Beruflich Dokumente
Kultur Dokumente
LECTURE NOTES
FALL 2010-2011
These Lecture Notes are not in a final form being still subject of improvement
Contents
1 Systems of linear equations and matrices
1.1
1.2
Gaussian elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3
1.4
1.5
1.6
1.7
2 Determinants
33
2.1
2.2
2.3
2.4
43
3.1
Euclidean n-space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2
3.3
Chapter 1
Definition 1.1.1 A linear equation in the n variables x1 , . . . , xn , equally called unknowns, is the
problem of finding the values of x1 , . . . , xn such that a1 x1 + . . . + an xn = b, where a1 , . . . , an , b are
constants. A solution of a linear equation a1 x1 + . . . + an xn = b is a sequence t1 , . . . , tn of n real
numbers such that the equation is satisfied when we replace x1 = t1 , . . . , xn = tn . The set of all
solutions of the equation is called its solution set or the general solution.
Definition 1.1.2 A finite set of linear equations in the variables x1 , . . . , xn is called a system of
linear equations or a a linear system. A solution of a linear system
= b2
..
.
(1.1)
a11
a21
..
.
am1
a12
...
a1n
b1
a22
..
.
...
..
.
a2n
..
.
b2
..
.
am2
. . . amn
bm
Remark 1.1.3 The solution set of a linear system unchanges if we perform on the system one of
the following operations:
1. Multiply an equation with a nonzero constant;
2. Interchange two equations;
3. Add a multiple of one equation to another.
The corresponding operations at the level of augmented matrix are:
1. Multiply a row with a nonzero constant;
2. Interchange two rows;
3. Add a multiple of one row to another.
aw =
3x
y + 5z + 10aw = 2 .
4x +
y + 2z + 11aw =
4
1
4
a
2
2 11a
2 3
successively:
4
1
2 3 a
3 1
5 10a 2
4
1
2 11a
2
x + 2y 3z +
aw =
3x
y + 5z + 10aw = 2
4x +
y + 2z + 11aw =
3r1 + r2 r2 4r1 + r3 r3
3e1 + e2 e2 4e1 + e3 e3
4
1
2 3 a
0 7 14 7a 14
0 7 14 7a 14
x + 2y
e2 + e3 e3
a
4
14 7a 14
0 0
0
2 3
0 7
0
0
x + 2y
17 e2
1 2 3 a 4
0 1 2 a 2
0 0
0 0
0
x + 2y 3z + aw = 4
y 2z aw = 2
0 = 0
2r2 + r1 r1
2e2 + e1 e1
1 0
1 3a 0
0 1 2 a 2
0 0
0
0 0
Thus, the equivalent system is
aw =
0 =
3z +
7y + 14z + 7aw = 14
17 r2
7y + 14z + 7aw = 14
aw =
7y + 14z + 7aw = 14
r2 + r3 r3
3z +
z + 3aw =
y 2z
aw =
0
2
0 = 0.
+z +3aw = 0
y 2z
aw
=2
1.2
Gaussian elimination
Definition 1.2.1 A matrix is said to be in reduced row-echelon form if it has the following properties:
1. If a row does not consist entirely of zeros, then the first nonzero number in the row is a 1,
called a leading 1.
2. If there are any rows that consist entirely of zeros, then they are grouped together at the
bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the leading 1 in the lower
row occurs farther to the right than the leading 1 in the higher row.
4. Each column that contains a leading 1 has zero everywhere else.
A matrix satisfying just the first 3 properties, namely 1,2 and 3, is said to be in row-echelon form
We are now going to provide a number of steps in order to reduce a matrix to a (reduced) rowechelon form. These are:
1. Locate the lefmost column that does not consist entirely of zeros;
2. Interchange the top row with another row, if necessary, to bring a nonzero entry to the top
of the column found in Step 1;
3. If the entry that is now at the top of the column found in Step 1 is a, multiply the first row
by
1
a
4. Add suitable multiples of the top row to the rows below so that all entries below the leading
1 become zeros;
5. Cover the top row in the matrix and begin again with the Step 1 applied to the submatrix
that remains. Continue in this way until the entire matrix is in row-echelon form.
6. Once you got the matrix in row-echelon form, beginning with the last nonzero row and working
upward, add suitable multiples of each row to the rows above to introduce zeros above the
leading 1s.
The variables corresponding to the leading 1s in row echelon form are called leading variables
and the others are called free variables.
The above procedure for reducing a matrix to reduced row-echelon form is called Gauss-Jordan
elimination. If we use only the first five steps, the procedure produces a row-echelon form and is
called Gaussian elimination.
Examples 1.2.2
y + 2z
w = 1
y 2z 2w = 2
x + 2y 4z +
3x
w =
3w = 3
(1.2)
1 1
2 1
2
1 2 2
Solution: The augmented matrix is
1
2 4
1
3
0
0 3
reduced row-echelon form as follows:
1 1
2r +r r
2
2
2 2 r1 + r3 r3
3r1 + r r
4
4
1
1
3 3
1 1
2 1
0
1 2
0
r2 + r3 r3
3r2 + r4 r4 0
0
0
0
0
0
0
0
1 1
1
0 3 r2 0
0
0
0
0
0
0
0
0 r2 + r1 r1
1 0
0 1
0 1 2
0 0
0 0
such that the corresponding linear system, equivalent with the initial one, is
x=t1
x
w = 1
y 2z
y = 2s
, s, t R,
z=s
w=t
being infinitely many in this case. It is sometimes preferable to solve a linear system by
using Gauss elimination procedure for the augmented matrix to bring it just in a row-echelon
form and to use the so called back-substitution method afterward. For the linear system 1.2,
a row-echelon form of the augmented matrix is
1 1
2 1 1
0
1 2
0
0
0
0
0
0
0
0
0
0
0
0
and its corresponding linear system is
x y + 2z w = 1
y 2z
1 1
0
0
0
0
0
0
or equivalently
y = 2z
x = w1
y = 2z
Finally, the step (1c) consists in assigning to the free variables z, w the arbitrary values z = s
and w = t such that the solutions of the initial linear system are:
x=t1
y = 2s
, s, t R.
z=s
w=t
2. Solve the linear system
x + 7y 2z = 1
3x
y +
z =4
2x + 6y
z =5
3 1
2
1
2 1
1
3
1 4
2
1 5
7
1
6
7 2 1
3 1
1 4 and it can be reduced at reduced
2
6 1 5
1
2 1
3r + r r
1
2
2
0
1
4
2r1 + r3 r3
0
1
5
2 1
1 7
2
1/20r
2
0
7
20 5
1 41
0
0
0
0
0
0
1 7
7 7r2 + r1 r1
20
7
20
20
2 1
r + r r
2
3
3
5
7
5
7
29
20
1
0 1 4
7/20
0 0
0
0
1 0
such that the corresponding linear system, equivalent with the initial one, is
x
1
4z
29
20
1
4z
= 7/20
x=
295t
20
y=
7+5t
20
z = t.
10
t R.
1
4
2x2
x3
4x4
=1
x1
3x2
7x3
2x4
=2
x1
12x2
16x4
=5
11x3
1 2
1 4 1
1 12 11 16
5
reduced row-echelon form as follows:
1 2
1 4 1
1 2
1 4 1
r + r r
2r + r r
2
1
2
2
3
3
0
1
3
7
2 2
5
6
6 1
r1 + r3 r3
1 12 11 16 5
0 10 12 12 4
1 2 1 4 1
2r2 + r3 r3
0
5 6
6 1 .
0
0 0
0 6
2z =
2x 4y
6z =
3x 5y + (a2 14)z = a 4
2
3 5 a 14 a 4
performing successively the following row-operations:
1 1
1
4
5
8 6
a2 14 a 4
2
21 r2
1
1
2
2r + r r
1
2
2
0
3r1 + r3 r3
0
2
0
2
3
a2 8 a 4
1
2
2
2r + r r
2
3
3
0
|
1
1
0
4 6
a2 8 a 4
2
2
0
2
3
a2 4 a + 2
{z
()
11
1r
2 2
a2 4
if a 6 {2}
0
if a 6 {2}
0
1
a2 4
1
1
0
2r3 +r2 r2
2
0
a2
2
0 3 a2
1
1
a2
2r + r r
1
1
0
1
if a 6 {2}
1
0
0
a2
1 0 0
3
r2 + r1 r1
0 1 0 3a8
.
a2
if a 6 {2}
1
0 0 1 a2
3
Therefore for a 6 {2} the given linear system has the unique solutions x = 3, y =
If a = 2, the () reduced matrix becomes
0
1
1 1 2
r +r r
1
1
0
0
1 2 3
0
0
0 0 0
0
1
0
r +r r
2
1
1
if a 6 {2}
3a8
a2 , z
1
a2 .
3
0
2 3 ,
0 0
and in this case the given linear system has infinitely many solutions
x = 3, y = 3 2s, z = s, s R.
1 1 2
0
0 0
solutions at all in this case.
1.3
A=
a11
a12
a1n
a21
..
.
a22
..
.
a2n
..
..
.
.
row 1
row 2
..
.
row m
x1
x2
x= .
..
xm
12
with only one column is called a column matrix (or a column vector), and a matrix
h
y=
i
y1
y2
. . . yn
with only one row is called row matrix (or a row vector). A matrix
a11
a21
A=
..
.
an1
a12
. . . a1n
a22
..
.
. . . a2n
..
..
.
.
an2
. . . ann
with n rows and n columns, that is of size n n, is called a square matrix of order n and the entries
a11 , a22 , . . . , ann are said to be on the main diagonal of A.
Definition 1.3.2 Two matrices are said to be equal if they have the same size and their corresponding entries are equal.
Definition 1.3.3 If
a11
a21
A=
..
.
am1
a12
...
a1n
a22
..
.
...
..
.
a2n
..
.
am2
. . . amn
b11
b
, B = 21
..
bm1
b12
...
b1n
b22
..
.
...
..
.
b2n
..
.
bm2
. . . bmn
are matrices of the same size, then their sum is the matrix
a11 + b11
a12 + b12
...
a1n + b1n
+ b21
..
.
a22 + b22
..
.
...
..
.
a2n + b2n
..
.
+ bm1
am2 + bm2
. . . amn + bmn
a11 b11
a12 b12
...
a1n b1n
b21
..
.
a22 b22
..
.
...
..
.
a2n b2n
..
.
bm1
am2 bm2
. . . amn bmn
a21
A+B =
am1
a21
AB =
am1
One can shortly define the entries of the sum and the difference matrices in the following way:
(A + B)ij = (A)ij + (B)ij and (A B)ij = (A)ij (B)ij .
13
If the matrices A and B have different sizes, then their sum and difference is not defined. If c is
any scalar (number), then the product cA is the matrix
..
..
..
..
.
.
.
.
cam1
cam2
. . . camn
obtained by multiplying each entry of A with c and its entries can be shortly written as (cA)ij =
c(A)ij . If A1 , A2 , . . . , An are matrices of the same size and c1 , c2 , . . . , cn are scalars, then the matrix
c1 A1 + c2 A2 + + cn An is defined and it is called a linear combination of A1 , A2 , . . . , An with
coefficients c1 , c2 , . . . , cn .
Examples 1.3.4 Consider the matrices
A=
1 3 0
2
, C =
1 0
4
3
2 5 1
1 2 2
, B =
0 2
2 4
1 2 3
, D =
1 6
3 .
1 2 4
2 1
AB =
1 3 0
D+E =
1 2 2
0 5
=
2 4
3
4
1 2 3
1 6
2
1 0
4 + 2 1
3 =
2 5 1
1 2 4
0 2
4 1
0 8 1
1 1
7 .
3 7 5
1
1
0
1
2
2
1
, (1)B =
A= 3
2
2
3
0
2
4
3
3
3
2AB = 2
3 0
3C+D = 3 1
2
5B +
1
2006 D
2
0
5
1 2
6 0
1 2
=
2 4
4
0 4
2 4
3
1
3 6 9
1 6
2
3
3 = 3 0 12 + 2
4 + 2 1
1
6 15 3
1 2 4
1
is not defined.
14
2
3
6
1
2
3 = 1
7
4
12
1
17
15 .
n
X
aik bkj .
k=1
mp
must be
the same
np
mn
size of product
.
..
..
..
..
.
.
.
AB =
a
i1 ai2 . . . ain
.
..
..
..
.
.
.
.
.
1k k1
k=1
k=1
n
n
X
X
a2k bk2
a
b
2k k1
k=1
k=1
..
..
.
.
=
n
n
X
X
aik bk1
aik bk2
k=1
k=1
..
..
.
.
n
n
X
X
amk bk1
amk bk2
k=1
b11
b12
. . . b1j
b21
..
.
b22
..
.
. . . b2j
.
..
. ..
bn1
bn2
. . . bnj
...
...
..
a1k bkj
k=1
n
X
a2k bkj
k=1
...
..
n
X
n
X
k=1
...
k=1
n
X
...
...
..
.
..
aik bkj
...
..
.
..
amk bkj
k=1
...
. . . b1p
. . . b2p
.. =
..
. .
. . . bnp
n
X
a1k bkp
a2k bkp
k=1
..
.
.
n
X
aik bkp
k=1
..
amk bkp
k=1
n
X
k=1
Example 1.3.7 If A =
0 1
and B =
3 1 1 0
3
4
3
2 1
1 0 1
0 2
15
AB =
|
0 1
3 1 1 0 =
3
3
2 1
} 4
|
{z
}
1 0 1
0 2
{z
23
34
1 2 + 0 3 + (1) 4
1 1 + 0 (1) + (1) 3
1 0 + 0 (1) + (1) 2
1 1 + 0 0 + (1) 1
02+23+34
0 1 + 2 (1) + 3 3
0 0 + 2 (1) + 3 2
01+20+31
=
|
2 18
2
7
.
, such that (AB)T =
2 4
4 3
}
0 3
|
{z
}
2 2 2 0
18
7
{z
24
42
BA, (BA)T , AT B T
2
3
1 1
T
B =
0 1
1
0
{z
|
1
0
and AT =
0 2 ,
1 3
1
{z
}
|
32
}
43
2
3 4
1 0
1
1
3
T T
0 2
B A =
0 1 2
1 3
1
0 1 |
{z
32
{z
}
|
43
2 18
2
7
= (AB)T .
=
2 4
0 3
}
{z
}
|
42
Definition 1.3.8 If A is a square matrix, then the trace of A, denoted by tr(A), is defined to be
the sum of the entries on the main diagonal, namely tr(A) := (A)11 + (A)22 + + (A)nn , where n
is the order of A. The trace of A is not defined if A is not a square matrix.
Example 1.3.9 Find, when possible, tr(AAT ) and tr(AB), where
2
1
0 1
1 0 1
and B =
A=
3 1 1 0
0 2
3
4
3
2 1
16
We first observe that AAT =
1 0 1
0 2
2
3
3 13
1 3
|
{z
}
1 0
22
2 + 13 = 15. Since AB =
2 2 2 0
18
7
{z
4 3
24
If Aij , 1 i m, 1 j n are matrices of suitable sizes, then we can form a new matrix
A=
A11
A12
A1n
A21
A22
A2n
Am1
Am2
Amn
and call partition of the matrix A the above kind of subdivision. For example
where
-1
-2
-1
-1
-1
-7
A11 =
1 0
1 0
A21 =
, A12 =
1 1
0 5
0 1
, A22 =
A13
A21
A22
A23
2 7
, A13 =
A12
A11
2 0
, A23 =
3 5
1 0
6 0
An application of matrix multiplication operation consists in transforming a system of linear equations into a matrix equation. Indeed, for a linear system we have successively:
= b1
= b2
..
.
= bm
17
b1
b2
..
.
bm
a11
a21
..
.
am1
|
a12
...
a1n
a22
..
.
...
..
.
a2n
..
.
x1
x2
..
.
am2 . . . amn
xn
{z
} | {z }
A
The matrix
b1
b2
..
.
AX = B.
bm
| {z }
a11
a21
A=
..
.
am1
a12
...
a1n
a22
..
.
...
..
.
a2n
..
.
am2
. . . amn
is called the coefficient matrix of the linear system. Observe that the augmented matrix of the
h
i
.
system is A .. B .
1.4
Theorem 1.4.1 Assuming that the sizes of matrices are such that the indicated operations can be
performed, the following rules of matrix arithmetic are valid:
1. A + B = B + A;
2. (A + B) + C = A + (B + C);
3. (AB)C = A(BC);
4. A(B + C) = AB + AC;
5. (A + B)C = AC + BC;
6. A(B C) = AB AC;
7. (A B)C = AC BC;
8. a(B + C) = aB + aC;
9. a(B C) = aB aC;
10. (a + b)C = aC + bC;
11. (a b)C = aC bC;
12. a(bC) = (ab)C;
18
Remark 1.4.2 The matrix multiplication is not commutative. Indeed, for example if
1 0
1 2
, B =
,
A=
2 3
3 0
then
AB =
1 0
2 3
1 2
3 0
1 2
11
6=
3 6
3 0
1 2
1 0
3 0
:=
= BA.
2 3
0 0 0
0
..
.
0
.. . .
.
.
0
..
.
0 0 0
denoted by O when the size is understood from context.
mn
Theorem 1.4.3 Assuming that the sizes of the matrices are such that the indicated operations can
be performed, the following rules of matrix arithmetic are valid
1. A + O = O + A = A;
2. A A = O;
3. O A = A;
4. AO = O.
The identity matrix of order n is defined to be the square the n n matrix
1 0 0
0 1 0
,
In :=
.. .. . . ..
. .
. .
0 0 1
nn
and it will be equally denoted by I when the order is understood from context.
Remark 1.4.4 If A is an m n matrix, then AIn = Im A = A.
Theorem 1.4.5 If R is the reduced row-echelon form of an n n matrix A, then either R has a
row of zeros, or R is the identity matrix.
19
Definition 1.4.6 A square matrix A is said to be invertible if there is another square matrix B,
of the same size, such that AB = BA = I.
Remark 1.4.7 If B, C are both inverses of a A, then B = C. Indeed, we have successively:
B = BI = B(AC) = (BA)C = IC = C. Therefore, the inverse of an invertible matrix A is unique
and denoted by A1 , being characterized by the equalities: AA1 = A1 A = I.
invertible and A1 =
1
adbc
a b
c
{z
d b
c
d
adbc
b
adbc
c
adbc
a
adbc
d
adbc
b
adbc
c
adbc
a
adbc
a b
c
is
. Indeed we have
adbc
adbc
ab+ba
adbc
cddc
adbc
cb+da
adbc
1 0
0 1
and similarly
d
adbc
b
adbc
c
adbc
a
adbc
a b
c
{z
dabc
adbc
dbbd
adbc
ca+ac
adbc
cb+ad
adbc
1 0
0 1
n times
n times
Theorem 1.4.10 If the sizes of the involved matrices are such that the stated operations can be
performed, then
20
1. (AT )T = A;
4. (AB)T = B T AT .
Example 1.4.11
1 2
4 5
1 2
4 5
1
1 2
4 5
5 2
5 2
1
I2 + 2A = 1
(1) 5 2 4 4 1
13 4 1
I2 + 2A =
2A =
5
13
1 5 2 1 0
2A =
13 4 1
0 1
2A =
A=
cos
sin
sin
cos
18
13
2
13
4
13
12
13
12
1
2
18
13
4
13
1
2
A= 1
2
2
13
12
2. If A =
12
13
4
13
12
13
A=
sin 2
sin 2
cos 2
9
13
1
13
2
13
6
13
cos 2
1
13
4
13
2
13
, show that A2 =
18
13
2
13
and A3 =
cos 3
sin 3
sin 3
cos 3
Solution: Indeed,
A2 =
cos
sin
sin
cos
cos
sin
sin
cos
21
cos2 sin2
2 sin cos
2 sin cos
cos2 sin2
cos 2
sin 2
sin 2
cos 2
A3 = AA2 =
cos sin
sin
cos
cos 2 sin 2
sin 2
cos 2
cos( + 2) sin( + 2)
sin( + 2)
cos 3 sin 3
sin 3
1.5
cos( + 2)
cos 3
Definition 1.5.1 An n n matrix is called an elementary matrix if it can be obtain from the n n
identity matrix In by performing a single elementary row operation.
Example 1.5.2
I3 = 0 1 0
0 0 1
If A =
1 0 0
3r + r r
1
3
3
0 1 0
3 0 1
1 0 0
3 , then EA =
= E elementary matrix.
r r +r
3 3 3 1
3 = A.
Theorem 1.5.3 If the elementary matrix E results from performing a certain row operation on
Im and A is an m n matrix, then the product EA is the matrix that results when the same row
operation is performed on A.
If an elementary operation is performed on the identity matrix I to obtain an elementary matrix
E, then there is another operation, called the corresponding inverse operation, when apply to E to
obtain I back again.
Direct Operation
Multiply row i by
1
c
( 1c ri )
22
Theorem 1.5.4 Every elementary matrix is invertible, and the inverse is also an elementary matrix.
dir. op.
inv. op.
inv. op.
The last statement, (4), of theorem 1.6.7 is of particular importance since it provide us a method
of finding the reduced row-echelon form of a matrix and a method of finding the inverse of an
invertible matrix.
Let A be a matrix and R be its reduced row-echelon form, namely
op
op
op
op
A 1 A1 2 A2 3 n R,
op
op
op
Examples 1.5.6
2 1
3
2
23
=A1
1 7 and write A1 as a
0 5
A=
1 7
3 3
2 5 1 8
in the form A = EF GR, where E, F, G are elementary matrices and R in row-echelon form.
(1)
2 1
3
4 1 0 0
1 0 3
r +r r
1
1
3 1 7
7 0 1 0
5
0 0 1
2 0 5
1
1 0
0 3
1
2r + r r
3
2
2
0
1
2 3 2 0
3r3 + r1 r1
0
1 2 2 1
0
1 1 0
3r + r r
1
2
2
0 1 0
2r1 + r3 r3
0 0 1
0 0 5 5
3
1 0
1
2 2 .
0 1 2 2
1
|
{z
}
=A1
Therefore E5 E4 E3 E2 E1 A = I3 , where
1 0 0
1 1 0
r +r r
1
1
I3 = 0 1 0 2
0 1 0 =: E1
0 0 1
0 0 1
1 0 0
1 0 0
3r + r r
1
2
2
3 1 0 =: E2
I3 = 0 1 0
0 0 1
0 0 1
1 0 0
1 0 0
2r + r r
1
3
3
0 1 0 =: E3
I3 = 0 1 0
2 0 1
0 0 1
1 0
0
1 0 0
2r + r r
3
2
2
0 1 2 =: E4
I3 = 0 1 0
0 0
1
0 0 1
1 0 0
1 0 3
3r + r r
1
1
I3 = 0 1 0
0 1 0 =: E5 .
0 0 1
0 0 1
(2)
A=
1 7
3 3
3 3
r r
2
0
8
1 7
8
2 5 1 8
2 5 1 8
24
2r + r r
1
3
3
2r1 + r3 r3
1 3 3 8
0 1 7 8
0 1 7 8
1 3 3 8
r + r r
2
3
3
0 1 7 8
0 0 0 0
1 0 0
0 1 0
r r
2
I3 = 0 1 0 1
1 0 0 =: E1 = E11
0 0 1
0 0 1
1 0 0
I3 = 0 1 0
0 0 1
2r1 + r3 r3 %
1 0 0
0 1 0
2 0 1
=:E
2r1 + r3
r3 &
1 0 0
0 1 0
2 0 1
1 0 0
I3 = 0 1 0
0 0 1
r2 + r3
r3 %
0 0
1 0
0 1 1
r2 + r3
=:E
3
r3 &
=:E 1
2
1 0 0
0 1 0
0 1 1
=:E 1
3
1.6
Theorem 1.6.1 Every system of linear equations has either no solution, exactly one solution or
infinitely many solutions.
Theorem 1.6.2 If A is an invertible n n matrix, then for each n 1 matrix b, the system of
linear equations AX = B has exactly one solution, namely X = A1 B.
Example 1.6.3 Find the solution set of the following linear system:
2x y + 4z =
3x + y 7z = 1
2x
5z =
25
Solution: We first observe that the coefficient matrix of the given linear
system is A =
2 1
4
5 5
3
3
1 7 , which is invertible and its inverse is A1 = 1
2 2 . The given linear
2
0 5
2 2
1
x
1
z
0
0
1
5 5
3
0
0
2 2
1
Frequently, one have to solve a sequence of linear systems
AX = B1 , AX = B2 , . . . , AX = Bk
each of which has the same square matrix A. If A is invertible then the solutions are
X1 = A1 B1 , X2 = A1 B2 , . . . , Xk = A1 Bk .
Otherwise the method of solving those systems, which works both for A invertible or A noninvertible, consists in forming the matrix
.
.
.
.
[A .. B1 .. B2 .. .. Bk ]
and by reducing it to the reduced row-echelon form.
Example 1.6.4 Solve the following linear systems:
2x y + 4z =
2x y + 4z =
3x + y 7z = 1 ,
3x + y 7z = 2
2x
2x
5z =
5z =
26
y 2z = b1
x 2y +
2x +
y +
z = b2
z = b3
to be consistent ?
Solution: For the augmented matrix of the given linear system we have
.
.
1
1 2 .. b1
1
1
a ..
b1
r + r r
.
.
1
2
2
0 3
1 2
1 .. b2
3 .. b2 b1
2r1 + r3 r3
.
.
2
1
1 .. b3
0
3 8 .. b3 + 2b1
.
1
1 a ..
b1
r1 + r2 r2
.
0 3 3 ..
.
b2 b1
..
0
0 0 . b3 + b2 + b1
successively:
r +r r
1
2
2
1.7
Definition 1.7.1 A square matrix in which all the entries off the diagonal are zero is called a
diagonal matrix. The general form a of a diagonal
d
1
0 d2
D=
..
..
.
.
27
matrix is
0
..
.
0
..
.
dn
Remarks 1.7.2
D=
d1
0
..
.
d2
..
.
..
.
dn
1
0
d1
1
0
d2
1
D = .
.
..
..
..
.
0 0
2. Powers of diagonal matrices are easy to
d 0 0
1
0 d2 0
D=
..
..
. . ..
.
. .
.
0
3. If A = [aij ]
..
.
In this case
.. .
.
1
dn
be computed. More
dk
0
then Dk =
..
dn
is an m n matrix, then
0 0
a
a12
11
2 0 a21 a22
.
..
..
. . ..
. . ..
.
.
am1
am2
0
..
.
...
a1n
...
..
.
a2n
..
.
. . . amn
precisely, if
dk2
..
..
.
.
0
0
..
.
dkn
1 a11
2 a21
=
..
.
m am1
1 a12
...
1 a1n
2 a22
..
.
...
..
.
2 a2n
..
.
m am2
. . . m amn
and
a11
a21
..
.
am1
a12
...
a1n
a22
..
.
...
..
.
a2n
..
.
am2
. . . amn
d1
0
..
.
d2
..
.
a11 d1
0 a21 d1
=
..
. . ..
. .
.
am1 d1
dn
9 0 0
2
A = 0 4 0
0 0 1
28
a12 d2
...
a1n dn
a22 d2
..
.
...
..
.
a2n dn
..
.
am2 d2
. . . amn dn
9 0 0
9 0 0
2 1
= 0 4 0 [A ] = 0 4 0
0 0 1
0 0 1
1
9
A2 = 0
0 0
1
3
2
0 A =
0 1
1
4
0
2
1
2
0
0
0 .
2
1
1
3
0 0
A= 0
0 .
0 1
1
2
Definition 1.7.4 A square matrix in which all the entries above the main diagonal are zero is
called lower triangular and a square matrix in which all the entries below the main diagonal are
zero is called upper triangular. A matrix which is either lower triangular or upper triangular is
called triangular. The general form a of a lower triangular matrix is
a11
a21
..
.
an1
a22
..
.
..
.
0
..
.
an2
ann
Remark 1.7.5
a11
a12
a1n
0
..
.
a22
..
.
a2n
..
..
.
.
ann
29
A= 0
2
0
1 1 2
3 and B = 0 1 2
0 0 5
1
1 1 2
9 1 0
0 2 19 0 1
0
0 5 0 0
1 0 92
0 1 0
0 0 1
2
3 1
0
2 3 0 1
0
0 1
0
0
1R , 1R , 1R
2 1 2 2 5 3
1
1
0
2
9R + R
2 3
1
0 12 19
10
0
0 15
2 = 0 2
5
0
0
9 1
1 2
2 2
0 1 19
2 0
0 0
1 0
1 0
R1
0 1
0 0
Thus
1
2
9
1 10
(AB)1 = B 1 A1 = 0 12
0
0
19
10
19 .
0
21
2R + R R
2
1
1
0 19
2 R3 + R2 R2
0 15
9
0 21
1 10
19
0 0 21
10
1
0
1 0
5
1
5
matrices commute;
30
2 a + b + c 4b 3c
A= 5
1
2a + c
2
4
6
a+b+c=5
Solution: The required values are solutions of the linear system
4b 3c = 2
that
2a + c = 4
can be solved by performing row-reduction operations in the corresponding augu
.
.
1 1 1 .. 5
1 1
1 .. 5
1 r2 1 r2
.
.
2r1 +r3 r3
4
4
mented matrix, namely: 0 4 3 .. 2
0 4 3 .. 2
.
.
2 0 1 .. 4
0 2 1 .. 6
.
.
.
1 1
1 .. 5
1 0 74 .. 92
1 1 1 .. 5
2 r3
.
.
.
2r2 +r3 r3
5
0 1 34 .. 12
0 1 34 .. 12 0 1 34 .. 12 . The corre
..
..
5 ..
0 2 1 . 6
0 0 2 . 5
0 0 1 . 2
sponding linear system of the last matrix in the above row-reduction process, which is equivalent
with the initial one, has the unique solution a = 1, b = c = 2.
31
32
Chapter 2
Determinants
2.1
a11
a21
..
.
an1
Remarks 2.1.3
1. If A =
a12
a22
..
.
an2
. . . a1n
. . . a2n
.. .
..
.
.
. . . ann
a11
a12
a21
a22
1 2
1 2
33
and =
1 2
2 1
and (e) = 1,
a11 a12
a11 a12
= (e)a
a
+ ()a1(1) a2(2) = a11 a22 a12 a21 .
det
=
1e(1) 2e(2)
a21 a22
a21 a22
1 2
= 1 3 (1)3 = 3 + 3 = 6.
For example
1 3
2. A 2 2 matrix A =
a11
a12
a21
a22
A1
1 a22
=
det(A) a
21
a12
a11
a11
a12
a13
det(A) = a21 a22 a23 = a11 a22 a33 +a12 a23 a31 +a13 a21 a32 a13 a22 a31 a12 a21 a33 a11 a23 a32 =
a11
a12
a13
a11
a12
a21
a22
a23
a21
a22
a31
a32
a33
a31
1 2 3
1
, 1 :=
e=
1 2 3
2
1 2 3
1
, 4 =
3 =
1 3 2
2
2 3
1 3
3 1
, 2 =
2 3
a32
1 2 3
, 5 =
3 2 1
1 2 3
3 1 2
1 1 2 1 1 2
1 1
For example 0
0
2 = 6 + 2 + 0 (8) 2 0 = 8 + 8 = 16.
2 1
2 1 = 0
2
2
2 3 2
2 3 2
34
2.2
1 2 3
1 0 1
0
Example 2.2.5 Find the determinant of A =
0 1 0
1
0 0 1 1
Solution:
det(A)=
4
= (2)
1 2 3
1 0 1
0 1 0
0 0 1 1
r1 + r2 r2
2
= (2) 1
1
0
1
1 =
= 2(2 1 + 1) = 4.
35
2.3
Theorem 2.3.1 Let A, B and C be n n matrices that differ only in a single row, say the rth , and assume
that the rth row of C can be obtained by adding corresponding entries in the rth row of A and B. Then
det(C) = det(A) + det(B).
In other words
a11
a21
..
a11 + a011
..
am1
a12
a1n
a22
..
.
..
.
a2n
..
.
a12 + a012
..
.
..
.
a1n + a01n
..
.
am2
amn
a11
a12
a21
..
.
a22
..
.
..
.
a11
..
.
a12
..
.
..
.
am1
am2
a1n
a2n
..
.
+
a1n
..
.
a
mn
a11
a12
a21
..
.
a22
..
.
..
.
a011
..
.
a012
..
.
..
.
am1
am2
a1n
a2n
..
.
a01n
..
.
a
mn
Theorem 2.3.2 If A and B are square matrices of the same size, then det(AB) = det(A) det(B).
Theorem 2.3.3 If A is an invertible matrix, then det(A1 ) =
1
det(A) .
Example 2.3.5
y+z
z+w
w+x x+y
for all x, y, z, w R.
Solution: For the determinant of A we have successively:
1
1
1
1
x
y
z
w r2 +r4 r4
x
x
y
z
w
36
1
y
x
y+z+w
z
w
y
z
z+w+x w+x+y
1
x+y+z+w
r3 +r4 r4
z
w
=
y
z
y+z+w+x z+w+x+y
1
y
x
x+y+z+w
= (x + y + z + w)
x y
w
=0
for all x, y, z, w R.
2. Let
A= d
f .
h i
e
g
h
i
e .
1
det(A)
1
7
= 17 .
det(2A1 ) = 23 det(A1 ) = 8 17 = 87 .
det b
g
h
i
e = det b
c
f
a1 + b1 t
3. Show that a1 t + b1
c1
g
h
i
a b c
= g h i
d e f
= d
a1
a2 + b2 t a3 + b3 t
2
a2 t + b2 a3 t + b3 = (1 t ) b1
c1
c2
c3
37
a2
b2
c2
e f = (7) = 7.
h i
b
a3
b 3 .
c3
a1 + b1 t
a1 t + b1
c1
a2 + b2 t
a2 t + b2
c2
a3 + b3 t
a3 t + b 3
c3
a1
a1 t + b1
c1
a1
a1 t
c1
|
a2
a3
a2 t + b2
a3 t + b3
c2
c3
a3 a1
a3 t + b1
c3 c1
}
a2
a2 t
c2
{z
a2
b2
c2
b1 t
+ a1 t + b1
c1
a3 b1 t
b3 + a1 t
c3 c1
b2 t
b3 t
a2 t + b2
a3 t + b3
c2
c3
b2 t
a2 t
c2
b3 t b1 t
a3 t + b1
c3 c1
|
=0
2.4
a1
b1
c1
a1
b1
c1
b2 t
b2
c2
{z
=0
a2
a3
b2
b3
c2
c3
b1
+ t2 a1
c1
a1
a3
2
b3 t b1
c1
c3
a2
b2
c2
a1
2
(1 t ) b1
c1
a2
b2
c2
b2
b3
a2
a3
c2
c3
a2
b2
c2
a3
b3
c3
a3
b3
c3
Definition 2.4.1 If A is a square matrix, then the minor of entry aij is denoted by Mij and is defined to
be the determinant of the submatrix that remains after the ith row and the j th column are deleted from A.
The number (1)i+j Mij is denoted by Cij and is called the cofactor of entry aij .
Example 2.4.2
a11
a21
a31
a12
a22
a32
a13
a23
a33
a11 a22 a33 + a12 a23 a31 + a13 a21 a32 a13 a22 a31 a12 a21 a33 a11 a23 a32
a11 (a22 a33 a23 a32 ) a12 (a12 a21 a33 a23 a31 ) + a13 (a21 a32 a22 a31 )
a22
= (1)1+1 a11
a32
=
a
a23
+ (1)1+2 a12 21
a31
a33
38
a
a23
+ (1)1+3 a13 21
a31
a33
a22
a32
b3 t
b3
c3
}
Similarly
a11
a21
a31
a12
a22
a32
a13
a23
a33
a11 a22 a33 + a12 a23 a31 + a13 a21 a32 a13 a22 a31 a12 a21 a33 a11 a23 a32
a12 (a21 a33 a23 a31 ) + a22 (a11 a33 a13 a31 ) a32 (a11 a23 a13 a21 )
a
1+2 21
= (1)
a31
=
a
a23
+ (1)2+2 11
a31
a33
a
a13
+ (1)3+2 11
a21
a33
a13
a23
1 1
a1 a2
2
a1 a22
3
a1 a32
that:
1
a3
a23
a33
a4
= (a1 a2 )(a1 a3 )(a1 a4 )(a2 a3 )(a2 a4 )(a3 a4 )
a24
a34
If A = [aij ] is a square n n matrix and Cij is the cofactor of the entry aij , then the matrix
C11
C21
..
.
Cn1
C12
C1n
C22
..
.
..
.
C2n
..
.
Cn2
Cnn
is called the matrix of cofactors from A. The transpose of this matrix is called the adjoint of A and is
denoted by adj(A).
1
det(A) adj(A).
lower triangular matrix is lower triangular and the inverse of an invertible upper triangular matrix is upper
triangular.
A= a
a2
on a, b, c R
1 1
a a
2
2
a a
39
det(A) = V (a, b, c) = a
2
a
1
b
b2
c2
T
C11
A1 =
1
1
adj(A) =
C
det(A)
det(A) 21
C31
2
b
c2
1
1
1
(c a)(c b)(b a) b2 c2
1 1
b c
C12
C13
C32
C23 =
C33
a
a2
c2
2
a
b2
2
a
c2
1
a2
b2
C22
1 1
a c
1 1
a b
b2
c2
bc(c b)
cb
=
ac(a c) c2 a2 a c
(c a)(c b)(b a)
ab(b a) a2 b2 b a
=
(c2 b2 )
c2 a2
(b2 a2 )
(c a)(c b)(b a)
cb
(c a)
ba
bc(cb)
(ca)(cb)(ba)
ac(ac)
(ca)(cb)(ba)
ab(ba)
(ca)(cb)(ba)
bc
(ca)(ba)
b+c
(ac)(ba)
1
(ca)(ba)
ac
(cb)(ab)
c+a
(cb)(ba)
1
(cb)(ab)
ab
(ca)(cb)
a+b
(ca)(bc)
1
(ca)(cb)
(bc)(b+c)
(ca)(cb)(ba)
(ca)(c+a)
(ca)(cb)(ba)
(ab)(a+b)
(ca)(cb)(ba)
cb
(ca)(cb)(ba)
ac
(ca)(cb)(ba)
ba
(ca)(cb)(ba)
det(A1 )
det(A2 )
det(An )
, x2 =
, . . . , xn =
,
det(A)
det(A)
det(A)
where Aj is the matrix obtained from A by replacing its j th row with the entries of the column
matrix B.
40
system
x +
y +
z +
=1
ax +
by +
cz +
dw
a2 x + b2 y + c2 z + d2 w = 2
(2.1)
a3 x + b3 y + c3 z + d3 w = 3
has exactly one solution for each R. In this case solve the system by using the Cramers rule.
The given linear system has a unique solution for each R if and only if its coefficient matrix
1 1 1 1
a b c d
A=
2
2
2
2
a b c d
3
3
3
3
a b c d
is invertible, or, equivalently det(A) 6= 0. But since
det(A) = V (a, b, c, d) = (d a)(d b)(d c)(c a)(c b)(b a),
it follows that the given linear system has unique solution for each R if and only if the scalars
a, b, c, d are pairwise disjoint.
By Crammers rule, it follows that the unique solution of the system is
x=
V (, b, c, d)
(d )(c )(b )
=
;
V (a, b, c, d)
(d a)(c a)(b a)
y=
( a)(c )(d )
V (a, , c, d)
=
;
V (a, b, c, d)
(b a)(c b)(d b)
z=
V (a, b, , d)
( a)( b)(d )
=
;
V (a, b, c, d)
(c a)(c b)(d c)
w=
V (a, b, c, )
( a)( b)( c)
=
.
V (a, b, c, d)
(d a)(d b)(d c)
41
42
Chapter 3
Euclidean n-space
43
5. k(lu) = (kl)u.
6. k(u + v) = ku + kv.
7. (k + l)u = ku + lu.
8. 1u = u.
Definition 3.1.4 If u = (u1 , u2 , . . . , un ), v = (v1 , v2 , . . . , vn ) Rn are any vectors, then the Euclidean Product u v is defined by u v := u1 v1 + u2 v2 + + un vn .
Theorem 3.1.5 If u = (u1 , u2 , . . . , un ), v = (v1 , v2 , . . . , vn ), w = (w1 , w2 , . . . , wn ) Rn and k, l are
scalars, then
1. u v = v u.
2. k(u v) = (ku) v = u (kv).
3. (u + v) w = u w + v w.
4. u u 0 and u u = 0 if and only if u 0.
Definition 3.1.6 The Euclidean norm or the Euclidean length ||u|| of a vector u =
p
(u1 , u2 , . . . , un ) Rn is defined by ||u|| := u u = u21 + u22 + + u2n and the distance d(u, v)
between the points u = (u1 , u2 , . . . , un ), v = (v1 , v2 , . . . , vn ) Rn is defined by
d(u, v) = ||u v|| =
p
(u1 v1 )2 + (u2 v2 )2 + + (un vn )2 .
q
u21 + u22 + + u2n
44
u=
u1
u2
..
.
or u = [u u un ].
1
2
un
Consequently, the set Rn of n-tuples can be naturally identified with either the space of column
matrices, or with the space of row matrices. The sum u + v of two vectors u = (u1 , . . . , un ), v =
(v1 , . . . , vn ) will be identified consquently
u
1
u2
u+v =
..
.
45
ku = k
ku1
u1
ku2
=
.. ,
.
un
kun
u2
..
.
3.2
x1
x2
..
.
xn
a11
a
= 21
..
am1
a12
...
a1n
a22
..
.
...
..
.
a2n
..
.
am2
. . . amn
x1
x2
..
.
xn
a21 x1 + a22 x2 + + a2n xn
=
..
.
am1 x1 + am2 x2 + + amn xn
Observe that
1
0
..
.
0
a11
= 21
..
am1
,T
0
1
..
.
0
a12
= 22
..
am2
,...,T
0
0
..
.
1
a1n
= 2n
..
amn
The matrix A is called the standard matrix of the linear transformation T and it is usually
denoted by [T ] and the multiplication by A mapping is also denoted by TA . Therefore [T ] =
46
. .
.
[T (e1 )..T (e2 ).. ..T (en )], where
e1 =
1
0
..
.
0
1
0
, e = , . . . , en = .
2 ..
..
.
.
0
1
and [px ] =
x1
x2
x1
1 0
0 0
x1
x2
1 0
0 0
w1
= x1
w2
0.
and [py ] =
y1
y2
y2
0 0
0 1
y1
y2
0 0
0 1
w1
w2
= y2 .
y = y
x
1 2
z
z
Sx
1 0
= 0 1
0
0 0 1
y
z
1 0
and [Sx1 x2 ] = 0 1
0
0 0 1
w1
w3
= z
0 0
= 0 1 0
y
y
1 x3
z
z
0
0 1
Sx
47
y
z
1
0 0
and [Sx1 x3 ] = 0 1 0
0
0 1
w1
w3
= y
=
1 0 0
Sx x y = y = 0 1 0
2 3
z
z
0 0 1
w1 = x
1 0 0
0 0 1
w3 =
z
y
z
y = y =
1 x2
z
0
1 0 0
w1
0 0 0
w3
Px
1 0 0
0 1 0 y
0 0 0
z
= x
= y
= 0
y = 0 =
x
1 3
z
z
1 0 0
w1
0 0 1
w3
Px
1 0 0
0 0 0 y
0 0 1
z
= x
= 0
= z
0 0 0
=
=
y
y
y
0
1
0
2 x3
z
z
0 0 1
z
Px
48
0 0 0
w1
0 0 1
w3
= 0
= y
= z
x
x cos y sin
cos sin
x
=
R =
x sin + y cos
sin
cos
y
y
and [R ] =
cos sin
sin
cos
w1
x cos y sin
w2
= x sin + y cos .
Indeed, the rotation operator R rotates the point (x, y) = (r cos , r sin ), counterclockwise
with the angle if > 0 and clockwise if < 0, the coordinates of the rotated point being
(w1 , w2 ) = (r cos( + ), r sin( + )), such that one gets
w1
x cos y sin
w2
= x sin + y cos .
10. The rotation operator of R3 through a fixed angle about an oriented axis, rotates about the
axis of rotation each point of R3 in such a way that its associated vector sweeps out some
portion of the cone determine by the vector itself an by a vector which gives the direction
and the orientation of the considered oriented axis. The angle of the rotattion is measured
at the base of the cone and it is measured clockwise or counterclockwise in relation with a
viewpoint along the axis looking toward the origin. As in R2 , the positives angles generates
counterclockwise roattions and negative angles generates clockwise roattions. The counterclockwise sense of rotaion can be determined by the right-hand rule: If the thumb of the right
hand points the direction of the direction of the oriented axis, then the cupped fingers points
in a counterclockwise direction. The rotation operators in R3 are linear. For example
an angle has
(a) The counterclockwise rotation about the positive x-axis through
the
w1 = x
1
0
0
w3 = y sin + z cos
0 sin cos
an
(b) The counterclockwise rotation about the positive y-axis through
w1 = x cos + z sin
cos
equations w2 = y
, its standard matrix is 0
w3 = x sin + z cos
sin
49
.
1
0
0 cos
w1 = x cos y sin
cos sin
w3 = z
0
0
has
the
0
0 .
(d) The homotopy of ratio k R is the linear operator Hk : Rn Rn , Hk (x) = kx, Its
standard matrix is
k 0 0
0 k 0
0 0 k
w1
kx1
w2
=
..
.
kx2
wn
= kxn .
3.3
50
1. A is invertible.
2. The range of TA is Rn .
3. TA is one-to-one.
If TA : Rn Rn is a one-to-one linear operator, then the matrix A is invertible and TA1 : Rn Rn
is also linear. Moreover,
TA (TA1 (x)) = AA1 x = x = TI x = idRn (x), x Rn .
TA1 (TA (x)) = A1 Ax = x = TI x = idRn (x), x Rn .
Consequently TA is also invertible and its inverse is TA1 = TA1 . Therefore, for the standard matrix
of the inverse of an one-to-one linear operator T : Rn Rn , we have [T 1 ] = [T ]1 .
Examples 3.3.3 The rotation operator of R2 through a fixed angle ,
R : R2 R2 , R = (x cos y sin , x sin + y cos )
cos sin
, which is invertible
is a linear mapping since has the standard matric and [R ] =
sin
cos
cos sin
cos() sin()
=
= [R ]. Consequently R is invertible
and [R ]1 =
sin cos
sin()
cos()
and R1 = R .
Theorem 3.3.4 A transformation T : Rn Rm is linear if and only if
1. T (u + v) = T (u) + T (v) for all u, v Rn .
2. T (cu) = cT (u) for all u Rn .
e1 =
1
0
..
.
0
,e =
2
0
1
..
.
0
51
,...,e =
n
0
0
..
.
1
Indeed, for
x=
x1
x2
..
.
xn
=x
1
1
0
..
.
0
+x
2
0
1
..
.
+ + xn
0
0
..
.
= x e + x e + + xn e
2 2
1 1
n
we have
T(x) = T(x1 e1 + x2 e2 + + xn en ) = x1 T(e1 ) + x2 T(e2 ) + + xn T(en ) = Ax.
52