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MATB 314 & MATB 253 - LINEAR ALGEBRA

2009 Bulletin Data:

Systems of Linear Equations and Matrices,


Determinants, Euclidean Vector Spaces,
General Vector Spaces, Inner Product
Spaces, Eigenvalues and Eigenvectors,
Applications.

Textbook:

Anton H. and Rorres C.: Elementary Linear


Algebra (Applications Version), 9th Edition,
John Wiley & Sons, Inc, 2005.

Objectives:
At the end of the course, students should be able to solve systems of linear
equations using the Gaussian/ Gauss-Jordan elimination, Cramers rule and the
inverse of a matrix, calculate the determinants, find the standard matrix of linear
transformations from Rn to Rm , determine whether a set of objects together with
operations defined on it form a vector space, test for a subspace, show whether a
set of vectors is a basis, determine the dimension of a vector space, find a basis for
the row space, column space and nullspace of a matrix, calculate the rank and
nullity of a matrix, give examples of inner product spaces, use the Gram- Schmidt
process to find an orthonormal basis, find the eigenvalues and the corresponding
eigenvectors of a square matrix, how to diagonalize a matrix. Some applications of
linear algebra to engineering are discussed.

Chapter 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES
(2 weeks)

Contents
1.1 Introduction to Systems of Linear Equations........................................3
1.2 Gaussian Elimination....................................................................9
1.3 Matrices and Matrix Operations.....................................................20
1.4 Properties of Matrix Operations......................................................27
1.5 Elementary Matrices and a Method for Finding A 1 .............................33
1.6 Further Results on Systems of Equations and Invertibility......................42
1.7 Diagonal, Triangular, and Symmetric Matrices...................................48

Introduction to Linear Algebra

Sample of Linear Algebra Application.


Find the currents in the circuits

SYSTEMS OF LINEAR EQUATIONS AND MATRICES

1.1 Introduction to Systems of Linear Equations


Linear algebra is the branch of mathematics concerned with the
study of vectors, vector spaces (or linear spaces), linear
transformations, and systems of linear equations in finite
dimensions. Vector spaces are a central theme in modern
mathematics; thus, linear algebra is widely used in both abstract

algebra and functional analysis. Linear algebra also has a


concrete representation in analytic geometry and it is
generalized in operator theory. It has extensive applications in
the natural sciences and the social sciences, since nonlinear
models can often be approximated by a linear model.
In mathematics and linear algebra, a system of linear equations
is a set of linear equations such as

x1 4 x2 x3 6
3x1 x2 2 x3 7
2 x1 2 x2 3 x3 3
A standard problem is to decide if any assignment of values for
the unknowns can satisfy all three equations simultaneously, and
to find such an assignment if it exists. The existence of a
solution depends on the equations, and also on the available
values (whether integers, real numbers, and so on).
There are many different ways to solve systems of linear
equations, such as substitution, elimination, matrix and
determinants. However, one of the most efficient ways is given
by Gaussian elimination (matrix)

In general, a system with m linear equations and n unknowns


can be written as

a11 x1 a12 x2 ... a1n xn b1

a21 x1 a22 x2 ... a2 n xn b2

am1 x1 am 2 x2 ... amn xn bm

x1 , x2 ,..., xn are the unknowns and the numbers


a11 , a12 ,..., amn are the coefficients of the system.

where

We can collect the coefficients in a matrix as follows:

If we represent each matrix by a single letter, this becomes

Ax b
where A is an mn matrix, x is a column vector with n entries,
and b is a column vector with m entries.

Gauss-Jordan elimination applies to all these systems, even if


the coefficients come from an arbitrary field.

a12

a22

am1

M L
am1 K

a11
a
21

a1n
a2 n
,
M

amn

x1
x
2

b1

b
2

, b
M
M


x
n
bm

If the field is infinite (as in the case of the real or complex


numbers), then only the following three cases are possible
(exactly one will be true)

For any given system of linear equations:


the system has no solution
determined)

(the system is over

the system has a single solution (the system is exactly


determined)
the system has infinitely many solutions (the system is
underdetermined).

A system of equations that has at least one solution is called


consistent; if there is no solutions it is said to be inconsistent.
A system of the form Ax 0 is called a homogeneous system of
linear equations. The set of all solutions of such a homogeneous
system is called the nullspace of the matrix A.

Example 1 :

a11 x1 a12 x2 ... a1n xn 0


a x a x ... a x 0

21 1
22 2
2n n

M
M
am1 x1 am 2 x2 ... amn xn 0

If the system is homogeneous and x1 x2 ... xn 0 then


we have a trivial solution.
If the system is homogeneous and at least one xi 0 then we
have a nontrivial solution.
Because of a homogeneous linear system always has the
trivial solution; there are only 2 possibilities for its solution.
(a)

The system has only the trivial solution

(b)

The system has infinitely many solutions in


addition to the trivial solution.
(Howard,2005)

Theorem
A homogeneous system of linear equations with more unknowns
than equations has infinitely many solution.
____________________________________________________
Augmented Matrices

Linear Equations

matrix form

Augmented Matrix

a11

a21

a1n

a22

a2 n

am1

am1

amn

a12

b1

b2

bm

______________________________________________________________________________

Elementary Row Operation


An elementary row operations (ERO) on a matrix A is one of the
following :
1. Multiply a rows by a nonzero constant, c
2. Switching two rows
3. Add c times of one row to another row

cRi

Ri

Ri

Rj

cRi + Rj Rj

Elementary row operations are used to reduce an augmented


matrix or matrix to row echelon form or reduced row-echelon
form. Reducing the matrix to row echelon form is called
Gaussian elimination and to reduced row-echelon form is
called GaussJordan elimination. Gaussian elimination is an
efficient algorithm for solving systems of linear equations. An
extension of this algorithm, GaussJordan elimination, reduces
the matrix further to reduced row echelon form.
In mathematics, GaussJordan elimination is a version of
Gaussian elimination that puts zeros both above and below
each pivot element as it goes from the top row of the given
matrix to the bottom. (http://en.wikipedia.org)
______________________________________________________________________________

10

1.2 Gaussian Elimination


Echelon Forms
Reducing the augmented matrix of a system to row-echelon
form
To be in this form, a matrix must have the following
properties:
1. If a row does not consist entirely of zeroes, then the first
nonzero number in the row is 1, We call this 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. If any two successive rows that do not consist entirely
zeros, the leading 1 in the lower row occurs farther to the
right than the leading 1 in the higher row.
4. In Reduced Row-Echelon, each column that contains a
leading 1 has zeros everywhere else in the higher row.
____________________________________________________________________________

Row-Echelon
Example 2 :

1 0 0
0 1 1
0 0 1

2
1

0
0

1 2
0 1
0 0
0 0

3
1
1
0

7
2

11

Reduced Row-Echelon
Example 3 :
1 0 0

0 1 0
0 0 1

2
1

0 1 0 0 2

0
0
1
0
0

0 0 0 1 2

0
0
0
0
0

1 0 0 0 2

0
1
0
0
3

,
0 0 1 0 2

0
0
0
1
1

____________________________________________________
The augmented matrix for a system of linear equations is put in
reduced row-echelon form, and then the solution set of the
system will be evident by inspection or after a few simple steps.
Suppose that the augmented matrix for a system of linear
equations has been reduced by row operations to the given
reduced row-echelon form.
Example 4:
(a)

1 0 0

0 1 0
0 0 1

2
4

means by

x1 5 , x2 2 , x3 4

12

(b)

1 0 0 4 1

0
1
0
2
6

0 0 1 3 2

means by

x3 3 x4 2 , x2 2 x4 6 , x1 4 x4 1

(c)

(d)

1 6 0 0 4 2

0
0
1
0
3
1

0 0 0 1 5 2

0
0
0
0
0
0

use first 3 rows to solve the system of linear equation

1 0 0

0 1 0
0 0 0

2
4

means no solution

____________________________________________________

13

Solutions of Linear Systems


Elimination Methods : Gaussian Elimination and Back
Substitution
Example 5:
Solve the system by Gaussian Elimination
x1 2 x2 3 x3 5
1.

2 x1 5 x2 3 x3 3
x1

8 x3 17

Solution
Gaussian Elimination
1 2 3 5 2 R1 R
R 2 1 2 3 5

1 2 3 5
2

2
5
3
3

0
1

0
1

3 7
1 0 8 17 R1 R3 R3 0 2 5 12 2 R2 R3 R3 0 0 1 2

1 2 3 5

0
1

(1) R3 R3
0 0 1 2
Back Substitution

x1 2 x2 3 x3 5

x2 3 x3 7

x3 2

14

x2 3 2 7

x1 2 1 3 2 5
x1 1 ,

x2 7 6 1
x1 5 2 6 1

x2 1

x3 2

______________________________________________________________________________

2 x 2 x 2 x 4
1

2.

3 x 2 x x 3
1

4 x 3 x 2 x 3
1

Solution
2 2 2 4 1
1 1 1 2
R

1
1

2
1

3
3

2
1
2

3
4 3 2 3
4 3 2 3
3R1 R2 R2

4 R1 R3 R3

1 1 1 2

5
4
3

0 7 6 5

15

R2 R2
5

1 1

1 2

4
3
0 1
5 5

0 7 6 5

1 1 1
7 R2 R3 R3
0 1 4

2
0 0
5

x1 1x2 x3 2

x2

4
3
2
5
5

x1 1 2 2

x1 1

5
2 R3 R3 1 1 1 2
2

3
4
3

0 1
5
5 5

0 0 1 2
4

x2

4
3
x3
5
5

x2

,
,

x3 2

3 8 5
1
5 5 5

x1 2 1 2 1

x2 1

x3 2

Gauss - Jordan Elimination


Example 6 :
(a) Consider the linear system

x1 2 x2 3 x3 5

2 x1 5 x2 3 x3 3 .
x
8 x3 17
1

Solve the system using Gauss-Jordan elimination method.

Solution (a)
Gauss - Jordan Elimination
1 2 3 5 2 R1 R
R 2 1 2 3 5 2R2
R1 R1 1 0 9 19
2

2
5
3
3

0
1

0
1

3 7
1 0 8 17 R1 R3 R3 0 2 5 12 2 R2 R3 R3 0 0 1 2
1 0 9 19

0
1

(1) R3 R3
0 0 1 2

x1 1 ,

x2 1

9 R3 R
R 1 1 0 0 1
1

0 1 0 1
3R3 R2 R 2 0 0 1 2

x3 2

17

2 x1 2 x2 2 x3 4
(b) Consider

3 x1 2 x2 x3 3

4 x1 3 x2 2 x3 3
Solve the system using Gauss-Jordan elimination method.
Solution (b)
Gauss-Jordan elimination

2 2 2 4

2
1

4 3 2 3

1 1 1 2
1
R

R
1

1
3

2
1
2

3
4 3 2 3

1 1 1 2

2
1

4 3 2 3

3R1 R2 R 2 1 1 1 2

0 5 4 3
4 R1 R3 R3 0 7 6 5

1
R2 R2 1 1
5

0 1

0 7

1
4
5
6

1 R2 R1 R1

1 0

0 1

7 R2 R3 R3
0 0

3
5
5
1
5
4
5
2
5

7
5

3
5

4
5

18

1 0

0 1

5
R3 R3
2

x1 1

0 0

1
5
4
5
1

7
5

3
5

x2 1

1
R3 R1 R1 1 0 0 1
5

0
1
0
1

0 0 1 2
4
R3 R2 R2
5

x3 2

__________________________________________________________

Homogeneous Linear Systems


Example 7 :
x yz0
x2 y z0
3x 4 y z 0

(a) Solve

Solution

(a)

19

x yz0
x2 y z0
3x 4 y z 0
1 1 1 0 R R R 1 1 1 0
1 2 1 0
0 1 2 0
3 4 1 0 3R R R 0 1 2 0
1

R R R

1 1 1 0
0 1 2 0

0 0 0 0 many solutions

Since last row is entirely zero entries, the homogeneous system


has nontrivial solution (many solutions)

x1 x2 x3 0

x2 2 x3 0

Let x3 t
x2 2t 0

x1 2t t 0
x1 3t

x2 2t

x2 2t

x1 3t
,

x3 t

20

(b)

x 2 y 5z 0
3 x 2 y 2 z 0
4 x 4 y 5z 0

Solve

Solution (b)
3R1 R2 R2
1 2 5 0

3 2 2 0

4 4 5 0 4 R1 R3 R3

R2 R3 R3 1 2 5 0
0 4 13 0
0 0 2 0

1 2 5 0
0 4 13 0
0 4 15 0

R2 R2
4

1 2

3 0

R3 R 3 1
2
2 R2 R1 R1
2

13
0 1 0
0

4
0 0 2
0
0

13
R R R
1 0 0 0
4
0 1 0 0

0 0 1 0
3
R R R
2
1 0

5 0

13
1
0
4

0 2 0

3 0
0
2

13
1 0
4
0
1 0

21

Therefore the system has exactly one solution. (Trivial


solution)

x1 0

x2 0

x3 0

____________________________________________________
1.3 Matrices and Matrix Operations
Matrix
Matrix is a rectangular array of numbers or, more generally,
a table consisting of abstract quantities that can be added
and multiplied.
The numbers in the array are called the entries in the matrix
Matrices are used to describe linear equations, keep track of
the coefficients of linear transformations and to record data
that depend on two parameters.
Matrices can be added, multiplied, and decomposed in
various ways, making them a key concept in linear algebra
and matrix theory.
Definitions and notations
The horizontal lines in a matrix are called rows and the
vertical lines are called columns.

22

A matrix with m rows and n columns is called an m-by-n


matrix (written mn) and m and n are called its dimensions.
The dimensions of a matrix are always given with the
number of rows first, then the number of columns.
The entry of a matrix A that lies in the i -th row and the j-th
column is called the i,j entry or (i,j)-th entry of A. This is
written as aij or (A)ij. The row is always noted first, then the
column.
We often write to define an mn matrix A with each
entry in the matrix [aij]mxn called aij for all 1 i m and
1jn

(Adapted from http://en.wikipedia.org)

23

A matrix where one of the dimensions equals one is often


called a vector, and interpreted as an element of real
coordinate space.
A 1 n matrix (one row and n columns) is called a row
vector, and an m 1 matrix (one column and m rows) is
called a column vector.
____________________________________________________
Example 8 :

2
1

4
0

Row vector

or

1
3
0
1



2
0

4

Column vector

A square matrix is a matrix which has the same number of


rows and columns.
A square matrix of order n and the entries a11, a22, . . . , ann are
the main diagonal of A.
The unit matrix or identity matrix In, with elements on
the main diagonal set to 1 and all other elements set to 0,
satisfies M In=M and In N=N for any m-by-n matrix M and
n-by-k matrix N.

24

Example 9 :

1 0 0

I3 = 0 1 0

0 0 1

if n = 3:

__________________________________________________________

Operations on Matrices
Definition
Two matrices are defined to be equal if they have the same
size and their corresponding entries are equal.

In matrix notation, if A= [aij] and B = [bij] have the same size,


then A = B if and only if (A)ij= (B)ij

Example 10

a
3

2
a 1,

b 8,

0 2
1
b

1 5

c 0,

1
d

d 3,

c
1
f

e 2

2
8

5
and

f 1

25

Addition and Subtraction (Only on same size matrices)


Given m-by-n matrices A and B ,
their sum A + B is the m-by-n matrix computed by adding
corresponding entries
(A + B)ij = (A)ij + (B) ij
= a ij + b ij
their difference A B is the m-by-n matrix computed by
subtracting corresponding entries (A - B)ij = (A)ij - (B)ij
= a ij - b ij
Example 11 :
1. Addition

0 2
1
3
1 3

2 1 5

1 2 3
2 2 1
4 5 6 7 6 3

7 8 9
5 7 14

2. Subtraction

1
3

0 2
1 3

1 5

1 2 3
0 2 5
4 5 6 1 4 9

7 8 9
9 9 4

______________________________________________________________________________

26

Scalar Multiples
If A is any matrix and c is any scalar, then the product cA is the
matrix obtained by multiplying each entry of the matrix A by
c. The matrix cA is said to be a scalar multiple of A. In matrix
notation, if A = aij , then (cA)ij = c(A)ij = caij
Example 12 :
Linear combination
1
3 2

0
3
4

6
7

25

1
2
0 2 1

1
0

c1A1 + c2A2 + . . . + cnAn


1
3
0 5 3

2 6
5
4
3

0
2

0
1

9
5
5

28 15
8

______________________________________________________________________________

Multiplying Matrices
Multiplication of two matrices is well-defined only if the
number of columns of the left matrix is the same as the
number of rows of the right matrix.
If A is an m-by-n matrix and B is an n-by-p matrix, then
their matrix product AB is the m-by-p matrix (m rows, p
columns) given by

27

Example 13

5 0
2 1
(2)(3) (1)(1) (2)(1) (1)(2)

3
1

0 2
(0)(3) (2)(1) (0)(1) (2)(2)
2 4

1 2

1 3
(1)(3) (1)(3) (1)(1) (3)(2)

0 5
______________________________________________________________________________

Matrix Products as Linear Combination

a11
a
A 21
M

am1

a12

a22 K
M L
am1

a11

21
x1
Then Ax
M

a
m1

a1n
a2 n
,
M

amn

x1
x
2
x
M

xn

a 12
a1n
a
a 22

x2 L 2 n xn
M
M


a m1
amn

28

a11 x1 a12 x2 ... a1n xn


a21 x1 a22 x2 ... a2 n xn

am1 x1 am 2 x2 ... amn xn


______________________________________________________________________________

Matrix Forms of a Linear System


Let Ax = b as an augmented matrix

a11

a21
M

am1

a12

a22 K
M L
am1 K

b1

a2 n b2

M M

amn bm
a1n

Matrix Defining Functions and the product y = Ax is

a11
a
A 21
M

am1

a12
a22
M
am1

K
K
L
K

a1n

a2 n
, x

amn

x1
x
2
M

xn

b1
b
y 2
M


bm

______________________________________________________________________________

29

1.4 Properties of Matrix Operations


Properties of Matrix Arithmetic
Assuming that the sizes of the matrices are such that the
indicated operations can be performed, the following rules of
matrix arithmetic are valid. A, B ,C are matrices and a ,b, c
are any constant
(a)

A+B=B+A
(Commutative law for
addition)
(b)
A + (B + C) = (A + B) +C
(Associative law for
addition)
(c)
A(BC) = (AB)C
(Associative law for
multiplication)
(d)
A (B + C) = AB + AC
(Left
distributive law)
(e)
(B + C) A = BA + CA
(Right
distributive law)
(f)
A (B C) = AB AC
(g)
(B C) A = BA CA
(h) a (B + C) = aB + aC
(i)
a (B C) = aB aC
(j) (a + b)C = aC + bC
(k) (a b)C = aC bC
(l) a(bC) = (ab) C
(m) a(BC) = (aB)C = B(aC)
______________________________________________________________________________

Zero Matrices

30

0 0
0
,

0 0

0 0 0
0 0 0

0 0 0

0 0 0 0
0 0 0 0

Properties of Zero Matrices


(a)
(b)
(c)
(d)

A+ 0 = 0 + A= A
A-A = 0
0 A = A
A0 = 0 ; 0A =0

______________________________________________________________________________

Identity Matrices

1 0
0 1

1 0 0
0 1 0

0 0 1

1 0 0 0
0 1 0 0

0 0 1 0

0
0
0
1

Theorem
If R is the reduced row-echelon form of an nxn matrix A, then
either R has a row of zeros or R is the identity matrix In.
Definition
If A is a square matrix, and if a matrix B of the same size can
be found
Inverse
ofsuch
A that AB = BA= I, then A is to be invertible and
B is called an inverse of A. If no such matrix B can be found,
then A is said to be singular.

31

Example 14

2 3

Consider A
and
B

5 8

Find AB and BA

3
.
5 2
8

Solution

2 3
AB

5 8

8
5

1 0
3
2 0 1

1 0
8 3 2 3
.


0 1
5 2 5 8
Theorem 1
1
a b B = A
Note: A = B and
The matrix A
is invertible if ad bc 0 , in
_________________________________________________________
c
d

which case the inverse is given by the formula


Method of finding inverse of 2 x d2 invertible
b matrix

ad - bc ad - bc
1 d b
1
A
=

c
a
ad - bc c a

ad - bc ad - bc
BA

32

Properties of Inverses
1) If B and C are both inverses of the matrix A, then B = C
2) A A1 = A1A = I
3)

If A and B are invertible matrices of the same size ,


then AB is invertible and (A B)1 = B1A1

_________________________________________________________________________________________

Power of a Matrix
Definition
If A is a square matrix, then we define the nonnegative integer powers
of A to be
a.
A0 = I
b.

An = A . A . A . . . A

(n> 0)

n factors
c.

An = (A1)n = A1 . A1 . . . A1
n factors

33

Laws of Exponents
a . If A is a square matrix and r and s are integers, then

Ar As = Ar+s
b. ( Ar ) s = A r s
c.

If A is an invertible matrix, then : A1 is invertible and

( A1 ) 1 =A
d.

If A is an invertible matrix, then :

An is invertible and

( An ) 1 = (A1 )n for n = 1, 2,
e.

For any nonzero scalar k, the matrix kA is invertible and


(kA)1 = (1/k) A1

__________________________________________________________________________________________

Transpose of a Matrix

(AT)i j = (A)j i

Definition
If A is any m x n matrix, then the transpose of A, denoted by
AT, is defined to be the n x m matrix that the results from
interchanging the rows and columns of A; that is, the first
column of AT is the first row of A, the second column of AT
is the second row of A, and so forth.

34

Example 15 :
1 0 1
1. 2 3 0

0 4 1

1 2 0
0 3 4

1 0 1

2.

1 4
2 5

3 6

1 2 3

4 5 6

Properties of the Transpose


If the sizes of the matrices are such that the stated operations can
be performed, then
(a)

((A)T)T = A

(b)

(A+B)T=AT + BT and (A B)T=AT BT

(c)

(k A)T= kAT , where k is any scalar

(d)

(AB)T= BT AT

Invertibility of a Transpose
Theorem
If A is an invertible matrix, then AT is also invertible and
(AT)1 =( A1)T

35

Example 16 :

2 3
1
and
A

Let A

5
8

2 5
AT =
and

3 8
A1

AT

3
.
5 2
8

8 5
1 8 5
=
=

3 2
1 3 2

T
1 8 3
1
and
A

1 5 2

8 5
3 2

_____________________________________________________________________________________

1.5 Elementary Matrices and a Method for Finding A 1


Elementary Matrices
.

Definition
An n x n matrix is called an elementary matrix if it can be
obtained from the n x n identity matrix In by performing a
single elementary row operation

Example 16 :
I

E1

36

1 0 0
I 0 1 0

0 0 1

1 0 0
0 1 0 .

1 0 1

Row Operations and Inverse Row Operations


Row
Example
operation on I
that produces
E

Row
operation
on E that
reproduces
I

Example

Multiply row i [I] R1 = 3R1 [E]


by c 0

Multiply
row i by 1/c

[I] R1 = 1/3R1[E]

Interchange
rows i and j

[I] R2 R3 [E]

Interchange
rows i and j

[I] R3 R2

Add c times
row i to row j

[I] R1 = R1 +2R3 [E] Add c


times row i
to row j

[E]

[I] R1= R12R3[E]

To find the inverse of an invertible matrix A, find a sequence of


elementary row operations that reduces A to the identity and
then perform this same sequence of operations on In to obtain
A1
__________________________________________________________

Theorem ROW OPERATIONS BY MATRIX


MULTIPLICATION

If the elementary matrix E results from performing a certain


row operation on Im and if A is an m x n matrix, then the
product EA is the matrix that results when this same row
operation is performed on A.

37

Example 17 :
1 2 1

Given matrix A 2 3 1
. Find the product of EA.
3 1 2
Let E is obtained from R R 2 R .
3

Solution
1 0 0
I 0 1 0

0 0 1

1 0 0 1 2
EA 0 1 0 2 3

2 0 1 3 1

By Theorem

0 0
0 1 0 E

2 0 1
1

2 R1 R3 R3

1 2 1
1
1 2 3 1

2
1 3 0

38

1 2 1
A 2 3 1

3 1 2

2 R1 R3 R3

1 2 1
2 3 1

1 3 0

EA

______________________________________________________________________________

Theorem
Every elementary matrix is invertible, and the inverse is also
an elementary matrix
Theorem

EQUIVALENT STATEMENTS

If A is an n x n matrix, then the following statements are equivalent,


that is, all true or all false.
(a) A is invertible
(b) Ax = 0 has only the trivial solution
(c) The reduced row-echelon form of A is In
(d) A is expressible as a EA

A method for Inverting Matrices


Ek . . . E2 E1 A = In

A1 = Ek . . . E2 E1 In = Ek . . . E2 E1

A1
A = E1 1 E2 1 . . . Ek 1 In = E1 1 E2 1 . . . Ek 1

__________________________________________________________

Example 18 :
Let A be a 3 X 3 matrix such that E E E A I where
3

39

E1 is obtained from I 3 by performing the operation


R1 R3 R1

E2 is obtained from I 3 by performing the operation

R2 2 R1 R2

E3 is obtained from I by performing the operation R R


3

Find A and A 1 using elementary matrices.


Solution
1 0 0

I 0 1 0 R3 R1 R1

0 0 1

1 0 1
1 0 1

0 1 0 E1 ; E1 1 0 1 0

0 0 1
0 0 1

1
1 0 0
1 0 0

I 0 1 0 2 R1 R2 R 2 2 1 0 E2 ; E2 1 2

0
0 0 1
0 0 1

1 0 0

I 0 1 0 R3 R2

0 0 1

1 0 0
1 0 0

0 0 1 E3 ; E3 1 0 0 1

0 1 0
0 1 0

0 0
1 0

0 1

40

A E11E2 1E31

1 0 1 1 0 0 1 0 0
0 1 0 2 1 0 0 0 1

0 0 1 0 0 1 0 1 0

1 1 0
1 0 1 1 0 0
2 1 0 0 0 1 2 0 1

0 1 0
0 0 1 0 1 0
1 0 0 1 0 0 1 0 1
A1 E3 E2 E1 0 0 1 2 1 0 0 1 0

0 1 0 0 0 1 0 0 1
1 0 1
1 0 0 1 0 1
0 0 1 0 1 0 0 0 1

2 1 2
2 1 0 0 0 1
Try this
1 1
2 0

0 1

0
1

1 0 1
_
0 0 1 = _

2 1 2
_

_
_
_

_
_

__________________________________________________________

Row Operation to find A 1


[ A | I ] [ I |A 1]

41

Example 19 :

1 2 3

Find the inverse of A 4 5 6


3 1 2

Solution

1 2 3 1 0 0
1 2
3 1 0 0

4
5
6
0
1
0

4
1

0
3 1 2 0 0 1
0 5 11 3 0 1
1 2

3 1 0 0

4
1
0 1 2

0
3
3

0 0 3 11 5 3

5 2

1 0 1 3 3 0

4
1
0 1 2

3
3

11

5
3
0
0

5
2

0
1 0 1 3

16
7

1
3
3
3
1
0
0

4
1
11
0 1 2

0 0 1 0 26
2
3
3

3
3

0 0 1 11

5
11
5

1
0 0 1
3
3

1
3
3

42

16

A 1 26
3

11
3

1
3
16 7 3

1
11
2 26 11 6
3

3
11 5 3
5
1
3

Try this

_
16 7 3 1 2 3
1
A1 A 26 11 6 4 5 6 _


3
11 5 3 3 1 2
_

_
_

_
_
_

______________________________________________________________________________

Showing That a Matrix Is Not Invertible


Example 20 :

1 6 4

Show that A is not invertible A 2 4 1


1 2 5

Solution

1 6 4 1 0 0

2
4

1
0
1
0

1 2 5 0 0 1

1 6 4 1 0 0

2
1
0

0 8 9 1 0 1

43

1 6 4 1 0 0

2
1
0


0 0 0 1 1 1
There is a row of zeros. Therefore A is not invertible.

A Consequence of Invertibility
1 2 5

Let A = 3 2 2 . If A is invertible , then


4 4 5

1. the homogeneous system has only the trivial solution.


x 2 y 5z 0
3x 2 y 2 z 0
4 x 4 y 5z 0

2. the nonhomogeneous system has exactly one solution.


x 2 y 5z 1
3x 2 y 2 z 2
4 x 4 y 5z 1

3. the linear system is consistent (the linear system has a


solution)
x 2 y 5 z b1
3x 2 y 2 z b2
4 x 4 y 5 z b3

44

__________________________________________________________

1.6 Further Results on Systems of Equations and


Invertibility
Basic Theorem
Theorem
Every system of linear equations has no solutions, or has
exactly one solution, or has infinitely many solutions.

Linear Systems by Matrix Inversion


Theorem
If A is an invertible n x n matrix, then for each n x 1 matrix b ,
the system of equations Ax =b has exactly one solution,
namely , x = A1b

Solution of a Linear System Using A1


Write as Ax = b.

Find A1 then A1(Ax) = A1b x = A1b

45

Example 21 :
x y 1
Consider the system of linear equations 2 x z 10 .
y2
Solve using matrix inversion.
Solution
1 1

A = 2 0
0 1

0
1

1 0 1
0 0 1

2 1 2

and

1 0 1

A1 = 0 0 1
2 1 2

1 3
10 2

2 4

(from Example 18)

x=3

y= 2

z =

Solving Two Linear System at Once


Example 22 :
Solve the systems

x 2 y z 2
2x 5 y z 1
3 x 7 y 2 z 1

and

x 2y z 1
2 x 5 y z 1
3x 7 y 2 z 0

Solution
Linear system with a common coefficient matrix

46

1 2 1 2 1
1 2 1 2 1
2 5 1 1 1
0 9 1 5 3

3 7 2 1 0
0 1 1 5 3

1 2 1 2 1
1 2 1 2 1
0 9 1 5 3
0 9 1 5 3

0 0 10 50 30
0 0 1 5 3
1 2 0 3 2
1 2 0 3 2
0 1 0 0 0
0 9 0 0 0

0 0 1 5 3
0 0 1 5 3
1 0 0 3 2
0 1 0 0 0
0 0 1 5 3
x=3

y= 0

z =5

Second system : x = 2

y= 0

z =3

First system :

__________________________________________________________

Properties of Invertible Matrices


AB = I and
BA = I
for A & B are square matrices
Theorem
______________________________________________________________________________
Let A be a square matrix,
(a) If B is a square matrix satisfying BA = I, then B = A1
(b) If B is a square matrix satisfying AB = I, then B = A1

47

Theorem
Let A and B be a square matrices of the same size.
If AB is invertible, then A and B must also be invertible.

Theorem

EQUIVALENT STATEMENTS

If A is an n x n matrix, then the following statements are


equivalent, that is, all true or all false.
a) A is invertible
b) Ax = 0 has only the trivial solution
c) The reduced row-echelon form of A is In
d) A is expressible as a product of elementary
matrices. EA
e) Ax = b is consistent for every nx1 matrix b
f) Ax = b has exactly one solution for every n x 1
matrix b
__________________________________________________________

Determining Consistency by Elimination


Example 23:

48

Find the conditions that the bs must satisfy the system to be


consistent

2x 2x 2x b
1

(a)

3x 5 x x b
1

4 x 7 x 2 x b
1

(b)

x x 2x b
1

x 2 x 3x b
1

3x 7 x 4 x b
1

Solution

(a)

2 2 b1
2
3 5 1 b
2

4 7 2 b3

1
b1

3
0 2
4 b2 b1

2
0 3 6 b 2b
3
1

49

1 1

b1

1 1
2

2
b

3
b
2
1
0 1
0 1 2
4

b3 2b1
0 1 2

0 0

b3 2b1 2b2 3b1


Therefore

0
3
4

4b3 8b1 6b2 9b1

0
12
12
b3

1
2
0

b1

2b2 3b1

b3 2b1 2b2 3b1

3
4

b1 6b2 4b3 0

b1 6b2
4

______________________________________________________________________________

(b)

2
b1
1 1 2 b1
1 1
1 2 3 b
0 1 5 b b
2
1 2

3 7 4 b3
0 10 2 b3 3 b1
2
b1
b1
1 1 2

1 1

0 1 5 b1 b2 0 1 5
b1 b2

0 0 52 10 b1 b2 b3 3b1
0 10 2 b3 3b1

50

1 1 2

b1

0 1 5
b1 b2

0 0 1 10 b b b 3b
1
2
3
1

52
Therefore b3 has no condition for the linear system to be
consistent.
1.7 Diagonal, Triangular, and Symmetric Matrices

Diagonal Matrices
Example 24
1 0 0
D 0 5 0

0 0 2
_____________________________________________________________________________________________________________________

Triangular Matrices
Example 25

1 2 3
A 0 5 6

0 0 2

1 0 0
B 4 5 0

3 1 2

Upper Triangular

Lower Triangular

51

___________________________________________________________________________

Symmetric Matrices

A = AT (row i = column j )

Example 26 :
1 4 3
A 4 5 7

3 7 2

1 4
4 5
. AT

3 7

3
7

Products AAT and ATA


Example 27 :
1 6 7
A 2 4 1

1 2 5

1 6 7 1 2
AAT 2 4 1 6 4

1 2 5 7 1

1 2
6 4
, AT

7 1

1
2

86 19 46
1
2 19 21 1 symmetric matrix

5
46 1 30

6 12 0
1 2 1 1 6 7
AT A 6 4 2 2 4 1 12 56 48 symmetric matrix

7 1 5 1 2 5
0 48 75
AAT and AT A are equivalent matrices

52

*************************** END OF CHAPTER 1 *****************************

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