Beruflich Dokumente
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Topics
• Preliminaries
• Systems of Linear Equations
• Matrices
• Algebraic Properties of Matrix Operations
• Special Types of Matrices and Partitioned
Matrices
• Matrix Transformations
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Systems of Linear Equations
System of m equations in n unknowns
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Systems of Linear Equations
Comments
• If a system has a solution, call it consistent
• If a system doesn’t have a solution, call it
inconsistent
• If b1 b2 bm 0 , the system is called
homogeneous. A homogeneous system always
has the trivial solution x1 x2 xn 0
• If two systems have the same solution, then they
are called equivalent. The solution strategy for
linear systems is to transform the system through
a series of equivalent systems until the solution is
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obvious
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Matrices
Systems of Equations
• Consider a11 x1 a12 x2 a1n xn b1
a21 x1 a22 x2 a2n xn b2
• Express system as AX B 7
Matrices
Systems of Equations
• Since the solution of the system involves the
a and b values only, will often work with the
augmented matrix
a a12 a1n b1
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a21 a22 a2n b2
am1 am2 amn bm
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Systems of Linear Equations
Elementary Operations on Systems
1) Switch two equations
2) Multiply an equation by nonzero constant
3) Add multiple of one equation to another
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Solving Linear Systems Using
Gaussian Elimination
x + y + 2z = 19
x + 3y + 2z = 25
Solution
Step 1 Write the augmented matrix for the system.
Our first step in achieving this goal is to get 1 in the top position of the first
column.
We want 1 in 3 1 2 31
this position. 1 1 2 19
1 3 2 25
Let’s first get a 0 where there is now a 3. If we multiply the top row of
numbers by –3 and add these products to the second row of numbers, we
will get 0 in this position. The top row of numbers multiplied by –3 gives
-3(1) or –3, -3(1) or –3, -3(2) or –6, -3(19) or –57.
Now add these products to the corresponding numbers in row 2. Notice that
although we use row 1 to find the products, row 1 does not change.
1 1 2 19 1 1 2 19
3 + (-3) 1 + (-3) 2 + (-3) 31 + (-3) = 0 -2 -4 -26
1 3 2 25 1 3 2 25
We want 0 in
this position.
Example cont.
Solution
We are not yet done with the first column. If we multiply the top row of
numbers by –1 and add these products to the third row of numbers, we will
get 0 in this position. The top row of numbers multiplied by –1 gives
-1(1) or –1, -1(1) or –1, -1(2) or –2, -1(19) or –19.
Now add these products to the corresponding numbers in row 3.
1 1 2 19 1 1 2 19
0 -2 -4 -26 = 0 -2 -4 -26
1 + (-1) 3 + (-1) 2 + (-2) 25+(-19) 0 2 0 6
We are not yet done with the second column. If we multiply the top row of
numbers by –2 and add these products to the third row of numbers, we will
get 0 in this position. The second row of numbers multiplied by –2 gives
-2(0) or 0, -2(1) or –2, -2(2) or –4, -2(13) or –26.
Now add these products to the corresponding numbers in row 3.
1 1 2 19 1 1 2 19
0 1 2 13 = 0 1 2 13
0+0 2 + (-2) 0 + (-4) 6+(-26) 0 0 -4 -20
Example cont.
Solution
We move on to the third column. We want 1 in the third row, third column.
We want 1 in 1 1 2 19
this position. 0 1 2 13
0 0 -4 -20
We now have the desired matrix with 1s down the diagonal and 0s below the 1s.
Step 3 Write the system of linear equations corresponding to the
matrix in step 2, and use back-substitution to find the system’s solution.
The system represented by the matrix in step 2 is
Example cont.
Solution
3 1 2 31 x + y + 2z = 19
1 1 2 19 y + 2z = 13
1 3 2 25 z = 5
Definition
• A matrix is in echelon form if
• Any rows consisting entirely of zeros are
grouped at the bottom of the matrix.
• The first nonzero element of each row is 1.
This element is called a leading 1.
• The leading 1 of each row after the first is
positioned to the right of the leading 1 of the
previous row.
• (This implies that all the elements below a
leading 1 are zero.)
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Example 1
Solving the following system of linear equations using the
method of Gaussian elimination.
x1 2 x2 3x3 2 x4 1
x1 2 x2 2 x3 x4 2
Solution 2 x1 4 x2 8 x3 12 x4 4
Starting with the augmented matrix, create zeros below the pivot
in the first column.
1 2 3 2 1 1 2 3 2 1
1 2 2 1 2 R 2 R1 0 0 1 3 1
2 8 12 4 R3 (2) R1 0 0 2 8 6
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At this stage, we create a zero only below the pivot.
1 2 3 2 1 1 2 3 2 1
0 0 1 3 1 1 0 0 1 3 1
R3 (2) R 2 R3
0 0 0 2 4 2
0 0 0 1 2
We have arrived at the echelon form. Echelon form 45
The corresponding system of equation is
x1 2 x2 3x3 2 x4 1
x3 3x4 1
x4 2
We get x3 3(2) 1
x3 5
Substituting x4 = 2 and x3 = 5 into the first equation,
x1 2 x2 3(5) 2(2) 1
x1 2 x2 10
x1 2 x2 10
Let x2 = r. The system has many solutions. The solutions are
x1 2r 10, x2 r , x3 5, x4 2
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Example 2
Solving the following system of linear equations using the
method of Gaussian elimination, performing back substitution
using matrices. x1 2 x2 3x3 2 x4 1
x1 2 x2 2 x3 x4 2
Solution 2 x1 4 x2 8 x3 12 x4 4
We arrive at the echelon form as in the previous example.
1 2 3 2 1 1 2 3 2 1
1 2 2 1 2 0 0 1 3 1
2 8 12 4 0 0 0 1 2
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Echelon form
This marks the end of the forward elimination of variables from
equations. We now commence the back substitution using
matrices.
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1 2 3 2 1 1 2 3 0 5
0 0 1 3 1 R1 (2) R 2 0 0 1 0 5
0 0 0 1 2 R 2 (3) R3 0 0 0 1 2
1 2 0 0 10
R1 (3) R 3 0 0 1 0 5
0 0 0 1 2
This matrix is the reduced echelon form of the original
augmented matrix. The corresponding system of equations is
x1 2 x2 10
x3 5
x4 2
Let x2 = r. We get same solution as previously,
x1 2r 10, x2 r , x3 5, x4 2
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