Determinant of a Matrix:

The determinant of a matrix is a scalar and is denoted as |A| or det(A). The

determinant has very important mathematical properties, but it is very
difficult to provide a substantive definition. For covariance and correlation
matrices, the determinant is a number that is sometimes used to express
the generalized variance of the matrix. That is, covariance matrices with
small determinants denote variables that are redundant or highly
correlated. Matrices with large determinants denote variables that are
independent of one another.
A determinant of second order is denoted by
14 ) 2 * 3 ( ) 5 * 4 (
5 2
3 4
det
21 12 22 11
22 21
12 11
= =
= = = a a a a
a a
a a
A D
Determinant of a Matrix:
Third Order Determinant
72
0 6
6 2
0
2 6
4 2
3
2 0
4 6
1
2 0 6
4 6 2
0 3 1
det
23 22
13 12
31
33 32
13 12
21
33 32
23 22
11
33 32 31
23 22 21
13 12 11
=

=
+ = = =
D
a a
a a
a
a a
a a
a
a a
a a
a
a a a
a a a
a a a
A D
Determinant of a Matrix:
Determinant of any order
jn jn j j j j
rc r r
c
c
C a C a C a D
a a a
a a a
a a a
A D
+ + + =
(
(
(
(

= =
...
...
... ... ... ...
...
...
det
2 2 1 1
2 1
2 22 21
1 12 11
(j = 1,2,..,or n)
Determinant of a Matrix:
General Properties of Determinants
a. Interchange of two rows multiplies tha value of the determinant by -1.
b. Addition of multiple of a row to another row does not alter the value of
the determinant.
c. Multiplication of a row by c multiplies the value of the determinant by c.
d. Transposition leaves the value of a determinant unaltered.
e. A zero row or column renders the value of a determinant zero.
f. Proportional rows or columns render the value of a determinant zero. In
particular, a determinant with two identical rows or column has the value zero.

Cramers Method:
A method for solving a linear system of
equations using determinants. Cramers rule may
only be used when the system is square and the
coefficient matrix is invertible.
x = D
x
/ D
y = D
y
/ D

Solution to Systems of Linear Equations
A system of linear equation:
13 3
8 4 3
15 2 4
3 2 1
3 2 1
3 2 1
= +
= +
= +
x x x
x x x
x x x
Gaussian Elimination

A systematic method of eliminating the unknowns and solving the equations
by back-substitution

Makes use of the basic matrix operations such as row interchanges,
elimination by addition or subtraction, scalar multiplication, etc.
Solution to Systems of Linear Equations
(
(
(
(

=
rc r r
c
c
a a a
a a a
a a a
A
...
... ... ... ...
...
...
2 1
2 22 21
1 12 11
Transform the system of linear equations into its equivalent matrix form

A x = bA b
where
A an r x c matrix which is compose of the coefficients of the unknowns
x vector of unknowns
b vector of the sum of the products of the unknowns and its
corresponding coefficient
Solution to Systems of Linear Equations
Consider the system of equations below
13 3
8 4 3
15 2 4
3 2 1
3 2 1
3 2 1
= +
= +
= +
x x x
x x x
x x x
In Matrix notation
Solution to Systems of Linear Equations
The augmented matrix which is used in matrix operations is the combination
of the matrix of coefficients and vector of known.
(
(
(

13
8
15
3
4
1
1 1
1 3
2 4
Solution to Systems of Linear Equations
In Gaussian elimination, the objective is to transform the matrix into an upper
triangular matrix by matrix operations
(
(
(

3
2
1
33
23
13
22
12 11
0 0
0
b
b
b
a
a
a
a
a a
Solution to Systems of Linear Equations
Row operation (subtraction)
To eliminate a
21
1 2 2
11 21
*
/
R f R R
a a f
=
=
1 3 3
11 31
*
/
R f R R
a a f
=
=
To eliminate a
31
Solution to Systems of Linear Equations
The last step in the Gaussian elimination is the back substitution.
(
(
(

3
2
1
33
23
13
22
12 11
0 0
0
b
b
b
a
a
a
a
a a
(
(
(

=
=
=
3 3 33
2 3 23 2 22
1 3 12 2 12 1 11
0 0
0
b x a
b x a x a
b x a x a x a
11
2 12 3 13 1
1
22
3 23 2
2
33
3
3
a
x a x a b
x
a
x a b
x
a
b
x

=

=
=
Solution to Systems of Linear Equations
Gauss Elimination: The three Possible Cases of Systems
Infinitely many solutions exist
Ex. Solve the linear three equations in four unknowns:
1 . 2 4 . 2 3 . 0 3 . 0 2 . 1
7 . 2 4 . 5 5 . 1 5 . 1 6 . 0
0 . 8 0 . 5 0 . 2 0 . 2 0 . 3
4 3 2 1
4 3 2 1
4 3 2 1
= +
= +
= + +
x x x x
x x x x
x x x x
(
(
(

1 . 2
7 . 2
0 . 8
4 . 2
4 . 5
0 . 5
3 . 0
5 . 1
0 . 2
3 . 0 2 . 1
5 . 1 6 . 0
0 . 2 0 . 3
(
(
(

1 . 1
1 . 1
0 . 8
4 . 4
4 . 4
0 . 5
1 . 1
1 . 1
0 . 2
1 . 1 0
1 . 1 0
0 . 2 0 . 3
Sol:
First Step. Elimination of x
1
from the second and third
equations by adding
-0.6/3.0 times the first eq. to the second eq.
-1.2/3.0 times the first eq. to the third eq.
This gives:
Solution to Systems of Linear Equations
Second Step. Elimination of x
2
from the third equations by adding
1.1/1.1 times the second eq. to the third eq.
(
(
(

0
1 . 1
0 . 8
0
4 . 4
0 . 5
0
1 . 1
0 . 2
0 0
1 . 1 0
0 . 2 0 . 3
Solution to Systems of Linear Equations
4 4 3
6 3
2 2
3 2 1
3 2 1
3 2 1
= + +
= +
= + +
x x x
x x x
x x x
(
(
(

4
6
2
4
1
2
3 1
1 3
1 1
(
(
(

2
12
2
2
7
2
2 0
2 0
1 1
(
(
(

10
12
2
5
7
2
0 0
2 0
1 1
Solve the linear system
Sol:
First Step. Elimination of x
1
from the second and third equations
gives
Second Step. Elimination of x
2
from the third equation gives
Beginning with the last equation, we obtain
successively x
3
= 2, x
2
= -1, x
1
= 1.
Gauss Elimination if a unique solution exist
Solution to Systems of Linear Equations
Gauss Elimination if no solution exist
6 4 2 6
0 2
3 2 3
3 2 1
3 2 1
3 2 1
= + +
= + +
= + +
x x x
x x x
x x x
(
(
(

6
0
3
4
1
1
2 6
1 2
2 3
(
(
(

0
2
3
2
3 / 1
1
2 0
3 / 1 0
2 3
Sol:
First Step. Elimination of x
1
from the second and third equations
gives
Second Step. Elimination of x
2
from the third equation gives
(
(
(

12
2
3
0
3 / 1
1
0 0
3 / 1 0
2 3
This shows that the system has no
solution
Solution to Systems of Linear Equations
Gauss Elimination. Partial pivoting
Solve the system
26 8 2 6 :
8 2 5 3 :
7 2 8 :
3 2 1 3
3 2 1 2
3 2 1
= + +
= + +
= +
x x x E
x x x E
x x E
7 2 8
8 2 5 3
26 8 2 6
3 2
3 2 1
3 2 1
= +
= + +
= + +
x x
x x x
x x x
(
(
(

7
5
29
2
2
8
8 0
4 0
2 6
(
(
(

7
8
26
2
2
8
8 0
5 3
2 6
Sol:
We must pivot since E
1
has no x
1
term. In column 1, eq E
3
has the largest
coefficient. Hence, we interchange E
1
and E
3
.
Eliminate of x
1
from the other equation gives
The largest coefficient in column 2 is 8. Hence we take the new third equation
as the pivot eq., interchanging eqs. 2 and 3,
Solution to Systems of Linear Equations
(
(
(

2 / 3
7
26
3
2
8
0 0
8 0
2 6
(
(
(

5
7
26
2
2
8
4 0
8 0
2 6
4
1
2
1
1
2
3
=
=
=
x
x
x
Eliminate x
2
Back substitution yields,

Consider a linear system.
Solution:
This is a triangular matrix. Its associated system is




Clearly we have v = 1. Set z=s and w=t, then we
have


The first equation implies


Using algebraic manipulations, we get



Putting all the stuff together, we have
2X
1
3X
2
+ 4X
3
= 3
-X
1
+ 4X
2
+3X
3
= 11
4X
1
+ 6X
2
5X
3
= -8






Gauss Jordan eliminates the backward
substitution..
A matrix must be square to have an inverse, but not all square matrices
have an inverse. In some cases, the inverse does not exist. For covariance
and correlation matrices, an inverse will always exist, provided that there
are more subjects than there are variables and that every variable has a
variance greater than 0.
Matrix Inverse:
In scalar algebra, the inverse of a number is that number which, when
multiplied by the original number, gives a product of 1. Hence, the inverse
of x is simple 1/x. or, in slightly different notation, x
-1
. In matrix algebra,
the inverse of a matrix is that matrix which, when multiplied by the original
matrix, gives an identity matrix. The inverse of a matrix is denoted by the
superscript -1. Hence, AA
-1
= A
-1
A = I
| |
(
(
(
(

=
=
rc r r
c
c
T
jk
a a a
a a a
a a a
A
A
A
A
...
... ... ... ...
...
...
det
1
det
1
2 1
2 22 21
1 12 11
1
where A
jk
is the cofactor
of a
jk
in det A.
Matrix Inverse:
8
3 1
1 3
13
4 1
1 3
7
4 3
1 1
10 det
4 3 1
1 1 3
2 1 1
13
12
11
=

=
=

=
=

=
=

=
A
A
A
A
A
2
3 1
1 1
2
4 1
2 1
2
4 3
2 1
23
22
21
=

=
=

=
= =
A
A
A
2
1 3
1 1
7
1 3
2 1
3
1 1
2 1
23
32
31
=

=
=

=
=

=
A
A
A
2 . 0 2 . 0 8 . 0
7 . 0 2 . 0 3 . 1
3 . 0 2 . 0 7 . 0
1

A
A civil engineer involved in construction requires 6000, 5000,
and 8000 m
3
of sand, gravel, and coarse gravel, respectively,
for building project. There are three pits from which these
materials can be obtained. The composition of these pits






How many cubic meters must be hauled from each pit in
order to meet the engineers needs? Use at least 2 from any
matrix method.



Sand% Fine Gravel%
Coarse
Gravel%
Pit 1 32 30 38
Pit 2 25 40 35
Pit 3 35 15 50