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    Lipschutz LinearAlgebra

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    algebra

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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. Chapter EIGENVALUES AND EIGENVECTORS 197 Introduction. Polynomials of matrices and linear operators. Eigenvalues and eigenvectors. Diagonalization and eigenvectors. Characteristie polynomial, Cayley-Hamilton theorem. Minimum polynomial, Characteristic and minimum polynomials of linear operator CONTENTS Page chapter 10 CANONICAL FORMS p00 oa 22 Introduction. Triangular form. Invariance. Tavariant direct-sum decom- positions. Primary decomposition. Nilpotent operators, Jordan canonical form. Cyclic subspaces. Rational canonical form. Quotient spaces. Chapter JJ LINEAR FUNCTIONALS AND THE DUAL SPACE see 249 Introduction. Linear functionals and the dual space. Dual basis. Second dual space. Annihilators. Transposo of a linear mapping. Chapter 12 BILINEAR, QUADRATIC AND HERMITIAN FORMS 261 Bilinear forms. Bilinear forms and matrices. Alternating bilinear forms. Symmetric bilinear forms, quadratic forms. Real symmetric bilinear forms. Law of inertia. Hermitian forms. Chapter 1Z INNER PRODUCT SPACES 279 Introduction, Inner product spaces. Cauchy-Schwarz inequality. Orthogo- ality. Orthonormal sets. Gram-Schmidt orthogonalization process. Linear functionals and adjoint operators, Analogy between A(V) and C, special operators. Orthogonal and unitary operators. Orthogonal and unitary mat- tices, Change of orthonormal basis. Positive operators. Diagonalization and canonical forms in Euclidean spaces, Diagonalization and canonical forms in unitary spaces. Spectral theorem. Appendix A SETS AND RELATIONS ceeeeeesees BIB Sets, elements. Set operations. Product seta. Relations, Equivalence relations. Appendix B ALGEBRAIC STRUCTURES Introduction. Groups. Rings, integral domains and fields, Modules. Appendix€ POLYNOMIALS OVER A FIELD .... Introduction, Ring of polynomials, Notation. Divisibility. Factorization. INDEX 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

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