Matrix Operations and Linear Systems
Matrix Operations and Linear Systems
Chapter Two
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.
the form
( )
The numbers in the matrix are called entries or elements of the matrix.
Note:
and
( ) ( )
Definition: A matrix in which the number of rows and columns are equal
i.e., an is called a square matrix of order n.
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
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
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: ( )
Example 9: If ( ), then ( )
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:
Then Compute
A.
B.
C. Is ?
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 = 64001x1
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
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
Note:
Definition: A square matrix in which all but the diagonal elements are zero
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
a 0 . . . 0
0 a . . . .
. . . . . .
An
. . . . . .
. . . . . 0
0 . . . 0 a
is .
Example 14:
i.
ii.
iii.
iv.
Special Matrices
Example 14: ( )
Example 15: ( )
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 .
Example 16: ( ) ( )
( ) ( )
Thus ( ) ( )
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
( ) ( ) ( )
( ) ( ) ( )
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
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.
1 2 3
1 2
( ) ( ) 3. C= 2 3 5 4. D=
3 5 8 2 4
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
Thus 3
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
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:
∑ ( )
1. ( ) 2. ( )
∑ ( )
Properties of Determinants
Example: | | | | , C1 C2
Example 22: | |
Example 24: | |
Example 25: | |
7.
8.
9.
10. Suppose that are columns of matrix A. (
)
Example 26:
( ) ( ) ( )
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
Note: Inverse of a matrix is only defined for square matrices. Moreover, not all
i.
ii.
iii.
-1 1 -1
iv. =A
c
n -1
v. ) = (A-1)n
2. ( ) is the inverse of ( ).
Solution: | ( | ) ( | )
( )
1 1 2
Example 30: Find the inverse of the matrix A 2 3 5
1 3 5
(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.
The cofactor of | |
Similarly ,
adjoint of , is ( ) ( )
1 0 1
2 2
1 adj A 5
Thus A 1 19
A 8 2 24
1 1 23
16 4 48
( ), ( ) ( )
The matrix whose columns the columns are of and whose last
column is which is called the augmented matrix denoted by (A│b).
Note:
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.
2. {
3. {
2. Cramer’s Rule
has a non-zero coefficient determinant D = det A, the system has precisely one
solution. This solution is given by the formula
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 .{
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
Example 36: Solve the following systems of linear equations using inverse
method.
a). { b). {
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
5 38
8 83
12 171
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
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
Eigenvalues
Example 38: Find the Eigen values and Eigen vectors for the following
matrices.
i) A ( )
ii) ( )
Characteristic equation:
( )( ) ( )
, let
Thus ( ) ( ) ( ) .
( )( ) ( ) {
( )( ) ( )
2
{ x y
3
{
2
3
Solving the system we get ( )
2
( 3)
2
3
Therefore is the Eigen vector corresponding to
2
( 3)