0% found this document useful (0 votes)
8 views25 pages

Matrix Operations and Linear Systems

Chapter Two of the document discusses matrices, determinants, and systems of linear equations, emphasizing the importance of matrix algebra in solving linear problems. It covers definitions, operations such as addition and multiplication of matrices, and introduces special types of matrices like diagonal and identity matrices. Additionally, it explains elementary row operations and the concepts of row echelon form and reduced row echelon form.

Uploaded by

yohayassin
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)
8 views25 pages

Matrix Operations and Linear Systems

Chapter Two of the document discusses matrices, determinants, and systems of linear equations, emphasizing the importance of matrix algebra in solving linear problems. It covers definitions, operations such as addition and multiplication of matrices, and introduces special types of matrices like diagonal and identity matrices. Additionally, it explains elementary row operations and the concepts of row echelon form and reduced row echelon form.

Uploaded by

yohayassin
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

Addis Ababa Science and Technology University 2020

Chapter Two

Matrices, Determinants and Systems of Linear Equations


Introduction

In our day to day problems and economic analysis, variables are assumed to
be related by sets of linear equations. Matrix algebra provides a clear and
concise notation for the formulation analysis and solution of such problems as
many of which would be complicated in conventional algebraic notation. The
concept of determinant together with matrix operations and system of linear
equations are treated in this chapter.

2.1. Definition of matrix and basic operations

Definition: A matrix is any rectangular array of real numbers or variables of

the form

( )

The numbers in the matrix are called entries or elements of the matrix.

Note:

- A is an matrix if A has m number of rows (horizontals) and n


number of columns (verticals).
a11 , a22 , a33 ,.....ann
- are main diagonal elements
- is the element that appears in the intersection of row and in the
column.
- is an matrix.
- is called the size or order of the matrix.

Example 1: Consider ( ). The size of this matrix is 2 .

and

Definition: Two matrices and are equal,

written as A = B iff their corresponding elements are equal.

Applied Mathematics IB Chapter Two Page 1


Addis Ababa Science and Technology University 2020
Example 2: Consider the two matrices given below

( ) ( )

Since , we can say that .

Definition: A 1 matrix is called a row vector (row matrix) and an 1

matrix is called a column vector (column matrix).

Example 3: ( ) is a 3 1 column matrix.

Example 4: is a1 3 row matrix.

Example 5: (8) is both a column and row matrix.

Definition: A matrix in which the number of rows and columns are equal
i.e., an is called a square matrix of order n.

Example 6: ( ) is a square matrix of order 3.

Operation with matrices

Addition (Subtraction) of Matrices.

Definition 3.1.2 If A and B are matrices with the same size, then we define the
sum A + B to be the matrix obtained by adding the entries of B to the
corresponding entries of A, and we define the difference A - B to be the matrix
obtained by subtracting the entries of B from the corresponding entries of A.
If A = [aij ] and B = [bij] have the same size, then this definition states that
(A + B)ij = (A)ij + (B)ij = aij + bij
(A - B)ij = (A)ij - (B)ij = aij - bij

Applied Mathematics IB Chapter Two Page 2


Addis Ababa Science and Technology University 2020
Example 7.

1 3  4  4 9 6  5  6 2 
     
Let A   5 7 6  and B    1 2 10  then A  B   4 9 16 
4  8 0   3 8 5  1 0 5 
     
 2  3  5  2   3  1
Let A    and B    then A  B   
 4 1   4  3  8 4 

Properties

For and and and  ,  

i.
ii.
iii.  ( A  B )  A  B
iv. (   ) A  A  A
v. ( ) A   ( A)   (A)
vi. 1A=A
vii A+0=A+0=A where 0 = zero entries matrix of size mxn
viii. A+ -A=0= -A+A where A and –A are additive inverse to
each other.

Definition: A matrix all of whose elements are zero is called a zero matrix and it

is denoted by .

Example 8: ( )

Definition: Let be a matrix and , the scalar multiple of A by is

Example 9: If ( ), then ( )

Applied Mathematics IB Chapter Two Page 3


Addis Ababa Science and Technology University 2020

2.2. Product of Matrices and some algebraic properties;

Let and . We define the product by

In other words, if matrix A has n columns and matrix B has n rows then the
 b1 j 
 
 b2 j 
 . 
i row of A is
th ai1 , ai 2 , ..., ain 
and the j column of B   . Thus if C=AB then
th
 . 
 . 
 
b 
 nj 
n
Cij  ai1b1 j  ai 2 b2 j  ...  ain bkj   aik bkj
k 1

Example 10:

1 3 2  1 2  1(1)  3(2)  2(4) 1(2)  3(0)  2(3) 


     
Let A   5  3 4  and B    2 0  then AB   5(1)  3(2)  4(4) 5(2)  3(0)  4(3) 
 0 2  1  4 3  0(1)  2(2)  1(4) 0(2)  2(0)  1(3) 
     
 3 8 
 
  27 22 
  8  3
 

Example 11: Let ( ) ( )

Then Compute

A.
B.
C. Is ?

Applied Mathematics IB Chapter Two Page 4


Addis Ababa Science and Technology University 2020
Example 12:
A trust fund has 100,000 Birr that must be invested in two different
types of bonds. The first bond pays 5% interest per year, and the second
bond pays 7% interest per year. Using matrix multiplication, determine
how to divide 100,000Birr among the two types of bonds if the trust fund
must obtain an annual total interest of 6400Birr from both.

Solution
In the first bond In the second bond
Let x Birr is given to first bond (100,000-x) Birr to the second bond
Percentage of interest= 5% percentage of interest = 7%
Let us construct allocated amount to each bond and interest matrices as
follow,
Allocated amount in matrix = x 100,000  x 1x 2
 5 
 
Interest matrix =  100 
 7 
 
 100  2 x1
 5 
 
Annual total interest = x 100,000  x 1x 2  100  = 64001x1
 7 
 
 100  2 x1


5
x
7
100,000  x   6400
100 100
 x  30,000Birr
Thus, for the first bond 30,000Birr and for the second bond
100,000-30,000 Birr = 70,000Birr must be allocated to get the desired
annual total interest

Properties of Matrix Multiplication

For three matrices A, B and C having convenient size for the following
operations

i) AB BA
ii)
iii)
iv) where 0 is the zero matrix

Applied Mathematics IB Chapter Two Page 5


Addis Ababa Science and Technology University 2020

Note:

 AB= 0 does not imply that A= 0 or B = 0


 0 0 1 0
Example: Take A=   and B=  
0 1 0 0 
 AB=AC does not imply B=C ( No left cancellation)
 BA=CA does not imply B=C ( No right Cancellation)
 1 2 3 1 2 3  2 3 4
     
A   1 1 2  B   1 1  1 and C   2 2 0
 1 4 3 2 2 2  1 1 1 
    
Example 13:
 9 10 7 
 
AB  AC   6 7 6  but B  C
 9 8  1
 

Definition: A square matrix in which all but the diagonal elements are zero

is called diagonal matrix.

 a11 0 . . . 0 
 
 0 a 22 . . . . 
 . . . . . . 
A 
 . . . . . . 
 . . . . . 0 

 0 . 0 a nn 
 . .

Definition: A diagonal matrix whose all of its diagonal elements are equal is

Called Scalar matrix.

a 0 . . . 0
 
0 a . . . . 
. . . . . .
An   
. . . . . .
 . . . . . 0
 
0 . . . 0 a
 

Applied Mathematics IB Chapter Two Page 6


Addis Ababa Science and Technology University 2020
Definition: A scalar matrix whose all of its diagonal elements are one is

called unit/ identity matrix

Definition: The transpose of a matrix A, denoted by AT , is the matrix whose

columns are the rows of the given matrix A.

i.e Let be a matrix. We define the transpose of A

denoted by to be the size matrix where the entry

is .

Example 14:

Properties of Matrix Transpose

Let A, B be matrices over and

i.
ii.
iii.
iv.

Special Matrices

1. Symmetric Matrix is a matrix which is equal to its transpose.


i.e.

Example 14: ( )

Applied Mathematics IB Chapter Two Page 7


Addis Ababa Science and Technology University 2020
2. Skew Symmetric matrix is a matrix which is equal to -1 times its
transpose. i.e. .

Example 15: ( )

Theorem: Let be a square matrix. Then

i. is symetric.
ii. is skew symmetric.
iii. A square matrix is said to be an upper triangular matrix if
and strictly upper triangular matrix if .
A square matrix is said to be an upper triangular matrix if
and strictly upper triangular matrix if .

2.3. Elementary Row Operations and Echelon Form

Let A be an matrix. The elementary row operation on A is


i. (Interchanging two rows)
ii. (Multiplication of a row by a non-zero constant )
iii. (Addition of a constant multiple of one row to
another row)

Definition: Two matrices are equivalent written as A B if one can be obtained

from the other by a sequence of elementary row operations.

Example 16: ( ) ( )

( ) ( )

Thus ( ) ( )

Applied Mathematics IB Chapter Two Page 8


Addis Ababa Science and Technology University 2020
Row Echelon Form

Definition: A matrix is in a row echelon form if it satisfies the following

conditions

1. Any row (if any) consisting of entirely of zeros appears at the bottom of
the matrix.
2. The first non-zero number in any row not consisting of entirely zero is 1
(leading 1).
3. If two successive rows do not consist entirely of zeros, the leading 1 in
the lower row occurs farther to the right than the leading in the higher
row.
Example 17: The following matrices are in row echelon form

( ) ( ) ( )

The following matrices are not in row echelon form

( ) ( ) ( )

Definition: A matrix in a row echelon form is said to be in reduced row echelon

form if all entries in any column containing the leading 1 is zero.

Example 18 : From the above matrices, matrix A and C are in reduced row

echelon form.

1 2 0 0 4 1 0 0 6 0
   
0 0 1 0 1 0 0 1 0 0
Moreover  0 0 0 1 0  and  0 0 0 0 1  are in reduced row
   
0 0 0 0 0 0 0 0 0 0
0  0 0 0 
 0 0 0 0  0 0
echelon form

Applied Mathematics IB Chapter Two Page 9


Addis Ababa Science and Technology University 2020

1 6 2 5
 
0 1 3 7
But  is in row echelon form but it is not in reduced row
0 0 1 9
 
0 0 
 0 0

echelon form.

2.4. Rank of a matrix

Definition: Let A be an matrix. Let be the row echelon form of A.

The rank is the number of non-zero rows of the row echelon

form of A ( ). i.e it is number of independent rows in a matrix.

Example 19: Find the rank of the following matrices.

 1 2 3
   1 2
( ) ( ) 3. C=  2 3 5  4. D=  
 3 5 8  2 4
 

Answer: 1. Each row in matrix A is not a scalar multiple of a scalar number

or a scalar multiplication of one row plus the other, thus 3

2. The second row is twice of the third and the third row is -3 times
the first row entries. Thus the first row is independent whereas the
last two rows are dependent. Thus
3. The third row entries are obtained by the sum of the first two rows
entries, hence the first and second rows are independent whereas
the last row is dependent, hence 2
4. Clearly the second row entries are twice of the first, Thus the
second row is dependent on the first row, hence 1

We can also express the row echelon form of the above matrices to
determine their rank as

1. ( ) Hence 3 non-zero rows.

Thus 3

Applied Mathematics IB Chapter Two Page 10


Addis Ababa Science and Technology University 2020

1 2
 
2. ( ) R2  2R1  R2 , R3  3R1  R3   0 0  is in row
0 0
 
echelon form and here only one number of non-zero rows.
Thus 1
R2  2 R1  R2
 1 2 3  1 2 3
  R3  3R1  R3  
3.  2 3 5  0 1 1
 3 5 8  R3  R3  R2  0 0 0
  R  R  
2 2

It is in row echelon form with 2 non-zeros, thus 2


 1 2 1 2
4. D=   R2  2R1  R2    Hence, only one non zero vector
 2 4   0 0 
exists. Thus 1

 1 2 3
 
Exercise: Show that the rank of A=  4 5 6  is 2.
7 8 9
 

R2  R2  4 R1
Hint: use the following row operations R3  R3  7 R1
R3  R3  2 R2

Note:

For matrix A of size mxn, 

2.5. Determinant of a Matrix and its Properties

To every square matrix is associated a number or an expression


called the determinant of A which is denoted by det (A) or | |.

Determinant of order one

Let . Then det (A) .

Determinant of order two

Let ( ). Then det

Applied Mathematics IB Chapter Two Page 11


Addis Ababa Science and Technology University 2020
Determinant of order n

∑ ( )

expansion along the row where is the matrix formed by deleting


(crossout) the row and the column.

Example 20: Find the determinants of the following matrices

1. ( ) 2. ( )

Solution: 1. Here and we can choose choosing

∑ ( )

Properties of Determinants

1. If two columns are interchanged, then the determinant changes by sign.

Example: | | | | , C1  C2

2. If one column is a scalar multiple of the other column, then the


determinant is zero.

Example 21: | | C3  2C1

3. If one of the columns is zero, then the determinant is zero.

Example 22: | |

Applied Mathematics IB Chapter Two Page 12


Addis Ababa Science and Technology University 2020
4. If a scalar multiple of one column is added to another column, then the
determinant doesn’t change.

Example 23: | | | | C3  2C1 + C 3

5. The determinant of a diagonal matrix is the product of elements in the


diagonal.

Example 24: | |

6. The determinant of an upper triangular matrix is the product of elements


in the diagonal.

Example 25: | |

7.
8.
9.
10. Suppose that are columns of matrix A. (
)

Example 26:

( ) ( ) ( )

11. Suppose that are columns of matrix A.


( ) ( )
12. Det(cA ) = c det(A) for c = non zero scalar
n n

Example 27:
If A is 2x2 matrix with det(A) = 4, compute the following
a) det(4A) b) det(3AT.A-1 ) provided that A-1 exists
solution.
a) det(4A)= 42det(A) = 16(4)=64
b) det(3AT.A-1 ) = (32)det(AT)det(A-1) = 9 det(A).1/det(A) = 9

Applied Mathematics IB Chapter Two Page 13


Addis Ababa Science and Technology University 2020
2.6. Inverse of Matrix and its Properties

Definition: A matrix is said to be non singular or invertible if there exists a

unique matrix such that . We say is the multiplicative

inverse of . The unique inverse of is denoted by . If such a

matrix doesn’t exist, we say matrix is singular or non-invertible.

Note: Inverse of a matrix is only defined for square matrices. Moreover, not all

square matrices are invertible.

Properties of Invertible matrices

Let and be invertible matrices of order and c a non-zero scalar then

i.
ii.
iii.
-1 1 -1
iv. =A
c
n -1
v. ) = (A-1)n

Example 28: Show that

1. ( ) is the inverse of itself.

2. ( ) is the inverse of ( ).

Gauss-Jordan elimination for computing inverse of a matrix

i. Adjoin the identity matrix of order with matrix of order to form


the new matrix | .
ii. Compute the reduced row echelon form of matrix | . If this reduced
row echelon form is of type | , then is the inverse of . If the
reduced row echelon form is not of type | , in that the matrix to
the right is not , then is singular.

Applied Mathematics IB Chapter Two Page 14


Addis Ababa Science and Technology University 2020
Example 29: Find the inverse of the following matrices.

Solution: | ( | ) ( | )

( )

 1 1  2
 
Example 30: Find the inverse of the matrix A   2  3  5 
 1 3 5 

Solution: Using Gauss-Jordan elimination method,

(A: I3) =
 1 1  2 1 0 0 1 1  2 1 0 0 1 1  2 1 0 0
  R2  R2  2 R1    
 2  3  5 0 1 0  0  1  1  2 1 0  R2   R2  0 1 1 2 1 0
 1 3 R  R3  R1 
 5 0 0 1  3 0 2 3 1 0 1  0 2
 3 1 0 1 

1 0 1 3 1 0 1 0 0 0 1 1
R1  R1  R2   R1  R1  R3  
0 1 1 2 1 0  0 1 0 5  3  1
R3  R3  2 R2   R2  R2  R3  0 0 1  3 2
0 0 1  3 2 1  1 

 0 1 1
1
 
Hence A   5  3  1
 3 2 1 

ADJOINT OF A MATRIX

The adjoint of a non-singular matrix helps to find the inverse of the matrix.

Definition: Let be a matrix which obtained by omitting the row and

the column of an square matrix . is called the

minor of the element of the matrix .

Let . Then is called the cofactor of the element of the


matrix . Then the transpose of the matrix found from that is is called
adjoint of which is denoted by .

Applied Mathematics IB Chapter Two Page 15


Addis Ababa Science and Technology University 2020
adj( A)
Theorem: Let A be a square matrix with A  0 (non-singular), then A 1 
A

Example 31: Find the adjoin and inverse of ( )

 The minor of a11 is | |

 The cofactor of | |

Similarly ,

Then the matrix found from the cofactors is ( ). Therefore the

adjoint of , is ( ) ( )

The determinant of A = -1(-30+6)-3(-36+6)+6(-18+15) = -24+90-18= 48

 1 0 1 
 2 2 
1 adj A  5 
Thus A   1 19
A  8 2 24 
 1 1  23 
 16 4 48

2.7. Systems of Linear Equations

Definition: Equations of the form

are called systems of linear equations in unknowns.

Applied Mathematics IB Chapter Two Page 16


Addis Ababa Science and Technology University 2020
The above system of linear equation can be written as , where

( ), ( ) ( )

Note: the entries of column of are the coefficients of the variable in .

Here is called the coefficient matrix. If ( ), the system is called

homogenous; otherwise it is called non-homogenous. A homogenous system


has at least one solution, the trivial solution i.e. .

The matrix whose columns the columns are of and whose last
column is which is called the augmented matrix denoted by (A│b).

Example 32: Consider the following systems of linear equations

Here ( ) and ( ) ( ). Hence the system is non-homogenous.

Here is the coefficient matrix and the augmented matrix is ( | ).

Note:

 When a system of linear equation has solution, then it is called


consistent otherwise it is known as inconsistent.
 Two systems of linear equations are said to be equivalent if they have the
same solution.

Example 33: { { are equivalent.

Applied Mathematics IB Chapter Two Page 17


Addis Ababa Science and Technology University 2020
Methods of Solving Systems of Linear Equations

1. Gaussian Elimination Method

Let be a system of linear equations, then

i. Write down the augmented matrix of the system of linear equations in


the form of | .
ii. Apply the elementary row operations on the matrix .
A. If rank of Rank of , the system has a solution.
B. If Rank Rank B , the system has infinitely many solutions.
C. If Rank Rank , the system has no solution.
iii. Use back substitution.

Example 34: Using Gaussian elimination method, solve the following systems

of linear equations.

1.

Solution:

i. , where ( ) ( ) ( )

ii. | ( | )

iii. ( | ) ( | )

( | ) ( | )

Since Rank Rank order of , the system has exactly one solution.

iv. Using back substitution

Applied Mathematics IB Chapter Two Page 18


Addis Ababa Science and Technology University 2020

2. {

3. {

2. Cramer’s Rule

a) If a linear system of equations consisting of n equations with the same

number of unknowns, given by

has a non-zero coefficient determinant D = det A, the system has precisely one
solution. This solution is given by the formula

is the determinant obtained from D by replacing the column in D by


the column with the entries .

b) Hence if the system is homogenous and , it has only the trivial solution
If , the homogenous system also has non-trivial
solutions.

Example 35: Solve each of the following systems of linear equations using

Cramer’s rule.

{ ii .{

Applied Mathematics IB Chapter Two Page 19


Addis Ababa Science and Technology University 2020

Solution: i. ( )

Dx | | Dy | |
A | | A | |

Thus x = 4 and y = -3

 2 3  1 2 3 1
 
ii. Take A   4 1  3   A  4 1  3  78
3  2 5  3 2 5
 
1 3 1 2 1 1
11 1  3 4 11  3
Dx 21  2 5  312 Dy 3 21 5 156
x=   4 , y    2
A  78  78 A  78  78

2 3 1
4 1 11
Dz 3  2 21  78
z   1
A  78  78

Hence, x= 4 , y= -2 and z = 1

3. Inverse Method

Given

Theorem: An matrix A is invertible if and only if

Example 36: Solve the following systems of linear equations using inverse

method.

a). { b). {

Applied Mathematics IB Chapter Two Page 20


Addis Ababa Science and Technology University 2020
Solution:

The system of linear equation can be expressed in its equivalent matrix form
as ( ) ( ) ( )

Since ( ), ( )( ) ( )

1
 1  2 2  x   3   x  1  2 2  3   1 2  4   3   11 
                
b.  2 1 1   y    0    y    2 1 1   0     1  1 3   0     9 
1 0 1  z    2  z   1 0 1    2    1  2 5    2    13
                

Thus x= 11, y = -9 and z= -13

Example 37 In the determination of quadratic velocity expression of upward

moving rocket, the approximated velocities at three different times

have been taken as shown below.

Time,t(s) Velocity, v (m/s)

5 38

8 83

12 171

We want to approximate the velocity profile by v(t )  at  bt  c , 5  t  12


2

Find the coefficients a, b,c by inverse method?

Solution

Substituting the given time values in the velocity equation, we can get the
following

 25a  5b  c  38

 64a  8b  c  83
144a  12b  c  171

Applied Mathematics IB Chapter Two Page 21


Addis Ababa Science and Technology University 2020
The above system equation can be written equivalently in matrix form as,

 25 5 1 a   38 
    
 64 8 1 b    83 
144 12 1 c  171
    

 1 1 1 
1  
 a   25 5 1  38   a   21 12 28  38   1 
          20 17  13    
  b    64 8 1  80    b     83    2 
 c  144 12 1 171  c   21 12 28    
        32 10 171  3 
 5 
 7 7 

Exercise

4. Solve each of the following equations using

Applied Mathematics IB Chapter Two Page 22


Addis Ababa Science and Technology University 2020
EIGEN VALUES AND EIGEN VECTURES

Matrix eigen value problems concern on the solution of vector equations

Where A is a given square matrix, X is unknown vector and is unknown


scalar.

Clearly, is a solution of equation giving but this has no


application, thus we want to find solution vectors of equation (1) called
Eigenvectors (characteristic vectors) of A.

How to find an Eigen value of .

(Cramer’s rule) this means is not invertible.

Note: If is invertible, det(

Definition1: The characteristic polynomial of a square matrix A is

2: The equation is called characteristic equation.

To compute Eigen values and Eigen vectors:

Step1: Solve the characteristic equation and get the

Eigenvalues

Step2: for each Eigen values solve the homogenous system

and get the Eigen vectors ( ) with as Eigen value.

Example 38: Find the Eigen values and Eigen vectors for the following

matrices.

i) A ( )

ii) ( )

Applied Mathematics IB Chapter Two Page 23


Addis Ababa Science and Technology University 2020

Solution i. Characteristic polynomial is | |

Characteristic equation:

Therefore the Eigen values are

i. The Eigen vector of A corresponding to

( )( ) ( )

, let

Thus ( ) ( ) ( ) .

Therefore ( )is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is ( )

Solution ii: Characteristic polynomial | |

The Characteristic equation is

Thus, the Eigen values are and . Hence

i. The Eigen vector corresponding to is

( )( ) ( ) {

Applied Mathematics IB Chapter Two Page 24


Addis Ababa Science and Technology University 2020

Solving the system we get ( ) ( )

Therefore ( ) is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is ( )

iii. The Eigen vector corresponding to

( )( ) ( )

2
{  x y
3
{
2
3
Solving the system we get ( )
2
( 3)
2
3
Therefore is the Eigen vector corresponding to
2
( 3)

Applied Mathematics IB Chapter Two Page 25

You might also like