0% found this document useful (0 votes)
45 views143 pages

4MTH272 Note2

Uploaded by

lusandaowami025
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
45 views143 pages

4MTH272 Note2

Uploaded by

lusandaowami025
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 143

Chapter Contents

 1.1 Introduction to System of Linear


Equations
 1.2 Gaussian Elimination
 1.3 Matrices and Matrix Operations
 1.4 Inverses; Rules of Matrix Arithmetic
 1.5 Elementary Matrices and a Method for
Finding A1
 1.6 Further Results on Systems of Equations
and Invertibility
 1.7 Diagonal, Triangular, and Symmetric
Matrices
1.1 Introduction to
Systems of Equations
Linear Equations
 Any straight line in xy-plane can be
represented algebraically by an equation of
the form:
a1 x  a2 y  b
 General form: define a linear equation in the n
variables x1 , x2 ,..., xn :
a1 x1  a2 x2  ...  an xn  b
 Where a1 , a2 ,..., an , and b are real constants.
 The variables in a linear equation are sometimes
called unknowns.
Example 1
Linear Equations
1
 The equations x  3 y  7, y  x  3z  1, and
x1  2 x2  3x3  x4  7 are linear. 2
 Observe that a linear equation does not involve any
products or roots of variables. All variables occur only to
the first power and do not appear as arguments for
trigonometric, logarithmic, or exponential functions.
 The equations x  3 y  5, 3x  2 y  z  xz  4, and y  sin x
are not linear.
 A solution of a linear equation is a sequence of n numbers
s1 , s2 ,..., sn such that the equation is satisfied. The set of
all solutions of the equation is called its solution set or
general solution of the equation
Example 2
Finding a Solution Set (1/2)
 Find the solution of (a ) 4 x  2 y  1

 Solution(a)
we can assign an arbitrary value to x and solve for y ,
or choose an arbitrary value for y and solve for x .If
we follow the first approach and assign x an arbitrary
value ,we obtain x  t , y  2t  1 or x 
1
t 
1
, y  t2
1 1 2
2 2 4
 arbitrary numbers t1, t 2 are called parameter.
 for example 11 11
t1  3 yields the solution x  3, y  as t2 
2 2
Example 2
Finding a Solution Set (2/2)
 Find the solution of (b) x1  4 x2  7 x3  5.

 Solution(b)
we can assign arbitrary values to any two
variables and solve for the third variable.
 for example

x1  5  4s  7t , x2  s, x3  t
 where s, t are arbitrary values
Linear Systems (1/2)
 A finite set of linear equations in
the variables x1 , x2 ,..., xn a11x1  a12 x2  ...  a1n xn  b1
is called a system of linear
equations or a linear system . a21x1  a22 x2  ...  a2 n xn  b2
   
 A sequence of numbers am1 x1  am 2 x2  ...  amn xn  bm
s1 , s2 ,..., sn is called a solution
of the system.
An arbitrary system of m
linear equations in n unknowns
 A system has no solution is said
to be inconsistent ; if there is at
least one solution of the system,
it is called consistent.
Linear Systems (2/2)
 Every system of linear equations has either
no solutions, exactly one solution, or
infinitely many solutions.

 A general system of two linear equations:


(Figure1.1.1) a1 x  b1 y  c1 (a1 , b1 not both zero)
a2 x  b2 y  c2 (a2 , b2 not both zero)
 Two lines may be parallel -> no solution
 Two lines may intersect at only one point
-> one solution
 Two lines may coincide
-> infinitely many solution
Augmented Matrices
 The location of the +’s, a11x1  a12 x2  ...  a1n xn  b1
the x’s, and the =‘s can a21x1  a22 x2  ...  a2 n xn  b2
be abbreviated by writing
   
only the rectangular array
of numbers. am1 x1  am 2 x2  ...  amn xn  bm
 This is called the
augmented matrix for the 1th column
system.
a11 a12 ... a1n b1  1th row
 Note: must be written in a a ... a 
 21 22 b2 
the same order in each 2n

equation as the unknowns      


and the constants must be
 
 m1 m 2
a a ... a mn b m
on the right.
Elementary Row Operations
 The basic method for solving a system of linear equations is to
replace the given system by a new system that has the
same solution set but which is easier to solve.

 Since the rows of an augmented matrix correspond to the


equations in the associated system. new systems is generally
obtained in a series of steps by applying the following three
types of operations to eliminate unknowns systematically. These
are called elementary row operations.
1. Multiply an equation through by an nonzero constant.
Ri->kRi
2. Interchange two equation. Ri <-> Rj
3. Add a multiple of one equation to another. Ri -> Ri + kRj
Example 3
Using Elementary row Operations

3x1 – 2x2 + 2x3 = 9


x1 – 2x2 + x3 = 5
2x1 – x2 – 2x3 = -1

3 -2 2 9 R1 <–> R2 1 -2 1 5
1 -2 1 5 3 -2 2 9
2 -1 -2 -1 2 -1 -2 -1
1 -2 1 5
R2 -> R2 – 3R1
0 4 -1 -6
2 -1 -2 -1

1 -2 1 5
R3 -> R3 – 2R1 0 4 -1 -6
0 3 -4 -11
1 -2 1 5
R2 -> R2 – R3
0 1 3 5
0 3 -4 -11

1 -2 1 5
R3 -> R3 – 3R2 0 1 3 5
0 0 -13 -26
1 -2 1 5
R3 -> - 1/13R3
0 1 3 5
0 0 1 2

 The solution x3=2,x2=-1,x1=1 is now evident.


1.2 Gaussian Elimination
Echelon Forms
 This matrix which have following properties is in reduced row-
echelon form (Example 1, 2).
1. If a row does not consist entirely of zeros, then the first
nonzero number in the row is a 1. We call this a leader 1.
2. If there are any rows that consist entirely of zeros, then they are
grouped together at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros,
the leader 1 in the lower row occurs farther to the right than the
leader 1 in the higher row.
4. Each column that contains a leader 1 has zeros everywhere else.
 A matrix that has the first three properties is said to be in row-
echelon form (Example 1, 2).
 A matrix in reduced row-echelon form is of necessity in row-
echelon form, but not conversely.
Example 1
Row-Echelon & Reduced Row-Echelon form
 reduced row-echelon form:
0 1 2 0 1
1 0 0 4  1 0 0 
0 1 0 7  , 0 1 0  , 0 0 0 1 3 0 0
0 0 0
    0 ,
0 0 0 
0 0 1  1 0 0 1  
0 0 0 0 0

 row-echelon form:
1 4  3 7 1 1 0 0 1 2 6 0
 0 1 6 2  , 0 1 0  , 0 0 1  1 0 
     
0 0 1 5 0 0 0 0 0 0 0 1
Example 2
More on Row-Echelon and Reduced
Row-Echelon form
 All matrices of the following types are in row-echelon
form ( any real numbers substituted for the *’s. ) :
0 1 * * * * * * * *
1 * 1 * 1 * 
*
* * * * * *
0 1 * * 0 1 * * 0 1 * * 
0 0 0 1 * * * * *
 , , , 0 0 0 0 1 * * * * *
0 0 1 * 0 0 1 *  0 0 0 0  
      0 0 0 0 0 1 * * * *
0 0 0 1 0 0 0 0  0 0 0 0 
0 0 0 0 0 0 0 0 1 *

 All matrices of the following types are in reduced row-


echelon form ( any real numbers substituted for the *’s. ) :
0 1 * 0 0 0 * * 0 *
1 0 1 * 1 * 
*
0 0 0 0 0 *
0 1 0 0 0 1 0 * 0 1 * * 
0 0 0 1 0 0 * * 0
 , , , 0 0 0 0 1 0 * * 0 *
0 0 1 0  0 0 1 *  0 0 0 
0  
      0 0 0 0 0 1 * * 0 *
0 0 0 1  0 0 0 0  0 0 0 0 
0 0 0 0 0 0 0 0 1 *
Example 3
Solutions of Four Linear Systems (a)
Suppose that the augmented matrix for a system of
linear equations have been reduced by row operations to
the given reduced row-echelon form. Solve the system.

1 0 0 5 
(a) 0 1 0  2
0 0 1 4 

Solution (a)
the corresponding system x  5
of equations is : y  -2
z 4
Example 3
Solutions of Four Linear Systems (b1)
1 0 0 4  1
(b) 0 1 0 2 6 
0 0 1 3 2 

Solution (b)
free variables
1. The corresponding x1  4 x4  - 1
system of equations is : x2  2 x4  6
x3  3x4  2

leading
variables
Example 3
Solutions of Four Linear Systems (b2)

x1  - 1 - 4 x4 2. We see that the free variable can be


x2  6 - 2 x4 assigned an arbitrary value, say t, which
then determines values of the leading
x3  2 - 3 x4 variables.

3. There are infinitely many


x1  1  4t ,
solutions, and the general
solution is given by the x2  6  2t ,
formulas x3  2  3t ,
x4  t
Example 3
Solutions of Four Linear Systems (c1)
1 6 0 0 4  2
0 0 1 0 3 1 
(c) 
0 0 0 1 5 2
 
0 0 0 0 0 0

Solution (c)
1. The 4th row of zeros leads to
the equation places no x1  6 x2  4 x5  - 2
restrictions on the solutions x3  3x5  1
(why?). Thus, we can omit
this equation.
x4  5 x5  2
Example 3
Solutions of Four Linear Systems (c2)
Solution (c)
x1  - 2 - 6 x2 - 4 x5
2. Solving for the leading x3  1 - 3x5
variables in terms of the free
variables: x4  2 - 5 x5

3. The free variable can be x1  - 2 - 6 s - 4t ,


assigned an arbitrary x2  s
value,there are infinitely
many solutions, and the x3  1 - 3t
general solution is given by x4  2 - 5t ,
the formulas.
x4  t
Example 3
Solutions of Four Linear Systems (d)
1 0 0 0
(d) 0 1 2 0
0 0 0 1

Solution (d):
the last equation in the corresponding system of
equation is
0 x1  0 x2  0 x3  1

Since this equation cannot be satisfied, there is


no solution to the system.
Elimination Methods (1/6)
 We shall give a step-by-step elimination
procedure that can be used to reduce any
matrix to reduced row-echelon form.

1 2 -1 1
2 5 -1 3
1 3 2 6
Elimination Methods (2/6)
 Step1.

1 2 -1 1
R2 -> R2 – 2R1 0 1 1 1
1 3 2 6
 Step2.
1 2 -1 1
R3 -> R3 – R1 0 1 1 1
0 1 3 5
Elimination Methods (3/6)
 Step3.
1 2 -1 1
R3 -> R3 – R2 0 1 1 1
0 0 2 4
 Step4.
1 2 -1 1
R3 -> 1/2R3 0 1 1 1
0 0 1 2
Elimination Methods (4/6)
 Step5.
1 0 -3 -1
R1 -> R1 – 2R2 0 1 1 1
0 0 1 2
 Step6.
1 0 -3 -1
R2 -> R2 - R3 0 1 0 -1
0 0 1 2
Elimination Methods (5/6)
 Step7.
1 0 0 5
R1 -> R1 + 3R3 0 1 0 -1
0 0 1 2

 The last matrix is in reduced row-echelon form.


Elimination Methods (6/6)
 Step1~Step4: the above procedure produces a
row-echelon form and is called Gaussian
elimination.
 Step1~Step7: the above procedure produces a
reduced row-echelon form and is called Gaussian-
Jordan elimination.
 Every matrix has a unique reduced row-
echelon form but a row-echelon form of a given
matrix is not unique.
Back-Substitution
 It is sometimes preferable to solve a system of linear
equations by using Gaussian elimination to bring the
augmented matrix into row-echelon form without
continuing all the way to the reduced row-echelon
form.
 When this is done, the corresponding system of equations
can be solved by solved by a technique called back-
substitution.
Example
Gaussian elimination(1/2)
 Solve x  y  2z  9 by Gaussian elimination and
2 x  4 y  3z  1 back-substitution.
3x  6 y  5 z  0
 Solution 1 1 2 9
2 3 1
 We convert the augmented matrix  4 

3 6 5 0

1 1 2 9 
 to the row-echelon form 0 1  72  172 

0 0 1 3 

 The system corresponding to this matrix is


x  y  2 z  9, y  72 z   172 , z  3
Example
Gaussian elimination(2/2)
 Solution
 Solving for the leading variables x  9  y  2 z,
y   172  72 z ,
z 3
 Substituting the bottom equation into those above
x  3  y,
y  2,
z 3
 Substituting the 2nd equation into the top

x  1, y  2, z  3
Homogeneous Linear Systems(1/2)
 A system of linear equations is said a11x1  a12 x2  ...  a1n xn  0
to be homogeneous if the constant a21x1  a22 x2  ...  a2 n xn  0
terms are all zero; that is , the    
system has the form :
am1 x1  am 2 x2  ...  amn xn  0
 Every homogeneous system of linear equation is
consistent, since all such system have x1  0, x2  0,..., xn  0
as a solution. This solution is called the trivial solution;
if there are another solutions, they are called nontrivial
solutions.
 There are only two possibilities for its solutions:
 The system has only the trivial solution.
 The system has infinitely many solutions in addition to
the trivial solution.
Homogeneous Linear Systems(2/2)
 In a special case of a
homogeneous linear
system of two linear
equations in two
unknowns: (fig1.2.1)

a1 x  b1 y  0 (a1 , b1 not both zero)


a2 x  b2 y  0 (a2 , b2 not both zero)
Example 7
Gauss-Jordan Elimination(1/3)
2 x1  2 x2  x3  x5  0
 Solve the following
homogeneous system of linear  x1  x2  2 x3  3x4  x5  0
equations by using Gauss- x1  x2  2 x3  x5  0
Jordan elimination. x3  x4  x5  0

 Solution 2 2 1 0 1 0
 The augmented matrix  1 1 2 3 1 0

1 1 2 0 1 0
 
0 0 0 1 0 0

 Reducing this matrix to 1 1 0 0 1 0


reduced row-echelon form 0 0 1 0 1 0

0 0 0 1 0 0
 
0 0 0 0 0 0
Example 7
Gauss-Jordan Elimination(2/3)
Solution (cont)
 The corresponding system of equation x1  x2  x5  0
x3  x5  0
x4 0
 Solving for the leading variables is x1   x2  x5
x3   x5
x4  0
 Thus the general solution is
x1   s  t , x2  s, x3  t , x4  0, x5  t
 Note: the trivial solution is obtained when s=t=0.
Theorem 1.2.1
A homogeneous system of linear
equations with more unknowns than
equations has infinitely many solutions.

 Note: theorem 1.2.1 applies only to


homogeneous system
Computer Solution of Linear System
 Most computer algorithms for solving large
linear systems are based on Gaussian
elimination or Gauss-Jordan elimination.
 Issues
 Reducing roundoff errors
 Minimizing the use of computer memory space
 Solving the system with maximum speed
1.3 Matrices and
Matrix Operations
Definition

A matrix is a rectangular array of numbers.


The numbers in the array are called the
entries in the matrix.
Example 1
Examples of matrices
„ Some examples of matrices entries

⎡1 2⎤ ⎡l π − 2⎤
⎢3 ⎢ ⎥ ⎡1 ⎤
⎢ 0 ⎥⎥ , [2 1 0 - 3 ], ⎢ 0 1
2 1 ⎥, ⎢3 ⎥ , [4 ]
⎢⎣ − 1 4 ⎥⎦ ⎢0 0 0 ⎥⎦ ⎣ ⎦

row matrix or row vector column matrix or
„ Size column vector

3 x 2, 1 x 4, 3 x 3, 2 x 1, 1x1
# columns
# rows
Matrices Notation and Terminology(1/2)
„ A general m x n matrix A as ⎡ a 11 a 12 ... a1n ⎤
⎢a a 22 ... a2n ⎥
A = ⎢ 21 ⎥
⎢ M M M ⎥
⎢ ⎥
⎣ a m 1 a m 2 ... a mn ⎦

„ The entry that occurs in row i and column j of matrix


A will be denoted aij or ( A)ij . If aij is real
number, it is common to be referred as scalars.
Matrices Notation and Terminology(2/2)
„ The preceding matrix can be written as
[a ]
ij m× n or [a ]
ij

„ A matrix A with n rows and n columns is called a square


matrix of order n, and the shaded entries a11 , a 22 , L , a nn
are said to be on the main diagonal of A.

⎡ a 11 a 12 ... a1n ⎤
⎢a ⎥
⎢ 21 a 22 ... a 2n ⎥
⎢ M M M ⎥
⎢ ⎥
⎣ a m 1 a m 2 ... a mn ⎦
Definition
Two matrices are defined to be equal
if they have the same size and their
corresponding entries are equal.

[ ] [ ]
If A = aij and B = bij have the same size,
then A = B if and only if aij = bij for all i and j.
Example 2
Equality of Matrices
„ Consider the matrices
⎡2 1⎤ ⎡ 2 1⎤ ⎡ 2 1 0⎤
A=⎢ ⎥ , B=⎢ ⎥ , C=⎢ ⎥
⎣3 x ⎦ ⎣ 3 5⎦ ⎣ 3 4 0 ⎦

„ If x=5, then A=B.


„ For all other values of x, the matrices A and B are not
equal.
„ There is no value of x for which A=C since A and C
have different sizes.
Operations on Matrices
„ If A and B are matrices of the same size, then the
sum A+B is the matrix obtained by adding the entries
of B to the corresponding entries of A.
„ Vice versa, the difference A-B is the matrix obtained
by subtracting the entries of B from the
corresponding entries of A.
„ Note: Matrices of different sizes cannot be added or
subtracted.
( A + B )ij = ( A ) ij + ( B ) ij = a ij + b ij
(A − B )ij = ( A ) ij − ( B ) ij = a ij − b ij
Example 3
Addition and Subtraction
„ Consider the matrices
⎡2 1 0 3⎤ ⎡− 4 3 5 1⎤
⎡1 1 ⎤
A = ⎢⎢− 1 0 2 4⎥⎥, B = ⎢⎢ 2 2 0 − 1⎥⎥, C = ⎢
⎣ 2 2⎥⎦
⎢⎣ 4 − 2 7 0⎥⎦ ⎢⎣ 3 2 − 4 5 ⎥⎦

„ Then
⎡− 2 4 5 4⎤ ⎡ 6 −2 −5 2 ⎤
A + B = ⎢⎢ 1 2 2 3 ⎥⎥ , A − B = ⎢⎢ − 3 − 2 2 5 ⎥⎥
⎢⎣ 7 0 3 5 ⎥⎦ ⎢⎣ 1 − 4 11 − 5⎥⎦
„ The expressions A+C, B+C, A-C, and B-C are undefined.
Definition
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 the scalar multiple of A.

[ ]
In matrix notation, if A = aij , then
(cA)ij = c( A)ij = caij
Example 4
Scalar Multiples (1/2)
„ For the matrices
⎡2 3 4⎤ ⎡0 2 7 ⎤ ⎡9 − 6 3 ⎤
A=⎢ ⎥ , B=⎢ ⎥ , C = ⎢3 0 12⎥
⎣1 3 1 ⎦ ⎣ − 1 3 − 5 ⎦ ⎣ ⎦

„ We have
⎡4 6 8⎤ ⎡0 − 2 − 7 ⎤ ⎡3 − 2 1⎤
2A = ⎢ ⎥ , (- 1)B = ⎢ ⎥ , 1
C=⎢ ⎥
⎣1 − 3 5 ⎦
3
⎣ 2 6 2⎦ ⎣1 0 4⎦

„ It common practice to denote (-1)B by –B.


Example 4
Scalar Multiples (2/2)
Definition
„ If A is an m×r matrix and B is an r×n matrix,
then the product AB is the m×n matrix whose
entries are determined as follows.
„ To find the entry in row i and column j of AB,
single out row i from the matrix A and column j
from the matrix B .Multiply the corresponding
entries from the row and column together and
then add up the resulting products.
Example 5
Multiplying Matrices (1/2)
„ Consider the matrices

„ Solution
„ Since A is a 2 ×3 matrix and B is a 3 ×4 matrix,
the product AB is a 2 ×4 matrix. And:
Example 5
Multiplying Matrices (2/2)
Examples 6
Determining Whether a Product Is Defined
„ Suppose that A ,B ,and C are matrices with the following
sizes:
A B C
3 ×4 4 ×7 7 ×3

„ Solution:
„ Then by (3), AB is defined and is a 3 ×7 matrix; BC is
defined and is a 4 ×3 matrix; and CA is defined and is a 7 ×4
matrix. The products AC ,CB ,and BA are all undefined.
Partitioned Matrices
„ A matrix can be subdivided or partitioned into smaller matrices
by inserting horizontal and vertical rules between selected rows
and columns.

„ For example, below are three possible partitions of a general 3 ×4


matrix A .
„ The first is a partition of A into
four submatrices A11 ,A12,
A21 ,and A22 .
„ The second is a partition of A
into its row matrices r1 ,r2,
and r3 .
„ The third is a partition of A
into its column matrices c1,
c2 ,c3 ,and c4 .
Matrix Multiplication by columns
and by Rows
„ Sometimes it may b desirable to find a particular row or column of a
matrix product AB without computing the entire product.

„ If a1 ,a2 ,...,am denote the row matrices of A and b1 ,b2, ...,bn denote
the column matrices of B ,then it follows from Formulas (6)and
(7)that
Example 7
Example5 Revisited
„ This is the special case of a more general procedure for
multiplying partitioned matrices.
„ If A and B are the matrices in Example 5,then from (6)the
second column matrix of AB can be obtained by the
computation

„ From (7) the first row matrix of AB can be obtained by the


computation
Matrix Products as Linear
Combinations (1/2)
Matrix Products as Linear
Combinations (2/2)

„ In words, (10)tells us that the product A x of a matrix


A with a column matrix x is a linear combination of
the column matrices of A with the coefficients coming
from the matrix x .
„ In the exercises w ask the reader to show that the
product y A of a 1×m matrix y with an m×n matrix A
is a linear combination of the row matrices of A with
scalar coefficients coming from y .
Example 8
Linear Combination
Example 9
Columns of a Product AB as
Linear Combinations
Matrix form of a Linear System(1/2)

„ Consider any system of m a 11 x 1 + a 12 x 2 + ... + a1n x n = b1


a x1 + a x 2 + ... + a xn = b2
linear equations in n unknowns. 21 22 2 n

M M M M
a m 1 x1 + a m 2 x 2 + ... + a mn xn = bm
„ Since two matrices are equal if
⎡a11 x1 + a12 x2 + ... + a1n xn ⎤ ⎡b1 ⎤
and only if their corresponding ⎢a x + a x + ... + a x ⎥ ⎢b ⎥
⎢ 21 1 22 2 2n n ⎥
=⎢ 2⎥
entries are equal. ⎢ M M M ⎥ ⎢M ⎥
⎢ ⎥ ⎢ ⎥
a x +
⎣ m1 1 m 2 2
a x + ... + a mn n ⎦
x ⎣bm ⎦
„ The m×1 matrix on the left side ⎡a11 a12 ... a1n ⎤ ⎡ x1 ⎤ ⎡b1 ⎤
⎢a a ... a ⎥ ⎢ x ⎥ ⎢b ⎥
of this equation can be written ⎢ 21 22 2n ⎥ ⎢ 2 ⎥
=⎢ 2⎥
⎢ M M M ⎥ ⎢M ⎥ ⎢M ⎥
as a product to give: ⎢ ⎥⎢ ⎥ ⎢ ⎥
⎣ m1 m 2
a a ... a mn ⎦ ⎣ xm ⎦ ⎣bm ⎦
Matrix form of a Linear System(1/2)
„ If w designate these matrices by A ,x ,and
b ,respectively, the original system of m equations in n
unknowns has been replaced by the single matrix
equation
„ The matrix A in this equation is called the coefficient
matrix of the system. The augmented matrix for the
system is obtained by adjoining b to A as the last
column; thus the augmented matrix is
Definition
„ If A is any m×n matrix, then the transpose
T
of A ,denoted by A ,is defined to be the
n×m matrix that 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.
Example 10
Some Transposes (1/2)
Example 10
Some Transposes (2/2)

„ Observe that

„ In the special case where A is a square matrix, the


transpose of A can be obtained by interchanging
entries that are symmetrically positioned about the
main diagonal.
Definition
„ If A is a square matrix, then the trace
of A ,denoted by tr(A), is defined to be
the sum of the entries on the main
diagonal of A .The trace of A is
undefined if A is not a square matrix.
Example 11
Trace of Matrix
1.4 Inverses;
Rules of Matrix Arithmetic
Properties of Matrix Operations
„ For real numbers a and b ,we always have ab=ba,
which is called the commutative law for
multiplication. For matrices, however, AB and BA
need not be equal.
„ Equality can fail to hold for three reasons:
„ The product AB is defined but BA is undefined.
„ AB and BA are both defined but have different sizes.
„ it is possible to have AB=BA even if both AB and BA
are defined and have the same size.
Example1
AB and BA Need Not Be Equal
Theorem 1.4.1
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:
Example2
Associativity of Matrix Multiplication
Zero Matrices
„ A matrix, all of whose entries are zero, such as

is called a zero matrix .


„ A zero matrix will be denoted by 0 ;if it is important to
emphasize the size, we shall write 0 m×n for the m×n zero
matrix. Moreover, in keeping with our convention of
using boldface symbols for matrices with one column,
we will denote a zero matrix with one column by 0 .
Example3
The Cancellation Law Does Not Hold

„ Although A≠0 ,it is incorrect to cancel the A from both sides of


the equation AB=AC and write B=C .
„ Also, AD=0 ,yet A≠0 and D≠0 .
„ Thus, the cancellation law is not valid for matrix multiplication,
and it is possible for a product of matrices to be zero without
either factor being zero.
„ Recall the arithmetic of real numbers :
Theorem 1.4.2
Properties of Zero Matrices
„ Assuming that the sizes of the matrices are
such that the indicated operations can be
performed ,the following rules of matrix
arithmetic are valid.
Identity Matrices
„ Of special interest are square matrices with 1’s on the
main diagonal and 0’s off the main diagonal, such as

„ A matrix of this form is called an identity matrix and is


denoted by I .If it is important to emphasize the size, we
shall write I n for the n×n identity matrix.
„ If A is an m×n matrix, then
A I n = A and Im A = A
„ Recall : the number 1 plays in the numerical relationships
a・1 = 1 ・a = a .
Example4
Multiplication by an Identity Matrix

Recall : A I n = A and I m A = A , as A is an m×n matrix


Theorem 1.4.3

„ If R is the reduced row-echelon


form of an n×n matrix A, then
either R has a row of zeros or R is
the identity matrix I n .
Definition
„ If A is a square matrix, and if a matrix B of
the same size can be found such that
AB=BA=I , then A is said 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 .

Notation:
B = A−1
Example5
Verifying the Inverse requirements
Example6
A Matrix with no Inverse
Properties of Inverses
„ It is reasonable to ask whether an
invertible matrix can have more than one
inverse. The next theorem shows that the
answer is no  an invertible matrix has
exactly one inverse .
„ Theorem 1.4.4
Theorem 1.4.5
Theorem 1.4.6
Theorem 1.4.4

„ If B and C are both inverses


of the matrix A, then B=C .
Theorem 1.4.5
Theorem 1.4.6
„ If A and B are invertible matrices
of the same size ,then AB is
invertible and
( AB ) = B −1 A−1
−1

„ The result can be extended :


Example7
Inverse of a Product
Definition
Theorem 1.4.7
Laws of Exponents

„ If A is a square matrix and


r and s are integers ,then

A A =A
r s r+s
, (A )
r s
= Ars
Theorem 1.4.8
Laws of Exponents

„ If A is an invertible matrix ,then :


Example8
Powers of a Matrix
Polynomial Expressions Involving
Matrices
„ If A is a square matrix, say m×m, and if
p( x ) = a0 + a1 x + L + an x n (1)
is any polynomial, then w define
p( A) = a0 I + a1 A + L + an An
where I is the m×m identity matrix.

„ In words, p(A) is the m×m matrix that


results when A is substituted for x in (1) and
a0 is replaced by a0 I .
Example9
Matrix Polynomial
Theorem 1.4.9
Properties of the Transpose
„ If the sizes of the matrices are such that
the stated operations can be
performed ,then

„ Part (d) of this theorem can be extended :


Theorem 1.4.10
Invertibility of a Transpose

T
„ If A is an invertible matrix ,then A
is also invertible and

(A )
T −1
(
= A )
−1 T
Example 10
Verifying Theorem 1.4.10
1.5 Elementary Matrices and
-1
a Method for Finding A
Definition
„ An n×n matrix is called an
elementary matrix if it can be
obtained from the n×n identity
matrix I n by performing a single
elementary row operation.
Example1
Elementary Matrices and Row Operations
Theorem 1.5.1
Row Operations by Matrix Multiplication
„ If the elementary matrix E results from
performing a certain row operation on I m
and if A is an m×n matrix ,then the
product EA is the matrix that results
when this same row operation is
performed on A .

„ When a matrix A is multiplied on the left by


an elementary matrix E ,the effect is to
performan elementary row operation on A .
Example2
Using Elementary Matrices
Inverse Operations
„ If an elementary row operation is applied to an
identity matrix I to produce an elementary matrix
E ,then there is a second row operation that,
when applied to E, produces I back again.
„ Table 1.The operations on the right side of this
table are called the inverse operations of the
corresponding operations on the left.
Example3
Row Operations and Inverse Row
Operation
„ The 2 ×2
identity matrix
to obtain an
elementary
matrix E ,then
E is restored to
the identity
matrix by
applying the
inverse row
operation.
Theorem 1.5.2

„ Every elementary matrix is


invertible ,and the inverse is
also an elementary matrix.
Theorem 1.5.3
Equivalent Statements

„ If A is an n×n matrix ,then the


following statements are
equivalent ,that is ,all true or all false.
Row Equivalence
„ Matrices that can be obtained from one
another by a finite sequence of elementary
row operations are said to be row equivalent .
„ With this terminology it follows from parts
(a )and (c ) of Theorem 1.5.3 that an n×n
matrix A is invertible if and only if it is
row equivalent to the n×n identity
matrix.
A method for Inverting Matrices
Example4
−1
Using Row Operations to Find A (1/3)
„ Find the inverse of ⎡1 2 3⎤
A = ⎢⎢ 2 5 3 ⎥⎥
⎢⎣ 1 0 8 ⎥⎦
„ Solution:
z To accomplish this we shall adjoin the identity
matrix to the right side of A ,thereby producing a
matrix of the form A [ I ]
z we shall apply row operations to this matrix until
the left side is reduced to I ;these operations will
convert the right side to A−1 ,so that the final matrix
will have the form [
I A −1
]
Example4
−1
Using Row Operations to Find A (2/3)
Example4
−1
Using Row Operations to Find A (3/3)
Example5
Showing That a Matrix Is Not Invertible
Example6
A Consequence of Invertibility
1.6 Further Results on Systems
of Equations and Invertibility
Theorem 1.6.1

„ Every system of linear equations


has either no solutions ,exactly
one solution ,or in finitely many
solutions.

„ Recall Section 1.1 (based on


Figure1.1.1 )
Theorem 1.6.2
„ If A is an invertible n×n
matrix ,then for each n×1
matrix b ,the system of
equations A x =b has
exactly one solution ,namely ,
−1
x= A b.
Example1
−1
Solution of a Linear System Using A
Linear systems with a
Common Coefficient Matrix
„ one is concerned with solving a sequence of systems
Ax = b1 , Ax = b2 , Ax = b3 , L, Ax = bk
„ Each of which has the same square coefficient matrix A .If
A is invertible, then the solutions
x1 = A−1b1 , x2 = A−1b2 , x3 = A−1b3 , L , xk = A−1bk
„ A more efficient method is to form the matrix
[A b 1 b2 L bk ]
„ By reducing(1)to reduced row-echelon form we can solve
all k systems at once by Gauss-Jordan elimination.
„ This method has the added advantage that it applies even
when A is not invertible.
Example2
Solving Two Linear Systems at Once
„ Solve the systems

„ Solution
Theorem 1.6.3

„ Up to now, to show that an n×n matrix A is invertible, it has


been necessary to find an n×n matrix B such that
AB=I and BA=I
„ We produce an n×n matrix B satisfying either condition,
then the other condition holds automatically.
Theorem 1.6.4
Equivalent Statements
Theorem 1.6.5

„ Let A and B be square matrices of


the same size. If AB is
invertible ,then A and B must also
be invertible.
Example3
Determining Consistency by
Elimination (1/2)
Example3
Determining Consistency by
Elimination (2/2)
Example4
Determining Consistency by
Elimination(1/2)
Example4
Determining Consistency by
Elimination(2/2)
1.7 Diagonal, Triangular,
and Symmetric Matrices
Diagonal Matrices (1/3)
„ A square matrix in which all the entries off the
main diagonal are zero is called a diagonal matrix .
Here are some examples.

„ A general n×n diagonal matrix D can be written as


Diagonal Matrices (2/3)
„ A diagonal matrix is invertible if and only if all of its
diagonal entries are nonzero;

„ Powers of diagonal matrices are easy to compute;


we leave it for the reader to verify that if D is the
diagonal matrix (1) and k
is a positive integer, then:
Diagonal Matrices (3/3)
„ Matrix products that involve diagonal factors are
especially easy to compute. For example,

„ To multiply a matrix A on the left by a diagonal matrix D,


one can multiply successive rows of A by the successive
diagonal entries of D, and to multiply A on the right by
D one can multiply successive columns of A by the
successive diagonal entries of D .
Example1
Inverses and Powers of Diagonal
Matrices
Triangular Matrices
„ A square matrix in which all the entries above
the main diagonal are zero is called lower
triangular .
„ A square matrix in which all the entries below the
main diagonal are zero is called upper triangular .
„ A matrix that is either upper triangular or low r
triangular is called triangular .
Example2
Upper and Lower Triangular Matrices
Theorem 1.7.1
Example3
Upper Triangular Matrices
Symmetric Matrices

„ A square matrix A is called symmetric if


A= AT.
„ The entries on the main diagonal may b
arbitrary, but “mirror images” of entries
across the main diagonal must be equal.

„ [ ]
a matrix A = aij is symmetric if and only if
aij = a ji for all values of i and j .
Example4
Symmetric Matrices
Theorem 1.7.2

„ Recall : ( AB )T = B T AT = BA
„ Since AB and BA are not usually equal, it follows that AB will
not usually be symmetric.
„ However, in the special case where AB=BA ,the product AB will
be symmetric. If A and B are matrices such that AB=BA ,then
we say that A and B commute .
„ In summary:
„ The product of two symmetric matrices is symmetric if and
only if the matrices commute .
Example5
Products of Symmetric Matrices

„ The first of the following equations shows a


product of symmetric matrices that is not
symmetric, and the second shows a product
of symmetric matrices that is symmetric.
„ We conclude that the factors in the first
equation do not commute, but those in the
second equation do.
Theorem 1.7.3

„ If A is an invertible symmetric
matrix ,then A−1 is symmetric.

„ In general, a symmetric matrix need


not be invertible.
Products A A and AA T T

„ The products AT A and AAT are both square matrices.


---- the matrix AAT has size m×m and the matrix AT A
has size n×n .
„ Such products are always symmetric since
Example6
The Product of a Matrix and Its
Transpose Is Symmetric
Theorem 1.7.4

„ A is square matrix. If A is
an invertible matrix ,then
T
AA
and AT A are also invertible.

You might also like