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Lecture Notes Sengineering

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2 views19 pages

Lecture Notes Sengineering

Uploaded by

yesexample972
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

1

1
ASTU
Applied Mathematics program
Contents

1 Matrices and determinants 2


1.1 Definition of matrix and basic operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Product of matrices and some algebraic properties; Transpose of a matrix . . . . . . . . . . . . . . . 3
1.3 Elementary operations and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Inverse of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Determinant of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6 Solving system of linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.6.1 Cramer’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.6.2 Gaussian method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6.3 Inverse matrix method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1
Chapter 1

Vectors

Introduction

2
Chapter 2

Matrices and determinants

2.1 Definition of matrix and basic operations


Definition 2.1.1. An m × n matrix A is a rectangular array of numbers, real or complex, with m rows and n
columns.
The following are all examples of matrices:
 
  √  2
2 3 5 −2 1  
, , [2], 1 1 1 1 , 1
1 4 π 3 i
3

The size of a matrix is a description of the numbers of rows and columns it has. A matrix is called m×n (pronounced
" m by n") if it has m rows and n columns.
A 1 × m matrix is called a row matrix (or row vector), and an n × 1 matrix is called a column matrix (or
column vector).
A general m × n matrix A has the form
 
a11 a12 . . . a1n
 a21 a22 . . . a2n 
A= .
 
.. .. .. 
 .. . . . 
am1 am2 . . . amn

The diagonal entries of A are a11 , a22 , a33 , . . . , and if m = n (that is, if A has the same number of rows as columns),
then A is called a square matrix. A square matrix whose nondiagonal entries are all zero is called a diagonal
matrix. A diagonal matrix all of whose diagonal entries are the same is called a scalar matrix. If the scalar on
the diagonal is 1, the scalar matrix is called an identity matrix.
For example let    
    2 0 0 1 0 0
2 4 5 3 1
A= , B= , C = 0 6 0 , D = 0 1 0
0 3 4 4 5
0 0 4 0 0 1
The diagonal entries of A are 2 and 3, but A is not square; B is a square matrix of size 2 × 2 with diagonal entries
3 and 5; C is a diagonal matrix; D is a 3 × 3 identity matrix. The n × n identity matrix is denoted by In (or simply
I if its size is understood).
Remark 2.1.1. Two matrices are equal if they have the same size and if their corresponding entries are equal. Thus,
if A = [aij ]m×n and B = [bij ]r×s , then A = B if and only if m = r and n = s and aij = bij for all i and j.

Matrix Addition and scalar Multiplication


If A = [aij ] and B = [bij ] are m × n matrices, their sum A + B is the m × n matrix obtained

A + B = aij + bij

3
Example 2.1.1. Let      
1 4 0 3 1 −1 4 3
A= , B= and C =
−2 6 5 3 0 2 2 1
Then  
−2 5 −1
A+B =
1 6 7
but neither A + C nor B + C is defined.
If A is an m × n matrix and c is a scalar, then the scalar multiple cA is the m × n matrix obtained by multiplying
each entry of A by c.
cA = c[aij ] = [caij ]
Example 2.1.2. For matrix A in Example 1.1.1
   1   
2 8 0 1 2 0 −1 −4 0
2A = , A=A= 2 5 , (−1)A = A =
−4 12 10 2 −1 3 2 2 −6 −5

The matrix (−1)A is written as −A and called the negative of A. As with vectors, we can use this fact to define
the difference of two matrices: If A and B are the same size, then

A − B = A + (−B)

2.2 Product of matrices and some algebraic properties; Transpose of


a matrix
Matrix Multiplication
Definition 2.2.1. If A is an m × n matrix and B is an n × r matrix, then the product C = AB is an m × r
matrix. The (i, j) entry of the product is computed as follows:

cij = ai1 b1j + ai2 b2j + · · · + ain bnj

column j b1j
b2j
B ..
(r × m) .
brj
cij = ai1 b1j + ai2 b2j + · · · + ain bnj

row i ai1 ai2 ... air cij


A C = AB
(n × r) (n × m)

Note 1. For AB to exist, the number of columns of A must equal the number of rows of B.

A B = AB
m×n n×r m×r

same
size of AB

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Remark 2.2.1. If A is an m × n matrix and B is an n × r matrix, then AB will be an m × r matrix.
   
1 3 5 0 1
Example 2.2.1. Let A = and B = . Determine AB and BA, if the product exists.
2 0 3 −2 6
Solution. A has two columns and B has two rows; thus AB exists. Interpret A in terms of its rows and B in terms
of its columns and multiply the rows by the columns. We find that
    
1 3 5 0 1 14 −6 19
AB = =
2 0 3 −2 6 10 0 2

BA does not exist because B has three columns and A has two rows.
We see that the order in which two matrices are multiplied is important. Unlike multiplication of real numbers,
matrix multiplication is not commutative. In general, for two matrices A and B, AB 6= BA. J

Matrix Multiplication in Terms of Columns


Consider the product AB where A is an m × n matrix  and B is an n × r matrix(so that AB exists). Let the columns
of B be the matrices B1 , B2 , . . . , Br . Write B as B1 B2 . . . Br . Thus
 
AB = A B1 B2 . . . Br

Matrix multiplication implies that the columns of the product are AB1 , AB2 , . . . , ABr . We can write
 
AB = AB1 AB2 . . . ABr
   
2 0 4 1 3
For example, suppose A = and B = . Then
1 5 0 2 −1
           
2 0 4 2 0 1 2 0 3 8 2 6
AB = =
1 5 0 1 5 2 1 5 −1 4 11 −2

Theorem 1

Let A, B and C be matrices and r and s be scalars. Assume that the sizes of the matrices are such that the
operations can be performed.
Properties of Matrix Addition and Scalar Multiplication

1. A + B = B + A
2. A + (B + C) = (A + B) + C
3. A + 0 = 0 + A = A (where 0 is the appropriate zero matrix)

4. r(A + B) = rA + rB
5. (r + s)C = rC + sC
6. r(sC) = (rs)C
Properties of Matrix Multiplication

1. A(BC) = (AB)C
2. A(B + C) = AB + AC
3. (A + B)C = AC + BC
4. AI = IA = A (where I is the appropriate identity matrix)

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5. r(AB) = (rA)B = A(rB)
Note 2. AB 6= BA in general. Multiplication of matrices is not commutative.

Example 2.2.2. Compute the product ABC of the following three matrices.
 
    4
1 2 0 1 3
A= , B= , C = −1
3 −1 −1 0 −2
0
Solution. Let us check to see if the product ABC exists before we start spending time multiplying matrices. We
get The product exists and will be a 2 × 1 matrix. Since matrix multiplication is associative, the matrices in the

A B C = ABC
2×2 2×3 3×1 2×1

match match
size of product is 2 × 1

product ABC can be grouped together in any manner for multiplying, as long as the order is maintained. Let us
use the grouping (AB)C. This is probably the most natural. We get
    
1 2 0 1 3 −2 1 −1
AB = =
3 −1 −1 0 −2 1 3 11
and  
  4  
−2 1 −1   −9
(AB)C = −1 =
1 3 11 1
0
J
Exercise 2. Compute each of the following expressions for
     
2 0 −1 1 3 4
A= , B= , C=
−1 5 2 4 0 2
1. A − 3B 2
2. A2 B + 2C 3

The Transpose of a Matrix


Definition 2.2.2. The transpose of an m × n matrix A is the n × m matrix AT obtained by interchanging the
rows and columns of A. That is, the ith column of AT is the ith row of A for all i.
Example 2.2.3. Let    
1 3 2 a b  
A= , B= , C= 5 −1 2
5 0 1 c d
Then their transposes are    
1 5   5
a c
AT = 3 T
0 , B =
 , C T = −1
b d
2 1 2
Definition 2.2.3. A square matrix A is symmetric if AT = A—that is, if A is equal to its own transpose.
Example 2.2.4. Let  
1 3 2  
1 2
A = 3 5 0 and B =
−1 3
2 0 4
 
1 −1
Then A is symmetric, since AT = A; but B is not symmetric, since B T = 6= B.
2 3
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2.3 Elementary operations and its properties
Definition 2.3.1. A matrix is in row echelon form if it satisfies the following properties:

1. Any rows consisting entirely of zeros are at the bottom.


2. In each non-zero row, the first non-zero entry (called the leading entry) is in a column to the left of any leading
entries below it.
Example 2.3.1. The following matrices are in row echelon form:
     
2 4 1 1 0 1 1 1 2 1
0 −1 2 , 0 1 5 , 0 0 1 3
0 0 0 0 0 4 0 0 0 0

Elementary Row Operations


Definition 2.3.2. The following elementary row operations can be performed on a matrix:

1. Interchange two rows.


2. Multiply a row by a non-zero constant.
3. Add a multiple of a row to another row.
We will use the following shorthand notation for the three elementary row operations:

1. Ri ←→ Rj means interchange rows i and j.


2. kRi means multiply row i by k.
3. Ri + kRj means add k times row j to row i (and replace row i with the result).

The process of applying elementary row operations to bring a matrix into row echelon form, called row reduction,
is used to reduce a matrix to echelon form.
Example 2.3.2. Reduce the following matrix to echelon form:
 
1 2 −4 −4 5
2 4 0 0 2
 
2 3 2 1 5
−1 1 3 6 5

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Solution.

R2 − 2R1
−4 5 R3 − 2R1 1 2 −4 −4 5
   
1 2 −4
2 4 0 0 2 R4 + R1 0 0 8 8 −8
  −→  
2 3 2 1 5  0 −1 10 9 −5
−1 1 3 6 5 0 3 −1 2 10
 
1 2 −4 −4 5
R2 ←→R3  0 −1 10 9 −5
−→  
0 0 8 8 −8
0 3 −1 2 10
 
1 2 −4 −4 5
R4 +3R2 0 −1 10 9 −5
−→  
0 0 8 8 −8
0 0 29 29 −5
 
1 2 −4 −4 5
1
8
0 −1 10 9 −5
−→  
0 0 1 1 −1
0 0 29 29 −5
 
1 2 −4 −4 5
R4 −29R3 0 −1 10 9 −5
−→  
0 0 1 1 −1
0 0 0 0 24

With this final step, we have reduced our matrix to echelon form. J

Definition 2.3.3. Matrices A and B are row equivalent if there is a sequence of elementary row operations that
converts A into B.
The matrices in example 1.3.2
   
1 2 −4 −4 5 1 2 −4 −4 5
2
 4 0 0 2 0
 and  −1 10 9 −5
2 3 2 1 5 0 0 1 1 −1
−1 1 3 6 5 0 0 0 0 24

are row equivalent.

Definition 2.3.4. The rank of a matrix is the number of non-zero rows in its row echelon form.
Definition 2.3.5. A matrix is in reduced row echelon form if it satisfies the following properties:
1. It is in row echelon form.
2. The leading entry in each non-zero row is a 1 (called a leading 1 ).

3. Each column containing a leading 1 has zeros everywhere else.


For 2 × 2 matrices, the possible reduced row echelon forms are
       
1 0 1 ∗ 0 1 0 0
, , ,
0 1 0 0 0 0 0 0

where ∗ can be any number.


Exercise 1. Determine whether the given matrix is in row echelon form. If it is, state whether it is also in reduced
row echelon form

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   
1 0 1 7 0 1 0  
0 1 3 0
a. 0 0 3 b. 0 1 −1 4 c.
0 0 0 1
0 1 0 0 0 0 0   
0 0 0 1 0 3 −4 0 0 0 1
d. 0 0 0 e. 0 0 0 0 0 f. 0 1 0
0 0 0 0 1 5 0 1 1 0 0
 
1 2 3
1 0 0
g. 
0

1 1
0 0 1

2.4 Inverse of a matrix and its properties


Definition 2.4.1. An n × n matrix A is invertible if there exists an n × n matrix B such that AB = In .
   
1 2 −2 1
Example 2.4.1. Prove that the matrix A = has an inverse B = 3 −1
3 4 2 2

Solution. We have that     


1 2 −2 1 1 0
AB = 3 −1 = = I2
3 4 2 2 0 1
and     
−2 1 1 2 1 0
BA = 3 −1 = = I2
2 2 3 4 0 1
Thus AB = BA = I2 , proving that the matrix A has an inverse B . J

Theorem 1

If A is an invertible matrix, then its inverse is unique.

Proof. Let B and C be inverses of A. Thus AB = BA = In and AC = CA = In . Multiply both sides of the
equation AB = In by C and use the algebraic properties of matrices.

C(AB) = CIn
(CA)B = C
In B = C
B=C

Thus an invertible matrix has only one inverse.


Definition 2.4.2. If an n × n matrix A is invertible, then A−1 is called the inverse of A and denotes the unique
n × n matrix such that AA−1 = A−1 A = In .

Determining the Inverse of a Matrix


We now derive a method for finding the inverse of a matrix. The method is based on the Gauss-Jordan algorithm.
Let A be an invertible matrix. Then AA−1 = In · Let the columns of A−1 be X1 , X2 , . . . , Xm and the columns of
In be e1 , e2 , . . . , en . Express A−1 and In in terms of their columns,

A−1 = X1 X2 . . . Xn and In = e1 e2 . . . en
   

We shall find A−1 by finding X1 , X2 , . . . , Xn . Write the equation AA−1 = In in the form
   
A X1 X2 . . . Xn = e1 e2 . . . en

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Using the column form of matrix multiplication,
   
AX1 AX2 . . . AXn = e1 e2 ... en
Thus
AX1 = e1 , AX2 = e2 , . . . , AXn = en
Therefore X1 , X2 , . . . , Xn are solutions to the system AX1 = e1 , AX2 = e2 , . . . , AXn = en , all of which have the
same matrix of coefficients A. Solve these systems by using Gauss Jordan elimination on the large augmented
matrix A : e1 e2 . . . en . Since the solutions X1 , X2 , . . . , Xn are unique(they are the columns of A−1 ),


   
A : e1 e2 . . . en ≈ · · · ≈ In : X1 X2 . . . Xn
Thus, when A−1 exists,
[A : In ] ≈ · · · ≈ [In : B] where B = A−1
On the other hand, if the reduced echelon form of [A : In ] is computed and the first part is not of the form In then
A has no inverse.
Example 2.4.2. Find the inverse of  
1 2 −1
2 2 4
1 3 −3
if it exists.
Solution. Gauss-Jordan elimination produces
 
1 2 −1 1 0 0
[A|I] = 2 2 4 0 1 0
1 3 −3 0 0 1
R2 − 2R1  
R3 − R1 1 2 −1 1 0 0
−→ 0 −2 6 −2 1 0
0 1 −2 −1 0 1
 
−1 1 2 −1 1 0 0
2 R2 −1
−→ 0 1 −3 1 2 0
0 1 −2 −1 0 1
 
1 2 −1 1 0 0
R3 −R2 −1
−→ 0 1 −3 1 2 0
1
0 0 1 −2 2 1
R1 + R3  1

R2 + 3R3 1 2 0 −1 2 1
−→ 0 1 0 −5 1 3
1
0 0 1 −2 2 1
−3
 
1 0 0 9 2 −5
R1 −2R2
−→ 0 1 0 −5 1 3
1
0 0 1 −2 2 1

Therefore,
−3
 
9 2 −5
A−1 = −5 1 3
1
−2 2 1
(You should always check that AA−1 = I by direct multiplication.) J
Example 2.4.3. Determine the inverse of the matrix
 
1 −1 −2
 2 −3 −5
−1 3 5
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Exercise 2. Find the inverse of  
2 1 −4
−4 −1 6
−2 2 −2
if it exists.

2.5 Determinant of a matrix and its properties


Definition 2.5.1. The determinant of a 2 × 2 matrix A is denoted kAk and is given by
a11 a12
= a11 a22 − a12 a21
a21 a22
Observe that the determinant of a 2 × 2 matrix is given by the difference of the products of the two diagonals
of the matrix.
The notation det(A) is also used for the determinant of A.
Example 2.5.1. Find the determinant of the matrix
 
2 4
−3 1
Solution. Applying the above theorem we get
2 4
= (2 × 1) − (4 × (−3)) = 2 + 12 = 14
−3 1
J
The determinant of a 3 × 3 matrix is defined in terms of determinants of 2 × 2 matrices.
The determinant of a 4 × 4 matrix is defined in terms of determinants of 3 × 3 matrices, and so on. For these
definitions we need the following concepts of minor and cofactor.
Definition 2.5.2. Let A be a square matrix.
The minor of the element aij is denoted Mij and is the determinant of the matrix that remains after deleting row
i and column j of A.
The cofactor of aij is denoted Cij and is given by
Cij = (−1)i+j Mij
Note that the minor and cofactor differ in at most sign.
Example 2.5.2. Determine the minors and cofactors of the elements a11 and a31 of the following matrix A.
 
1 0 3
A = 4 −1 2
0 −2 1
Solution. Applying the above definitions we get the following.
Minor of a11 :
1 0 3
−1 2
M11 = 4 −1 2 = = (−1 × 1) − (2 × (−2)) = 3 (2.5.0)
−2 1
0 −2 1
Cofactor of a11 : C11 = (−1)1+1 M11 = (−1)2 3 = 3
J
Definition 2.5.3. The determinant of a square matrix is the sum of the products of the elements of the first
row and their cofactors.
If A is 3 × 3, |A| = a11 C11 + a12 C12 + a13 C13
If A is 4 × 4, |A| = a11 C11 + a12 C12 + a13 C13 + a14 C14
..
.
If A is n × n, |A| = a11 C11 + a12 C12 + · · · + a1n C1n
These equations are called cofactor expansions of |A|
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Example 2.5.3. Evaluate the determinant of the following matrix A.
 
1 2 −1
A = 3 0 1 
4 2 1

Solution. Using the elements of the first row and their corresponding cofactors we get

|A| = a11 C11 + a12 C12 + a13 C13


0 1 3 1 3 0
= 1(−1)2 + 2(−1)3 + (−1)(−1)4
2 1 4 1 4 2
= [(0 × 1) − (1 × 2)] − 2[(3 × 1) − (1 × 4)] − [(3 × 2) − (0 × 4)]
= −2 + 2 − 6 = −6

Theorem 1

The determinant of a square matrix is the sum of the products of the elements of any row or column and their
cofactors.
ith row expansion: |A| = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin
j th column expansion: |A| = a1j C1j + a2j C2j + · · · + anj Cnj

There is a useful rule that can be used to give the sign part, (−1)i+j , of the cofactors in these expansions. The rule
is summarized in the following array  
+ − + − ...
− + − + . . .
 
+ − + − . . .
..
 
.
Example 2.5.4. Find the determinant of the following matrix using the second row.
 
1 2 −1
A = 3 0 1 
4 2 1

Solution. Expanding the determinant in terms of the second row we get

|A| = a21 C21 + a22 C22 + · · · + a23 C23


2 −1 1 −1 1 2
= −3 +0 −1
2 1 4 1 4 2
= −3[(2 × 1) − (−1 × 2)] + 0[(1 × 1) − (−1 × 4)] − 1[(1 × 2) − (2 × 4)]
= −12 + 0 + 6 = −6

Exercise 2. Evaluate the determinant of the following 4 × 4 matrix.


 
2 1 0 4
0 −1 0 2 
A= 7 −2 3 5 

0 1 0 −3

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Computing Determinants of 2 × 2 and 3 × 3 Matrices
The determinants 2 × 2 and 3 × 3 matrices can be found quickly using diagonals. For a 2 × 2 matrix the ac-
tual diagonals are used while in the case of a 3 × 3 matrix the diagonals of an array consisting of the matrix
with the two first columns added to the right are used. A determinant is equal to the sum of the diagonal prod-
ucts that go from left to right minus the sum of the diagonal products that go from right to left, as follows.
3×3 matrix A

+ + + −  − −
2×2 matrix A
+ − a1 b1 c1 a1 b1
 
a 1 b1 a2 b2 c2  a2 b2
a 2 b2 a3 b3 c3 a3 b3
2 × 2 matrix: |A| = a1 b2 − a2 b1
3 × 3 matrix: |A| = a1 b2 c3 + b1 c2 a3 + c1 a2 b3 − c1 b2 a3 − a1 c2 b3 − b1 a2 c3
(diagonal products from left to right) (diagonal products from right to left)
B
A − − −
+ + + 
+ − 1 2 3 1 2
For example:  
2 3 4 0 1 4 0
4 1 5 2 6 5 2
|A| = 2 − 12 = −10 |B| = 0 + 10 + 24 − 0 − 2 − 48
There are no such short cuts for computing determinants of larger matrices.

Theorem 3: Properties of determinants

Let A be an n × n matrix and c be a non-zero scalar

a. If a matrix B is obtained from A by multiplying the elements of a row (column) by c then |B| = c|A|
b. If a matrix B is obtained from A by interchanging two rows (columns) then |B| = −|A|
c. If a matrix B is obtained from A by adding a multiple of one row (column) to another row (column), then
|B| = |A|

Example 2.5.5. Evaluate the determinant


3 4 −2
−1 −6 3
2 9 −3
Solution. We examine the rows and columns of the determinant to see if we can create zeros in a row or column
using the above operations. Note that we can create zeros in the second column by adding twice the third column
to it:
3 4 −2 3 0 −2
−1 −6 3 = −1 0 3
C +2C3
2 9 −3 2 2 3 −3
Expand this determinant in terms of the second column to take advantage of the zeros.
3 −2
= (−3) = (−3)(9 − 2) = −21
−1 3
J
Definition 2.5.4. A square matrix A is said to be singular if |A| = 0. A is nonsingular if |A| =
6 0.

Theorem 4

Let A be a square matrix. A is singular if


a. all the elements of a row (column) are zero.

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b. two rows (columns) are equal.
c. two rows (columns) are proportional.
[Note that (b) is a special case of (c), but we list it to give it special emphasis.]

Example 2.5.6. Show that the following matrices are singular.


   
2 0 −7 2 −1 3
(a) A =  3 0 1  , (b) B = 1 2 4
−4 0 9 2 4 8

Solution. (a) All the elements in column 2 of A are zero. Thus |A| = 0.
(b) Observe that every element in row 3 of B is twice the corresponding element in row 2. We write

(row 3) = 2(row 2)

row 2 and row 3 are proportional. Thus |B| = 0.


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Theorem 5

Let A and B be n × n matrices and c be a nonzero scalar.


a. Determinant of a scalar multiple: |cA| = cn |A|
b. Determinant of a product: |AB| = |A||B|

c. Determinant of a transpose: |At | = |A|


d. Determinant of an inverse: |A−1 | = 1
|A| (Assuming A−1 exists.)

Exercise 6. Prove that |A−1 At A| = |A|


Remark 2.5.1. The determinant of a triangular matrix is the product of its diagonal elements.

Example 2.5.7. Evaluate the determinant


2 4 1
−2 −5 4
4 9 10
Solution. We create zeros below the main diagonal, column by column.

2 4 1 2 4 1 2 4 1
−2 −5 4 = 0 −1 5 = 0 −1 5 = 2 × (−1) × 13 = −26
R3 +R2
4 9 10 R2 + R1 0 1 8 0 0 13
R3 − 2R1

Exercise 7. Evaluate the following 4 × 4 determinant using elimination method

2 1 3 1
−2 3 −1 2
2 1 2 3
−4 −2 0 −1

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Definition 2.5.5. Let A be an n × n matrix and Cij be the cofactor of aij . The matrix whose (i, j)th element is
Cij is called the matrix of cofactors of A. The transpose of this matrix is called the adjoint of A and is denoted
adj(A).    
C11 C12 . . . C1n C11 C21 . . . Cn1
 C21 C22 . . . C2n   C12 C22 . . . Cn2 
   
 .. .. ..   .. .. .. 
 . . .   . . . 
Cn1 Cn2 . . . Cnn C1n C2n . . . Cnn
matrix of cofactors adjoint matrix

Determinants and Matrix Inverses


Theorem 8

Let A be a square matrix with |A| =


6 o. A is invertible with
1
A−1 = adj(A)
|A|

Theorem 9

A square matrix A is invertible if and only if |A| =


6 0.

Example 2.5.8. Use the formula for the inverse of a matrix to compute the inverse of the matrix
 
2 0 3
A = −1 4 −2
1 −3 5

Solution. |A| = 25. Thus the inverse of A exists.


 
14 −9 −12
adj(A) =  3 7 1 
−1 6 8
−9 −12
 14 
1 25 25 25
A−1 = 3
adj(A) =  25 7
25
1 
25
25 −1 6 8
25 25 25
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2.6 Solving system of linear equations


One of the application of determinant is to find the solution to the linear systems Ax = b when A is an invertible
square matrix.

2.6.1 Cramer’s rule


Before stating the theorem, we need to introduce some notation. If A = [a1 a2 · · · an ] is an n × n matrix and b is
in Rn , then let Ai denote the matrix A after replacing ai with b. That is,

Theorem 1: CRAMER’S RULE

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Let A be an invertible n × n matrix. Then the components of the unique solution x to Ax = b are given by

det(Ai )
xi = for i = 1, 2, . . . , n
det(A)

[Ai = a1 · · · ai−1 b ai+1 · · · an ]

Example 2.6.1. Use Cramer’s Rule to find the solution to the system

3x1 + x2 = 5
−x1 + 2x2 + x3 = −2
−x2 + 2x3 = −1

Solution. The system is equivalent to Ax = b, where


   
3 1 0 5
A = −1 2 1 and b = −2
0 −1 2 −1

We have      
5 1 0 3 5 0 3 1 5
A1 = −2 2 1 , A2 = −1 −2 1 , A3 = A = −1 2 −2
−1 −1 2 0 −1 2 0 −1 −1
Computing determinants gives us det(A) = 17, det(A1 ) = 28, det(A2 ) = 1 and det(A3 ) = −8. Therefore, by
Cramer’s Rule, the solution to Ax = b is
det(A1 ) 28 det(A2 ) 1 det(A3 ) −8
x1 = = , x2 = = , x3 = =
det(A) 17 det(A) 17 det(A) 17
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2.6.2 Gaussian method


When row reduction is applied to the augmented matrix of a system of linear equations, we create an equivalent
system that can be solved by back substitution. The entire process is known as Gaussian elimination.

Gaussian Elimination
1. Write the augmented matrix of the system of linear equations.
2. Use elementary row operations to reduce the augmented matrix to row echelon form.
3. Using back substitution, solve the equivalent system that corresponds to the row-reduced matrix.

Example 2.6.2. Solve the system

2x2 + 3x3 = 8
2x1 + 3x2 + x3 = 5
x1 − x2 − 2x3 = −5

Solution. The augmented matrix is  


0 2 3 8
2 3 1 5
1 −1 −2 −5
reduce the matrix to row echelon form
   
0 2 3 8 1 −1 −2 −5
R1 ↔R3
2 3 1 5  −→ 2 3 1 5
1 −1 −2 −5 0 2 3 8
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We now create a second zero in the first column, using the leading 1 :
   
1 −1 −2 −5 1 R 1 −1 −2 −5
R2 −2R1 5 2
−→ 0 5 5 15  −→ 0 1 1 3
0 2 3 8 0 2 3 8

We now need another zero at the bottom of column 2:


 
1 −1 −2 −5
R3 −2R2
−→ 0 1 1 3
0 0 1 2

The augmented matrix is now in row echelon form, and we move to step 3. The corresponding system is

x1 − x2 − 2x3 = −5
x2 + x3 = 3
x3 = 2

and back substitution gives x3 = 2, then x2 = 3 − x3 = 3 − 2 = 1, and finally x1 = −5 + x2 + 2x3 = −5 + 1 + 4 = 0.


We write the solution in vector form as  
0
1
2
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Gauss-Jordan Elimination
1. Write the augmented matrix of the system of linear equations.

2. Use elementary row operations to reduce the augmented matrix to reduced row echelon form.
3. If the resulting system is consistent, solve for the leading variables in terms of any remaining free variables

Example 2.6.3. Solve the system in Example 1.6.2 by Gauss-Jordan elimination.


Solution. The reduction proceeds as it did in Example 1.6.2 until we reach the echelon form:
 
1 −1 −2 −5
0 1 1 3
0 0 1 2

2.6.3 Inverse matrix method


We now see that matrix inverse enables us to conveniently express the solutions to certain systems of linear equa-
tions.

Theorem 2

Let AX = Y be a system of n linear equations in n variables. If A−1 exists, the solution is unique and is
given by X = A−1 Y

Example 2.6.4. Solve the following system of equations using the inverse of the matrix of coefficients.

x1 − x2 − 2x3 = 1
2x1 − 3x2 − 5x3 = 3
−x1 + 3x2 + 5x3 = −2
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Solution. This system can be written in the following matrix form,
    
1 −1 −2 x1 1
 2 −3 −5 x2  =  3 
−1 3 5 x3 −2

If the matrix of coefficients is invertible, the unique solution is


   −1  
x1 1 −1 −2 1
x2  =  2 −3 −5  3 
x3 −1 3 5 −2

This inverse has already been found in Example 1.4.3 Using that result we get
   −1  
x1 0 1 1 1
x2  =  5 −3 −1 −2
x3 −3 2 1 1

The unique solution is x1 = 1, x2 = −1, x3 = 1 J

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