
sin(k
x)) dx
to get the required result.]
4. Determine a basis and dimension of W = (x, y, z, w) R
4
: x +y z +w = 0.
5. Let W
1
be a subspace of a vector space V . If dim(V ) = n and dim(W
1
) = k with k 1 then prove
that there exists a subspace W
2
of V such that W
1
W
2
= 0, W
1
+W
2
= V and dim(W
2
) = nk.
Also, prove that for each v V there exist unique vectors w
1
W
1
and w
2
W
2
such that
v = w
1
+w
2
. The subspace W
2
is called the complementary subspace of W
1
in V.
6. Is the set, W = p(x) T
4
(R) : p(1) = p(1) = 0 a subspace of T
4
(R)? If yes, nd its
dimension.
3.3.2 Application to the study of C
n
In this subsection, we will study results that are intrinsic to the understanding of linear algebra, especially
results associated with matrices. We start with a few exercises that should have appeared in previous
sections of this chapter.
Exercise 3.3.14 1. Let V = A M
2
(C) : tr(A) = 0, where tr(A) stands for the trace of the
matrix A. Show that V is a real vector space and nd its basis. Is W =
__
a b
c a
_
: c = b
_
a
subspace of V ?
2. Find the dimension and a basis for each of the subspaces given below.
(a) sl
n
(R) = A M
n
(R) : tr(A) = 0.
(b) S
n
(R) = A M
n
(R) : A = A
t
.
(c) A
n
(R) = A M
n
(R) : A +A
t
= 0.
(d) sl
n
(C) = A M
n
(C) : tr(A) = 0.
3.3. BASES 67
(e) S
n
(C) = A M
n
(C) : A = A
.
(f ) A
n
(C) = A M
n
(C) : A +A
= 0.
3. Does there exist an A M
2
(C) satisfying A
2
,= 0 but A
3
= 0.
4. Prove that there does not exist an A M
n
(C) satisfying A
n
,= 0 but A
n+1
= 0. That is, if A is
an n n nilpotent matrix then the order of nilpotency n.
5. Let A M
n
(C) be a triangular matrix. Then the rows/columns of A are linearly independent
subset of C
n
if and only if a
ii
,= 0 for 1 i n.
6. Prove that the rows/columns of A M
n
(C) are linearly independent if and only if det(A) ,= 0.
7. Prove that the rows/columns of A M
n
(C) span C
n
if and only if A is an invertible matrix.
8. Let A be a skewsymmetric matrix of odd order. Prove that the rows/columns of A are linearly
dependent. Hint: What is det(A)?
We now dene subspaces that are associated with matrices.
Denition 3.3.15 Let A M
mn
(C) and let R
1
, R
2
, . . . , R
m
C
n
be the rows of A and a
1
, a
2
, . . . , a
n
C
m
be its columns. We dene
1. Row Space(A), denoted !(A), as !(A) = L(R
1
, R
2
, . . . , R
m
) C
n
,
2. Column Space(A), denoted ((A), as ((A) = L(a
1
, a
2
, . . . , a
n
) C
m
,
3. Null Space(A), denoted A(A), as A(A) = x
t
C
n
: Ax = 0.
4. Range(A), denoted Im(A), as Im(A) = y : Ax = y for some x
t
C
n
.
Note that the column space of A consists of all b such that Ax = b has a solution. Hence, ((A) =
Im(A). The above subspaces can also be dened for A
)
2. ((A) = L(a
1
, a
2
, a
3
, a
4
) = (x, y, z) C
3
: 4x 3y z = 0 = !(A
)
3. A(A) = (x, y, z, u) C
4
: x + 3z 5u = 0, y 2z + 3u = 0.
4. A(A
) = (x, y, z) C
3
: x + 4z = 0, y 3z = 0.
Exercise 3.3.17 1. Let A M
mn
(C). Then prove that
(a) !(A) is a subspace of C
n
,
(b) ((A) is a subspace of C
m
,
(c) A(A) is a subspace of C
n
,
(d) A(A
t
) is a subspace of C
m
,
(e) !(A) = ((A
t
) and ((A) = !(A
t
).
68 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
2. Let A =
_
_
1 2 1 3 2
0 2 2 2 4
2 2 4 0 8
4 2 5 6 10
_
_
and B =
_
_
2 4 0 6
1 0 2 5
3 5 1 4
1 1 1 2
_
_
.
(a) Find the rowreduced echelon forms of A and B.
(b) Find P
1
and P
2
such that P
1
A and P
2
B are in rowreduced echelon form.
(c) Find a basis each for the row spaces of A and B.
(d) Find a basis each for the range spaces of A and B.
(e) Find bases of the null spaces of A and B.
(f ) Find the dimensions of all the vector subspaces so obtained.
Lemma 3.3.18 Let A M
mn
(C) and let B = EA for some elementary matrix E. Then !(A) = !(B)
and dim(!(A)) = dim(!(B)).
Proof. We prove the result for the elementary matrix E
ij
(c), where c ,= 0 and 1 i < j m. The
readers are advised to prove the results for other elementary matrices. Let R
1
, R
2
, . . . , R
m
be the rows
of A. Then B = E
ij
(c)A implies
!(B) = L(R
1
, . . . , R
i1
, R
i
+cR
j
, R
i+1
, . . . , R
m
)
=
1
R
1
+ +
i1
R
i1
+
i
(R
i
+cR
j
) +
+
m
R
m
:
R, 1 m
=
_
m
=1
+
i
(cR
j
) :
R, 1 m
_
=
_
m
=1
R, 1 m
_
= L(R
1
, . . . , R
m
) = !(A)
Hence, the proof of the lemma is complete.
We omit the proof of the next result as the proof is similar to the proof of Lemma 3.3.18.
Lemma 3.3.19 Let A M
mn
(C) and let C = AE for some elementary matrix E. Then ((A) = ((C)
and dim(((A)) = dim(((C)).
The rst and second part of the next result are a repeated application of Lemma 3.3.18 and
Lemma 3.3.19, respectively. Hence the proof is omitted. This result is also helpful in nding a ba
sis of a subspace of C
n
.
Corollary 3.3.20 Let A M
mn
(C). If
1. B is in rowreduced echelon form of A then !(A) = !(B). In particular, the nonzero rows of B
form a basis of !(A) and dim(!(A)) = dim(!(B)) = Row rank(A).
2. the application of column operations gives a matrix C that has the form given in Remark 2.3.6,
then dim(((A)) = dim(((C)) = Column rank(A) and the nonzero columns of C form a basis of
((A).
Before proceeding with applications of Corollary 3.3.20, we rst prove that for any A M
mn
(C),
Row rank(A) = Column rank(A).
Theorem 3.3.21 Let A M
mn
(C). Then Row rank(A) = Column rank(A).
3.3. BASES 69
Proof. Let R
1
, R
2
, . . . , R
m
be the rows of Aand C
1
, C
2
, . . . , C
n
be the columns of A. Let Row rank(A) =
r. Then by Corollary 3.3.20.1, dim
_
L(R
1
, R
2
, . . . , R
m
)
_
= r. Hence, there exists vectors
u
t
1
= (u
11
, . . . , u
1n
), u
t
2
= (u
21
, . . . , u
2n
), . . . , u
t
r
= (u
r1
, . . . , u
rn
) R
n
with
R
i
L(u
t
1
, u
t
2
, . . . , u
t
r
) R
n
, for all i, 1 i m.
Therefore, there exist real numbers
ij
, 1 i m, 1 j r such that
R
1
=
11
u
t
1
+ +
1r
u
t
r
=
_
r
i=1
1i
u
i1
,
r
i=1
1i
u
i2
, . . . ,
r
i=1
1i
u
in
_
,
R
2
=
21
u
t
1
+ +
2r
u
t
r
=
_
r
i=1
2i
u
i1
,
r
i=1
2i
u
i2
, . . . ,
r
i=1
2i
u
in
_
,
and so on, till
R
m
=
m1
u
t
1
+ +
mr
u
t
r
=
_
r
i=1
mi
u
i1
,
r
i=1
mi
u
i2
, . . . ,
r
i=1
mi
u
in
_
.
So,
C
1
=
_
_
r
i=1
1i
u
i1
.
.
.
r
i=1
mi
u
i1
_
_
= u
11
_
11
21
.
.
.
m1
_
_
+u
21
_
12
22
.
.
.
m2
_
_
+ +u
r1
_
1r
2r
.
.
.
mr
_
_
.
In general, for 1 j n, we have
C
j
=
_
_
r
i=1
1i
u
ij
.
.
.
r
i=1
mi
u
ij
_
_
= u
1j
_
11
21
.
.
.
m1
_
_
+u
2j
_
12
22
.
.
.
m2
_
_
+ +u
rj
_
1r
2r
.
.
.
mr
_
_
.
Therefore, C
1
, C
2
, . . . , C
n
are linear combination of the r vectors
(
11
,
21
, . . . ,
m1
)
t
, (
12
,
22
, . . . ,
m2
)
t
, . . . , (
1r
,
2r
, . . . ,
mr
)
t
.
Thus, by Corollary 3.3.20.2, Column rank(A) = dim
_
((A)
_
r = Row rank(A). A similar argument
gives Row rank(A) Column rank(A). Hence, we have the required result.
Let M and N be two subspaces a vector space V (F). Then recall that (see Exercise 3.1.22.5d)
M + N = u + v : u M, v N is the smallest subspace of V containing both M and N. We now
state a very important result that relates the dimensions of the three subspaces M, N and M +N (for
a proof, see Appendix 7.3.1).
Theorem 3.3.22 Let M and N be two subspaces of a nite dimensional vector space V (F). Then
dim(M) + dim(N) = dim(M +N) + dim(M N). (3.3.4)
Let S be a subset of R
n
and let V = L(S). Then Theorem 3.3.6 and Corollary 3.3.20.1 to obtain a
basis of V . The algorithm proceeds as follows:
1. Construct a matrix A whose rows are the vectors in S.
70 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
2. Apply row operations on A to get B, a matrix in row echelon form.
3. Let B be the set of nonzero rows of B. Then B is a basis of L(S) = V.
Example 3.3.23 1. Let S = (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 0, 1), (1, 1, 1, 1) R
4
. Find a basis of
L(S).
Solution: Here A =
_
_
1 1 1 1
1 1 1 1
1 1 0 1
1 1 1 1
_
_
. Then B =
_
_
1 1 1 1
0 1 0 0
0 0 1 0
0 0 0 0
_
_
is the row echelon form of A
and hence B = (1, 1, 1, 1), (0, 1, 0, 0), (0, 0, 1, 0) is a basis of L(S). Observe that the nonzero rows
of B can be obtained, using the rst, second and fourth or the rst, third and fourth rows of A.
Hence the subsets (1, 1, 1, 1), (1, 1, 0, 1), (1, 1, 1, 1) and (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1)
of S are also bases of L(S).
2. Let V = (v, w, x, y, z) R
5
: v + x + z = 3y and W = (v, w, x, y, z) R
5
: w x = z, v = y
be two subspaces of R
5
. Find bases of V and W containing a basis of V W.
Solution: Let us nd a basis of V W. The solution set of the linear equations
v +x 3y +z = 0, w x z = 0 and v = y
is
(v, w, x, y, z)
t
= (y, 2y, x, y, 2y x)
t
= y(1, 2, 0, 1, 2)
t
+x(0, 0, 1, 0, 1)
t
.
Thus, a basis of V W is B = (1, 2, 0, 1, 2), (0, 0, 1, 0, 1). Similarly, a basis of V is B
1
=
(1, 0, 1, 0, 0), (0, 1, 0, 0, 0), (3, 0, 0, 1, 0), (1, 0, 0, 0, 1) and that of W is
B
2
= (1, 0, 0, 1, 0), (0, 1, 1, 0, 0), (0, 1, 0, 0, 1). To nd a basis of V containing a basis of V W,
form a matrix whose rows are the vectors in B and B
1
(see the rst matrix in Equation(3.3.5))
and apply row operations without disturbing the rst two rows that have come from B. Then after
a few row operations, we get
_
_
1 2 0 1 2
0 0 1 0 1
1 0 1 0 0
0 1 0 0 0
3 0 0 1 0
1 0 0 0 1
_
_
1 2 0 1 2
0 0 1 0 1
0 1 0 0 0
0 0 0 1 3
0 0 0 0 0
0 0 0 0 0
_
_
. (3.3.5)
Thus, a required basis of V is (1, 2, 0, 1, 2), (0, 0, 1, 0, 1), (0, 1, 0, 0, 0), (0, 0, 0, 1, 3). Similarly, a
required basis of W is (1, 2, 0, 1, 2), (0, 0, 1, 0, 1), (0, 0, 1, 0, 1).
Exercise 3.3.24 1. If M and N are 4dimensional subspaces of a vector space V of dimension 7
then show that M and N have at least one vector in common other than the zero vector.
2. Let V = (x, y, z, w) R
4
: x+yz +w = 0, x+y+z +w = 0, x+2y = 0 and W = (x, y, z, w)
R
4
: x y z +w = 0, x + 2y w = 0 be two subspaces of R
4
. Find bases and dimensions of V,
W, V W and V +W.
3. Let W
1
and W
2
be two subspaces of a vector space V . If dim(W
1
) + dim(W
2
) > dim(V ), then
prove that W
1
W
2
contains a nonzero vector.
4. Give examples to show that the Column Space of two rowequivalent matrices need not be same.
5. Let A M
mn
(C) with m < n. Prove that the columns of A are linearly dependent.
3.3. BASES 71
6. Suppose a sequence of matrices A = B
0
B
1
B
k1
B
k
= B satises !(B
l
)
!(B
l1
) for 1 l k. Then prove that !(B) !(A).
Before going to the next section, we prove the ranknullity theorem and the main theorem of system
of linear equations (see Theorem 2.4.1).
Theorem 3.3.25 (RankNullity Theorem) For any matrix A M
mn
(C),
dim(((A)) + dim(A(A)) = n.
Proof. Let dim(A(A)) = r < n and let u
1
, u
2
, . . . , u
r
be a basis of A(A). Since u
1
, . . . , u
r
is
a linearly independent subset in R
n
, there exist vectors u
r+1
, . . . , u
n
R
n
(see Corollary 3.2.5.2) such
that u
1
, . . . , u
n
is a basis of R
n
. Then by denition,
((A) = L(Au
1
, Au
2
, . . . , Au
n
)
= L(0, . . . , 0, Au
r+1
, Au
r+2
, . . . , Au
n
) = L(Au
r+1
, . . . , Au
n
).
We need to prove that Au
r+1
, . . . , Au
n
is a linearly independent set. Consider the linear system
1
Au
r+1
+
2
Au
r+2
+ +
nr
Au
n
= 0. (3.3.6)
in the unknowns
1
, . . . ,
nr
. This linear system is equivalent to
A(
1
u
r+1
+
2
u
r+2
+ +
nr
u
n
) = 0.
Hence, by denition of A(A),
1
u
r+1
+ +
nr
u
n
A(A) = L(u
1
, . . . , u
r
). Therefore, there exists
scalars
i
, 1 i r such that
1
u
r+1
+
2
u
r+2
+ +
nr
u
n
=
1
u
1
+
2
u
2
+ +
r
u
r
.
Or equivalently,
1
u
1
+ +
r
u
r
1
u
r+1
nr
u
n
= 0. (3.3.7)
As u
1
, . . . , u
n
is a linearly independent set, the only solution of Equation (3.3.7) is
i
= 0 for 1 i n r and
j
= 0 for 1 j r.
In other words, we have shown that the only solution of Equation (3.3.6) is the trivial solution (
i
= 0
for all i, 1 i n r). Hence, the set Au
r+1
, . . . , Au
n
is a linearly independent and is a basis of
((A). Thus
dim(((A)) + dim(A(A)) = (n r) +r = n
and the proof of the theorem is complete.
Theorem 3.3.25 is part of what is known as the fundamental theorem of linear algebra (see Theo
rem 5.2.15). As the nal result in this direction, We now prove the main theorem on linear systems
stated on page 38 (see Theorem 2.4.1) whose proof was omitted.
Theorem 3.3.26 Consider a linear system Ax = b, where A is an mn matrix, and x, b are vectors
of orders n 1, and m1, respectively. Suppose rank (A) = r and rank([A b]) = r
a
. Then exactly one
of the following statement holds:
1. If r < r
a
, the linear system has no solution.
2. if r
a
= r, then the linear system is consistent. Furthermore,
72 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
(a) if r = n, then the solution set of the linear system has a unique n 1 vector x
0
satisfying
Ax
0
= b.
(b) if r < n, then the set of solutions of the linear system is an innite set and has the form
x
0
+k
1
u
1
+k
2
u
2
+ +k
nr
u
nr
: k
i
R, 1 i n r,
where x
0
, u
1
, . . . , u
nr
are n 1 vectors satisfying Ax
0
= b and Au
i
= 0 for 1 i n r.
Proof. Proof of Part 1. As r < r
a
, the (r + 1)th row of the rowreduced echelon form of [A b] has
the form [0, 1]. Thus, by Theorem 1, the system Ax = b is inconsistent.
Proof of Part 2a and Part 2b. As r = r
a
, using Corollary 3.3.20, ((A) = (([A, b]). Hence, the
vector b ((A) and therefore there exist scalars c
1
, c
2
, . . . , c
n
such that b = c
1
a
1
+ c
2
a
2
+ c
n
a
n
,
where a
1
, a
2
, . . . , a
n
are the columns of A. That is, we have a vector x
t
0
= [c
1
, c
2
, . . . , c
n
] that satises
Ax = b.
If in addition r = n, then the system Ax = b has no free variables in its solution set and thus we
have a unique solution (see Theorem 2.1.22.2a).
Whereas the condition r < n implies that the system Ax = b has n r free variables in its solution
set and thus we have an innite number of solutions (see Theorem 2.1.22.2b). To complete the proof of
the theorem, we just need to show that the solution set in this case has the form x
0
+k
1
u
1
+k
2
u
2
+
+k
nr
u
nr
: k
i
R, 1 i n r, where Ax
0
= b and Au
i
= 0 for 1 i n r.
To get this, note that using the ranknullity theorem (see Theorem 3.3.25) rank(A) = r implies
that dim(A(A)) = n r. Let u
1
, u
2
, . . . , u
nr
be a basis of A(A). Then by denition Au
i
= 0 for
1 i n r and hence
A(x
0
+k
1
u
1
+k
2
u
2
+ +k
nr
u
nr
) = Ax
0
+k
1
0 + +k
nr
0 = b.
Thus, the required result follows.
Example 3.3.27 Let A =
_
_
1 1 0 1 1 0 1
0 0 1 2 3 0 2
0 0 0 0 0 1 1
_
_
and V = x
t
R
7
: Ax = 0. Find a basis and
dimension of V .
Solution: Observe that x
1
, x
3
and x
6
are the basic variables and the rest are the free variables. Writing
the basic variables in terms of free variables, we get
x
1
= x
7
x
2
x
4
x
5
, x
3
= 2x
7
2x
4
3x
5
and x
6
= x
7
.
Hence,
_
_
x
1
x
2
x
3
x
4
x
5
x
6
x
7
_
_
=
_
_
x
7
x
2
x
4
x
5
x
2
2x
7
2x
4
3x
5
x
4
x
5
x
7
x
7
_
_
= x
2
_
_
1
1
0
0
0
0
0
_
_
+x
4
_
_
1
0
2
1
0
0
0
_
_
+x
5
_
_
1
0
3
0
1
0
0
_
_
+x
7
_
_
1
0
2
0
0
1
1
_
_
. (3.3.8)
Therefore, if we let u
t
1
=
_
1, 1, 0, 0, 0, 0, 0
, u
t
2
=
_
1, 0, 2, 1, 0, 0, 0
, u
t
3
=
_
1, 0, 3, 0, 1, 0, 0
and u
t
4
=
_
1, 0, 2, 0, 0, 1, 1
then S = u
1
, u
2
, u
3
, u
4
is the basis of V . The reasons are as follows:
1. For Linear independence, we consider the homogeneous system
c
1
u
1
+c
2
u
2
+c
3
u
3
+c
4
u
4
= 0 (3.3.9)
in the unknowns c
1
, c
2
, c
3
and c
4
. Then relating the unknowns with the free variables x
2
, x
4
, x
5
and x
7
and then comparing Equations (3.3.8) and (3.3.9), we get
3.4. ORDERED BASES 73
(a) c
1
= 0 as the 2nd coordinate consists only of c
1
.
(b) c
2
= 0 as the 4th coordinate consists only of c
2
.
(c) c
3
= 0 as the 5th coordinate consists only of c
3
.
(d) c
4
= 0 as the 7th coordinate consists only of c
4
.
Hence, the set S is linearly independent.
2. L(S) = V is obvious as any vector of V has the form mentioned as the rst equality in Equa
tion (3.3.8).
The understanding built in Example 3.3.27 gives us the following remark.
Remark 3.3.28 The vectors u
1
, u
2
, . . . , u
nr
in Theorem 3.3.26.2b correspond to expressing the solu
tion set with the help of the free variables. This is done by writing the basic variables in terms of the
free variables and then writing the solution set in such a way that each u
i
corresponds to a specic free
variable.
The following are some of the consequences of the ranknullity theorem. The proof is left as an
exercise for the reader.
Exercise 3.3.29 1. Let A be an mn real matrix. Then
(a) if n > m, then the system Ax = 0 has innitely many solutions,
(b) if n < m, then there exists a nonzero vector b = (b
1
, b
2
, . . . , b
m
)
t
such that the system Ax = b
does not have any solution.
2. The following statements are equivalent for an mn matrix A.
(a) Rank (A) = k.
(b) There exist a set of k rows of A that are linearly independent.
(c) There exist a set of k columns of A that are linearly independent.
(d) dim(((A)) = k.
(e) There exists a kk submatrix B of A with det(B) ,= 0 and determinant of every (k+1)(k+1)
submatrix of A is zero.
(f ) There exists a linearly independent subset b
1
, b
2
, . . . , b
k
of R
m
such that the system Ax =
b
i
for 1 i k is consistent.
(g) dim(A(A)) = n k.
3.4 Ordered Bases
Let B = u
1
, u
2
, . . . , u
n
be a basis of a vector space V . As B is a set, there is no ordering of its
elements. In this section, we want to associate an order among the vectors in any basis of V as this
helps in getting a better understanding about nite dimensional vector spaces and its relationship with
matrices.
Denition 3.4.1 (Ordered Basis) Let V be a vector space of dimension n. Then an ordered basis for
V is a basis u
1
, u
2
, . . . , u
n
together with a onetoone correspondence between the sets u
1
, u
2
, . . . , u
n
and 1, 2, 3, . . . , n.
If the ordered basis has u
1
as the rst vector, u
2
as the second vector and so on, then we denote this
by writing the ordered basis as (u
1
, u
2
, . . . , u
n
).
74 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
Example 3.4.2 1. Consider the vector space T
2
(R) with basis 1 x, 1 +x, x
2
. Then one can take
either B
1
=
_
1 x, 1 + x, x
2
_
or B
2
=
_
1 + x, 1 x, x
2
_
as ordered bases. Also for any element
a
0
+a
1
x +a
2
x
2
T
2
(R), one has
a
0
+a
1
x +a
2
x
2
=
a
0
a
1
2
(1 x) +
a
0
+a
1
2
(1 +x) +a
2
x
2
.
Thus, a
0
+a
1
x +a
2
x
2
in the ordered basis
(a) B
1
, has
a0a1
2
as the coecient of the rst element,
a0+a1
2
as the coecient of the second
element and a
2
as the coecient the third element of B
1
.
(b) B
2
, has
a0+a1
2
as the coecient of the rst element,
a0a1
2
as the coecient of the second
element and a
2
as the coecient the third element of B
2
.
2. Let V = (x, y, z) : x + y = z and let B = (1, 1, 0), (1, 0, 1) be a basis of V . Then check that
(3, 4, 7) = 4(1, 1, 0) + 7(1, 0, 1) V.
That is, as ordered bases (u
1
, u
2
, . . . , u
n
), (u
2
, u
3
, . . . , u
n
, u
1
) and (u
n
, u
n1
, . . . , u
2
, u
1
) are dierent
even though they have the same set of vectors as elements. To proceed further, we now dene the notion
of coordinates of a vector depending on the chosen ordered basis.
Denition 3.4.3 (Coordinates of a Vector) Let B = (v
1
, v
2
, . . . , v
n
) be an ordered basis of a vector
space V and let v V . Suppose
v =
1
v
1
+
2
v
2
+ +
n
v
n
for some scalars
1
,
2
, . . . ,
n
.
Then the tuple (
1
,
2
, . . . ,
n
)
t
is called the coordinate of the vector v with respect to the ordered basis
B and is denoted by [v]
B
= (
1
, . . . ,
n
)
t
, a column vector.
Example 3.4.4 1. In Example 3.4.2.1, let p(x) = a
0
+a
1
x +a
2
x
2
. Then
[p(x)]
B1
=
_
_
a0a1
2
a0+a1
2
a
2
_
_
, [p(x)]
B2
=
_
_
a0+a1
2
a0a1
2
a
2
_
_
and [p(x)]
B3
=
_
_
a
2
a0a1
2
a0+a1
2
_
_
.
2. In Example 3.4.2.2,
_
(3, 4, 7)
B
=
_
4
7
_
and
_
(x, y, z)
B
=
_
(z y, y, z)
B
=
_
y
z
_
.
3. Let the ordered bases of R
3
be B
1
=
_
(1, 0, 0), (0, 1, 0), (0, 0, 1)
_
, B
2
=
_
(1, 0, 0), (1, 1, 0), (1, 1, 1)
_
and B
3
=
_
(1, 1, 1), (1, 1, 0), (1, 0, 0)
_
. Then
(1, 1, 1) = 1 (1, 0, 0) + (1) (0, 1, 0) + 1 (0, 0, 1).
= 2 (1, 0, 0) + (2) (1, 1, 0) + 1 (1, 1, 1).
= 1 (1, 1, 1) + (2) (1, 1, 0) + 2 (1, 0, 0).
Therefore, if we write u = (1, 1, 1), then
[u]
B1
= (1, 1, 1)
t
, [u]
B2
= (2, 2, 1)
t
, [u]
B3
= (1, 2, 2)
t
.
In general, let V be an ndimensional vector space with B
1
= (u
1
, u
2
, . . . , u
n
) and B
2
= (v
1
, v
2
, . . . , v
n
).
Since B
1
is a basis of V, there exist unique scalars a
ij
, 1 i, j n, such that
v
i
=
n
l=1
a
li
u
l
, or equivalently, [v
i
]
B1
= (a
1i
, a
2i
, . . . , a
ni
)
t
for 1 i n.
3.4. ORDERED BASES 75
Suppose v V with [v]
B2
= (
1
,
2
, . . . ,
n
)
t
. Then
v =
n
i=1
i
v
i
=
n
i=1
i
_
_
n
j=1
a
ji
u
j
_
_
=
n
j=1
_
n
i=1
a
ji
i
_
u
j
.
Since B
1
is a basis this representation of v in terms of u
i
s is unique. So,
[v]
B1
=
_
n
i=1
a
1i
i
,
n
i=1
a
2i
i
, . . . ,
n
i=1
a
ni
i
_
t
=
_
_
a
11
a
1n
a
21
a
2n
.
.
.
.
.
.
.
.
.
a
n1
a
nn
_
_
_
2
.
.
.
n
_
_
= A[v]
B2
,
where A =
_
[v
1
]
B1
, [v
2
]
B1
, . . . , [v
n
]
B1
_
. Hence, we have proved the following theorem.
Theorem 3.4.5 Let V be an ndimensional vector space with bases B
1
= (u
1
, u
2
, . . . , u
n
) and B
2
=
(v
1
, v
2
, . . . , v
n
). Dene an n n matrix A by A =
_
[v
1
]
B1
, [v
2
]
B1
, . . . , [v
n
]
B1
_
. Then, A is an invertible
matrix (see Exercise 3.3.14.7) and
[v]
B1
= A[v]
B2
for all v V.
Theorem 3.4.5 states that the coordinates of a vector with respect to dierent bases are related via
an invertible matrix A.
Example 3.4.6 Let B
1
=
_
(1, 0, 0), (1, 1, 0), (1, 1, 1)
_
and B
2
=
_
(1, 1, 1), (1, 1, 1), (1, 1, 0)
_
be two bases
of R
3
.
1. Then [(x, y, z)]
B1
= (x y, y z, z)
t
and [(x, y, z)]
B2
= (
yx
2
+z,
xy
2
, x z)
t
.
2. Check that A =
_
[(1, 1, 1)]
B1
, [(1, 1, 1)]
B1
, [(1, 1, 0)]
B1
_
=
_
_
0 2 0
0 2 1
1 1 0
_
_
as
[(1, 1, 1)]
B1
= 0 (1, 0, 0) + 0 (1, 1, 0) + 1 (1, 1, 1) = (0, 0, 1)
t
,
[(1, 1, 1)]
B1
= 2 (1, 0, 0) + (2) (1, 1, 0) + 1 (1, 1, 1) = (2, 2, 1)
t
and
[(1, 1, 0)]
B1
= 0 (1, 0, 0) + 1 (1, 1, 0) + 0 (1, 1, 1) = (0, 1, 0)
t
.
3. Thus, for any (x, y, z) R
3
,
[(x, y, z)]
B1
=
_
_
x y
y z
z
_
_
=
_
_
0 2 0
0 2 1
1 1 0
_
_
_
_
yx
2
+z
xy
2
x z
_
_
= A [(x, y, z)]
B2
.
4. Observe that the matrix A is invertible and hence [(x, y, z)]
B2
= A
1
[(x, y, z)]
B1
.
In the next chapter, we try to understand Theorem 3.4.5 again using the ideas of linear transfor
mations/functions.
Exercise 3.4.7 1. Consider the vector space T
3
(R).
(a) Prove that B
1
= (1 x, 1 +x
2
, 1 x
3
, 3 +x
2
x
3
) and B
2
= (1, 1 x, 1 +x
2
, 1 x
3
) are bases
of T
3
(R).
76 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
(b) Find the coordinates of u = 1 +x +x
2
+x
3
with respect to B
1
and B
2
.
(c) Find the matrix A such that [u]
B2
= A[u]
B1
.
(d) Let v = a
0
+a
1
x +a
2
x
2
+a
3
x
3
. Then verify that
[v]
B1
=
_
_
a
1
a
0
a
1
+ 2a
2
a
3
a
0
a
1
+a
2
2a
3
a
0
+a
1
a
2
+a
3
_
_
=
_
_
0 1 0 0
1 0 1 0
1 0 0 1
1 0 0 0
_
_
_
_
a
0
+a
1
a
2
+a
3
a
1
a
2
a
3
_
_
= [v]
B2
.
2. Let B =
_
(2, 1, 0), (2, 1, 1), (2, 2, 1)
_
be an ordered basis of R
3
. Determine the coordinates of (1, 2, 1)
and (4, 2, 2) with respect B.
3.5 Summary
In this chapter, we started with the denition of vector spaces over F, the set of scalars. The set F was
either R, the set of real numbers or C, the set of complex numbers.
It was important to note that given a nonempty set V of vectors with a set F of scalars, we need to
do the following:
1. rst dene vector addition and scalar multiplication and
2. then verify the axioms in Denition 3.1.1.
If all the axioms are satised then V is a vector space over F. To check whether a nonempty subset
W of a vector space V over F is a subspace of V , we only need to check whether u + v W for all
u, v W and u W for all F and u W.
We then came across the denition of linear combination of vectors and the linear span of vectors.
It was also shown that the linear span of a subset S of a vector space V is the smallest subspace
of V containing S. Also, to check whether a given vector v is a linear combination of the vectors
u
1
, u
2
, . . . , u
n
, we need to solve the linear system
c
1
u
1
+ c
2
u
2
+ +c
n
u
n
= v
in the unknowns c
1
, . . . , c
n
. This corresponds to solving the linear system Ax = b. It was also shown
that the geometrical representation of the linear span of S = u
1
, u
2
, . . . , u
n
is equivalent to nding
conditions on the coordinates of the vector b such that the linear system Ax = b is consistent, where
the matrix A is formed with the coordinates of the vector u
i
as the ith column of the matrix A.
By denition, S = u
1
, u
2
, . . . , u
n
is linearly independent subset in V (F) if the homogeneous system
Ax = 0 has only the trivial solution in F, else S is linearly dependent, where the matrix A is formed
with the coordinates of the vector u
i
as the ith column of the matrix A.
We then had the notion of the basis of a nite dimensional vector space V and the following results
were proved.
1. A linearly independent set can be extended to form a basis of V .
2. Any two bases of V have the same number of elements.
This number was dened as the dimension of V and we denoted it by dim(V ).
The following conditions are equivalent for an n n matrix A.
1. A is invertible.
2. The homogeneous system Ax = 0 has only the trivial solution.
3.5. SUMMARY 77
3. The row reduced echelon form of A is I.
4. A is a product of elementary matrices.
5. The system Ax = b has a unique solution for every b.
6. The system Ax = b has a solution for every b.
7. rank(A) = n.
8. det(A) ,= 0.
9. The row space of A is R
n
.
10. The column space of A is R
n
.
11. The rows of A form a basis of R
n
.
12. The columns of A form a basis of R
n
.
13. The null space of A is 0.
Let A be an m n matrix. Then we proved the ranknullity theorem which states that rank(A) +
nullity(A) = n, the number of columns. This implied that if rank(A) = r then the solution set of the
linear system Ax = b is of the form x
0
+ c
1
u
1
+ + c
nr
u
nr
, where Ax
0
= b and Au
i
= 0 for
1 i n r. Also, the vectors u
1
, u
2
, . . . , u
nr
are linearly independent.
Let V be a vector space of R
n
for some positive integer n with dim(V ) = k. Then V may not have
a standard basis. Even if V may have a basis that looks like an standard basis, our problem may force
us to look for some other basis. In such a case, it is always helpful to x an ordered basis B and then
express each vector in V as a linear combination of elements from B. This idea helps us in writing each
element of V as a column vector of size k. We will also see its use in the study of linear transformations
and the study of eigenvalues and eigenvectors.
78 CHAPTER 3. FINITE DIMENSIONAL VECTOR SPACES
Chapter 4
Linear Transformations
4.1 Denitions and Basic Properties
In this chapter, it will be shown that if V is a real vector space with dim(V ) = n then V looks like R
n
.
On similar lines a complex vector space of dimension n has all the properties that are satised by C
n
.
To do so, we start with the denition of functions over vector spaces that commute with the operations
of vector addition and scalar multiplication.
Denition 4.1.1 (Linear Transformation, Linear Operator) Let V and W be vector spaces over
the same scalar set F. A function (map) T : V W is called a linear transformation if for all F
and u, v V the function T satises
T( u) = T(u) and T(u +v) = T(u) T(v),
where +, are binary operations in V and , are the binary operations in W. In particular, if W = V
then the linear transformation T is called a linear operator.
We now give a few examples of linear transformations.
Example 4.1.2 1. Dene T : RR
2
by T(x) = (x, 3x) for all x R. Then T is a linear trans
formation as
T(x) = (x, 3x) = (x, 3x) = T(x) and
T(x +y) = (x +y, 3(x +y) = (x, 3x) + (y, 3y) = T(x) +T(y).
2. Let V, W and Z be vector spaces over F. Also, let T : V W and S : WZ be linear transfor
mations. Then, for each v V , the composition of T and S is dened by S T(v) = S
_
T(v)
_
. It
is easy to verify that S T is a linear transformation. In particular, if V = W, one writes T
2
in
place of T T.
3. Let x
t
= (x
1
, x
2
, . . . , x
n
) R
n
. Then for a xed vector a
t
= (a
1
, a
2
, . . . , a
n
) R
n
, dene T :
R
n
R by T(x
t
) =
n
i=1
a
i
x
i
for all x
t
R
n
. Then T is a linear transformation. In particular,
(a) T(x
t
) =
n
i=1
x
i
for all x
t
R
n
if a
i
= 1, for 1 i n.
(b) if a = e
i
for a xed i, 1 i n, one can dene T
i
(x
t
) = x
i
for all x
t
R
n
.
4. Dene T : R
2
R
3
by T(x, y) = (x + y, 2x y, x + 3y). Then T is a linear transformation with
T(1, 0) = (1, 2, 1) and T(0, 1) = (1, 1, 3).
79
80 CHAPTER 4. LINEAR TRANSFORMATIONS
5. Let A M
mn
(C). Dene a map T
A
: C
n
C
m
by T
A
(x
t
) = Ax for every x
t
= (x
1
, x
2
, . . . , x
n
)
C
n
. Then T
A
is a linear transformation. That is, every m n complex matrix denes a linear
transformation from C
n
to C
m
.
6. Dene T : R
n+1
T
n
(R) by T(a
1
, a
2
, . . . , a
n+1
) = a
1
+a
2
x+ +a
n+1
x
n
for (a
1
, a
2
, . . . , a
n+1
)
R
n+1
. Then T is a linear transformation.
7. Fix A M
n
(C). Then T
A
: M
n
(C)M
n
(C) and S
A
: M
n
(C)C are both linear transforma
tions, where
T
A
(B) = BA
and S
A
(B) = tr(BA
) for every B M
n
(C).
Before proceeding further with some more denitions and results associated with linear transforma
tions, we prove that any linear transformation sends the zero vector to a zero vector.
Proposition 4.1.3 Let T : V W be a linear transformation. Suppose that 0
V
is the zero vector in
V and 0
W
is the zero vector of W. Then T(0
V
) = 0
W
.
Proof. Since 0
V
= 0
V
+0
V
, we have
T(0
V
) = T(0
V
+0
V
) = T(0
V
) +T(0
V
).
So T(0
V
) = 0
W
as T(0
V
) W.
From now on, we write 0 for both the zero vector of the domain and codomain.
Denition 4.1.4 (Zero Transformation) Let V and W be two vector spaces over F and dene T :
V W by T(v) = 0 for every v V. Then T is a linear transformation and is usually called the zero
transformation, denoted 0.
Denition 4.1.5 (Identity Operator) Let V be a vector space over F and dene T : V V by
T(v) = v for every v V. Then T is a linear transformation and is usually called the Identity trans
formation, denoted I.
Denition 4.1.6 (Equality of two Linear Operators) Let V be a vector space and let T, S : V V
be a linear operators. The operators T and S are said to be equal if T(x) = S(x) for all x V .
We now prove a result that relates a linear transformation T with its value on a basis of the domain
space.
Theorem 4.1.7 Let V and W be two vector spaces over F and let T : V W be a linear trans
formation. If B =
_
u
1
, . . . , u
n
_
is an ordered basis of V then for each v V , the vector T(v) is
a linear combination of T(u
1
), . . . , T(u
n
) W. That is, we have full information of T if we know
T(u
1
), . . . , T(u
n
) W, the image of basis vectors in W.
Proof. As B is a basis of V, for every v V, we can nd c
1
, . . . , c
n
F such that v = c
1
u
1
+ +c
n
u
n
,
or equivalently [v]
B
= (
1
, . . . ,
n
)
t
. Hence, by denition
T(v) = T(c
1
u
1
+ +c
n
u
n
) = c
1
T(u
1
) + +c
n
T(u
n
).
That is, we just need to know the vectors T(u
1
), T(u
2
), . . . , T(u
n
) in W to get T(v) as [v]
B
=
(
1
, . . . ,
n
)
t
is known in V . Hence, the required result follows.
Exercise 4.1.8 1. Are the maps T : V W given below, linear transformations?
(a) Let V = R
2
and W = R
3
with T(x, y) = (x +y + 1, 2x y, x + 3y).
4.1. DEFINITIONS AND BASIC PROPERTIES 81
(b) Let V = W = R
2
with T(x, y) = (x y, x
2
y
2
).
(c) Let V = W = R
2
with T(x, y) = (x y, [x[).
(d) Let V = R
2
and W = R
4
with T(x, y) = (x +y, x y, 2x +y, 3x 4y).
(e) Let V = W = R
4
with T(x, y, z, w) = (z, x, w, y).
2. Which of the following maps T : M
2
(R)M
2
(R) are linear operators?
(a) T(A) = A
t
(b) T(A) = I +A (c) T(A) = A
2
(d) T(A) = BAB
1
, where B is a xed 2 2 matrix.
3. Prove that a map T : R R is a linear transformation if and only if there exists a unique c R
such that T(x) = cx for every x R.
4. Let A M
n
(C) and dene T
A
: C
n
C
n
by T
A
(x
t
) = Ax for every x
t
C
n
. Prove that for any
positive integer k, T
k
A
(x
t
) = A
k
x.
5. Use matrices to give examples of linear operators T, S : R
3
R
3
that satisfy:
(a) T ,= 0, T
2
,= 0, T
3
= 0.
(b) T ,= 0, S ,= 0, S T ,= 0, T S = 0.
(c) S
2
= T
2
, S ,= T.
(d) T
2
= I, T ,= I.
6. Let T : R
n
R
n
be a linear operator with T ,= 0 and T
2
= 0. Prove that there exists a vector
x R
n
such that the set x, T(x) is linearly independent.
7. Fix a positive integer p and let T : R
n
R
n
be a linear operator with T
k
,= 0 for 1 k p and
T
p+1
= 0. Then prove that there exists a vector x R
n
such that the set x, T(x), . . . , T
p
(x) is
linearly independent.
8. Let T : R
n
R
m
be a linear transformation with T(x
0
) = y
0
for some x
0
R
n
and y
0
R
m
.
Dene T
1
(y
0
) = x R
n
: T(x) = y
0
. Then prove that for every x T
1
(y
0
) there exists
z T
1
(0) such that x = x
0
+ z. Also, prove that T
1
(y
0
) is a subspace of R
n
if and only if
0 T
1
(y
0
).
9. Dene a map T : C C by T(z) = z, the complex conjugate of z. Is T a linear transformation
over C(R)?
10. Prove that there exists innitely many linear transformations T : R
3
R
2
such that T(1, 1, 1) =
(1, 2) and T(1, 1, 2) = (1, 0)?
11. Does there exist a linear transformation T : R
3
R
2
such that T(1, 0, 1) = (1, 2), T(0, 1, 1) =
(1, 0) and T(1, 1, 1) = (2, 3)?
12. Does there exist a linear transformation T : R
3
R
2
such that T(1, 0, 1) = (1, 2), T(0, 1, 1) =
(1, 0) and T(1, 1, 2) = (2, 3)?
13. Let T : R
3
R
3
be dened by T(x, y, z) = (2x + 3y + 4z, x +y + z, x + y + 3z). Find the value
of k for which there exists a vector x
t
R
3
such that T(x
t
) = (9, 3, k).
14. Let T : R
3
R
3
be dened by T(x, y, z) = (2x 2y + 2z, 2x + 5y + 2z, 8x + y + 4z). Find a
vector x
t
R
3
such that T(x
t
) = (1, 1, 1).
82 CHAPTER 4. LINEAR TRANSFORMATIONS
15. Let T : R
3
R
3
be dened by T(x, y, z) = (2x + y + 3z, 4x y + 3z, 3x 2y + 5z). Determine
nonzero vectors x
t
, y
t
, z
t
R
3
such that T(x
t
) = 6x, T(y
t
) = 2y and T(z
t
) = 2z. Is the set
x, y, z linearly independent?
16. Let T : R
3
R
3
be dened by T(x, y, z) = (2x + 3y + 4z, y, 3y + 4z). Determine nonzero
vectors x
t
, y
t
, z
t
R
3
such that T(x
t
) = 2x, T(y
t
) = 4y and T(z
t
) = z. Is the set x, y, z
linearly independent?
17. Let n be any positive integer. Prove that there does not exist a linear transformation T : R
3
R
n
such that T(1, 1, 2) = x
t
, T(1, 2, 3) = y
t
and T(1, 10, 1) = z
t
where z = x+y. Does there exist
real numbers c, d such that z = cx +dy and T is indeed a linear transformation?
18. Find all functions f : R
2
R
2
that xes the line y = x and sends (x
1
, y
1
) for x
1
,= y
1
to its
mirror image along the line y = x. Or equivalently, f satises
(a) f(x, x) = (x, x) and
(b) f(x, y) = (y, x) for all (x, y) R
2
.
19. Consider the complex vector space C
3
and let f : C
3
C
3
be a linear transformation. Suppose
there exist nonzero vectors x, y, z C
3
such that f(x) = x, f(y) = (1 +i)y and f(z) = (2 +3i)z.
Then prove that
(a) the vectors x, y, z are linearly independent subset of C
3
.
(b) the set x, y, z form a basis of C
3
.
4.2 Matrix of a linear transformation
In the previous section, we learnt the denition of a linear transformation. We also saw in Exam
ple 4.1.2.5 that for each A M
mn
(C), there exists a linear transformation T
A
: C
n
C
m
given by
T
A
(x
t
) = Ax for each x
t
C
n
. In this section, we prove that every linear transformation over nite
dimensional vector spaces corresponds to a matrix. Before proceeding further, we advise the reader to
recall the results on ordered basis, studied in Section 3.4.
Let V and W be nite dimensional vector spaces over F with dimensions n and m, respectively. Also,
let B
1
= (v
1
, . . . , v
n
) and B
2
= (w
1
, . . . , w
m
) be ordered bases of V and W, respectively. If T : V W
is a linear transformation then Theorem 4.1.7 implies that T(v) W is a linear combination of the
vectors T(v
1
), . . . , T(v
n
). So, let us nd the coordinate vectors [T(v
j
)]
B2
for each j = 1, 2, . . . , n. Let us
assume that
[T(v
1
)]
B2
= (a
11
, . . . , a
m1
)
t
, [T(v
2
)]
B2
= (a
12
, . . . , a
m2
)
t
, . . . , [T(v
n
)]
B2
= (a
1n
, . . . , a
mn
)
t
.
Or equivalently,
T(v
j
) = a
1j
w
1
+a
2j
w
2
+ +a
mj
w
m
=
m
i=1
a
ij
w
i
for j = 1, 2, . . . , n. (4.2.1)
Therefore, for a xed x V , if [x]
B1
= (x
1
, x
2
, . . . , x
n
)
t
then
T(x) = T
_
_
n
j=1
x
j
v
j
_
_
=
n
j=1
x
j
T(v
j
) =
n
j=1
x
j
_
m
i=1
a
ij
w
i
_
=
m
i=1
_
_
n
j=1
a
ij
x
j
_
_
w
i
. (4.2.2)
4.2. MATRIX OF A LINEAR TRANSFORMATION 83
Hence, using Equation (4.2.2), the coordinates of T(x) with respect to the basis B
2
equals
[T(x)]
B2
=
_
_
n
j=1
a
1j
x
j
.
.
.
n
j=1
a
mj
x
j
_
_
=
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mn
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
= A [x]
B1
,
where
A =
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
m1
a
m2
a
mn
_
_
=
_
[T(v
1
)]
B2
, [T(v
2
)]
B2
, . . . , [T(v
n
)]
B2
. (4.2.3)
The above observations lead to the following theorem and the subsequent denition.
Theorem 4.2.1 Let V and W be nite dimensional vector spaces over F with dimensions n and m,
respectively. Let T : V W be a linear transformation. Also, let B
1
and B
2
be ordered bases of V
and W, respectively. Then there exists a matrix A M
mn
(F), denoted A = T[B
1
, B
2
], with A =
_
[T(v
1
)]
B2
, [T(v
2
)]
B2
, . . . , [T(v
n
)]
B2
such that
[T(x)]
B2
= A [x]
B1
.
Denition 4.2.2 (Matrix of a Linear Transformation) Let V and W be nite dimensional vector
spaces over F with dimensions n and m, respectively. Let T : V W be a linear transformation. Then
the matrix T[B
1
, B
2
] is called the matrix of the linear transformation with respect to the ordered bases
B
1
and B
2
.
Remark 4.2.3 Let B
1
= (v
1
, . . . , v
n
) and B
2
= (w
1
, . . . , w
m
) be ordered bases of V and W, respectively.
Also, let T : V W be a linear transformation. Then writing T[B
1
, B
2
] in place of the matrix A,
Equation (4.2.1) can be rewritten as
T(v
j
) =
m
i=1
T[B
1
, B
2
]
ij
w
i
, for 1 j n. (4.2.4)
We now give a few examples to understand the above discussion and Theorem 4.2.1.
Q = (0, 1)
P = (1, 0)
= (sin , cos )
P
= (cos , sin)
P = (x, y)
P
= (x
, y
)
Figure 4.1: Counterclockwise Rotation by an angle
Example 4.2.4 1. Let T : R
2
R
2
be a function that counterclockwise rotates every point in R
2
by an angle , 0 < 2. Then using Figure 4.1 it can be checked that x
= OP
cos( + ) =
OP
_
cos cos sin sin
_
= xcos y sin and similarly y
=
_
cos sin
sin cos
_
. (4.2.5)
2. Let B
1
=
_
(1, 0), (0, 1)
_
and B
2
=
_
(1, 1), (1, 1)
_
be two ordered bases of R
2
. Then Compute
T[B
1
, B
1
] and T[B
2
, B
2
] for the linear transformation T : R
2
R
2
dened by T(x, y) = (x+y, x
2y).
Solution: Observe that for (x, y) R
2
, [(x, y)]
B1
=
_
x
y
_
and [(x, y)]
B2
=
_
x+y
2
xy
2
_
. Also, T(1, 0) =
(1, 1), T(0, 1) = (1, 2), T(1, 1) = (2, 1) and T(1, 1) = (0, 3). Thus, we have
T[B
1
, B
1
] =
_
[T
_
1, 0)
_
]
B1
, [T
_
0, 1)
_
]
B1
=
_
[(1, 1)]
B1
, [(1, 2)]
B1
=
_
1 1
1 2
_
and
T[B
2
, B
2
] =
_
[T
_
1, 1)
_
]
B2
, [T
_
1, 1)
_
]
B2
=
_
[(2, 1)]
B2
, [(0, 3)]
B2
=
_
1
2
3
2
3
2
3
2
_
.
Hence, we see that
[T(x, y)]
B1
=
_
(x +y, x 2y)
B1
=
_
x +y
x 2y
_
=
_
1 1
1 2
_ _
x
y
_
and
[T(x, y)]
B2
=
_
(x +y, x 2y)
B2
=
_
2xy
2
3y
2
_
=
_
1
2
3
2
3
2
3
2
_ _
x+y
2
xy
2
_
3. Let B
1
=
_
(1, 0, 0), (0, 1, 0), (0, 0, 1)
_
and B
2
=
_
(1, 0), (0, 1)
_
be ordered bases of R
3
and R
2
, re
spectively. Dene T : R
3
R
2
by T(x, y, z) = (x +y z, x +z). Then
T[B
1
, B
2
] =
_
[(1, 0, 0)]
B2
, [(0, 1, 0)]
B2
, [(0, 0, 1)]
B2
_
=
_
1 1 1
1 0 1
_
.
Check that [T(x, y, z)]
B2
= (x +y z, x +z)
t
= T[B
1
, B
2
] [(x, y, z)]
B1
.
4. Let B
1
=
_
(1, 0, 0), (0, 1, 0), (0, 0, 1)
_
, B
2
=
_
(1, 0, 0), (1, 1, 0), (1, 1, 1)
_
be two ordered bases of R
3
.
Dene T : R
3
R
3
by T(x
t
) = x for all x
t
R
3
. Then
[T(1, 0, 0)]
B2
= 1 (1, 0, 0) + 0 (1, 1, 0) + 0 (1, 1, 1) = (1, 0, 0)
t
,
[T(0, 1, 0)]
B2
= 1 (1, 0, 0) + 1 (1, 1, 0) + 0 (1, 1, 1) = (1, 1, 0)
t
, and
[T(0, 0, 1)]
B2
= 0 (1, 0, 0) + (1) (1, 1, 0) + 1 (1, 1, 1) = (0, 1, 1)
t
.
Thus, check that
T[B
1
, B
2
] = [[T(1, 0, 0)]
B2
, [T(0, 1, 0)]
B2
, [T(0, 0, 1)]
B2
]
= [(1, 0, 0)
t
, (1, 1, 0)
t
, (0, 1, 1)
t
] =
_
_
1 1 0
0 1 1
0 0 1
_
_
,
T[B
2
, B
1
] = [[T(1, 0, 0)]
B1
, [T(1, 1, 0)]
B1
, [T(1, 1, 1)]
B1
] =
_
_
1 1 1
0 1 1
0 0 1
_
_
,
T[B
1
, B
1
] = I
3
= T[B
2
, B
2
] and T[B
2
, B
1
]
1
= T[B
1
, B
2
].
4.3. RANKNULLITY THEOREM 85
Remark 4.2.5 1. Let V and W be nite dimensional vector spaces over F with order bases B
1
=
(v
1
, . . . , v
n
) and B
2
of V and W, respectively. If T : V W is a linear transformation then
(a) T[B
1
, B
2
] =
_
[T(v
1
)]
B2
, [T(v
2
)]
B2
, . . . , [T(v
n
)]
B2
.
(b) [T(x)]
B2
= T[B
1
, B
2
] [x]
B1
for all x V . That is, the coordinate vector of T(x) W is
obtained by multiplying the matrix of the linear transformation with the coordinate vector of
x V .
2. Let A M
mn
(R). Then A induces a linear transformation T
A
: R
n
R
m
dened by T
A
(x
t
) =
Ax for all x
t
R
n
. Let B
1
and B
2
be the standard ordered bases of R
n
and R
m
, respectively. Then
it can be easily veried that T
A
[B
1
, B
2
] = A.
Exercise 4.2.6 1. Let T : R
2
R
2
be a linear transformation that reects every point in R
2
about
the line y = mx. Find its matrix with respect to the standard ordered basis of R
2
.
2. Let T : R
3
R
3
be a linear transformation that reects every point in R
3
about the Xaxis. Find
its matrix with respect to the standard ordered basis of R
3
.
3. Let T : R
3
R
3
be a linear transformation that counterclockwise rotates every point in R
3
around
the positive Zaxis by an angle , 0 < 2. Prove that T is a linear operator and nd its matrix
with respect to the standard ordered basis of R
3
.[Hint: Is
_
_
cos sin 0
sin cos 0
0 0 1
_
_
the required matrix?]
4. Dene a function D : T
n
(R)T
n
(R) by
D(a
0
+a
1
x +a
2
x
2
+ +a
n
x
n
) = a
1
+ 2a
2
x + +na
n
x
n1
.
Prove that D is a linear operator and nd the matrix of D with respect to the standard ordered
basis of T
n
(R). Observe that the image of D is contained in T
n1
(R).
5. Let T be a linear operator in R
2
satisfying T(3, 4) = (0, 1) and T(1, 1) = (2, 3). Let B =
_
(1, 0), (1, 1)
_
be an ordered basis of R
2
. Compute T[B, B].
6. For each linear transformation given in Example 4.1.2, nd its matrix of the linear transform with
respect to standard ordered bases.
4.3 RankNullity Theorem
We are now ready to related the ranknullity theorem (see Theorem 3.3.25 on 71) with the ranknullity
theorem for linear transformation. To do so, we rst dene the range space and the null space of any
linear transformation.
Denition 4.3.1 (Range Space and Null Space) Let V be nite dimensional vector space over F
and let W be any vector space over F. Then for a linear transformation T : V W, we dene
1. ((T) = T(x) : x V as the range space of T and
2. A(T) = x V : T(x) = 0 as the null space of T.
We now prove some results associated with the above denitions.
Proposition 4.3.2 Let V be a vector space over F with basis v
1
, . . . , v
n
. Also, let W be a vector
spaces over F. Then for any linear transformation T : V W,
86 CHAPTER 4. LINEAR TRANSFORMATIONS
1. ((T) = L(T(v
1
), . . . , T(v
n
)) is a subspace of W and dim(((T) dim(W).
2. A(T) is a subspace of V and dim(A(T) dim(V ).
3. The following statements are equivalent.
(a) T is oneone.
(b) A(T) = 0.
(c) T(u
i
) : 1 i n is a basis of ((T).
4. dim(((T) = dim(V ) if and only if A(T) = 0.
Proof. Parts 1 and 2 The results about ((T) and A(T) can be easily proved. We thus leave the proof
for the readers.
We now assume that T is oneone. We need to show that A(T) = 0.
Let u A(T). Then by denition, T(u) = 0. Also for any linear transformation (see Proposition 4.1.3),
T(0) = 0. Thus T(u) = T(0). So, T is oneone implies u = 0. That is, A(T) = 0.
Let A(T) = 0. We need to show that T is oneone. So, let us assume that for some u, v
V, T(u) = T(v). Then, by linearity of T, T(u v) = 0. This implies, u v A(T) = 0. This in
turn implies u = v. Hence, T is oneone.
The other parts can be similarly proved.
Remark 4.3.3 1. ((T) is called the range space and A(T) the null space of T.
2. dim(((T) is denoted by (T) and is called the rank of T.
3. dim(A(T) is denoted by (T) and is called the nullity of T.
Example 4.3.4 Determine the range and null space of the linear transformation
T : R
3
R
4
with T(x, y, z) = (x y +z, y z, x, 2x 5y + 5z).
Solution: By Denition
!(T) = L
_
(1, 0, 1, 2), (1, 1, 0, 5), (1, 1, 0, 5)
_
= L
_
(1, 0, 1, 2), (1, 1, 0, 5)
_
= (1, 0, 1, 2) +(1, 1, 0, 5) : , R
= ( +, , , 2 + 5) : , R
= (x, y, z, w) R
4
: x +y z = 0, 5y 2z +w = 0
and
A(T) = (x, y, z) R
3
: T(x, y, z) = 0
= (x, y, z) R
3
: (x y +z, y z, x, 2x 5y + 5z) = 0
= (x, y, z) R
3
: x y +z = 0, y z = 0,
x = 0, 2x 5y + 5z = 0
= (x, y, z) R
3
: y z = 0, x = 0
= (0, y, y) R
3
: y R = L((0, 1, 1))
4.3. RANKNULLITY THEOREM 87
Exercise 4.3.5 1. Dene a linear operator D : T
n
(R)T
n
(R) by
D(a
0
+a
1
x +a
2
x
2
+ +a
n
x
n
) = a
1
+ 2a
2
x + +na
n
x
n1
.
Describe A(D) and ((D). Note that ((D) T
n1
(R).
2. Let T : V W be a linear transformation. If T(v
1
), . . . , T(v
n
) is linearly independent subset
in ((T) then prove that v
1
, . . . , v
n
V is linearly independent.
3. Dene a linear operator T : R
3
R
3
by T(1, 0, 0) = (0, 0, 1), T(1, 1, 0) = (1, 1, 1) and T(1, 1, 1) =
(1, 1, 0). Then
(a) determine T(x, y, z) for x, y, z R.
(b) determine ((T) and A(T). Also calculate (T) and (T).
(c) prove that T
3
= T and nd the matrix of T with respect to the standard basis.
4. Find a linear operator T : R
3
R
3
for which ((T) = L
_
(1, 2, 0), (0, 1, 1), (1, 3, 1)
_
?
5. Let v
1
, v
2
, . . . , v
n
be a basis of a vector space V (F). If W(F) is a vector space and w
1
, w
2
, . . . , w
n
W then prove that there exists a unique linear transformation T : V W such that T(v
i
) = w
i
for all i = 1, 2, . . . , n.
We now state the ranknullity theorem for linear transformation. The proof of this result is similar
to the proof of Theorem 3.3.25 and it also follows from Proposition 4.3.2. Hence, we omit the proof.
Theorem 4.3.6 (Rank Nullity Theorem) Let V be a nite dimensional vector space and let T :
V W be a linear transformation. Then (T) +(T) = dim(V ). That is,
dim(!(T)) + dim(A(T)) = dim(V ).
Theorem 4.3.7 Let V and W be nite dimensional vector spaces over F and let T : V W be a linear
transformation. Also assume that T is oneone and onto. Then
1. for each w W, the set T
1
(w) is a set consisting of a single element.
2. the map T
1
: WV dened by T
1
(w) = v whenever T(v) = w is a linear transformation.
Proof. Since T is onto, for each w W there exists v V such that T(v) = w. So, the set T
1
(w)
is nonempty.
Suppose there exist vectors v
1
, v
2
V such that T(v
1
) = T(v
2
). Then the assumption, T is oneone
implies v
1
= v
2
. This completes the proof of Part 1.
We are now ready to prove that T
1
, as dened in Part 2, is a linear transformation. Let w
1
, w
2
W.
Then by Part 1, there exist unique vectors v
1
, v
2
V such that T
1
(w
1
) = v
1
and T
1
(w
2
) = v
2
. Or
equivalently, T(v
1
) = w
1
and T(v
2
) = w
2
. So, for any
1
,
2
F, T(
1
v
1
+
2
v
2
) =
1
w
1
+
2
w
2
.
Hence, by denition, for any
1
,
2
F, T
1
(
1
w
1
+
2
w
2
) =
1
v
1
+
2
v
2
=
1
T
1
(w
1
) +
2
T
1
(w
2
).
Thus the proof of Part 2 is over.
Denition 4.3.8 (Inverse Linear Transformation) Let V and W be nite dimensional vector spaces
over F and let T : V W be a linear transformation. If the map T is oneone and onto, then the map
T
1
: WV dened by
T
1
(w) = v whenever T(v) = w
is called the inverse of the linear transformation T.
88 CHAPTER 4. LINEAR TRANSFORMATIONS
Example 4.3.9 1. Let T : R
2
R
2
be dened by T(x, y) = (x +y, x y). Then T
1
: R
2
R
2
is
dened by T
1
(x, y) = (
x+y
2
,
xy
2
). One can see that
T T
1
(x, y) = T(T
1
(x, y)) = T(
x +y
2
,
x y
2
)
= (
x +y
2
+
x y
2
,
x +y
2
x y
2
) = (x, y) = I(x, y),
where I is the identity operator. Hence, T T
1
= I. Verify that T
1
T = I. Thus, the map T
1
is indeed the inverse of T.
2. For (a
1
, . . . , a
n+1
) R
n+1
, dene the linear transformation T : R
n+1
T
n
(R) by
T(a
1
, a
2
, . . . , a
n+1
) = a
1
+a
2
x + +a
n+1
x
n
.
Then it can be checked that T
1
: T
n
(R)R
n+1
is dened by T
1
(a
1
+ a
2
x + + a
n+1
x
n
) =
(a
1
, a
2
, . . . , a
n+1
) for all a
1
+a
2
x + +a
n+1
x
n
T
n
(R).
Using the Ranknullity theorem, we give a short proof of the following result.
Corollary 4.3.10 Let V be a nite dimensional vector space and let T : V V be a linear operator.
Then the following statements are equivalent.
1. T is oneone.
2. T is onto.
3. T is invertible.
Proof. By Proposition 4.3.2, T is oneone if and only if A(T) = 0. By Theorem 4.3.6 A(T) = 0
implies dim(((T)) = dim(V ). Or equivalently, T is onto.
Now, we know that T is invertible if T is oneone and onto. But we have just shown that T is oneone
if and only if T is onto. Thus, we have the required result.
Remark 4.3.11 Let V be a nite dimensional vector space and let T : V V be a linear operator. If
either T is oneone or T is onto then T is invertible.
Exercise 4.3.12 1. Let V be a nite dimensional vector space and let T : V W be a linear
transformation. Then prove that
(a) A(T) and ((T) are also nite dimensional.
(b) i. if dim(V ) < dim(W) then T cannot be onto.
ii. if dim(V ) > dim(W) then T cannot be oneone.
2. Let V be a vector space of dimension n and let B = (v
1
, . . . , v
n
) be an ordered basis of V . For
i = 1, . . . , n, let w
i
V with [w
i
]
B
= [a
1i
, a
2i
, . . . , a
ni
]
t
. Also, let A = [a
ij
]. Then prove that
w
1
, . . . , w
n
is a basis of V if and only if A is invertible.
3. Let T, S : V V be linear transformations with dim(V ) = n.
(a) Show that ((T +S) ((T) +((S). Deduce that (T +S) (T) +(S).
(b) Now, use Theorem 4.3.6 to prove (T +S) (T) +(S) n.
4. Let z
1
, z
2
, . . . , z
k
be k distinct complex numbers and dene a linear transformation T : T
n
(C)
C
k
by T
_
P(z)
_
=
_
P(z
1
), P(z
2
), . . . , P(z
k
)
_
. For each k 1, determine dim(((T)).
4.4. SIMILARITY OF MATRICES 89
5. Fix A M
n
(R) satisfying A
2
= A and dene T
A
: R
n
R
n
by T
A
(v
t
) = Av, for all v
t
R
n
.
Then prove that
(a) T
A
T
A
= T
A
. Equivalently, T
A
(I T
A
) = 0, where I : R
n
R
n
is the identity map and
0 : R
n
R
n
is the zero map.
(b) A(T
A
) ((T
A
) = 0.
(c) R
n
= ((T
A
) +A(T
A
). [Hint: x = T
A
(x) + (I T
A
)(x)]
4.4 Similarity of Matrices
Let V be a nite dimensional vector space with ordered basis B. Then we saw that any linear operator
T : V V corresponds to a square matrix of order dim(V ) and this matrix was denoted by T[B, B].
In this section, we will try to understand the relationship between T[B
1
, B
1
] and T[B
2
, B
2
], where B
1
and B
2
are distinct ordered bases of V . This will enable us to understand the reason for dening the
matrix product somewhat differently.
Theorem 4.4.1 (Composition of Linear Transformations) Let V, W and Z be nite dimensional
vector spaces with ordered bases B
1
, B
2
and B
3
, respectively. Also, let T : V W and S : WZ
be linear transformations. Then the composition map S T : V Z (see Figure 4.2) is a linear
transformation and
(V, B
1
, n) (W, B
2
, m) (Z, B
3
, p)
T[B
1
, B
2
]
mn
S[B
2
, B
3
]
pm
(S T)[B
1
, B
3
]
pn
= S[B
2
, B
3
] T[B
1
, B
2
]
Figure 4.2: Composition of Linear Transformations
(S T) [B
1
, B
3
] = S[B
2
, B
3
] T[B
1
, B
2
].
Proof. Let B
1
= (u
1
, . . . , u
n
), B
2
= (v
1
, . . . , v
m
) and B
3
= (w
1
, . . . , w
p
) be ordered bases of V, W
and Z, respectively. Then using Equation (4.2.4), we have
(S T) (u
t
) = S(T(u
t
)) = S
_
m
j=1
(T[B
1
, B
2
])
jt
v
j
_
=
m
j=1
(T[B
1
, B
2
])
jt
S(v
j
)
=
m
j=1
(T[B
1
, B
2
])
jt
p
k=1
(S[B
2
, B
3
])
kj
w
k
=
p
k=1
(
m
j=1
(S[B
2
, B
3
])
kj
(T[B
1
, B
2
])
jt
)w
k
=
p
k=1
(S[B
2
, B
3
] T[B
1
, B
2
])
kt
w
k
.
Thus, using matrix multiplication, the tth column of (S T) [B
1
, B
3
] is given by
[(S T) (u
t
)]
B3
=
_
_
_
S[B
2
, B
3
] T[B
1
, B
2
]
_
1t
_
S[B
2
, B
3
] T[B
1
, B
2
]
_
2t
.
.
.
_
S[B
2
, B
3
] T[B
1
, B
2
]
_
pt
_
_
= S[B
2
, B
3
]
_
_
T[B
1
, B
2
]
1t
T[B
1
, B
2
]
2t
.
.
.
T[B
1
, B
2
]
pt
_
_
.
Hence, (S T)[B
1
, B
3
] =
_
[(S T)(u
1
)]
B3
, . . . , [(S T)(u
n
)]
B3
= S[B
2
, B
3
] T[B
1
, B
2
] and the proof of
the theorem is over.
90 CHAPTER 4. LINEAR TRANSFORMATIONS
Proposition 4.4.2 Let V be a nite dimensional vector space and let T, S : V V be two linear
operators. Then (T) +(S) (T S) max(T), (S).
Proof. We rst prove the second inequality.
Suppose v A(S). Then (T S)(v) = T(S(v) = T(0) = 0 gives A(S) A(T S). Therefore,
(S) (T S).
We now use Theorem 4.3.6 to see that the inequality (T) (T S) is equivalent to showing
((T S) ((T). But this holds true as ((S) V and hence T(((S)) T(V ). Thus, the proof of the
second inequality is over.
For the proof of the rst inequality, assume that k = (S) and v
1
, . . . , v
k
is a basis of A(S). Then
v
1
, . . . , v
k
A(T S) as T(0) = 0. So, let us extend it to get a basis v
1
, . . . , v
k
, u
1
, . . . , u
of
A(T S).
Claim: S(u
1
), S(u
2
), . . . , S(u
S(u
) = 0 in the unknowns c
1
, c
2
, . . . , c
) = 0. That is,
i=1
c
i
u
i
A(S). Hence,
i=1
c
i
u
i
is a unique linear combination
of the vectors v
1
, . . . , v
k
. Thus,
c
1
u
1
+c
2
u
2
+ +c
=
1
v
1
+
2
v
2
+ +
k
v
k
(4.4.1)
for some scalars
1
,
2
, . . . ,
k
. But by assumption, v
1
, . . . , v
k
, u
1
, . . . , u
=
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nn
_
_
then by denition of I[B
2
, B
1
], we see that v
i
= I(v
i
) =
n
j=1
a
ji
u
j
for all i, 1 i n. Thus, we have
proved the following result which also appeared in another form in Theorem 3.4.5.
Theorem 4.5.1 (Change of Basis Theorem) Let V be a nite dimensional vector space with or
dered bases B
1
= (u
1
, u
2
, . . . , u
n
and B
2
= (v
1
, v
2
, . . . , v
n
. Suppose x V with [x]
B1
= (
1
,
2
, . . . ,
n
)
t
and [x]
B2
= (
1
,
2
, . . . ,
n
)
t
. Then [x]
B1
= I[B
2
, B
1
] [x]
B2
. Or equivalently,
_
2
.
.
.
n
_
_
=
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nn
_
_
_
2
.
.
.
n
_
_
.
Remark 4.5.2 Observe that the identity linear operator I : V V is invertible and hence by Theo
rem 4.4.4 I[B
2
, B
1
]
1
= I
1
[B
1
, B
2
] = I[B
1
, B
2
]. Therefore, we also have [x]
B2
= I[B
1
, B
2
] [x]
B1
.
Let V be a nite dimensional vector space with ordered bases B
1
and B
2
. Then for any linear
operator T : V V the next result relates T[B
1
, B
1
] and T[B
2
, B
2
].
92 CHAPTER 4. LINEAR TRANSFORMATIONS
Theorem 4.5.3 Let B
1
= (u
1
, . . . , u
n
) and B
2
= (v
1
, . . . , v
n
) be two ordered bases of a vector space V .
Also, let A = [a
ij
] = I[B
2
, B
1
] be the matrix of the identity linear operator. Then for any linear operator
T : V V
T[B
2
, B
2
] = A
1
T[B
1
, B
1
] A = I[B
1
, B
2
] T[B
1
, B
1
] I[B
2
, B
1
]. (4.5.2)
Proof. The proof uses Theorem 4.4.1 by representing T[B
1
, B
2
] as (I T)[B
1
, B
2
] and (T I)[B
1
, B
2
],
where I is the identity operator on V (see Figure 4.3). By Theorem 4.4.1, we have
(V, B
1
) (V, B
1
)
(V, B
2
) (V, B
2
)
T[B
1
, B
1
]
T[B
2
, B
2
]
I[B
1
, B
2
] I[B
1
, B
2
]
T I
I T
Figure 4.3: Commutative Diagram for Similarity of Matrices
T[B
1
, B
2
] = (I T)[B
1
, B
2
] = I[B
1
, B
2
] T[B
1
, B
1
]
= (T I)[B
1
, B
2
] = T[B
2
, B
2
] I[B
1
, B
2
].
Thus, using I[B
2
, B
1
] = I[B
1
, B
2
]
1
, we get I[B
1
, B
2
] T[B
1
, B
1
] I[B
2
, B
1
] = T[B
2
, B
2
] and the result
follows.
Let T : V V be a linear operator on V . If dim(V ) = n then each ordered basis B of V gives rise to
an nn matrix T[B, B]. Also, we know that for any vector space we have innite number of choices for
an ordered basis. So, as we change an ordered basis, the matrix of the linear transformation changes.
Theorem 4.5.3 tells us that all these matrices are related by an invertible matrix (see Remark 4.5.2).
Thus we are led to the following remark and the denition.
Remark 4.5.4 The Equation (4.5.2) shows that T[B
2
, B
2
] = I[B
1
, B
2
] T[B
1
, B
1
] I[B
2
, B
1
]. Hence, the
matrix I[B
1
, B
2
] is called the B
1
: B
2
change of basis matrix.
Denition 4.5.5 (Similar Matrices) Two square matrices B and C of the same order are said to be
similar if there exists a nonsingular matrix P such that P
1
BP = C or equivalently BP = PC.
Example 4.5.6 1. Let B
1
=
_
1 + x, 1 + 2x + x
2
, 2 + x
_
and B
2
=
_
1, 1 + x, 1 + x + x
2
_
be ordered
bases of T
2
(R). Then I(a +bx +cx
2
) = a +bx +cx
2
. Thus,
I[B
2
, B
1
] = [[1]
B1
, [1 +x]
B1
, [1 +x +x
2
]
B1
] =
_
_
1 1 2
0 0 1
1 0 1
_
_
and
I[B
1
, B
2
] = [[1 +x]
B2
, [1 + 2x +x
2
]
B2
, [2 +x]
B2
] =
_
_
0 1 1
1 1 1
0 1 0
_
_
.
Also, verify that I[B
1
, B
2
]
1
= I[B
2
, B
1
].
4.6. SUMMARY 93
2. Let B
1
=
_
(1, 0, 0), (1, 1, 0), (1, 1, 1)
_
and B
2
=
_
1, 1, 1), (1, 2, 1), (2, 1, 1)
_
be two ordered bases of
R
3
. Dene T : R
3
R
3
by T(x, y, z) = (x +y, x + y + 2z, y z). Then T[B
1
, B
1
] =
_
_
0 0 2
1 1 4
0 1 0
_
_
and T[B
2
, B
2
] =
_
_
4/5 1 8/5
2/5 2 9/5
8/5 0 1/5
_
_
. Also, check that I[B
2
, B
1
] =
_
_
0 1 1
2 1 0
1 1 1
_
_
and
T[B
1
, B
1
] I[B
2
, B
1
] = I[B
2
, B
1
] T[B
2
, B
2
] =
_
_
2 2 2
2 4 5
2 1 0
_
_
.
Exercise 4.5.7 1. Let V be an ndimensional vector space and let T : V V be a linear operator.
Suppose T has the property that T
n1
,= 0 but T
n
= 0.
(a) Prove that there exists u V with u, T(u), . . . , T
n1
(u), a basis of V.
(b) For B =
_
u, T(u), . . . , T
n1
(u)
_
prove that T[B, B] =
_
_
0 0 0 0
1 0 0 0
0 1 0 0
.
.
.
.
.
.
.
.
.
.
.
.
0 0 1 0
_
_
.
(c) Let A be an n n matrix satisfying A
n1
,= 0 but A
n
= 0. Then prove that A is similar to
the matrix given in Part 1b.
2. Dene T : R
3
R
3
by T(x, y, z) = (x + y + 2z, x y 3z, 2x + 3y + z). Let B be the standard
basis and B
1
=
_
(1, 1, 1), (1, 1, 1), (1, 1, 2)
_
be another ordered basis of R
3
. Then nd the
(a) matrices T[B, B] and T[B
1
, B
1
].
(b) matrix P such that P
1
T[B, B] P = T[B
1
, B
1
].
3. Dene T : R
3
R
3
by T(x, y, z) = (x, x + y, x + y + z). Let B be the standard basis and B
1
=
_
(1, 0, 0), (1, 1, 0), (1, 1, 1)
_
be another ordered basis of R
3
. Then nd the
(a) matrices T[B, B] and T[B
1
, B
1
].
(b) matrix P such that P
1
T[B, B] P = T[B
1
, B
1
].
4. Let B
1
=
_
(1, 2, 0), (1, 3, 2), (0, 1, 3)
_
and B
2
=
_
(1, 2, 1), (0, 1, 2), (1, 4, 6)
_
be two ordered bases of
R
3
. Find the change of basis matrix
(a) P from B
1
to B
2
.
(b) Q from B
2
to B
1
.
(c) from the standard basis of R
3
to B
1
. What do you notice?
Is it true that PQ = I = QP? Give reasons for your answer.
4.6 Summary
94 CHAPTER 4. LINEAR TRANSFORMATIONS
Chapter 5
Inner Product Spaces
5.1 Introduction
In the previous chapters, we learnt about vector spaces and linear transformations that are maps (func
tions) between vector spaces. In this chapter, we will start with the denition of inner product that
helps us to view vector spaces geometrically.
5.2 Denition and Basic Properties
In R
2
and R
3
, we had a notion of dot product between two vectors. In particular, if x
t
= (x
1
, x
2
, x
3
), y
t
=
(y
1
, y
2
, y
3
) are two vectors in R
3
then their dot product was dened by
x y = x
1
y
1
+x
2
y
2
+x
3
y
3
.
Note that for any x
t
, y
t
, z
t
R
3
and R, the dot product satised the following conditions:
x (y +z) = x y +x z, x y = y x, and x x 0.
Also, x x = 0 if and only if x = 0. So, in this chapter, we generalize the idea of dot product for
arbitrary vector spaces. This generalization is commonly known as inner product which is our starting
point for this chapter.
Denition 5.2.1 (Inner Product) Let V be a vector space over F. An inner product over V, denoted
by , , is a map from V V to F satisfying
1. au +bv, w = au, w +bv, w, for all u, v, w V and a, b F,
2. u, v = v, u, the complex conjugate of u, v, for all u, v V and
3. u, u 0 for all u V and equality holds if and only if u = 0.
Denition 5.2.2 (Inner Product Space) Let V be a vector space with an inner product , . Then
(V, , ) is called an inner product space (in short, ips).
Example 5.2.3 The rst two examples given below are called the standard inner product or the
dot product on R
n
and C
n
, respectively. From now on, whenever an inner product is not mentioned,
it will be assumed to be the standard inner product.
1. Let V = R
n
. Dene u, v = u
1
v
1
+ +u
n
v
n
= u
t
v for all u
t
= (u
1
, . . . , u
n
), v
t
= (v
1
, . . . , v
n
)
V . Then it can be easily veried that , satises all the three conditions of Denition 5.2.1.
Hence,
_
R
n
, ,
_
is an inner product space.
95
96 CHAPTER 5. INNER PRODUCT SPACES
2. Let u
t
= (u
1
, . . . , u
n
), v
t
= (v
1
, . . . , v
n
) be two vectors in C
n
(C). Dene u, v = u
1
v
1
+ u
2
v
2
+
+u
n
v
n
= u
i=1
(AA
t
)
ii
=
n
i,j=1
a
ij
a
ij
=
n
i,j=1
a
2
ij
and therefore, A, A >
0 for all nonzero matrix A.
Exercise 5.2.4 1. Verify that inner products dened in Examples 3 and 4, are indeed inner products.
2. Let x, y = 0 for every vector y of an inner product space V . prove that x = 0.
Denition 5.2.5 (Length/Norm of a Vector) Let V be a vector space. Then for any vector u V,
we dene the length (norm) of u, denoted u, by u =
_
u, u, the positive square root. A vector of
norm 1 is called a unit vector.
Example 5.2.6 1. Let V be an inner product space and u V . Then for any scalar , it is easy to
verify that u =
u.
2. Let u
t
= (1, 1, 2, 3) R
4
. Then u =
1 + 1 + 4 + 9 =
15. Thus,
1
15
u and
1
15
u are
vectors of norm 1 in the vector subspace L(u) of R
4
. Or equivalently,
1
15
u is a unit vector in the
direction of u.
Exercise 5.2.7 1. Let u
t
= (1, 1, 2, 3, 7) R
5
. Find all R such that u = 1.
2. Let u
t
= (1, 1, 2, 3, 7) C
5
. Find all C such that u = 1.
3. Prove that x + y
2
+ x y
2
= 2
_
x
2
+ y
2
_
, for all x, y R
n
. This equality is commonly
known as the Parallelogram Law as in a parallelogram the sum of square of the lengths of the
diagonals equals twice the sum of squares of the lengths of the sides.
4. Prove that for any two continuous functions f(x), g(x) C([1, 1]), the map f(x), g(x) =
_
1
1
f(x) g(x)dx denes an inner product in C([1, 1]).
5.2. DEFINITION AND BASIC PROPERTIES 97
5. Fix an ordered basis B = (u
1
, . . . , u
n
) of a complex vector space V . Prove that , dened by
u, v =
n
i=1
a
i
b
i
, whenever [u]
B
= (a
1
, . . . , a
n
)
t
and [v]
B
= (b
1
, . . . , b
n
)
t
is indeed an inner product
in V .
A very useful and a fundamental inequality concerning the inner product is due to Cauchy and
Schwarz. The next theorem gives the statement and a proof of this inequality.
Theorem 5.2.8 (CauchySchwarz inequality) Let V (F) be an inner product space. Then for any
u, v V
[u, v[ u v. (5.2.1)
Equality holds in Equation (5.2.1) if and only if the vectors u and v are linearly dependent. Furthermore,
if u ,= 0, then in this case v = v,
u
u
u
u
.
Proof. If u = 0, then the inequality (5.2.1) holds trivially. Hence, let u ,= 0. Also, by the third
property of inner product, u + v, u +v 0 for all F. In particular, for =
v, u
u
2
,
0 u +v, u +v = u
2
+u, v +v, u +v
2
=
v, u
u
2
v, u
u
2
u
2
v, u
u
2
u, v
v, u
u
2
v, u +v
2
= v
2
[v, u[
2
u
2
.
Or, in other words [v, u[
2
u
2
v
2
and the proof of the inequality is over.
If u ,= 0 then u +v, u+v = 0 if and only of u+v = 0. Hence, equality holds in (5.2.1) if and
only if =
v, u
u
2
. That is, u and v are linearly dependent and in this case v =
_
v,
u
u
_
u
u
.
Let V be a real vector space. Then for every u, v V, the CauchySchwarz inequality (see (5.2.1))
implies that 1
u,v
u v
1. Also, we know that cos : [0, ] [1, 1] is an oneone and onto
function. We use this idea, to relate inner product with the angle between two vectors in an inner
product space V .
Denition 5.2.9 (Angle between two vectors) Let V be a real vector space and let u, v V . Sup
pose is the angle between u, v. We dene
cos =
u, v
u v
.
1. The real number , with 0 , and satisfying cos =
u, v
u v
is called the angle between the
two vectors u and v in V.
Denition 5.2.10 (Orthogonal Vectors) Let V be a vector space.
1. The vectors u and v in V are said to be orthogonal if u, v = 0. Orthogonality corresponds to
perpendicularity.
2. A set of vectors u
1
, u
2
, . . . , u
n
in V is called mutually orthogonal if u
i
, u
j
= 0 for all 1 i ,=
j n.
98 CHAPTER 5. INNER PRODUCT SPACES
a
b
c
A B
C
Figure 2: Triangle with vertices A, B and C
Before proceeding further with one more denition, recall that if ABC are vertices of a triangle (see
Figure 5.2) then cos(A) =
b
2
+c
2
a
2
2bc
. We prove this as our next result.
Lemma 5.2.11 Let A, B and C be the sides of a triangle in a real inner product space V then
cos(A) =
b
2
+c
2
a
2
2bc
.
Proof. Let the coordinates of the vertices A, B and C be 0, u and v, respectively. Then
AB =
u,
AC = v and
BC = v u. Thus, we need to prove that
cos(A) =
v
2
+u
2
v u
2
2vu
.
Now, using the properties of an inner product and Denition 5.2.9, it follows that
v
2
+u
2
v u
2
= 2 u, v = 2 vu cos(A).
Thus, the required result follows.
Denition 5.2.12 (Orthogonal Complement) Let W be a subset of a vector space V with inner
product , . Then the orthogonal complement of W in V , denoted W
, is dened by
W
= v V : v, w = 0, for all w W.
Exercise 5.2.13 Let W be a subset of a vector space V . Then prove that W
is a subspace of V .
Example 5.2.14 1. Let R
4
be endowed with the standard inner product. Fix two vectors u
t
=
(1, 1, 1, 1), v
t
= (1, 1, 1, 0) R
4
. Determine two vectors z and w such that u = z + w, z is
parallel to v and w is orthogonal to v.
Solution: Let z
t
= kv
t
= (k, k, k, 0), for some k R and let w
t
= (a, b, c, d). As w is orthogonal
to v, w, v = 0 and hence a +b c = 0. Thus, c = a +b and
(1, 1, 1, 1) = u
t
= z
t
+w
t
= (k, k, k, 0) + (a, b, a +b, d).
Comparing the corresponding coordinates, we get
d = 1, a +k = 1, b +k = 1 and a +b k = 1.
Solving for a, b and k gives a = b =
2
3
and k =
1
3
. Thus, z
t
=
1
3
(1, 1, 1, 0) and w
t
=
1
3
(2, 2, 4, 3).
2. Let R
3
be endowed with the standard inner product and let P = (1, 1, 1), Q = (2, 1, 3) and R =
(1, 1, 2) be three vertices of a triangle in R
3
. Compute the angle between the sides PQ and PR.
Solution: Method 1: The sides are represented by the vectors
5, PR =
5 and QR =
10. As
QR
2
= PQ
2
+PR
2
,
by Pythagoras theorem, the angle between the sides PQ and PR is
2
.
We end this section by stating and proving the fundamental theorem of linear algebra. To do this,
recall that for a matrix A M
n
(C), A
)
_
and A(A
) =
_
!(A)
_
.
3. dim(!(A)) = dim(!(A
)).
Proof. Part 1: Proved in Theorem 3.3.25.
Part 2: We rst prove that A(A) !(A
Ax = (A
u)
x = x, A
u
for all u C
n
. Thus, x !(A
.
We now prove that !(A
y = (A
y)
x = y
(A
x = y
Ax = Ax, y.
In particular, for y = Ax, we get Ax
2
= 0 and hence Ax = 0. That is, x A(A). Thus, the proof
of the rst equality in Part 2 is over. We omit the second equality as it proceeds on the same lines as
above.
Part 3: Use the rst two parts to get the result.
Hence the proof of the fundamental theorem is complete.
For more information related with the fundamental theorem of linear algebra the interested readers
are advised to see the article The Fundamental Theorem of Linear Algebra, Gilbert Strang, The
American Mathematical Monthly, Vol. 100, No. 9, Nov., 1993, pp. 848  855.
Exercise 5.2.16 1. Answer the following questions when R
3
is endowed with the standard inner
product.
(a) Let u
t
= (1, 1, 1). Find vectors v, w R
3
that are orthogonal to u and to each other.
(b) Find the equation of the line that passes through the point (1, 1, 1) and is parallel to the
vector (a, b, c) ,= (0, 0, 0).
(c) Find the equation of the plane that contains the point (1, 11) and the vector (a, b, c) ,= (0, 0, 0)
is a normal vector to the plane.
(d) Find area of the parallelogram with vertices (0, 0, 0), (1, 2, 2), (2, 3, 0) and (3, 5, 2).
(e) Find the equation of the plane that contains the point (2, 2, 1) and is perpendicular to the
line with parametric equations x = t 1, y = 3t + 2, z = t + 1.
100 CHAPTER 5. INNER PRODUCT SPACES
(f ) Let P = (3, 0, 2), Q = (1, 2, 1) and R = (2, 1, 1) be three points in R
3
.
i. Find the area of the triangle with vertices P, Q and R.
ii. Find the area of the parallelogram built on vectors
PQ and
QR.
iii. Find a nonzero vector orthogonal to the triangle with vertices P, Q and R.
iv. Find all vectors x orthogonal to
PQ and
QR with x =
2.
v. Choose one of the vectors x found in part 1(f )iv. Find the volume of the parallelepiped
built on vectors
PQ and
QR and x. Do you think the volume would be dierent if you
choose the other vector x?
(g) Find the equation of the plane that contains the lines (x, y, z) = (1, 2, 2) + t(1, 1, 0) and
(x, y, z) = (1, 2, 2) +t(0, 1, 2).
(h) Let u
t
= (1, 1, 1) and v
t
= (1, k, 1). Find k such that the angle between u and v is /3.
(i) Let p
1
be a plane that passes through the point A = (1, 2, 3) and has n = (2, 1, 1) as its
normal vector. Then
i. nd the equation of the plane p
2
which is parallel to p
1
and passes through the point
(1, 2, 3).
ii. calculate the distance between the planes p
1
and p
2
.
(j) In the parallelogram ABCD, ABDC and ADBC and A = (2, 1, 3), B = (1, 2, 2), C =
(3, 1, 5). Find
i. the coordinates of the point D,
ii. the cosine of the angle BCD.
iii. the area of the triangle ABC
iv. the volume of the parallelepiped determined by the vectors AB, AD and the vector (0, 0, 7).
(k) Find the equation of a plane that contains the point (1, 1, 2) and is orthogonal to the line with
parametric equation x = 2 +t, y = 3 and z = 1 t.
(l) Find a parametric equation of a line that passes through the point (1, 2, 1) and is orthogonal
to the plane x + 3y + 2z = 1.
2. Let e
t
1
, e
t
2
, . . . , e
t
n
be the standard basis of R
n
. Then prove that with respect to the standard inner
product on R
n
, the vectors e
i
satisfy the following:
(a) e
i
 = 1 for 1 i n.
(b) e
i
, e
j
= 0 for 1 i ,= j n.
3. Let x
t
= (x
1
, x
2
), y
t
= (y
1
, y
2
) R
2
. Then x, y = 4x
1
y
1
x
1
y
2
x
2
y
1
+2x
2
y
2
denes an inner
product. Use this inner product to nd
(a) the angle between e
t
1
= (1, 0) and e
t
2
= (0, 1).
(b) v R
2
such that v, (1, 0)
t
= 0.
(c) vectors x
t
, y
t
R
2
such that x = y = 1 and x, y = 0.
4. Does there exist an inner product in R
2
such that
(1, 2) = (2, 1) = 1 and (1, 2), (2, 1) = 0?
[Hint: Consider a symmetric matrix A =
_
a b
b c
_
. Dene x, y = y
t
Ax. Use the given conditions
to get a linear system of 3 equations in the unknowns a, b, c. Solve this system.]
5. Let W = (x, y, z) R
3
: x +y +z = 0. Find a basis of W
.
5.2. DEFINITION AND BASIC PROPERTIES 101
6. Let W be a subspace of a nite dimensional inner product space V . Prove that (W
= W.
7. Let x
t
= (x
1
, x
2
, x
3
), y
t
= (y
1
, y
2
, y
3
) R
3
. Show that
x, y = 10x
1
y
1
+ 3x
1
y
2
+ 3x
2
y
1
+ 4x
2
y
2
+x
2
y
3
+x
3
y
2
+ 3x
3
y
3
is an inner product in R
3
(R). With respect to this inner product, nd the angle between the vectors
(1, 1, 1) and (2, 5, 2).
8. Recall the inner product space M
nn
(R) (see Example 5.2.3.6). Determine W
for W = A
M
n
(C) : A
= A.
10. Prove that f(x), g(x) =
y
for all x
t
, y
t
C
n
. Prove that Ax, y = x, A
y for all x, y C
n
.
16. Let (V, , ) be an ndimensional inner product space and let u V be a xed vector with u = 1.
Then give reasons for the following statements.
(a) Let S
= v V : v, u = 0. Then dim(S
) = n 1.
(b) Let 0 ,= F. Then S = v V : v, u = is not a subspace of V.
(c) Let v V . Then v = v
0
+u for a vector v
0
S
).
102 CHAPTER 5. INNER PRODUCT SPACES
5.2.1 Basic Results on Orthogonal Vectors
We start this subsection with the denition of an orthonormal set. Then a theorem is proved that
implies that the coordinates of a vector with respect to an orthonormal basis are just the inner products
with the basis vectors.
Denition 5.2.17 (Orthonormal Set) Let S = v
1
, v
2
, . . . , v
n
be a set of nonzero, mutually or
thogonal vectors in an inner product space V . Then S is called an orthonormal set if v
i
 = 1 for
1 i n. If S is also a basis of V then S is called an orthonormal basis of V.
Example 5.2.18 1. Consider R
2
with the standard inner product. Then a few orthonormal sets in
R
2
are
_
(1, 0), (0, 1)
_
,
_
1
2
(1, 1),
1
2
(1, 1)
_
and
_
1
5
(2, 1),
1
5
(1, 2)
_
.
2. Let R
n
be endowed with the standard inner product. Then by Exercise 5.2.16.2, the standard
ordered basis (e
t
1
, e
t
2
, . . . , e
t
n
) is an orthonormal set.
Theorem 5.2.19 Let V be an inner product space and let u
1
, u
2
, . . . , u
n
be a set of nonzero, mutually
orthogonal vectors of V.
1. Then the set u
1
, u
2
, . . . , u
n
is linearly independent.
2. Let v =
n
i=1
i
u
i
V . Then v
2
= 
n
i=1
i
u
i

2
=
n
i=1
[
i
[
2
u
i

2
;
3. Let v =
n
i=1
i
u
i
. If u
i
 = 1 for 1 i n then
i
= v, u
i
for 1 i n. That is,
v =
n
i=1
v, u
i
u
i
and v
2
=
n
i=1
[v, u
i
[
2
.
4. Let dim(V ) = n. Then v, u
i
= 0 for all i = 1, 2, . . . , n if and only if v = 0.
Proof. Consider the linear system
c
1
u
1
+ c
2
u
2
+ +c
n
u
n
= 0 (5.2.2)
in the unknowns c
1
, c
2
, . . . , c
n
. As 0, u = 0 for each u V and u
j
, u
i
= 0 for all j ,= i, we have
0 = 0, u
i
= c
1
u
1
+c
2
u
2
+ +c
n
u
n
, u
i
=
n
j=1
c
j
u
j
, u
i
= c
i
u
i
, u
i
.
As u
i
,= 0, u
i
, u
i
,= 0 and therefore c
i
= 0 for 1 i n. Thus, the linear system (5.2.2) has only the
trivial solution. Hence, the proof of Part 1 is complete.
For Part 2, we use a similar argument to get

n
i=1
i
u
i

2
=
_
n
i=1
i
u
i
,
n
i=1
i
u
i
_
=
n
i=1
i
_
u
i
,
n
j=1
j
u
j
_
=
n
i=1
i
n
j=1
j
u
i
, u
j
=
n
i=1
i
u
i
, u
i
=
n
i=1
[
i
[
2
u
i

2
.
Note that v, u
i
=
_
n
j=1
j
u
j
, u
i
_
=
n
j=1
j
u
j
, u
i
=
j
. Thus, the proof of Part 3 is complete.
Part 4 directly follows using Part 3 as the set u
1
, u
2
, . . . , u
n
is a basis of V. Therefore, we have
obtained the required result.
In view of Theorem 5.2.19, we inquire into the question of extracting an orthonormal basis from
a given basis. In the next section, we describe a process (called the GramSchmidt Orthogonalization
process) that generates an orthonormal set from a given set containing nitely many vectors.
5.3. GRAMSCHMIDT ORTHOGONALIZATION PROCESS 103
Remark 5.2.20 The last two parts of Theorem 5.2.19 can be rephrased as follows:
Let B =
_
v
1
, . . . , v
n
_
be an ordered orthonormal basis of an inner product space V and let u V . Then
[u]
B
= (u, v
1
, u, v
2
, . . . , u, v
n
)
t
.
Exercise 5.2.21 1. Let B =
_
1
2
(1, 1),
1
2
(1, 1)
_
be an ordered basis of R
2
. Determine [(2, 3)]
B
.
Also, compute [(x, y)]
B
.
2. Let B =
_
1
3
(1, 1, 1),
1
2
(1, 1, 0),
1
6
(1, 1, 2),
_
be an ordered basis of R
3
. Determine [(2, 3, 1)]
B
.
Also, compute [(x, y, z)]
B
.
3. Let u
t
= (u
1
, u
2
, u
3
), v
t
= (v
1
, v
2
, v
3
) be two vectors in R
3
. Then recall that their cross product,
denoted u v, equals
u
t
v
t
= (u
2
v
3
u
3
v
2
, u
3
v
1
u
1
v
3
, u
1
v
2
u
2
v
1
).
Use this to nd an orthonormal basis of R
3
containing the vector
1
6
(1, 2, 1).
4. Let u
t
= (1, 1, 2). Find vectors v
t
, w
t
R
3
such that v and w are orthogonal to u and to each
other as well.
5. Let A be an n n orthogonal matrix. Prove that the rows/columns of A form an orthonormal
basis of R
n
.
6. Let A be an n n unitary matrix. Prove that the rows/columns of A form an orthonormal basis
of C
n
.
7. Let u
t
1
, u
t
2
, . . . , u
t
n
be an orthonormal basis of R
n
. Prove that the nn matrix A = [u
1
, u
2
, . . . , u
n
]
is an orthogonal matrix.
5.3 GramSchmidt Orthogonalization Process
Suppose we are given two nonzero vectors u and v in a plane. Then in many instances, we need to
decompose the vector v into two components, say y and z, such that y is a vector parallel to u and z
is a vector perpendicular (orthogonal) to u. We do this as follows (see Figure 5.3):
Let u =
u
u
. Then u is a unit vector in the direction of u. Also, using trigonometry, we know that
cos() =
OQ
OP
and hence 
OQ = 
OP cos(). Or using Denition 5.2.9,

OQ = v
v, u
v u
=
v, u
u
,
where we need to take the absolute value of the right hand side expression as the length of a vector is
always a positive quantity. Thus, we get
OQ = 
OQ u = v,
u
u
u
u
.
Thus, we see that y =
OQ = v,
u
u
u
u
and z = vv,
u
u
u
u
. It is easy to verify that v = y+z, y
is parallel to u and z is orthogonal to u. In literature, the vector y =
OQ is often called the orthogonal
projection of the vector v on u and is denoted by Proj
u
(v). Thus,
Proj
u
(v) = v,
u
u
u
u
and Proj
u
(v) = 
OQ =
v, u
u
. (5.3.1)
104 CHAPTER 5. INNER PRODUCT SPACES
OR = v
v,u
u
2
u
OQ =
v,u
u
2
u
R
O
Q
P
u
v
Figure 3: Decomposition of vector v
Also, note that u is a unit vector in the direction of u and z =
z
z
is a unit vector orthogonal to
u. This idea is generalized to study the GramSchmidt Orthogonalization process which is given as the
next result. Before stating this result, we look at the following example to understand the process.
Example 5.3.1 1. In Example 5.2.14.1, we note that Proj
v
(u) = (u v)
v
v
2
is parallel to v and
u Proj
v
(u) is orthogonal to v. Thus,
z = Proj
v
(u) =
1
3
(1, 1, 1, 0)
t
and w = (1, 1, 1, 1)
t
z =
1
3
(2, 2, 4, 3)
t
.
2. Let u
t
= (1, 1, 1, 1), v
t
= (1, 1, 1, 0) and w
t
= (1, 1, 0, 1) be three vectors in R
4
. Write v =
v
1
+v
2
where v
1
is parallel to u and v
2
is orthogonal to u. Also, write w = w
1
+ w
2
+w
3
such
that w
1
is parallel to u, w
2
is parallel to v
2
and w
3
is orthogonal to both u and v
2
.
Solution : Note that
(a) v
1
= Proj
u
(v) = v, u
u
u
2
=
1
4
u =
1
4
(1, 1, 1, 1)
t
is parallel to u and
(b) v
2
= v
1
4
u =
1
4
(3, 3, 5, 1)
t
is orthogonal to u.
Note that Proj
u
(w) is parallel to u and Proj
v2
(w) is parallel to v
2
. Hence, we have
(a) w
1
= Proj
u
(w) = w, u
u
u
2
=
1
4
u =
1
4
(1, 1, 1, 1)
t
is parallel to u,
(b) w
2
= Proj
v2
(w) = w, v
2
v2
v2
2
=
7
44
(3, 3, 5, 1)
t
is parallel to v
2
and
(c) w
3
= ww
1
w
2
=
3
11
(1, 1, 2, 4)
t
is orthogonal to both u and v
2
.
That is, from the given vector subtract all the orthogonal components that are obtained as or
thogonal projections. If this new vector is nonzero then this vector is orthogonal to the previous
ones.
Theorem 5.3.2 (GramSchmidt Orthogonalization Process) Let V be an inner product space.
Suppose u
1
, u
2
, . . . , u
n
is a set of linearly independent vectors in V. Then there exists a set v
1
, v
2
, . . . , v
n
u
1

2
= 1.
Hence, the result holds for n = 1.
Let the result hold for all k n 1. That is, suppose we are given any set of k, 1 k n 1
linearly independent vectors u
1
, u
2
, . . . , u
k
of V. Then by the inductive assumption, there exists a set
v
1
, v
2
, . . . , v
k
of vectors satisfying the following:
1. v
i
 = 1 for 1 i k,
2. v
i
, v
j
= 0 for 1 i ,= j k, and
3. L(v
1
, v
2
, . . . , v
i
) = L(u
1
, u
2
, . . . , u
i
) for 1 i k.
Now, let us assume that u
1
, u
2
, . . . , u
n
is a linearly independent subset of V . Then by the inductive
assumption, we already have vectors v
1
, v
2
, . . . , v
n1
satisfying
1. v
i
 = 1 for 1 i n 1,
2. v
i
, v
j
= 0 for 1 i ,= j n 1, and
3. L(v
1
, v
2
, . . . , v
i
) = L(u
1
, u
2
, . . . , u
i
) for 1 i n 1.
Using (5.3.2), we dene
w
n
= u
n
u
n
, v
1
v
1
u
n
, v
2
v
2
u
n
, v
n1
v
n1
. (5.3.3)
We rst show that w
n
, L(v
1
, v
2
, . . . , v
n1
). This will imply that w
n
,= 0 and hence v
n
=
wn
wn
is well
dened. Also, v
n
 = 1.
On the contrary, assume that w
n
L(v
1
, v
2
, . . . , v
n1
). Then, by denition, there exist scalars
1
,
2
, . . . ,
n1
, not all zero, such that
w
n
=
1
v
1
+
2
v
2
+ +
n1
v
n1
.
So, substituting
1
v
1
+
2
v
2
+ +
n1
v
n1
for w
n
in (5.3.3), we get
u
n
=
_
1
+u
n
, v
1
_
v
1
+
_
2
+u
n
, v
2
_
v
2
+ + (
_
n1
+u
n
, v
n1
_
v
n1
.
That is, u
n
L(v
1
, v
2
, . . . , v
n1
). But L(v
1
, . . . , v
n1
) = L(u
1
, . . . , u
n1
) using the third induction
assumption. Hence u
n
L(u
1
, . . . , u
n1
). A contradiction to the given assumption that the set of
vectors u
1
, . . . , u
n
is linearly independent.
Also, it can be easily veried that v
n
, v
i
= 0 for 1 i n 1. Hence, by the principle of
mathematical induction, the proof of the theorem is complete.
We illustrate the GramSchmidt process by the following example.
106 CHAPTER 5. INNER PRODUCT SPACES
Example 5.3.3 1. Let (1, 1, 1, 1), (1, 0, 1, 0), (0, 1, 0, 1) R
4
. Find a set v
1
, v
2
, v
3
that is or
thonormal and L( (1, 1, 1, 1), (1, 0, 1, 0), (0, 1, 0, 1) ) = L(v
t
1
, v
t
2
, v
t
3
).
Solution: Let u
t
1
= (1, 0, 1, 0), u
t
2
= (0, 1, 0, 1) and u
t
3
= (1, 1, 1, 1). Then v
t
1
=
1
2
(1, 0, 1, 0).
Also, u
2
, v
1
= 0 and hence w
2
= u
2
. Thus, v
t
2
=
1
2
(0, 1, 0, 1) and
w
3
= u
3
u
3
, v
1
v
1
u
3
, v
2
v
2
= (0, 1, 0, 1)
t
.
Therefore, v
t
3
=
1
2
(0, 1, 0, 1).
2. Find an orthonormal set in R
3
containing (1, 2, 1).
Solution: Let (x, y, z) R
3
with
6
(1, 2, 1), (2, 1, 0), (1, 0, 1) R
3
and apply the GramSchmidt process
to get the result.
Method 2: This method can be used only if the vectors are from R
3
. Recall that in R
3
, the cross
product of two vectors u and v, denoted uv, is a vector that is orthogonal to both the vectors u
and v. Hence, the vector
(1, 2, 1) (2, 1, 0) = (0 1, 2 0, 1 + 4) = (1, 2, 5)
is orthogonal to the vectors (1, 2, 1) and (2, 1, 0) and hence the required orthonormal set is
6
(1, 2, 1),
1
5
(2, 1, 0),
1
30
(1, 2, 5).
Remark 5.3.4 1. Let V be a vector space. Then the following holds.
(a) Let u
1
, u
2
, . . . , u
k
be a linearly independent subset of V. Then GramSchmidt orthogonal
ization process gives an orthonormal set v
1
, v
2
, . . . , v
k
of V with
L(v
1
, v
2
, . . . , v
i
) = L(u
1
, u
2
, . . . , u
i
) for 1 i k.
(b) Let W be a subspace of V with a basis u
1
, u
2
, . . . , u
k
. Then v
1
, v
2
, . . . , v
k
is also a basis
of W.
(c) Suppose u
1
, u
2
, . . . , u
n
is a linearly dependent subset of V . Then there exists a smallest
k, 2 k n such that w
k
= 0.
Idea of the proof: Linear dependence (see Corollary 3.2.5) implies that there exists a
smallest k, 2 k n such that
L(u
1
, u
2
, . . . , u
k
) = L(u
1
, u
2
, . . . , u
k1
).
Also, by GramSchmidt orthogonalization process
L(u
1
, u
2
, . . . , u
k1
) = L(v
1
, v
2
, . . . , v
k1
).
Thus, u
k
L(v
1
, v
2
, . . . , v
k1
) and hence by Remark 5.2.20
u
k
= u
k
, v
1
v
1
+u
k
, v
2
v
2
+ +u
k
, v
k1
v
k1
.
So, by denition w
k
= 0.
5.3. GRAMSCHMIDT ORTHOGONALIZATION PROCESS 107
2. Let S be a countably innite set of linearly independent vectors. Then one can apply the Gram
Schmidt process to get a countably innite orthonormal set.
3. Let B = (e
1
, e
2
, . . . , e
n
) be the standard ordered basis of R
n
. Suppose R
n
has an orthonormal set
v
1
, v
2
, . . . , v
n
. Then we can nd real numbers
ij
, 1 i, j n such that
[v
i
]
B
= (
1i
,
2i
, . . . ,
ni
)
t
for i = 1, 2, . . . , n.
Then in the ordered basis B, the matrix A = [v
1
, v
2
, . . . , v
n
] equals
A
nn
=
_
11
12
1n
21
22
2n
.
.
.
.
.
.
.
.
.
.
.
.
n1
n2
nn
_
_
.
As v
i
 = 1 and v
i
, v
j
= 0 for 1 i ,= j n, we get
1 = v
i
 = v
i

2
= v
i
, v
i
=
n
j=1
2
ji
,
and 0 = v
i
, v
j
=
n
s=1
si
sj
.
_
_
(5.3.4)
Note that,
A
t
A =
_
_
v
t
1
v
t
2
.
.
.
v
t
n
_
_
[v
1
, v
2
, . . . , v
n
]
=
_
_
v
1

2
v
1
, v
2
v
1
, v
n
v
2
, v
1
v
2

2
v
2
, v
n
.
.
.
.
.
.
.
.
.
.
.
.
v
n
, v
1
v
n
, v
2
v
n

2
_
_
=
_
_
1 0 0
0 1 0
.
.
.
.
.
.
.
.
.
.
.
.
0 0 1
_
_
= I
n
.
Or using (5.3.4), in the language of matrices, we get
A
t
A =
_
11
21
n1
12
22
n2
.
.
.
.
.
.
.
.
.
.
.
.
1n
2n
nn
_
_
_
11
12
1n
21
22
2n
.
.
.
.
.
.
.
.
.
.
.
.
n1
n2
nn
_
_
= I
n
.
Recall that the matrix A is an orthogonal matrix. So, we see that the rows/columns of an n n
orthogonal matrix gives rise to an orthonormal basis of R
n
. Using a similar idea, one can show
that the rows/columns of an nn unitary matrix gives rise to an orthonormal basis of the complex
vector space C
n
.
Denition 5.2.12 started with a subspace of an inner product space V and looked at its complement.
Be now look at the orthogonal complement of a subset of an inner product space V and the associated
results.
Denition 5.3.5 (Orthogonal Subspace of a Set) Let V be an inner product space. Let S be a
nonempty subset of V . We dene
S
= v V : v, s = 0 for all s S.
108 CHAPTER 5. INNER PRODUCT SPACES
Example 5.3.6 Let V = R.
1. S = 0. Then S
= R.
2. S = R, Then S
= 0.
3. Let S be any subset of R containing a nonzero real number. Then S
= 0.
4. Let S = (1, 2, 1) R
3
. Then using Example 5.3.3.2, S
is a subspace of V.
2. Let W = L(S). Then the subspaces W and S
= W
=
W +W
.
3. Moreover, u, w = 0 for all w W and u S
.
Proof. We leave the prove of the rst part to the reader. The prove of the second part is as follows:
Let dim(V ) = n and dim(W) = k. Let w
1
, w
2
, . . . , w
k
be a basis of W. By GramSchmidt orthogo
nalization process, we get an orthonormal basis, say v
1
, v
2
, . . . , v
k
of W. Then, for any v V,
v
k
i=1
v, v
i
v
i
S
.
So, V W +S
. Hence, V = W +S
= 0.
To do this, let v W S
. Then v W and v S
= 0.
The third part is a direct consequence of the denition of S
.
Exercise 5.3.8 1. Let A be an n n orthogonal matrix. Then prove that
(a) the rows of A form an orthonormal basis of R
n
.
(b) the columns of A form an orthonormal basis of R
n
.
(c) for any two vectors x, y R
n1
, Ax, Ay = x, y.
(d) for any vector x R
n1
, Ax = x.
2. Let A be an n n unitary matrix. Then prove that
(a) the rows/columns of A form an orthonormal basis of the complex vector space C
n
.
(b) for any two vectors x, y C
n1
, Ax, Ay = x, y.
(c) for any vector x C
n1
, Ax = x.
3. Let A and B be two n n orthogonal matrices. Then prove that AB and BA are both orthogonal
matrices. Prove a similar result for unitary matrices.
4. Prove the statements made in Remark 5.3.4.3 about orthogonal matrices. State and prove a similar
result for unitary matrices.
5.4. ORTHOGONAL PROJECTIONS AND APPLICATIONS 109
5. Let A be an n n upper triangular matrix. If A is also an orthogonal matrix then prove that
A = I
n
.
6. Determine an orthonormal basis of R
4
containing the vectors (1, 2, 1, 3) and (2, 1, 3, 1).
7. Consider the real inner product space C[1, 1] with f, g =
1
_
1
f(t)g(t)dt. Prove that the polyno
mials 1, x,
3
2
x
2
1
2
,
5
2
x
3
3
2
x form an orthogonal set in C[1, 1]. Find the corresponding functions
f(x) with f(x) = 1.
8. Consider the real inner product space C[, ] with f, g =
in place of V = W +W
.
2. Also, for each v V there exist unique vectors w W and u W
such that v = w + u. We
use this to dene
P
W
: V V by P
W
(v) = w.
Then P
W
is called the orthogonal projection of V onto W.
110 CHAPTER 5. INNER PRODUCT SPACES
Exercise 5.4.2 Let W be a subspace of a nite dimensional inner product space V . Use V = W W
and
hence A(T
A
) !(T
A
)
.
Let x !(T
A
)
. Then 0 = x, T
A
(y) = T
A
(x), y for every y R
n
. Hence, by Exercise 2
T
A
(x) = 0. That is, x A(A) and hence !(T
A
)
A(T
A
).
(c) R
n
= A(T
A
) !(T
A
) as A(T
A
) = !(T
A
)
.
(d) Thus A(A) = Im(A)
, or equivalently, R
n
= A(A) Im(A).
2. Let A be an n n Hermitian matrix. Dene T
A
: C
n
C
n
dened by T
A
(z) = Az for all
z
t
C
n
. Then using arguments similar to the arguments in Example 5.4.5.1, prove the following:
(a) T
A
is a selfadjoint operator.
(b) A(T
A
) = !(T
A
)
and C
n
= A(T
A
) !(T
A
).
(c) A(A) = Im(A)
and C
n
= A(A) Im(A).
We now state and prove the main result related with orthogonal projection operators.
Theorem 5.4.6 Let W be a vector subspace of a nite dimensional inner product space V and let
P
W
: V V be the orthogonal projection operator of V onto W.
1. Then A(P
W
) = v V : P
W
(v) = 0 = W
= !(P
W
).
2. Then !(P
W
) = P
W
(v) : v V = W = A(P
W
).
3. Then P
W
P
W
= P
W
, P
W
P
W
= P
W
.
4. Let 0
V
denote the zero operator on V dened by 0
V
(v) = 0 for all v V . Then P
W
P
W
= 0
V
and P
W
P
W
= 0
V
.
5. Let I
V
denote the identity operator on V dened by I
V
(v) = v for all v V . Then I
V
=
P
W
P
W
, where we have written instead of + to indicate the relationship P
W
P
W
= 0
V
and P
W
P
W
= 0
V
.
6. The operators P
W
and P
W
are selfadjoint.
Proof. Part 1: Let u W
. As V = W W
. Hence
by denition, P
W
(u) = 0 and P
W
(u) = u. Thus, W
A(P
W
) and W
!(P
W
).
Also, suppose that v A(P
W
) for some v V . As v has a unique expression as v = w+u for some
w W and some u W
, by denition of P
W
, we have P
W
(v) = w. As v A(P
W
), by denition,
P
W
(v) = 0 and hence w = 0. That is, v = u W
. Thus, A(P
W
) W
.
One can similarly show that !(P
W
) W
. Then
by denition,
(P
W
P
W
)(v) = P
W
_
P
W
(v)
_
= P
W
(w) = w & P
W
(v) = w, (5.4.1)
(P
W
P
W
)(v) = P
W
_
P
W
(v)
_
= P
W
(w) = 0 and (5.4.2)
(P
W
P
W
)(v) = P
W
(v) +P
W
(v) = w+u = v = I
V
(v). (5.4.3)
Hence, applying Exercise 2 to Equations (5.4.1), (5.4.2) and (5.4.3), respectively, we get P
W
P
W
= P
W
,
P
W
P
W
= 0
V
and I
V
= P
W
P
W
.
112 CHAPTER 5. INNER PRODUCT SPACES
Part 6: Let u = w
1
+x
1
and v = w
2
+x
2
, where w
1
, w
2
W and x
1
, x
2
W
. Then, by denition
w
i
, x
j
= 0 for 1 i, j 2. Thus,
P
W
(u), v = w
1
, v = w
1
, w
2
= u, w
2
= u, P
W
(v)
and the proof of the theorem is complete.
The next theorem is a generalization of Theorem 5.4.6 when a nite dimensional inner product space
V can be written as V = W
1
W
2
W
k
, where W
i
s are vector subspaces of V . That is, for each
v V there exist unique vectors v
1
, v
2
, . . . , v
k
such that
1. v
i
W
i
for 1 i k,
2. v
i
, v
j
= 0 for each v
i
W
i
, v
j
W
j
, 1 i ,= j k and
3. v = v
1
+v
2
+ +v
k
.
We omit the proof as it basically uses arguments that are similar to the arguments used in the proof of
Theorem 5.4.6.
Theorem 5.4.7 Let V be a nite dimensional inner product space and let W
1
, W
2
, . . . , W
k
be vector
subspaces of V such that V = W
1
W
2
W
k
. Then for each i, j, 1 i ,= j k, there exist
orthogonal projection operators P
Wi
: V V of V onto W
i
satisfying the following:
1. A(P
Wi
) = W
i
= W
1
W
2
W
i1
W
i+1
W
k
.
2. !(P
Wi
) = W
i
.
3. P
Wi
P
Wi
= P
Wi
.
4. P
Wi
P
Wj
= 0
V
.
5. P
Wi
is a selfadjoint operator, and
6. I
V
= P
W1
P
W2
P
W
k
.
Remark 5.4.8 1. By Exercise 5.4.2, P
W
is a linear transformation.
2. By Theorem 5.4.6, we observe the following:
(a) The orthogonal projection operators P
W
and P
W
are idempotent operators.
(b) The orthogonal projection operators P
W
and P
W
are also selfadjoint operators.
(c) Let v V . Then v P
W
(v) = (I
V
P
W
)(v) = P
W
(v) W
. Thus,
v P
W
(v), w = 0 for every v V and w W.
(d) Using Remark 5.4.8.2c, P
W
(v) w W for each v V and w W. Thus,
v w
2
= v P
W
(v) +P
W
(v) w
2
= v P
W
(v)
2
+ P
W
(v) w
2
+2v P
W
(v), P
W
(v) w
= v P
W
(v)
2
+ P
W
(v) w
2
.
Therefore,
v w v P
W
(v)
5.4. ORTHOGONAL PROJECTIONS AND APPLICATIONS 113
and equality holds if and only if w = P
W
(v). Since P
W
(v) W, we see that
d(v, W) = inf v w : w W = v P
W
(v).
That is, P
W
(v) is the vector nearest to v W. This can also be stated as: the vector P
W
(v)
solves the following minimization problem:
inf
wW
v w = v P
W
(v).
Exercise 5.4.9 1. Let A M
n
(R) be an idempotent matrix and dene T
A
: R
n
R
n
by T
A
(v) =
Av for all v
t
R
n
. Recall the following results from Exercise 4.3.12.5.
(a) T
A
T
A
= T
A
(b) A(T
A
) !(T
A
) = 0.
(c) R
n
= !(T
A
) +A(T
A
).
The linear map T
A
need not be an orthogonal projection operator as !(T
A
)
need not be
equal to A(T
A
). Here T
A
is called a projection operator of R
n
onto !(T
A
) along A(T
A
).
(d) If A is also symmetric then prove that T
A
is an orthogonal projection operator.
(e) Which of the above results can be generalized to an nn complex idempotent matrix A? Give
reasons for your answer.
2. Find all 2 2 real matrices A such that A
2
= A. Hence or otherwise, determine all projection
operators of R
2
.
5.4.1 Matrix of the Orthogonal Projection
The minimization problem stated above arises in lot of applications. So, it is very helpful if the matrix
of the orthogonal projection can be obtained under a given basis.
To this end, let W be a kdimensional subspace of R
n
with W
i=1
v, v
i
v
i
and by denition, P
W
(v) =
k
i=1
v, v
i
v
i
. Let A =
[v
1
, v
2
, . . . , v
k
] and let B
2
= (e
1
, e
2
, . . . , e
n
) be the standard ordered basis of R
n
. If v
i
=
n
j=1
a
ji
e
j
, for 1
i k then A
nk
=
_
_
a
11
a
12
a
1k
a
21
a
22
a
2k
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nk
_
_
, [v]
B2
=
_
_
n
i=1
a
1i
v, v
i
.
.
.
n
i=1
a
ni
v, v
i
_
and [P
W
(v)]
B2
=
_
_
k
i=1
a
1i
v, v
i
.
.
.
k
i=1
a
ni
v, v
i
_
.
Also, as observed in Remark 5.3.4.3 , A
t
A = I
k
. That is, for 1 i, j k,
n
s=1
a
si
a
sj
=
_
1 if i = j
0 if i ,= j.
(5.4.4)
114 CHAPTER 5. INNER PRODUCT SPACES
Thus, using the associativity of matrix product and (5.4.4), we get
_
AA
t
_
[v]
B2
= A
_
_
a
11
a
21
a
n1
a
12
a
22
a
n2
.
.
.
.
.
.
.
.
.
.
.
.
a
1k
a
2k
a
nk
_
_
_
_
n
i=1
a
1i
v, v
i
i=1
a
2i
v, v
i
.
.
.
n
i=1
a
ni
v, v
i
_
= A
_
_
n
s=1
a
s1
_
n
i=1
a
si
v, v
i
_
n
s=1
a
s2
_
n
i=1
a
si
v, v
i
_
.
.
.
n
s=1
a
sk
_
n
i=1
a
si
v, v
i
_
_
_
= A
_
_
n
i=1
_
n
s=1
a
s1
a
si
_
v, v
i
i=1
_
n
s=1
a
s2
a
si
_
v, v
i
.
.
.
n
i=1
_
n
s=1
a
sk
a
si
_
v, v
i
_
= A
_
_
v, v
1
v, v
2
.
.
.
v, v
k
_
=
_
_
k
i=1
a
1i
v, v
i
i=1
a
2i
v, v
i
.
.
.
k
i=1
a
ni
v, v
i
_
= [P
W
(v)]
B2
=
_
P
W
[B
2
, B
2
]
_
[v]
B2
.
Thus P
W
[B
2
, B
2
] = AA
t
and hence we have proved the following theorem.
Theorem 5.4.10 Let W be a kdimensional subspace of R
n
and let P
W
be the corresponding orthogonal
projection of R
n
onto W. Also assume that B = (v
1
, v
2
, . . . , v
k
) is an orthonormal ordered basis of W.
Then the matrix of P
W
in the standard ordered basis (e
1
, e
2
, . . . , e
n
) of R
n
is AA
t
(a symmetric matrix),
where A = [v
1
, v
2
, . . . , v
k
] is an n k matrix.
We illustrate the above theorem with the help of an example. One can also see Example 5.4.3.
Example 5.4.11 Let W = (x, y, z, w) R
4
: x = y, z = w be a subspace of W. Then an orthonor
mal ordered basis of W and W
is
_
1
2
(1, 1, 0, 0),
1
2
(0, 0, 1, 1)
_
and
_
1
2
(1, 1, 0, 0),
1
2
(0, 0, 1, 1)
_
,
respectively. Let P
W
: R
4
R
4
be an orthogonal projection of R
4
onto W. Then
A =
_
_
1
2
0
1
2
0
0
1
2
0
1
2
_
_
and P
W
[B, B] = AA
t
=
_
_
1
2
1
2
0 0
1
2
1
2
0 0
0 0
1
2
1
2
0 0
1
2
1
2
_
_
,
where B =
_
1
2
(1, 1, 0, 0),
1
2
(0, 0, 1, 1),
1
2
(1, 1, 0, 0),
1
2
(0, 0, 1, 1)
_
. Verify that
1. P
W
[B, B] is symmetric,
2. (P
W
[B, B])
2
= P
W
[B, B] and
3.
_
I
4
P
W
[B, B]
_
P
W
[B, B] = 0 = P
W
[B, B]
_
I
4
P
W
[B, B]
_
.
5.5. QR DECOMPOSITION
115
Also, [(x, y, z, w)]
B
=
_
x+y
2
,
z+w
2
,
xy
2
,
zw
2
_
t
and hence
P
W
_
(x, y, z, w)
_
=
x +y
2
(1, 1, 0, 0) +
z +w
2
(0, 0, 1, 1)
is the closest vector to the subspace W for any vector (x, y, z, w) R
4
.
Exercise 5.4.12 1. Show that for any nonzero vector v
t
R
n
, rank(vv
t
) = 1.
2. Let W be a subspace of an inner product space V and let P : V V be the orthogonal projection
of V onto W. Let B be an orthonormal ordered basis of V. Then prove that (P[B, B])
t
= P[B, B].
3. Let W
1
= (x, 0) : x R and W
2
= (x, x) : x R be two subspaces of R
2
. Let P
W1
and
P
W2
be the corresponding orthogonal projection operators of R
2
onto W
1
and W
2
, respectively.
Compute P
W1
P
W2
and conclude that the composition of two orthogonal projections need not be
an orthogonal projection?
4. Let W be an (n 1)dimensional subspace of R
n
. Suppose B is an orthogonal ordered basis of R
n
obtained by extending an orthogonal ordered basis of W. Dene
T : R
n
R
n
by T(v) = w
0
w
whenever v = w+w
0
for some w W and w
0
W
. Then
(a) prove that T is a linear transformation,
(b) nd T[B, B] and
(c) prove that T[B, B] is an orthogonal matrix.
T is called the reection operator along W
.
5.5 QR Decomposition
The next result gives the proof of the QR decomposition for real matrices. A similar result holds for
matrices with complex entries. The readers are advised to prove that for themselves. This decomposition
and its generalizations are helpful in the numerical calculations related with eigenvalue problems (see
Chapter 6).
Theorem 5.5.1 (QR Decomposition) Let A be a square matrix of order n with real entries. Then
there exist matrices Q and R such that Q is orthogonal and R is upper triangular with A = QR.
In case, A is nonsingular, the diagonal entries of R can be chosen to be positive. Also, in this case,
the decomposition is unique.
Proof. We prove the theorem when A is nonsingular. The proof for the singular case is left as an
exercise.
Let the columns of A be x
1
, x
2
, . . . , x
n
. Then x
1
, x
2
, . . . , x
n
is a basis of R
n
and hence the Gram
Schmidt orthogonalization process gives an ordered basis (see Remark 5.3.4), say B = (v
1
, v
2
, . . . , v
n
)
of R
n
satisfying
L(v
1
, v
2
, . . . , v
i
) = L(x
1
, x
2
, . . . , x
i
),
v
i
 = 1, v
i
, v
j
= 0,
_
for 1 i ,= j n. (5.5.5)
As x
i
R
n
and x
i
L(v
1
, v
2
, . . . , v
i
), we can nd
ji
, 1 j i such that
x
i
=
1i
v
1
+
2i
v
2
+ +
ii
v
i
=
_
(
1i
, . . . ,
ii
, 0 . . . , 0)
t
B
. (5.5.6)
116 CHAPTER 5. INNER PRODUCT SPACES
Now dene Q = [v
1
, v
2
, . . . , v
n
] and R =
_
11
12
1n
0
22
2n
.
.
.
.
.
.
.
.
.
.
.
.
0 0
nn
_
_
. Then by Exercise 5.3.8.4, Q is an
orthogonal matrix and using (5.5.6), we get
QR = [v
1
, v
2
, . . . , v
n
]
_
11
12
1n
0
22
2n
.
.
.
.
.
.
.
.
.
.
.
.
0 0
nn
_
_
=
_
11
v
1
,
12
v
1
+
22
v
2
, . . . ,
n
i=1
in
v
i
_
= [x
1
, x
2
, . . . , x
n
] = A.
Thus, we see that A = QR, where Q is an orthogonal matrix (see Remark 5.3.4.1) and R is an upper
triangular matrix.
The proof doesnt guarantee that for 1 i n,
ii
is positive. But this can be achieved by replacing
the vector v
i
by v
i
whenever
ii
is negative.
Uniqueness: suppose Q
1
R
1
= Q
2
R
2
then Q
1
2
Q
1
= R
2
R
1
1
. Observe the following properties of
upper triangular matrices.
1. The inverse of an upper triangular matrix is also an upper triangular matrix, and
2. product of upper triangular matrices is also upper triangular.
Thus the matrix R
2
R
1
1
is an upper triangular matrix. Also, by Exercise 5.3.8.3, the matrix Q
1
2
Q
1
is
an orthogonal matrix. Hence, by Exercise 5.3.8.5, R
2
R
1
1
= I
n
. So, R
2
= R
1
and therefore Q
2
= Q
1
.
Let A = [x
1
, x
2
, . . . , x
k
] be an nk matrix with rank (A) = r. Then by Remark 5.3.4.1c , the Gram
Schmidt orthogonalization process applied to x
1
, x
2
, . . . , x
k
yields a set v
1
, v
2
, . . . , v
r
of orthonormal
vectors of R
n
and for each i, 1 i r, we have
L(v
1
, v
2
, . . . , v
i
) = L(x
1
, x
2
, . . . , x
j
), for some j, i j k.
Hence, proceeding on the lines of the above theorem, we have the following result.
Theorem 5.5.2 (Generalized QR Decomposition) Let A be an n k matrix of rank r. Then A =
QR, where
1. Q = [v
1
, v
2
, . . . , v
r
] is an n r matrix with Q
t
Q = I
r
,
2. L(v
1
, v
2
, . . . , v
r
) = L(x
1
, x
2
, . . . , x
k
), and
3. R is an r k matrix with rank (R) = r.
Example 5.5.3 1. Let A =
_
_
1 0 1 2
0 1 1 1
1 0 1 1
0 1 1 1
_
_
. Find an orthogonal matrix Q and an upper triangular
matrix R such that A = QR.
Solution: From Example 5.3.3, we know that
v
1
=
1
2
(1, 0, 1, 0), v
2
=
1
2
(0, 1, 0, 1) and v
3
=
1
2
(0, 1, 0, 1). (5.5.7)
5.5. QR DECOMPOSITION
117
We now compute w
4
. If we denote u
4
= (2, 1, 1, 1)
t
then
w
4
= u
4
u
4
, v
1
v
1
u
4
, v
2
v
2
u
4
, v
3
v
3
=
1
2
(1, 0, 1, 0)
t
. (5.5.8)
Thus, using Equations (5.5.7), (5.5.8) and Q =
_
v
1
, v
2
, v
3
, v
4
, we get
Q =
_
_
1
2
0 0
1
2
0
1
2
1
2
0
1
2
0 0
1
2
0
1
2
1
2
0
_
_
and R =
_
2 0
2
3
2
0
2 0
2
0 0
2 0
0 0 0
1
2
_
_
. The readers are advised to check that
A = QR is indeed correct.
2. Let A =
_
_
1 1 1 0
1 0 2 1
1 1 1 0
1 0 2 1
_
_
. Find a 4 3 matrix Q satisfying Q
t
Q = I
3
and an upper triangular
matrix R such that A = QR.
Solution: Let us apply the Gram Schmidt orthogonalization process to the columns of A. That
is, apply the process to the subset (1, 1, 1, 1), (1, 0, 1, 0), (1, 2, 1, 2), (0, 1, 0, 1) of R
4
.
Let u
1
= (1, 1, 1, 1). Dene v
1
=
1
2
u
1
. Let u
2
= (1, 0, 1, 0). Then
w
2
= (1, 0, 1, 0) u
2
, v
1
v
1
= (1, 0, 1, 0) v
1
=
1
2
(1, 1, 1, 1).
Hence, v
2
=
1
2
(1, 1, 1, 1). Let u
3
= (1, 2, 1, 2). Then
w
3
= u
3
u
3
, v
1
v
1
u
3
, v
2
v
2
= u
3
3v
1
+v
2
= 0.
So, we again take u
3
= (0, 1, 0, 1). Then
w
3
= u
3
u
3
, v
1
v
1
u
3
, v
2
v
2
= u
3
0v
1
0v
2
= u
3
.
So, v
3
=
1
2
(0, 1, 0, 1). Hence,
Q = [v
1
, v
2
, v
3
] =
_
_
1
2
1
2
0
1
2
1
2
1
2
1
2
1
2
0
1
2
1
2
1
2
_
_
, and R =
_
_
2 1 3 0
0 1 1 0
0 0 0
2
_
_
.
The readers are advised to check the following:
(a) rank (A) = 3,
(b) A = QR with Q
t
Q = I
3
, and
(c) R a 3 4 upper triangular matrix with rank (R) = 3.
118 CHAPTER 5. INNER PRODUCT SPACES
Chapter 6
Eigenvalues, Eigenvectors and
Diagonalization
6.1 Introduction and Denitions
In this chapter, the linear transformations are from the complex vector space C
n
to itself. Observe that
in this case, the matrix of the linear transformation is an n n matrix. So, in this chapter, all the
matrices are square matrices and a vector x means x = (x
1
, x
2
, . . . , x
n
)
t
for some positive integer n.
Example 6.1.1 Let A be a real symmetric matrix. Consider the following problem:
Maximize (Minimize) x
t
Ax such that x R
n
and x
t
x = 1.
To solve this, consider the Lagrangian
L(x, ) = x
t
Ax (x
t
x 1) =
n
i=1
n
j=1
a
ij
x
i
x
j
(
n
i=1
x
2
i
1).
Partially dierentiating L(x, ) with respect to x
i
for 1 i n, we get
L
x
1
= 2a
11
x
1
+ 2a
12
x
2
+ + 2a
1n
x
n
2x
1
,
L
x
2
= 2a
21
x
1
+ 2a
22
x
2
+ + 2a
2n
x
n
2x
2
,
and so on, till
L
x
n
= 2a
n1
x
1
+ 2a
n2
x
2
+ + 2a
nn
x
n
2x
n
.
Therefore, to get the points of extremum, we solve for
(0, 0, . . . , 0)
t
= (
L
x
1
,
L
x
2
, . . . ,
L
x
n
)
t
=
L
x
= 2(Ax x).
We therefore need to nd a R and 0 ,= x R
n
such that Ax = x for the extremal problem.
Let A be a matrix of order n. In general, we ask the question:
For what values of F, there exist a nonzero vector x F
n
such that
Ax = x? (6.1.1)
119
120 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
Here, F
n
stands for either the vector space R
n
over R or C
n
over C. Equation (6.1.1) is equivalent to
the equation
(A I)x = 0.
By Theorem 2.4.1, this system of linear equations has a nonzero solution, if
rank (A I) < n, or equivalently det(A I) = 0.
So, to solve (6.1.1), we are forced to choose those values of F for which det(A I) = 0. Observe
that det(A I) is a polynomial in of degree n. We are therefore lead to the following denition.
Denition 6.1.2 (Characteristic Polynomial, Characteristic Equation) Let A be a square ma
trix of order n. The polynomial det(A I) is called the characteristic polynomial of A and is denoted
by p
A
() (in short, p(), if the matrix A is clear from the context). The equation p() = 0 is called the
characteristic equation of A. If F is a solution of the characteristic equation p() = 0, then is
called a characteristic value of A.
Some books use the term eigenvalue in place of characteristic value.
Theorem 6.1.3 Let A M
n
(F). Suppose =
0
F is a root of the characteristic equation. Then
there exists a nonzero v F
n
such that Av =
0
v.
Proof. Since
0
is a root of the characteristic equation, det(A
0
I) = 0. This shows that the matrix
A
0
I is singular and therefore by Theorem 2.4.1 the linear system
(A
0
I
n
)x = 0
has a nonzero solution.
Remark 6.1.4 Observe that the linear system Ax = x has a solution x = 0 for every F. So, we
consider only those x F
n
that are nonzero and are also solutions of the linear system Ax = x.
Denition 6.1.5 (Eigenvalue and Eigenvector) Let A M
n
(F) and let the linear system Ax = x
has a nonzero solution x F
n
for some F. Then
1. F is called an eigenvalue of A,
2. x F
n
is called an eigenvector corresponding to the eigenvalue of A, and
3. the tuple (, x) is called an eigenpair.
Remark 6.1.6 To understand the dierence between a characteristic value and an eigenvalue, we give
the following example.
Let A =
_
0 1
1 0
_
. Then p
A
() =
2
+1. Also, dene the linear operator T
A
: F
2
F
2
by T
A
(x) = Ax
for every x F
2
.
1. Suppose F = C, i.e., A M
2
(C). Then the roots of p() = 0 in C are i. So, A has (i, (1, i)
t
)
and (i, (i, 1)
t
) as eigenpairs.
2. If A M
2
(R), then p() = 0 has no solution in R. Therefore, if F = R, then A has no eigenvalue
but it has i as characteristic values.
6.1. INTRODUCTION AND DEFINITIONS 121
Remark 6.1.7 1. Let A M
n
(F). Suppose (, x) is an eigenpair of A. Then for any c F, c ,=
0, (, cx) is also an eigenpair for A. Similarly, if x
1
, x
2
, . . . , x
r
are linearly independent eigenvec
tors of A corresponding to the eigenvalue , then
r
i=1
c
i
x
i
is also an eigenvector of A corresponding
to if at least one c
i
,= 0. Hence, if S is a collection of eigenvectors, it is implicitly understood
that the set S is linearly independent.
2. Suppose p
A
(
0
) = 0 for some
0
F. Then A
0
I is singular. If rank (A
0
I) = r then r < n.
Hence, by Theorem 2.4.1 on page 38, the system (A
0
I)x = 0 has n r linearly independent
solutions. That is, A has n r linearly independent eigenvectors corresponding to
0
whenever
rank (A
0
I) = r.
Example 6.1.8 1. Let A = diag(d
1
, d
2
, . . . , d
n
) with d
i
R for 1 i n. Then p() =
n
i=1
( d
i
)
and the eigenpairs are (d
1
, e
1
), (d
2
, e
2
), . . . , (d
n
, e
n
).
2. Let A =
_
1 1
0 1
_
. Then p() = (1 )
2
. Hence, the characteristic equation has roots 1, 1. That is,
1 is a repeated eigenvalue. But the system (A I
2
)x = 0 for x = (x
1
, x
2
)
t
implies that x
2
= 0.
Thus, x = (x
1
, 0)
t
is a solution of (A I
2
)x = 0. Hence using Remark 6.1.7.1, (1, 0)
t
is an
eigenvector. Therefore, note that 1 is a repeated eigenvalue whereas there is only one
eigenvector.
3. Let A =
_
1 0
0 1
_
. Then p() = (1 )
2
. Again, 1 is a repeated root of p() = 0. But in this case,
the system (A I
2
)x = 0 has a solution for every x
t
R
2
. Hence, we can choose any two
linearly independent vectors x
t
, y
t
from R
2
to get (1, x) and (1, y) as the two eigenpairs.
In general, if x
1
, x
2
, . . . , x
n
R
n
are linearly independent vectors then (1, x
1
), (1, x
2
), . . . , (1, x
n
)
are eigenpairs of the identity matrix, I
n
.
4. Let A =
_
1 2
2 1
_
. Then p() = ( 3)( + 1) and its roots are 3, 1. Verify that the eigenpairs
are (3, (1, 1)
t
) and (1, (1, 1)
t
). The readers are advised to prove the linear independence of the
two eigenvectors.
5. Let A =
_
1 1
1 1
_
. Then p() =
2
2+2 and its roots are 1+i, 1i. Hence, over R, the matrix
A has no eigenvalue. Over C, the reader is required to show that the eigenpairs are (1 +i, (i, 1)
t
)
and (1 i, (1, i)
t
).
Exercise 6.1.9 1. Find the eigenvalues of a triangular matrix.
2. Find eigenpairs over C, for each of the following matrices:
_
1 1 +i
1 i 1
_
,
_
i 1 +i
1 +i i
_
,
_
cos sin
sin cos
_
and
_
cos sin
sin cos
_
.
3. Let A and B be similar matrices.
(a) Then prove that A and B have the same set of eigenvalues.
(b) If B = PAP
1
for some invertible matrix P then prove that Px is an eigenvector of B if
and only if x is an eigenvector of A.
4. Let A = (a
ij
) be an n n matrix. Suppose that for all i, 1 i n,
n
j=1
a
ij
= a. Then prove that
a is an eigenvalue of A. What is the corresponding eigenvector?
122 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
5. Prove that the matrices A and A
t
have the same set of eigenvalues. Construct a 2 2 matrix A
such that the eigenvectors of A and A
t
are dierent.
6. Let A be a matrix such that A
2
= A (A is called an idempotent matrix). Then prove that its
eigenvalues are either 0 or 1 or both.
7. Let A be a matrix such that A
k
= 0 (A is called a nilpotent matrix) for some positive integer
k 1. Then prove that its eigenvalues are all 0.
8. Compute the eigenpairs of the matrices
_
2 1
1 0
_
and
_
2 i
i 0
_
.
Theorem 6.1.10 Let A = [a
ij
] be an n n matrix with eigenvalues
1
,
2
, . . . ,
n
, not necessarily
distinct. Then det(A) =
n
i=1
i
and tr(A) =
n
i=1
a
ii
=
n
i=1
i
.
Proof. Since
1
,
2
, . . . ,
n
are the n eigenvalues of A, by denition,
det(A I
n
) = p() = (1)
n
(
1
)(
2
) (
n
). (6.1.2)
(6.1.2) is an identity in as polynomials. Therefore, by substituting = 0 in (6.1.2), we get
det(A) = (1)
n
(1)
n
n
i=1
i
=
n
i=1
i
.
Also,
det(A I
n
) =
_
_
a
11
a
12
a
1n
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nn
_
(6.1.3)
= a
0
a
1
+
2
a
2
+
+(1)
n1
n1
a
n1
+ (1)
n
n
(6.1.4)
for some a
0
, a
1
, . . . , a
n1
F. Note that a
n1
, the coecient of (1)
n1
n1
, comes from the product
(a
11
)(a
22
) (a
nn
).
So, a
n1
=
n
i=1
a
ii
= tr(A) by denition of trace.
But , from (6.1.2) and (6.1.4), we get
a
0
a
1
+
2
a
2
+ + (1)
n1
n1
a
n1
+ (1)
n
n
= (1)
n
(
1
)(
2
) (
n
). (6.1.5)
Therefore, comparing the coecient of (1)
n1
n1
, we have
tr(A) = a
n1
= (1)(1)
n
i=1
i
=
n
i=1
i
.
Hence, we get the required result.
Exercise 6.1.11 1. Let A be a skew symmetric matrix of order 2n + 1. Then prove that 0 is an
eigenvalue of A.
6.1. INTRODUCTION AND DEFINITIONS 123
2. Let A be a 3 3 orthogonal matrix (AA
t
= I). If det(A) = 1, then prove that there exists a
nonzero vector v R
3
such that Av = v.
Let A be an n n matrix. Then in the proof of the above theorem, we observed that the charac
teristic equation det(A I) = 0 is a polynomial equation of degree n in . Also, for some numbers
a
0
, a
1
, . . . , a
n1
F, it has the form
n
+a
n1
n1
+a
n2
2
+ a
1
+a
0
= 0.
Note that, in the expression det(A I) = 0, is an element of F. Thus, we can only substitute by
elements of F.
It turns out that the expression
A
n
+a
n1
A
n1
+a
n2
A
2
+ a
1
A +a
0
I = 0
holds true as a matrix identity. This is a celebrated theorem called the Cayley Hamilton Theorem. We
state this theorem without proof and give some implications.
Theorem 6.1.12 (Cayley Hamilton Theorem) Let A be a square matrix of order n. Then A sat
ises its characteristic equation. That is,
A
n
+a
n1
A
n1
+a
n2
A
2
+ a
1
A +a
0
I = 0
holds true as a matrix identity.
Some of the implications of Cayley Hamilton Theorem are as follows.
Remark 6.1.13 1. Let A =
_
0 1
0 0
_
. Then its characteristic polynomial is p() =
2
. Also, for
the function, f(x) = x, f(0) = 0, and f(A) = A ,= 0. This shows that the condition f() = 0 for
each eigenvalue of A does not imply that f(A) = 0.
2. let A be a square matrix of order n with characteristic polynomial p() =
n
+a
n1
n1
+a
n2
2
+
a
1
+a
0
.
(a) Then for any positive integer , we can use the division algorithm to nd numbers
0
,
1
, . . . ,
n1
and a polynomial f() such that
= f()
_
n
+a
n1
n1
+a
n2
2
+ a
1
+a
0
_
+
0
+
1
+ +
n1
n1
.
Hence, by the Cayley Hamilton Theorem,
A
=
0
I +
1
A + +
n1
A
n1
.
That is, we just need to compute the powers of A till n 1.
In the language of graph theory, it says the following:
Let G be a graph on n vertices. Suppose there is no path of length n1 or less from a vertex v to a
vertex u of G. Then there is no path from v to u of any length. That is, the graph G is disconnected
and v and u are in dierent components.
(b) If A is nonsingular then a
n
= det(A) ,= 0 and hence
A
1
=
1
a
n
[A
n1
+a
n1
A
n2
+ +a
1
I].
This matrix identity can be used to calculate the inverse.
Note that the vector A
1
(as an element of the vector space of all n n matrices) is a linear
combination of the vectors I, A, . . . , A
n1
.
124 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
Exercise 6.1.14 Find inverse of the following matrices by using the Cayley Hamilton Theorem
i)
_
_
2 3 4
5 6 7
1 1 2
_
_
ii)
_
_
1 1 1
1 1 1
0 1 1
_
_
iii)
_
_
1 2 1
2 1 1
0 1 2
_
_
.
Theorem 6.1.15 If
1
,
2
, . . . ,
k
are distinct eigenvalues of a matrix A with corresponding eigenvec
tors x
1
, x
2
, . . . , x
k
, then the set x
1
, x
2
, . . . , x
k
is linearly independent.
Proof. The proof is by induction on the number m of eigenvalues. The result is obviously true if
m = 1 as the corresponding eigenvector is nonzero and we know that any set containing exactly one
nonzero vector is linearly independent.
Let the result be true for m, 1 m < k. We prove the result for m + 1. We consider the equation
c
1
x
1
+c
2
x
2
+ +c
m+1
x
m+1
= 0 (6.1.6)
for the unknowns c
1
, c
2
, . . . , c
m+1
. We have
0 = A0 = A(c
1
x
1
+c
2
x
2
+ +c
m+1
x
m+1
)
= c
1
Ax
1
+c
2
Ax
2
+ +c
m+1
Ax
m+1
= c
1
1
x
1
+c
2
2
x
2
+ +c
m+1
m+1
x
m+1
. (6.1.7)
From Equations (6.1.6) and (6.1.7), we get
c
2
(
2
1
)x
2
+c
3
(
3
1
)x
3
+ +c
m+1
(
m+1
1
)x
m+1
= 0.
This is an equation in m eigenvectors. So, by the induction hypothesis, we have
c
i
(
i
1
) = 0 for 2 i m+ 1.
But the eigenvalues are distinct implies
i
1
,= 0 for 2 i m + 1. We therefore get c
i
= 0 for
2 i m+ 1. Also, x
1
,= 0 and therefore (6.1.6) gives c
1
= 0.
Thus, we have the required result.
We are thus lead to the following important corollary.
Corollary 6.1.16 The eigenvectors corresponding to distinct eigenvalues are linearly independent.
Exercise 6.1.17 1. Let A, B M
n
(R). Prove that
(a) if is an eigenvalue of A then
k
is an eigenvalue of A
k
for all k Z
+
.
(b) if A is invertible and is an eigenvalue of A then
1
is an eigenvalue of A
1
.
(c) if A is nonsingular then BA
1
and A
1
B have the same set of eigenvalues.
(d) AB and BA have the same nonzero eigenvalues.
In each case, what can you say about the eigenvectors?
2. Let A M
n
(R) be an invertible matrix and let x
t
, y
t
R
n
with x ,= 0 and y
t
A
1
x ,= 0. Dene
B = xy
t
A
1
. Then prove that
(a)
0
= y
t
A
1
x is an eigenvalue of B of multiplicity 1.
(b) 0 is an eigenvalue of B of multiplicity n 1 [Hint: Use Exercise 6.1.9.5].
(c) 1 +
0
is an eigenvalue of I +B of multiplicity 1, for any R, ,= 0.
(d) 1 is an eigenvalue of I +B of multiplicity n 1, for any R.
6.2. DIAGONALIZATION 125
(e) det(A+xy
t
) equals (1 +
0
) det(A) for any R. This result is known as the Shermon
Morrison formula for determinant.
3. Let A, B M
2
(R) such that det(A) = det(B) and tr(A) = tr(B).
(a) Do A and B have the same set of eigenvalues?
(b) Give examples to show that the matrices A and B need not be similar.
4. Let A, B M
n
(R). Also, let (
1
, u) be an eigenpair for A and (
2
, v) be an eigenpair for B.
(a) If u = v for some R then (
1
+
2
, u) is an eigenpair for A +B.
(b) Give an example to show that if u and v are linearly independent then
1
+
2
need not be
an eigenvalue of A +B.
5. Let A M
n
(R) be an invertible matrix with eigenpairs (
1
, u
1
), (
2
, u
2
), . . . , (
n
, u
n
). Then
prove that B = u
1
, u
2
, . . . , u
n
forms a basis of R
n
(R). If [b]
B
= (c
1
, c
2
, . . . , c
n
)
t
then the system
Ax = b has the unique solution
x =
c
1
1
u
1
+
c
2
2
u
2
+ +
c
n
n
u
n
.
6.2 Diagonalization
Let A M
n
(F) and let T
A
: F
n
F
n
be the corresponding linear operator. In this section, we ask the
question does there exist a basis B of F
n
such that T
A
[B, B], the matrix of the linear operator T
A
with
respect to the ordered basis B, is a diagonal matrix. it will be shown that for a certain class of matrices,
the answer to the above question is in armative. To start with, we have the following denition.
Denition 6.2.1 (Matrix Digitalization) A matrix A is said to be diagonalizable if there exists a
nonsingular matrix P such that P
1
AP is a diagonal matrix.
Remark 6.2.2 Let A M
n
(F) be a diagonalizable matrix with eigenvalues
1
,
2
, . . . ,
n
. By denition,
A is similar to a diagonal matrix D = diag(
1
,
2
, . . . ,
n
) as similar matrices have the same set of
eigenvalues and the eigenvalues of a diagonal matrix are its diagonal entries.
Example 6.2.3 Let A =
_
0 1
1 0
_
. Then we have the following:
1. Let V = R
2
. Then A has no real eigenvalue (see Example 6.1.7 and hence A doesnt have eigen
vectors that are vectors in R
2
. Hence, there does not exist any nonsingular 2 2 real matrix P
such that P
1
AP is a diagonal matrix.
2. In case, V = C
2
(C), the two complex eigenvalues of A are i, i and the corresponding eigenvectors
are (i, 1)
t
and (i, 1)
t
, respectively. Also, (i, 1)
t
and (i, 1)
t
can be taken as a basis of C
2
(C).
Dene U =
1
2
_
i i
1 1
_
. Then
U
AU =
_
i 0
0 i
_
.
Theorem 6.2.4 Let A M
n
(R). Then A is diagonalizable if and only if A has n linearly independent
eigenvectors.
126 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
Proof. Let A be diagonalizable. Then there exist matrices P and D such that
P
1
AP = D = diag(
1
,
2
, . . . ,
n
).
Or equivalently, AP = PD. Let P = [u
1
, u
2
, . . . , u
n
]. Then AP = PD implies that
Au
i
= d
i
u
i
for 1 i n.
Since u
i
s are the columns of a nonsingular matrix P, using Corollary 4.3.10, they form a linearly
independent set. Thus, we have shown that if A is diagonalizable then A has n linearly independent
eigenvectors.
Conversely, suppose A has n linearly independent eigenvectors u
i
, 1 i n with eigenvalues
i
.
Then Au
i
=
i
u
i
. Let P = [u
1
, u
2
, . . . , u
n
]. Since u
1
, u
2
, . . . , u
n
are linearly independent, by Corollary
4.3.10, P is nonsingular. Also,
AP = [Au
1
, Au
2
, . . . , Au
n
] = [
1
u
1
,
2
u
2
, . . . ,
n
u
n
]
= [u
1
, u
2
, . . . , u
n
]
_
1
0 0
0
2
0
.
.
.
.
.
.
.
.
.
0 0
n
_
_
= PD.
Therefore, the matrix A is diagonalizable.
Corollary 6.2.5 If the eigenvalues of a A M
n
(R) are distinct then A is diagonalizable.
Proof. As A M
n
(R), it has n eigenvalues. Since all the eigenvalues of A are distinct, by Corollary
6.1.16, the n eigenvectors are linearly independent. Hence, by Theorem 6.2.4, A is diagonalizable.
Corollary 6.2.6 Let
1
,
2
, . . . ,
k
be distinct eigenvalues of A M
n
(R) and let p() be its charac
teristic polynomial. Suppose that for each i, 1 i k, (x
i
)
mi
divides p() but (x
i
)
mi+1
does not divides p() for some positive integers m
i
. Then prove that A is diagonalizable if and only
if dim
_
ker(A
i
I)
_
= m
i
for each i, 1 i k. Or equivalently A is diagonalizable if and only if
rank(A
i
I) = n m
i
for each i, 1 i k.
Proof. As A is diagonalizable, by Theorem 6.2.4, A has n linearly independent eigenvalues. Also,
by assumption,
k
i=1
m
i
= n as deg(p()) = n. Hence, for each eigenvalue
i
, 1 i k, A has
exactly m
i
linearly independent eigenvectors. Thus, for each i, 1 i k, the homogeneous linear
system (A
i
I)x = 0 has exactly m
i
linearly independent vectors in its solution set. Therefore,
dim
_
ker(A
i
I)
_
m
i
. Indeed dim
_
ker(A
i
I)
_
= m
i
for 1 i k follows from a simple counting
argument.
Now suppose that for each i, 1 i k, dim
_
ker(A
i
I)
_
= m
i
. Then for each i, 1 i k, we can
choose m
i
linearly independent eigenvectors. Also by Corollary 6.1.16, the eigenvectors corresponding to
distinct eigenvalues are linearly independent. Hence A has n =
k
i=1
m
i
linearly independent eigenvectors.
Hence by Theorem 6.2.4, A is diagonalizable.
Example 6.2.7 1. Let A =
_
_
2 1 1
1 2 1
0 1 1
_
_
. Then p
A
() = (2 )
2
(1 ). Hence, the eigenvalues
of A are 1, 2, 2. Verify that
_
1, (1, 0, 1)
t
_
and (
_
2, (1, 1, 1)
t
_
are the only eigenpairs. That is,
the matrix A has exactly one eigenvector corresponding to the repeated eigenvalue 2. Hence, by
Theorem 6.2.4, A is not diagonalizable.
6.3. DIAGONALIZABLE MATRICES 127
2. Let A =
_
_
2 1 1
1 2 1
1 1 2
_
_
. Then p
A
() = (4 )(1 )
2
. Hence, A has eigenvalues 1, 1, 4. Verify
that u
1
= (1, 1, 0)
t
and u
2
= (1, 0, 1)
t
are eigenvectors corresponding to 1 and u
3
= (1, 1, 1)
t
is an eigenvector corresponding to the eigenvalue 4. As u
1
, u
2
, u
3
are linearly independent, by
Theorem 6.2.4, A is diagonalizable.
Note that the vectors u
1
and u
2
(corresponding to the eigenvalue 1) are not orthogonal. So, in
place of u
1
, u
2
, we will take the orthogonal vectors u
2
and w = 2u
1
u
2
as eigenvectors. Now
dene U = [
1
3
u
3
,
1
2
u
2
,
1
6
w] =
_
_
1
3
1
2
1
6
1
3
0
2
6
1
3
1
2
1
6
_
AU = diag(4, 1, 1).
Observe that A is a symmetric matrix. In this case, we chose our eigenvectors to be mutually
orthogonal. This result is true for any real symmetric matrix A. This result will be proved later.
Exercise 6.2.8 1. Are the matrices A =
_
cos sin
sin cos
_
and B =
_
cos sin
sin cos
_
for some , 0
2, diagonalizable?
2. Find the eigenpairs of A = [a
ij
]
nn
, where a
ij
= a if i = j and b, otherwise.
3. Let A M
n
(R) and B M
m
(R). Suppose C =
_
A 0
0 B
_
. Then prove that C is diagonalizable if
and only if both A and B are diagonalizable.
4. Let T : R
5
R
5
be a linear operator with rank (T I) = 3 and
A(T) = (x
1
, x
2
, x
3
, x
4
, x
5
) R
5
[ x
1
+x
4
+x
5
= 0, x
2
+x
3
= 0.
(a) Determine the eigenvalues of T?
(b) Find the number of linearly independent eigenvectors corresponding to each eigenvalue?
(c) Is T diagonalizable? Justify your answer.
5. Let A be a nonzero square matrix such that A
2
= 0. Prove that A cannot be diagonalized. [Hint:
Use Remark 6.2.2.]
6. Are the following matrices diagonalizable?
i)
_
_
1 3 2 1
0 2 3 1
0 0 1 1
0 0 0 4
_
_
, ii)
_
_
1 0 1
0 0 1
0 2 0
_
_
, iii)
_
_
1 3 3
0 5 6
0 3 4
_
_
and iv)
_
2 i
i 0
_
.
6.3 Diagonalizable Matrices
In this section, we will look at some special classes of square matrices that are diagonalizable. Recall
that for a matrix A = [a
ij
], A
= [a
ji
] = A
t
= A
t
, is called the conjugate transpose of A. We also recall
the following denitions.
Denition 6.3.1 (Special Matrices) 1. A matrix A M
n
(C) is called
(a) a Hermitian matrix if A
= A.
(b) a unitary matrix if A A
= A
A = I
n
.
128 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
(c) a skewHermitian matrix if A
= A.
(d) a normal matrix if A
A = AA
.
2. A matrix A M
n
(R) is called
(a) a symmetric matrix if A
t
= A.
(b) an orthogonal matrix if A A
t
= A
t
A = I
n
.
(c) a skewsymmetric matrix if A
t
= A.
Note that a symmetric matrix is always Hermitian, a skewsymmetric matrix is always skew
Hermitian and an orthogonal matrix is always unitary. Each of these matrices are normal. If A is
a unitary matrix then A
= A
1
.
Example 6.3.2 1. Let B =
_
i 1
1 i
_
. Then B is skewHermitian.
2. Let A =
1
2
_
1 i
i 1
_
and B =
_
1 1
1 1
_
. Then A is a unitary matrix and B is a normal matrix.
Note that
= U
1
. Hence, A
is also unitarily similar to B.
Exercise 6.3.4 1. Let A be a square matrix such that UAU
) +
1
2
(A A
), where
1
2
(A + A
is always skewHermitian.
5. Does there exist a unitary matrix U such that U
1
AU = B where
A =
_
_
1 1 4
0 2 2
0 0 3
_
_
and B =
_
_
2 1 3
2
0 1
2
0 0 3
_
_
.
Theorem 6.3.5 Let A M
n
(C) be a Hermitian matrix. Then
1. the eigenvalues,
i
, 1 i n, of A are real.
2. A is unitarily diagonalizable. That is, there exists a unitary matrix U such that U
AU = D; where
D = diag(
1
, . . . ,
n
). In other words, the eigenvectors of A form an orthonormal basis of C
n
.
Proof. For the proof of Part 1, let (, x) be an eigenpair. Then Ax = x and A
= A implies that
x
A = x
= (Ax)
= (x)
= x
. Hence,
x
x = x
(x) = x
(Ax) = (x
A)x = (x
)x = x
x.
As x is an eigenvector, x ,= 0 and therefore x
2
= x
i
x = 0, for 2 i k.
Therefore, for 2 i k,
x
(Au
i
) = (Au
i
)
x = (u
i
A
)x = u
i
(A
x) = u
i
(Ax) = u
i
(
1
x) =
1
(u
i
x) = 0 and
U
1
AU
1
= U
1
[Ax, Au
2
, , Au
k
] =
_
_
x
2
.
.
.
u
k
_
_
[
1
x, Au
2
, , Au
k
]
=
_
1
x
x x
Au
k
u
2
(
1
x) u
2
(Au
k
)
.
.
.
.
.
.
.
.
.
u
k
(
1
x) u
k
(Au
k
)
_
_
=
_
1
0
0
.
.
. B
0
_
_
,
where B is a (k 1) (k 1) matrix. As (U
1
AU
1
)
= U
1
AU
1
and
1
R, the matrix B is also
Hermitian. Therefore, by induction hypothesis there exists a (k 1) (k 1) unitary matrix U
2
such
that U
2
BU
2
= D
2
= diag(
2
, . . . ,
k
), where
i
R, for 2 i k are the eigenvalues of B. Dene
U = U
1
_
1 0
0 U
2
_
. Then U is a unitary matrix and
U
AU =
_
U
1
_
1 0
0 U
2
__
A
_
U
1
_
1 0
0 U
2
__
=
__
1 0
0 U
2
_
U
1
_
A
_
U
1
_
1 0
0 U
2
__
=
_
1 0
0 U
2
_
_
U
1
AU
1
_
_
1 0
0 U
2
_
=
_
1 0
0 U
2
_ _
1
0
0 B
_ _
1 0
0 U
2
_
=
_
1
0
0 U
2
BU
2
_
=
_
1
0
0 D
2
_
.
Observe that
2
, . . . ,
n
are also the eigenvalues of A. Thus, U
)
k
x for k Z
+
is also an eigenvector corresponding to .
(b) (, x) is an eigenpair for A
. [Hint: Verify A
x x
2
= Ax x
2
.]
3. Let A be an n n unitary matrix. Then
(a) the rows of A form an orthonormal basis of C
n
.
(b) the columns of A form an orthonormal basis of C
n
.
(c) for any two vectors x, y C
n1
, Ax, Ay = x, y.
(d) for any vector x C
n1
, Ax = x.
(e) = 1 for any eigenvalue of A.
(f ) the eigenvectors x, y corresponding to distinct eigenvalues and satisfy x, y = 0. That
is, if (, x) and (, y) are eigenpairs with ,= , then x and y are mutually orthogonal.
4. Show that the matrices A =
_
4 4
0 4
_
and B =
_
10 9
4 2
_
are similar. Is it possible to nd a unitary
matrix U such that A = U
BU?
5. Let A be a 2 2 orthogonal matrix. Then prove the following:
(a) if det(A) = 1, then A =
_
cos sin
sin cos
_
for some , 0 < 2. That is, A counterclockwise
rotates every point in R
2
by an angle .
(b) if det A = 1, then A =
_
cos sin
sin cos
_
for some , 0 < 2. That is, A reects every
point in R
2
about a line passing through origin. Determine this line. Or equivalently, there
exists a nonsingular matrix P such that P
1
AP =
_
1 0
0 1
_
.
6. Let A be a 3 3 orthogonal matrix. Then prove the following:
(a) if det(A) = 1, then A is a rotation about a xed axis, in the sense that A has an eigenpair
(1, x) such that the restriction of A to the plane x
.
(b) if det A = 1, then A corresponds to a reection through a plane P, followed by a rotation
about the line through origin that is orthogonal to P.
7. Let A =
_
_
2 1 1
1 2 1
1 1 2
_
_
. Find a nonsingular matrix P such that P
1
AP = diag (4, 1, 1). Use this to
compute A
301
.
8. Let A be a Hermitian matrix. Then prove that rank(A) equals the number of nonzero eigenvalues
of A.
Remark 6.3.8 Let A and B be the 2 2 matrices in Exercise 6.3.7.4. Then A and B were similar
matrices but they were not unitarily equivalent. In numerical calculations, unitary transformations are
preferred as compared to similarity transformations due to the following main reasons:
6.3. DIAGONALIZABLE MATRICES 131
1. Exercise 6.3.7.3d implies that an orthonormal change of basis does not alter the sum of squares of
the absolute values of the entries. This need not be true under a nonsingularity change of basis.
2. For a unitary matrix U, U
1
= U
1
AU
1
= U
1
[Ax Au
2
Au
k
] =
_
_
x
2
.
.
.
u
k
_
_
[
1
x Au
2
Au
k
] =
_
1
0
.
.
. B
0
_
_
,
where B is a (k1)(k1) matrix. By induction hypothesis there exists a (k1)(k1) unitary matrix
U
2
such that U
2
BU
2
is an upper triangular matrix with diagonal entries
2
, . . . ,
k
, the eigenvalues of
B. Dene U = U
1
_
1 0
0 U
2
_
. Then check that U is a unitary matrix and U
AU is an upper triangular
matrix with diagonal entries
1
,
2
, . . . ,
k
, the eigenvalues of the matrix A. Hence, the result follows.
In Lemma 6.3.9, it can be observed that whenever A is a normal matrix then the matrix B is also a
normal matrix. It is also known that if T is an upper triangular matrix that satises TT
= T
T then
T is a diagonal matrix (see Exercise 16). Thus, it follows that normal matrices are diagonalizable. We
state it as a remark.
Remark 6.3.10 (The Spectral Theorem for Normal Matrices) Let A be an nn normal matrix.
Then there exists an orthonormal basis x
1
, x
2
, . . . , x
n
of C
n
(C) such that Ax
i
=
i
x
i
for 1 i n.
In particular, if U [x
1
, x
2
, . . . , x
n
] then U
AU is a diagonal matrix.
Exercise 6.3.11 1. Let A M
n
(R) be an invertible matrix. Prove that AA
t
= PDP
t
, where P is
an orthogonal and D is a diagonal matrix with positive diagonal entries.
2. Let A =
_
_
1 1 1
0 2 1
0 0 3
_
_
, B =
_
_
2 1
2
0 1 0
0 0 3
_
_
and U =
1
2
_
_
1 1 0
1 1 0
0 0
2
_
_
. Prove that A and B are
unitarily equivalent via the unitary matrix U. Hence, conclude that the upper triangular matrix
obtained in the Schurs Lemma need not be unique.
3. Prove Remark 6.3.10.
4. Let A be a normal matrix. If all the eigenvalues of A are 0 then prove that A = 0. What happens
if all the eigenvalues of A are 1?
132 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
5. Let A be an n n matrix. Prove that if A is
(a) Hermitian and xAx
= 0 for all x C
n
then A = 0.
(b) a real, symmetric matrix and xAx
t
= 0 for all x R
n
then A = 0.
Do these results hold for arbitrary matrices?
We end this chapter with an application of the theory of diagonalization to the study of conic sections
in analytic geometry and the study of maxima and minima in analysis.
6.4 Sylvesters Law of Inertia and Applications
Denition 6.4.1 (Bilinear Form) Let A be an n n real symmetric matrix. A bilinear form in
x = (x
1
, x
2
, . . . , x
n
)
t
, y = (y
1
, y
2
, . . . , y
n
)
t
is an expression of the type
Q(x, y) = y
t
Ax =
n
i,j=1
a
ij
x
i
y
j
.
Denition 6.4.2 (Sesquilinear Form) Let A be an n n Hermitian matrix. A sesquilinear form in
x = (x
1
, x
2
, . . . , x
n
)
, y = (y
1
, y
2
, . . . , y
n
)
is given by
H(x, y) = y
Ax =
n
i,j=1
a
ij
x
i
y
j
.
Observe that if A = I
n
then the bilinear (sesquilinear) form reduces to the standard real (complex)
inner product. Also, it can be easily seen that H(x, y) is linear in x, the rst component and conjugate
linear in y, the second component. The expression Q(x, x) is called the quadratic form and H(x, x)
the Hermitian form. We generally write Q(x) and H(x) in place of Q(x, x) and H(x, x), respectively.
It can be easily shown that for any choice of x, the Hermitian form H(x) is a real number. Hence, for
any real number , the equation H(x) = , represents a conic in C
n
.
Example 6.4.3 Let A =
_
1 2 i
2 +i 2
_
. Then A
= A and for x = (x
1
, x
2
)
,
H(x) = x
Ax = (x
1
, x
2
)
_
1 2 i
2 +i 2
_ _
x
1
x
2
_
= x
1
x
1
+ 2x
2
x
2
+ (2 i)x
1
x
2
+ (2 +i)x
2
x
1
= [x
1
[
2
+ 2[x
2
[
2
+ 2Re[(2 i)x
1
x
2
]
where Re denotes the real part of a complex number. This shows that for every choice of x the Hermitian
form is always real. Why?
The main idea of this section is to express H(x) as sum of squares and hence determine the possible
values that it can take. Note that if we replace x by cx, where c is any complex number, then H(x)
simply gets multiplied by [c[
2
and hence one needs to study only those x for which x = 1, i.e., x is a
normalized vector.
Let A
= A M
n
(C). Then by Theorem 6.3.5, the eigenvalues
i
, 1 i n, of A are real
and there exists a unitary matrix U such that U
AU = D diag(
1
,
2
, . . . ,
n
). Now dene, z =
(z
1
, z
2
, . . . , z
n
)
= U
AUz = z
Dz =
n
i=1
i
[z
i
[
2
=
p
i=1
_
[
i
[ z
i
i=p+1
_
[
i
[ z
i
2
. (6.4.1)
6.4. SYLVESTERS LAW OF INERTIA AND APPLICATIONS 133
Thus, the possible values of H(x) depend only on the eigenvalues of A. Since U is an invertible matrix,
the components z
i
s of z = U
. Then every
Hermitian form H(x) = x
= Mx and z = (z
1
, z
2
, . . . , z
n
)
, Z
1
= (z
1
, . . . , z
q
)
and
B =
_
B
1
B
2
B
3
B
4
_
, where B
1
is a q p matrix. As p > q, the homogeneous linear system B
1
Y
1
= 0 has a
nonzero solution. Let
Y
1
= ( y
1
, . . . , y
p
)
= (
Y
1
, 0
). Then
H( y) = [ y
1
[
2
+[ y
2
[
2
+ +[ y
p
[
2
= ([z
q+1
[
2
+ +[z
s
[
2
).
Now, this can hold only if y
1
= y
2
= = y
p
= 0, which gives a contradiction. Hence p = q.
Similarly, the case r > s can be resolved. Thus, the proof of the lemma is over.
Remark 6.4.5 The integer r is the rank of the matrix A and the number r 2p is sometimes called
the inertial degree of A.
We complete this chapter by understanding the graph of
ax
2
+ 2hxy +by
2
+ 2fx + 2gy +c = 0
for a, b, c, f, g, h R. We rst look at the following example.
Example 6.4.6 Sketch the graph of 3x
2
+ 4xy + 3y
2
= 5.
Solution: Note that 3x
2
+4xy +3y
2
= [x, y]
_
3 2
2 3
_ _
x
y
_
and the eigenpairs of the matrix
_
3 2
2 3
_
are
(5, (1, 1)
t
), (1, (1, 1)
t
). Thus,
_
3 2
2 3
_
=
_
1
2
1
2
1
2
1
2
_
_
5 0
0 1
_
_
1
2
1
2
1
2
1
2
_
.
134 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
Now, let u =
x+y
2
and v =
xy
2
. Then
3x
2
+ 4xy + 3y
2
= [x, y]
_
3 2
2 3
_ _
x
y
_
= [x, y]
_
1
2
1
2
1
2
1
2
_
_
5 0
0 1
_
_
1
2
1
2
1
2
1
2
_
_
x
y
_
=
_
u, v
_
5 0
0 1
_ _
u
v
_
= 5u
2
+v
2
.
Thus, the given graph reduces to 5u
2
+v
2
= 5 or equivalently to u
2
+
v
2
5
= 1. Therefore, the given graph
represents an ellipse with the principal axes u = 0 and v = 0 (correspinding to the line x + y = 0 and
x y = 0, respectively). See Figure 6.4.6.
y = x
y = x
Figure 1: The ellipse 3x
2
+ 4xy + 3y
2
= 5.
We now consider the general conic. We obtain conditions on the eigenvalues of the associated
quadratic form, dened below, to characterize conic sections in R
2
(endowed with the standard inner
product).
Denition 6.4.7 (Quadratic Form) Let ax
2
+ 2hxy +by
2
+ 2gx + 2fy + c = 0 be the equation of a
general conic. The quadratic expression
ax
2
+ 2hxy +by
2
=
_
x, y
_
a h
h b
_ _
x
y
_
is called the quadratic form associated with the given conic.
Proposition 6.4.8 For xed real numbers a, b, c, g, f and h, consider the general conic
ax
2
+ 2hxy +by
2
+ 2gx + 2fy +c = 0.
Then prove that this conic represents
1. an ellipse if ab h
2
> 0,
2. a parabola if ab h
2
= 0, and
3. a hyperbola if ab h
2
< 0.
Proof. Let A =
_
a h
h b
_
. Then ax
2
+2hxy +by
2
=
_
x y
A
_
x
y
_
is the associated quadratic form. As A
is a symmetric matrix, by Corollary 6.3.6, the eigenvalues
1
,
2
of A are both real, the corresponding
eigenvectors u
1
, u
2
are orthonormal and A is unitarily diagonalizable with A =
_
u
1
u
2
1
0
0
2
_ _
u
t
1
u
t
2
_
.
6.4. SYLVESTERS LAW OF INERTIA AND APPLICATIONS 135
Let
_
u
v
_
=
_
u
t
1
u
t
2
_ _
x
y
_
. Then ax
2
+2hxy +by
2
=
1
u
2
+
2
v
2
and the equation of the conic section in the
(u, v)plane, reduces to
1
u
2
+
2
v
2
+ 2g
1
u + 2f
1
v +c = 0. (6.4.2)
Now, depending on the eigenvalues
1
,
2
, we consider dierent cases:
1.
1
= 0 =
2
. Substituting
1
=
2
= 0 in Equation (6.4.2) gives the straight line 2g
1
u+2f
1
v+c = 0
in the (u, v)plane.
2.
1
= 0,
2
> 0. As
1
= 0, det(A) = 0. That is, ab h
2
= det(A) = 0. Also, in this case,
Equation (6.4.2) reduces to
2
(v +d
1
)
2
= d
2
u +d
3
for some d
1
, d
2
, d
3
R.
To understand this case, we need to consider the following subcases:
(a) Let d
2
= d
3
= 0. Then v +d
1
= 0 is a pair of coincident lines.
(b) Let d
2
= 0, d
3
,= 0.
i. If d
3
> 0, then we get a pair of parallel lines given by v = d
1
_
d3
2
.
ii. If d
3
< 0, the solution set of the corresponding conic is an empty set.
(c) If d
2
,= 0. Then the given equation is of the form Y
2
= 4aX for some translates X = x +
and Y = y + and thus represents a parabola.
3.
1
> 0 and
2
< 0. In this case, ab h
2
= det(A) =
1
2
< 0. Let
2
=
2
with
2
> 0. Then
Equation (6.4.2) can be rewritten as
1
(u +d
1
)
2
2
(v +d
2
)
2
= d
3
for some d
1
, d
2
, d
3
R (6.4.3)
whose understanding requires the following subcases:
(a) Let d
3
= 0. Then Equation (6.4.3) reduces to
_
_
1
(u +d
1
) +
2
(v +d
2
)
_
_
_
1
(u +d
1
)
2
(v + d
2
)
_
= 0
or equivalently, a pair of intersecting straight lines in the (u, v)plane.
(b) Let d
3
,= 0. In particular, let d
3
> 0. Then Equation (6.4.3) reduces to
1
(u +d
1
)
2
d
3
2
(v +d
2
)
2
d
3
= 1
or equivalently, a hyperbola in the (u, v)plane, with principal axes u+d
1
= 0 and v +d
2
= 0.
4.
1
,
2
> 0. In this case, ab h
2
= det(A) =
1
2
> 0 and Equation (6.4.2) can be rewritten as
1
(u +d
1
)
2
+
2
(v +d
2
)
2
= d
3
for some d
1
, d
2
, d
3
R. (6.4.4)
We consider the following three subcases to understand this.
(a) Let d
3
= 0. Then Equation (6.4.4) reduces to a pair of perpendicular lines u + d
1
= 0 and
v +d
2
= 0 in the (u, v)plane.
(b) Let d
3
< 0. Then the solution set of Equation (6.4.4) is an empty set.
136 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
(c) Let d
3
> 0. Then Equation (6.4.4) reduces to the ellipse
1
(u +d
1
)
2
d
3
+
2
(v +d
2
)
2
d
3
= 1
whose principal axes are u +d
1
= 0 and v +d
2
= 0.
_
u
v
_
implies that the principal axes of the
conic are functions of the eigenvectors u
1
and u
2
.
Exercise 6.4.10 Sketch the graph of the following surfaces:
1. x
2
+ 2xy +y
2
6x 10y = 3.
2. 2x
2
+ 6xy + 3y
2
12x 6y = 5.
3. 4x
2
4xy + 2y
2
+ 12x 8y = 10.
4. 2x
2
6xy + 5y
2
10x + 4y = 7.
As a last application, we consider the following problem that helps us in understanding the quadrics.
Let
ax
2
+by
2
+cz
2
+ 2dxy + 2exz + 2fyz + 2lx + 2my + 2nz +q = 0 (6.4.5)
be a general quadric. Then to get the geometrical idea of this quadric, do the following:
1. Dene A =
_
_
a d e
d b f
e f c
_
_
, b =
_
_
2l
2m
2n
_
_
and x =
_
_
x
y
z
_
_
. Note that Equation (6.4.5) can be rewritten
as x
t
Ax +b
t
x +q = 0.
2. As A is symmetric, nd an orthogonal matrix P such that P
t
AP = diag(
1
,
2
,
3
).
3. Let y = P
t
x = (y
1
, y
2
, y
3
)
t
. Then Equation (6.4.5) reduces to
1
y
2
1
+
2
y
2
2
+
3
y
2
3
+ 2l
1
y
1
+ 2l
2
y
2
+ 2l
3
y
3
+q
= 0. (6.4.6)
4. Depending on which
i
,= 0, rewrite Equation (6.4.6). That is, if
1
,= 0 then rewrite
1
y
2
1
+2l
1
y
1
as
1
_
y
1
+
l1
1
_
2
_
l1
1
_
2
.
5. Use the condition x = Py to determine the center and the planes of symmetry of the quadric in
terms of the original system.
Example 6.4.11 Determine the following quadrics
1. 2x
2
+ 2y
2
+ 2z
2
+ 2xy + 2xz + 2yz + 4x + 2y + 4z + 2 = 0.
2. 3x
2
y
2
+z
2
+ 10 = 0.
6.4. SYLVESTERS LAW OF INERTIA AND APPLICATIONS 137
Solution: For Part 1, observe that A =
_
_
2 1 1
1 2 1
1 1 2
_
_
, b =
_
_
4
2
4
_
_
and q = 2. Also, the orthonormal matrix
P =
_
_
1
3
1
2
1
6
1
3
1
2
1
6
1
3
0
2
6
_
_ and P
t
AP =
_
_
4 0 0
0 1 0
0 0 1
_
_
. Hence, the quadric reduces to 4y
2
1
+ y
2
2
+y
2
3
+
10
3
y
1
+
2
2
y
2
6
y
3
+ 2 = 0. Or equivalently to
4(y
1
+
5
4
3
)
2
+ (y
2
+
1
2
)
2
+ (y
3
6
)
2
=
9
12
.
So, the standard form of the quadric is 4z
2
1
+ z
2
2
+ z
2
3
=
9
12
, where the center is given by (x, y, z)
t
=
P(
5
4
3
,
1
2
,
1
6
)
t
= (
3
4
,
1
4
,
3
4
)
t
.
For Part 2, observe that A =
_
_
3 0 0
0 1 0
0 0 1
_
_
, b = 0 and q = 10. In this case, we can rewrite the
quadric as
y
2
10
3x
2
10
z
2
10
= 1
which is the equation of a hyperboloid consisting of two sheets.
The calculation of the planes of symmetry is left as an exercise to the reader.
138 CHAPTER 6. EIGENVALUES, EIGENVECTORS AND DIAGONALIZATION
Chapter 7
Appendix
7.1 Permutation/Symmetric Groups
In this section, S denotes the set 1, 2, . . . , n.
Denition 7.1.1 1. A function : SS is called a permutation on n elements if is both one to
one and onto.
2. The set of all functions : SS that are both one to one and onto will be denoted by o
n
. That
is, o
n
is the set of all permutations of the set 1, 2, . . . , n.
Example 7.1.2 1. In general, we represent a permutation by =
_
1 2 n
(1) (2) (n)
_
.
This representation of a permutation is called a two row notation for .
2. For each positive integer n, o
n
has a special permutation called the identity permutation, denoted
Id
n
, such that Id
n
(i) = i for 1 i n. That is, Id
n
=
_
1 2 n
1 2 n
_
.
3. Let n = 3. Then
o
3
=
_
1
=
_
1 2 3
1 2 3
_
,
2
=
_
1 2 3
1 3 2
_
,
3
=
_
1 2 3
2 1 3
_
,
4
=
_
1 2 3
2 3 1
_
,
5
=
_
1 2 3
3 1 2
_
,
6
=
_
1 2 3
3 2 1
__
(7.1.1)
Remark 7.1.3 1. Let o
n
. Then is determined if (i) is known for i = 1, 2, . . . , n. As is both
one to one and onto, (1), (2), . . . , (n) = S. So, there are n choices for (1) (any element
of S), n 1 choices for (2) (any element of S dierent from (1)), and so on. Hence, there are
n(n 1)(n 2) 3 2 1 = n! possible permutations. Thus, the number of elements in o
n
is n!.
That is, [o
n
[ = n!.
2. Suppose that , o
n
. Then both and are one to one and onto. So, their composition map
, dened by ( )(i) =
_
(i)
_
, is also both one to one and onto. Hence, is also a
permutation. That is, o
n
.
3. Suppose o
n
. Then is both one to one and onto. Hence, the function
1
: SS dened
by
1
(m) = if and only if () = m for 1 m n, is well dened and indeed
1
is also both
one to one and onto. Hence, for every element o
n
,
1
o
n
and is the inverse of .
139
140 CHAPTER 7. APPENDIX
4. Observe that for any o
n
, the compositions
1
=
1
= Id
n
.
Proposition 7.1.4 Consider the set of all permutations o
n
. Then the following holds:
1. Fix an element o
n
. Then the sets : o
n
and : o
n
have exactly n!
elements. Or equivalently,
o
n
= : o
n
= : o
n
.
2. o
n
=
1
: o
n
.
Proof. For the rst part, we need to show that given any element o
n
, there exists elements
, o
n
such that = = . It can easily be veried that =
1
and =
1
.
For the second part, note that for any o
n
, (
1
)
1
= . Hence the result holds.
Denition 7.1.5 Let o
n
. Then the number of inversions of , denoted n(), equals
[(i, j) : i < j, (i) > (j) [.
Note that, for any o
n
, n() also equals
n
i=1
[(j) < (i), for j = i + 1, i + 2, . . . , n[.
Denition 7.1.6 A permutation o
n
is called a transposition if there exists two positive integers
m, r 1, 2, . . . , n such that (m) = r, (r) = m and (i) = i for 1 i ,= m, r n.
For the sake of convenience, a transposition for which (m) = r, (r) = m and (i) = i for
1 i ,= m, r n will be denoted simply by = (m r) or (r m). Also, note that for any transposition
o
n
,
1
= . That is, = Id
n
.
Example 7.1.7 1. The permutation =
_
1 2 3 4
3 2 1 4
_
is a transposition as (1) = 3, (3) =
1, (2) = 2 and (4) = 4. Here note that = (1 3) = (3 1). Also, check that
n() = [(1, 2), (1, 3), (2, 3)[ = 3.
2. Let =
_
1 2 3 4 5 6 7 8 9
4 2 3 5 1 9 8 7 6
_
. Then check that
n() = 3 + 1 + 1 + 1 + 0 + 3 + 2 + 1 = 12.
3. Let , m and r be distinct element from 1, 2, . . . , n. Suppose = (m r) and = (m ). Then
( )() =
_
()
_
= (m) = r, ( )(m) =
_
(m)
_
= () =
( )(r) =
_
(r)
_
= (r) = m, and ( )(i) =
_
(i)
_
= (i) = i if i ,= , m, r.
Therefore,
= (m r) (m ) =
_
1 2 m r n
1 2 r m n
_
= (r l) (r m).
Similarly check that =
_
1 2 m r n
1 2 m r n
_
.
7.1. PERMUTATION/SYMMETRIC GROUPS 141
With the above denitions, we state and prove two important results.
Theorem 7.1.8 For any o
n
, can be written as composition (product) of transpositions.
Proof. We will prove the result by induction on n(), the number of inversions of . If n() = 0,
then = Id
n
= (1 2) (1 2). So, let the result be true for all o
n
with n() k.
For the next step of the induction, suppose that o
n
with n() = k + 1. Choose the smallest
positive number, say , such that
(i) = i, for i = 1, 2, . . . , 1 and () ,= .
As is a permutation, there exists a positive number, say m, such that () = m. Also, note that
m > . Dene a transposition by = ( m). Then note that
( )(i) = i, for i = 1, 2, . . . , .
So, the denition of number of inversions and m > implies that
n( ) =
n
i=1
[( )(j) < ( )(i), for j = i + 1, i + 2, . . . , n[
=
i=1
[( )(j) < ( )(i), for j = i + 1, i + 2, . . . , n[
+
n
i=+1
[( )(j) < ( )(i), for j = i + 1, i + 2, . . . , n[
=
n
i=+1
[( )(j) < ( )(i), for j = i + 1, i + 2, . . . , n[
i=+1
[(j) < (i), for j = i + 1, i + 2, . . . , n[ as m > ,
< (m) +
n
i=+1
[(j) < (i), for j = i + 1, i + 2, . . . , n[
= n().
Thus, n( ) < k + 1. Hence, by the induction hypothesis, the permutation is a composition of
transpositions. That is, there exist transpositions, say
i
, 1 i t such that
=
1
2
t
.
Hence, =
1
2
t
as = Id
n
for any transposition o
n
. Therefore, by mathematical
induction, the proof of the theorem is complete.
Before coming to our next important result, we state and prove the following lemma.
Lemma 7.1.9 Suppose there exist transpositions
i
, 1 i t such that
Id
n
=
1
2
t
,
then t is even.
Proof. Observe that t ,= 1 as the identity permutation is not a transposition. Hence, t 2. If t = 2,
we are done. So, let us assume that t 3. We will prove the result by the method of mathematical
142 CHAPTER 7. APPENDIX
induction. The result clearly holds for t = 2. Let the result be true for all expressions in which the
number of transpositions t k. Now, let t = k + 1.
Suppose
1
= (m r). Note that the possible choices for the composition
1
2
are
(m r) (m r) = Id
n
, (m r) (m ) = (r ) (r m), (m r) (r ) = ( r) ( m) and (m r) ( s) =
( s) (m r), where and s are distinct elements of 1, 2, . . . , n and are dierent from m, r. In the
rst case, we can remove
1
2
and obtain Id
n
=
3
4
t
. In this expression for identity, the
number of transpositions is t 2 = k 1 < k. So, by mathematical induction, t 2 is even and hence t
is also even.
In the other three cases, we replace the original expression for
1
2
by their counterparts on the
right to obtain another expression for identity in terms of t = k +1 transpositions. But note that in the
new expression for identity, the positive integer m doesnt appear in the rst transposition, but appears
in the second transposition. We can continue the above process with the second and third transpositions.
At this step, either the number of transpositions will reduce by 2 (giving us the result by mathematical
induction) or the positive number m will get shifted to the third transposition. The continuation of
this process will at some stage lead to an expression for identity in which the number of transpositions
is t 2 = k 1 (which will give us the desired result by mathematical induction), or else we will have
an expression in which the positive number m will get shifted to the right most transposition. In the
later case, the positive integer m appears exactly once in the expression for identity and hence this
expression does not x m whereas for the identity permutation Id
n
(m) = m. So the later case leads us
to a contradiction.
Hence, the process will surely lead to an expression in which the number of transpositions at some
stage is t 2 = k 1. Therefore, by mathematical induction, the proof of the lemma is complete.
such
that
=
1
2
k
=
1
2
and = Id
n
for any
transposition o
n
, implies that
Id
n
=
1
2
k
1
1
.
Hence by Lemma 7.1.9, k + is even. Hence, either k and are both even or both odd. Thus the result
follows.
Denition 7.1.11 A permutation o
n
is called an even permutation if can be written as a compo
sition (product) of an even number of transpositions. A permutation o
n
is called an odd permutation
if can be written as a composition (product) of an odd number of transpositions.
Remark 7.1.12 Observe that if and are both even or both odd permutations, then the permutations
and are both even. Whereas if one of them is odd and the other even then the permutations
and are both odd. We use this to dene a function on o
n
, called the sign of a permutation,
as follows:
Denition 7.1.13 Let sgn : o
n
1, 1 be a function dened by
sgn() =
_
1 if is an even permutation
1 if is an odd permutation
.
7.2. PROPERTIES OF DETERMINANT 143
Example 7.1.14 1. The identity permutation, Id
n
is an even permutation whereas every transposi
tion is an odd permutation. Thus, sgn(Id
n
) = 1 and for any transposition o
n
, sgn() = 1.
2. Using Remark 7.1.12, sgn( ) = sgn() sgn() for any two permutations , o
n
.
We are now ready to dene determinant of a square matrix A.
Denition 7.1.15 Let A = [a
ij
] be an nn matrix with entries from F. The determinant of A, denoted
det(A), is dened as
det(A) =
Sn
sgn()a
1(1)
a
2(2)
. . . a
n(n)
=
Sn
sgn()
n
i=1
a
i(i)
.
Remark 7.1.16 1. Observe that det(A) is a scalar quantity. The expression for det(A) seems com
plicated at the rst glance. But this expression is very helpful in proving the results related with
properties of determinant.
2. If A = [a
ij
] is a 3 3 matrix, then using (7.1.1),
det(A) =
Sn
sgn()
3
i=1
a
i(i)
= sgn(
1
)
3
i=1
a
i1(i)
+ sgn(
2
)
3
i=1
a
i2(i)
+ sgn(
3
)
3
i=1
a
i3(i)
+
sgn(
4
)
3
i=1
a
i4(i)
+ sgn(
5
)
3
i=1
a
i5(i)
+ sgn(
6
)
3
i=1
a
i6(i)
= a
11
a
22
a
33
a
11
a
23
a
32
a
12
a
21
a
33
+a
12
a
23
a
31
+a
13
a
21
a
32
a
13
a
22
a
31
.
Observe that this expression for det(A) for a 3 3 matrix A is same as that given in (2.5.1).
7.2 Properties of Determinant
Theorem 7.2.1 (Properties of Determinant) Let A = [a
ij
] be an n n matrix. Then
1. if B is obtained from A by interchanging two rows, then
det(B) = det(A).
2. if B is obtained from A by multiplying a row by c then
det(B) = c det(A).
3. if all the elements of one row is 0 then det(A) = 0.
4. if A is a square matrix having two rows equal then det(A) = 0.
5. Let B = [b
ij
] and C = [c
ij
] be two matrices which dier from the matrix A = [a
ij
] only in the m
th
row for some m. If c
mj
= a
mj
+b
mj
for 1 j n then det(C) = det(A) + det(B).
6. if B is obtained from A by replacing the th row by itself plus k times the mth row, for ,= m then
det(B) = det(A).
7. if A is a triangular matrix then det(A) = a
11
a
22
a
nn
, the product of the diagonal elements.
8. If E is an elementary matrix of order n then det(EA) = det(E) det(A).
9. A is invertible if and only if det(A) ,= 0.
144 CHAPTER 7. APPENDIX
10. If B is an n n matrix then det(AB) = det(A) det(B).
11. det(A) = det(A
t
), where recall that A
t
is the transpose of the matrix A.
Proof. Proof of Part 1. Suppose B = [b
ij
] is obtained from A = [a
ij
] by the interchange of the
th
and m
th
row. Then b
j
= a
mj
, b
mj
= a
j
for 1 j n and b
ij
= a
ij
for 1 i ,= , m n, 1 j n.
Let = ( m) be a transposition. Then by Proposition 7.1.4, o
n
= : o
n
. Hence by the
denition of determinant and Example 7.1.14.2, we have
det(B) =
Sn
sgn()
n
i=1
b
i(i)
=
Sn
sgn( )
n
i=1
b
i()(i)
=
Sn
sgn() sgn() b
1()(1)
b
2()(2)
b
()()
b
m()(m)
b
n()(n)
= sgn()
Sn
sgn() b
1(1)
b
2(2)
b
(m)
b
m()
b
n(n)
=
_
Sn
sgn() a
1(1)
a
2(2)
a
m(m)
a
()
a
n(n)
_
as sgn() = 1
= det(A).
Proof of Part 2. Suppose that B = [b
ij
] is obtained by multiplying the m
th
row of A by c ,= 0. Then
b
mj
= c a
mj
and b
ij
= a
ij
for 1 i ,= m n, 1 j n. Then
det(B) =
Sn
sgn()b
1(1)
b
2(2)
b
m(m)
b
n(n)
=
Sn
sgn()a
1(1)
a
2(2)
ca
m(m)
a
n(n)
= c
Sn
sgn()a
1(1)
a
2(2)
a
m(m)
a
n(n)
= c det(A).
Proof of Part 3. Note that det(A) =
Sn
sgn()a
1(1)
a
2(2)
. . . a
n(n)
. So, each term in the expression
for determinant, contains one entry from each row. Hence, from the condition that A has a row consisting
of all zeros, the value of each term is 0. Thus, det(A) = 0.
Proof of Part 4. Suppose that the
th
and m
th
row of A are equal. Let B be the matrix obtained
from A by interchanging the
th
and m
th
rows. Then by the rst part, det(B) = det(A). But the
assumption implies that B = A. Hence, det(B) = det(A). So, we have det(B) = det(A) = det(A).
Hence, det(A) = 0.
Proof of Part 5. By denition and the given assumption, we have
det(C) =
Sn
sgn()c
1(1)
c
2(2)
c
m(m)
c
n(n)
=
Sn
sgn()c
1(1)
c
2(2)
(b
m(m)
+a
m(m)
) c
n(n)
=
Sn
sgn()b
1(1)
b
2(2)
b
m(m)
b
n(n)
+
Sn
sgn()a
1(1)
a
2(2)
a
m(m)
a
n(n)
= det(B) + det(A).
Proof of Part 6. Suppose that B = [b
ij
] is obtained from A by replacing the th row by itself plus k
times the mth row, for ,= m. Then b
j
= a
j
+ k a
mj
and b
ij
= a
ij
for 1 i ,= m n, 1 j n.
7.2. PROPERTIES OF DETERMINANT 145
Then
det(B) =
Sn
sgn()b
1(1)
b
2(2)
b
()
b
m(m)
b
n(n)
=
Sn
sgn()a
1(1)
a
2(2)
(a
()
+ka
m(m)
) a
m(m)
a
n(n)
=
Sn
sgn()a
1(1)
a
2(2)
a
()
a
m(m)
a
n(n)
+k
Sn
sgn()a
1(1)
a
2(2)
a
m(m)
a
m(m)
a
n(n)
=
Sn
sgn()a
1(1)
a
2(2)
a
()
a
m(m)
a
n(n)
use Part 4
= det(A).
Proof of Part 7. First let us assume that A is an upper triangular matrix. Observe that if o
n
is dierent from the identity permutation then n() 1. So, for every ,= Id
n
o
n
, there exists a
positive integer m, 1 m n 1 (depending on ) such that m > (m). As A is an upper triangular
matrix, a
m(m)
= 0 for each (, = Id
n
) o
n
. Hence the result follows.
A similar reasoning holds true, in case A is a lower triangular matrix.
Proof of Part 8. Let I
n
be the identity matrix of order n. Then using Part 7, det(I
n
) = 1. Also,
recalling the notations for the elementary matrices given in Remark 2.2.2, we have det(E
ij
) = 1, (using
Part 1) det(E
i
(c)) = c (using Part 2) and det(E
ij
(k) = 1 (using Part 6). Again using Parts 1, 2 and 6,
we get det(EA) = det(E) det(A).
Proof of Part 9. Suppose A is invertible. Then by Theorem 2.2.5, A is a product of elementary
matrices. That is, there exist elementary matrices E
1
, E
2
, . . . , E
k
such that A = E
1
E
2
E
k
. Now a
repeated application of Part 8 implies that det(A) = det(E
1
) det(E
2
) det(E
k
). But det(E
i
) ,= 0 for
1 i k. Hence, det(A) ,= 0.
Now assume that det(A) ,= 0. We show that A is invertible. On the contrary, assume that A is
not invertible. Then by Theorem 2.2.5, the matrix A is not of full rank. That is there exists a positive
integer r < n such that rank(A) = r. So, there exist elementary matrices E
1
, E
2
, . . . , E
k
such that
E
1
E
2
E
k
A =
_
B
0
_
. Therefore, by Part 3 and a repeated application of Part 8,
det(E
1
) det(E
2
) det(E
k
) det(A) = det(E
1
E
2
E
k
A) = det
__
B
0
__
= 0.
But det(E
i
) ,= 0 for 1 i k. Hence, det(A) = 0. This contradicts our assumption that det(A) ,= 0.
Hence our assumption is false and therefore A is invertible.
Proof of Part 10. Suppose A is not invertible. Then by Part 9, det(A) = 0. Also, the product matrix
AB is also not invertible. So, again by Part 9, det(AB) = 0. Thus, det(AB) = det(A) det(B).
Now suppose that A is invertible. Then by Theorem 2.2.5, A is a product of elementary matrices.
That is, there exist elementary matrices E
1
, E
2
, . . . , E
k
such that A = E
1
E
2
E
k
. Now a repeated
application of Part 8 implies that
det(AB) = det(E
1
E
2
E
k
B) = det(E
1
) det(E
2
) det(E
k
) det(B)
= det(E
1
E
2
E
k
) det(B) = det(A) det(B).
146 CHAPTER 7. APPENDIX
Proof of Part 11. Let B = [b
ij
] = A
t
. Then b
ij
= a
ji
for 1 i, j n. By Proposition 7.1.4, we know
that o
n
=
1
: o
n
. Also sgn() = sgn(
1
). Hence,
det(B) =
Sn
sgn()b
1(1)
b
2(2)
b
n(n)
=
Sn
sgn(
1
)b
1
(1) 1
b
1
(2) 2
b
1
(n) n
=
Sn
sgn(
1
)a
1
1
(1)
b
2
1
(2)
b
n
1
(n)
= det(A).
Sn
sgn()a
1(1)
a
2(2)
a
n(n)
=
Sn,(1)=1
sgn()a
2(2)
a
n(n)
=
Sn1
sgn()b
1(1)
b
n(n)
= det(B).
We are now ready to relate this denition of determinant with the one given in Denition 2.5.2.
Theorem 7.2.3 Let A be an nn matrix. Then det(A) =
n
j=1
(1)
1+j
a
1j
det
_
A(1[j)
_
, where recall that
A(1[j) is the submatrix of A obtained by removing the 1
st
row and the j
th
column.
Proof. For 1 j n, dene two matrices
B
j
=
_
_
0 0 a
1j
0
a
21
a
22
a
2j
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
n1
a
n2
a
nj
a
nn
_
_
nn
and C
j
=
_
_
a
1j
0 0 0
a
2j
a
21
a
22
a
2n
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
a
nj
a
n1
a
n2
a
nn
_
_
nn
.
Then by Theorem 7.2.1.5,
det(A) =
n
j=1
det(B
j
). (7.2.2)
We now compute det(B
j
) for 1 j n. Note that the matrix B
j
can be transformed into C
j
by j 1
interchanges of columns done in the following manner:
rst interchange the 1
st
and 2
nd
column, then interchange the 2
nd
and 3
rd
column and so on (the last
process consists of interchanging the (j 1)
th
column with the j
th
column. Then by Remark 7.2.2 and
Parts 1 and 2 of Theorem 7.2.1, we have det(B
j
) = a
1j
(1)
j1
det(C
j
). Therefore by (7.2.2),
det(A) =
n
j=1
(1)
j1
a
1j
det
_
A(1[j)
_
=
n
j=1
(1)
j+1
a
1j
det
_
A(1[j)
_
.
1
u
1
+ +
k
u
k
+
1
w
1
+ +
s
w
s
+
1
v
1
+ +
r
v
r
= 0. (7.3.4)
This system can be rewritten as
1
u
1
+ +
k
u
k
+
1
w
1
+ +
s
w
s
= (
1
v
1
+ +
r
v
r
).
The vector v = (
1
v
1
+ +
r
v
r
) M, as v
1
, . . . , v
r
B
M
. But we also have v =
1
u
1
+ +
k
u
k
+
1
w
1
+ +
s
w
s
N as the vectors u
1
, u
2
, . . . , u
k
, w
1
, . . . , w
s
B
N
. Hence, v M N and
therefore, there exists scalars
1
, . . . ,
k
such that v =
1
u
1
+
2
u
2
+ +
k
u
k
.
Substituting this representation of v in Equation (7.3.4), we get
(
1
1
)u
1
+ + (
k
k
)u
k
+
1
w
1
+ +
s
w
s
= 0.
But then, the vectors u
1
, u
2
, . . . , u
k
, w
1
, . . . , w
s
are linearly independent as they form a basis. Therefore,
by the denition of linear independence, we get
i
i
= 0, for 1 i k and
j
= 0 for 1 j s.
Thus the linear system of Equations (7.3.4) reduces to
1
u
1
+ +
k
u
k
+
1
v
1
+ +
r
v
r
= 0.
The only solution for this linear system is
i
= 0, for 1 i k and
j
= 0 for 1 j r.
Thus we see that the linear system of Equations (7.3.4) has no nonzero solution. And therefore, the
vectors are linearly independent.
Hence, the set B
2
is a basis of M + N. We now count the vectors in the sets B
1
, B
2
, B
M
and B
N
to
get the required result.
Index
Adjoint of a Matrix, 42
Back Substitution, 27
Basic Variables, 23
Basis of a Vector Space, 62
Bilinear Form, 132
CauchySchwarz Inequality, 97
Cayley Hamilton Theorem, 123
Change of Basis Theorem, 91
Characteristic Equation, 120
Characteristic Polynomial, 120
Cofactor Matrix, 41
Column Operations, 34
Column Rank of a Matrix, 34
Complex Vector Space, 50
Coordinates of a Vector, 74
Denition
Diagonal Matrix, 4
Equality of two Matrices, 3
Identity Matrix, 4
Lower Triangular Matrix, 4
Matrix, 3
Principal Diagonal, 4
Square Matrix, 4
Transpose of a Matrix, 4
Triangular Matrix, 4
Upper Triangular Matrix, 4
Zero Matrix, 4
Determinant
Properties, 143
Determinant of a Square Matrix, 39, 143
Dimension
Finite Dimensional Vector Space, 65
Eigenpair, 120
Eigenvalue, 120
Eigenvector, 120
Elementary Matrices, 29
Elementary Row Operations, 20
Elimination
Gauss, 21
GaussJordan, 27
Equality of Linear Operators, 80
Forward Elimination, 21
Free Variables, 23
Fundamental Theorem of Linear Algebra, 99
Gauss Elimination Method, 21
GaussJordan Elimination Method, 27
GramSchmidt Orthogonalization Process, 104
Idempotent Matrix, 12
Identity Operator, 80
Inner Product, 95
Inner Product Space, 95
Inverse of a Linear Transformation, 87
Inverse of a Matrix, 10
Leading Term, 23
Linear Algebra
Fundamental Theorem, 99
Linear Combination of Vectors, 56
Linear Dependence, 60
linear Independence, 60
Linear Operator, 79
Equality, 80
Linear Span of Vectors, 57
Linear System, 18
Associated Homogeneous System, 19
Augmented Matrix, 19
Coecient Matrix, 19
Equivalent Systems, 21
Homogeneous, 18
NonHomogeneous, 18
Nontrivial Solution, 19
Solution, 19
Solution Set, 19
Trivial Solution, 19
Consistent, 24
Inconsistent, 24
Linear Transformation, 79
Matrix, 83
Matrix Product, 89
148
INDEX 149
Null Space, 85
Range Space, 85
Composition, 89
Inverse, 87, 90
Nullity, 85
Rank, 85
Matrix, 3
Adjoint, 42
Cofactor, 41
Column Rank, 34
Determinant, 39
Eigenpair, 120
Eigenvalue, 120
Eigenvector, 120
Elementary, 29
Full Rank, 36
Hermitian, 127
NonSingular, 39
Quadratic Form, 134
Rank, 35
Row Equivalence, 21
RowReduced Echelon Form, 27
Scalar Multiplication, 5
Singular, 39
SkewHermitian, 127
Addition, 5
Diagonalisation, 125
Idempotent, 12
Inverse, 10
Minor, 41
Nilpotent, 12
Normal, 127
Orthogonal, 11
Product of Matrices, 6
Row Echelon Form, 23
Row Rank, 34
SkewSymmetric, 11
Submatrix, 12
Symmetric, 11
Trace, 14
Unitary, 127
Matrix Equality, 3
Matrix Multiplication, 6
Matrix of a Linear Transformation, 83
Minor of a Matrix, 41
Nilpotent Matrix, 12
NonSingular Matrix, 39
Normal Matrix
Spectral Theorem, 131
Operations
Column, 34
Operator
Identity, 80
SelfAdjoint, 110
Order of Nilpotency, 12
Ordered Basis, 73
Orthogonal Complement, 109
Orthogonal Projection, 109
Orthogonal Subspace of a Set, 107
Orthogonal Vectors, 97
Orthonormal Basis, 102
Orthonormal Set, 102
Orthonormal Vectors, 102
Properties of Determinant, 143
QR Decomposition, 115
Generalized, 116
Quadratic Form, 134
Rank Nullity Theorem, 87
Rank of a Matrix, 35
Real Vector Space, 50
Row Equivalent Matrices, 21
Row Operations
Elementary, 20
Row Rank of a Matrix, 34
RowReduced Echelon Form, 27
SelfAdjoint Operator, 110
Sesquilinear Form, 132
Similar Matrices, 92
Singular Matrix, 39
Solution Set of a Linear System, 19
Spectral Theorem for Normal Matrices, 131
Square Matrix
Bilinear Form, 132
Determinant, 143
Sesquilinear Form, 132
Submatrix of a Matrix, 12
Subspace
Linear Span, 58
Orthogonal Complement, 98, 107
Sum of two Matrices, 5
System of Linear Equations, 18
Trace of a Matrix, 14
Transformation
Zero, 80
150 INDEX
Unit Vector, 96
Unitary Equivalence, 128
Vector Space, 49
C
n
: Complex ntuple, 51
R
n
: Real ntuple, 51
Basis, 62
Dimension, 65
Dimension of M +N, 147
Inner Product, 95
Isomorphism, 90
Real, 50
Subspace, 53
Complex, 50
Finite Dimensional, 58
Innite Dimensional, 58
Vector Subspace, 53
Vectors
Angle, 97
Coordinates, 74
Length, 96
Linear Combination, 56
Linear Independence, 60
Linear Span, 57
Norm, 96
Orthogonal, 97
Orthonormal, 102
Linear Dependence, 60
Zero Transformation, 80
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