CME 102 – Ordinary Differential Equations for Engineers https://stanford.

edu/~shervine

VIP Refresher: Linear Algebra Determinant

r Definition – The determinant of a square matrix A ∈ Rn×n , noted |A| or det(A) is expressed
recursively in terms of A\i,\j , which is the matrix A without its ith row and j th column, as
follows:
Shervine Amidi n
X
det(A) = |A| = (−1)i+j ai,j |A\i,\j |
June 2, 2018 j=1

Remark: A is invertible if and only if |A| 6= 0. Also, |AB| = |A||B| and |AT | = |A|.
r Characteristic equation – The characteristic equation of a linear system of n equations
Matrix notations represented by A is given by:
r Vector – We note x ∈ Rn a vector with n entries, where xi ∈ R is the ith entry: det(A − λI) = 0
 x1 
For n = 2, this equation can be written as:
x2
x= ..  ∈ Rn
. λ2 − (a11 + a22 )λ + (a11 a22 − a12 a21 ) = 0
xn
r Eigenvector, eigenvalue – The roots λ of the characteristic equation are the eigenvalues
of A. The solutions ~v of the equation A~v = λI are called the eigenvectors associated with the
r Matrix – We note A ∈ Rm×n a matrix with n rows and m, where ai,j ∈ R is the entry eigenvalue λ.
located in the ith row and j th column:
r Computing the determinant in particular cases – We have the following cases:
a1,1 ··· a1,n
!  
.. .. a b
A= ∈ Rm×n – For a 2 × 2 matrix – The determinant of a given matrix A ∈ R2×2 = can be
. . c d
am,1 ··· am,n computed as follows:
det(A) = ad − bc
Remark: the vector x defined above can be viewed as a n × 1 matrix and is more particularly
called a column-vector. !
a b c
r Matrix-vector multiplication – The product of matrix A ∈ Rm×n and vector x ∈ Rn is a
vector of size Rn , such that: – For a 3 × 3 matrix – The determinant of a given matrix A ∈ R3×3 = d e f can be
g h i
n
computed as follows:
 X 
a1,j xj
  det(A) = a(ei − f h) − b(di − f g) + c(dh − eg)
 j=1 
..
 
Ax =   ∈ Rm
 . 
 Xn 

am,j xj

Partial fractions
j=1
P (x)
r Concept – A fraction Q(x) with P and Q polynomial functions of x and deg(P ) < deg(Q)
can be decomposed into partial fractions by distinguishing the types of roots that are in the
r System of equations – The system of equations factorized form of Q(x), as detailed in the table below:

y = a1,1 x1 + a1,2 x2 + ... + a1,n xn

y21 = a2,1 x1 + a2,2 x2 + ... + a2,n xn
Factor of Q(x) Type of root Associated partial fraction
. A1 An
.. (x − a)n Real root of multiplicity n > 1 + ... +
ym = am,1 x1 + am,2 x2 + ... + am,n xn x−a (x − a)n
A1 x + B1 An x + Bn
(ax2 + bx + c)n Complex roots of multiplicity n > 1 + ... +
can be rewritten in matrix form y = Ax with y ∈ Rm , A ∈ Rm×n and x ∈ Rn . ax2 + bx + c (ax2 + bx + c)n

Stanford University 1 Spring 2018