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SCHAUM’S OUTLINE SERIES THEORY AND PROBLEMS OF em Le Paes ae INCLUDING 600 SOLVED PROBLEMS fers eh LL SCHAUM'S OUTLINE SERIES McGRAW-HILL BOOK COMPANY SCHAUM’S OUTLINE OF THEORY AND PROBLEMS oF LINEAR ALGEBRA ed SEYMOUR LIPSCHUTZ, Ph.D. Associate Professor of Mathematics Temple University SCHAUM’S OUTLINE SERIES McGRAW-HILL BOOK COMPANY New York, St. Louis, San Francisco, Toronto, Sydney Copyright © 1968 by McGraw-Hill, Inc. All Rights Reserved. Printed in the United States of America. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, lectronie, mechanical, photocopying, recording, or otherwise, without the ion of the publisher. prior written permi 87989 8910 SHSH 754821 SAACODE No. 475409 4y ; Preface Linear algebra has in recent years become an essential part of the mathematical background required of mathematicians, engineers, physicists and other scientists. This requirement reflects the importance and wide applications of the subject matter. This book is designed for use as a textbook for a formal course in linear algebra or as a supplement to all current standard texts. It aims to present an introduction to linear algebra which will be found helpful to all readers regardless of their fields of specialization. More material has been included than can be covered in most first courses. This has been done to make the book more flexible, to provide a useful book of reference, and to stimulate further interest in the subject. Each chapter begins with clear statements of pertinent definitions, principles and theorems together with illustrative and other descriptive material. ‘This is followed by graded sets of solved and supplementary problems. The solved problems serve to illustrate and amplify the theory, bring into sharp focus those fine points without which the student continually feels himself on unsafe ground, and provide the repetition of basic principles so vital to effective learning. Numerous proofs of theorems are included among the solved problems. The supplementary problems serve as a complete review of the material of each chapter. ‘The first three chapters treat of vectors in Euclidean space, linear equations and matrices. These provide the motivation and basic computational tools for the abstract treatment of vector spaces and linear mappings which follow. A chapter on eigen- values and eigenvectors, preceded by determinants, gives conditions for representing a linear operator by a diagonal matrix. This naturally leads to the study of various canonical forms, specifically the triangular, Jordan and rational canonical forms. In the last chapter, on inner product spaces, the spectral theorem for symmetric op- erators is obtained and is applied to the diagonalization of real quadratic forms. For completeness, the appendices include sections on sets and relations, algebraic structures and polynomials over a field. I wish to thank many friends and colleagues, especially Dr. Martin Silverstein and Dr. Hwa Tsang, for invaluable suggestions and critical review of the manuscript. also want to express my gratitude to Daniel Schaum and Nicola Monti for their very helpful cooperation. SEYMOUR LipscHUTZ ‘Temple University January, 1968 CONTENTS Page Chapter VECTORS IN R* AND C: . . 1 Introduction, Veetors in HY Vector addition and gealar multiplication. Dot product, Norm and distance in R*. Complex numbers. Vectors in C%. Chapter LINEAR EQUATIONS PanC OOo Eo Hee Ee eeenea | Ed Introduction, Linear equation, System of linear equations. Solution of a sy: tem of linear equations. Solution of a homogeneous system of linear equation Chapter MATRICES see 8B Introduction. Matrices. Matrix addition and sealar multiplication, Matrix multiplication. ‘Transpose. Matrices and systems of linear equations. Echelon matrices. Row equivalence and elementary row operations, Square matrices. Algebra of square matrices. Invertible matrices. Block matrices. Chapter VECTOR SPACES AND SUBSPACES . wee Introduction. Examples of vector spaces. Subspaces. Linear combinations, linear spans. Row space of a matrix. Sums and direct sums. Chapter BASIS AND DIMENSION . . . 86 Introduction, Linear dependence, Basis and dimension. Dimension and sub- spaces. Rank of a matrix. Applications to linear equations. Coordinates. Chapter LINEAR MAPPINGS wb Mappings. Linear mappings. Kernel and image of a linear mapping. Singular and nonsingular mappings. Linear mappings and systems of linear equations. Operations with linear mappings. Algebra of linear operators, Invertible operators. Chapter MATRICES AND LINEAR OPERATORS 150 Introduction, ‘Matrix representation of a linear operator. Change of basis. Similarity. Matrices and linear mappings. Chapter DETERMINANTS . - cece IM Introduction, Permutations, Determinant, Properties of determinants, Mi- hors and cofactors. Classical adjoint, Applications to linear equations. Deter minant of a linear operator. Multilinearity and determinants. oO 6 6 6 @ 6 © ¢ 6 ¢ a 6 -65 -4 -32 19091234 5 Chapter 1 Vectors in R" and C* INTRODUCTION In various physical applications there appear certain quantities, such as temperature and speed, which possess only “magnitude”. These can be represented by real numbers and are called scalars. On the other hand, there are also quantities, such as force and velocity, which possess both “magnitude” and “direction”. These quantities can be represented by arrows (having appropriate lengths and directions and emanating from some given ref- erence point O) and are called vectors. In this chapter we study the properties of such vectors in some detail. ‘We begin by considering the following operations on vectors. (i) Addition: The resultant u+v of two vectors u and v is obtained by the so-called parallelogram law, ie. u+v is the diagonal of the parallelogram formed by u and v as shown on the right. (ii) Scalar multiplication: The product ku of a real number k by a vector u is obtained by multiplying the magnitude of u by k and retaining the same direction if k=0 or the opposite direction if & <0, as shown on the right. Now we assume the reader is familiar with the representation of the points in the plane by ordered pairs of real numbers. If the origin of the axes is chosen at the reference point O above, then every vector is uniquely determined by the coordinates of its endpoint. The relationship between the above operations and endpoints follows. (@) Addition: If (a, b) and (¢,d) are the endpoints of the vectors u and v, then (a-+¢, 5 +d) will be the endpoint of u+y, as shown in Fig. (a) below. (ateb+d ky (ka, kb) (a,b) ua) Fig.(a) Fig. (0) (ii) Scalar multiplication: If (a, b) is the endpoint of the vector u, then (ka, kb) will be the endpoint of the vector ku, as shown in Fig. (b) above. 2 VECTORS IN Re AND C [cHaP. 1 ‘Mathematically, we identify a vector with its endpoint; that is, we call the ordered pair (a,b) of real numbers a vector. In fact, we shall generalize this notion and call an n-tuple (a,a2, ...,@») of real numbers a vector. We shall again generalize and permit the co- ordinates of the n-tuple to be complex numbers and not just real numbers. Furthermore, in Chapter 4, we shall abstract properties of these n-tuples and formally define the mathe- matical system called a vector space. ‘We assume the reader is familiar with the elementary properties of the real number field which we denote by R. VECTORS IN R* ‘The set of all n-tuples of real numbers, denoted by R*, is called n-space. A particular ‘ntuple in R*, say = (ty ay ye) is called a point or vector; the real numbers 1 are called the components (or: coordinates) of the vector u. Moreover, when discussing the space R* we use the term scalar for the elements of R, i.e. for the real numbers. Example 11: Consider the following vectors: (0,1), (1-8), 12, VB 4), (5, 4,0, w) ‘The first two vectors have two components and so are points in Rf; the last two vectors have four components and so are points in Rf. ‘Two vectors u and v are equal, written w=, if they have the same number of com- ponents, i.e. belong to the same space, and if corresponding components are equal. The ‘vectors (1,2,3) and (2,8, 1) are not equal, since corresponding elements are not equ: Example 12: Suppose (e—, 2+, 2—1) = (4,2,8). ‘Then, by definition of equality of vectors, aoya4 ety =2 z-1=8 Solving the above system of equations gives x= VECTOR ADDITION AND SCALAR MULTIPLICATION ‘Let u and v be vectors in Rr: = (Uy, ay oe. te) and = (1, V4». OH) ‘The sum of wand v, written u +2, is the vector obtained by adding corresponding components: UD = (r+, Mat Os, 0 et Oe) ‘The product of a real number k by the vector u, written ku, is the vector obtained by multi- plying each component of u by k: eu = (Hous, kets, «5 kets) Observe that u+% and ku are also vectors in R". We also define -lu and u-v = u+(-2) ‘The sum of vectors with different numbers of components is not defined. CHAP. 1] VECTORS IN Be AND Ct 8 Example 13: Let w= (1,—8,2,4) and v = (8,5,—1,-2). Then ute = (1+8,-845,2-1,4-2) = (42,1,2) Bu = (61, 5+(-3),5+2,5+4) = (6,—15, 10, 20) Qu — 80 = (2,-6,4,8) + (-9,-15,3,6) = (7,21, 7,14) Example 14: The vector (0, 0, ..., 0) in Px, denoted by 0, is called the zero vector. It is similar to the sealar 0 in that, for any vector a = (4, ty «+++ ty) UO = FO, +O, oy yO) = (ey tes Basic properties of the vectors in R* under the operations of vector addition and scalar multiplication are described in the following theorem. Theorem 11: For any vectors u,v,w €R* and any scalars k,k’ €R: @) (te) +w = ut(o+w) — (v) kwtr) = ku tho « (vi) (e+ hu = ku t+ ew ° (vit) (eke = (leu) vu (viii) lu = w Remark: Suppose u and v are vectors in R* for which u= sv for some nonzero scalar KER. Then wis said to be in the same direction as v if k>0, and in the op- posite direction if k <0, DOT PRODUCT Let u and v be vectors in RX: UL = (Un, tay 2.5 Ue) and 0 = (v5, %, ‘The dot or inner product of u and v, denoted by w+, is the sealar obtained by multiplying corresponding components and adding the resulting products: Use = wey + Wade to + Uae The vectors u and v are said to be orthogonal (or: perpendicular) if their dot product is zero: urv =0. +) Example 15: Let w= (1,-2,3,-4), 0 =(6,7,1,-2) and w=(6,-4,5,7). Then wey = 166 + (217 + B41 + (-4)e(-2) = GO-U4 SHE 125 + (-2)*(-4) + 965 + (407 = 5 +84 15-8 ‘Thus u and w are orthogonal. Basic properties of the dot product in R* follow. Theorem 1.2: For any vectors u,v,wER* and any scalar k ER: (@) (te)-w = urwtorw — (iii) wo = ow (ii) (euy+0 = k(u-v) (iv) u-u=0, and uru=0 iff u=0 Remark: The space R* with the above operations of vector addition, scalar multiplication and dot produet is usually called Euclidean n-space. NORM AND DISTANCE IN R* Let u and v be vectors in RY u = (ui,Ue,...,ue) and tance between the points u and v, written d(u,»), is defined by du,r) = VRa OF F Waa TF FOE (01,02, +2509) The dis- 4 ‘VECTORS IN Re AND Cr (CHAP. 1 ‘The norm (or: length) of the vector u, written |ju||, is defined to be the nonnegative square root of u+u: Weel] = Vere = Vat tag toe By Theorem 1.2, u-u*0 and so the square root exists. Observe that qu, v) = |lu— all Example 16: Let u=(1,-2,4,1) and v=(8,1,—6,0). ‘Then du,») = VG-3 + 2-1 + GF P+ OF = VOB lll = VEE COTO = VE Now if we consider two points, say » =(a,b) and q=(c,d) in the plane R®, then Pll = VaF+oF and = (p,q) = Va—o FB —ay ‘That is, |{p|| corresponds to the usual Euclidean length of the arrow from the origin to the point p, and d(p,q) corresponds to the usual Euclidean distance between the points p and 4, as shown below: A similar result holds for points on the line Rand in space R’. Remark: A vector ¢ is called a unit vector if its norm is 1: |[e\|=1. Observe that, for any nonzero vector u€R*, the vector ey =u/|(ul| is a unit vector in the same direction as u. We now state a fundamental relationship known as the Cauchy-Schwarz inequality. ‘Theorem 13 (Cauchy-Schwarz): For any vectors u,v R%, |u-o| = |[ul|lo)- Using the above inequality, we can now define the angle @ between any two nonzero vectors u,v ©R" by “0 cos6 = (all Tel Note that if u+v=0, then 9=90° (or: @=~/2). This then agrees with our previous definition of orthogonality. COMPLEX NUMBERS ‘The set of complex numbers is denoted by C, Formally, a complex number is an ordered pair (a,b) of real numbers; equality, addition and multiplication of complex num- bers are defined as follows: (4,0) = (ed) iff a=e¢ and b=d (a,b) + (ed) = (@+e,b+d) (a, b)(e, d) = (ac bd, ad + be) CHAP. 1] VECTORS IN R* AND C* 5 We identify the real number a with the complex number (a, 0): a © (a,0) This is possible since the operations of addition and multiplication of real numbers are preserved under the correspondence: (a,0) + (0,0) = (@+b,0) and (a, 0)(b, 0) = (ab, 0) ‘Thus we view R as a subset of C and replace (1,0) by a whenever convenient and possible. ‘The complex number (0,1), denoted by i, has the important property that P= HH = 0,10,1) = (-1,0) = or t= VT Furthermore, using the fact (a,b) = (a,0)+(0,b) and (0,6) = (b, 0)(0, 1) we have (a,b) = (a, 0) + (6, 0)(0, 1) = a+ bi ‘The notation a+bi is more convenient than (a,b). For example, the sum and product of complex numbers can be obtained by simply using the commutative and distributive laws and #=-1: : (a+bi) +(e+di) = atetbitdi = (ate +b+ai (a+ bd(c+di) = ac + bei + adi + bd = (ac—bd) + (be +ad)i +bi is denoted and defined by ‘The conjugate of the complex number z= (a,b) = z= a-bi (Notice that 22 =a?+b2) If, in addition, z%0, then the inverse 2~! of 2 and division by z are given by ots aoe nes Be wet = 32> geet eyee and Zar where w€C. We also define -2=-le and w—z = wt(-2) Example 17: Suppose 2=2+8i and w=5~2i, Then etw = @48)+ 6-2) = 2454+81—21 = THE gw = (2436-2) = 10+ 151-4167 = 16+ 111 2 Si and = BSH = 542 » (292-3) _ 4-191 _ 4 _19 2 eran i is” is Just as the real numbers can be represented by the points on a line, the complex numbers can be represented by the points in the plane. Specifically, we let the point (a,b) in the plane represent the complex number z= a-+bi, ile. whose real part is a and whose imaginary part is b. The absolute value of z, written |z|, is defined as the distance from z to the origin: bl = Vero Note that |z| is equal to the norm of the vector (a,b). Also, |z| = 22. Example 18: Suppose 2=2+8i and w= 12-51, ‘Then I = VERO = VIB ana ul = VIF = 13 6 VECTORS IN Rr AND C* (CHAP. 1 Remark: In Appendix B we define the algebraic structure called a field. We emphasize that the set C of complex numbers with the above operations of addition and multiplication is a field. ‘VECTORS IN C* ‘The set of all n-tuples of complex numbers, denoted by Cr, is called complex n-space. ‘Just as in the real case, the elements of C* are called points or vectors, the elements of C are called scalars, and vector addition in C* and scalar multiplication on C* are given by (Bay Bay «soy Bn) + (Wi, We, -.-, We) (21+ wi, 22+ We, 26, Za Wa) 2(21, 22) «- «» 2x) (z21, zea, «. +» 20) where %, 1,2 © C. Example 18: (24+8i,4—4,3) + @-2,5i,4-6) = (+i4+4i,7—6) 22+ 8i,4- 4,8) = (644i, 248%, 60) Now let u and » be arbitrary vectors in Cv: WS (Fey ep ea), 0 = (Wy Wy. We), ET ‘The dot, or inner, product of u and » is defined as follows: us = zis + caida + +++ + ani Note that this definition reduces to the previous one in the real case, since w= @ when w, is real. The norm of w is defined by ull = Var = Vat tat teh = Vine tae + PoP Observe that u-u and so |[u|| are real and positive when «0, and 0 when w Example 110: Let u = @+8i,4~i,2) and v = @—2,5,4—6i. Then wry = 2+ 8B=2i) + 4—G) + NEB) +33 +21 + 4 H(6) + 2D4 +6, = 10+ 20~ 51-12 + 8 = 8+ 16 (2+ 38 FS) + 4-9E=H + BAH = @+8) 2-3) + 4 HE+H + BI(-2) WW+IT+4 = 34 = Varn = VR ‘The space C* with the above operations of vector addition, scalar multiplication and dot product, is called complex Euclidean n-space. Remark: If u-v were defined by u-v = zw: + + Zn», then it is possible for u-u=0 even though u0, eg. if u=(1,i,0). In fact, u-w may not even be real. CHAP. 1] VECTORS IN Re AND C* 7 VECTORS IN R* LL. 12. 13. 14. 15. 16. Solved Problems Compute: (i) (8,-4,5) + (1, 1,-2); (ii) (1,2,-8) + (4,-5); (iv) ~(-6, 7, 8). (Aad corresponding components: (8, 4,5) + (1,1,-2) = (8+1,—4+1,5—2) = (4,—2,3). Gi) ‘The sum is not defined since the vectors have different numbers of components, (iit) Multiply each component by the scalar: —3(4,—5,—6) = (—12, 15,18), (iv) Multiply each component by —1: —(-6,7,~8) = (6,~7,8). -3(4, -5, -6); Let u=(2,—7,1), »=(-8,0,4), w=(0,5,-8). Find (i) First perform the scalar multiplication and then the vector addi i) Bu-40 = 32, 7,1) — 4-8, 0,4) = (6-21, 3) + (12, 0,-16) = (18, (ii) 2u + 8v— Bw = 2(2, 7, 1) + 3(—8, 0, 4) — 5(0, 5, —8) (4, -14, 2) + (9, 0, 12) + 0, -25, 40) (4-9 +0, -14-+0-25, 24 12440) 3u—40, (ii) 2u+8v—5w. 21, 13) (5, -89, 54) Find « and y if (x,3) = (2,2+y). Since the two veetors are equal, the corresponding components are equal to each other: 2=2% Baty Thus = Substitute = 2 into the second equation to obtain y Find « and y if (4,y) = 2(2,3). ‘Multiply by the sealar 2 to obtain (4,) = 2(2,8) = (22, 82). ‘Set the corresponding components equal to each other: =2 and y=6. 22, y Sotve the linear equations for 2 and y: Find 2, y and z if (2,-3,4) = 2(1,1,1)+y(1,1,0) +2(1, 0,0). First multiply by the scalars 2, y and # and then add: (2, -8,4) = a(t, 1,1) + v(l, 1, 0) + 24, 0, 0) (= 2) + (v, v0) + (2,0, 0) = (ety tnetye) u Now set the corresponding components equal to each other: atyte=2% ety =-% 224 ‘To solve the system of equations, substitute z= 4 into the second equation to obtain 4+y or y=~T. Then substitute into the first equation to find 2=6. Thus 2=4,y=—T, 2=5. Prove Theorem 1.1: For any vectors u,v,w€R* and any scalars k,l’ ER, @) (ete) tw = ut wtw) (vy) Muto) = kut ko (i) wt05u (vi) (k+h)u = hut keu (iii) w+ = 0 (vit) (deeyu = eeu) (iv) wtv svt (viii) Iu = u Let u, vj and w, be the ith components of u, v and w, respectively. Lt VECTORS IN Rr AND Cr (CHAP. 1 (i) By definition, w+ vis the ith component of u-+v and so (w+) +4 is the ith component of (w+) +1. On the other hand, v, +1, is the ith component of v-+w and so m+ (¥-+ 1) is the ith component of u+(v+w). But u,v; and 1 are real numbers for which the as- sociative law holds, that is, (ute) tm = ete) — for i Accordingly, (u+v) +w = u+ (vt) since their corresponding components are equal. Here, 0 = (0,0, ...,0); hence UO = (cys tay 225 ty) + (0, 0, «4 0) = (ty #05 1p FO, oy ty FO) = (ys thay oy hy) = te (ii) Since Avy ay = o5 My) Alay “Hayy “As eH (as thay oy Ma) F(t tay oy Mt) (y= Wy p= hay oy Hy Ah) = (0,0) «24 0) = 0 (iv) By definition, 4 + »; is the ih component of u +, and v,-+1 is the ith component of +a But 1, and v, are real numbers for which the commutative law holds, that is, yt om Hence u+v=v-tu since their corresponding components are equal. (¥) Since 4; +»; is the ith component of u-+», k(u;+) is the ith component of k(e+). Since Ju, and kv, are the ith components of ku and ky respectively, leu; + lev; is the ith component of ku-+ kv. But k, wy and v, are resl numbers; hence Kuyt 0) = ku + Roy, Menge Thus k(u+0) = ku+ kv, ag corresponding components are equal. (vi) Observe that the first plus sign refers to the addition of the two scalars k and i’ whereas the second plus sign refers to the vector addition of the two vectors ku and Kk’. By definition, (k-+k’)u; is the ith component of the vector (k-+ i’)u. Sine fay and i’, are the ith components of ku and k’u respectively, kuy-+k’u, is the ith component of + k’x. But k, k’ and 1, are real numbers; hence et ku = kat Ruy FSA ‘Thus (k-+k)u = ku + kx, as corresponding components are equal (vif) Since Kx is the ith component of ku, K(k’) is the ith component of K(k’). But (Ek’)u, is the ‘th component of (kk’)u and, since k, K’ and w; are real numbers, (ek'yu, = (ku), Hence (kk’)u = K(k’), a8 corresponding components are equal. (vill) Lae = Ate tay «or hg) = (lays Td,

446 ~ GFoNd=o) a (ii) Use TF BI = adi: VOTH |= (iv) Use [a+ bi) 121. Prove: For any complex numbers z,w €C, () FFw=2+m, (i) A=20, (ii) Z=2 Suppose 2=a+bi and w=etdi where a,be,dER @ Fw Fre = @FHFOTH ate) (b+ ai = (a—b) + (~ Hence v, that is, PQ, is orthogonal to 1, Find an equation of the hyperplane H in R'if: (i) H passes through P and is normal to u=(2,5,~6,~2); (ii) H passes through P parallel to the hyperplane H’ determined by 4x — By + 22+ w (@ An equation of H is of the form 2x + 5y — 6 ~ 2w = k since it is normal tow, Substitute P into this equation to obtain k=~2. Thus an equation of H is 22+ 5y—62—2w = 2. (ii) Hand H’ are parallel iff corresponding normal vectors are in the same or opposite direction. Hence an equation of H is of the form 4x ~ Sy + 22+w = k, Substituting tion, we find k= 25. ‘Thus an equation of H is dx — 5y + 22 +0 = 25. (3, —2,1,-4) (1, —2,3,5) and is ‘The line 1 in R* passing through the point P = (ai) and in the direction of w= (wi) #0 consists of the points X=P+tu,t@R, that is, consists of the points X= (z) obtained from a+ ut Oa + ust o eee [z= an + unt where ¢ takes on all real values. The variable t is called a parameter, and (+) is called a parametric rep- resentation of I. CHAP. 1] VECTORS IN Re AND Cr 15 () Find a parametric representation of the line passing through P and in the direc- tion of u where: (a) P= (2,5) and w= (~3,4); (b) P=(4,-2,3,1) and w= @,5,-7,11). (ii) Find a parametric representation of the line passing through the points P and @ where: (a) P=(7,-2) and Q=(9,8); (b) P=(5,4,-8) and Q=(1,-3,2). (@) In each case use the formula (+). es 44 at 2 = 2-3 y= 24 Bt @ o y= 544t z= 3-% we 1+ (In R# we usually eliminate ¢ from the two equations and represent the line by a single equation: 42 + 3y = 23) Sy Gi) First compute u = P@ = Q—P. Then use the formula (9) (a) w= Q-P = (2,5) (b) uw = Q-P = (-4,—-7,5) es 14a z= bt n34+5e (Note that in each case we could also write « = QF = P-@) Supplementary Problems VECTORS IN R* 13k, Let w= (1,-2.5), v= (81,2). Find: G) wv; Gi) Bu; (i) 2a — Bos iv) mew OW) ll and [joll; Gr au, 0), 135. Let w -8), v= (,-1,-153), w= (1,8,-2,2). Find: @) 2u— 305 (i) Bu — 39 — duos (ii) uF 20 20; (iv) wee, ue and'v+w; (¥) (u,v) and dv, 136, Let w= (2,1,—8,0,4), 9 = (6,-8,-1,2,7). Find: (i) wt; (ii) 8u— 205 Gi) were; Gv) |ull ‘and ||vjls(v) (u,v). 187, Determine k so that the vectors u and v are orthogonal. () yk,—4,2), v= (1,-3,2,2h). (itl) «= (1,7,k+2,-2), 0 (3,k,—2), ¥ = (6,-4,-8). Gi) w= -8,h). 188, Determine and y @) @ x+y) =~ 2,6); (i) 2(1,2) = 4,3). 1.39, Determine x and y if: (i) 2(3,2) = 2y,—1); (i) #2) = v0,-2). 140, Determine «, y and « if: (@ @,-1,2) = 201, 1,1) + wt, -1, 0) + 2(4, 0, 0) (il) (1, 8,3) = 2(4, 1, 0) + w(0, 0, -1) + 2(0,1, 1) Ll, Let, 0 (1,0,0), 2 = (0,1,0), acy + beg + ces; (il) use Show that for any veetor u= (a,b,c) in Rt: by ures 16 VECTORS IN Re AND C* (CHAP. 1 142, Generalize the result in the preceding problem as follows. Let ¢, Rr be the vector with 1 in the ‘th coordinate and 0 elsewhere: 61 = 0,0, 2625050), be = 1,0, .5.50,0), --25 €x = (0,0,0,..50,2) Show that for any vector = (@1,4p,--+;0,), (w= yey tage toes Hage, — (i) re, = ay for 1.48, Suppose u€R* has the property that urv=0 for every vER. Show that w 144, Using d(u,2) = |ju—i] and the norm properties (¥;, [Ng] and [Ny] in Problem 1.18, show that the distance function satisfies the following properties for any vectors u,v,w €R™ (due) =0, and dlu,2) =0 it w= 0; oy) (ii) (uw) = au, 2) + do, 0). COMPLEX NUMBERS 145. Simplify: (@) @- TH+ 29; GH) 59% GN gee av) F 1 Bs, #8, 4; wy (LY. win 2% 06 om (52). LAT, Let 2=2—Bi and w= 748i Find: (i) +00; (i) aw; (iit) 2/ees (iv) 2, iS CW) al, +) O-o% 2+ i 146, Simplify: @ 33 Gi) 1d8, Let 2=2+i and w=6—5i. Find: (i) s/w; (ii) 2, ; Git) |a\, wo] 1; (i) [2] = [els (ii) real part of 2 = 42+ 2); (iv) imaginary part of Show that: (i) 227 25 (2/8. 156 Show that 2w = 0 imp! VECTORS IN cr ASL, Let w= (147,2—69) and v= (6~2i,3—40. Find: (i) w+ 95 Gi) B+ Dur (iv) ure and wus (v) [jul and jlo. i) iu + (47) 152 Let u 14) and v=(4-411+2i,8-89. Find: () u—% (i) G+ 90 Gi) urv and veu; (iv) |u| and jlel). 158, Prove: For any vectors u,v, € C%: () (e+ v)+m = usw + vew; (ii) we (ut 2) = wew+ wero. (Compare with Theorem 1.2) 154, Prove that the norm in C* satisfies the following laws: For any vector 1, ||) = 0; and |julj = 0 iff |: For any vector u and any complex number 2, ||zu! [No]: For any vectors u and v, {f+ ol] = [lull + lel. (Compare with Problem 1.18.) MISCELLANEOUS PROBLEMS 155, Find an equation of the hyperplane in R? which: @) passes through (2,~7,1) and is normal to (8,1,—11); Gi) contains (1, ~2,2), (0,1,3) and (0,2,—1); Gi) contains (1,—5,2) and is parallel to Sx —y + 42 5. 1.56. Determine the value of & such that 2x — ky + 4z— Sw = 11 is perpendicular to Tx + 2y— 2+ 2w = 8. (Two hyperplanes are perpendicular iff corresponding normal vectors are orthogonal.) (CHAP. 1} VECTORS IN Re AND C* qT 4st. 158. 134, 135. 136, 1st. 138. 139. 140. 148. 18. 146, ar. 18, 150, 151. 152. 156. 156, 157. Find a parametric representation of the line which: passes through (7,—1,8) in the direction of (1,3,—5) t) passes through (1,9,—4,5) and (2,—8,0,4) i) passes through (4, 1,9) and is perpendicular to the plane 8x —2y +z = 18 Let P, Q and F be the points on the line determined by Hy = Gt tah ty = tet, ony ty = ay t tt Which correspond respectively to the values ty, t and ty for t. Show that if &1, apply the operation Ly > aly + als That is, replace the ith linear equation L, by the equation obtained by mul- tiplying the first equation Z1 by —au, multiplying the ith equation Li by du, and then adding. ‘We then obtain the following system which (Problem 2.13) is equivalent to (»), i.e. has the same solution set as (+): ua + fats + alte + +++ + abate = Bi Gbytes + abate = DS ttt dhnte = bh it, ++ where au 0, Here 2, denotes the first unknown with a nonzero coefficient in an equation other than the first; by Step 2, 2%, 21. This process which eliminates an unknown from succeeding equations is known as (Gauss) elimination. Example 23: Consider the following system of linear equations: et dy— 2+ Qu +20 = 1 Bet 6yte— vt dw = 7 det tytetbo— w= 8 We eliminate the unknown # from the second and third equations by applying the following operations: Ig > 8D, 4+2L, and Ly + ~2L, + Ly We compute HBLy! 6x ~ 12y + 82 — bv ~ Gwe BLy Ge + dy + 22-20 + Bw ak, + 2b; Be — By + 20 and by: de — By + Be — dv — dw = -2 Ly detByt stbv- w= 8 2b, + Le Be+ v—5w = 1 CHAP. 2] LINEAR EQUATIONS 21 al system has been reduced to the following equivalent system: Qe tay 2b 2v+ dw = 1 5: 80 +20 = 17 Bet v—5w = 41 Observe that y has also been eliminated from the second and third equations. Here the unknown « plays the role of the unknown 2, above. We note that the above equations, excluding the first, form a subsystem which has fewer equations and fewer unknowns than the original system (+). We also note that: (i) if an equation 02: +---+0za=b, 60 occurs, then the system is incon- sistent and has no solution; (ii) if an equation 02; + --- + Ox, without affecting the solution. =0 occurs, then the equation can be deleted Continuing the above process with each new “smaller” subsystem, we obtain by induction that the system (+) is either inconsistent or is reducible to an equivalent system in the following form 0 yes + diate + aasits + - ++ Ginte = by Aaygtig + Oayertyer tore + dante = be rn) Orit, +r jg4itie1 to + Urnty = be where 1 ~3L, + 2Ly and L, * ~8L, + 2Ly, and then the operation Ly > ~3L; + Ls Wet yn Pet Bw = 1 Met y— B+ BWH 1 My —B+ Bw = Set 2y- 2+ 20 = 4 yt 4e— bw = 5 utde—bw = 5 82+ By + 82— Bw = 5 By +122 — 15w = 7 o=-8 8, shows that the original The equation 0=—8, that is, O2+0y+02-+0w system is inconsistent, and so has no solution, We reduce the following system by applying the operations Ly > —Ly + Le, Ly -2L, + Ly and Ly ~2L, +L, and then the operations Ly > Ly~ Ly and Ly > ~2la + Ly etmy—ae = 4 tty Be = 4 ty Br = 4 ett ean yt = 7 utd 2a + Sy ~ 42 = 18 yates = a= 2 Det by +22 = 22 2y +8 = 14 o=0 a+ Dy ae ytd =7 m= 2 Observe first that the system is consistent since there is no equation of the form 0=5, with b0, Furthermore, since in echelon form there are three equations in the three unknowns, the system has a unique solution. By the third equation, 2=1, Substituting = 1 into the second equation, we obtain y= 8. Substitut= ing £=1 and y=3 into the first equation, we find x=1. Thus 2=1, y=3 and 2=1 or, in other words, the 3-tuple (1,3, 1), is the unique solution of the system, We reduce the-féllowing aystem by applying the operations Ly > —2L, + Dy and Lg + ~5Ly +L, and then the operation Ly > —2b, + Ly: et By—Bet w= 2 etRy—BetBw = 2 24 2y—Be+Bw = 2 ew = 4 2-2w et dy Set dw = 6 Be + oy — 8 + 11w = 12 2 4w = 2 e+ Qy— 22+ Bw = 2 an tw =) CHAP. 2] LINEAR EQUATIONS 23 The system is consistent, and since there are more unknowns than equations in echelon form, the system has an infinite number of solutions. In fact, there are ‘two free variables, y and w, and so a particular solution can be obtained by i y and w any values. For example, let w=1 and y=—2, Substituting w into the second equation, we obtain z=. Putting w=1, 2=8 and y=—2 into the first equation, we find #=9. Thus 2=9, y=—2, 2=2 and w=1 or, in other words, the 4-tuple (9, —2, 8,1) is a particular solution of the system. Remark: We find the general solution of the system in the above example as follows. Let the free variables be assigned arbitrary values; say, y=a and w=b. Substituting w= into the second equation, we obtain 2=1+2b. Putting y=4,2=1+2b and w=b into the first equation, we find x=4—2a+b. Thus the general solution of the system is 2 =4-204b, y= a, 2= 142, w= b or, in other words, (4—2a +b, a, 1+2b, b), where a and b are arbitrary num- bers, Frequently, the general solution is left in terms of the free variables y and w (instead of a and b) as follows: n= 4A-Qy tw, 2= 1420 or (4-2y+w,y,1+2w, w) We will investigate further the representation of the general solution of a system of linear equations in a later chapter. Example 21: Consider two equations in two unknowns: art by = aye t by = 6 According to our theory, exactly one of the following three cases must oceur (The system is inconsistent (i) ‘The aystem tn equivalent to two equations in echelon form, (i) ‘Te aystem is equivalent to one equation in echelon form. ‘When linear equations in two unknowns with real coefficients can be represented as lines in the plane R%, the above cases can be interpreted geometrically as follows: (@) ‘The two lines are parallel. (i) The two lines intersect in a unique point. (iti) The two lines are eoinetdent. SOLUTION OF A HOMOGENEOUS SYSTEM OF LINEAR EQUATIONS If we begin with a homogeneous system of linear equations, then the system is clearly consistent since, for example, it has the zero solution 0= (0,0, ...,0). ‘Thus it can always be reduced to an equivalent homogeneous system in echelon form: duty + diate + Gate + + sets taunts = 0 ajyig + Oa hiigss to + dante = 0 5,5, + Ors, 1iba to + nti = 0 Hence we have the two possibilities: (i) r=mn. Then the system has only the zero solution. (ii) r ~5ly + Ly “Bly —82— by + 92 = 8 Bly: 5x — Oy + be = 5 Ly Se- yt = 7 Ly bet 8y~ te = 2 BL, + Ly: ~ty + iz = 10 -5Ly + Ly: —ty+le = 7 ‘Thus we obtain the equivalent system e+2y— B= -1 y+ Mz = 10 ytie = 7 ‘The second and third equations show that the system is inconsistent, for if we subtract we obtain Oe + Oy +02 = 3 or 2e+ y—22 = 10 23. Solve the system: 3x+2y+2z = 1. br+dy+82= 4 Reduce to echelon form. Eliminate » from the second and third equations by the operations Ly > -8L,+2Lq and Ly > ~5L, + 2Ly ~8Ly “6x — Sy + 62 = -30 “Sly: —10x — by + 102 = ~50 by Get dy + de 2 2by r+ By + be 8 BL, + 2by yrs = 28 ~5Ly + 2by: By +162 = —42 ‘Thus we obtain the following system from which we eliminate y from the third equation by the operation Ly > —BLy + Ly: Qe ty- 2% = 10 Qety- 2% = 10 y+10r = 28 to y+ 02 = 28 By + 16: = —42 -Me= 42 In echelon form there are three equations in the three unknowns; hence the system has a unique solution. By the third equation, = Substituting into the socond equation, we find y = 2. ‘Substituting into the first equation, we obtain x= 1. Thus #=1, y=2 and 2=—S, ie, the tuple (1,2,—8), is the unique solution of the system, 26 LINEAR EQUATIONS (CHAP. 2 a+2y-82 = 6 Solve the system: 2¢- y+4z= 2. Ax + 8y-22 = 14 Reduce the system to echelon form. Eliminate 2 from the second and third equations by the operations Ly > —2L,+L, and Ly > 40, + Ls: by te ay br = 12 My: de ~ By + 12s = 24 Ly te yt a= 2 Ly det 8y- Me = 14 by + 102 = —10 —by +102 = —10 o y- m= 2 or y-%= 2 ‘Thus the system is equivalent to ety = 6 yn vne (Gince the second and third equations are identical, we can disregard one of them.) e+ Qy—8 = 6 y-% =2 2 or simply 2 In echelon form there are only two equations in the three unknowns; hence the system has ite number of solutions and, in particular, 8—2=1 free variable which is =. ‘To obtain the general solution let, say, 2 =<. Substitute into the second equation to obtain 2+2a, Substitute into the first equation to obtain #+2(2+2a)—8a=6 or 2=2—a, ‘Thus the general solution is Qa ys 22, z= a or -a2+20,0) where a is any real number. ‘The value, say, a =1 yields the particular solution z=1,y=4,2=1 or (1,4,2). a-8y+42—2w = 5 Solve the system: Qy+be+ w= 2. y-8e =4 ‘The system is not in echelon form since, for example, y appears the second and third equations. However, if we rewrite the system so that w is the second unknown, then we obtain the following system which is in echelon form: ede By tae = 5 w+ ty + be 2 yo% = 4 Now if a d-tuple (a, b, ¢, d) is given as a solution, it is not clear if should be substituted for 1w oF for y; hence for theoretiesl reasons we consider the two systems to be distinct, Of course this does not probibit us from using the new system to obtain the solution of the original system. Let =<. Substituting into the third equation, we find y=4+8a. Substituting into the second equation, we obtain w+ 2(4+8a)+5a=2 or w Lia. Substituting into the first equation, 2—%-6-Ma)— 84480) +40 = 5 or 2 = SMe ‘Thus the general solution of the original system is 2 =5-Ma, y= 4430, 2 where a is any real number, CHAP. 2] LINEAR EQUATIONS 27 26. Determine the values of a so that the following system in unknowns <, y and z has: (i) no solution, (ii) more than one solution, (iii) a unique solution: at y- z= Qe +8ytaz = 8 ztay+32 = 2 Reduce the system to echelon form. Eliminate 2 from the second and third equations by the operations Lz > 2b, +L, and Ly > —Ly + Ly “ke ty+ Be = 8 we- tas Ty Qet8y+ az = 38 et yt = 2 yt(at+2)2= 1 (e-Iwte = 1 ‘Thus the equivalent system is a ytte = 1 tt 4 ‘Now eliminate y from the third equation by the operation Ly > —(a—1)Ly + Ls, ~(@-1by —(a— ty + 2-0 ahs Ly (a-Dy + ae 1n@ 1 (-a—a = 2-a or (@+a)@—a)z = 2-0 to obtain the equivalent system ety eit vt (+22 =1 (+a = 2-a which has a unique solution if the coefficient of z in the third equation is not zero, that is, if #2 and a —3. Incase a= 2, the third equation is 0=0 and the system has more than one solu- tion, In ease a=~8, the third equation is 0=5 and the system has no solution. Summarizing, we have: (i) a a2 and ax-3. 2.7. Which condition must be placed on a, b and ¢ so that the following system in unknowns a,y and z has a solution? ztQy- 8a Qe + 6y— 1 = b a-Qyt+ ese Reduce to echelon form. Eliminating # from the second and third equation by the operations Ly > ~2L, + Ly and Ly > Ly + Ls, we obtain the equivalent system etQy- B= yb: = b- 2a ay + 102 Eliminating y from the third equation by the operation L,~ 2L,+Ls, we finally obtain the equivalent system ety Se = a dy Be = b—20 0 = e+ 20-5 28 LINEAR EQUATIONS (HAP. 2 ‘The system will have no solution if the third equation is of the form 0 =k, with k 0; that is, if ¢-+2b—5a ~ 0, Thus the system will have at least one solution if e+2b-ba= 0 or ba = Mbte stem will have more than one solution. In other words, the system Note, in this case, that th cannot have @ unique solution. HOMOGENEOUS SYSTEMS OF LINEAR EQUATIONS 28. Determine whether each system has a nonzero solutior r4ay- 2=0 w—2y+3z—2w = 0 a2+2y-32 = 0 2x + By +22 = 0 8x2 —Ty—22+4w = 0 Qx+ by +22 =0 a+4yt+Tz2 = 0 4a + 8y+5e+2w = 0 B2— y-42 =0 a+8y4+8z2=0 @ (ii (ii) The system must have a nonzero solution since there are more unknowns than equations. Gi) Reduce to echelon form: et ty 82 e+ dy 82 et %y—% =0 Qe + by +22 = 0 to y+ 8 to yt8 = 0 ae- yds = 0 —ty +52 = 0 siz = 0 In echelon form there are exactly three equations in the three unknowns; hence the system has ‘a unique solution, the zero solution. (iii) Reduce to echelon form: etm 250 wy 2 =0 det by +2 = 0 yt =0 ehay- 250 etdytt% =0 dy +82 = 0 yt =0 et %ytBe = 0 ytu =0 Im echelon form there are only two equations in the three unknowns; hence the system has & nonzero solution. 29. The vectors 1:,...,t%m in, say, R" are said to be linearly dependent, or simply dependent, if there exist scalars ki,...,/m, not all of them zero, such that Kut + +++ + Kentin = 0. Otherwise they are said to be independent. Determine whether the vectors u,v and w are dependent or independent where: @) w=(,1,-1), »=@,-3,0), w= (8-71) (i) w= (1, -2,-8), 0=(2,8,-1), w= (8,21) (iti) w= (as, a2), v= (br, ba), w= (Cr, 02) In each case: (@) let zu + yo -+ sw = 0 where #,y and 2 are unknown scalars; () find the equivalent homogeneous system of equation: (©) determine whether the system has a nonzero solution. If the system does, then the vectors are dependent; if the system does not, then they are independent, G) Let aut yo + sw = 0: x(t, 1, 1) + w2,-8,1) + 218,-7,1) = (0, 0,0) or (2, 2,2) + 2u,—8y, v) + (Be, 72,2) = (0, 0,0) or (e+ 2y +82, 2—B8y— Tz, 2 tyta) = (0,0,0) CHAP. 2] LINEAR EQUATIONS 29 210. Set corresponding components equal to cach other and reduce the system to echelon form: =0 zttyt & =0 ehayt+8 = 0 et Qy te =0 =0 Sy — 152 = 0 wet =0 vta=0 =0 Byt 9 = 0 vite =0 In echelon form there are only two equations in the three unknowns; hence the system has nonzero solution, Accordingly, the veetors are dependent, Remark: We need not solve the system to determine dependence or independence; we only need to know if @ nonzero solution exists. a(l, ~2, -8) + (2,8, 1) + 28,2,1) = ,0,0) (@, 22, —3z) + Gy, By, —v) + (Bs, 22, 2) = (0,0, 0) (e+ 2y-+ 8s, 2 + By 42s, ~3x—y+2) = (0,0,0) ety ta: = 0 ehayt Se =0 et 2yta:=0 22+ By +22 = 0 y+ & = 0 Wee =0 ~u- yt 2 =0 by +102 = 0 302 = 0 In echelon form there are exactly three equations in the three unknowns; hence the system has only the zero solution, Accordingly, the vectors are independent. Git) (ays 03) + by. bd) + Her €2) = (0, 0) aye t by +e = 0 (aye, age) + (av, bay) + (6x2, 28) = (0, 0) and so v ge + bey +ege = 0 (aye + by + eye, age + bay + 0x2) = (0, 0) ‘The system has 2 nonzero solution by Theorem 2.3, i.. because there are more unknowns than equations; hence the vectors are dependent. In other words, we have proven that any three vectors in R? are dependent, Suppose in a homogeneous system of linear equations the coefficients of one of the unknowns are all zero. Show that the system has a nonzero solution. Suppose 2), ...,y are the unknowns of the system, and 2; is the unknown whose coefficients ‘are all zero. Then each equation of the aystem is of the form ayy te bay amy Oey ayy ayy tee Hate = 0 ‘Then for example (0, -..,0,1, 0,...,0), where 1 is the jth component, is a nonzero solution of each equation and hence of the system. MISCELLANEOUS PROBLEMS 2a, Prove Theorem 2.1: Suppose u is a particular solution of the homogeneous system (+) and suppose W is the general solution of the associated homogeneous system (+*). a ut+tW = {utw: wewy is the general solution of the nonhomogeneous system (+). ‘olution of the nonhomogeneous system (+). Suppose «€ U and that jlution of (+), we have for arty + aa Foo thy Now suppose w€ W and that w= (wy ..,1,)- Since w is a solution of the homogeneous (+), we have for “™, Let U denote the general MC (gy sy tty)e Since 1 i 4,001 + data toe + agty = 0 380 212, 213, LINEAR EQUATIONS [omaP. 2 ‘Therefore, for ty +10) + ally +802) + 27 + ulty + 209) agtty + 0001 + Oita + agtog + 2° + Bile + Bite (at + gta +++ + Mgt) + (ates + aigte + ->* + a; +0 = & ‘That is, u-+w is a solution of (#). Thus u+w€U, and hence utWou (vy, 05%) is any arbitrary element of U, ic. solution of (*). Then, for Now suppose a4304 + Ode + 2° + ay = By Observe that v=ut(o—w). We claim that vue W. For (0 — te) + yay — tea) + +++ + Ginn = Un) = (ours tagve t+ a-m = 0 ety) — (auatls + aiata + ° + + aly) ‘Thus v — wis a solution of the homogeneous aystem (#), ie. vu W. Then v€u+W, and hence Ucu+W Both inclusion relations give us U=u+W; that is, w+W is the general solution of the nonhomogeneous system (**). Consider the system (+) of linear equations (page 18). Multiplying the ith equation by ¢, and adding, we obtain the equation (eran + ++ eatt)ats + ott (Cra + + + Cnlmn)tn = rds + ++ cnbm (1) Such an equation is termed a Kinear combination of the equations in (#). Show that any solution of (#) is also a solution of the linear combination (1). Suppose u = (ky,-.+yK,) is a solution of (*). ‘Then digky + igky + ++° + ak = by ‘To show that u is solution of (1), we must verify the equation (euayy + + + Gta + oo+ H Ceaday + ot + etiadn = enn Hn + mb But this can be rearranged into aula + 08+ + Oya) oe elms te + Guha) = rd) Hoe + OP oF, by (2), ede tee + ebm = erby + o+ + end which is clearly a true statement, In the system (+) of linear equations, suppose ai ~0. Let (#) be the system ob- tained from (+) by the operation Li> —auL; +auLs, i*1. Show that (+) and (#) are equivalent systems, ie. have the same solution set. In view of the above operation on (+), each equation in (#) is a linear combination of equations (#); hence by the preceding problem any solution of (+) is also a solution of (#). onthe other han, aplying the operation 1 2 (-aghy +L) to (8, wo obtain the oi pal agate (0) ‘That cach equation in) oa nea Zombination of oqeton in (2); ance each Mslton of (2) inno © steon of th condos shew that (0) and (#) have the ane nation at CHAP. 2] LINEAR EQUATIONS 31 214. 2.15. Prove Theorem 2.2: Consider a system in echelon form: ayes + aiats + arate + + + dante dati, + Oaiytityer bots + Mann Gigi, + Oni tatipea +28 + Aint where 11 and that the theorem is true for a system of r—1 equations, We view the 71 equations Gage t+ Sayre et + anya = by aii, + Arspertiger te + Ort = by as a system inthe unknowns 2, Note that the system is in echelon form. By induction ‘we can arbitrarily assign values to the (n— jg +1) —(r—1) free variables in the reduced aystem to obtain a solution (say, 2), = Kip...» %q= ky). AS in case 7=1, these values and arbitrary values for the additional jy ~2 free variables (say, 22 = ly ---» 2-1 = ky) yield a solution of the first equation with ere ayn) (Note that there are (x — jg +1) ~ (r ~1) + Gz—2) = m—4 free variables.) Furthermore, these values for z;,...,2, also satisfy the other equations since, in these equations, the coefficients of 2p sseyBjgnt aFe Zero. Now it r=n, then j,=2. Thus by induction we obtain a unique solution of the subsystem and then a unique solution of the entire system. Accordingly, the theorem is proven. A system (+) of linear equations is defined to be consistent if no linear combination of its equations is the equation Oni + Or + +++ +0t— = b, where b+0 @) Show that the system (+) is consistent if and only if it is reducible to echelon form. ‘Suppose (+) is reducible to echelon form. Then it has a solution which, by Problem 2.12, i solution of every linear combination of its equations. Since (1) has no solution, it cannot be a linear combination of the equations in (+). That is, +) is eonsistent. On the other hand, suppose (+) is not reducible to echelon form. Then, in the reduction process, ft must yield an equation of the form (1). ‘That is, (2) is a linear combination of the equations in (+). Accordingly (+) is not consistent, i.e (+) is inconsistent. 32 LINEAR EQUATIONS [CHAP. 2 Supplementary Problems SOLUTION OF LINEAR EQUATIONS det sy = 1 22+ 4y = 10 de 2y = 216. Solve: (i) J «iy bd «an J betty = 8 e+ by = 15 62 + 3y = 2417, Solve: Ret y-Be= 5 Det By 22 rtd = 38 W) Se-ty+ee = 5 Gi) e— ay +32 (il) 22+ By+ 8 = 4 be By 2 = 16 de- ytd = 1 Set 2y+ite = 1 218, Solve: Bet ay = 8 e+ 2y Bet dw = 2 et Qy- st8w = 8 @ 2-y a5 Gi) 2x + by 82+ Ow = 5 Bet dy + de + Bw = 9 Set2y = 7 Bet dy 52+ 2w = 4 3+ 6y— z+8w = 10 et tyte = 2 eee et by te 18w = 8 219, Solve: Coes (i) Be yt Ret Sw =k ere det dy Be— dw = 2.20, Determine the values of k such that the system in unknowns 2, y and z has: (i) a unique solution, i) no solution, (iii) more than one solution: ketyte = () ethyte=1 ® etythe =1 ety tke Be + ky + Be 221, Determine the values of k such that the aystem in unknowns z, y and z has: () a unique solution, (Gi) no solution, (ii) more than one solution: at ythe =2 a -%=-3 () Bettyt2e =k 0) Bethy 2 = -2 Wet By— 2 = 1 etQythe = 1 222, Determine the condition on a, 6 ¢ ao that the system in unknowns =, y and s has a solution: et mya =a zo tytae = @) be- yee (i) et sy— 2 = en byt 8s = Bet yt2e =e HOMOGENEOUS SYSTEMS 223, Determine whether esch system has a nonzero solution: a+ 8y—2 = 0 e+ay—% =0 e+ My bet hw = 0 () z-fy +e = 0 (i) te—By4+ 2 = 0 (ii) 2 — ay + 22480 = 0 B2—2y +e = 0 Se 2y +22 = 0 de— yt 2-6w = 0 CHAP. 2] LINEAR EQUATIONS 33 224, Determine whether each system has a nonzero solution: zo Bt B= 0 2a — by + Tet by — 5 = 0 4) wt yo BHO Set ay t2e-W+ w= 0 Y Sa+ dy— 62 = 0 ee bat Qy— 82+ vt3w = 0 Sey + 1% = 0 62 — by + 42— 80-20 = 0 225. Determine whether the vectors u, v and w are dependent or independent (see Problem 2.9) where: @ @,0,1), w = @,—-1,1) -D, v= G10), w = -4,1,2) -2,3,1), v = @,2,1,—-2), w = (1, 6,5, —4) 1,8, -2), MISCELLANEOUS PROBLEMS 2.28, Consider two general linear equations in two unknowns 2 and y over the real field R: artby =e extdy =f ie. if ad—be # 0, then the system has the unique solution = bet bue : % Fr then the system has no solution; metab ae ore (i) it $ = J = 4, then the system has more than one solution. 227. Consider the system art by =1 ox tdy = 0 Show that if ad— be x 0, then the system has the unique solution » = d/(ad — be), Also show that if ad~be = 0, c%0 or d%0, then the system has no solution, ead = be). 228, Show that an equation of the form Oz, + 02g + +++ +02, = 0 may be added or deleted from a system without affecting the solution set, 229, Consider a system of linear equations with the same number of equations as unknowns: ane, Fags tot aay =O, ayy + daata + 2° + Onn = by a aga + Ogata + + + dyty = by (Suppose the associated homogeneous system has only the zero solution. Show that (1) has a unique solution for every choice of constants b,. (di) Suppose the associated homogeneous system has a nonzero solution. Show that there are constants b, for which (1) does not have a solution. Also show that if (1) has a solution, then it has more than one, 34 216. 241, 218, 219, 222, 223. 224, 235. LINEAR EQUATIONS Answers to Supplementary Problems 5 Gi) a= @ 2=2 95-1 22, y= a; (ii) no solution es nt y= 242 oa, =2); (i) no solution; (il) (174,24 2a, 0) or { @ #=8 ya Gi) (—a-+ 2b, 14+ 2a ~2b, a, b) eet he @ 21,2; Gi) no solution (a) () k#1 and k#-2; (i) k (®) (@) never has a unique solution; (@) () k# 3 (Gi) always has a solution; (jit) k= () @) k#2 and k#—5; (i) k= —5; (ii) R= 2 () 2a—b +6 = 0. Gii) Any values for a, b and e yields a solution. (yes; Gi) no; (ii) yes, by Theorem 2.8. () yes; Gi) yes, by Theorem 2.8. (i) dependent; (ji) independent; (jit) dependent [CHAP. 2 Chapter 3 Matrices INTRODUCTION In working with a system of linear equations, only the coefficients and their respective Positions are important. Also, in reducing the system to echelon form, it is essential to keep the equations carefully aligned. Thus these coefficients can be efficiently arranged in a rectangular array called a “matrix”. Moreover, certain abstract objects introduced in later chapters, such as “change of basis”, “linear operator” and “bilinear form”, can also be represented by these rectangular arrays, i.e, matrices. In this chapter, we will study these matrices and certain algebraic operations defined on them. The material introduced here is mainly computational. However, as with linear equations, the abstract treatment presented later on will give us new insight into the structure of these matrices. Unless otherwise stated, all the “entries” in our matrices shall come from some arbitrary, but fixed, field K. (See Appendix B.) ‘The elements of K are called scalars. Nothing essen- tial is lost if the reader assumes that K is the real field R or the complex field C. Lastly, we remark that the elements of R* or C* are conveniently represented by “row vectors” or “column vectors”, which are special cases of matrices. MATRICES Let K be an arbitrary field. A rectangular array of the form ay dis iy ay ae aan Ans Ome Oma) where the a are scalars in K, is called a matrix over K, or simply a matriz if K is implicit. The above matrix is also denoted by (a:),i=1,...,m,j=1,...,n, or simply by (a). ‘The m horizontal n-tuples (crn, azy «5 Cam)y (at, 205 «oy Mae) vey (rate Omzs « are the rows of the matrix, and the n vertical m-tuples an\ (as eS aoa] ane on are its columns. Note that the element ay, called the ij-entry or ij-component, appears in the ith row and the jth column. A matrix with m rows and n columns is called an m by matrix, or mx n matrix; the pair of numbers (m,n) is called its size or shape. + ms) 35 36 MATRICES [CHAP. 8 1-3 4 ample 81: The fllorng ia 233 mat . ole Ms The folowing ea 2x matte (3 “Ef ti rors ae )-8,4 end 8-2 ctnon ace (2),(“2) ana (_4) Matrices will usually be denoted by capital letters A,B,..., and the elements of the field K by lower case letters a,b,.... Two matrices A and B are equal, written A=B, if they have the same shape and if corresponding elements are equal. Thus the equality of two m x n matrices is equivalent to a system of mn equalities, one for each pair of elements. ety Mew ample 82: Theataonnt (214 MM ) = i A) is equivalent to the following system of equations: 14, Bes) The solution of the aystem is z= Remark: A matrix with one row is also referred to as a row vector, and with one column as a column vector. In particular, an element in the field K can be viewed as a 1x1 matrix. MATRIX ADDITION AND SCALAR MULTIPLICATION Let A and B be two matrices with the same size, ie. the same number of rows and of columns, say, m Xn matrices: a aie On A day Oa and B= ms Ont Oe Baa Dme +. Bmw ‘The sum of A and B, written A +B, is the matrix obtained by adding corresponding entries: Qutbu awtbe 22. diet bin Qutb dtd... dant bon mi + Bat na + mao The product of a scalar k by the matrix A, written k- A or simply kA, is the matrix obtained by multiplying each entry of A by k: Kay ka an ass Keay Kaan kA = ans Kane Han Observe that A+B and kA are also mx matrices. We also define -A=-1:A and A-B=A+(-B) ‘The sum of matrices with different sizes is not defined. CHAP. 3] MATRICES 37 Example 33: Let A= (75 5) and B =( ti) Ten «5-6 18 _ f\t8 240 B42) _ 7 4-2 5) ate (rel ote) = (376 2) = 229 Eh) = (2 22) m= (ie sco) = (2 is te _ 4 6) (8 0 8 “1-40 Coe ( 10 -u)* (a -3-a) (os ro) Example $4: The mn matrix whose entries are all zero, 00... 0 00 oo... 0 is called the sero matriz and will be denoted by 0. It is similar to the scalar 0 in that, for any mXn matrix A= (ay), A+0= (aj +0) = (ay) =A. Basic properties of matrices under the operations of matrix addition and scalar multi- plication follow. Theorem 3.1: Let V be the set of all m xm matrices over a field K. Then for any matrices A,B,C €V and any scalars hi, ka € K, () (A+B)+C=A+(B+C) (vy) (A+B) = bA+B (i) A+054 (vi) (ntI)A = kA + he (iii) A+(-A) = 0 (lak)A = kn(keA) (iv) A+B=B+A (viii) 1-4 =A and 04 =0 Using (vi) and (viti) above, we also have that A+A=24,A+A+A=84,.... ‘k: Suppose vectors in R* are represented by row vectors (or by column vectors); say, U = (Gay, ...,05) and v = (br, by. ..5 bn) ‘Then viewed as matrices, the sum w+» and the scalar product ku are as follows: UtD = (+d: det+bs, ...,dn+d,) and — ku = (kar, kas, ..., kas) But this corresponds precisely to the sum and scalar product as defined in Chapter 1. In other words, the above operations on matrices may be viewed as a generalization of the corresponding operations defined in Chapter 1. MATRIX MULTIPLICATION The product of matrices A and B, written AB, is somewhat complicated. For this reason, we include the following introductory remarks. (i) Let A= (a) and B= (b) belong to R*, and A represented by a row vector and B by a column vector. Then their dot product A-B may be found by combining the matrices as follows: a A+B = (ays, ..., 5) es = iby + abe + +++ + dade bn Accordingly, we define the matrix product of a row vector A by a column vector B as above. 38 MATRICES (CHAP. 3 bus + diate + brats = ys (ii) Consider the equations «@ Dauts + Date + Dasits = Ye This system is equivalent to the matrix equation bu Be >) es (%) i wm) = or simply BX = Y ie Ba Bas (: ve where B= (by), X=(x) and Y= (y), if we combine the matrix B and the column vector X as follows: px = (on be bs\(B\ (buat dutet dors) _ (Bur X ~ \bar Bae den/| 3] avn + bate + bases) ~ Bar X, where B, and By are the rows of B. Note that the product of a matrix and a column vector yields another column vector. Auth + Gaye = 2 (iii) Now consider the equations @) Gas + days = 22 which we can represent, as above, by the matrix equation (a S2)) = (2) cram ar =a where A = (ay), ¥ =(y:) as above, and Z = (2). Substituting the values of y: and yz of (1) into the equations of (2), we obtain ai(buts + bite + Disxa) + Gia(baiti + beate + bears) = 21 Gay(birt1 + Dieta + Distts) + Gaa(bartr + beate + bass) = #2 or, on rearranging terms, (aubus + diaba)ar + (aubi2 + dizdae)t2 + (auibis + Giabes)zs = 21 8) (aaabss + daabas)arr + (daibia + deabos)t2 + (aaxbis + Qnaban)ta = @ © On the other hand, using the matrix equation BX =Y and substituting for Y into AY =Z, we obtain the expression ABX = % This will represent the system (3) if we define the product of A and B as follows: an (2 y(n ba ) - (ee +drabu dubia + duebee Sees) az daz ]\\be baz bes Gaibis + dzabas sibs + dasDan darDis + donb: AB! Ay Bt Ay B® Aa* BY Aq: BP Ag: B® where A; and A; are the rows of A and B', B* and B* are the columns of B. We em- phasize that if these computations are done in general, then the main requirement is that the number of y; in (z) and (2) must be the same. This will then correspond to the fact that the number of columns of the matrix A must equal the number of rows of the matrix B. CHAP. 8] ‘MATRICES 39 With the above introduction, we now formally define matrix multiplication. Definition: Suppose A = (ay) and B= (by) are matrices such that the number of columns of A is equal to the number of rows of B; say, A is an m x p matrix and B is a pXn matrix. Then the product AB is the mxn matrix whose ij-entry is obtained by multiplying the ith row A; of A by the jth column Bi of B: (pe Av BY... Ay BY AB Az:B! As+B* As: BY Ae Bi “Ane BA . Qiy bu by a leu Cin a ec \jef: jas eel Nin bed Me ee where cy = auby + daby+ +++ dbs) = & aubyy We emphasize that the product AB is not defined if A is an mX>p matrix and B is a qXn matrix, where p q. re fa a a3) _— /70j+ 0b, rag-+eby ray + aby mame sss (CG) = CS a aa 1 2\/1 1) _ /iett20 derdeey oa 5 eamneas: (5 1)(0 2) = (sive oasee) = (6 a) LLV/1 2) _ /leltae8 1e2taeay 4 6 (0 s)( ¢) = Cortes otnact) = (0 8) The above example shows that matrix multiplication is not commutative, i.e. the products AB and BA of matrices need not be equal. Matrix multiplication does, however, satisfy the following properties: ‘Theorem 3.2; (i) (AB)C = A(BC), (associative law) (i) AB+C) = AB+ AG, (left distributive law) (iii) (B+O)A = BA+CA, (right distributive law) (iv) K(AB) = (kA)B = A(kB), where kis a scalar We assume that the sums and products in the above theorem are defined. We remark that 0A = 0 and BO = 0 where 0 is the zero matrix. TRANSPOSE ‘The transpose of a matrix A, written At, is the matrix obtained by writing the rows of A, in order, as columns: an a cal far ar ve. dma oe) eS) Observe that if A is an m xn matrix, then A‘ is an 2X m matrix, mt Om 40 MATRICES (CHAP. 8 14) . 22 aye | Example 8.7: ( 3 a, a Be ‘The transpose operation on matrices satisfies the following properties: ‘Theorem 33: (i) (A+B) = At+ Be i) (AN = A (ili) (kA) = kt, for ka scalar (iv) (AB) = Bias MATRICES AND SYSTEMS OF LINEAR EQUATIONS ‘The following system of linear equations aut, + ait, + +++ + ante = by duty + date + + ants = be w mits + masta + +++ + Oman = De is equivalent to the matrix equation an ae auy\ fae bs cae Gm \fas) = [be orsimply AX = B (2) nt Ot nn] \e bn where A= (a), X=(z) and B=(b). That is, every solution of the system (1) is a solution of the matrix equation (2), and vice versa. Observe that the associated homogeneous system of (1) is then equivalent to the matrix equation AX = 0. ‘The above matrix A is called the coefficient matrix of the system (1), and the matrix fan aa diy Oy aa an dm be mt Gna -++ mn Bm is called the augmented matriz of (1). Observe that the system (1) is completely determined by its augmented matrix. Example 28: The coefficient matrix and the augmented matrix ofthe sytem det tye = 7 en ty-6r = 8 are respectively the following matrices: 2 3-4 2 a-4o7 G23) Gas a Observe thatthe system is equivalent tothe matrix equation 23 -4\(*\ 7) 1-2 -5)(") = (s/ In studying linear equations it is usually simpler to use the language and theory of matrices, a8 indicated by the following theorems. CHAP. 3] MATRICES, 41 Theorem 34: Suppose w,1,-..,um are solutions of a homogeneous system of linear equations AX=0. Then every linear combination of the 1 of the form Kyur + Kite + +--+ Kt, where the k are scalars, is also a solution of AX =0. Thus, in particular, every multiple ku of any solution u of AX =0 is also a solution of AX = 0. Proof. We are given that Au =0, Ate=0,..., At, =0. Hence A (leu + Hela + +++ + Key) = Keys + gua + oo + keuAtey 10 + hAO + + +10 = 0 Accordingly, Iu: + +++ + um is a solution of the homogeneous system AX = 0. ‘Theorem 3.5: Suppose the field K is infinite (e.g. if K is the real field R or the complex field C). Then the system AX =B has no solution, a unique solution or an infinite number of solutions. Proof. It suffices to show that if AX =B has more than one solution, then it has infinitely many. Suppose u and v are distinct solutions of AX = B; that is, Au=B and Av=B. Then, for any kEK, A(u+ k(u-0) = Aut k(Au- Av) = B+hB-B) = B In other words, for each k €K, u+k(u—) is a solution of AX =B. Since all such solu- tions are distinet (Problem 881), AX=B has an infinite number of solutions as claimed. ECHELON MATRICES Amatrix A = (a) is an echelon matriz, or is said to be in echelon form, if the number of zeros preceding the first nonzero entry of a row increases row by row until only zero rows remain; that is, if there exist nonzero entries Aijy Aaj, oy Gri — Where fi r «14x, the distinguished elements of the echelon matrix A. ‘The following are echelon matrices where the distinguished clements have been circled: 2s) [o@s 004 0 wee @\ [o-wieo@ o-s 0 oo 0 0 9 0 O@ 2 o o.66/ \o o 9 6 eren ©, In particular, an echelon matrix is called a row reduced echelon matrix if the dis- tinguished elements are: (i) the only nonzero entries in their respective columns; (ii) each equal to 1. ‘The third matrix above is an example of a row reduced echelon matrix, the other two are not. Note that the zero matrix 0, for any number of rows or of columns, is also a row reduced echelon matrix. ROW EQUIVALENCE AND ELEMENTARY ROW OPERATIONS A matrix A is said to be row equivalent to a matrix B if B can be obtained from A by a finite sequence of the following operations called elementary row operations: 42 MATRICES [cHaP. 8 [Ei]: Interchange the ith row and the jth row: Ri<> Rs. [#:]: Multiply the ith row by a nonzero scalar k: Ri> kR, kx 0. [Es]: Replace the ith row by k times the jth row plus the ith row: Ri > kR; + Ri. In actual practice we apply [Zs] and then [£3] in one step, i.e. the operation [E): Replace the ith row by k’ times the jth row plus k (nonzero) times the ith row: Ri> WR, + kRy, 0. The reader no doubt recognizes the similarity of the above operations and those used in solving systems of linear equations. In fact, two systems with row equivalent aug- mented matrices have the same solution set (Problem 3.71). The following algorithm is also similar to the one used with linear equations (page 20). Algorithm which row reduces a matrix to echelon form: Step 1. Suppose the j, column is the first column with a nonzero entry. Inter- change the rows so that this nonzero entry appears in the first row, that is, sothat ay, #0. Step 2. For each i>1, apply the operation Ro > ~a,Ri + ay,Ri Repeat Steps 1 and 2 with the submatrix formed by all the rows excluding the first. Continue the process until the matrix is in echelon form. Remark: The term row reduce shall mean to transform by elementary row operations. Example 10: The following matrix A is row reduced to echelon form by applying the operations R,>—2R,+R, and Ry>—8R, +R, and then the operation Ry > —5R, + 4Ry 1 2-3 0 12-3 0) [1 2-3 0 a= (2 4-2 2] © (0 0 4 2) (oo 4 2 3 6-4 8 oo 63) \o 0 0 g, Now suppose A=(a:) is a matrix in echelon form with distinguished elements ay. Apply the operations Re > -dy Rit yk, k= 1, for i=2, then i=8,...,i=7. Thus A is replaced by an echelon matrix whose dis- tinguished elements are the only nonzero entries in their respective columns. Next, multiply Riby az}, ir. Thus, in addition, the distinguished elements are each 1. In other words, the above process row reduces an echelon matrix to one in row reduced echelon form. ay, Example 811: On the following echelon matrix A, apply the operation R, > —4R,+8R, and then the operations Ri Ry+R, and R,~>—5Ry+ 2s: 23845 6 6 9 0 7-2) 6 9 oO 7 0 A=|0 0 3 2 5] % [0 0 3 2 5| & fo o 6 4 0 00002, 0 0 0 0 2/ 00 0 0 2, Next multiply R, by 1/6, Ry by 1/6 and Ry by 1/2 to obtain the row reduced echelon matrix 1 3/2 0 116 0 0 0 1280 ooo Ot ‘The above remarks show that any arbitrary matrix A is row equivalent to at least one row reduced echelon matrix. In the next chapter we prove, Theorem 4.8, that A is row equivalent to only one such matrix; we call it the row canonical form of A. CHAP. 5] MATRICES 43 SQUARE MATRICES A matrix with the same number of rows as columns is called a square matrix. A square matrix with n rows and n columns is said to be of order n, and is called an n-square matrix. The diagonal (or: main diagonal) of the n-square matrix A = (ai) consists of the elements 31,20, «+5 ane An upper triangular matrix or simply a triangular matric is a square matrix whose entries below the main diagonal are alll zero: Qs: din... in an ae 0 a... dam or crs Similarly, a lower triangular matrix is a square matrix whose entries above the main diagonal are alll zero. 1 7 Its diagonal elements are 1, 5 and 9. A diagonal matrix is a square matrix whose non-diagonal entries are all zero: a 0 ... 0 a om ... 0) op a Os, In particular, the n-square matrix with 1’s on the diagonal and 0's elsewhere, denoted by In or simply J, is called the unit or identity matrix; e.g., 1000) t= [0 10 oo1 ‘This matrix J is similar to the scalar 1 in that, for any n-square matrix A, Al =IA=A ‘The matrix kl, for a scalar k € K, is called a scalar matriz; it is a diagonal matrix whose diagonal entries are each k. ALGEBRA OF SQUARE MATRICES Recall that not every two matrices can be added or multiplied. However, if we only consider square matrices of some given order 7, then this inconvenience disappears. Specif- ically, the operations of addition, multiplication, scalar multiplication, and transpose can be performed on any nn matrices and the result is again an nxn matrix. In particular, if A is any n-square matrix, we can form powers of A: At= AA, A’ = AMA, and A°=I We can also form polynomials in the matrix A: for any polynomial Ha) = ao + axe + aga? +--+ + an 44 MATRICES [cHaP. 8 where the a are scalars, we define f(A) to be the mai HA) = aol +A + aA? + + + and” In the case that f(A) is the zero matrix, then A is called a zero or root of the polynomial f(z). pe a(t yf te a= (54): mem a= (5 1)(5 4)= (5 a) fl) = 262245, then 7-6) g/t 2), g/t 0) _ 7 108 25 we) 8(s-4) + (0 1) = (ar a) gfe) = 28+ 80—10, then om = (2) +5 4)- (0 2) = (9 0) ‘Thus A is 2 zero of the polynomial g(2). Example 31 WA) INVERTIBLE MATRICES A square matrix A is said to be invertible if there exists a matrix B with the property that AB = BA=1 where / is the identity matrix. Such a matrix B is unique; for AB,=BA=I and AB,=B,A=1 implies Bi = Byl = B(AB:) = (BsA)Bs = [Bs = Ba We call such a matrix B the inverse of A and denote it by A~+. Observe that the above relation is symmetric; that is, if B is the inverse of A, then A is the inverse of B. . 2 5\/ 3-5) _ /6-5 -10+10) _ /1 0 mame: (F248) = (EEN) = G8) 8-5\/2 5) _ 6-5 15-15) flo (296 9 = Gti 8e8) - 62) rae (2 5) ana (2) ae a nd ae vet fst te ‘We show (Problem 3.87) that for square matrices, AB=1 if and only if BA =I; hence it is necessary to test only one product to determine whether two given matrices are in- verses, as in the next example. 1 0 2\/-1 2 2 11 +0+12 240-2 2+0-2 1 0 0 Example 315: (2-1 3]{ -a 0 1] = [-22+4+18 440-3 4-1-8] =/0 1 0 41 8/\ 6-1-1, 44-4448 8+0-8 841-8, oon ‘Thus the two matrices are invertible and are inverses of each other. ab ‘We now calculate the inverse of a general 2x2 matrix A = ( c a ‘We seek scalars 2, y, 2, w such that a b\/z y\ _ (10) 4 (ar+d2 ay+bw\ _ (1 0 e dj\\z w)” \o 1 cx +dz cy +dw } ol CHAP. 5] MATRICES 45 which reduces to solving the following two systems of linear equations in two unknowns: ar tbe =1 ay +bw = 0 leatats cy + dw = 1 If we let |A|=ad—be, then by Problem 2.27, page 83, the above systems have solutions if and only if |A| 0; such solutions are unique and are as follows: e d__a@ =) _-b , -e _ -e __a@ a = ad—te ~ jay’ ¥ = ad—be ~ fay’ * ~ ad=be ~ jay” ~ ade ~ jy j a = ( MAL -ofAl) _ a (a 0 Accordingly, in (ea a\A\) = Tal\-< Remark: — The reader no doubt recognizes || = ad~be as the determinant of the matrix A; thus we see that a 2x 2 matrix has an inverse if and only if its determinant is not zero. This relationship, which holds true in general, will be further investigated in Chapter 9 on determinants. BLOCK MATRICES Using a system of horizontal and vertical lines, we can partition a matrix A into smaller matrices called blocks (or: cells) of A. The matrix A is then called a block matrix. Clearly, a given matrix may be divided into blocks in different ways; for example, 1-2 0 1 8) -2 i 1 238 5 7-2] = [2 314 5 9 3 = [2 3 1415 9, ‘The convenience of the partition into blocks is that the result of operations on block matrices can be obtained by carrying out the computation with the blocks, just as if they were the actual elements of the matrices. This is illustrated below. ‘Suppose A is partitioned into blocks; say Au Aw... Aim An Aw ... Am Am Ama... Ama Multiplying each block by a scalar k, multiplies each element of A by k; thus Au kA... kAw kA = [An kAm 2. Ase Am Ame Kms Now suppose a matrix B is partitioned into the same number of blocks as A; say By Bw Bu Bu Bu Bu Brn 46 MATRICES (CHAP. 8 Furthermore, suppose the corresponding blocks of A and B have the same size. Adding these corresponding blocks, adds the corresponding elements of A and B. Accordingly, Aut+Bu Ant Bu peal Aap — [4ntBu AntBu Au + Ba | Ami + Bm Ana+ Bue... Ann + Bua] The case of matrix multiplication is less obvious but still true. ‘That is, suppose matrices U and V are partitioned into blocks as follows Vn Vie se. Vin U = and ov = [Ye Va Ma Vor Van vee Vay such that the number of columns of each block Us is equal to the number of rows of each Dlock Vij. ‘Then Wi Wa... Ww vv = |Wa Wa Wan Wor Wor Won where We = UaVas + UaVa; + +++ + UV os ‘The proof of the above formula for UV is straightforward, but detailed and lengthy. It is left as a supplementary problem (Problem 3.68). Solved Problems MATRIX ADDITION AND SCALAR MULTIPLICATION 3.1. Compute: » (1 2-8 4), (8-5 6-1 ® G 5 1-i)*(e 0-2 =) wy (1 2-8\,/3 5 a) 3/1 23 @) ( 4 tC -2) a) 8(4 5 3) @) Add corresponding entries: 12-8 4), (3-5 6-1 (2 94)+@ 045) _ lta 2-6 846 4nd jana as = (0ta gee aes 23) = Gop) Gi) ‘The sum is not defined since the matrices have different shapes. (Gif) Multiply each entry in the matrix by the scalar ~8: 12-2) /-2 6 9 (0576) = (G2 as 8) CHAP. 3] MATRICES aT 32. 34 _ (2-5 1 _ [1-2-8 _/0 1-2) ut a= (5 0a) B= (54 sen (t a =p). sina 8A +4B-2C. First perform the sealar multiplication, and then the matrix addition: 6-18 8), (4-8 —12 o-2 4 10-25 -5 A+ 4B 20 = 5 sasapm2e = (57) a) + (ot) +(2 2 a) = Cre a) Find 2,y, 2 and w if a(F :) = @ re) * ( ‘ ai) w -1 2w ztw 8 First write each side as a single matrix: Be By) at4 xtyt6 ae aw) ~ \etw-1 dwt Set corresponding entries equal to each other to obtain the system of four equations, Be = etd a =4 sy = etyte ty = 6+e Be setw-t be = wd Bw = Bw +3 was ‘The solution is: 2=2, y=4,2=1, w=8. Prove Theorem 3.1(v): Let A and B be mXm matrices and k a scalar. Then A+B) = kA +B. Suppose A= (ay) and B=(b,). Then ay+y is the ij-entry of A+B, and so Kay +by) is the ij-entry of k(A +B). On the other hand, kay, and kby are the éj-entries of KA and kB respec tively and s0 kay +kby ia the i-entry of kA +B. But k, ay and by, are scalars in a field: hence May + by) = kay + kby, for every i, j ‘Thus k(A +B) = kA +B, as corresponding entries are equal. Remark: Obsorve the similarity of this proof and the proof of Theorem 1.1(y) in Problem 1.6, page 7. In fact, all other sections in the above theorem are proven in the same way as the corresponding sections of Theorem 1.1. MATRIX MULTIPLICATION 35. Let (rX 8) denote a matrix with shape rs, Find the shape of the following products if the product is defined: @ (@x3\(8x4) (ili) (LX2)BX1) — (w) (Bx 4)(Bx 4) (i) @x Ax 2) (iv) (XBVXB) (vi) (2x22 4) Recall that an mp matrix and a qXn matrix are multipliable only when p=, and then the product is an mx" matrix. Thus each of the above products is defined if the “inner” numbers are equal, and then the product will have the shape of the “outer” numbers in the given order. (The product is a 2x 4 matrix. (Gi) The product (iil) The product is not defined since the inner numbers 2 and 8 are not equal. 4X2 matrix, (iv) The product is a 5 3 matrix. (=) The product is not defined even though the matrices have the same shape. (vi) The product is a 2% 4 matrix. 48 MATRICES (CHAP. 3 2 0-4) 3-2 6/° (Since A is 2x2 and B is 2x 8, the product AB is defined and is a 28 matrix. To obtain the Jn the fist ow of AB, multiply the frst row 1, 8) of by the columns (3): (4) and (~) ot 8, respectively: 36. Let A= (: z and B =( Find (i) AB, (ii) BA, 4" (eee 1+0 + 3+(-2) esis) (elt) at(abee) ‘To obtain the entries in the second row of AB, multiply the second row (2, —1) of A by the columns of B, respectively: (23) ol Se 1 -6 “ \a ve )5 as) (e2ftn-s 204 (1-2) B(-4) + (-1)6 _ ye Thus aee= (0G a) Note that B is 2X3 and A is 2X2, Since the inner numbers 3 and 2 are not equal, the product BA is not defined. 87. Given A = (2,1) and B= a 3 E; find (i) AB, (ii) BA. (0) Since A is 1X2 and B is 2X, the product AB is defined and is a 1X8 matrix, Le, a row wectar with 8 components, ‘To obtain the components of AB, multiply the row of A by each Column of B: ae = wa (if IB) = ers ra eco tss, 2041-8) = 61-9 (i) Note that B is 2X8 and A is 1x2, Since the inner numbers 8 and 1 are not equal, the product BA is not defined, 2 -1' 1 0) and B= (3 7 ) find (i) AB, (ii) BA. 8 4 38. Given A (Since A is 8x2 and B is 2 8, the product AB is defined and is a 3X 3 matrix. To obtain the first row of AB, multiply the first row of A by each column of B, respectively: (" 4-4 1040) ( -8 *) ee / ‘To obtain the second row of AB, multiply the second row of A by each column of B, 4-8 -10 = [1 2 - ‘To cbtain the third row of AB, multiply the third row of A by each column of B, respectively: CHAP. 3] ‘MATRICES 49 1-8 -10 1-8 —10) = 1-2 -5) = [1 2 “8412 6+16 16+0 9 2 45, 1-8 10) Thus ABo= [1 -2 -5 9 2 15 i) Since B is 2x 8 and A is 3% 2, tho product BA is defined and is a 22 matrix. To obtain the first row of BA, multiply the first row of B by each column of A, respectively: Weer To obtain the second row of BA, multiply the second row of B by each column of A, respectively: wm) Las = e+avo -s4o40) = (10 8 (io 3) Remark: Observe that in this case both AB and BA are defined, but they are not equal; in fact they do not even have the same shape. Thus BA 1-4 0 2 39. Let 4=(15 3) and B=(2-1 8-1]. 4 0-2 9, (i) Determine the shape of AB. (ii) Let cy denote the element in the ith row and ith column of the product matrix AB, that is, AB= (ci). Find: cms, cu and en. (Since A is 2X8 and B is 8x 4, the product AB is a 2X4 matrix. (ii) Now ey is defined as the product of the ith row of A by the jth column of B. Hence: o on = 20.-0( :) = 160 40-8 + (-3)+(-2) = OF O+6 = 6 2, 1 eu = @-1,0)(-1] = 2144-4000 = 2+140 = 8 ° A en = @,0,-a[2) = det +024 (34 = 140-32 = —1 4, 3410. Compute: (i) (a ale = (iii) (-e)(-s 3) ) @-1) (4) (398) 0 (as (i) The first factor is 2x 2 and the second is 2 x 2, so the product is defined and is a 2x 2 matrix: 50 MATRICES [CHAP. (3 syle -1) (ii) The first factor is 2x 2 and the second is 2 1, so the produet is defined and is a 2X1 matrix: oy a. (bareen \ — /-40 -s oa) = (coerscen) = (Ca) (i) Now te frat fctr in 231 andthe second is 2x2 Since the inner manne 1 and 2 ae Ging he pedicle ded Late Lerecn ) _ 718 8 (Gorttsts Cyrorsnen) = (4 8) (iv) Here the first factor is 2X1 and the second is 1x2, 90 the product is defined and is a 2x2 matrix: Vg = (Haut) _ (a 2 ()e = (63 oa) = Ge 2) (*) The first factor is 1x2 and the second is 2 x 1, so the product is defined and is a 1X1 matrix which we frequently write as a sc a-n(2) = ers emen = w= 8 3.11. Prove Theorem 8.2(i): (AB)C = A(BC). Let A= (a), B= (bq) and C= (ey). Furthermore, let AB =S = (eq) and BO=T=(t)). Then’ fa = tuba + Gabay + + + Ginbe = oP fa = buen + bata to + Bate = 3 bater Now multiplying $ by C, Le. (AB) by C, the element in the ith row and Ith column of the matrix (AB)C is : =» satu + sata too + tte = SB Satr = BS Coubwlour On the other hand, multiplying A by 7, i. A by BC, the element in the ith row and ith column of the matrix A(BC) is ty + tata + oo + Oomtms = SZ outy = 3 3 ayldnend aro ‘Since the above sums are equal, the theorem is proven. 3.12, Prove Theorem 8.2(ii): A(B+C)=AB + AC. Let A= (ay), B= (by) and C= (cq). Furthermore, let D = B+C = (dy), E = AB = (eu) and F = AC = (fq). Then dn = bet ee . ce = tube + dubay + + + Ginboae = 3 aude fa = acm + ate + °° + Ointme = 3S outa ‘Hence the element in the ith row and kth column of the matrix AB + AC is cathe = Zoitat Sayn = 3 aura ten) On the other hand, the element in the ith row and éth column of the matrix AD = A(B+C) is Gude + Gade + 7 + inde = Oude = 3 aulda ten) ‘Thus A(B+C) = AB + AC since the corresponding elements are equal. CHAP. 3] MATRICES BL TRANSPOSE 8.18. Find the transpose A‘ of the matrix A = ee nae sae Rewrite the rows of A as the columns of At: At 8.14, Let A be an arbitrary matrix. Under what conditions is the product AA‘ defined? Suppose A is an mXn matrix; then At is nXm, ‘Thus the product At is always defined. Observe that AVA is also defined. Here AAt is an m Xm matrix, whereas A'A is an Xm matrix. 1 2 0 aus, tet a= (5 f 4 To obtain At, rewrite the rows of A as column: ). Find (i) AA’, (ii) A‘A. = G4 94) 18 Avs (2-1). Then 04 0 4 Lagneseo ree2cn +o (sivcortee sarensen ese) m= FGs 9 | AL$393 9 1+2+3+(-1) ey (2 -1 “) a) BDH (1)e8 224 A)s(-1) 2-04 (1) 5-4 O48 OBHA(-1) OOF Ad 2-4 16, 3.16. Prove Theorem 3.3(iv): (AB)' = Brat, Let A =(q) and B= (bj). Then the clement in the ith row and jth column of the matrix ABis auby + taba + °° + Oimbyy wo ‘Thus (1) is the element which appears in the jth row and ith column of the transpose matrix (AB). On the other hand, the jth row of Bt consists of the elements from the jth column of B: (ay bay +++ beni) (2) Furthermore, the ith column of A‘ consists of the elements from the ith row of A: ay a yw and ith column of the matrix B‘A‘ is the Bat, Consequently, the clement appearing in the jth product of (2) by (8) which gives (2). Thus (AB) 2 MATRICES [cHaP. 8 ECHELON MATRICES AND ELEMENTARY ROW OPERATIONS B17. Circle the distinguished elements in each of the following echelon matrices. Which are row reduced echelon matrices? 0 17-5 0} ft 0 5 0 2 , [0 0 0 0 ij, [0 1 2 0 4 00000) booty ‘The distinguished elements are the first nonzero entries in the rows; hence 2201) (o@t-s 5 > 0 @® 2-4), [0 0 0 vO: 0 00 0@s/ \oo AG ‘An echelon matrix is row reduced if its distinguished elements are each 1 and are the only nonzero ‘entries in their respective columns, ‘Thus the second and third matrices are row reduced, but the ‘rat is not. 1-2 8 -1 3.18. Given A= (2-1 2 2]. (i) Reduce A to echelon form. 3 1 2 8 canonical form, i.e. to row reduced echelon form. @ Apply the operations Ry > -2R,+R, and R, > —8R, +s, and then the operation Ry > —TR, + 3Ry to reduce A to echelon form: 1-2 8 1-2 3-1 at [0 3-4 4] tw [0 3 -4 4 o 7-7 6, 0 0 7-10 Method 1. Apply the operation R, > 22, + 8R,, and then the operations Ry > —Ry +7 and R, > 42, + 7Rz to the last matrix in (j) to further reduce 4: 3 0 1 8 m1 0 0 48 to fo 3-4 4] t [0 2 o-1 0 0 7-10 © 0 7-10, Finally, multiply R, by 1/21, Ry by 1/21 and Rg by 1/7 to obtain the row eanonical form of A: o 1 0 =4/T 1 0 0 15/7 0 0 «1 10/7 Method 2. In the last matrix in (), multiply Ry by 1/8 and R, by 1/1 to obtain an echelon ‘matrix where the distinguished elements are each 1: 1-2 8 ot o 1 ws 48 0 0 1 10/7 Now apply the operation Ry + 2R, + Rj, and then the operations Ry -> (4/3)Ry+ Ry and Ry > (-1/3)Ry +R, to obtain the above row canonical form of A. Remark: Observe that one advantage of the first method is that fractions did not appear until the very last step. CHAP. 3] MATRICES 53 o 1 3-2! 3.19. Determine the row canonical form of A= /2 1-4 3}, 2 8 2-1 2 0-7 8 1 0-72 5/2 to (0 1 3-2] w& fo 1 3 -2 0 0 0 6 00 0 Oo Note that the third matrix is 6 3-4) 3.20. Reduce A ={-4 1-6] to echelon form, and then to row reduced echelon form, 1 2-5; i.e. to its row canonical form. ‘The computations are usually simpler if the “pivotal” element is 1. Hence first interchange the first and third rows: 1 2 =! 1 2-8 1 2 8) A tw [-4 1-6] t [0 9-25] t% [o 9-26 6 3-4 0-9 26, 0 0 9, 1 2 5 1 0 19 to [0 1 ~26/9] to [o 1 —26/9 o 0 0 0 0 0 Note that the third matrix is already in echelon form. 321. Show that each of the following elementary row operations has an inverse operation of the same type. [Ei]: Interchange the ith row and the jth row: Ries Ry (E:]: Multiply the ith row by a nonzero scalar k: Ri> kR,, k +0. [2]: Replace the ith row by k times the jth row plus the ith roy (i) Interchanging the same two rows twice, we obtain the original matrix; in ite own inverse. (ii) Multiplying the ith row by & and then by k-1, or by k—1 and then by k, we obtain the original matrix. In other words, the operations BR, KR, and R,-> k-4R, are inverses, (i) Applying the operation 2, -> KR; +R and then the operation Rj + —kRj-+ Ry, or apply- ing the operation Rj > —KR, +2, and then the operation Rj > KRj-+ R,, we obtain the orig- inal matrix. Tn other words, the operations —Rj-> KRj+R, and Rj —kR, +R, are inverses. Ry > kR+ Re that is, this operation SQUARE MATRICES 3.22. Let A = (i 3): Find (i) A, (ii) A8, (fii) f(A), where f(x) = 2e°— 42 +5. 1 2. 2 @ naam (CG 4) augee Leeeey) 8 m4 4s + (-8)+4 4624 (-8)+(-2), (s 7) 54 MATRICES [CHAP. 8 w= am = (22) 2 Ht) a este ease) ad (covcaren acorcain) ~ Co -) first substitute A for 2 and 5 for the constant 5 in the given polynomial Wa) = ar — 4a sor = 2( wen) ~*(4 3) + 8(5 2) ‘Then multipty cach mati by it repetve sar: = (Go an) *(Ge i) * (0 5) Last, ad the eoreponing elements in the mati _ [445 eo—840 3a = (arate cies) = Coe ur 8.23, Referring to Problem 3.22, show that A is a zero of the polynomial g(x) = 2? +2x—11. A is a zero of g(z) if the matrix g(A) is the zero matrix. Compute g(A) as was done for f(A), ive. first substitute A for 2 and 11f for the constant 11 in g(2) = 22+ 22 — 11: 1 2 1 2 (4) -™G 4) ‘Then multiply each matrix by the scalar preceding it: 9-4), /2 4), so a= (4 a) *(s 2) *(% =n) Lastly, add the corresponding elements inthe matrices: 92-1 —4+440\ _ (0 0 -s+s+0 7-6-1) ~ \o o 9-4 = ateea- ur = wa) 24 - ur (e 1) + (A) Since 9(A) = zero of the polynomial g(2) 1 8 4-3 i *) such that Aw = Su. B24, Given A = ( ): Find a nonzero column vector u Fit wt pth mate een Aa = (i a)G) = +) Tir a ad sce mae (kn etn (8) = @) ena) * Ge set comerynting sant eg ech othe obtain thease of eto (nd ec 2e— ay = 0 oF or or Bey = 0 dz —6y = 0 o=0 D n infinite number 3,y=2 isa ‘The system reduces to one homogeneous equation in two unknowns, and so has of solutions. To obtain a nonzero solution let, say, y= 2% then 2=3. That, : oto he nvm, Tovar = (0) Heme ad a he pry at A= CHAP. 8] MATRICES 55 23 Method 1. We eck salar 2 and fr whieh Gale) = Gi) * Gite gis) = G4) dete = wevammtay EEN EL wef 3.25. Find the inverse of (a 3) 3y + 5w = 0 2y+8w = 1 ‘The solution of the first system is 2=~3,2=2, and of the second system is y= . 35 Thos evn hn mace (~2_), ‘Method 2. We derived the general formula for the inverse At of the 2x2 matrix A an mi » where [4] = ad—be ‘Thus if A = G 3)» then [A|=9-10=—1 and A-¥ = als Se G 3) MISCELLANEOUS PROBLEMS 3.26. Compute AB using block multiplication, where 1 1 2 sil 1 A= o| and B= (45611 2, 00 0} 1 tire 4 = (F 2) ana 2 = (5) where #,7,6,8,5 and a08 the even Hosts Hence on ete) +) 91215 4 we emg = (B88) OO). aS 3) (009 § ® NO. 3.27. Suppose B = (R1, Rs, ..., Rs), ie. that R; is the ith row of B. Suppose BA is de- fined. Show that BA =(R:A, RA, ..., RyA), i.e. that RA is the ith row of BA. Let At, A%, ...,A® denote the columns of A. By definition of matrix multiplication, the ith row of BA is (R,-A}, R,-A2, ...,R,+A™). But by matrix multiplication, RA = (R;+ Al, RA, R,-Am). Thus the ith row of BA is R.A. 3.28. Let e=(0,...,1,...,0) be the row vector with 1 in the ith position and 0 else- where. Show that eA = Ri, the ith row of A. Observe that ¢, is the ith row of I, the identity matrix. By the preceding problem, the ith row of JA is A. But IA =A. Accordingly, eA = Rj, the ith row of A. 3.29. Show: (i) If A has a zero row, then AB has a zero row. (ii) If Bhas a zero column, then AB has a zero column. (iii) Any matrix with a zero row or a zero column is not invertible. () Let R, be the zero row of A, and BI, ...,B* the columns of B. Then the ith row of AB is, (Ryo BY, Ryo Be, 2 RB) = 0, 0, 4, 0) 56 MATRICES (CHAP. 3 (ii) Let G, be the zero column of B, and A,,...,Ay the rows of A. Then the jth column of AB is lay) 0 ac). [o \anrey i) Gi) A matrix A is invertible means that there exists a matric A~! such that AA“! = AW1A = 1. But the identity matrix J has no zero row or zero column; hence by (i) and (ii) A cannot have f zero row or a zero column. In other words, a matrix with a zoro row or a zero column cannot be invertible. 3.30. Let A and B be invertible matrices (of the same order). Show that the product AB is also invertible and (AB)-! = B-'A-', Thus by induction, (A:As---A,)“! = Ay'++-Ag'Ar' where the A; are invertible. (AB\B-1A-1) = ABB-NA-t = AIA-t = AA = T and (B\A-(AB) = BOUAMAB = BOB = BOR = 1 ‘Thus (AB)-! = BA». B31 Let u and v be distinct vectors. Show that, for each scalar k€K, the vectors ‘u + k(u-) are distinct. It suffices to show that if wt kuna) = ut kyu 0) ) Suppose (1) holds. Then Ky(u—2) = klu—v) or (hy —kMu—v) = 0 inet, uv 0. Hence ky ke ELEMENTARY MATRICES AND APPLICATIONS* 3.32, A matrix obtained from the identity matrix by a single elementary row operation is called an elementary matrix. Determine the 3-square elementary matrices corre- sponding to the operations Ri Rs, Ra>—TRs and R:>—3R: + Re. [2 0 0\ Attn aan oh ty mais fs = [0 1.0) tan 04 333. Prove: Let ebe an elementary row operation and E the corresponding m-square elemen- tary matrix, ie. E = e(Im). Then for any m xn matrix A, e(4)= EA, That is, the re~ sult e(4) of applying the operation ¢ on the matrix A can be obtained by multiplying A by the corresponding elementary matrix 2. Let R, be the ith row of A; we denote this by writing A = (Ry,...,Rq)- By Problem 3.27, if Bisa matrix for which AB is defined, then AB = (R,B,...,RqB). We also let = 0.2040, ..40, Aze ‘This section is rather detailed and may be omitted in a first reading. It is not needed except for certain results in Chapter 9 on determinants, CHAP. 3] ‘MATRICES 57 Here =i means that 1 is the ith component, By Problem 9.28, «A = Ry, We also remark that T= (ery soneq) is the identity matrix. (i) Let e he the clementary row operation R,<> Ry, Then, for B= el = ese vn AA) = ie oan Bee Re A A A oo iy Gand A emA) = (Ry (ii) Now let ¢ be the elementary row operation R,~ KR, k 0. Then, for B=) = ley vvheyventy) and A) = (Ry Thus BA = (64; 2.5 Koby yO) = (By (iii) Lastly, let ¢ be the elementary row operation Ry > KR, +R; Then, for 0 _— B= el) = ery vay bey +e ry 6m) and ofA) = (Ry + Ry) Using (ke, + «JA = KoA) + oA = kRj + Ry we have ane — BA (61s oop Wey + Ay 225 OA) = (Ryy =. 2s ER) + Ry ---5Ry) = (A) ‘Thus we have proven the theorem. Show that A is row equivalent to B if and only if there exist elementary matrices Ey, ...,E, such that F,---E3E,A = B. By definition, A is row equivalent to B if there exist elementary row operations ¢,...,¢, for which ¢,( (A)))-+:)=B. But, by the preceding problem, the above holds if and only if E,---E,E,A = B where B; is the elementary matrix corresponding to ¢,. Show that the elementary matrices are invertible and that their inverses are also elementary matrices. Let E be the elementary matrix corresponding to the elementary row operation e: e() = E. Let e' be the inverse operation of ¢ (see Problem 3.21) and E’ its corresponding elementary matrix. ‘Then, by Problem 3.33, I= ee) = eh = BE and 1 = ee) = 6B’ = EE ‘Therefore Eis the inverse of E. Prove that the following are equivalent: (i) Ais invertible. (ii) A is row equivalent to the identity matrix I. (ii) A is a product of elementary matrices. ‘Suppose A is invertible and suppose A is row equivalent to the row reduced echelon matrix B. ‘Then there exist elementary matrices By, E,,...,E, such that E,---EsByA = B. Since A is invert- ible and each elementary matrix E; is invertible, the product is invertible. But if BT, then B has a zero row (Problem 8.47); hence B is not invertible (Problem 3.29). ‘Thus B= J. ‘In other words, (i) implies (i). Now if (ii) holds, then there exist elementary matrices Ey, Ey, EysEyBiA = 1, andso A = (By -B,By)-! = Ey'By!+-Byt By the preceding problem, the Hj" are also elementary matrices. Thus (ji) implies (jit). Now if (iii) holds (A = E,B,...B,), then (i) must follow since the product of invertible matrices is invertible, E, such that 58 MATRICES [CHAP. 8 3.37. Let A and B be square matrices of the same order. Show that if AB=J, then B=A", Thus AB=1 if and only if BA=1. Suppose A is not invertible. Then A is not row equivalent to the identity matrix J, and so A is row equivalent to a matrix with a zero row. In other words, there exist elementary matrices Ey, ..E, such that E,-+-E,E,A has a zero row, Hence E,-*EE AB has a zero row. Accordingly, ‘AB is row equivalent to a matrix with a zero row and so is not row equivalent to I. But this con- tradiets the fact that AB =. Thus A is invertible. Consequently, B = IB = (A“1A)B = A-MAB) = AY = Ant 8.38. Suppose A is invertible and, say, it is row reducible to the identity matrix 7 by the sequence of elementary operations ¢:,...,és. (i) Show that this sequence of elemen- tary row operations applied to / yields A~*. (ii) Use this result to obtain the inverse 4 o 2 of A=(2-1 8 41 8 () Let B, be the elementary matrix corresponding to the operation e,. Then, by hypothesis and Problem 8.34, By-++EyB,A =I. Thus (Bq*-E,EyI)A =I and hence AW! = Ey: --EoE I. In other words, A! ean be obtained from I by applying the elementary row operations ¢; (Gi) Form the block matrix (A, I) and row reduce it to row canonical form: 1 0 211 0 0 4 0 2} 1 0 0 an = (2-4 310 1 0) » (0-1 -a+i2 1 0 oa steed ot ol 0 4 1 0 211 0 0 1 0 ol- 2 2 to [o -2 -1!-2 1 of} t oO -1 0; 4 0 -1 i o o-t}-6 1 1 1 0 ol-n 2 2\ w (fo 1 of 04 Rann aac) tn the form (2B. Hence A tn invertible and B Observe that the final block matrix Swerve a ) wee (ood (ea not of the form (I, B), then the given matrix is not row equivalent to I and so is not invertible. Supplementary Problems ‘MATRIX OPERATIONS In Problems 8.99-8.41, let aG4 a2 bos 2-2 0 1) p (ia): e- (44 J” (:) Find: () A+B, (ii) A+, (iii) 3A — 4B. 3.38 340, Find: () AB, (fi) AC, (ii) AD, (iv) BC, (v) BD, (vi) CD. 3a. Find: (i) At, (Gi) A‘C, (tii) D'AS, (iv) BYA, (v) DID, (vi) DD*. CHAP. 3] MATRICES 59 la 342. Let ¢; = (1,0,0), e2 =(0,1,0) and e,=(0,0,1). Given A = (: by by i). find (i) 4, (ii) eA, 1 2 3M 343. Let = (0, -.-,0,1,0, ...,0) where 1 is the ith component, Show the following: (i) Be§= Cy, the jth column of B. (By Problem 8.28, eA = R,) (i) If ¢A = 6B foreach i, then A (iil) Tf Aef= Bef for each i, then A= ECHELON MATRICES AND ELEMENTARY ROW OPERATIONS 3.44. Reduce A to echelon form and then to its row canonical form, where 4 2-31 2 1) 2 8-2 5 1 @as(2 4 1-2 3}, Gy A={s-a 2 0 4}. 3B 6 2-6 5, 4-5 6-5 345. Reduce A to echelon form and then to its row canonical form, where 1a 2 0 1 8-2 yp aa(ou-s 8 _[o 4-13 @4=fo sah M 4=lo 5 2 411 5, 0 5-3 4, 346. Describe all the possible 2x2 matrices which are in row reduced echelon form. 847, Suppose A is a square row reduced echelon matrix, Show that if AI, the identity matrix, then A has a zero row. 348. Show that every square echelon matrix is upper triangular, but not vice versa. 349, Show that row equivalence is an equivalence relation: (i) A is row equivalent to A; (ii) A row equivalent to B implies B row equivalent to A; (iii) A row equivalent to B and B row equivalent to C implies A row equivalent to C. SQUARE MATRICES 22 a a A ow a= (2 2) g(2) = 22-8, find o(A). (i) Find A? and A®, (i) If fle) = 28 — 32-2244, find f(A). (iil) It Bat, Let B= (5 4). (IE flo) = Bs — to +8, find J). (i) If ge) = ot de 12, find (6). (ii) Find a nonzero column veetor u = () such that Bu = 61, 358, Maso A and are sid t commute if AB=BA, Finda mates (7 #) which commate with (5 i): oa 3.53, 60 354, 3.55, 356, 357, 3.58, MATRICES, [oHAP. 3 Find: (@) A +B, (ii) AB, (iil) At and A®, (iv) A%, (v) f(A) for a polynomial f(z). oy ay 3 0 (4 ee wy ule @) wy wt D= (5g) Aa (St gt gt) BALA]. wind DA and BD. \¢e sua nr mm ih ey Be mae A AB o i © (8) tr wom er yes er ma Let Dy be the m-square scalar matrix with diagonal elements k. Show that: @) for any mn matrix A, DyA = kA; (li) for any n Xm matrix B, BD, = Show that the sum, product and scalar multiple of: (upper triangular matrices is upper triangular; (i) lower triangular matrices is lower triangula Gi) diagonal matrices is diagonal; (iv) scalar matrices is scalar. INVERTIBLE MATRICES 3.59, 3.60, 86, 3.82, 3.63, 364, 365. Find throne ot can matic (22), wp (2-2). Pate tama 0 { 13 4 Find the inverse of | 3-1 6]. 1 5 1 Show that the operations of inverse and transpose commute; that is, (A)~1= (At), Thus, in particular, A is invertible if and only if A¢ is invertible. ‘When is a dingonal matrix A invertible, and what is its inverse? Show that A is row equivalent to B if and only if there exists an invertible matrix P such that B=PA. Show that A is invertible if and only if the system AX=0 has only the zero solution. MISCELLANEOUS PROBLEMS 3.66, 367. 3.68. Prove Theorem 8.2: (iii) (B+ C)A = BA + CA; (iv) MAB) = (kA)B = A(KB), where k is a se (Parts (i) and (ji) were proven in Problem 8.11 and 3.12) Prove Theorem 8.8: () (A+B) = At+ Be (ii) (AN'= A; Gil) (kA)*= KAS, for Ke a scalar. (Part (iv) was proven in Problem 3.16.) Suppose A= (Aq) and B= (By) are block matrices for which AB is defined and the number of columns of each block Ag is equal to the number of rows of each block B,,. Show that AB =(C,) where Cy = 3 Aubrey CHAP. 3] MATRICES 61 3.70, 3m. 3.40, 31, 342, 3.4, 345. ‘The following operations are called elementary column operations: [#2]: Interchange the ith column and the jth column, (B,]: Multiply the ith column by a nonzero scalar k. [Ws]: Replace the ith column by k times the jth column plus the ith column, ‘Show that each of the operati operation of the same type. 1s has an invers A matrix A is anid to be equivalent to a matrix B if B can be obtained from A by a finite sequence of operations, each being an elementary row or column operation. Show that matrix equivalence is an equivalence relation. Show that two consistent systems of linear equations have the same solution set if and only if their augmented matrices are row equivalent. (We astume that zero rows are added so that both aug- ‘mented matrices have the same number of rows.) Answers to Supplementary Problems © (ET) roemr —a (8E ) (Notte ww (8) » (2) (EES) (AE 2) seen @la 8 (ii) Not defined. (iii) (9,9) (iv) | 0 -6 (v) 14 (vi) a ais (Cy aay G55 44) (i) (By, Boy By By) (il) (@4s nen) 1 2-1 2 1 12 0 0 4s @ {0 0 3-6 1} ana {o 1 0 0 o 1-16, 2 3-2 6 1 1000 4nt 5. asad (@) {0-1 10-15 5) and (0 1 101 a5 ~5/n 0 0 0 0 0 o 0 oO ° ° sa al A 0 ant aay w fou a) gy fo 4 ent amt o 0 0 0 o 0 0 0 0 0 0 yy 0 0 0 0 o 1 5 2 op 1 0 oO iy (9 0-18 11 oo 1 0 to 0 0 ws} ™ fo o 0 3 0 0 0 0 0 0 6 62 MATRICES (CHAP. 8 a (02008 S).(5 2) or (SB) whee # i ny er su (0-1 1) tu wpoerertanglas but aot an echelon matte 904 ye (2 ©) am am a(?® we o a(S 24 w n= (Zh 8s an ow = (8 9) ss 10 = (3 3): Go ot = (5g) td w= (8) o (ge): ene aston mates ot te tom (3°) commute win (1). ( *) seo area(2 2) anae(Sfe=( 8) 9 m=(9 m) ° 358, A cy aB=(") 93) ow a= (9 5) ass @ DA = (Sh gh gen) = 84 Bp = (52 us Ws 358. ie a) co) (Gn an) [-5 4-3 a1 -3 am, @ (i0-7 6} Go {5 1 2 8-6 5 10-14 aye 17/2 —11 aa. [9/2 5/2 - 1 4 8 362, Given AA“1=J, Then T= (AA-1e = (AMHIAL That is, (AES (49-1. at Ow 0 Chapter 4 Vector Spaces and Subspaces INTRODUCTION In Chapter 1 we studied the concrete structures R* and C* and derived various proper- ties. Now certain of these properties will play the role of axioms as we define abstract “vector spaces” or, as it is sometimes called, “linear spaces”. In particular, the conclu- sions (i) through (viii) of Theorem 1.1, page 3, become axioms [A1]-[As], [Mfi]-[Ms] below. ‘We will see that, in a certain sense, we get nothing new. In fact, we prove in Chapter 5 that every vector space over R which has “finite dimension” (defined there) can be identified with Rr for some n. ‘The definition of a vector space involves an arbitrary field (see Appendix B) whose elements are called scalars. We adopt the following notation (unless otherwise stated or implied): tata K_ the field of scalars, a,b,cork the elements of K, V-_ the given vector space, 1, v,0 the elements of V. We remark that nothing essential is lost if the reader assumes that K is the real field R or the complex field C. Lastly, we mention that the “dot product”, and related notions such as orthogonality, is not considered as part of the fundamental vector space structure, but as an additional structure which may or may not be introduced. Such spaces shall be investigated in the latter part of the text. Definition: Let K be a given field and let V be « nonempty set with rules of addition and sealar multiplication which assigns to any u,v €V a sum u+v€V and to any wEV,kEK a product ku GV. Then V is called a vector space over K (and the elements of V are ealled vectors) if the following axioms hold: [Ai]: For any vectors u,v,w EV, (uv) -+w=u+(v+w). [Aa]: There is a vector in V, denoted by 0 and called the zero vector, for which u+0 =u for any vector u€ V. [As]: For each vector u€ V there is a vector in V, denoted by —u, for which 1+ (—u) = 0. (Ad): For any vectors u,v €V, utv=otu [Mj}: For any sealar k€K and any vectors u,v @V, Mu-+0) = ku + kv. [Mi]: For any scalars a,b €K and any vector weV, (a+b)u= au + du. [Mj]: For any scalars a,b €K and any veotor we V, (abju = a(bu). [Ma]: For the unit scalar 1K, 1u=u for any vector ue V. 63 64 ‘VECTOR SPACES AND SUBSPACES (CHAP. 4 ‘The above axioms naturally split into two sets. The first four are only concerned with the additive structure of V and can be summarized by saying that V is a commutative group (see Appendix B) under addition. It follows that any sum of vectors of the form vit vet $m requires no parenthesis and does not depend upon the order of the summands, the zero vector 0 is unique, the negative —u of u is unique, and the cancellation law holds: utw=vtw implies v= 0 for any vectors u,v,w EV. Also, subtraction is defined by unv = ut(-2) On the other hand, the remaining four axioms are concerned with the “action” of the field K on V. Observe that the labelling of the axioms reflects this splitting. Using these additional axioms we prove (Problem 4.1) the following simple properties of a vector space. ‘Theorem 4.1: | Let V be a vector space over a field K. (i) For any scalar KEK and 0€V, k0=0. (ii) For 0€K and any vector we V, Ou=0. (iii) If ku =0, where KEK and weV, then k= 0 or u=0. (iv) For any scalar k € K and any vector w €V, (—k)u = k(—u) = ~hu. EXAMPLES OF VECTOR SPACES We now list a number of important examples of vector spaces. The first example is a generalization of the space R”. Example 41: Let K be an arbitrary field, The set of all n-tuples of elements of K with vector ‘addition and scalar multiplication defined by (ayy gy ey Oy) + (ty Bay soap Dy) = (Oy By gt Bay vo ty + Bp) 1q) = (Ray, ig, and Hay ay, « kay) where a b,k EK, isa vector space over K; we denote this space by K*. The zero ‘Yector in'K* ig the n-tuple of zeros, 0 = (0,0, ...»0). The proof that K* is a vector space is identical to the proof of Theorem 1.1, which we may now regard as stating that R* with the operations defined there is a vector space over R Example 42: Let V be the set of all mn matrices with entries from an arbitrary field K. Then Vis a vector space over K with respect to the operations of matrix addition and sealar multiplication, by Theorem 3.1. Let V be the set of all polynomials ay + aj¢ + agt? +--+ + agt" with coefficients a from a field K. Then V is a vector space over K with respect to the usual operations of addition of polynomials and multiplication by a constant. Example 44: Let K be an arbitrary field and let X be any nonempty set. Consider the set V of all fanctions from X into K, The sum of any two functions f,g €V is the funetion 1+9EV defined by G+ ola) = fle) + 02) scalar kK and a function /€V is the function kf eV (knie) = fe) and the product of defined by onap. 4) VECTOR SPACES AND SUBSPACES 65 ‘Thon V with the above operations is a vector space over K (Problem 4.5). The zero vector in V is the zero function 0 which maps each @X into O&K: O(e)=0 for every €X. Furthermore, for any function f€V, —f is that function in V for which (f(z) =—f(2), for every x € X. Example 45: Suppose F is a field which contains a subfield K. Then E can be considered to be a vector space over K, taking the usual addition in B to be the vector addition and defining the scalar product ku of kK and v€E to be the product of k and v ‘as element of the field E. ‘Thus the complex field C is a vector space over the real field R, and the real field R is a vector space over the rational field Q. SUBSPACES Let W be a subset of a vector space over a field K. W is called a subspace of V if W is itself a vector space over K with respect to the operations of vector addition and scalar multiplication on V. Simple criteria for identifying subspaces follow. ‘Theorem 42: W is a subspace of V if and only if (i) W is nonempty, (ii) W is closed under vector addition: v,w € W implies v+w € W, (iii) W is closed under sealar multiplication: » € W implies kv € W for every KEK. Corollary 4.3: W is a subspace of V if and only if (i) 0€ W (or W~Q), and (ii) v,weW implies av + bw € W for every a,b €K. Example 46: Let V be any vector ‘Then the set {0} consisting of the zero vector alone, and also the entire space V are subspaces of V. Example 47: (i) Let V be the veetor space B®. ‘Then the set W consisting of those vectors whose third component is zero, W = {((a,,0): a,b €R}, is a subspace of V. Gi) Let V be the space of all square nx n matrices (see Example 4.2). Then the set W consisting of those matrices A=(ay) for which ay=ay, called symmetric matrices, is a subspace of V. (iif) Let V be the space of polynomials (see Example 4.3). Then the set W consisting of polynomials with degree = n, for a fixed n, is a subspace of V. (iv) Lot V be the space of all functions from a nonempty set X into the real field R. ‘Then the set W consisting of all bounded functions in V is a subspace of V. (A function 7 € Vis bounded if there exists MER such that |f(c)| = M for every 2€X,) Example 48: Consider any homogeneous system of linear equations in n unknowns with, say, real coefficients: aye + ate Ht Oey = ° iH dgete Hoe Hayy, = 0 Oyaty + dats ++ + date = 0 Recall that any particular solution of the system may be viewed as a point in Rr. The set W of all solutions of the homogeneous system is a subspace of R* (Problem 4.16) called the solution space. We comment that the solution set of a nonhomo- geneous system of linear equations in unknowns is not a subspace of R". 66 VECTOR SPACES AND SUBSPACES (CHAP. 4 Example 49: Let U and W be subspaces of a vector space V. We show that the intersection UW is also a subspace of V. Clearly 0 U and 0 W since U and W are sub- spaces; whenco 0 UnW. Now suppose u,v UAW. Then u,v U and uve W and, since U and W are subspaces, autbve U and autbv ce W for any scalars a,b€K, Accordingly, au+ bv UNW and so UNW is a sub- space of V. ‘The result in the preceding example generalizes as follows. ‘Theorem 44: The intersection of any number of subspaces of a vector space V is a subspace of V. LINEAR COMBINATIONS, LINEAR SPANS Let V be a vector space over a field K and let v1,...,0,€V. Any vector in V of the form yu; + aad, + +++ + dntn where the a,€K, is called a linear combination of v1,...,0m. The following theorem applies. Theorem 4.5: Let S be a nonempty subset of V. The set of all linear combinations of vectors in S, denoted by L(S), is a subspace of V containing S. Further- more, if W is any other subspace of V containing S, then L(S) CW. In other words, L(S) is the smallest subspace of V containing S; hence it is called the subspace spanned or generated by S. For convenience, we define L(() = {0}. Example 4.10: Let V be the vector space RY, The linear span of any nonzero vector w consists of all scalar multiples of 1; geometrically, it is the line through the origin and the point w, The linear space of any two vectors « and v which are not multiples of each other is the plane through the origin and the points w and v. Example 41: The vectors 6, =(1,0,0), ¢2=(0,1,0) and ¢s = (0,0,1) generate the vector space RS. For any vector (a,b,c) Ris a linear combination of the e, specifically, (@b,6) = a(1,0,0) + 60,1, 0) + e(0, 0,1) = ae; + beg + ety + generate the vector space V of all polynomials Example 412: ‘For any polynomial is a lincar combination of 1 and CHAP. 4] VECTOR SPACES AND SUBSPACES 67 ‘Example 4.18: Determine whether or not the vector_v = (8, 9,—4,—2) is a linear combination of the vectors m= (1,—2, 0,8), up =(2,8,0,—1) and us =(2,—1, 2,1), ie. belongs to the space spanned by the 1. Set v as a linear combination of the 1 using unknowns 2, y and ; that is, set sy + ytty + 2g @9, 2) = a(1,-2,0,8) + yl2,8,0,—1) + 2(@, -1,2,1) (c+ 2y +25, ~2e + By —2, 22, 82—y+2) ‘Form the equivalent system of equations by setting corresponding components equal to each other, and then reduce to echelon form: atWy te = 8 atta = 8 a+ By 42s -te+8y- 2 = 9 Wes: = 18 y+ te waa wee a Se- yt 2s 2 ty 62 = 11 nt +My tee = 8 or Wee = 6 ae = 4 Note that the above system is consistent and so has a solution; hence v is a linear combination of the 1. Solving for the unknowns we obtain = ~2, Thus v = w+ 8uz—2uy. Note that if the system of linear equations were not consistent, ie, had no solu- tion, then the vector v would not be @ linear combination of the 1. ROW SPACE OF A MATRIX Let A be an arbitrary m xn matrix over a field an da. din A = [a am am (Omi mnt. Ooo ‘The rows of A, Ba = (in, Gay «+4 Can), - +p Rm = (Amis @mty «<5 Gran) viewed as vectors in K*, span a subspace of K* called the row space of A. That is, row space of A = L(R:, Rs, ..., Rn) Analogously, the columns of A, viewed as vectors in K, span a subspace of K™ called the column space of A. Now suppose we apply an elementary row operation on A, @) ROR, (i) Ri> kR, kx, or (iii) R> kR+R and obtain a matrix B. Then each row of B is clearly a row of A or a linear combination of rows of A. Hence the row space of B is contained in the row space of A. On the other hand, we can apply the inverse elementary row operation on B and obtain A; hence the row space of A is contained in the row space of B. Accordingly, A and B have the same row space. This leads us to the following theorem. ‘Theorem 4.6: Row equivalent matrices have the same row space. We shall prove (Problem 4.81), in particular, the following fundamental result con- cerning row reduced echelon matrices. 68 VECTOR SPACES AND SUBSPACES (CHAP. 4 ‘Theorem 4.7: Row reduced echelon matrices have the same row space if and only if they have the same nonzero rows. ‘Thus every matrix is row equivalent to a unique row reduced echelon matrix called its ‘row canonical form. ‘We apply the above results in the next example. Example 4.14: Show that the space U generated by the vectors y= (42-13, = 41-2), and w= 8, 6,3,—7) and the space V generated by the vectors (1,2, —4,11) and vy = (2,4, — 14) are equal; that is, U = V. Method 1. Show that each 1 is a linear combination of »; and vg, and show that each v; is a linear combination of uy, ug and uj, Observe that we have to show that six systems of linear equations are consistent. Form the matrix A whose rows are the 1, and row reduce A to row tomn 1 2-1 8 1 2-1 3\ 1 2-1 38! 2a i-t)w (oo e-s)w(o 0 3-3 26 3c] \o 9 6-4) lo 0 0 0, 1 2 0 18) w (oo 3 wa] a0 0 Of ow form the mats B whowe rows are and op and tow redoe B fo row mona pad tanya e-em a2 ow P= (2 750) (0 0 34) 6 tw) Since the nonzero rows of the reduced matrices are identical, the row spaces of A and B are equal and so U = V. SUMS AND DIRECT SUMS Let U and W be subspaces of a vector space V. The sum of U and W, written U + W, consists of all sums u-+w where u€U and we W: U+W = tw: ueU,wew) Note that 0=0+0EU+W, since 0€U,0EW. Furthermore, suppose u+w and w +w’ belong to U + W, with uw EU and w,w' EW. Then (u+w) + (W+0) = (utw) + (wtw) © U+W and, for any scalar k, kutw) = ku+kw eU+W ‘Thus we have proven the following theorem. ‘Theorem 48: The sum U + W of the subspaces U and W of V is also a subspace of V. Example 4.15: Let V be the vector space of 2 by 2 matrices over R. Let U consist of those ‘matrices in V whose second row is zero, and let W consist of those matrices in V ‘whose second column is zero: v= (58): evenh, w= {(F 6): acen} CHAP. 4] VECTOR SPACES AND SUBSPACES 69 ‘Now U and W are subspaces of V. We have: u+w = {¢ 0) 4 een} and UN = {6 \ cen} 20 \o 0/ That is, U+ W consists of those matrices whose lower right entry is 0, and UNW. consists of those matrices whose second row and second column are zero. Definition: The vector space V is said to be the direct sum of its subspaces U and W, denoted by v=uew if every vector v € V can be written in one and only one way as v=u+w where weEU and weW. The following theorem applies. Theorem 4.9: The vector space V is the direct sum of its subspaces U and W if and only if: ()V=U+W, and (i) UNW = {0}. Example 4.1 In the vector space RY, let U be the zy plane and let W be the yz plane: U = {(a,b,0): gbER} and W = {(0,b,e): bcER} Then R* = U+W since every vector in R? is the sum of a vector in U and a vector in W. However, R? is not the direct sum of U and W since such sums are not unique; for example, (B,5,7) = (8,1,0)+(0,4,7) andalso (3,5, 7) = (3, 4,0) + (0,9,7) Example 417: In R¥, let U be the 2y plane and let W be the # axis: U = {(a,0,0): 4bER} and W = {(0,0,e): e€R) Now any vector (a,b,c) ER? can be written as the sum of a vector in U and a veetor in V in one and only one way: (a, 5,0) = (a,b, 0) + (0,0, 6) Accordingly, R* is the direct sum of U and W, thet is, RY = U © W. Solved Problems VECTOR SPACES 4.1. Prove Theorem 4.1: Let V be a veetor space over a field K. (i) For any scalar kEK and 0€V, k0=0. (i) For 0€K and any vector we V, Ou=0. (iii) If ku=0, where KEK and we V, then k=0 or u=0. (iv) For any kEK and any we V, (—K)u = k(—u) = — ku. (By axiom [4g] with u = 0, we have 0+0 = 0. Hence by axiom [Mj], KO = KO +0) = KO + k0. Adding —k0 to both sides gives the desired result. Gi) By a property of K, 0+ 0 = 0, Hence by axiom [Ms], Ow = (0+ 0) = Ou-+ Ou. Adding — Ou to both sides yields the required result. 0 44, 45. VECTOR SPACES AND SUBSPACES [cHaP. 4 fa scalar k-1 such that k-Me ke-Mew) = k-10 = 0 |; hence Gv) Using w+ (a) sides gives —ku = k(—u). Using k + (-l) =0, we obtain 0 = ow sides yields —ku = (Ku. Thus (—k)u Ku + W(-u), Adding kw to both Show that for any scalar k and any vectors u and v, k(u—v) = ku— kv. u+(-4)) and the result of Theorem 4.1(iv) Using the definition of subtraction (u— (kv) = kv), uv) = Mut (9) ut R(-v) = ku + (oko) = ku — ko In the statement of axiom [Mz], (a + )u = au + bu, which operation does each plus sign represent? ‘The + in (a+ 8)u denotes the addition of the two scalars a and b; hence it represents the addi- tion operation in the ficld K. On the other hand, the + in au+ bu denotes the addition of the two vectors au and bu; hence it represents the operation of vector addition. ‘Thus each + represents different operation. In the statement of axiom [Ms], (ab)u = a(bu), which operation does each product represent? In (abju the product ab of the scalars a and } denotes multiplication in the field X, whereas the product of the scalar ab and the vector u denotes sealar multiplication. In a(bu) the product bu of the scalar b and the vector u denotes scalar multiplication; also. the product of the sealar a and the vector bu denotes scalar multiplication. Let V be the set of all functions from a nonempty set X into a field K. For any func- tions f,g €V and any scalar kK, let f+g and kf be the functions in V defined as follows: (f+ 9)@) = fle) +o(z) and (kA\(z) = ke), Wee xX (The symbol W means “for every”.) Prove that V is a vector space over K. ‘Since X is nonempty, V is also nonempty. We now need to show that all the axioms of a vector space hold. [Ag: Let f,,h€V. To show that (f+9) +h = f-+(g-+h), it is necessary to show that ‘the function (f+ 9) +h and the function f+ (g +A) both assign the same value to each 2eX, Now, (+0) + Me) + FM) " " U+oNe) + he) = (le) +9(2) + Me), Veex fla) + (g+ hie) = fla) + (la) + he), WeEX u But /(2), g(a) and M(#) are sealars in the field K where addition of scalars is associative; hence 2) + of@)) + blz) = fle) + (ola) + hie) Accordingly, (f+ a) +h = f+ (+h). [Ag]: Let 0 denote the zero function: 0(z) (FO) = fle) +0) = fl) +0 = fa), WeEX Wz €X. Then for any function /€V, ‘Thus f +0 = f, and 0 is the zero vector in V. CHAP. 4] VECTOR SPACES AND SUBSPACES an 46, [4s For any function f €V, let -f be the function defined by (—/)(z) =~ f(a). ‘Then, + Me) = fe) + NG) = fe) fe) = 0 = 08, weEX Hence f+ (-f) = 0. [Agi Let f,V. Then G+ oe) = fle) + (2) = ole) + fe) = (tle, Weex Hence f+ 9 = 9 +f. (Note that f(z) + 9(2) = g(2) + f(2) follows from the fact that f(e) and (2) are scalars in the field K where addition is commutative.) (My: Let f,geV and KEK. Then GY + OMe) = K+ Ne) = kYLe) + o(@)) = fle) + kale) = Ne) + Chayle) = Opt kge), = We EX Hence kif +9) = kf + kg. (Note that k(/(z) + g(z)) = k/(2) + ky(e) follows trom the fact that 4, flz) and g(2) are scalars in the field K where multiplication is distributive over addition.) [Mf]: Let EV and ab@K. Then (a+ OMe) = (a+ dle) = affz) + df(2) = (af(a) + fle) = (af + ONla), Wee x Hence (a+ b)f = af +f. [M,: Let fEV and a,b€K. Then, (abyNe2) = (ab\f(e) = albf(a)) = albflz) = (a(bA\iz), VeEX Hence (ab)f = albf). [MI]: Let EV. Then, for the unit LEK, (1f\(2) = 1f(e) fled, V is a vector space over K. fle), We EX. Hence 1f =f. Since all the axioms are sat Let V be the set of ordered pairs of real numbers: V = (a,b): a,b €R). Show that V is not a vector space over F with respect to each of the following operations of addition in V and scalar multiplication on V: () (@, 0) + (6,4) = (a@+e,b+d) and Ka, b) = (ka, b); (ii) (a, b) + (¢, d) = (@, 6) and K(a, b) = (ka, kb); (iil) (@, b) + (6, d) = (ate, b-+d) and Ka, b) = (Ka, Kb). In each ease show that one of the axioms of a veetor space does not hold. () Let r=1,0=2, 0-64), Then (rtaye = 3,4) = 0,4) rota = 18,4) +28, 4) = 4) +6,4) = 0,8) Since (¢-+e}v % rv+ ev, axiom [M;] does not hold. (i) Let v= (4,2), w=@,4). Then vtw = 2) +8,4) = 4,2) w+e = 8,4 +(,2) = 4) Since v+w + w+, axiom [A,] does not hold. Git) Let r = 98,4) = (27, 26) ro + sv = 18,4) + 218, 4) = (8,4) + (12,16) = (15, 20) Thus (r-+s)v rv +, and so axiom (M;] does not hold. 2 VECTOR SPACES AND SUBSPACES (CHAP. 4 SUBSPACES 4.1. Prove Theorem 4.2: W is a subspace of V if and only if (i) W is nonempty, (ii) vw © W implies »+2 € W, and (iii) 7€W implies kv © W for every scalar ke K. Suppose W satisfies (1), (ii) and (i). By @), W is nonempty; and by (ti) and (it), the operations of vector addition and scalar multiplication are well defined for W. Moreover, the axioms [44], [A4), [af,), (MG), [Ma] and [2f,) hold in W since the vectors in W belong to V. Hence we need only show ‘that [Az] and [A,) also hold in WY. By (i), W is nonempty, say wW. ‘Then by (ii), Ou=0E W ‘and v0=~ for every v€ W. Hence W satisfies [,]. Lastly, if v € W then (-v=—ve W fand 04+ (—») = 0; hence W satisfies [Aj]. ‘Thus 17 is a subspace of V. Conversely, if W is a subspace of V then clearly (i), (i) and (ii) hold. 48. Prove Corollary 4.8: W is a subspace of V if and only if (i) 0€ W and (ii) x.w EW implies av+bw € W for all scalars a,b € K. Suppose W satisfies (i) and (ii). ‘Then, by (i), W is nonempty. Furthermore, if vw € W then, by (i), btw =v +1weEW; and if vEW and kEK then, by (ii), kv=ko+Ove W. Thus ‘by Theorem 4.2, W is a subspace of V. Conversely, if W is a subspace of V then clearly (i) and (Gi) held in W. 49. Let V=R*, Show that W is a subspace of V where: (i) W=((a,b,0): a,b ER}, ie. W is the cy plane consisting of those vectors whose third component is 0; (ii) W = (@,b,0: atb+e property that the sum of () 0 = (,0,0) € W since the third component of 0 is 0. For any vectors v = (a,b, 0), w= (4,0) in W, and any scalars (real numbers) k and ’, kev + Rw = (a,b, 0) + KX, 4,0) = (ka, kb, 0) + (We, Hed, 0) = (kath, kb +H, 0) ‘Thus kv + i'w € W, and so W is a subspace of V. 0), ie. W consists of those vectors each with the 's components is zero. (0,0,0)€W since 0+0-+0=0, Suppose v=(a,d,<), w=(a',b',e') belong to W, ie. atb+e=0 and a’+b/+e'=0. Then for any scalars k and I’, key + Kw = Kla, 0, 6) + k(a', b,c’) = (ha, kb, ke) + (Wat, ke! Re’) = (kat ka’, kb +8, ke ke’) and furthermore, (eas Wa!) + (kb+HD) + (kot Re) = Matb+e) + RW +h +e ko + RO = 0 ‘Thus kv+K'w € W, and so W is a subspace of V. 4.0, Let V=R*. Show that W is not a subspace of V where: () W={(a,b,¢): a=0}, ie. W consists of those vectors whose first component is nonnegative; (i) W=(,b,0): &+b%+e2=1}, Le. W consists of those vectors whose length does not exceed 1; i) W = (a, b,c): a,b,c €Q), ie, W consists of those vectors whose components are rational numbers. Im each es i) v= (2,3) EW and R=-GER But kev = —5(1,2,9) = W since —5 is negative. Hence W is not a subspace of V- ,, show that one of the properties of, say, Theorem 4.2 does not hold. 10,15) does not belong to CHAP. 4] VECTOR SPACES AND SUBSPACES 3 v= (10,0) W and w=(0,1,0) EW. But v+w = (1,0,0) + (0,1,0) = (1,1,0) does not belong to W since 12+ 15+ 02 >. Hence W is not a subspace of V. (V2, 2V2, 82) does not belong to . Hence W is not a subspace of V. Git) 4.11. Let V be the vector space of all square n x n matrices over a field K. Show that W is a subspace of V where: (8) W consists of the symmetric matrices, ie. all matrices A= (a) for which ay = Oy, (ii) W consists of all matrices which commute with a given matrix T; that is, W=(AeV: AT=TA). () 0€W since all entries of 0 are 0 and hence equal. Now suppose A = (aj) and (by) belong to W, ie. aq = ey and Dy = by For any scalars ob, aA +02 is the matrix whose ientry Is aay + bby. But aay + bby = aay + bby Thus aA + bB is also symmetric, and 20 TY is a subspace of V. (ii) 0€W since 07 =0= 70, Now suppose A,B EW; that is, AT=TA and BT=T7B. For any scalars a,b € K, (aA + bB)T (aA)T + (bB)T (AT) + (BT) = a(TA) + b(TB) = Tad) + T(0B) = TlA+dB) ‘Thus oA + 6B commutes with 7, i.e. belongs to W; hence W is a subspace of V. 4.12, Let V be the vector space of all 22 matrices over the real field R. Show that W is not a subspace of V where: (i) W consists of all matrices with zero determinant; (ii) W consists of all matrices A for which A?= A. eo Cova that aet(% ° 1 ° = atte) Taman A= (18) and B= (52) be to W since det(A)=0 and det(B)=0. But A+B ( det (4 +B) = 1, Hence W is not a subspace of V. ©) on not bens sn (i) The wit matic 1 = (1 ©) sleet ance m=O) - GD -2 pue ar = (2 2) donot telnet ane om = GME) = G+ # Hence W is not a subspace of V. 4.18. Let V be the vector space of all functions from the real field R into R. Show that W is a subspace of V where: () W={f: 18) =0), ie. W consists of those functions which map 3 into 0; (i) W 1(7) = f(1)}, ie. W consists of those functions which assign the same value to 7 and 1; (iii) W consists of the odd functions, i. . those functions f for which f(—2) = Fe). ™ 414, 415. 416. VECTOR SPACES AND SUBSPACES (CHAP. 4 Here 0 denotes the zero function: (2) =0, for every # ER. G) 0EW since 018) =0. Suppose f,gEW, ie. f(9)=0 and o(8) =O. pumbers and (af + bo){) = af(8) + 6918) = a0 +60 = 0 Hence af +b W, and s0 W is a subspace of V. (i) OW since 077) =0=01). Suppose f,9€W, ie. f(7)= (1) and o(1) = o(1). Then, for any real numbers « and 8, (af + bON(T) = afl) + bg%) = af(1) + bgt) = (of + bo)(X) Hence of +bg € W, and s0 W is a subspace of V. (it) 0€ W since o(-2) —0(2). Suppose f,9 € W, — la), ‘Then for any real numbers @ and b, (af + b9)(—2) = aff-2) + bo(-2) = —afle)— dole) = —(afla) + bola) = ~ (af + b9)e) Hence of-+ bg € W, and s0 W is a subspace of V. Then for any real fea) fa) and g(-2) = Let V be the vector space of all funetions from the real field R into R. Show that W is not a subspace of V where: @ Ww 1D) = 24 f(1)}s (i) W consists of all nonnegative functions, ie. all function f for which f(2)=0, Weer. () Suppose f,9 EW, Le f(1)=2+s(l) and g(7)=2+g(1). Then U+oND = HD) +o = 2+ ft) +24 91) 440) +00) = 4+ +90) + 2+ U+00 Hence {+9 € W, and so W is not a subspace of V. Gi) Let k=-2 and let fEV be defined by f(x) = 2% Then fEW since f(2)=2?* 0, WzER, But (&f)(6) = kf/(5) = (25%) =—60 <0. Henee kf €W, and so W is not a sub- space of V. Let V be the vector space of polynomials a» + a;t + ast? + --- + axt™ with real coef- ficients, i.e. a €R. Determine whether or not W is a subspace of V where: (i) W consists of all polynomials with integral coefficients; (i) W consists of all polynomials with degree = 3; (iii) W consists of all polynomials bo + bit? + bat* + only even powers of ¢. ++ bet, i.e, polynomials with No, since scalar multiples of vectors in W do not always belong to W. For example, v = B45¢+ 72 CW but gv =$+8r+ le @ W. (Observe that W is “closed” under vector ‘addition, ie, sums of elements in W belong to W.) (Gi) and (ii), Yes. For, in each case, W is nonempty, the sum of elements in W belong to W, and the scalar multiples of any clement in W belong to W. Consider a homogeneous system of linear equations in n unknowns #1, ...,% over & field K: aur, + ante +++ + aint = 0 nay + daate + +++ + dante = 0 mits + Anata + ++ + Onda = Show that the solution set W is a subspace of the vector space K*. 0 = (0,0,...,0)€W since, clearly, 40 + a0 Foe + a0 = 0, for CHAP. 4] VECTOR SPACES AND SUBSPACES 6 Suppose 1 = (0p, yy +5) and ¥ = (By, ty) oy 04) belong to W, ie, for i= 1,...,m ih + daly + ° + tty = 0 01 + avs +++ + ait = 0 Let a and b be sealars in K. Then au + bo = (au + bey, ag + Bop, «5 ity + bY) and, for i= 1,...,m, ayy(auy + bY;) + ag(areg + bvg) + +++ + aglauy + B05) alas + Oat --- Hata) + Blots + Ota + *> + yh) a+b = 0 solution of the system, je, belongs to W. Accordingly, W is a subspace of Ke. Hence au+ bu is LINEAR COMBINATIONS 4.17. Write the vector v =(1,—2,5) as a linear combination of the vectors ¢: = (1, 1,1), e:=(1,2,8) and es=(2,—1,1). We wish to express v as v = re, + yey + es, with #, y and as yet unknown scalars. Thus wwe require an 8) = eC 1,1) + 2,8) + 22, 1,1) (2,22) + ,2y Sy) + (Be, 2) = (tye, et 2y—2 2b ute) Form the equivalent system of equations by setting corresponding components equal to each other, ‘and then reduce to echelon form: etyte = 1 etyta = 1 etyta = 1 ety 2 = 2 or y-8 = -8 oor y-8 = -8 atyt c= 5 woes 4 be = 10 Note that the above system is consistent and go has a solution. Solve for the unknowns to obtain 6, 7 =3,2=2 Hence v = —6ey + eq + 2eq 4.18, Write the vector v= (2,—5,8) in R' as a linear combination of the vectors ¢; (1,-8,2), e2 = (2,—4,—1) and es = (1,-5,7). Set as a linear combination of the ¢, using the unknowns z, y and zi v= xe, + ye, +265. @ = a(l,-8,2) + 2, —4,-1) + 20, -5,) = (e+ 2y-+2, Bx — dy — 52, 22—y +72) Form the equivalent system of equations and reduce to echelon form: atthe ebtyt z= 2 etayt 2 =e 82 — dy — Bz or By 2 = 1 oor tye = 1 de yt = 8 by +52 = 1 o=8 linear com- tem is inconsistent and so has no solution, Accordingly, v cannot be written as ination of the vectors ¢,, ¢, and ¢, 419. For which value of k will the vector w= (1,—2,k) in R’ be a linear combination of the vectors v= (8,0,-2) and w =(2,~-1,—-5)? Set u = 20+ yw: (1, -2,8) = 2(8,0,-2) + ¥(2,—1,-8) = e+ By, —v, 22 —5y) Form the equivalent system of equations: aet+2y = 1, -y = -2, —2e—by =k By the first two equations, «= —1, y= 2. Substitute into the last equation to obtain k= — 6 VECTOR SPACES AND SUBSPACES [CHAP. 4 420. Write the polynomial v = t?+4t—8 over R as a linear combination of the poly- nomials e; = #—2t+5, e: = 2U—8t and e =t+3. Set v asa linear combination of the e; using the unknowns 2, y and z: v = 26, + yeq + 209. Beat 8 = af—2e+5) + yREe—9y + 20+3) at = Qat + Be + 2ytt — Byt + 2t + Be + 2yE + (2x — By + 2)t + Ge +32) Set coefficients of the same powers of ¢ equal to each other, and reduce the system to echelon form: a+ 1 atey 1 att 1 Qe Byte = 4 or whe = 6 or ute= 6 Se +8 = 8 toy +32 = -8 18 Note that the system is consistent and so has a solution. Solve for the unknowns to obtain 4. Thus v = —Bey + 2¢, + des. 421, Write the matrix B= (7 a asa linear combination of the matrices A CF C= deol DCD (2946 9662) = G3) Form the equivalent system of equations by setting corresponding entries equal to each other: e=3 ety =i 24251, y- Substitute 3 in the second and third equations to obtain y 4.22, Suppose u is a linear combination of the vectors v,...,%m and suppose each % is a Linear combination of the vectors w:, .. ., Ws: = avi + ane + +++ +antm and % Show that w is also a linear combination of thew. Thusif SCL(Z), then L(S)CL(T). Dawe + byte + +++ + Bina pierre sate = ay(byytay + +++ + dygty) + ag(bgiWy + 27+ + Dogg) Foes a(Dm Ws Hot + Oman) = (gba, + gbay + e+ + DmsOy + e+ + (aydin + Oaban + Fd D man) or sizaply w= Som = Za(Zom) = 3 (Z0u)u LINEAR SPANS, GENERATORS 4.23, Show that the vectors u=(1,2,3), v= (0,1,2) and w ‘We need to show that an arbitrary vector (a, b,<) € R® Set (a,b,¢) = aut yo + zw: (a, be) = 2(1,2,8) + 0,12) + 20,01) = (20+ y, S24 2y +s) (0,0,1) generate R*. ‘a linear combination of u,v and w. CHAP. 4] VECTOR SPACES AND SUBSPACES 7 4.25, 4.26, ‘Then form the system of equations * =a et dy tor =e det y bo ytee = 5 Bet Byte =e a —2b+a ‘The above system is in echelon form and is consistent; in fact #=a, y is a solution. Thus u, v and w generate R’. Find conditions on a, b and c so that (a,b,c) € R* belongs to the space generated by u=(2,1,0), v=(1,-1,2) and w=(0,8,—4). Set (a, b,c) as a linear combination of u, v and w using unknowns x, y ands: (a, b,e) = aut yo + aw. (abe) = 2(2,1,0) + yl, 1,2) + 20,84) = ety e—y+Bz, 2y— Az) Form the equivalent system of linear equations and reduce it to echelon form: Bety =a aety =a aety =a zoyt8e=b oor By—62 = 4-2 or ay —6¢ = a—2b wy-a =e wy-42 = 6 0 = 2a~ 46-86 ‘The vector (a,b, ¢) belongs to the space generated by 1, v and w if and only if the above system is consistent, and it is consistent if and only if 2a—4b~8e = 0, Note, in particular, that w, v and tw do not generate the whole space R. Show that the zy plane W = {(a,b,0)} in R® is generated by w and v where: (i) u= (1,2,0) and v= (0,1,0); (ii) «= (2,-1,0) and v= (1,8,0). In each ease show that an arbitrary vector (a,,0)€ W is a linear combination of u and v. Set (a,b,0) = zu + ye: (@, 8,0) ‘Then form the system of equations (1, 2,0) + v0,1,0) = (2, 22+, 0) ytme sb aety = ° 2a is a solution, Hence u and v generate W. ‘The system is consistent; in fact z=, y (i) Set (@,8,0) = eu + yo: (e,b,0) = 2(2,-1,0) + v(t, 8,0) = @e+y,—2+Sy, 0) Form the following system and reduce it to echelon form: at ysa aety =a -et%y=b oor Ty = a+% o=0 ‘The system is consistent and so has a solution. Hence W is generated by u and v. (Observe that we do not need to solve for # and y; it is only necessary to know that a solution exists.) ‘Show that the vector space V of polynomials over any field K cannot be generated by a finite number of vectors. Any finite set S of polynomials contains one of maximum degree, say m. Then the linear span L(S) of S cannot contain polynomials of degree greater than m. Accordingly, V LS), for any finite set S. 78 VECTOR SPACES AND SUBSPACES (CHAP. 4 421. Prove Theorem 4.5: Let S be a nonempty subset of V. Then L(S), the set of all linear combinations of vectors in S, is a subspace of V containing S. Furthermore, if W is any other subspace of V containing S, then L(S)CW. If vES, then 1v=vEL(S); hence S is a subset of L(S). Also, L(S) is nonempty since S is nonempty. Now suppose ¥,w€ L(S); say, w= am te taney and w= By toes + byte where 1410S and a,b, are scalars. ‘Then Bw = a te + ant + Bytey +e + Byte and, for any scalar k, ke = kay os bat) = ayy Ho + hag belong to L(S) since each is a linear combination of vectors in S. Accordingly, L(S) i of. subspace Now suppose W is a subspace of V containing S and suppose vs,.-.,0%m€SCW. Then all multiples 4:%,...,4% © W, where aK, and hence the sum jv; 1 *+"+4q0_€W. That is, 7 contains all linear combinations of elements of S. Consequently, L(S)c W as claimed. ROW SPACE OF A MATRIX 4.28. Determine whether the following matrices have the same row space: 1-4-1 115 (1-1-2 { A ( ): B ao) C= (4-8-1 2 8 18 \3 -2 -3 Veh ow reduc each matric to ow eaonzl fom pis, ais 4 = Gan) * Ga 3) (ota 1a 1-1 -1\ 4-1 -1\ 1 0 2 c= 4-3-1 to [oO 1 8] to |o 1 3] to fo 2 g-1 3 o 2 6/ 0 0 0 oo Since the nonzero rows of the reduced form of A and of the reduced form of C are the same, A and C have the same row space. On the other hand, the nonzero rows of the reduced form of B fare not the same as the others, and so B has a different row space. 429. Consider an arbitrary matrix A= (a). Suppose u=(bi,...,0s) is a linear com- bination of the rows Ri, ...,Rm of A; say w= IiRi +--+ hmm. Show that, for each i, bi = kay + kaa + +++ +Kemdmi where ayi,...,dmi are the entries of the ith column of A. We are given u = hy + +> + kB hence (Oty eey By) = Ryley oop ag) Hoes Reg @inte = Onn) Snag to Rinne oy Kalan + 2° eg) Setting corresponding components equal to each other, we obtain the desired result. CHAP. 4] VECTOR SPACES AND SUBSPACES 79 4.30, 431, Prove: Let A= (au) be an echelon matrix with distinguished entries a1,, 42), and let B= (by) be an echelon matrix with distinguished entries Din, Day...» a, eee eee sby, tote eee dy see cama Da, #4 Suppose A and B have the same row space. Then the distinguished entries of A and of B are in the same position: j1 = ki, fp = ky ...) jr= hy and r=a. Clearly A= 0 if and only if B=0, and 20 we need only prove the theorem when r= 1 and #1. We first show that j,= ky. Suppose ji

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