Applied Math Unit 2
Applied Math Unit 2
` + 2a = 5
equations such as
3` − a = 1
1 2 5
all of the information required for the solution is embodied in the matrix
é ê
3 −1 1
and that the solution can be obtained by performing appropriate operations on this matrix. This is
particularly important in developing computer programs to solve systems of linear equations
because computers are well suited for manipulating arrays of numerical information. However,
matrices are not simply a notational tool for solving systems of equations; they can be viewed as
mathematical objects in their own right, and there is a rich and important theory associated with
them that has a wide variety of applications. In this chapter we will begin the study of matrices.
2.1. Definition of Matrix
Definition:-A matrix is a rectangular array of numbers or variables, which we will enclose in
brackets. The numbers (or variables) are called entries or, less commonly, elements of the
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1 4 −12 4 6 9
Example: Consider the following matrices
= õ 5 −1 10 9ö æ = õ6 0 −2ö
−1 −8 7 5 5 −8 1
The dimension/size of matrix A is 3×4 and the dimension/size of matrix B is 3×3. The entry O@@
in matrix A is 7 and the entry O>p in matrix A is 9.
NB: Matrices are important because they let us to express large amounts of data and functions in
3 4 2 −3
an organized and concise form.
1 5 −3
Example:@Â@ = õ2 0 −2ö
2 3 7
iii. Rectangular Matrix: A matrix of any size is called a rectangular matrix; this includes
Row Matrix (row vector): A 1 × d matrix is called a row matrix (row vector).
square matrices as a special case.
iv.
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= £OPP OP> … OPA ¤ = (OP , O> , … , OA )
Column Matrix (column vector):A d`1 matrix is called a column matrix (column
O1
v.
O
ù 2ü
=ø ⋮ û
⋮
vector)
÷Od ú
vi. Diagonal Matrix: A d × dsquare matrix ýis said to be a diagonal matrix if all its
ePP 0 … 0
entries except the main diagonal entries are zeros.
0 e>> … 0
ý=ì ⋱ ð
⋮ ⋮ ⋮
0 0 … eAA
Remark: A diagonal matrix each of whose diagonal elements are equal is called a scalar
matrix.
1 0 … 0
vii. Identity Matrix (Unit Matrix): is a diagonal matrix in which all diagonal elements are 1.
0 1 … 0
þA = ì ⋱ ⋮ ð is an d × d identity matrix.
⋮ ⋮
0 0 … 1
viii. Triangular Matrix: A square matrix in which all the entries above the main diagonal are
zero is called lower triangular, and 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
0 O>> … O O O>> … 0
=ì ⋮ ð æ=ì ⋮ ð
>A >P
⋮ ⋮ ⋱ ⋮ ⋱ ⋮
0 0 … OAA OAP OA> … OAA
q T T q − U
they have zeros below and above the main diagonal.
Example:ô = õ / Tö = õT / ö
U U −q T T −q
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2.3. Basic Operations on Matrices
Definition: Two matrices are defined to be equal, denoted by = ,if they have the same size
Equality of Matrices
`+1 3 4 3
=é ê and æ =
0 6 0 a−2
Solution: the two matrices are equal if and only if ` = 3 anda = 8.
Definition: Let A = ñ Oò óand B = ñ gò óbe two matrices of the same size, say, ç × d matrices.
Matrix Addition and Subtraction
Then the sum of A and B, written A + B, is the matrix obtained by adding the entries of B to the
corresponding entries of A. The difference A – B is the matrix obtained by subtracting the entries
of B from the corresponding entries of A. In matrix notation, if A = ñ Oò óand B = ñ gò óhave the
same size, then
+ æ = £O¤ò + £g¤ò = £Oò + gò ¤ Ode − æ = £Oò ¤ï×A − £gò ¤ï×A = £Oò − gò ¤ï×A
−1 2 3 4 1 6 −1 3
Example: Consider the following matrices
=õ 1 0 2 5ö , æ = õ2 5 0 −4ö
9 −2 0 6 3 4 1 2
Then find + æ Ode − æ
−1 + 1 2 + 6 3 − 1 4 + 3 0 8 2 7
Solution: + æ = õ 1 + 2 0 + 5 2 + 0 5 − 4ö = õ 3 5 2 1ö
9 + 3 −2 + 4 0 + 1 6 + 2 12 2 1 8
−1 − 1 2 − 6 3 + 1 4 − 3 −2 −4 4 1
−æ =õ 1−2 0 − 5 2 − 0 5 + 4ö = õ−1 −5 2 9ö
9 − 3 −2 − 4 0 − 1 6 − 2 6 −6 −1 4
Remark: Matrices of different sizes cannot be added or subtracted.
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OPP OP> … OPA
O>P O>> … OPA
=ì ⋮ ⋮ ⋱ ⋮ ð = ñOò óïÂA
OïP Oï> … OïA
−1 2 3 4 1 6 −1 3
Example: Let = õ 1 0 2 5ö and æ = õ2 5 0 −4ö. Then compute the following
9 −2 0 6 3 4 1 2
a. 2 − æ P
+ 2
@
b.
−2 4 6 8 1 6 −1 3 −3 −2 7 5
Solution: a. 2A − B = õ 2 0 4 10ö − õ2 5 0 −4ö = õ 0 −5 4 14ö
18 −4 0 12 3 4 1 2 15 −8 −1 10
1 7
YP > p YZ Pp >W
@ @ @ −2 4 6 8 @ @ @
P Z
b. A + 2A = @ 0 +õ 2 0 4 10ö = @ 0
P > X Pp @X
@ @ @ @ @
18 −4 0 12
3 0 2 21 0 14
Y> YPp
@ @
`+2 a+3 3 a
2é ê=é ê
3 0 6 b
2 −1
2. Find matrix if 2 = é ê
6 0
Remark: If P , > , …,A are matrices of the same size and P, > , …,A are scalars, then an
expression of the formP P + > > + ⋯ + A A is called a linear combination of P , > , …,A
with coefficientsP, > , …,A .
Suppose A, B, and C are ç × dmatrices (having the same size) and j and are scalars. Then
Properties of Matrix Addition and Scalar Multiplication
31
2.4. Product of Matrices
Definition: Let matrix be an ç × d matrix and æ be an d × matrix (i.e. the number of
columns of is equal to the number of rows of æ). Then the product of and æ, denoted by æ,
is an ç × matrix which is obtained by multiplying the corresponding elements of row of by
column of æ and adding the product, i.e. if = ñOò óï×A and æ = ñgò óA× , then æ = =
nP . P nP . > … nP .
Then
12 27 30 13
Solution:
AB = é ê
8 −4 26 12
Exercise: Determine the size of the product matrix æ if the sizes of and æ are 4 × 5 and
5 × 7 respectively.
32
Note: The product of lower triangular matrices is lower triangular, and the product of upper
triangular matrices is upper triangular.
10 00
Example: For matrix A and B given by = é ê æ = é ê we have
10 11
00
æ = é êis a null matrix even though andæare not a null matrix.
00
5) The relation æ = mn æ = does not imply that æ = . In other words the
1 23 123 23 4
cancelation law doesn’t hold as for real numbers.
33
1. ( + æ) = + æ
Properties of Matrix Transpose
2. ( ) =
3. (æ) = æ
Proof: Ex.
Note: The transpose of a lower triangular matrix is upper triangular and the transpose of an
1 1
orthogonal matrix is:
−
= Q2 Q2
1 1
Q2 Q2
Definition: If A is a square matrix, then the trace of A, denoted by n(), is defined to be the
Trace of Matrix
sum of the entries on the diagonal of A. The trace of A is undefined if A is not a square matrix.
Example: The following are examples of matrices and their traces.
34
Exercise:
34
Definition: Let be a square matrix. Then is said to be
Symmetric and Skew-Symmetric Matrices:
3 g 0 3 −4
Exercise: Determine whether the following matrices are symmetric, skew symmetric or neither.
a) = é ê
g 3 d) ý = õ−3 0 5 ö
1 0 0 4 −5 0
b) æ = é ê
0 0 1 0 0
e) = é ê
0 5 −4 3 0 0
c) æ = ì−5 0 −7 −2ð
4 7 0 1
−3 2 1 0
2.5. Elementary Row Operations and Echelon Form of Matrices
A matrix ô is said to be row equivalent to matrix , written ô~ if matrix is obtained from ô by a
i. Elementary Row Operations
finite sequence of elementary row operations. These elementary row operations are:
i. Interchanging the ° row by the ° row (i.e = ↔ =ò )
ii. Multiplying the ° row by a none zero scalar (i.e= → = ).
iii. Replacing the ° row by times the ° row plus ° row (i.e= → =ò + = )
2 6 1 5 7 −4 2 6 1 2 6 1
Example: Apply all elementary row operations on the given matrix:
ô = õ1 2 −1ö =P ↔ =@ õ1 2 −1ö => → 2=> õ2 4 −2ö => → 2=@ + => õ11 16 −9ö =
5 7 −4 2 6 1 5 7 −4 5 7 −4
3 −1 2
Exercise: Let = õ 4 3 2ö. Then find matrix which is row equivalent to ô with GUU =
−1 −2 7
T andG/q = T.
Remark: The first non-zero entry in a row is called the leading entry (pivotal entry) of that row.
35
2 0 1
0 −2 −1
ì ð
−4 0 −3
0 0 0
Entries 2, −2 Ode − 4 are leading entries of nmË 1, 2,3 respectively, and no leading entry for row 3.
−1 2 0
entries below the leading entry are zero).
2 6 1 1 2 6 9 1 2 6 9
0 6 1
Example: ô = ì ð = õ0 2 −2 1 ö = õ0 1 7 6 ö = õ0 1 7ö
0 0 −1
0 0 3 −4 0 0 0 −4 0 2 8
0 0 0
Matrices , and are in echelon form, but matrix is not.
Definition: An m × n matrix is said to be in row-echelon form (REF) provided the following two
conditions hold.
1. The matrix is in echelon form.
1 2 0 1 0 02
2. All leading entries are equal to 1.
1 6 1 1 1 6 9
0 1 1 0 1 0−5 = õ0 1 7ö
Example: ô = ì ð = õ0 1 −2 1 ö =
0 0 1 0 0 10
0 0 1 −4 0 1 8
0 0 0 0 0 00
Matrices ô, Ode are in row echelon form (REF) but is not.
Definition3: An m × n matrix is said to be in reduced row-echelon form (RREF) provided the
following two conditions hold.
1. The matrix is in row echelon form.
1 0 0 1 0 −3 0 1 0 −30
2. All non-leading entries in a column, which contains the leading entries, are equal to 0.
1 0 0 0
0 1 0 0 1 0 0 = 0 1 5 0
Example: ô = ì ð = õ0 1 0 0ö =
0 0 1 0 0 0 1 0 0 01
0 0 1 0
0 0 0 0 0 0 0 0 0 00
Remark: Any matrix can be reduced to its echelon form by applying some elementary row operations
on the given matrix.
36
Example: Reduce matrix ô to its row echelon form by applying elementary row operations where
3 −10 5
A = õ−1 12 2ö
1 −5 2
1 −5 2
Solution: Applying =P ↔ =@ we have: õ−1 12 2ö
3 −10 5
1 −5 2
Applying => → =P + => and =@ → =@ − 3=P we get:õ0 7 4ö
0 5 −1
1 −5 2
Applying => → we get:0 1 47
Õ
Z
0 5 −1
1 −5 2
47 ð
Applying =@ → =@ − 5=> we get:ì0 1
0 0 −277
1 −5 2
7
Appling =@ → − 27 =@ we get:0 1 47
0 0 1
1 −5 2
Applying => → => − we get:õ0 1 0ö
p
Z
0 0 1
This is in row echelon form.
Suppose an ë × H matrix is reduced by row operations to an echelon form !. Then the rank of ô,
Rank of a Matrix
37
1 2 1 1
Example: Determine the rank, and identify the basic columns in the matrix
= õ2 4 2 2ö
3 6 3 4
1 2 1 1 1 2 1 1 1 2 1 1
Solution: = õ2 4 2 2ö → õ0 0 0 0 ö → õ0 0 0 1ö
3 6 3 4 0 0 0 1 0 0 0 0
nOd() = q and
U U
Basic Columns = ¸"q# , "q#$
/
Exercise: Reduce each of the following matrices to its echelon form and determine its rank & identify
1 2 3 3 1 2 3
the basic columns.
a. = õ2 4 6 9ö 2 6 8
2 6 7 6 b. æ = 2 6 0
1 2 5
3 8 6
2.6. Inverse of a Matrix and Its Properties
Definition: If A is an d × d square matrix, and if a matrix B of the same size can be found such
that æ = æ = þ, where þ the d × didentity matrix, then A is said to be invertible (non-singular)and
B is called an inverse of A. If no such matrix B can be found, then A is said to be singular.
Example: The matrix
Since
And
Remark:
1. YP ≠ %
P
38
Properties of Inverse Matrices
1. If B and C are both inverses of a matrix A, then B = C. that is the inverse of a matrix is unique
and is denoted by AYP .
2. If A and B are invertible matrices of the same size, then
a) AB is invertible and
b) (æ)YP = æ YP YP
3. YP is invertible and (YP )YP =
eP 0 … 0
0 e> … 0
4. Let ý = ì ð be an d × d diagonal matrix where all e ≠ 0 (for = 1, 2, … , d).
⋮ ⋮ ⋱ 0
0 0 … eA
0 … 0
P
Ð
0 … 0
P
Then the inverse of ý, denoted by ý , is given by ý
YP YP
= ÐÕ
⋮ ⋮ ⋱ 0
0 0 …
P
Ð&
Let ôbe an d × dmatrix and let 'H be an d × d identity matrix. Then to find the inverse of ô.
Method)
1. Adjoin the identity d × dmatrix 'H to ôto form the augmented matrix (ô: 'H ).
2. Compute the reduced echelon form of (ô: 'H ). If the reduced echelon form is of the type ('H : ),
then æ is the inverse of ô. If the reduced echelon form is not of the type ('H : ), in that the first
d × dsub matrix is not 'H , then ôhas no inverse.
1 2 3
Example: Find the inverse of A if
A = õ2 5 3ö
1 0 8
1 2 3⋮1 0 0
Solution:£: þ@ ¤ = õ2 5 3⋮0 1 0ö
1 0 8⋮0 0 1
Applying => → => − 2=P we get:
39
1 2 3⋮1 0 0
õ0 1 −3⋮−2 1 0ö
1 0 8⋮0 0 1
Applying =P → =P − 2=> we get:
1 0 9 ⋮ 5 −2 0
õ0 1 −3⋮−2 1 0ö
1 0 8⋮0 0 1
Applying =@ → =@ − =P we get:
1 0 9 ⋮ 5 −2 0
õ0 1 −3⋮−2 1 0ö
0 0 −1⋮−5 2 1
Applying =P → =P + 9=@ ; => → => − 3=@ and =@ → −=@ we get:
1 0 0⋮−40 16 9
õ0 1 0⋮−13 −5 −3ö
0 0 1⋮ 5 −2 −1
−40 16 9
Therefore, B = õ−13 −5 −3ö = YP
5 −2 −1
1 0 2
Example: Find the inverse of = (2 −1 3) by using elementary row operations (Gauss-Jordan
4 1 8
Method).
1 0 2⋮1 0 0
£ ⋮ þ@ ¤ = õ2 −1 3⋮0 1 0ö
4 1 8⋮0 0 1
Solution:
40
1 0 2⋮1 0 0
õ0 −1 −1⋮−2 1 0ö
0 0 1 ⋮ 6 −1 −1
Applying=P → =P − 2=@ and => → => + =@ we get:
1 0 0⋮−11 2 2
õ0 −1 0⋮ 4 0 −1ö
0 0 1⋮ 6 −1 −1
Applying => → −=> we get:
1 0 0⋮−11 2 2
õ0 1 0⋮ −4 0 1ö
0 0 1⋮ 6 −1 −1
1 0 0⋮−11 2 2
£þ@ ⋮ æ¤ = õ0 1 0⋮ −4 0 1ö
0 0 1⋮ 6 −1 −1
−11 2 2
⇒ æ = õ −4 0 1 ö = YP
6 −1−1
1 −1 −2
Example: Determine the inverse of the matrix
ô=õ 2 −3 −5ö
−1 3 5
1 −1 −2 ⋮ 1 0 0
(: '/ ) = õ 2 −3 −5 ⋮ 0 1 0ö
−1 3 5 ⋮ 0 0 1
Solution:
41
1 1 5 1 2 −3 2 1 3 1 6 4
Exercise: Determine inverse of the following matrices, if it exists.
= õ1 2 7 ö = õ1 2 1ö = õ0 2 1ö ý = õ 2 4 −1ö
2 −1 4 5 −2 −3 1 1 2 −1 2 5
2.7. Determinant of a Matrix and Its Properties
of a matrix variable in the sense that it associates a real number () with a square matrix A. Our work
Introduction: In this section, we shall study the “determinant function,” which is a real-valued function
on determinant functions will have important applications to the theory of systems of linear equations
and will also lead us to an explicit formula for the inverse of an invertible matrix.
matrixô, and it is usually denoted by I+º(ô) orDôD. i.e. if ô is an d × d square matrix, then
Definition: A “determinant” is a certain kind of function that associates a real number with a square
1 2
Example: Find det() if = é ê
−2 0
Solution: det() = 1(0) − 2(−2) = 4
c. Determinant of H × H matrix
Definition-1: Let ô be an d × dsquare matrix and ,¥ be the (d − 1) × (d − 1) matrix obtained from
matrix ô by deleting ° row and ° column containing the entry Oò . Then -.Î (,¥ ) is called the
minor of Oò .
Remark: the matrix ,¥ is called sub matrix of ô.
Definition-2: The cofactor of Oò , denoted by ò , is defined as ò = (−1)Äò det (/ò ).
2 5 −4
Example: Let = õ3 −1 2 ö. Then find the minor and cofactor of OPP and O>@ .
5 4 6
42
−1 2
Solution: Minor of OPP = det(/PP ) = ¢ ¢ = −1(6) − 2(4) = −14
4 6
Cofactor of OPP = PP = (−1)PÄP det(/PP ) = −14
2 5
Minor of O>@ = det(/>@ ) = ¢ ¢ = 2(4) − 5(5) = −17
5 4
Cofactor of O>@ = >@ = (−1)>Ä@ det(/>@ ) = 17
Definition-3: The determinant of an d × d matrix is given by either of the following two formulas.
i. det() = OP P + O> > + ⋯ + OA A = AòP Oò ò , for fixed = 1,2,3, …
ii. det() = OPò Pò + O>ò >ò + ⋯ + OAò Aò = AP Oò ò , for fixed = 1,2,3, …
0 2 3 0
Example: Evaluate the determinant for the matrices
2 −1 3
0 4 5 0
= õ1 2 4ö and æ = ì ð
0 1 0 3
5 −3 6
2 0 1 3
Solution: Let us take row-1 of matrix for . Then
A @
-.Î(ô) = 0 Oò ò = 0 OPò Pò = OPP PP + OP> P> + OP@ P@ = 2(24) − 1(14) + 3(−13) = −
òP òP
=0 PP +0 >P +0 @P + 2(6) = Uq
Example: Let = (OP , O> , O@ ), æ = (gP , g> , g@ ) Ode = (P , > , @ ) be vectors in = @ . Then show
OP gP P
that¡O> g> > ¡ = ⋅ (æ × )
O@ g@ @
OP gP P
g g@ g g@ g g>
Solution: ¡O> g> > ¡ = OP > − O> P + O@ P
> @ P @ P >
O@ g@ @
= OP (g> @ − g@ > ) − O> (gP @ − g@ P ) + O@ (gP > − g> P )
= (OP , O> , O@ ) ⋅ (g> @ − g@ > , gP @ − g@ P , gP > − g> P )
= ⋅ (æ × )
OPP OP> OP@
Note: The determinant of a 3×3 square matrix = õ >P O>> O>@ öis given by
O
O@P O@> O@@
43
OPP OP> OP@
O>>O>@ O>P O>@ O>P O>>
e() = ¡O>P O>> O>@ ¡ = OPP ¢O O ¢ − OP> ¢O O ¢ + OP@ ¢O O ¢
O@P O@> O@@ @> @@ @P @@ @P @>
2 16 40 16 14 1 2 −3 4 5
1. Evaluate the determinant for each of the following matrices.
0 −3 22 −3 −18 Q2 0 0 0 4 −5 6 5 −2
= 0 0 4 1 20 , æ = ì−8 Q2 0 0ð, = 7 8 −8 6 20 , ý=
0 0 0 5 0 7 0 −1 0 3 6 −9 12 15
0 0 0 0 1 9 5 0 1 0 −2 3 4 1
1 0 6 2 0 0
õ3 5 2ö, = õ0 −1 0ö
0 0 0 0 0 2
2. Let det() = 4 and det(æ) = −3,and let and æ be a 5 × 5 matrices. Then find
i. det (2) iii. det (æ)
det ( ) det (YP )
` − 1 −2
ii. iv.
44
Theorem-1: Let A be an invertible matrix. Then e(YP ) = (e())YP.
Proof: þ = YP then taking determinant on both sides we get:
e(þ) = e(YP )
⇒ 1 = e()e(YP )
1
⇒ e(YP ) = = (e())YP
e()
2 1
Example: If = é ê, then e(YP ) = = @.
P P
3 3 Ð4(%)
Note: We can evaluate the determinant of any square matrix by reducing it to its echelon form by
keeping the following conditions.
a. If æ is a matrix which results by applying the elementary row operation of multiplying any
particular row of by a non-zero constant , then det(æ) = e().
b. If æ is a matrix that results when two rows or two columns of are interchanged, thendet(æ) =
−det ().
c. If æ is a matrix that results when a multiple of one row of is added to another row or when a
multiple of one column is added to another column, then det(æ) = det ().
O g
Exercise: Let = õe ö and let det() = −12. The find det (æ), det ( )and det (ý) if
¬ ℎ
3O 3g 3 O g O g
=õe ö, = õ¬ ℎ ö and ý = õe + 2O g + 2g + 2 ö
¬ ℎ e ¬ ℎ
45
34 6
Example: Find the matrix of cofactors and adjoint of the matrix
= õ3 9 0 ö
1 2−1
Solution:
90 34
The cofactors of each elements of A are
−9 12 −54
-5() =
= õ 3 −9 18 ö
−3−2 15
3 2 −1
Exercise: Find the adjoint of A if:
= õ1 6 8ö
2 −4 0
Definition-2: Let be and × d square matrix with det () ≠ 0. Then the inverse of a matrix , denoted
Note: If det() = 0, then the matrix has no inverse (i.e. is singular matrix).
34 6
Example: Find the inverse of the matrix = õ39 0 ö
12−1
Solution: det() = −33
−9 12 −54
Adj(A) = õ 3 −9 18 ö
−3−2 15
46
3 −4 19
11 11 11
1 1 −9 12 −54 1 3 −6
YP = Oe() = − õ 3 −9 18 ö = −
det() 33 11 11 11
−3 −2 15
1 2 −5
11 33 11
1 2 3 2 −1 3
Exercise: Verify whether each of the following matrices has an inverse, and find the inverse if it has.
1 4
=é ê, æ = õ 0 −1 2ö and ý = õ1 2 4ö
3 2
−4 5 0 2 4 8
ô¹ = ¼
A x b
Where, is the coefficient matrix, ` is the unknown matrix (vector) and g is the known matrix (vector).
The augmented matrix, £ ⋮ g¤, for the above system of linear equation is
OPP OP> … OPA ⋮ gP
O>P O>> … O>A ⋮ g>
ì ⋮ ⋮ ⋱ ⋮ ⋮ ⋮ ð
OïP Oï> . . OïA ⋮gï
Remark: If a system of linear equations is the form ô¹ = T, i.e. all entries of g are equal to 0, then the
system is called homogeneous system of linear equation, otherwise it is called non-homogeneous.
Example: write the coefficient matrix and the augmented matrix for the following system of linear
equations.
47
3`P − `> + `@ = 4
`P + `> + `@ = 6
`P − `> − `@ = −4
3 −1 1
Solution: Coefficient Matrix = = õ1 1 1ö
1 −1 −1
3 −1 1 ⋮ 4
Augmented Matrix= £ ⋮ g¤ = õ1 1 1 ⋮ 6ö
1 −1 −1 ⋮ −4
2.9. Solving System of Linear Equations
Let ô¹ = ¼ be a system of d linear equations in d unknowns such that det() ≠ 0. Then the system has
I. Cramer’s Rules
`P = , `> = , …, `A =
123 (% ) 123 (%Õ ) 123 (%& )
123 (%) 123 (%) 123 (%)
Where (for = 1, 2, … , d) is the matrix obtained by replacing the entries in the ° column of by the
gP
g>
entries in the matrix g = 6 7.
⋮
gA
`P + `@ = 6
Example: Using Cramer’s Rule, solve the following system of linear equations.
−3`P + `> + `@ = 30
−`P − `> + `@ = 8
1 0 2 1 6 2
Solution:
Thus ¹U = = = ¹q = = pp = UU and ¹/ = = = UU
123 (% ) Yp· YUT 123 (%Õ ) Z> U 123 (% ) PX> /
123 (%) pp UU 123 (%) 123 (%) pp
48
5` + 7a = 12 2`P − `> − `@ − `p = 6
Exercise: Solve the following system of linear equations using Cramer’s Rule:
Let` = g be a system of linear equations. Then, to solve the system by using Gaussian elimination
system in to one whose augmented matrix is in row echelon form is called Gaussian elimination.
2`P − `> − `@ − `p = 6
Example: By using the Gaussian-Elimination method, solve the following system of linear equations.
`P − 5`> − 3`@ − `p = 1
5`P + `> − 7`@ + 6`p = −3
−`P − `> − `@ = 3
Theorem: If ô is an invertible d × d matrix, then for each d × 1 matrix , the system ` = g has
III. Inverse Matrix Method
`P + 2`> + 3`@ = 5
Example: Solve the following system of linear equations by using inverse method.
¸ P + 5`> + 3`@ = 3
2`
`P + 8`@ = 17
In matrix form, this system can be written as:` = g where
1 2 3 `P 5
A = õ2 5 3ö ` = õ`> ö and g = õ 3 ö
1 0 8 `@ 17
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−40 16 9
But YP = õ−13 −5 −3ö and we have:
5 −2 −1
−40 16 9 5 1 `1
` = g = õ−13
YP
−5 −3ö õ 3 ö = õ−1ö = õ`2 ö
5 −2 −1 17 2 `3
Thus`P = 1, `> = −1 Ode `@ = 2 On ℎ mÀmd
`+a=2 `P + 3`> + `@ = 4
Exercise: Solve the following system of linear equations by using inverse method.
5` + 6a = 9 b) 2`P + 2`> + `@ = −1
a)
2`P + 3`> + `@ = 3
Remark:-
1. A system of equations that has no solution is called inconsistent; if there is at least one solution
of the system, it is called consistent.
2. A system of linear equations may not have solutions, or has exactly one solution (unique
3. Every homogeneous system of linear equations (. , . ô¹ = T) is consistent, since all` = 0 (for
solution), or infinitely many solutions.
= 1, 2, 3, … ) is a solution. This solution is called the trivial solution; if there are other solutions,
they are called nontrivial solutions. If this system has nontrivial solutions, then these solutions are
infinite.
4. If the number of variables is greater than the number of equations in a given system of linear
equations, then the system has infinite solutions. The arbitrary values that are assigned to the free
5. Let ` = g be a system of non-homogenous linear equations and the number of variables are
variables are often called parameters.
equal to the number of equation (i.e. be a square matrix). And let (for = 1, 2, … , d) be a
matrix obtained by replacing the entries in the ° column of by the entries in the matrix
gP
g>
g = 6 7. Then
⋮
gA
i. if det() ≠ 0, then the system has a unique solution.
if det() = 0, then the system has
a. infinitely many solutions if det( ) = 0 for all = 1,2,3 …
ii.
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b. no solution if at least one of the det( ) ≠ 0 for some = 1,2,3 …
2.10. Eigen values and Eigenvectors
Definition: Let be an d × d square matrix and ` be a non-zero column vector. Then `is called the
eigenvector ( or right eigenvector or right characteristic vector) of if there exists a scalar 8 such that
` = 8` … . . (1)
Then, 8 is called an eigenvalue or characteristics value of . Eigenvalue may be zero, but eigenvector
1
cannot be zero vectors.
Example: show that é ê is an eigenvector corresponding to the eigenvalue 8 = −2 for the matrix
−1
3 5
é ê.
−2 −4
3 5 1 2 1
Solution: from equation (1) we have
é ê é ê = é ê = −2 é ê
−2 −4 −1 −2 −1
From equation (1), ` − 8` = ( − 8þA )` = 0
D − 8þA D is called the characteristic polynomial of .
The equation D − 8þA D = 0 is called the characteristic equation.
For each eigenvalue 8, the corresponding eigenvector is found by substituting 8 back into the
characteristic equation D − 8þA D = 0.
3 5
Example: Determine the eigenvalues and corresponding eigenvectors of the matrix = é ê
−2 −4
3 5 1 0 3−λ 5
Solution: For this matrix − λI = é ê − λé ê=é ê and hence
−2 −4 0 1 −2 −4 − λ
det( − λI) = (3 − λ)(−4 − λ) − 5(−2) = λ> + λ − 2 = 0. Thus, the characteristic equation of A is
λ> + λ − 2 = 0 and up on solving this we get λ = 1 and λ = −2
`P
The eigenvectors to : = U will be obtained by solving equation (1) above for ¾ = é` ê. With
>
i.
2`P + 5`> = 0
This is equivalent to the set of linear equations given below:
−2`P − 5`> = 0
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The solution to this system is `P = `> with `> arbitrary, so the eigenvectors corresponding to λ = 1
YX
>
are,
`P YX
`
YX
¾ = é` ê = ; > < = `> ; > < with `> arbitrary.
>
> `> 1
When : = −q, equation (1) above may be written as:
3 5 1 0 `P 0 5 5 `P 0
ii.
ªé ê − (−2) é ê« é` ê = é ê ⇒é ê é` ê = é ê
−2 −4 0 1 > 0 −2 −2 > 0
5`P + 5`> = 0
This is equivalent to the set of linear equations given below:
−2`P − 2`> = 0
The solution to this system is `P = −`> with `> arbitrary, so the eigenvectors corresponding to λ = −2
`P −`> −1
are,
5 2 2
Exercise: Determine the eigenvalue and eigenvector of the following matrices if there exist:
= õ3 6 3ö
6 6 9
3 −2 0
æ = õ−2 3 0ö
0 6 5
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