Mathematics-II (MATH F112)

Linear Algebra and Complex Variables

Jitender Kumar
Department of Mathematics
Birla Institute of Technology and Science Pilani
Pilani-333031

January 18, 2017

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 1 / 54
 Course Structure and Announcements

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
 Course Structure and Announcements

Instructor-Incharge: Dr. Devendra Kumar

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
 Course Structure and Announcements

Instructor-Incharge: Dr. Devendra Kumar

Linear Algebra: Dr. Jitender Kumar and Prof. Balram Dubey

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
 Course Structure and Announcements

Instructor-Incharge: Dr. Devendra Kumar

Linear Algebra: Dr. Jitender Kumar and Prof. Balram Dubey

Complex Variables: Dr. Devendra Kumar and Dr. Trilok Mathur

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
 Course Structure and Announcements

Instructor-Incharge: Dr. Devendra Kumar

Linear Algebra: Dr. Jitender Kumar and Prof. Balram Dubey

Complex Variables: Dr. Devendra Kumar and Dr. Trilok Mathur

Quizzes: There will be four unannounced quizzes of

20 marks each (of time duration 15 minutes) to be
conducted in tutorial classes

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
 Course Structure and Announcements

Instructor-Incharge: Dr. Devendra Kumar

Linear Algebra: Dr. Jitender Kumar and Prof. Balram Dubey

Complex Variables: Dr. Devendra Kumar and Dr. Trilok Mathur

Quizzes: There will be four unannounced quizzes of

20 marks each (of time duration 15 minutes) to be
conducted in tutorial classes and out of 4, marks of
best 3 quizzes will be considered.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 2 / 54
Students are requested to write all the Quizzes in
their Registered Tutorial Section Only.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 3 / 54
Students are requested to write all the Quizzes in
their Registered Tutorial Section Only.

Assignments: Two assignments will be given for your

practice and does not require submission. However,
some of the Assignment Questions may be asked in
Mid-sem/Comprehensive examination.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 3 / 54
Students are requested to write all the Quizzes in
their Registered Tutorial Section Only.

Assignments: Two assignments will be given for your

practice and does not require submission. However,
some of the Assignment Questions may be asked in
Mid-sem/Comprehensive examination.

Notices: All course notices will be posted on NALANDA

and Department Notice Board.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 3 / 54
Students are requested to write all the Quizzes in
their Registered Tutorial Section Only.

Assignments: Two assignments will be given for your

practice and does not require submission. However,
some of the Assignment Questions may be asked in
Mid-sem/Comprehensive examination.

Notices: All course notices will be posted on NALANDA

and Department Notice Board.

Chamber Consultation Hour: To be announced in

your tutorial section.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 3 / 54
Text Book: For Linear Algebra

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 4 / 54
Text Book: For Linear Algebra

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 4 / 54
 Chapter: 2

System of Linear equations

Row Echelon Form
Elementary Row Operations
Gaussian Elimination Method
Reduced Row Echelon Form
Gauss-Jordan Row Reduction Method
Rank
Inverse of a Matrix

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 5 / 54
An Example for Motivation: Solve the system of
linear equations
x−y−z = 2
3x − 3y + 2z = 16
2x − y + z = 9.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 6 / 54
An Example for Motivation: Solve the system of
linear equations
x−y−z = 2
3x − 3y + 2z = 16
2x − y + z = 9.

Step 1: Represent the given system of equations as

follows:
x−y−z =2
 
1 −1 −1 2
3x − 3y + 2z = 16  3 −3 2 16 
2x − y + z = 9 2 −1 1 9

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 6 / 54
Step 2: Multiply the first equation by 3 and subtract it
from the 2nd equation; Multiply the first row by 3
and subtract it from the 2nd row

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 7 / 54
Step 2: Multiply the first equation by 3 and subtract it
from the 2nd equation; Multiply the first row by 3
and subtract it from the 2nd row
x−y−z =2
 
1 −1 −1 2
5z = 10  0 0 5 10 
2x − y + z = 9 2 −1 1 9

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 7 / 54
Step 2: Multiply the first equation by 3 and subtract it
from the 2nd equation; Multiply the first row by 3
and subtract it from the 2nd row
x−y−z =2
 
1 −1 −1 2
5z = 10  0 0 5 10 
2x − y + z = 9 2 −1 1 9

Step 3: Multiply the first equation by 2 and subtract it

from the 3rd equation; Multiply the first row by 2
and subtract it from the 3rd row

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 7 / 54
Step 2: Multiply the first equation by 3 and subtract it
from the 2nd equation; Multiply the first row by 3
and subtract it from the 2nd row
x−y−z =2
 
1 −1 −1 2
5z = 10  0 0 5 10 
2x − y + z = 9 2 −1 1 9

Step 3: Multiply the first equation by 2 and subtract it

from the 3rd equation; Multiply the first row by 2
and subtract it from the 3rd row
x−y−z = 2
 
1 −1 −1 2
5z = 10  0 0 5 10 
y + 3z = 5 0 1 3 5
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 7 / 54
Step 4: Interchange 2nd and 3rd equation;
Interchange 2nd and 3rd row

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 8 / 54
Step 4: Interchange 2nd and 3rd equation;
Interchange 2nd and 3rd row

x−y−z = 2
 
1 −1 −1 2
y + 3z = 5 0 1 3 5
5z = 10 0 0 5 10

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 8 / 54
Step 4: Interchange 2nd and 3rd equation;
Interchange 2nd and 3rd row

x−y−z = 2
 
1 −1 −1 2
y + 3z = 5 0 1 3 5
5z = 10 0 0 5 10

Step 5: Multiply the 3rd equation by 15 ; Multiply the

3rd row by 15

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 8 / 54
Step 4: Interchange 2nd and 3rd equation;
Interchange 2nd and 3rd row

x−y−z = 2
 
1 −1 −1 2
y + 3z = 5 0 1 3 5
5z = 10 0 0 5 10

Step 5: Multiply the 3rd equation by 15 ; Multiply the

3rd row by 15

x−y−z =2
 
1 −1 −1 2
y + 3z = 5 0 1 3 5
z=2 0 0 1 2

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 8 / 54
By Backward substitution we find

z = 2, y = −1, x = 3

is a solution of the given system of equations.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 9 / 54
Row Echelon Form (REF): A matrix A is said to be
in row echelon form if it satisfies the following
properties:

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 10 / 54
Row Echelon Form (REF): A matrix A is said to be
in row echelon form if it satisfies the following
properties:
1
Any rows consisting entirely of 0’s are at the
bottom.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 10 / 54
Row Echelon Form (REF): A matrix A is said to be
in row echelon form if it satisfies the following
properties:
1
Any rows consisting entirely of 0’s are at the
bottom.

2
In each nonzero row, the first nonzero entry
(called the leading entry or pivot) is 1 and it is in
a column to the left (strictly) of any leading entry
below it.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 10 / 54
Row Echelon Form (REF): A matrix A is said to be
in row echelon form if it satisfies the following
properties:
1
Any rows consisting entirely of 0’s are at the
bottom.

2
In each nonzero row, the first nonzero entry
(called the leading entry or pivot) is 1 and it is in
a column to the left (strictly) of any leading entry
below it. (The column containing a pivot element
is called a pivot column).

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 10 / 54
 The following matrices are in row echelon form:
   
  1 −1 −1 0 1 −1 2 1
1 2 
, 0 1 3  , 0 0 1 4 8
0 1
0 0 1 0 0 0 0 0

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 11 / 54
 The following matrices are in row echelon form:
   
  1 −1 −1 0 1 −1 2 1
1 2 
, 0 1 3  , 0 0 1 4 8
0 1
0 0 1 0 0 0 0 0

If a matrix A is in row echelon form, then in each

column of A containing a leading entry, the
entries below that leading entry are zero.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 11 / 54
 The following matrices are not in row echelon
form:    
  1 −1 −1 0 −1 −1 2 1
1 2 
, 0 0 1  , 1 0 5 10 8
2 1
0 1 3 0 0 0 0 0

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 12 / 54
Elementary Row Operations: The following row
operations are called elementary row operations of
a matrix:
Interchange of two rows (Ri ↔ Rj )
Multiply a row Ri by a nonzero constant c
(Ri → cRi )
Add a multiple of a row Rj to another row Ri
(Ri → Ri + cRj )

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 13 / 54
Example: Transform the following matrix to row
echelon form  
1 1 1 3
1 2 2 5 
3 4 4 12

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 14 / 54
Example: Transform the following matrix to row
echelon form  
1 1 1 3
1 2 2 5 
3 4 4 12

Answer:  
1 1 1 3
0 1 1 2
0 0 0 1

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 14 / 54
Example: Transform the following matrix to row
echelon form  
1 1 1 3
1 2 2 5 
3 4 4 12

Answer:  
1 1 1 3
0 1 1 2
0 0 0 1

Row echelon form of a matrix is not unique.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 14 / 54
Row Equivalent Matrices: Matrices A and B are
said to be row equivalent if there is a finite sequence
of elementary row operations that converts A into B
or B into A.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 15 / 54
Row Equivalent Matrices: Matrices A and B are
said to be row equivalent if there is a finite sequence
of elementary row operations that converts A into B
or B into A.

Example: Matrices
   
3 2 7 3 2 7
A = −4 1 6 and B = −2 6 10
2 5 4 2 5 4

are row equivalent.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 15 / 54
 Every matrix is row equivalent to its row echelon
form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 16 / 54
 Every matrix is row equivalent to its row echelon
form.
If a matrix A is row equivalent to a matrix B,
then B is row equivalent to A

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 16 / 54
 Every matrix is row equivalent to its row echelon
form.
If a matrix A is row equivalent to a matrix B,
then B is row equivalent to A (Why ?).

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 16 / 54
 Every matrix is row equivalent to its row echelon
form.
If a matrix A is row equivalent to a matrix B,
then B is row equivalent to A (Why ?).

Result: Matrices A and B are row equivalent if and

only if they can be reduced to same row echelon
form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 16 / 54
Recall:
A vector is a directed line segment that
corresponds to a displacement from one point A
to another point B.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 17 / 54
Recall:
A vector is a directed line segment that
corresponds to a displacement from one point A
to another point B. The vector from A to B is
−→
denoted by AB.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 17 / 54
Recall:
A vector is a directed line segment that
corresponds to a displacement from one point A
to another point B. The vector from A to B is
−→
denoted by AB.
The point A is called its initial point or tail, and
the point B is called its terminal point or head.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 17 / 54
Recall:
A vector is a directed line segment that
corresponds to a displacement from one point A
to another point B. The vector from A to B is
−→
denoted by AB.
The point A is called its initial point or tail, and
the point B is called its terminal point or head.
The set of all ordered pair of real numbers is
denoted by R2 i.e. R2 = {(a, b) | a, b ∈ R}.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 17 / 54
Recall:
A vector is a directed line segment that
corresponds to a displacement from one point A
to another point B. The vector from A to B is
−→
denoted by AB.
The point A is called its initial point or tail, and
the point B is called its terminal point or head.
The set of all ordered pair of real numbers is
denoted by R2 i.e. R2 = {(a, b) | a, b ∈ R}.
The set R2 corresponds to the set of vectors
whose tails are at the origin O.
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 17 / 54
 For example, the ordered pair A = (3, 2) ∈ R2
−→
corresponds to the vector OA and we denote it
as square bracket [3, 2].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 18 / 54
For n ∈ N, Rn is the set of all ordered n-tuples
(x1, x2, . . . , xn), where xi ∈ R.

We can think the point (x1, x2, . . . , xn) ∈ Rn as

vector and write it as [x1, x2, . . . , xn] (row vector).
Thus,

Rn = {[x1, x2, . . . , xn] | xi ∈ R} .

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 19 / 54
 Sometime we will write a vector of Rn as a
column vector
 
x1
 x2 
 .  = [x1, x2, . . . , xn]T ,
 .. 
xn

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 20 / 54
 Sometime we will write a vector of Rn as a
column vector
 
x1
 x2 
 .  = [x1, x2, . . . , xn]T ,
 .. 
xn

depend on the situation.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 20 / 54
 Sometime we will write a vector of Rn as a
column vector
 
x1
 x2 
 .  = [x1, x2, . . . , xn]T ,
 .. 
xn

depend on the situation.

The vector [0, 0, . . . , 0] of Rn , called the zero
vector of Rn and it is denoted by the symbol 0.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 20 / 54
Let u = [u1, u2, . . . , un] and v = [v1, v2, . . . , vn] ∈ Rn
and k ∈ R.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 21 / 54
Let u = [u1, u2, . . . , un] and v = [v1, v2, . . . , vn] ∈ Rn
and k ∈ R. Define

u + v = [u1 + v1, u2 + v2, . . . , un + vn] (Vector addition)

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 21 / 54
Let u = [u1, u2, . . . , un] and v = [v1, v2, . . . , vn] ∈ Rn
and k ∈ R. Define

u + v = [u1 + v1, u2 + v2, . . . , un + vn] (Vector addition)

ku = [ku1, ku2, . . . , kun] (Scalar Multiplication)

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 21 / 54
Some Basic Properties: Let u, v, w ∈ Rn and c, d
∈ R. Then

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 22 / 54
Some Basic Properties: Let u, v, w ∈ Rn and c, d
∈ R. Then
u + v = v + u (commutativity).
u + (v + w) = (u + v) + w (associativity).
u + 0 = u.
u + (−u) = 0, where −u = [−u1, −u2, . . . , −un].
c(u + v) = cu + cv (distributivity over vector addition).
(c + d)u = cu + du (distributivity over scalar addition).
c(du) = (cd)u.
1u = u.
0u = 0.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 22 / 54
System of Linear Equations

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 23 / 54
System of Linear Equations
A system of m linear equations in n unknown
variables x1, x2, . . . , xn is given by
a11x1 + a12x2 + · · · + a1n xn = b1
a21x1 + a22x2 + · · · + a2n xn = b2
.. .. .. ..
. . . .
am1 x1 + am2 x2 + · · · + amn xn = bm
where aij , bi ∈ R and 1 ≤ i ≤ m, 1 ≤ j ≤ n.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 23 / 54
System of Linear Equations
A system of m linear equations in n unknown
variables x1, x2, . . . , xn is given by
a11x1 + a12x2 + · · · + a1n xn = b1
a21x1 + a22x2 + · · · + a2n xn = b2
.. .. .. ..
. . . .
am1 x1 + am2 x2 + · · · + amn xn = bm
where aij , bi ∈ R and 1 ≤ i ≤ m, 1 ≤ j ≤ n.

A solution of the linear system is an n-tuple

(s1 , s2, . . . , sn) such that each equation of the
system is satisfied by substituting si in place of
xi .
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 23 / 54
Above linear system of equations can be written in
the form AX = B, where

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 24 / 54
Above linear system of equations can be written in
the form AX = B, where
     
a11 a12 . . . a1n x1 b1
 a21 a22 . . . a2n   x2   b2 
A=  ... .. .. ..  ,X =
 ...  and B =  ... 
  
. . . 
am1 am2 . . . amn xn bm

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 24 / 54
Above linear system of equations can be written in
the form AX = B, where
     
a11 a12 . . . a1n x1 b1
 a21 a22 . . . a2n   x2   b2 
A=  ... .. .. ..  ,X =
 ...  and B =  ... 
  
. . . 
am1 am2 . . . amn xn bm

The matrix A is called the coefficient matrix.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 24 / 54
 The matrix [A|B] which is formed by inserting
the column of matrix B next to the column of A,
is called the augmented matrix of the linear
system AX = B i.e.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 25 / 54
 The matrix [A|B] which is formed by inserting
the column of matrix B next to the column of A,
is called the augmented matrix of the linear
system AX = B i.e.

 
a11 a12 . . . a1n b1
 a21 a22 . . . a2n b2 
[A|B] =  .. .. .. .. .. 
 . . . . . 
am1 am2 . . . amn bm

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 25 / 54
 The matrix [A|B] which is formed by inserting
the column of matrix B next to the column of A,
is called the augmented matrix of the linear
system AX = B i.e.

 
a11 a12 . . . a1n b1
 a21 a22 . . . a2n b2 
[A|B] =  .. .. .. .. .. 
 . . . . . 
am1 am2 . . . amn bm

The vertical bar is used in the augmented matrix

[A|B] only to distinguish the column vector B
from the coefficient matrix A.
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 25 / 54
 If B = 0 = [0, 0, · · · , 0]T i.e. b1 = 0 = b2 = · · ·
= bm , the system AX = 0 is called homogenous
system of equations.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 26 / 54
 If B = 0 = [0, 0, · · · , 0]T i.e. b1 = 0 = b2 = · · ·
= bm , the system AX = 0 is called homogenous
system of equations.
If B 6= 0, then the system AX = B is called
non-homogenous system of equations.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 26 / 54
 If B = 0 = [0, 0, · · · , 0]T i.e. b1 = 0 = b2 = · · ·
= bm , the system AX = 0 is called homogenous
system of equations.
If B 6= 0, then the system AX = B is called
non-homogenous system of equations.
The solution X = 0 of the system AX = 0 is
called the trivial solution

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 26 / 54
 If B = 0 = [0, 0, · · · , 0]T i.e. b1 = 0 = b2 = · · ·
= bm , the system AX = 0 is called homogenous
system of equations.
If B 6= 0, then the system AX = B is called
non-homogenous system of equations.
The solution X = 0 of the system AX = 0 is
called the trivial solution and a solution other
than X = 0 is called a non-trivial solution of the
homogenous system AX = 0.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 26 / 54
Equivalent Systems: Two system of m linear
equations in n variables are equivalent if and only if
they have exactly the same solution set.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 27 / 54
Equivalent Systems: Two system of m linear
equations in n variables are equivalent if and only if
they have exactly the same solution set.

Example: The systems

2x − y = 1 x + 4y = 14
and
3x + y = 9 5x − 2y = 4

are equivalent.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 27 / 54
Equivalent Systems: Two system of m linear
equations in n variables are equivalent if and only if
they have exactly the same solution set.

Example: The systems

2x − y = 1 x + 4y = 14
and
3x + y = 9 5x − 2y = 4

are equivalent. (Why?)

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 27 / 54
Theorem: Let AX = B be a system of linear
equations. If [C|D] is row equivalent to [A|B], then
the system CX = D is equivalent to AX = B.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 28 / 54
Gaussian Elimination Method: Use the following
steps to solve a system of equations AX = B

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 29 / 54
Gaussian Elimination Method: Use the following
steps to solve a system of equations AX = B

Write the augmented matrix [A | B].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 29 / 54
Gaussian Elimination Method: Use the following
steps to solve a system of equations AX = B

Write the augmented matrix [A | B].

Find a row echelon form of the matrix [A | B].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 29 / 54
Gaussian Elimination Method: Use the following
steps to solve a system of equations AX = B

Write the augmented matrix [A | B].

Find a row echelon form of the matrix [A | B].

Use back substitution to solve the equivalent

system that corresponds to row echelon form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 29 / 54
Exercise: Solve the linear system of equations by
Gaussian elimination method

x+y+z =3
2x + 3z = 5
y+z =2

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 30 / 54
Exercise: Solve the linear system of equations

x + y + z = 3, x + 2y + 2z = 5, 3x + 4y + 4z = 12

by Gaussian elimination method.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 31 / 54
Independent and dependent variables:

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 32 / 54
Independent and dependent variables:
Consider the linear system AX = B in n
variables and m equations.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 32 / 54
Independent and dependent variables:
Consider the linear system AX = B in n
variables and m equations.
Let [C | D] be a row echelon form of the
augmented matrix [A | B].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 32 / 54
Independent and dependent variables:
Consider the linear system AX = B in n
variables and m equations.
Let [C | D] be a row echelon form of the
augmented matrix [A | B].
The variables corresponding to the pivot
columns in the first n columns of [C | D] are
called the dependent (or basic) variables.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 32 / 54
Independent and dependent variables:
Consider the linear system AX = B in n
variables and m equations.
Let [C | D] be a row echelon form of the
augmented matrix [A | B].
The variables corresponding to the pivot
columns in the first n columns of [C | D] are
called the dependent (or basic) variables.
The variables which are not dependent are
called independent (free) variables.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 32 / 54
Exercise: Solve the system of linear equations

x + y + z = 3, x + 2y + 2z = 5, 3x + 4y + 4z = 11

by Gaussian elimination method.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 33 / 54
Reduced Row Echelon Form (RREF): A matrix A
is said to be in reduced row echelon form if it
satisfies the following properties:

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 34 / 54
Reduced Row Echelon Form (RREF): A matrix A
is said to be in reduced row echelon form if it
satisfies the following properties:
A is in row echelon form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 34 / 54
Reduced Row Echelon Form (RREF): A matrix A
is said to be in reduced row echelon form if it
satisfies the following properties:
A is in row echelon form.
If a column contains a leading entry (or pivot)
then all other entries in that column must be
zero.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 34 / 54
Reduced Row Echelon Form (RREF): A matrix A
is said to be in reduced row echelon form if it
satisfies the following properties:
A is in row echelon form.
If a column contains a leading entry (or pivot)
then all other entries in that column must be
zero.
Example: The following matrix are in reduced row
echelon form
   
  1 0 0 0 1 0 2 1
1 0 
, 0 1 0 , 0 0 1 4 8
0 1
0 0 0 0 0 0 0 0
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 34 / 54
Result: Every matrix has a unique reduced row
echelon form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 35 / 54
Gauss-Jordan Row Reduction Method: Use the
following steps to solve a system of equations
AX = B

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 36 / 54
Gauss-Jordan Row Reduction Method: Use the
following steps to solve a system of equations
AX = B

Write the augmented matrix [A | B].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 36 / 54
Gauss-Jordan Row Reduction Method: Use the
following steps to solve a system of equations
AX = B

Write the augmented matrix [A | B].

Find the reduced row echelon form of the matrix

[A | B].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 36 / 54
Gauss-Jordan Row Reduction Method: Use the
following steps to solve a system of equations
AX = B

Write the augmented matrix [A | B].

Find the reduced row echelon form of the matrix

[A | B].

Use back substitution to solve the equivalent

system that corresponds to row echelon form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 36 / 54
Exercise: Solve the system of linear equations
equations

x + y + z = 5, 2x + 3y + 5z = 8, 4x + 5z = 2

by Gauss-Jordan method.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 37 / 54
Exercise: Solve the system of linear equations
equations

x + y + z = 5, 2x + 3y + 5z = 8, 4x + 5z = 2

by Gauss-Jordan method.

Answer: x = 3, y = 4 and z = −2.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 37 / 54
Exercise: Solve the system of linear equations

4y + z = 2, 2x + 6y − 2z = 3, 4x + 8y − 5z = 4

by Gauss-Jordan method.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 38 / 54
Exercise: Solve the system of linear equations

4y + z = 2, 2x + 6y − 2z = 3, 4x + 8y − 5z = 4

by Gauss-Jordan method.

Answer: Infinitely many solutions and solution set is

  
7 1 1
d, − d, d | d ∈ R .
4 2 4

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 38 / 54
Exercise: Solve the system of linear equations

x + 2y − 3z = 2, 6x + 3y − 9z = 6, 7x + 14y − 21z = 13

by Gauss-Jordan method.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 39 / 54
Exercise: Solve the system of linear equations

x + 2y − 3z = 2, 6x + 3y − 9z = 6, 7x + 14y − 21z = 13

by Gauss-Jordan method.

Answer: No solution.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 39 / 54
So far we solved linear systems using Gauss
elimination method or the Gauss-Jordan method. In
the examples considered, we have encountered
three possibilities, namely
existence of a unique solution

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 40 / 54
So far we solved linear systems using Gauss
elimination method or the Gauss-Jordan method. In
the examples considered, we have encountered
three possibilities, namely
existence of a unique solution
existence of an infinite number of solutions, and

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 40 / 54
So far we solved linear systems using Gauss
elimination method or the Gauss-Jordan method. In
the examples considered, we have encountered
three possibilities, namely
existence of a unique solution
existence of an infinite number of solutions, and
no solution.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 40 / 54
So far we solved linear systems using Gauss
elimination method or the Gauss-Jordan method. In
the examples considered, we have encountered
three possibilities, namely
existence of a unique solution
existence of an infinite number of solutions, and
no solution.

If the system AX = B has some solution then it

is called a consistent system. Otherwise it is
called an inconsistent system.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 40 / 54
Question: Whether there are conditions under
which the linear system AX = B is consistent?

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 41 / 54
Question: Whether there are conditions under
which the linear system AX = B is consistent?

Rank: The rank of a matrix A is the number of

non-zero rows in its row echelon form.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 41 / 54
Question: Whether there are conditions under
which the linear system AX = B is consistent?

Rank: The rank of a matrix A is the number of

non-zero rows in its row echelon form. It is denoted
by rank(A).

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 41 / 54
Question: Whether there are conditions under
which the linear system AX = B is consistent?

Rank: The rank of a matrix A is the number of

non-zero rows in its row echelon form. It is denoted
by rank(A).

Remark: The number of non-zero rows in either the

row echelon form or the reduced row echelon form of
a matrix are same.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 41 / 54
  
1 2 1
Exercise: Determine the rank of A = 2 3 1 .
1 1 0

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 42 / 54
Theorem: Let AX = B be a system of equations
with n variables.
1
If rank(A) = rank([A | B]) = n then the system
AX = B has a unique solution.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 43 / 54
Theorem: Let AX = B be a system of equations
with n variables.
1
If rank(A) = rank([A | B]) = n then the system
AX = B has a unique solution.
2
if rank(A) = rank([A | B]) < n then the system
AX = B has a infinitely many solutions.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 43 / 54
Theorem: Let AX = B be a system of equations
with n variables.
1
If rank(A) = rank([A | B]) = n then the system
AX = B has a unique solution.
2
if rank(A) = rank([A | B]) < n then the system
AX = B has a infinitely many solutions.
3
If rank(A) 6= rank([A | B]) then the system
AX = B is inconsistent.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 43 / 54
Theorem: Let AX = 0 be a homogenous system of
equations with n variables.
1
If rank(A) = n then the system has a unique
solution (trivial solution).

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 44 / 54
Theorem: Let AX = 0 be a homogenous system of
equations with n variables.
1
If rank(A) = n then the system has a unique
solution (trivial solution).
2
If rank(A) < n then the system AX = B has
infinitely many solutions.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 44 / 54
Exercise: Test the consistency of the given system
of equations

3x + y + w = −9
−2y + 12z − 8w = −6
2x − 3y + 22z − 14w = −17.

Find all the solutions, if it is consistent.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 45 / 54
Exercise: For what value of λ ∈ R, the following
system of equation has (i) a unique solution (ii)
infinitely many solutions and (iii) no solution

(5 − λ)x + 4y + 2z = 4
4x + (5 − λ)y + 2z = 4
2x + 2y + (2 − λ)z = 2.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 46 / 54
Exercise: For what value of λ ∈ R, the following
system of equation has (i) a unique solution (ii)
infinitely many solutions and (iii) no solution

(5 − λ)x + 4y + 2z = 4
4x + (5 − λ)y + 2z = 4
2x + 2y + (2 − λ)z = 2.

Also find the solutions, whenever they exist.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 46 / 54
Definition: Let A be an n × n matrix. Then an n × n
matrix B is said to be a (multiplicative) inverse of A if
and only if
AB = BA = In ,
where In is the n × n identity matrix.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 47 / 54
Definition: Let A be an n × n matrix. Then an n × n
matrix B is said to be a (multiplicative) inverse of A if
and only if
AB = BA = In ,
where In is the n × n identity matrix.

If such a matrix B exists then A is called

nonsingular. Otherwise it is called singular.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 47 / 54
  
2 5
Example: Show that the matrix A = is
1 3
nonsingular.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 48 / 54
  
2 5
Example: Show that the matrix A = is
1 3
nonsingular.

Theorem: Let A and B be n × n matrices.

If AB = In then BA = In .

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 48 / 54
  
2 5
Example: Show that the matrix A = is
1 3
nonsingular.

Theorem: Let A and B be n × n matrices.

If AB = In then BA = In .
If BA = In then AB = In .

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 48 / 54
  
2 5
Example: Show that the matrix A = is
1 3
nonsingular.

Theorem: Let A and B be n × n matrices.

If AB = In then BA = In .
If BA = In then AB = In .

Theorem: Inverse of a matrix is unique if it exists.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 48 / 54
As the inverse of a matrix A is unique, we denote it
by A−1. That is, AA−1 = A−1A = I.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 49 / 54
As the inverse of a matrix A is unique, we denote it
by A−1. That is, AA−1 = A−1A = I.

Theorem: Let A and B be an n × n nonsingular

matrices. Then
(A−1)−1 = A.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 49 / 54
As the inverse of a matrix A is unique, we denote it
by A−1. That is, AA−1 = A−1A = I.

Theorem: Let A and B be an n × n nonsingular

matrices. Then
(A−1)−1 = A.
(AB)−1 = B −1A−1.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 49 / 54
As the inverse of a matrix A is unique, we denote it
by A−1. That is, AA−1 = A−1A = I.

Theorem: Let A and B be an n × n nonsingular

matrices. Then
(A−1)−1 = A.
(AB)−1 = B −1A−1.
(AT )−1 = (A−1)T .

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 49 / 54
Question:
How can we know when a matrix has an
inverse?

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 50 / 54
Question:
How can we know when a matrix has an
inverse?
If a matrix does have an inverse, how can we
find it?

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 50 / 54
Method for finding the Inverse of a matrix (if it
exists): Let A be a given n × n matrix.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 51 / 54
Method for finding the Inverse of a matrix (if it
exists): Let A be a given n × n matrix.

Step 1: Write the augmented matrix [A | In].

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 51 / 54
Method for finding the Inverse of a matrix (if it
exists): Let A be a given n × n matrix.

Step 1: Write the augmented matrix [A | In].

Step 2: Transform the augmented matrix [A | In] to

the matrix [C | D] in reduced row echelon form via
elementary row operations.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 51 / 54
Method for finding the Inverse of a matrix (if it
exists): Let A be a given n × n matrix.

Step 1: Write the augmented matrix [A | In].

Step 2: Transform the augmented matrix [A | In] to

the matrix [C | D] in reduced row echelon form via
elementary row operations.

Step 3: If
C = In then D = A−1.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 51 / 54
Method for finding the Inverse of a matrix (if it
exists): Let A be a given n × n matrix.

Step 1: Write the augmented matrix [A | In].

Step 2: Transform the augmented matrix [A | In] to

the matrix [C | D] in reduced row echelon form via
elementary row operations.

Step 3: If
C = In then D = A−1.
C 6= In then A is singular and A−1 does not exist.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 51 / 54
Exercise: Using row reduction
 method, find the
1 −1 −2
inverse of A =  2 −3 −5, if it exists.
−1 3 5

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 52 / 54
Exercise: Using row reduction
 method, find the
1 −1 −2
inverse of A =  2 −3 −5, if it exists.
−1 3 5
Hint: Note that reduced row echelon form of the
matrix [A|I3] is
 
1 0 0 0 1 1
 0 1 0 5 −3 −1 
0 0 1 −3 −2 1

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 52 / 54
Exercise: Using row reduction
 method, find the
1 −1 −2
inverse of A =  2 −3 −5, if it exists.
−1 3 5
Hint: Note that reduced row echelon form of the
matrix [A|I3] is
 
1 0 0 0 1 1
 0 1 0 5 −3 −1 
0 0 1 −3 −2 1
 
0 1 1
Thus, A−1 =  5 −3 −1
−3 −2 1
Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 52 / 54
Theorem: Let A be an n × n matrix. The following
statements are equivalent:
A is nonsingular.
AX = B has a unique solution for every B ∈ Rn .
AX = 0 has only the trivial solution.
The reduced row echelon form of A is In.
rank(A) = n.

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 53 / 54
 Thank You

Jitender Kumar (BITS PILANI) Mathematics-II (MATH F112) January 18, 2017 54 / 54