Beruflich Dokumente
Kultur Dokumente
TOPICS IN LINEAR
ALGEBRA
Prepared by
Rolando A. Danao, PhD
Professor Emeritus
School of Economics
University of the Philippines
Quezon City
11/23/2012
a m1
a12
a 22
M
a m2
a1n
L a 2n
M
M
L a mn
L
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x T = x1
x2
L xn
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OPERATIONS ON
MATRICES, VECTORS,
AND SCALARS
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3 1 8
6 1 2
B=
7 9 0
2 + 6 5 + 1 0 + 2 8 6 2
A+B =
= 10 8 8
3
+
7
1
+
9
8
+
0
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5
y = 4
6
2 ( 5) 3
x y = 1 ( 4) = 3
4 ( 6) 2
ADDITION OF MATRICES
Theorem.
(a) A + B = B + A
(Commutative Property)
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SCALAR MULTIPLICATION
Let A be an mn matrix and let c be a scalar. The scalar
multiple of c and A, denoted by cA, is the mn matrix
obtained by multiplying each entry of A by c. This
operation is called scalar multiplication.
Example
0 2 3
B=
2 1 8
3(0) 3( 2) 3(3) 0 6 9
3B =
= 6 3 24
3
2
3
1
3
8
(
)
(
)
(
)
SCALAR MULTIPLICATION
Theorem.
(a) (a + b)A = aA + bA
(b) a(bA) = (ab)A
(c) a(A + B) = aA + aB
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INNER PRODUCT
Let x and y be vectors in Rn. The inner product (vector
product) of x and y is defined as
n
x y = x1 y1 + x 2 y 2 + LL+ x n y n =
T
xy
i =1
i i
INNER PRODUCT
Theorem.
(a) xTy = yTx
(b) xT(c y) = c xTy
(c) (x + y)Tz = xTz + yTz
(d) xTx 0
(e) xTx = 0 if and only if x = 0.
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INNER PRODUCT
Example:
Let xT = [x1 x2 . . . xn] be a consumption vector where
xj denotes consumption of the jth good.
Let pT = [p1 p2 . . . pn] be the price vector where pj
denotes the price of good j.
Then
n
p T x = p1 x1 + p2 x 2 + L+ pn x n =
px
i =1
i i
MATRIX MULTIPLICATION
Let A be an mn matrix and B an np matrix.
The product AB is defined as the mp matrix whose
(i,j)-entry is the inner product of the ith row of A and
the jth column of B.
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MATRIX MULTIPLICATION
Example
1 0
A = 3 1
2 5
6 2
B=
0 1
MATRIX MULTIPLICATION
Example
1 3 2
A = 2 4 1
3 1 2
x1
x = x2
x 3
x1 3x 2 + 2 x 3
Ax = 2 x1 4 x 2 + x 3
3x1 x 2 + 2 x 3
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MATRIX MULTIPLICATION
A system of linear equations can be written in matrix
form.
For example, the system of equations
3x + 5y = 15
4x 7y = 28
may be written as
3 5 x
15
4 7 y = 28
MATRIX MULTIPLICATION
The matrix product AB is defined only if the number
of columns of A equals the number of rows of B.
Thus, AB may be defined but BA may not be defined.
For example, if A is 23 matrix and B is 34 matrix,
then AB is defined but BA is not.
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MATRIX MULTIPLICATION
Matrix multiplication is not commutative.
Example
3 2
A=
1 0
1 2
B=
0 3
3 12
AB =
1 2
5 2
BA =
3 0
AB BA.
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1 0
I2 =
0 1
1
0
I4 =
0
0 0 0
1 0 0
0 1 0
0 0 1
a12 1 0 a11 (1) + a12 (0) a11 (0) + a12 (1) a11
=
a 22 0 1 = a 21 (1) + a 22 (0) a 21 (0) + a 22 (1) a 21
Thus, AI = A
a12
a 22
Similarly, IA = A
1 0 x
1( x ) + 0( y ) x
=
0 1 y
0( x ) + 1( y ) = y
Thus, Ix = x
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MATRIX OPERATIONS
Theorem.
(a) A(BC) = (AB)C
(Associative Law)
(b) A(B C) = AB AC
(Distributive Law)
(A B)C = AC BC
(Distributive Law)
(c) AI = A = IA
(d) c(AB) = (cA)B = A(cB)
(e) A0 = [0] = 0A
TRANSPOSE OF A MATRIX
The transpose of an mn matrix A is the nm matrix AT
obtained by taking the jth row of A as the jth column of AT.
Example
3 0 1
A=
6
5 4
3 5
A = 0 4
1 6
T
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TRANSPOSE OF A MATRIX
Theorem.
(a) (AT)T = A
(b) (A B)T = AT BT
(c) (cA)T = cAT
(d) (AB)T = BTAT
SYMMETRIC MATRICES
A square matrix A is said to be symmetric if and only if
AT = A.
Example
3 2 5
A = 2 0 1
5 1 7
3 2 5
A = 2 0 1
5 1 7
T
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DETERMINANTS
For the 11 matrix A = [a11], the determinant of A,
denoted by det A, is defined as
det A = a11.
For the 22 matrix
a11
A=
a 21
a12
a 22
we define det A as
det A = a11a22 a21a12
DETERMINANTS
The determinants of matrices of order greater than 2
are defined by induction, i.e., the determinant of 33
matrices are defined in terms of determinants of 22
matrices, those of 44 matrices in terms of
determinants of 33 matrices, and so on.
First, we need some terminology.
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DETERMINANTS
Let A be a 33 matrix.
The minor of aij, denoted by mij, is the determinant of
the submatrix obtained by deleting the ith row and the
jth column of A.
The cofactor of aij, denoted by cij, is defined as
cij = (1)i + j mij
DETERMINANTS
Example
2 1 3
A = 4 5 0
6 2 1
c21 = ( 1) 2 + 1 m21 = ( 5) = 5
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DETERMINANTS
Let A be a 33 matrix and consider the following array
of numbers:
a11c11 a12c12 a13c13
a21c21 a22c22 a23c23
a31c31 a32c32 a33c33
It can be shown that the row sums and column sums of
the above array are equal to one another.
This common sum is defined as the determinant of the
33 matrix A.
DETERMINANTS
Example
2 1 3
A = 4 5 0
1 2 1
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DETERMINANTS
2 1 3
A = 4 5 0
1 2 1
5 0
c11 = ( 1) 1+1 det
=5
2 1
4 0
c12 = ( 1) 1+ 2 det
= 4
1 1
4 5
c13 = ( 1) 1+ 3 det
=3
1 2
DETERMINANTS
Using the third column to evaluate the determinant of A,
we have
det A = a13 c13 + a 23 c23 + a 33 c33
4 5
c13 = ( 1) 1+ 3 det
=3
1 2
2
c 23 = ( 1) 2 + 3 det
1
2
c33 = ( 1) 3+ 3 det
4
2 1 3
A = 4 5 0
1 2 1
1
= 3
2
1
=6
5
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DETERMINANTS
The determinant of a 44 matrix is similarly
defined.
Its minors and cofactors are defined in terms of
determinants of 33 submatrices.
By induction, we may define the determinants of
55 matrices, 66 matrices and so on.
DETERMINANTS
Example
1
1
A=
2
2
8 3 5
1 1 4
4 3 0
0
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DETERMINANTS
Example
1
1
A=
2
2
8 3 5
1 1 4
4 3 0
0
DETERMINANTS
1
1
A=
2
2
8 3 5
1 1 4
4 3 0
1
1
A=
2
0
8
2
5
1 1 4
4 3 0
4
3
1 0 2
c 43 = ( 1) 4 + 3 det 1 8 5 = 7-7
2 1 4
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DETERMINANTS
Theorem.
(a) det AT = det A
(b) det (AB) = (det A)(det B)
Example
3 1
A=
,
2 4
3 2
AT =
1 4
det A = 10 = det AT
DETERMINANTS
Example
3 1
A=
,
2
4
1 0
B=
3 2
det A = 10,
det B = 2
3 1 1 0 0 2
AB =
2 4 3 2 10 8
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a n1
2 1 3
4 5 0
1 2 1
a12
a 22
M
a n2
L a1n
L a 2 n
M
M
L a nn
1
1
2
8 3 5
1 1 4
4 3 0
0
TRIANGULAR MATRICES
A square matrix is said to be upper triangular if and
only if its entries below the main diagonal are zeros.
A square matrix is said to be lower triangular if and
only if its entries above the main diagonal are zeros.
A square matrix is called a diagonal matrix if and only
if all its entries above and below the main diagonal are
zeros.
These matrices are called triangular matrices.
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TRIANGULAR MATRICES
Examples
1 0 2
0 8 5
0
0
4
1 0 0
2 5 0
3 4 6
1 0 0
0 5 0
0 0 6
Upper Triangular
Matrix
Lower Triangular
Matrix
Diagonal
Matrix
TRIANGULAR MATRICES
Theorem. The determinant of a triangular matrix is the product
of its diagonal entries.
Illustration of proof: Let A be a 3x3 upper triangular matrix.
a11 a12 a13
A = 0 a22 a23
0 a33
0
a 22
det A = a11 ( 1) 2 det
0
a 23
+0+0
a 33
= a11 (a 22 a 33 0)
= a11a 22 a 33
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0 1 / 2
B=
1 1 / 2
1 1 0 1 / 2 1 0
AB =
=
=I
0 1 1 / 2 0 1
2
0 1 / 2 1 1 1 0
BA =
=
=I
0 0 1
1 1 / 2 2
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1 1
A=
1 1
Suppose that
1 1 b11
AB =
1 1 b21
Then
b11 + b21 = 1
b11 + b21 = 0
b12 1
=
b22 0
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(Associative Law)
(Definition of inverse)
(Property of I)
(Definition of inverse)
(Associative Law)
(Definition of inverse)
(Property of I)
(Definition of inverse)
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28
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cn1
c12
c22
M
cn2
L c1n
L c2n
O M
L cnn
A 1 =
1
adj A
det A
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3 0 1
A = 2 1 4
1 0 1
1 4
2 4
2 1
c11 = ( 1) 2 det
= 1, c12 = ( 1) 3 det
= 2, c13 = ( 1) 4 det
= 1
1 1
1 0
0 1
0 1
3 1
3 0
4
5
c 21 = ( 1) 3 det
= 0, c22 = ( 1) det 1 1 = 2, c23 = ( 1) det 1 0 = 0
0
1
0 1
3 1
3 0
c31 = ( 1) 4 det
= 1, c32 = ( 1) 5 det
= 10, c33 = ( 1) 6 det
=3
1 4
2 4
2 1
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cof A = 0
2
0 ,
1 10
3
A 1
1 0 1
adj A = 2 2 10
1 0
3
1 0 1 1 / 2 0 1 / 2
1
= 2 2 10 = 1
1 5
2
1 0
3 1 / 2 0 3 / 2
3 0 1 1 / 2 0 1 / 2 1 0 0
= 2 1 4 1
1 5 = 0 1 0
1 0 1 1 / 2 0 3 / 2 0 0 1
1 / 2 0 1 / 2 3 0 1 1 0 0
A 1 A = 1
1 5 2 1 4 = 0 1 0
1 / 2 0 3 / 2 1 0 1 0 0 1
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5 0 4
A = 8 3 6
2 7 1
3 6
8 6
8 3
c11 = (1) 2 det
= 39, c12 = ( 1) 3 det
= 4, c13 = (1) 4 det
= 50
7 1
2 1
2 7
0 4
5 4
5 0
c21 = (1) 3 det
= 28, c22 = (1) 4 det
= 3, c23 = (1) 5 det
= 35
7 1
2 1
2 7
0 4
5 4
5 0
c31 = ( 1) 4 det
= 12, c32 = (1) 5 det
= 2, c33 = (1) 6 det
= 15
3 6
8 6
8 3
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cof A = 28 3 35,
12 2
15
39 28 12
adj A = 4
3
2
50 35 15
39 28 12
1
A = 4
3
2
5
50 35 15
1
SOLVING SYSTEMS OF
LINEAR EQUATIONS
33
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34
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3 0 1 x 1 4
2 1 4 x = 6
2
1 0 1 x 3 8
A
A1 was obtained previously:
A
x =b
1 / 2 0 1 / 2
= 1
1 5
1 / 2 0 3 / 2
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x= 1
1 5 6 = (1)4 + (1)6 + ( 5)8 = 30
1 / 2 0 3 / 2 8 ( 1 / 2)4 + (0)6 + (3 / 2)8 10
x = b
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2 1
A=
3 4
c11 = (1)2(4) = 4
c12 = (1)3(3) = 3
c21 = (1)3(1) = 1
c22 = (1)4(2) = 2
4 3
cof A =
,
1
2
4 1
adj A =
3 2
1 4 1 4 / 11 1 / 11
=
11 3 2 3 / 11 2 / 11
4 / 11 1 / 11 4 16 / 11 + 6 / 11 2
x=
=
=
3 / 11 2 / 11 6 12 / 11 + 12 / 11 0
Thus, x1 = 2, x2 = 0.
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x = A 1b =
adj A b
det A
c11
c
12
c13
c21
c22
c23
c 31 b1
c 32 b2
c33 b3
x1 =
1
(b1c11 + b2 c21 + b3 c31 )
det A
x2 =
1
b c + b2 c22 + b3 c32
det A 1 12
x3 =
1
(b1c13 + b2 c23 + b3c33 )
det A
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a12
a 22
a 32
a13
a 23
a 33
b1
A 1 = b2
b3
a12
a 22
a 32
a13
a 23
a 33
a12
a 22
a 32
a13
a 23
a 33
a11 b1
A 2 = a 21 b2
a 31 b3
a13
a 23
a 33
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a12
a 22
a 32
a13
a 23
a 33
a11
A 3 = a 21
a 31
a12
a 22
a 32
b1
b2
b3
c11
c
12
c13
c21
c22
c23
c31 b1
c32 b2
c33 b3
x1 =
1
(b1c11 + b2 c21 + b3 c31 )
det A
x2 =
1
b c + b2 c22 + b3 c32
det A 1 12
x3 =
1
(b1c13 + b2 c23 + b3c33 )
det A
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det A 1
1
b1c11 + b2 c21 + b3 c31 ) =
(
det A
det A
x2 =
det A 2
1
b1c12 + b2 c22 + b3 c32 ) =
(
det A
det A
x3 =
det A 3
1
(b1c13 + b2 c23 + b3c33 ) =
det A
det A
xj =
det A j
det A
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2
1 0 1 x 3 8
4 0 1
A 1 = 6 1 4,
8 0 1
det A 1 = 4,
3 4 1
A 2 = 2 6 4 ,
1 8 1
det A 2 = 60,
3 0 4
A 3 = 2 1 6,
1 0 8
det A 3 = 20,
x1 =
x2 =
det A 1 4
=
= 2
2
det A
det A 2 60
=
= 30
2
det A
x3 =
det A 3 20
=
= 10
det A
2
42