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This document provides an overview of linear and nonlinear equations. It defines linear equations as those in the form of ax + by + c = 0, with nonzero coefficients a and b. Linear equations can have unique solutions, no solution, or infinitely many solutions depending on the slopes of the lines. Nonlinear equations contain at least one term that is not linear. Systems of nonlinear equations involving a parabola and line can have no solution, one solution, or two solutions depending on how the graphs intersect. Example problems demonstrate solving systems of both linear and nonlinear equations algebraically and graphically.

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0% found this document useful (0 votes)
64 views63 pages

Merged Admath

This document provides an overview of linear and nonlinear equations. It defines linear equations as those in the form of ax + by + c = 0, with nonzero coefficients a and b. Linear equations can have unique solutions, no solution, or infinitely many solutions depending on the slopes of the lines. Nonlinear equations contain at least one term that is not linear. Systems of nonlinear equations involving a parabola and line can have no solution, one solution, or two solutions depending on how the graphs intersect. Example problems demonstrate solving systems of both linear and nonlinear equations algebraically and graphically.

Uploaded by

Ji Ji
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
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Module Advanced Mathematics for IE

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USMKCC-COL-F-050
Chapter 1
Review of Linear and Nonlinear Equations

Intended Learning Outcomes: At the end of this chapter, the students are expected to:
1. Define the basic concepts of linear and nonlinear equations
1.1 Definition of Linear Equations in Two Variables

An equation is said to be linear equation in two variables if it is written in the form

of 𝑎𝑥 + 𝑏𝑦 + 𝑐 = 0, where 𝑎, 𝑏 & 𝑐 are real numbers and the coefficients of 𝑥 𝑎𝑛𝑑 𝑦,

i.e a and b respectively, are not equal to zero. For example, 10𝑥 + 4𝑦 = 3 𝑎𝑛𝑑 − 𝑥 +

5𝑦 = 2 are linear equations in two variables. The solution for such an equation is a pair

of values, one for 𝑥 and one for 𝑦 which further makes the two sides of an equation equal.

1.1.1 Solution of Linear Equations in Two Variables

The solution on linear equations in two variables 𝑎𝑥 + 𝑏𝑦 = 𝑐, is a particular point in the

graph, such that when 𝑥 − 𝑐𝑜𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒 is multiplied by 𝑎 and 𝑦 − 𝑐𝑜𝑜𝑟𝑑𝑖𝑛𝑎𝑡𝑒 is multiplied by 𝑏,

then the sum of these two values will be equal to 𝑐. Basically, for linear equation in two variables,

there are infinitely many solutions.

Example:

In order to find the solution of linear equation in two variables, two equations should be

known to us. For equation 5𝑥 + 3𝑦 = 30, graphically this equation represented by substituting

the variables to zero. The value of 𝑥 when 𝑦 = 0 is

5𝑥 + 3(0) = 30

𝑥 = 6, and the value of 𝑦 when 𝑥 = 0 is,

5(0) + 3𝑦 = 30

𝑦 = 10, see the graph of linear equation below

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It is now understood that to solve linear equation in two variables, the two equations have

to be known and then the substitution method can be followed. Let’s understand this with a few

example questions.

1.1.1.1 Unique Solution

For the given linear equations in two variables, the solution will be unique for both

the equations, if and only if they intersect at a single point. The condition to get the unique

solution for the given linear equations is, the slope of the line formed by the two equations,

respectively, should not be equal. Consider, m1 and m2 are two slopes of equations of two lines in

two variables. So, if the equations have a unique solution, given from the slope intercept form of an

equation of the line 𝑦 = 𝑚𝑥 + 𝑏 which 𝑚 stands for the slope of the line with different 𝑦 −intercept

𝑏, then:

𝑚1 ≠ 𝑚2

1.1.1.2 No Solution

If the two linear equations have equal slope value, then the equations will

have no solutions.

𝑚1 = 𝑚2

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This is because the lines are parallel to each other and do not intersect.

1.1.2 System of Linear Equations in Two Variables

Instead of finding the solution for a single linear equation in two variables,

we can take two sets of linear equations, both having two variables in them and

find the solutions. So, basically the system of linear equations is defined when there

is more than one linear equation. For example, 𝑎 + 𝑏 = 15 𝑎𝑛𝑑 𝑎 − 𝑏 = 5, are the

system of linear equations in two variables. Because, the point 𝑎 = 10 𝑎𝑛𝑑 𝑏 = 5 is the

solution for both equations, such as:

𝑎 + 𝑏 = 10 + 5 = 15

𝑎 − 𝑏 = 10 − 5 = 5

Hence, proved point (10,5) is solution for both 𝑎 + 𝑏 = 15 𝑎𝑛𝑑 𝑎 − 𝑏 = 5.

Example:

1. Find the value of variables which satisfies the following equation:

2𝑥 + 5𝑦 = 20………………………………………………..Equation 1
3𝑥 + 6𝑦 = 12………………………………………………..Equation 2

By Elimination Method:

3(2𝑥 + 5𝑦 = 20); 6𝑥 + 15𝑦 = 60…………………Equation 3


−2(3𝑥 + 6𝑦 = 12); −6𝑥 − 12𝑦 = −24……………Equation 4

6𝑥 + 15𝑦 = 60
+ −6𝑥 − 12𝑦 = −24
3𝑦 = 36
𝒚 = 𝟏𝟐

Substitute the value of 𝑦 to either of the two-given equation:

2𝑥 + 5(12) = 20
𝒙 = −𝟐𝟎

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Graph:
Point of Intersection of two
Lines at point (−20,12)

6𝑥 + 15𝑦 = 60

3𝑥 + 6𝑦 = 12

Therefore, the value of 𝑥 𝑎𝑛𝑑 𝑦 or the solution of the Linear Equation is

−20 𝑎𝑛𝑑 12.

2. Solve for the values of 𝑥 𝑎𝑛𝑑 𝑦 in the equations: 3𝑥 + 2𝑦 = 12 and 3𝑥 + 2𝑦 = 6.

Graph:

(0,6)

3𝑥 + 2𝑦 = 12
(0,3)

3
𝑚=−
2
3𝑥 + 2𝑦 = 6

No point of intersection since the graphs of the lines are parallel. Therefore, there

is no solution. Transforming the equations of the lines in slope-intercept form.

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3𝑥 + 2𝑦 = 12,
2𝑦 = −3𝑥 + 12,
−3 3
𝑦 = 𝑥 + 6, and 𝑚 = − and 𝑏 = 6 or 𝑦-intercept at (0,6)
2 2

3𝑥 + 2𝑦 = 6,
2𝑦 = −3𝑥 + 6,
3 3
𝑦 = − 𝑥 + 3, and 𝑚 = − and 𝑏 = 3 or 𝑦- intercept at (0,3)
2 2

𝑚1 = 𝑚2 , hence there is no solution for the system of equations.

1.2 Nonlinear Equations

A system of nonlinear equations is a system of two or more equations in two or more

variables containing at least one equation that is not linear. Recall that a linear equation can take

the form 𝐴𝑥 + 𝐵𝑦 + 𝐶 = 0. Any equation that cannot be written in this form is nonlinear. The

substitution method we used for linear systems is the same method we will use for nonlinear

systems. We solve one equation for one variable and then substitute the result into the second

equation to solve for another variable, and so on. There is, however a variation in the possible

outcomes.

1.2.1 Intersection of a Parabola and a Line

The graphs below illustrate possible solution sets for a system of equations involving a

parabola and a line.

• No solution. The line will never intersect the parabola

• One solution. The line is tangent to the parabola and intersects the parabola at exactly

one point.

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• Two solutions. The line crosses on the inside of the parabola and intersects the

parabola at two points.

How to: Given a system of equations containing a line and a parabola, find the solution

1. Solve the linear equation for one of the variables

2. Substitute the expression obtained in step one into the parabola equation.

3. Solve the remaining variable.

4. Check your solutions in both equations.

Example:

1. Solve the system of equations,

𝑥 − 𝑦 = −1
𝑦 = 𝑥2 + 1

Solution:

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Solve the first equation for 𝑥 and then substitute the resulting expression into the

second equation.

𝑥 − 𝑦 = −1,
𝑥 = 𝑦 − 1, Solve for 𝑥

𝑦 = 𝑥 2 + 1,
𝑦 = (𝑦 − 1)2 + 1, Substitute expression for 𝑥.
𝑦 = (𝑦 2 − 2𝑦 + 1) + 1, Expand
𝑦 = 𝑦 2 − 2𝑦 + 2,

0 = 𝑦 2 − 3𝑦 + 2, Set equal to 0 and solve


0 = (𝑦 − 2)(𝑦 − 1),

Solving for 𝑦 gives 𝑦 = 2 and 𝑦 = 1. Next, substitute each value for 𝑦 into the

first equation to solve for 𝑥. Always substitute the value into the linear equation to check

for extraneous solutions.

𝑥 − 𝑦 = −1,
𝑥 − (2) = −1,
𝑥 = 1,

𝑥 − (1) = −1,
𝑥 = 0,

The solutions are (1,2) and (0,1), which can be verified by substituting these

(𝑥, 𝑦) values into both the original equations.

Graph:

Could we have substituted values for 𝑦 into the second equation to solve for 𝑥 in

example 1? Yes, but because 𝑥 is squared in the second equation this could give us

extraneous solutions for 𝑥. For 𝑦 = 1

𝑦 = 𝑥 2 + 1,
𝑦 = 𝑥 2 + 1,
𝑥 2 = 0,

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𝑥 = ±√0 = 0,

This gives us the same value as in the solution. For 𝑦 = 2

𝑦 = 𝑥 2 + 1,

2 = 𝑥 2 + 1,

𝑥 2 = 1,

𝑥 = ±√1 = ±1,

Notice that −1 is an extraneous solution.

1.2.2 Intersection of a Circle and a Line

Just as with a parabola and a line, there are three possible outcomes when solving a

system of equations representing a circle and a line. A general note: possible types of solutions

for the points of intersection of a circle and a line.

• No solution. The line does not intersect the circle.

• One solution. The line is tangent to the circle and intersects the circle at exactly

one point.

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• Two solutions. The line crosses the circle and intersects it at two points.

How to: Given a system of equations containing a line and a circle, find the solution

1. Solve the linear equation for one of the variables.

2. Substitute the expression obtained in step one into the equation for the circle.

3. Solve for the remaining variable.

4. Check your solutions in both equations.

Example:

1. Find the intersection of the given circle and the given line by substitution.

𝑥2 + 𝑦2 = 5
𝑦 = 3𝑥 − 5

Solution:

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One of the equations has already solved for 𝑦. We will substitute 𝑦 = 3𝑥 − 5 into
the equation for the circle.

𝑥 2 + (3𝑥 − 5)2 = 5
𝑥 2 + 9𝑥 2 − 30𝑥 + 25 = 5
10𝑥 2 − 30𝑥 + 20 = 0

Now, we factor and solve for 𝑥.

10(𝑥 2 − 3𝑥 + 2) = 0
10(𝑥 − 2)(𝑥 − 1) = 0
𝑥 = 2; 𝑥 = 1

Substitute the two 𝑥- values into the original linear equations to solve for 𝑦.

𝑦 = 3(2) − 5
𝑦=1

𝑦 = 3(1) − 5
𝑦 = −2

The line intersects the circle at (2,1) and (1, −2), which can be verified by substituting
these (𝑥, 𝑦) values into both of the original equations.

Graph:

1.2.3 Solving a System of Nonlinear Equations Using Elimination

We have seen that substitution is often the preferred method when a system of equations

includes a linear equation and a nonlinear equation. However, when both equations in the system

have like variables of the second degree, solving them using elimination by addition is often easier

than substitution. Generally, elimination is a far simpler method when the system involves only

two equations in two variables (a two-by-two system), rather than a three-by-three system, as

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there are fewer steps. As an example, we will investigate the possible types of solutions when

solving a system of equations representing a circle and an ellipse.

A general note, possible types of solutions for the points of intersection of a circle

and an ellipse. The figure below illustrates possible solution sets for a system of equations involving

a circle and an ellipse.

• No solution. The circle and ellipse do not intersect. One shape is inside the other or
the circle and the ellipse are a distance away from the other.

• One solution. The circle and ellipse are tangent to each other, and intersect at
exactly one point.

• Two solutions. The circle and the ellipse intersect at two points.

• Three solutions. The circle and the ellipse intersect at three points.

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• Four solutions. The circle and the ellipse intersect at four points.

Example:
1. Solve the system of nonlinear equations.
𝑥 2 + 𝑦 2 = 26 equation 1
3𝑥 2 + 25𝑦 2 = 100 equation 2

Solution:

Let’s begin by multiplying equation (1) by −3, and adding it to equation (2).

(−3)(𝑥2 + 𝑦2) = (−3)(26)


−3𝑥2 − 3𝑦2 = −78
3𝑥2 + 25𝑦2 = 100
22𝑦2 = 22

After we add the two equations together, we solve for 𝑦.

𝑦2 = 1
𝑦 = ±√1 = ±1

Substitute 𝑦 = ±1𝑦 = ±1 into one of the equations and solve for 𝑥.

𝑥 2 + (1)2 = 26
𝑥 2 + 1 = 26
𝑥 2 = 25
𝑥 = ±√25 = ±5

𝑥 2 + (−1)2 = 26
𝑥 2 + 1 = 26
𝑥 2 = 25 = ±5

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There are four solutions:
(5,1), (−5,1), (5, −1), 𝑎𝑛𝑑(−5, −1).

Graph:

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Module (IE 223) Name: ____________________________________________
Activity No. 1 Program/Year: ____________Date Submitted: ___________

I. Essay. Answer the following questions below. Elaborate as comprehensive enough for the
𝑐𝑢𝑡 ℎ𝑒𝑟𝑒

common readers to understand.

a. How do the computation of the solution of a system of equations implies to the

its graph?

b. How do Linear and nonlinear systems of equations differ. (in terms of solutions

computation and its graph.

II. Solving. Compute for the solution of the following systems of equations below and graph

the given equations indicating its solution.

1. 2𝑥 + 5𝑦 + 2𝑧 = −383,
𝑥 − 2𝑦 + 4𝑧 = 17,
−6𝑥 + 𝑦 − 7𝑧 = −12,
2. 3𝑥 − 9𝑧 = 337,
𝑥 − 4𝑦 − 𝑧 = −154,
𝑥 + 6𝑦 + 5𝑧 = −6,

3. 2𝑥1 + 3𝑥2 + 2𝑥3 = 3


.4𝑥1 − 5𝑥2 + 5𝑥3 = −7
.−3𝑥1 + 7𝑥2 − 2𝑥3 = 5

4. 𝑦 = 1 − 2𝑥 2
𝑦2
𝑥2 − 9
= 1,

5. (𝑥 + 2)2 + (𝑦 − 2)2 = 1
𝑦 = −(𝑥 + 2)2 + 3,

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Module Advanced Mathematics
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USMKCC-COL-F-050
Chapter 2 Matrices

Intended Learning Outcomes: At the end of this chapter, the students are expected to:
1. Define matrices and its type
2. Compute matrix addition, subtraction and multiplication
3. Compute the transpose of a matrix, reduced row echelon form, elementary row
operations, inverse of a matrix.
4. Identify the lower and upper triangular matrices

2.1 DEFINITION
A matrix is a rectangular array consisting of elements written in rows and columns
usually enclosed by a bracket. If the matrix has 𝑚 rows and 𝑛 columns, the matrix is an
𝑚x𝑛 matrix. A matrix is also denoted by a single capital letter.
Thus,
𝑎11 𝑎12 … 𝑎1𝑛
𝑎21 𝑎22 … 𝑎2𝑛
𝐴=[ : : : : ]
𝑎𝑚1 𝑎𝑚2 … 𝑎𝑚𝑛
is a matrix with 𝑚 rows and 𝑛 columns and is called an 𝑚x𝑛 matrix, (read “m by n matrix”).
The number 𝑎11 , … , 𝑎𝑚𝑛 are called the elements of the matric. The horizontal lines
are called rows and the vertical lines are called columns of the matrix. To locate any
particular elements of a matrix, the elements are denoted by a letter followed by two
suffixes which respectively specify the rows and the columns. Thus, 𝑎𝑖𝑗 is the element in
the 𝑖𝑡ℎ row and the 𝑗𝑡ℎ column of 𝐴.
2.2 TYPES OF MATRICES
1. Square Matrix – is a matrix in which the number of rows equals the number of
columns. The number of rows is called its order. For example, a square matrix of
order 3 is
1 8 2 𝑎11 𝑎12 𝑎13
𝐴 = [0 4 5] [𝑎21 𝑎22 𝑎23 ]
3 7 9 𝑎31 𝑎32 𝑎33
The diagonal of this matrix containing the elements 𝑎11 , 𝑎22 , 𝑎33 is called
the leading or principal diagonal.
2. Identity Matrix – is a square matrix in which the diagonal elements are “one” and
all the off-diagonal elements are zero. For example, an identity matrix of order 3 is
1 0 0
𝐼 = [0 1 0]
0 0 1
3. Row Matrix – is a matrix having only one row and “𝑛" columns. It is also called a
row vector. Thus,
𝐴 = [𝑎1 𝑎2 … 𝑎𝑛 ] is a row matrix
4. Column Matrix – is a matrix with “𝑚” rows and only one column. It is also called a
column vector. Thus,

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𝑎1
𝑎2
𝐴=[ : ]
𝑎𝑚
5. Diagonal Matrix – is a square matrix for which every term off the main diagonal is
zero. For example,
3 0 0 1 0 0
𝐴 = [0 1 0] and 𝐵 = [0 1 0]
0 0 2 0 0 1
are diagonal matrices of order 3. This, an identity matrix can also be considered as
a diagonal matrix.
6. Scalar Matrix – is a square matrix for which all terms on the main diagonal are equal.
For example,
3 0 0 1 0 0
𝐴 = [4 3 2] and 𝐵 = [0 1 0]
5 0 3 0 0 1
are scalar matrices of order 3. Again, an identity matrix can be considered as scalar
matrix.
7. Zero or Null Matrix – is a matrix wherein all elements are zero. Thus,
0 0 0
𝐴=[ ] is a zero matrix.
0 0 0
8. Triangular Matrix – is a square matrix whose elements above the principal diagonal
(or below the principal diagonal) are zero. For example,
4 1 2 5 0 0
𝐴 = [0 3 5] and 𝐵 = [8 2 0]
0 0 8 9 3 4
are upper and lower triangular matrices respectively.

2.3 EQUALITY OF MATRICES

Two matrices 𝐴 and 𝐵 are said to be equal if and only if


i. They are of the same order, and
ii. Each element of 𝐴 is equal to the corresponding element of 𝐵.

2.4 ADDITION AND SUBTRACTION OF MATRICES


Two matrices 𝐴 and 𝐵 can be added (or subtracted) if they are of the same order.
Their sum of difference is obtained by adding or subtracting their corresponding elements.
If one assumes that the matrices 𝐴, 𝐵, and 𝐶 have the same order,
𝐴+𝐵 =𝐵+𝐴 (Commutative Law)
(𝐴 + 𝐵) − 𝐶 = 𝐴 + (𝐵 − 𝐶 ) = 𝐵 + (𝐴 − 𝐶) (Associative Law)

2.5 MULTIPLICATION OF A MATRIX BY A SCALAR


The product of a matrix 𝐴 by a scalar 𝐾 is a matrix where each element is 𝐾 times
the corresponding element of 𝐴.
Thus,

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𝑎1 𝑏1 𝑐1 𝐾𝑎 𝐾𝑏1 𝐾𝑐1
𝐾[ ]=[ 1 ]
𝑎2 𝑏2 𝑐2 𝐾𝑎2 𝐾𝑏2 𝐾𝑐2
The distributive law holds for such products i.e.,
𝐾 (𝐴 + 𝐵) = 𝐾𝐴 + 𝐾𝐵

Example:
3 1 1 2 1 2
1. Evaluate 2𝐴 − 3𝐵 where 𝐴 = [2 1 0] and 𝐵 = [1 −2 0]
1 4 3 1 0 3

Solution:
3 1 1 2 1 2
2𝐴 − 3𝐵 = 2 [2 1 0] − 3 [1 −2 0]
1 4 3 1 0 3
6 2 2 6 3 6
2𝐴 − 3𝐵 = [4 2 0] − [3 −6 0]
2 8 6 3 0 9
6−6 2−3 2−6
2𝐴 − 3𝐵 = [4 − 3 2 + 6 0 − 0]
2−3 8−0 6−9

Therefore,

0 −1 −4
2𝐴 − 3𝐵 = [ 1 8 0]
−1 8 −3

2.5 TRANSPOSE OF A MATRIX

The matrix 𝐴𝑇 is called the transpose of 𝐴 obtained by interchanging the rows and
columns of 𝐴.
Thus, if

3 1 1 3 2 1
𝑇
𝐴 = [2 1 0], then 𝐴 = [1 1 4]
1 4 3 1 0 3

also,

7
if 𝐴 = [8], then 𝐴𝑇 = [7 8 9]
9

A square matrix 𝐴 is said to be symmetric if it is equal to its transpose, i.e., 𝐴𝑇 = 𝐴.


Thus, the matrix
7 8 9 7 8 9
𝐴 = [8 3 2] is a symmetric matrix since 𝐴𝑇 = [8 3 2] and 𝐴 = 𝐴𝑇
9 2 1 9 2 1

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2.6 MULTIPLICATION OF MATRICES

The matrix 𝐴 and 𝐵 can be multiplied in the order 𝐴𝐵 if and only if the number of
columns of 𝐴 is equal to the number of rows of 𝐵. Such matrices are said to be
conformable.

2.6.1 Properties of Matrix Multiplication

a) Matrix multiplication is associative and is distributive with respect to addition of


matrices, that is,

(𝐾𝐴)𝐵 = 𝐾(𝐴𝐵) = 𝐴(𝐾𝐵)


𝐴(𝐵𝐶) = (𝐴𝐵)𝐶
(𝐴 + 𝐵)𝐶 = 𝐴𝐶 + 𝐵𝐶
𝐶(𝐴 + 𝐵) = 𝐶𝐴 + 𝐶𝐵

provided 𝐴, 𝐵, and 𝐶 are such that the expressions on the left are defined. (𝐾 is any
number)

b) Matrix multiplication is not commutative; that is if 𝐴 and 𝐵 are matrices such that
both 𝐴𝐵 and 𝐵𝐴 are defined, then:

𝐴𝐵 ≠ 𝐵𝐴 in general.

c) The cancellation law is not true. In general, that 𝐴𝐵 = 0 does not necessarily imply

𝐴 = 0 or 𝐵 = 0.

d) The transpose of a product equals the product of the transposed factors, taken in
reverse order. So that

i. (𝐴𝐵)𝑇 = 𝐵𝑇 𝐴𝑇
ii. (𝐵𝐴)𝑇 = 𝐴𝑇 𝐵𝑇
iii. (𝐴𝐵)𝑇 ≠ 𝐴𝑇 𝐵𝑇
iv. (𝐵𝐴)𝑇 ≠ 𝐵𝑇 𝐴𝑇
Example:
2 3 1 3
1. If 𝐴 = [ ] and 𝐵 = [ ], find 𝐴𝐵 and 𝐵𝐴.
3 10 5 −2

Solution:

a. For 𝐵𝐴 The matrix 𝐴 and 𝐵 are conformable since number of columns


𝐴 = 2x2 of 𝐴 is equal to the number of rows of 𝐵.
𝐵 =2𝑥2

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2 3 1 3 2(1) + 3(5) 2(3) + 3(−2) 17 0
𝐴𝐵 = [ ][ ]=[ ]=[ ]
3 10 5 −2 3(1) + 10(5) 3(3) + 10(−2) 53 −11

Therefore:

17 0
𝐴𝐵 = [ ]
53 −11
The matrix 𝐵 and 𝐴 are conformable since number of columns
b. For 𝐵𝐴 of 𝐵 is equal to the number of rows of 𝐴.
𝐵 =2𝑥2
𝐴 = 2𝑥2

1 3 2 3 1(2) + 3(3) 1(3) + 3(10)


𝐵𝐴 = [ ][ ]=[ ]
5 −2 3 10 5(2) + (−2)3 5(3) + (−2)(10)

Therefore:

11 33
𝐵𝐴 = [ ]
4 −5

1 −2 4
1 −2 3
2. If 𝐴 = [ ] and 𝐵 = [3 5 1], find the 𝐴𝐵 and 𝐵𝐴.
−4 2 5
2 4 0

Solution
The matrix 𝐴 and 𝐵 are conformable since number of columns
𝐴 = 2𝑥3 of 𝐴 is equal to the number of rows of 𝐵.
𝐵 =3𝑥3

1 −2 4
1 −2 3
a. 𝐴𝐵 = [ ] [3 5 1 ]
−4 2 5
2 4 0
1(1) + (−2)(3) + 3(2) 1(−2) + (−2)(5) + 3(4) 1(4) + (−2)(1) + 3(0)
𝐴𝐵 = [ ]
−4(1) + 2(3) + 5(2) −4(−2) + 2(5) + 5(4) −4(4) + 2(1) + 5(0)

Therefore,

1 0 2
𝐴𝐵 = [ ]
12 38 −14

b. For 𝐵𝐴 The number of columns for 𝐵 is not equal to the


𝐵 =3𝑥3 number of rows on 𝐴, and 𝐵𝐴 cannot be solved since
𝐴 = 2𝑥3 matrix is non-comformable.

Therefore:
𝐵𝐴 =not defined
1 −2 3 1 2
3. If 𝐴 = [ 2 3 −1 ] and 𝐵 = [ 0 3 ], find
−3 1 2 4 −5

a. 𝐴𝐵 𝑎𝑛𝑑 𝐵𝐴

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b. 𝐴𝑇 𝐵
c. 𝐵𝑇 𝐴
d. 𝐴2
e. 𝐵𝐵𝑇
f. 𝐵𝑇 𝐵
g. (𝐴𝐵)𝑇
h. 𝐴2 − 3𝐴 + 9𝐼
Solution:
a. 𝐴𝐵 is defined since the number of columns of 𝐴 is equal to the number of rows of
𝐵.
1 −2 3 1 2
𝐴𝐵 = [ 2 3 −1] [0 3 ]
−3 1 2 4 −5

Equal, therefore 𝐴𝐵 is defined


𝐴 = 3𝑥3
𝐵 =3𝑥2
Resulting Matrix is 3 x 2

1(1) + (−2)(0) + 3(4) 1(2) + (−2)(3) + 3(−5) 13 −19


𝐴𝐵 = [2(1) + 3(0) + (−1)(4) 2(2) + 3(3) + (−1)(−5)]= [−2 18 ]
−3(1) + 1(0) + 2(4) −3(2) + 1(3) + 2(−5) 5 −13

𝐵𝐴 is not defined or non-conformable since the number of columns of 𝐵 is not


equal to the number of rows of 𝐴.
Not Equal, therefore 𝐵𝐴 is not
𝐵 =3𝑥2 defined
𝐴 = 3𝑥3

1 −2 3 𝑇 1 2
b. 𝐴𝑇 𝐵 = [ 2 3 −1] [0 3 ]
−3 1 2 4 −5
1 2 −3 1 2
𝐴𝑇 𝐵 = [−2 3 1 ] [0 3 ]
3 −1 2 4 −5
1(1) + 2(0) + (−3)(4) 1(2) + 2(3) + (−3)(−5)
𝐴𝑇 𝐵 = [ −2(1) + 3(0) + 1(4) −2(2) + 3(3) + 1(−5) ]
3(1) + (−1)(0) + 2(4) 3(2) + (−1)(3) + 2(−5)

Therefore,

−11 23
𝐴𝑇 𝐵 = [ 2 0]
11 −7

1 2 𝑇 1 −2 3 1 −2 3
𝑇 1 0 4
c. 𝐵 𝐴 = [0 3 ] [ 2 3 −1]=[ ][ 2 3 −1]
2 3 −5
4 −5 −3 1 2 −3 1 2

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1(1) + 0(2) + 4(−3) 1(−2) + 0(3) + 4(1) 1(3) + 0(−1) + 4(2)
𝐵𝑇 𝐴 = [ ]
2(1) + 3(2) + (−5)(−3) 2(−2) + 3(3) + (−5)(1) 2(3) + 3(−1) + (−5)(2)

Therefore,
−11 2 11
𝐵𝑇 𝐴 = [ ]
23 0 −7

1 −2 3 1 −2 3
2
d. 𝐴 = [ 2 3 −1] [ 2 3 −1]
−3 1 2 −3 1 2
1(1) + (−2)(2) + 3(−3) 1(−2) + (−2)(3) + 3(1) 1(3) + (−2)(−1) + 3(2)
𝐴2 = [2(1) + 3(2) + (−1)(−3) 2(−2) + (3)(3) + (−1)(1) 2(3) + 3(−1) + (2(−1) ]
−3(1) + 1(2) + 2(−3) −3(−2) + 1(3) + 2(1) −3(3) + 1(−1) + 2(2)

Therefore,
−12 −5 11
𝐴2 = [ 11 4 1]
−7 11 −6

1 2 1 2 𝑇 1 2
1 0 4
e. 𝐵𝐵𝑇 = [0 3 ] [0 3 ] = [0 3 ][ ]
2 3 −5
4 −5 4 −5 4 −5

Equal, Conformable

𝐵 =3𝑥2

𝐵𝑇 = 2 𝑥 3
3 x 3 resulting Matrix

1(1) + 2(2) 1(0) + 2(3) 1(4) + 2(−5)


𝑇
𝐵𝐵 = [ 0(1) + 3(2) 0(0) + 3(3) 0(4) + 3(−5) ]
4(1) + (−5)(2) 4(0) + (−5)(3) 4(4) + (−5)(−5)
Therefore,

5 6 −6
𝐵𝐵𝑇 = [ 6 9 −15]
−6 −15 41

1 2 𝑇 1 2 1 2
𝑇 1 0 4
f. 𝐵 𝐵 = [0 3 ] [0 3 ] = [ ] [0 3 ]
2 3 −5
4 −5 4 −5 4 −5
1( 1) + 0( 0) + 4( 4) 1( 2) + ( 0)(3) + 4(−5)
𝐵𝑇 𝐵 = [ ]
2(1) + 0(3) + (−5)(4) 2(2) + 3(3) + (−5)(−5)

Therefore

17 −18
𝐵𝑇 𝐵 = [ ]
−18 38

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13 −19 𝑇
g. (𝐴𝐵)𝑇 = [−2 18 ] …………………………………………………………………….…..𝐴𝐵 from a.
5 −13

Therefore,

(𝐴𝐵)𝑇 = [ 13 −2 5
]
−19 18 −13

Another method to find (𝐴𝐵)𝑇 is by using the relation (𝐴𝐵)𝑇 = 𝐵𝑇 𝐴𝑇 . In


this relation, find first 𝐵𝑇 and 𝐴𝑇 and then multiply the two matrices.

−12 −5 11 1 −2 3 1 0 0
h. 𝐴2 − 3𝐴 + 9𝐼 = [ 11 4 1 ] − 3[ 2 3 −1] + 9 [0 1 0]
−7 11 −6 −3 1 2 0 0 1

−12 −5 11 3 −6 9 9 0 0
2
𝐴 − 3𝐴 + 9𝐼 = [ 11 4 1 ]−[ 6 9 −3] + [0 9 0]
−7 11 −6 −9 3 6 0 0 9

Therefore,
−6 1 2
2
𝐴 − 3𝐴 + 9𝐼 = [ 5 4 4]
2 8 −3

2.7 THE INVERSE OF A MATRIX


An 𝑛 𝑥 𝑛 matrix 𝐴 is called non-singular (or invertible) if there exists 𝑛 𝑥 𝑛 matrix
𝐴 such that 𝐴𝐴−1 = 𝐴−1 𝐴 = 𝐼 where 𝐼 is the identity matrix. The matrix 𝐴−1 is called
−1

the inverse of 𝐴. If there exists no such matrix 𝐴−1, then the matrix is called singular (or
non-invertible). Not every matrix has an inverse.
2.7.1 Theorems on Inverse of a Matrix
1. If 𝐴 is a non-singular matrix, then 𝐴−1 is non-singular and (𝐴−1)−1 = 𝐴.
2. If 𝐴 and 𝐵 are non-singular matrices, then 𝐴𝐵 is non-singular and (𝐴𝐵)−1 =
𝐵−1 𝐴−1.
3. If 𝐴 is a non-singular matrix, then (𝐴𝑇 )−1 = (𝐴−1 )𝑇

Example:
2 3
1. Find the inverse of the matrix 𝐴 = [ ]
2 2

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Solution:

𝑎 𝑏
Let 𝐴−1 = [ ] be the inverse of 𝐴; then considering the relation 𝐴𝐴−1 = 𝐼,
𝑐 𝑑
2 3 𝑎 𝑏 1 0
[ ][ ]=[ ],
2 2 𝑐 𝑑 0 1

By multiplication of Matrices
2𝑎 + 3𝑐 2𝑏 + 3𝑑 1 0
[ ]=[ ],
2𝑎 + 2𝑐 2𝑏 + 2𝑑 0 1

So that, by equality of the elements of the matrices,

2𝑎 + 3𝑐 = 1;
2𝑎 + 2𝑐 = 0;

𝑎 = −1
𝑐=1

2𝑏 + 3𝑑 = 0
2𝑏 + 2𝑑 = 1

3
𝑏=
2
𝑑 = −1

𝑎, 𝑏, 𝑐, and 𝑑 are the elements of the matrix 𝐴−1 and, therefore

3
𝐴 −1
= [−1 2]
1 −1

Check:

𝐴𝐴−1 = 𝐼

3
2 3 −1 1 0
[ ][ 2 ] = [0 1]
2 2
1 −1
−2 + 3 3 − 3 1 0
[ ]=[ ]
−2 + 2 3 − 2 0 1
1 0 1 0
[ ]=[ ]…………………………………………………………………………….QED
0 1 0 1

An elementary row (or column) operation on a matrix 𝐴 is any one of the following
operations:
a. Interchange rows (or columns) 𝑖 and 𝑗 of 𝐴. This is called a type 𝐼 operation.
b. Multiply row (or column) 𝑖 of 𝐴 by a non-zero constant “𝑐". This is called a
type 𝐼𝐼 operation.
c. Add “𝑐" times row (or column) of 𝐴 to row (or column) 𝑗 of 𝐴, where 𝑖 ≠ 𝑖.
This is called the type 𝐼𝐼𝐼 operation.

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When a matrix is considered as the augmented matrix of the linear system, the
elementary row operations are equivalent, respectively, to interchanging two equations,
multiplying the equation by a non-zero constant, and adding a multiple of one equation to
another equation.
This operation is particularly useful in such methods like the Gauss-Jordan method,
the Gaussian Elimination and the inverse method for solving a system of linear equations.

2.8 PRACTICAL METHOD IN FINDING THE INVERSE OF A MATRIX


2.8.1 Gauss-Jordan Method
[𝑨|𝑰] = [𝑰|𝑨−𝟏 ]

Procedures:
Moving from column 𝑗 = 1,2, … , 𝑛
1. Search for the maximum pivot point (the element with the largest absolute value)
2. Interchange the row of the maximum pivot with another row (if necessary) so that
the pivot point is located in the diagonal.
3. Normalize the maximum pivot row by dividing all the elements of the row by the
value of the maximum pivot.
4. Eliminate the elements of the pivot column except for the pivot, making the
elements equal to zero.

Note that the procedures can easily be remembered by using the Acronym; “S-I-N-
E”;

S – for search
I – for interchange
N – for normalize
E – for elimination

Example:

2 3
1. Find the inverse of 𝐴 = [ ] using the Gauss-Jordan Method.
2 2

Solution:

[𝐴|𝐼] = [𝐼|𝐴−1 ]

[𝐴|𝐼] = [2 3 1 0
]|[ ]
2 2 0 1

Normalize row (1) by dividing by 2:

3 1
[1 2] | [2 0] 𝑅2 = 𝑟2 − 2𝑟1
2 2 0 1

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3 1
[ 1 2 ] | [2 0 ]
0 −1 1 −1

Normalize row (2) by dividing by −1:

3 1 3
[1 2] | [2 0 ] 𝑅1 = 𝑟1 − 𝑟2
2
0 1 1 −1

3
1 0 −1
Hence, [ | 2 ] which is already in the form [𝐼 |𝐴−1]
0 1 1 −1

Therefore,

3
−1 [ −1
𝐴 = 2]
1 −1

1 2 2
2. Find the inverse of the matrix 𝐴 = [1 3 1] using the Gauss-Jordan method.
1 3 2

Solution:
[𝐴|𝐼] = [𝐼|𝐴−1 ]

1 2 21 0 0
[𝐴|𝐼] = [1 3 1|0 1 0] 𝑅2 = 𝑟2 − 𝑟1 ; 𝑅3 = 𝑟3 − 𝑟1
1 3 20 0 1

1 2 2 1 0 0
[𝐴|𝐼] = [0 1 −1|−1 1 0] 𝑅1 = 𝑟1 − 2𝑟2 ; 𝑅3 = 𝑟3 − 𝑟2
0 1 0 −1 0 1

1 0 4 3 −2 0
[𝐴|𝐼] = [0 1 −1|−1 1 0] 𝑅1 = 𝑟1 − 4𝑟3 ; 𝑅2 = 𝑟2 + 𝑟3
0 0 1 0 −1 1

1 0 0 3 2 −4
[𝐴|𝐼] = [0 1 0|−1 0 1]
0 0 1 0 −1 1

Since it is already in the form [𝐼|𝐴−1 ], therefore

3 2 −4
−1
𝐴 = [−1 0 1]
0 −1 1

1 −1 0 0
−1 2 −1 0
3. Find the inverse of 𝐴 = [ ] using Gauss-Jordan method.
0 −1 2 −1
0 0 −1 2

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Solution:

[𝐴|𝐼] = [𝐼|𝐴−1 ]

1 −1 0 0 1 0 0 0
[𝐴|𝐼 ] = [ −1 2 −1 0 0 1 0 0
| ] 𝑅 = 𝑟2 − 𝑟1 ; 𝑅3 = 𝑟3 ; 𝑅4 = 𝑟4
0 −1 2 −1 0 0 1 0 2
0 0 −1 2 0 0 0 1

1 −1 0 0 1 0 0 0
[𝐴|𝐼 ] = [ 0 1 −1 0 0 1 0 0
| ] 𝑅 = 𝑟1 + 𝑟2 ; 𝑅3 = 𝑟3 + 𝑟2 ; 𝑅4 = 𝑟4
0 −1 2 −1 0 0 1 0 1
0 0 −1 2 0 0 0 1

1 0 −1 0 2 1 0 0
[𝐴|𝐼 ] = [0 1 −1 0 1
|
1 0 0
] 𝑅 = 𝑟1 + 𝑟3 ; 𝑅2 = 𝑟2 + 𝑟3 ; 𝑅4 = 𝑟4 + 𝑟3
0 0 1 −1 1 1 1 0 1
0 0 −1 2 0 0 0 1

1 0 0 −1 3 2 1 0
[𝐴|𝐼 ] = [0 1 0 −1 2
|
2 1 0
] 𝑅 = 𝑟1 + 𝑟4 ; 𝑅2 = 𝑟2 + 𝑟4 ; 𝑅3 = 𝑟3 + 𝑟4 ; 𝑅4 = 𝑟4
0 0 1 −1 1 1 1 0 1
0 0 0 1 1 1 1 1

1 0 0 04 3 2 1
[𝐴|𝐼 ] = [0 1 0 03
|
3 2 1
]
0 0 1 02 2 2 1
0 0 0 11 1 1 1

Since it is already in the form [𝐼|𝐴−1 ], therefore


4 3 2 1
3 3 2 1
𝐴−1 = [ ]
2 2 2 1
1 1 1 1

2.9 SYSTEMS OF LINEAR EQUATIONS


2.9.1 Gauss- Jordan Method
A system of linear equations (or set of 𝑚 simultaneous linear equations) in 𝑛
unknowns 𝑥1 , … … . . , 𝑥𝑛 is a set of equations of the form
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
…………………………………………………….
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚

The 𝑎𝑖𝑘 are given numbers, which are called the “coefficients” of the system. if the
𝑏𝑖 are all zeros, then the system is called a homogeneous system. if at least one 𝑏𝑖 is not
zero, then the system is called a non-homogeneous system.
A solution of the system is a set of numbers 𝑥1 , … , 𝑥𝑛 which satisfy all the 𝑚
equations. A solution vector of the system is a vector 𝑋 whose components constitutes a

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solution of the system. If the system is homogeneous, it has at least the trivial solution
𝑥1 = 0, … . , 𝑥𝑛 = 0.
From the definition of matrix multiplication, the 𝑚 equations of the system may be
written as a single vector equation

𝐴𝑋 = 𝐵

where

𝑎11 𝑎12 … 𝑎1𝑛


𝑎21 𝑎22 … 𝑎2𝑛
𝐴=[ … … … … ] is the coefficients matrix
𝑎𝑚1 𝑎𝑚2 … 𝑎𝑚𝑛

𝑥1
..
𝑋 = [..] is the vector of unknowns
𝑥𝑛

𝑏1
..
𝑋=[ ] is the vector of constants
..
𝑏𝑚

The augmented matrix is

𝑎11 . . . 𝑎1𝑛 𝑏1𝑛


. . . . . .
. . . . . |
| .
. . . . . .
[𝑎𝑚1 . . . 𝑎𝑚𝑛 𝑏𝑚 ]

which is obtained by augmenting 𝐴 by the column 𝐵.

Example:

1. Solve the linear system 𝑥−𝑦−𝑧 =3 using Gauss-Jordan method.


−𝑥 − 𝑦 + 𝑧 = −5
𝑥+𝑦+𝑧 =1

Solution:

The augmented matrix is:

1 −1 −1 3
[−1 −1 1 |−5] 𝑅2 = 𝑟2 + 𝑟1 ; 𝑅3 = 𝑟3 − 𝑟1
1 1 1 1

1 −1 −1 3
[0 −2 0 |−2] Normalize row (2) by dividing by -2
0 2 2 −2

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1 −1 −1 3
[0 1 0 | 1 ] 𝑅1 = 𝑟1 + 𝑟2 ; 𝑅3 = 𝑟3 − 2𝑟2
1 2 2 −2

1 0 −1 4
[0 1 0 | 1 ] Normalize row (3) by dividing by -2
0 0 2 −4

1 0 −1 4
[0 1 0 | 1 ] 𝑅1 = 𝑟1 + 𝑟3 ; 𝑅2 = 𝑟2
0 0 1 −2

1 0 0 2
[0 1 0 | 1 ]
0 0 1 −2

Therefore:

𝑥=2
𝑦=1
𝑧 = −2

2. Solve the linear system 3𝑥 − 2𝑦 + 3𝑧 = 16 using Gauss-Jordan method.


𝑥 + 3𝑦 − 6𝑧 = −23
5𝑥 + 4𝑦 − 2𝑧 = −9
Solution:
3𝑥 − 2𝑦 + 3𝑧 = 16
𝑥 + 3𝑦 − 6𝑧 = −23
5𝑥 + 4𝑦 − 2𝑧 = −9
The augmented matrix is
3 −2 3 16
[1 3 −6|−23]
5 4 −2 −9
Since the maximum pivot element occurs at row 3, then interchange row 3
to row 1:
5 4 −2 −9
[1 3 −6|−23]
3 −2 3 16
Normalize row 1 by dividing by 5
4 2 9
1
[ 5 − 5| − 5 ] 𝑅 = 𝑟 − 𝑟 ; 𝑅 = 𝑟 − 3𝑟
1 3 −6 −23 2 2 1 3 3 1

3 −2 3 16

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4 2 9
1 −5 −5
5
11 28 106 11
0 − 5 ||− 5 Normalize row 2 by dividing by
5 5
22 21 107
[0 − 5 5 5 ]
4 2 9
1 −5 −5
5
28 106 4 22
0 1 − 11||− 11 𝑅1 = 𝑟1 − ( ) 𝑟2 ; 𝑅3 = 𝑟3 + ( ) 𝑟2
5 5
22 21 107
[0 − 5 5 5 ]
18 65
1 0 11 11
[0 1
28| 106]
− 11 − Normalize row 3 by dividing by -7
11
0 0 −7 21
18 65
1 0 11 11 18 28
28| 106 𝑅1 = 𝑟1 − ( ) 𝑟3 ; 𝑅2 = 𝑟2 + ( ) 𝑟3
0 1 − 11 − 11 11
11
[0 0 1 3 ]
1 0 0 1
[0 1 0|−2]
0 0 1 3
Therefore:
𝑥=1
𝑦 = −2
𝑧=3
3. Solve the linear system
𝑥 + 𝑦 + 𝑧 + 𝑤 + 𝑡 = 1;
𝑥 + 2𝑦 + 3𝑧 + 4𝑤 + 5𝑡 = 0;
𝑥 + 3𝑦 + 6𝑧 + 10𝑤 + 15𝑡 = 0;
𝑥 + 4𝑦 + 10𝑧 + 20𝑤 + 35𝑡 = 0;
𝑥 + 5𝑦 + 15𝑧 + 35𝑤 + 70𝑡 = 0
using Gauss-Jordan method.

Solution:

The augmented matrix is:

1 1 1 1 1 1 𝑅2 = 𝑟2 − 𝑟1
1 2 3 4 5 0 𝑅3 = 𝑟3 − 𝑟1
1 3 6 10 15||0
𝑅4 = 𝑟4 − 𝑟1
1 4 10 20 35 0
[1 𝑅5 = 𝑟5 − 𝑟1
5 15 35 70 0]

1 1 1 1 1 1
𝑅1 = 𝑟1 − 𝑟2
0 1 2 3 4 −1
𝑅3 = 𝑟3 − 2𝑟2
0 2 5 9 14||−1
𝑅4 = 𝑟4 − 3𝑟2
0 3 9 19 34 −1
[0 𝑅5 = 𝑟5 − 4𝑟2
4 14 34 69 −1]

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1 0 −1 −2 −3 2 𝑅1 = 𝑟1 + 𝑟3
0 1 2 3 4 −1 𝑅2 = 𝑟2 − 2𝑟3
0 0 1 3 6 || 1 𝑅4 = 𝑟4 − 3𝑟3
0 0 3 10 22 2 𝑅5 = 𝑟5 − 6𝑟3
[0 0 6 22 53 3 ]

1 0 0 1 3 3 𝑅1 = 𝑟1 − 𝑟4
0 1 0 −3 −8 −3 𝑅2 = 𝑟2 + 3𝑟3
0 0 1 3 6 || 1 𝑅3 = 𝑟3 − 3𝑟4
0 0 0 1 4 −1 𝑅5 = 𝑟5 − 4𝑟4
[0 0 0 4 17 3 ]

1 0 0 0 −1 4 𝑅1 = 𝑟1 + 𝑟5
0 1 0 0 4 −6 𝑅2 = 𝑟2 − 4𝑟5
0 0 1 0 −6|| 4 𝑅3 = 𝑟3 + 6𝑟5
0 0 0 1 4 −1 𝑅4 = 𝑟4 − 4𝑟5
[0 0 0 0 1 1]

1 0 0 0 0 5
0 1 0 0 0 −10
0 0 1 0 0|| 10
0 0 0 1 0 −5
[0 0 0 0 1 1 ]
Therefore:
𝑥=5
𝑦 = −10
𝑧 = 10
𝑤 = −5
𝑡=1
2.9.2 Inverse Method
Consider the system of linear equations in the form 𝐴𝑋 = 𝐵, multiplying both sides
of the equation by 𝐴−1 ,

𝐴−1 𝐴𝑋 = 𝐴−1 𝐵
𝐼𝑋 = 𝐴−1 𝐵
Hence,
𝑋 = 𝐴−1 𝐵
This means that in solving a system of linear equations by the inverse method, find
first the inverse of matrix of coefficients and multiply with the matrix of contents.

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Example:
1. Solve the linear system
𝑥 + 𝑦 + 𝑧 + 𝑤 + 𝑡 = 1;
𝑥 + 2𝑦 + 3𝑧 + 4𝑤 + 5𝑡 = 0;
𝑥 + 3𝑦 + 6𝑧 + 10𝑤 + 15𝑡 = 0;
𝑥 + 4𝑦 + 10𝑧 + 20𝑤 + 35𝑡 = 0;
𝑥 + 5𝑦 + 15𝑧 + 35𝑤 + 70𝑡 = 0
using Inverse method.

Solution:

𝑋 = 𝐴−1 𝐵

𝑥 1 1 1 1 1 1
𝑦 1 2 3 4 5 0
𝑋= 𝑧 𝐴= 1 3 6 10 15 𝐵= 0
𝑤 1 4 10 20 35 0
[𝑡] [1 5 15 35 70] [0]

1 1 1 1 1 1 0 0 0 0
1 2 3 4 5 0 1 0 0 0 𝑅2 = 𝑟2 − 𝑟1
1 3 6 10 15||0 0 1 0 0 𝑅3 = 𝑟3 − 𝑟1
1 4 10 20 35 0 0 0 1 0 𝑅4 = 𝑟4 − 𝑟1
[1 5 15 35 70 0 0 0 0 1] 𝑅5 = 𝑟5 − 𝑟1

1 1 1 1 1 1 0 0 0 0 𝑅1 = 𝑟1 − 𝑟2
0 1 2 3 4 −1 1 0 0 0 𝑅3 = 𝑟3 − 2𝑟2
0 2 5 9 14||−1 0 1 0 0 𝑅4 = 𝑟4 − 3𝑟2
0 3 9 19 34 −1 0 0 1 0 𝑅5 = 𝑟5 − 4𝑟2
[0 4 14 34 69 −1 0 0 0 1]

1 0 −1 −2 −3 2 −1 0 0 0
𝑅1 = 𝑟1 + 𝑟3
0 1 2 3 4 −1 1 0 0 0
𝑅2 = 𝑟2 − 2𝑟3
0 0 1 3 6 || 1 −2 1 0 0
𝑅4 = 𝑟4 − 3𝑟3
0 0 3 10 22 2 −3 0 1 0
[0 𝑅5 = 𝑟5 − 6𝑟3
0 6 22 53 3 −4 0 0 1]

1 0 0 1 3 3 −3 1 0 0 𝑅1 = 𝑟1 − 𝑟4
0 1 0 −3 −8 −3 5 −2 0 0 𝑅2 = 𝑟2 + 3𝑟3
0 0 1 3 6 || 1 −2 1 0 0 𝑅3 = 𝑟3 − 3𝑟4
0 0 0 1 4 −1 3 −3 1 0 𝑅5 = 𝑟5 − 4𝑟4
[0 0 0 4 17 −3 8 −6 0 1]

1 0 0 0 −1 4 −6 4 −1 0 𝑅1 = 𝑟1 + 𝑟5
0 1 0 0 4 −6 14 −11 3 0 𝑅2 = 𝑟2 − 4𝑟5
0 0 1 0 −6|| 4 −11 10 −3 0 𝑅3 = 𝑟3 + 6𝑟5
0 0 0 1 4 −1 3 −3 1 0 𝑅4 = 𝑟4 − 4𝑟5
[0 0 0 0 1 1 −4 6 −4 1]

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1 0 0 0 0 5 −10 10 −5 1
0 1 0 0 0 −10 30 −35 19 −4
0 0 1 0 0|| 10 −35 46 −27 6
0 0 0 1 0 −5 19 −27 17 −4
[0 0 0 0 1 1 −4 6 −4 1]

Since the resulting matrix is in the form [𝐼|𝐴−1 ], then

5 −10 10 −5 1
−10 30 −35 19 −4
𝐴−1 = 10 −35 46 −27 6
−5 19 −27 17 −4
[ 1 −4 6 −4 1]

Hence,

𝑋 = 𝐴−1 𝐵

𝑥 5 −10 10 −5 1 1
𝑦 −10 30 −35 19 −4 0
𝑧 = 10 −35 46 −27 6 0
𝑤 −5 19 −27 17 −4 0
[𝑡] [ 1 −4 6 −4 1 ] [0]

𝑥 5
𝑦 −10
𝑧 = 10
𝑤 −5
[𝑡] [ 1 ]

Therefore,

𝑥=5
𝑦 = −10
𝑧 = 10
𝑤 = −5
𝑡=1

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Module Advanced Mathematics
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USMKCC-COL-F-050
Chapter 3 Determinants

Intended Learning Outcomes: At the end of this chapter, the students are expected to:
1. Define determinants and properties.
2. Compute for the determinants of a matrix using various methods.
3. Compute for the cofactor and inverse of a matrix

2.1 DEFINITION OF A DETERMINANTS


A determinant is a number associated with a square matrix. A determinant of order
"𝑛" is written as
𝑎11 𝑎12 … 𝑎1𝑛
𝑎21 𝑎22 … 𝑎2𝑛
| : : : : |
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑛
It has 𝑛2 elements arranged in "𝑛" rows and "𝑛" columns. The diagonal through
the left-hand top corner which contains the elements 𝑎11 , 𝑎22 , … , 𝑎𝑛𝑛 is called the leading
or the principal diagonal and 𝑎11 , 𝑎22 , … . , 𝑎𝑛𝑛 is called the leading term.

2.2 Methods in Finding the Determinants of a Matrix


2.2.1 Determinants of Orders 2 and 3
1. A determinant 𝐷 of order 2 has the value Negative Product
𝑎 𝑏1
𝐷=| 1 | = 𝑎1 𝑏2 − 𝑎2 𝑏1
𝑎2 𝑏2
Example: Positive Product
3 4
a) Evaluate 𝐷 = | |
1 2
Solution:
𝐷 = 3(2) − 1(4)
𝐷=2

b) Find the values of 𝑡 which satisfy the equation


𝑡−1 2
| |=0
3 𝑡−2

Solution:
𝑡−1 2
| |=0
3 𝑡−2

(𝑡 − 1)(𝑡 − 2) − 3(2) = 0
𝑡 2 − 3𝑡 + 2 − 6 = 0

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(𝑡 − 4)(𝑡 + 1) = 0

Therefore:
𝑡−4=0
𝑡=4

𝑡+1=0
𝑡 = −1

𝑡 = 4 and −1

2. A determinant 𝐷 of order 3 has the value


𝑎1 𝑏1 𝑐1
𝐷 = |𝑎 2 𝑏2 𝑐2 | = 𝑎1 𝑏2 𝑐3 + 𝑎2 𝑏3 𝑐1 + 𝑎3 𝑏1 𝑐2 − (𝑎3 𝑏2 𝑐1 + 𝑎1 𝑏3 𝑐2 + 𝑎2 𝑏1 𝑐3 )
𝑎3 𝑏3 𝑐3
The value may also be obtained by rewriting the first two columns as shown
below and evaluating as indicated.
𝑎1 𝑏1 𝑐1 𝑎1 𝑏1 𝑐1 𝑎1 𝑏1
𝐷 = |𝑎2 𝑏2 𝑐2 | = |𝑎2 𝑏2 𝑐2 | 𝑎2 𝑏2
𝑎3 𝑏3 𝑐3 𝑎3 𝑏3 𝑐3 𝑎3 𝑏3
𝐷 = 𝑎1 𝑏2 𝑐3 + 𝑎3 𝑏1 𝑐2 + 𝑎2 𝑏3 𝑐1 − 𝑎3 𝑏2 𝑐1 − 𝑎1 𝑏3 𝑐2 − 𝑎2 𝑏1 𝑐3
The above methods of evaluating the determinants of orders 2 and 3,
however, are insufficient for higher order determinants, 𝑛 > 4.

Example:
6 5 0
a. Evaluate 𝐷 = |−2 3 1|
1 4 3
Solution:

6 5 0
𝐷 = |−2 3 1|
1 4 3
𝐷 = 6(3)(3) + 5(1)(1) + 0(−2)(4) − 1(3)(0) − 4(1)(6) − 3(−2)(5)
𝐷 = 54 + 5 + 0 − 0 − 24 + 30
𝐷 = 65

𝑏2 + 𝑐 2 𝑎2 𝑎2
b. Evaluate 𝐷 = | 𝑏 2 𝑐 2 + 𝑎2 𝑏2 |
𝑐2 𝑐2 𝑎 + 𝑏2
2

Solution:

𝐷 = (𝑏 2 + 𝑐 2 )(𝑐 2 + 𝑎2 )(𝑎2 + 𝑏 2 ) + 𝑎2 𝑏 2 𝑐 2 + 𝑎2 𝑏 2 𝑐 2 − (𝑐 2 𝑎2 )(𝑐 2 + 𝑎2 )


− 𝑐 2 𝑏 2 (𝑏 2 + 𝑐 2 ) − (𝑎2 + 𝑏 2 )(𝑎2 𝑏 2 )

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𝐷 = (𝑏 2 + 𝑐 2 )(𝑐 2 + 𝑎2 )(𝑎2 + 𝑏 2 ) + 2𝑎2 𝑏 2 𝑐 2 − 𝑎2 𝑐 4 − 𝑎4 𝑐 2 − 𝑏 4 𝑐 2
− 𝑏 2 𝑐 4 − 𝑎4 𝑏 2 − 𝑎2 𝑏 4
𝐷 = (𝑎2 + 𝑏 2 )(𝑏 2 𝑐 2 + 𝑐 4 + 𝑎2 𝑐 2 ) + 2𝑎2 𝑏 2 𝑐 2 − 𝑎2 𝑐 4 − 𝑎4 𝑐 2 − 𝑏 4 𝑐 2
− 𝑏 2 𝑐 4 − 𝑎4 𝑏 2 − 𝑎2 𝑏 4
𝐷 = 𝑎2 𝑏 2 𝑐 2 + 𝑎4 𝑏 2 + 𝑎2 𝑐 4 + 𝑎4 𝑐 2 + 𝑏 4 𝑐 2 + 𝑎2 𝑏 4 + 𝑏 2 𝑐 4 + 𝑎2 𝑏 2 𝑐 2
+ 2𝑎2 𝑏 2 𝑐 2 − 𝑎2 𝑐 4 − 𝑎4 𝑐 2 − 𝑏 4 𝑐 2 − 𝑏 2 𝑐 4 − 𝑎4 𝑏 2 − 𝑎2 𝑏 4
𝐷 = 4𝑎2 𝑏 2 𝑐 2

Therefore,

𝐷 = (2𝑎𝑏𝑐)2

c. Find all the values of 𝑥 which satisfy the equation


𝑥 (3 + 𝑥) −10
|(1 − 𝑥) (2 − 𝑥) 5 | = 48
2 (4 + 𝑥) −𝑥
Solution:
𝑥(2 − 𝑥)(−𝑥) + (3 + 𝑥)(5)(2) + (−10)(4 + 𝑥)(1 − 𝑥) − 2(2 − 𝑥)(−10)
− (4 + 𝑥)(5)(𝑥) − (−𝑥)(3 + 𝑥)(1 − 𝑥) = 48
−2𝑥 + 𝑥 + 30 + 10𝑥 − 10(4 − 3𝑥 − 𝑥 2 ) + 40 − 20𝑥 − 20𝑥 − 5𝑥 2
2 3

+ 𝑥(3 − 2𝑥 − 𝑥 2 ) = 48
−2𝑥 2 + 𝑥 3 + 30 + 10𝑥 − 40𝑥 + 30𝑥 + 10𝑥 2 + 4 − 20𝑥 − 20𝑥 − 5𝑥 2 + 3𝑥
− 2𝑥 2 − 𝑥 3 = 48
𝑥 2 + 3𝑥 + 30 = 48
𝑥 2 + 3𝑥 + 30 − 48 = 0
𝑥 2 + 3𝑥 − 18 = 0
(𝑥 − 3)(𝑥 + 6) = 0
(𝑥 − 3) = 0 and (𝑥 + 6) = 0

Therefore,
𝑥 = 3 and 𝑥 = −6

2.3 Theorems of Determinants of any Order


1. The number of terms in the expansion of a determinant of order "𝑛" is 𝑛! Thus,
Order Number of Terms
2 2!
3 3!
4 4!
5 5!
: :
n n

2. If the corresponding rows and column columns of a determinant are


interchanged, its value is unchanged. Thus,
𝑎11 𝑎12 𝑎13 𝑎11 𝑎21 𝑎31
𝑎
| 21 𝑎 22 𝑎 23 | = |𝑎12 𝑎22 𝑎32 |
𝑎31 𝑎32 𝑎33 𝑎13 𝑎23 𝑎33
3. If any two columns (or rows) of a determinant are interchanged the sign of the
determinant is changed. So that,

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𝑎11 𝑎12 𝑎13 𝑎12 𝑎11 𝑎13
a. |𝑎21 𝑎22 𝑎23 | = − |𝑎22 𝑎21 𝑎23 |
𝑎31 𝑎32 𝑎33 𝑎32 𝑎31 𝑎33

The first column is interchanged with the second column.

𝑎11 𝑎12 𝑎13 𝑎31 𝑎32 𝑎33


b. |𝑎21 𝑎22 𝑎23 | = − |𝑎21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33 𝑎11 𝑎12 𝑎13
The first row is interchanged with the third row
4. If all the elements in any column (or row) of a determinant are zero, its value is
zero(0). Hence,
𝑎11 𝑎12 𝑎13
|𝑎21 𝑎22 𝑎23 | = 0
0 0 0

5. If any two columns (or rows) of a determinant have their corresponding


elements identical or proportional, its value is zero. So that,
5 1 4 1 3 −1
|1 2 3| = 0 |2 6 −3| = 0
5 1 4 3 9 8
In the first determinant, the first and third rows are identical; in the second
determinant, the first and second columns are proportional.
6. If each element of a column (or row) in a determinant is multiplied by the same
number 𝑘, the value of the determinant is multiplied by 𝑘. Hence,
𝑘𝑎11 𝑘𝑎12 𝑘𝑎13 𝑎11 𝑎12 𝑎13
| 𝑎21 𝑎22 𝑎
𝑎23 | = 𝑘 | 21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33 𝑎31 𝑎32 𝑎33

2.4 MINORS AND COFACTORS


The minor 𝑀𝑖𝑗 of the element 𝑎𝑖𝑗 in the 𝑖𝑡ℎ row and 𝑗𝑡ℎ column in any
determinant of order 𝑚 is that new determinant of order (𝑛 − 1) formed from the
elements remaining after deleting the 𝑖𝑡ℎ row and 𝑗𝑡ℎ column. Thus, for the determinant
𝑎11 𝑎12 𝑎13
𝐷 = |𝑎21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33
two of the minors are
𝑎12 𝑎13
𝑀21 = |𝑎 𝑎33 | from
32
𝑎11 𝑎12 𝑎13
𝐷 = |𝑎21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33

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𝑎21 𝑎22
and 𝑀13 = |𝑎 𝑎32 | from
31

𝑎11 𝑎12 𝑎13


𝐷 = |𝑎21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33

The cofactor 𝐴𝑖𝑗 of the element 𝑎𝑖𝑗 in any determinant of order 𝑚 is that signed
minor determined by

𝐴𝑖𝑗 = (−1)𝑖+𝑗 𝑀𝑖𝑗

Thus, for the preceding determinant,


𝑎12 𝑎13
𝐴21 = (−1)2+1 𝑀21 = − |𝑎 𝑎33 |
32
𝑎21 𝑎22
𝐴13 = (−1)1+3 𝑀13 = |𝑎 𝑎32 |
31

2.4.1 Expansion of Determinant by Minors


Theorem: The value of a determinant is the algebraic sum of the products obtained by
multiplying each element of a column (or row) by its cofactor or signed minor.
Hence, expanding the given determinant about the second column,
𝑎11 𝑎12 𝑎13
𝐷 = |𝑎21 𝑎22 𝑎23 |
𝑎31 𝑎32 𝑎33
𝐷 = 𝑎12 𝐴12 + 𝑎22 𝐴22 + 𝑎32 𝐴32
𝐷 = 𝑎12 (−1)1+2 𝑀12 + 𝑎22 (−1)2+2 𝑀22 + 𝑎32 (−1)3+2 𝑀32
𝑎21 𝑎23 𝑎11 𝑎13 𝑎11 𝑎13
𝐷 = 𝑎12 (−1)1+2 |𝑎 𝑎33 | + 𝑎 22 (−1) 2+2
|𝑎31 𝑎33 | + 𝑎 32 (−1)3+2
|𝑎21 𝑎23 |
31

It should be noted that in using the cofactor expansion, a sign convention can be
used directly instead of (−1)𝑖+𝑗 . That is, considering a determinant of order 4, a
checkerboard is established
+ − + −
− + − +
| |
+ − + −
− + − +
Example:
4 0 5
1. Evaluate 𝐷 = |−1 2 3| using cofactor expansion.
3 1 2

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Solution:
By expanding about the first row,
2 3 −1 3 −1 2
𝐷 = 4| | − 0| | + 5| |
1 2 3 2 3 1
𝐷 = 4(4 − 3) − 0(−2 − 9) + 5(−1 − 6)
𝐷 = 4(1) − 0(−11) + 5(−7)
𝑫 = −𝟑𝟏

Checking answer with the determinants of order 3


𝐷 = 4(2)(2) + (−1)(1)(5) + 3(3)(0) − {(3)(2)(5) + 1(3)(4) + 2(0)(−1)}
𝐷 = 16 − 5 − (30 + 12)
𝐷 = 11 − 42
𝑫 = −𝟑𝟏

1 −2 3 4
−2 1 −3 3
2. Evaluate 𝐷 = | | using cofactor expansion
4 3 2 −1
3 4 5 2
Solution:
By expanding about the fourth row,
−2 3 4 1 3 4 1 −2 4
𝐷 = −3 | 1 −3 3 | + 4 |−2 −3 3 | − 5 |−2 1 3|
3 2 −1 4 2 −1 4 3 −1
1 −2 3
+ 2 |−2 1 −3|
4 3 2
𝐷 = −3[(−2)(−3)(−1) + 3(3)(3) + 4(2)(1) − 3(−3)(4) − (−1)(3)(1)
− 2(3)(−2)]
+ 4[1(−3)(−1) + 3(3)(4) + 4(2)(−2) − 4(−3)(4) − 2(3)(1)
− (−1)(3)(−2)]
− 5[1(1)(−1) + (−2)(3)(4) + 4(3)(−2) − 4(1)(4) − 3(3)(1)
− (−1)(−2)(−2)]
+ 2[1(1)(2) + (−2)(−3)(4) + 3(3)(−2) − 4(1)(3)
− 3(−3)(1) − 2(−2)(−2)]
𝐷 = −3[(−6) + 27 + 8 + 36 + 3 + 12] + 4[3 + 36 − 16 + 48 − 6 − 6]
− 5[(−1) − 24 − 24 − 16 − 9 + 4]
+ 2[2 + 24 − 18 − 12 + 9 − 8]
𝐷 = −3(80) + 4(59) − 5(−70) + 2(−3)
𝐷 = −240 + 236 + 350 − 6
Therefore,
𝑫 = 𝟑𝟒𝟎

1 2 −1 2
3 0 1 5
3. Evaluate 𝐷 = | | using cofactor expansion.
1 −2 0 3
−2 −4 1 6
Solution:
By expanding about the third column,
3 0 5 1 2 2 1 2 2
𝐷 = −1 | 1 −2 3| − 1 | 1 −2 3| − 1 |3 0 5|
−2 −4 6 −2 −4 6 1 −2 3

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𝐷 = [3(−2)(6) + (0)(3)(−2) + 5(−4)(1) − (−2)(−2)(5) − (−4)(3)(3)
− 6(0)(1)]
− [1(−2)(6) + 2(3)(−2) + 2(−4)(1) − (−2)(−2)(2)
− (−4)(3)(1) − 6(2)(1)]
− [1(0)(3) + 2(5)(1) + 2(−2)(3) − 1(0)(2) − (−2)(5)(1)
− 3(2)(3)]
𝐷 = −(−36 − 0 − 20 − 20 + 36 − 0) − (−12 − 12 − 8 − 8 + 12 − 12)
− (0 + 10 − 12 − 0 + 10 − 18)
𝐷 = −(−40) − (−40) − (−10)
𝐷 = 40 + 40 + 10
Therefore,
𝑫 = 𝟗𝟎

Note: In evaluating the determinant of a given matrix by expansion by minors, it is


more convenient to choose a row or a column with greater 1 and 0 as its element
to eliminate more terms in the expansion.

2.4 EVALUATION OF DETERMINANTS BY PIVOTAL ELEMENT METHOD


One of the useful methods in evaluating a determinant is called the pivotal element
method. The steps for this method consist of the following
1. If the given determinant of order 𝑛 has an element equal to one or unity,
choose this particular element as the pivotal element. Otherwise, choose some
convenient element. Reduce this to unity by dividing either the 𝑖𝑡ℎ row or
𝑗𝑡ℎ column by 𝑎𝑖𝑗 , and then balancing by multiplying the determinant also by
𝑎𝑖𝑗 .
2. Cross out the row or column through 𝑎𝑖𝑗 .
3. From each element of the resulting determinant of order (𝑛 − 1), subtract the
product of the elements in which the row and column containing 𝑎𝑖𝑗 are met
by the row and column containing that element.
4. Then the value of the given determinant is (−1)𝑖+𝑗 times the value of the new
determinant.
Example:
2 3 3
a. Evaluate 𝐷 = | 0 1 5| using the pivotal element method.
−4 −1 9
Solution:
Considering the element (1) in the second row and second column as pivotal
element, then

2 3 3
𝐷=| 0 1 5| Pivotal Element
−4 −1 9
2 − 3(0) 3 − 3(5)
𝐷 = (−1)2+2 | |
−4 − (−1)(0) 9 − (−1)(5)

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2−0 3 − 15
𝐷 = (−1)2+2 | |
−4 − 0 9+5
2 −12
𝐷 = (−1)2+2 | |
−4 14
𝐷 = 2(14) − (−4)(−12)
𝐷 = 28 − 48
Therefore,
𝐷 = −20

Check:
2 3 3
𝐷=| 0 1 5|
−4 −1 9
= 2(1)(9) + 3(5)(−4) + 3(−1)(0) − (−4)(1)(3)
− (−1)(5)(2) − 9(3)(0)
𝐷 = 18 − 60 − 0 + 12 + 10 − 0
𝑫 = −𝟐𝟎

3 2 4 4
0 7 9 −2
b. Evaluate 𝐷 = | | using the pivotal element method.
−1 −8 −3 3
5 6 9 5
Solution:
Considering the element in the third row and first column as the pivotal
element; since it is not equal to unity, then
−3 2 4 4
0 7 9 −2
𝐷 = (−1) | |
1 −8 −3 3
−5 6 9 5
2 − (−3)(−8) 4 − (−3)(−3) 4 − (−3)(3)
𝐷 = (−1)(−1)3+1 | 7 − (0)(−8) 9 − (0)(−3) −2 − (0)(3)|
6− (−5)(−8) 9 − (−5)(−3) 5 − (−5)(3)
−22 −5 13
𝐷= (−1)(1) | 7 9 −2|
−34 −6 20
𝐷 = −1[(−22)(9)(20) + (−5)(−2)(−34) + 13(7)(−6) − (−34)(9)(13)
− (−6)(−2)(−22) − 20(−5)(7)]
𝐷 = (−1)[−3960 − 340 − 546 + 3978 + 264 + 700]
𝐷 = (−1)(96)
Therefore:
𝑫 = −𝟗𝟔

2.5 LAPLACE’S DEVELOPMENT


Let 𝐷 be an 𝑛𝑡ℎ order determinant, and let 𝑀 be the 𝑘𝑡ℎ order determinant (𝑘𝑛)
whose elements are those in any 𝑘 rows and columns of 𝐷. Then 𝑀 is called a 𝑘𝑡ℎ minor
of 𝐷.
The complementary minor of 𝑀 is the determinant of order (𝑛 − 𝑘) which results
after deleting the rows and columns of 𝑀 from 𝐷.
Consider the fourth-order determinant,

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𝑎1 𝑏1 𝑐1 𝑑1
𝑎 𝑏2 𝑐2 𝑑2
𝐷=| 2 |
𝑎3 𝑏3 𝑐3 𝑑3
𝑎4 𝑏4 𝑐4 𝑑4
𝑎 𝑏1
𝑀=| 1 | is a second-order minor
𝑎2 𝑏2
𝑐 𝑑3
Complementary minor of 𝑀 = | 3 |
𝑐4 𝑑4
𝑐3 𝑑3 𝑐 𝑑3
Algebraic complement of 𝑀 = (−1)1+2+1+2 | |=| 3 |
𝑐4 𝑑4 𝑐4 𝑑4

2.5.1 Theorem on Laplace’s Development


Choose any 𝑘 rows (or columns) from a determinant 𝐷. Then 𝐷 is equal to the sum
of the products of all the 𝑘𝑡ℎ minors of 𝐷 contained in the chosen rows (or
columns) multiplied by their corresponding algebraic complements.

Example:

2 3 3
a. Evaluate 𝐷 = | 0 1 5| using the Laplace’s development.
−4 −1 9
Solution:
Expanding by minors of the first two rows,
2 3 (9) (−1)1+2+1+3 2 3 (−1)
𝐷 = (−1)1+2+1+2 | | + | |
0 1 0 5
3 3
+ (−1)1+2+2+3 | | (−4)
1 5
𝐷 = (1)(9)[(2)(1) − (0)(3)] + (−1)(−1)[(2)(5) − 0(3)]
+ (1)(−4)[3(5) − 1(3)]
𝐷 = 9(2 − 0) + (10 − 0) − 4(15 − 3)
𝐷 = 9(2) + 10 − 4(12)
𝐷 = 18 + 10 − 48
Therefore,
𝑫 = −𝟐𝟎
1 2 −1 2
3 0 1 5
b. Evaluate 𝐷 = | | using Laplace development
1 −2 0 3
−2 −4 1 6
Solution:
Expanding the minors of the first two rows,
1 2 −1 2
3 0 1 5
𝐷=| |
1 −2 0 3
−2 −4 1 6

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1 2 0 3 1 −1 −2 3
𝐷 = (−1)1+2+1+2 | || | + (−1)1+2+1+3 | || |
3 0 1 6 3 1 −4 6
1 2 −2 0
+ (−1)1+2+1+4 | || |
3 5 −4 1
2 −1 1 3
+ (−1)1+2+2+3 | || |
0 1 −2 6
2 2 1 0
+ (−1)1+2+2+4 | || |
0 5 −2 1
−1 2 1 −2
+ (−1)1+2+3+4 | || |
1 5 −2 4
𝐷 = 1(0 − 6)(0 − 3) + (−1)(1 + 3)(−12 + 12) + 1(5 − 6)(−2 + 0)
+ 1(2 + 0)(6 + 6) + (−1)(10 − 0)(1 + 0)
+ 1(−5 − 2)(−4 − 4)
𝐷 = 1(−6)(−3) − 4(0) + (−1)(−2) + 2(12) − (10)(1) + (−7)(−8)
𝐷 = 18 − 0 + 2 + 24 − 10 + 56
Therefore
𝐷 = 90

2.6 INVERSE OF A MATRIX USING ADJOINT MATRIX


The inverse of a matrix can be determined by using the determinant of the given
matrix. In this method, we can directly determine if the matrix is invertible or not. If the
value of the determinant is zero, the matrix is singular or no inverse. Otherwise, the matrix
is invertible.
The following are the steps in finding the inverse of the matrix using an adjoint
matrix.
1. Find the determinant of the given matrix 𝐴. If the value of the determinant is
zero, there is no inverse. If it is not equal to zero, continue to apply the following
steps.
2. Form the transpose of the matrix 𝐴𝑇 .
3. Replace each element of 𝐴𝑇 by its corresponding cofactor. The resulting matrix
is called the adjoint matrix.
4. Divide each element of the adjoint matrix by the determinant of 𝐴 and the
result is 𝐴−1.
Hence,

([𝐴𝑑𝑗𝑜𝑖𝑛𝑡 𝐴])
𝐴−1 =
|𝐴|

Example:
2 3
a. Find the inverse of 𝐴 = [ ] using the adjoint matrix.
2 2
Solution:
|𝐴| = [2 3]
2 2
|𝐴| = 2(2) − 2(3)
|𝐴| = −2
2 2
𝐴𝑇 = [ ]
3 2
2 −3
𝐴𝑑𝑗. 𝐴 = [ ]
−2 2

So that,

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[𝐴𝑑𝑗. 𝐴] 1
𝐴−1 = = [𝐴𝑑𝑗. 𝐴]
|𝐴| 𝐴
1 2 −3
𝐴−1 =− [ ]
2 −2 2

Therefore,
3
𝐴−1 = [−1 2 ]
1 −1

1 0 1 0
0 1 0 1
b. Find the inverse of 𝐴 = [ ] using the adjoint matrix.
2 3 4 0
0 0 0 1
Solution:
([𝐴𝑑𝑗𝑜𝑖𝑛𝑡 𝐴])
𝐴−1 =
|𝐴|

To determine the value of |𝐴|, use the cofactor expansion about the elements of
the fourth row. Hence,

1 0 1
|𝐴| = (1) |0 1 0|
2 3 4
|𝐴| = (1)(1)(4) + (0)(0)(2) + (1)(0)(3) − (2)(1)(1) − (3)(0)(1)
− (4)(0)(0)
|𝐴| = 4 + 0 + 0 + 0 − 2 − 0 − 0
|𝐴| = 2

Also,

1 0 2 0
0 1 3 0
𝐴𝑇 = [ ]
1 0 4 0
0 1 0 1

1 3 0 0 3 0 0 1 0 0 1 3
|0 4 0 | − |1 4 0 | |1 0 0| − |1 0 4|
1 0 1 0 0 1 0 1 1 0 1 0
0 2 0 1 2 0 1 0 0 1 0 2
− |0 4 0 | |1 4 0 | − |1 0 0| |1 0 4|
𝐴𝑑𝑗. 𝐴 = 1 0 1 0 0 1 0 1 1 0 1 0
0 2 0 1 2 0 1 0 0 1 0 2
|1 3 0| − |0 3 0| |0 1 0| − |0 1 3|
0 4 0 0 0 1 0 1 1 0 1 0
0 2 0 1 2 0 1 0 0 1 0 2
− |1 3 0 | |0 3 0 | − |0 1 0| |0 1 3|
[ 0 4 0 1 4 0 1 0 0 1 0 4 ]

Hence, evaluating the determinants,

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4 3 −1 −3
0 2 0 −2
𝐴𝑑𝑗. 𝐴 = [ ]
−2 −3 1 3
0 0 0 2
Therefore,
4 3 −1 −3
0 2 0 −2
[ ]
−2 −3 1 3
𝐴−1 = 0 0 0 2
2
4 3 −1 −3
1 0 2 0 −2
𝐴−1 = [ ]
2 −2 −3 1 3
0 0 0 2

2.7 CRAMER’S RULE

A method in solving a system of linear equations which involves determinants is


called a Cramer’s Rule.
Let 𝐷 denote the coefficient matrix in a system of 𝑛 linear equations in the 𝑛
unknowns 𝑥1 , 𝑥2 , … . . , 𝑥𝑛 , where each equation is written in the form
𝑎1 𝑥1 + 𝑎2 𝑥2 + ⋯ + 𝑎𝑛 𝑥𝑛 = 𝑏
Let 𝐷𝑥𝑖 be the matrix obtained from 𝐷 by replacing the column of coefficients of 𝑥𝑖
by the column of constants appearing on the right-hand side of the system. Then, if 𝐷 ≠
0,
|𝐷𝑥1 | |𝐷𝑥2 | |𝐷𝑥𝑛 |
𝑥1 = , 𝑥2 = , … , 𝑥𝑛 =
|𝐷| |𝐷| |𝐷|
Remember that in applying the Cramer’s Rule, it is important that the terms
involving the unknowns in each equation be written in the same order, and that the
constant terms all l appear on the right.
Cramer’s Rule works only when the number of equations is the same as the number
of unknowns. Furthermore, it is usually impractical for systems with more than three
equations. It works well for two equations and two unknowns, and is often the easiest
method in this case.

Example:

a. Solve the system of linear equations


2𝑥 + 𝑦 − 𝑧 = 1
3𝑥 − 𝑦 + 𝑧 = 4
2𝑥 + 3𝑦 + 𝑧 = 3
Using Cramer’s Rule

Solution:
2𝑥 + 𝑦 − 𝑧 = 1
3𝑥 − 𝑦 + 𝑧 = 4
2𝑥 + 3𝑦 + 𝑧 = 3

Hence,

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2 1 −1
𝐷 = [3 −1 1 ]
2 3 1

𝐷 = 2(−1)(1) + (1)(1)(2) + (−1)(3)(3) − (2)(−1)(−1) − (3)(1)(2)


− (1)(3)(1)
𝐷 = −2 + 2 − 9 − 2 − 6 − 3
𝐷 = −20

So that,

2 1 −1
𝐷(𝑥) = [4 −1 1 ]
3 3 1

𝐷(𝑥) = (1)(−1)(1) + (1)(1)(3) + (−1)(3)(4) − (3)(−1)(−1) − (3)(1)(1)


− (1)(4)(1)
𝐷(𝑥) = −1 + 3 − 12 − 3 − 3 − 4
(−20)(𝑥) = −20
𝑥=1

Also,

2 1 −1
𝐷(𝑦) = [3 4 1]
2 3 1

𝐷(𝑦) = (2)(4)(1) + (1)(1)(2) + (−1)(3)(3) − (2)(4)(−1) − (3)(1)(2)


− (1)(1)(3)
𝐷(𝑦) = 8 + 2 − 9 + 8 − 6 − 3
(−20)(𝑦) = 0
𝑦=0

2 1 1
𝐷(𝑧) = [3 −1 4]
2 3 3

𝐷(𝑧) = (2)(−1)(3) + (1)(4)(2) + (1)(3)(3) − (2)(−1)(1) − (3)(4)(2)


− (3)(3)(1)
𝐷(𝑧) = −6 + 8 + 9 + 2 − 24 − 9
(−20)(𝑧) = −20
𝑧=1

Therefore,
𝑥=1
𝑦=0
𝑧=1

b. Solve the linear system


𝑥+𝑦+𝑧+𝑤 =1
𝑥−𝑦+𝑧−𝑤 =1

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𝑥 − 𝑦 − 𝑧 + 𝑤 = −1
𝑥 − 𝑦 + 𝑧 + 𝑤 = −1
using Cramer’s Rule

Solution:

𝑥+𝑦+𝑧+𝑤 =1
𝑥−𝑦+𝑧−𝑤 =1
𝑥−𝑦−𝑧+𝑤 = −1
𝑥−𝑦+𝑧+𝑤 = −1

Hence,
1 1 1 1
1 −1 1 −1
𝐷=[ ]
1 −1 −1 1
1 −1 1 1

Using the pivotal element method and considering the element in the first
row first column as pivotal element, then

−1 − (1)(1) 1 − (1)(1) −1 − (1)(1)


𝐷 = (−1)1+1
|−1 − (1)(1) −1 − (1)(1) 1 − (1)(1) |
−1 − (1)(1) 1 − (1)(1) 1 − (1)(1)
−2 0 −2
𝐷 = |−2 −2 0 |
−2 0 0
𝐷 = (−2)(−2)(0) + (0)(0)(−2) + (−2)(0)(−2) − (−2)(−2)(−2)
− (0)(0)(−2) − (0)(0)(−2)
𝐷 =8

So that,

1 1 1 1
1 −1 1 −1
𝐷(𝑥) = | |
−1 −1 −1 1
−1 −1 1 1
−1 − (1)(1) 1 − (1)(1) −1 − (1)(1)
𝐷(𝑥) = (−1)1+1 |−1 − (1)(1) −1 − (−1)(1) 1 − (−1)(1)|
−1 − (1)(1) 1 − (−1)(1) 1 − (−1)(1)
−2 0 −2
𝐷(𝑥) = | 0 0 2 | ;
0 2 2
𝐷(𝑥) = (−2)(0)(2) + (0)(2)(0) + (−2)(2)(0) − (0)(0)(−2) − 2(2)(−2)
− 2(0)(0)
𝐷(𝑥) = 0 + 0 − 0 ± +8 − 0
8(𝑥) = 8
𝑥=1

Also,

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1 1 1 1
1 1 1 −1
𝐷(𝑦) = | |
1 −1 −1 1
1 −1 1 1
1 − (1)(1) 1 − (1)(1) −1 − (1)(1)
1+1
𝐷(𝑦) = (−1) |−1 − (1)(1) −1 − (−1)(1) 1 − (−1)(1)|
−1 − (1)(1) 1 − (−1)(1) 1 − (−1)(1)
0 0 −2
𝐷(𝑦) = |−2 −2 0 |
−2 0 0
𝐷(𝑦) = (0)(−2)(0) + (0)(0)(−2) + (−2)(0)(−2) − (−2)(−2)(−2)
− (0)(0)(0) − (0)(0)(−2)
8(𝑦) = 8
𝑦=1

1 1 1 1
1 −1 1 −1
𝐷(𝑧) = | |
1 −1 −1 1
1 −1 −1 1
−1 − (1)(1) 1 − (1)(1) −1 − (1)(1)
𝐷(𝑧) = (−1)1+1 |−1 − (1)(1) −1 − (1)(1) 1 − (1)(1) |
−1 − (1)(1) −1 − (1)(1) 1 − (1)(1)
−2 0 −2
𝐷(𝑧) = |−2 −2 0 |
−2 −2 2
𝐷(𝑧) = (−2)(−2)(0) + (0)(0)(−2) + (−2)(−2)(−2) − (−2)(−2)(−2)
− (−2)(0)(−2) − (0)(0)(−2)
𝐷(𝑧) = 0 − 0 − 8 + 8 − 0 + 0
8(𝑧) = 0
𝑧=0

1 1 1 1
1 −1 1 1
𝐷(𝑤) = | |
1 −1 −1 −1
1 −1 1 −1
−1 − (1)(1) 1 − (1)(1) 1 − (1)(1)
1+1
𝐷(𝑤) = (−1) |−1 − (1)(1) −1 − (1)(1) −1 − (1)(1)|
−1 − (1)(1) 1 − (1)(1) −1 − (1)(1)
−2 0 0
𝐷(𝑤) = |−2 −2 −2|
−2 0 −2
𝐷(𝑤) = (−2)(−2)(−2) + (0)(−2)(−2) + (0)(0)(−2) − (−2)(−2)(0)
− (0)(−2)(−2) − (−2)(0)(−2)
𝐷(𝑤) = −8 + 0 − 0 − 0 − 0 − 0
8(𝑤) = −8
𝑤 = −1

Therefore,

𝑥=1
𝑦=1
𝑧=0

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𝑤 = −1

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Module Advanced Mathematics
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Chapter 4 Solution of Linear Systems

Intended Learning Outcomes: At the end of this chapter, the students are expected to:
1. Solve the solution on Linear systems of equation using L-U Decomposition, and
Iterative Methods.

4.1 L-U Decomposition Method


L U decomposition of a matrix is the factorization of a given square matrix into
two triangular matrices, one upper triangular matrix and one lower triangular matrix,
such that the product of these two matrices gives the original matrix. It was introduced
by Alan Turing in 1948, who also created the Turing machine.
This method of factorizing a matrix as a product of two triangular matrices has
various applications such as solution of a system of equations, which itself is an integral
part of many applications such as finding current in a circuit and solution of discrete
dynamical system problems; finding the inverse of a matrix and finding the determinant
of the matrix. Basically, the L U decomposition method comes handy whenever it is
possible to model the problem to be solved into matrix form. Conversion to the matrix
form and solving with triangular matrices makes it easy to do calculations in the process
of finding the solution.
A square matrix A can be decomposed into two square matrices L and U such that
𝐴 = 𝐿 𝑈 where 𝑈 is an upper triangular matrix formed as a result of applying Gauss
Elimination Method on 𝐴; and L is a lower triangular matrix with diagonal elements being
equal to 1.
𝑎11 𝑎12 𝑎13 1 0 0
For 𝑎
𝐴 = [ 21 𝑎22 𝑎23 ], we have 𝑙
𝐿 = [ 21 1 0] and 𝑈=
𝑎31 𝑎32 𝑎33 𝑙31 𝑙32 1
𝑢11 𝑢12 𝑢13
[ 0 𝑢22 𝑢23 ] ; such that 𝐴 = 𝐿𝑈. E.g.
0 0 𝑢33
𝑎11 𝑎12 𝑎13 1 0 0 𝑢11 𝑢12 𝑢13
[𝑎21 𝑎22 𝑎23 ] = [𝑙21 1 0] ∗ [ 0 𝑢22 𝑢23 ]
𝑎31 𝑎32 𝑎33 𝑙31 𝑙32 1 0 0 𝑢33

Here value of 𝑙21 , 𝑢11 etc. can be compared and found.

4.1.2 Gauss Elimination Method

According to the Gauss Elimination method:


1. Any zero row should be at the bottom of the matrix.
2. The first non-zero entry of each row should be on the right-hand side of
the first non-zero entry of the preceding row.
This method reduces the matrix to row echelon form.

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Steps for L-U Decomposition
Given a set of linear equations, first convert them into matrix form A X = C where
A is the coefficient matrix, X is the variable matrix and C is the matrix of numbers on the
right-hand side of the equations.
Now, reduce the coefficient matrix 𝐴, i.e., the matrix obtained from the
coefficients of variables in all the given equations such that for ‘𝑛’ variables we have an
𝑛𝑥𝑛 matrix, to row echelon form using Gauss Elimination Method. The matrix so
obtained is 𝑈.
To find L, we have two methods. The first one is to assume the remaining
elements as some artificial variables, make equations using A = L U and solve them to
find those artificial variables. The other method is that the remaining elements are the
multiplier coefficients because of which the respective positions became zero in the 𝑈
matrix. (This method is a little tricky to understand by words but would get clear in the
example below)
Now, we have 𝐴 (the 𝑛𝑥𝑛 coefficient matrix), 𝐿 (the 𝑛𝑥𝑛 lower triangular matrix),
𝑈 (the 𝑛𝑥𝑛 upper triangular matrix), 𝑋 (the 𝑛𝑥1 matrix of variables) and 𝐶 (the 𝑛𝑥1
matrix of numbers on the right-hand side of the equations).
The given system of equations is 𝐴𝑋 = 𝐶. We substitute 𝐴 = 𝐿 𝑈. Thus, we have
𝐿𝑈𝑋 = 𝐶. We put 𝑍 = 𝑈𝑋, where 𝑍 is a matrix or artificial variables and solve for 𝐿𝑍 =
𝐶 first and then solve for 𝑈𝑋 = 𝑍 to find 𝑋 or the values of the variables, which was
required.

Example:

a. Solve the following system of equations using LU Decomposition method:

𝑥1 + 𝑥2 + 𝑥3 = 1
4𝑥1 + 3𝑥2 − 𝑥3 = 6
3𝑥1 + 5𝑥2 + 3𝑥3 = 4

Solution:

1 1 1 𝑥1 1
𝐴 = [4 3 −1] , 𝑋 = [𝑥2 ] and 𝐶 = [6] such that 𝐴𝑋 = 𝐶
3 5 3 𝑥3 4

1 1 1
Now, we first consider [4 3 −1] and convert it row echelon form using Gauss
3 5 3
Elimination Method.

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1 1 1
𝑅2 = 𝑟2 − 4𝑟1
[4 3 −1]
𝑅3 = 𝑟3 − 3𝑟1
3 5 3
We get,
1 1 1
[0 −1 −5] 𝑅3 = 𝑟3 − (−2𝑟2 )
0 2 0
We get,
1 1 1 1 0 0
[0 −1 −5 ] = 𝑈, 𝐿 = [4 1 0]
0 0 −10 3 −2 1

𝑧1
𝑧
Now we assume that 𝑍 = [ 2 ] and solve for 𝐿𝑍 = 𝐶
𝑧3
1 0 0 𝑧1 1
[4 1 0] [𝑧2 ] = [6]
3 −2 1 𝑧3 4

So, we have 𝑧1 = 1, 4𝑧1 + 𝑧2 = 6, 3𝑧1 − 2𝑧2 + 𝑧3 = 4


Solving, we get 𝑧1 = 1, 𝑧2 = 2 and 𝑧3 = 5

Now, we solve 𝑈𝑋 = 𝑍
1 1 1 𝑥1 1
[0 −1 −5 ] [𝑥2 ] = [2],
0 0 −10 𝑥3 5

Therefore, we get 𝑥1 + 𝑥2 + 𝑥3 = 1, −𝑥2 − 5𝑥3 = 2, −10𝑥3 = 5


𝟏 𝟏
Thus, the solution for the linear equations is 𝒙𝟏 = 𝟏, 𝒙𝟐 = 𝟐 , 𝒂𝒏𝒅 𝒙𝟑 = − 𝟐 and hence,
1
1
matrix 𝑋 = [ 2 ].
1
−2

𝑥1 1 2 4 𝑥1 3
b. Find the solution of 𝑋 = [𝑥2 ] of the system [3 8 14] [𝑥2 ] = [13].
𝑥3 2 6 13 𝑥3 4

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Solution:

1 2 4 𝑥1 3
𝐴 = [3 8 14] , 𝑋 = [𝑥2 ] and 𝐶 = [13] such that 𝐴𝑋 = 𝐶
2 6 13 𝑥3 4

1 2 4
Now, we first consider [3 8 14] and convert it row echelon form using Gauss
2 6 13
Elimination Method.

1 2 4
𝑅2 = 𝑟2 − 3𝑟1
[3 8 14]
𝑅3 = 𝑟3 − 2𝑟1
2 6 13
We get,
1 2 4
[0 2 2 ] 𝑅3 = 𝑟3 − 𝑟2
0 2 5
We get,
1 2 4 1 0 0
[0 2 2] = 𝑈, 𝐿 = [3 1 0]
0 0 3 2 1 1

𝑧1
𝑧
Now we assume that 𝑍 = [ 2 ] and solve for 𝐿𝑍 = 𝐶
𝑧3
1 0 0 𝑧1 3
𝑧
[3 1 0] [ 2 ] = [13]
2 1 1 𝑧3 4

So, we have 𝑧1 = 3, 3𝑧1 + 𝑧2 = 13, 2𝑧1 + 𝑧2 + 𝑧3 = 4


Solving, we get 𝑧1 = 3, 𝑧2 = 4 and 𝑧3 = −6

Now, we solve 𝑈𝑋 = 𝑍
1 2 4 𝑥1 3
[0 2 2] [𝑥2 ] = [ 4 ],
0 0 3 𝑥3 −6

Therefore, we get 𝑥1 + 2𝑥2 + 4𝑥3 = 3, 2𝑥2 + 2𝑥3 = 4, 3𝑥3 = −6


Thus, the solution for the linear equations is 𝒙𝟏 = 𝟑, 𝒙𝟐 = 𝟒, 𝒂𝒏𝒅 𝒙𝟑 = −𝟐 and hence,
3
matrix 𝑋 = [ 4 ].
−2

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4.2 Iterative Method for Solving Linear Systems
As a numerical technique, Gaussian elimination is rather unusual because it is
direct. That is, a solution is obtained after a single application of Gaussian elimination. Once
a “solution” has been obtained, Gaussian elimination offers no method of refinement. The
lack of refinements can be a problem because, as the previous section shows, Gaussian
elimination is sensitive to rounding error.
Numerical techniques more commonly involve an iterative method. For example,
in calculus you probably studied Newton’s iterative method for approximating the zeros of
a differentiable function. In this section you will look at two iterative methods for
approximating the solution of a system of 𝑛 linear equations in 𝑛 variables.

4.2.1 Jacobi Method

The first iterative technique is called the Jacobi method, after Carl Gustav Jacob
Jacobi (1804–1851). This method makes two assumptions: (1) that the system given by

𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1


𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷∷:
𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑏𝑛

has a unique solution and (2) that the coefficient matrix A has no zeros on its main diagonal.
If any of the diagonal entries 𝑎11 , 𝑎22 , … , 𝑎𝑛𝑛 are zero, then rows or columns must be
interchanged to obtain a coefficient matrix that has nonzero entries on the main diagonal.
To begin the Jacobi method, solve the first equation for 𝑥1 , the second equation
for 𝑥2 , and so on, as follows.

1
𝑥1 = (𝑏 − 𝑎12 𝑥2 − 𝑎13 𝑥3 − ⋯ − 𝑎1𝑛 𝑥𝑛 )
𝑎11 1
1
𝑥2 = (𝑏 − 𝑎21 𝑥1 − 𝑎23 𝑥3 − ⋯ − 𝑎2𝑛 𝑥𝑛 )
𝑎22 2
∷∷∷:
1
𝑥𝑛 = (𝑏 − 𝑎𝑛1 𝑥1 − 𝑎𝑛2 𝑥2 − ⋯ − 𝑎𝑛,𝑛−1 𝑥𝑛−1 )
𝑎𝑛𝑛 𝑛

Then make an initial approximation of the solution, (𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 ) initial approximation,


and substitute these values of 𝑥, into the right-hand side of the rewritten equations to
obtain the forst approximation. After this procedure has completed, one iteration has been
performed. In the same way, the second approximation is formed by substituting the first
approximation’s 𝑥-values into the right-hand side of the rewritten equations. By repeated
iterations, you will form a sequence of approximations that often converges to the actual
solution. This procedure is illustrated in Example 1.

Example 1: Applying the Jacobi Method

Use the Jacobi method to approximate the solution of the following system of
linear equations.
5𝑥1 − 2𝑥2 + 3𝑥3 = −1
−3𝑥1 + 9𝑥2 + 𝑥3 = 2
2𝑥1 − 𝑥2 − 7𝑥3 = 3

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Continue the iterations until two successive approximations are identical when rounded to
three significant digits.

Solution: To begin, write the system in the form

1 2 3
𝑥1 = − + 𝑥2 − 𝑥3
5 5 5
2 3 1
𝑥2 = + 𝑥1 − 𝑥3
9 9 9
3 2 1
𝑥3 = − + 𝑥1 − 𝑥2
7 7 7

Because you do not know the actual solution, choose

𝑥1 = 0, 𝑥2 = 0, 𝑥3 = 0: Initial approximation

as a convenient initial approximation. So, the first approximation is

1 2 3
𝑥1 = − + (0) − (0) = −0.200
5 5 5
2 3 1
𝑥2 = + (0) − (0) ≈ 0.222
9 9 9
3 2 1
𝑥3 = − + (0) − (0) ≈ −0.429
7 7 7

Continuing this procedure, you obtain the sequence of approximations shown in


Table below.

𝑛 0 1 2 3 4 5 6 7
𝑥1 0.000 −0.200 0.146 0.192 0.181 0.185 0.186 0.186
𝑥2 0.000 0.222 0.203 0.328 0.332 0.329 0.331 0.331
𝑥3 0.000 −0.429 −0.517 −0.416 −0.421 −0.424 −0.423 −0.423

Because the last two columns in Table 10.1 are identical, you can conclude that to
three significant digits the solution is

𝑥1 = 0.186, 𝑥2 = 0.331, and 𝑥3 = −0.423

For the system of linear equations given in Example 1, the Jacobi method is said to
converge. That is, repeated iterations succeed in producing an approximation that is
correct to three significant digits. As is generally true for iterative methods, greater
accuracy would require more iterations.

4.2.2 The Gauss-Seidel Method

You will now look at a modification of the Jacobi method called the Gauss-Seidel
method, named after Carl Friedrich Gauss (1777–1855) and Philipp L. Seidel (1821–1896).
This modification is no more difficult to use than the Jacobi method, and it often requires
fewer iterations to produce the same degree of accuracy.
With the Jacobi method, the values of 𝑥𝑖 obtained in the 𝑛𝑡ℎ approximation remain
unchanged until the entire (𝑛 + 1)𝑡ℎ approximation has been calculated. With the Gauss-

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Seidel method, on the other hand, you use the new values of each 𝑥𝑖 as soon as they are
known. That is, once you have determined 𝑥1 from the first equation, its value is then used
in the second equation to obtain the new 𝑥2 . Similarly, the new 𝑥1 and 𝑥2 are used in the
third equation to obtain the new and so on. This procedure is demonstrated in Example 2.

Example 2: Applying the Gauss-Seidel Method

Use the Gauss-Seidel iteration method to approximate the solution to the system
of equations given in Example 1.

Solution: The first computation is identical to that given in Example 1. That is, using
(𝑥1 , 𝑥2 , 𝑥3 ) = (0,0,0) as the initial approximation, you obtain the following new value for
𝑥1 .

1 2 3
𝑥1 = − + (0) − (0) = −0.200
5 5 5

Now that you have a new value for 𝑥1 , however, use it to compute a new value for
𝑥2 . That is,

2 3 1
𝑥2 = + (−0.200) − (0) ≈ 0.156.
9 9 9

Similarly, use 𝑥1 = 0.200 and 𝑥2 = 0.156 to compute a new value for 𝑥3 . That is,

3 2 1
𝑥3 = − + (−0.200) − (0.156) ≈ −0.508
7 7 7

So, the first approximation is 𝑥1 = −0.200, 𝑥2 = 0.156, 𝑎𝑛𝑑 𝑥3 = −0.508.


Continued iterations produce the sequence of approximations shown in Table below.

𝑛 0 1 2 3 4 5
𝑥1 0.000 −0.200 0.167 0.191 0.186 0.186
𝑥2 0.000 0.156 0.334 0.333 0.331 0.331
𝑥3 0.000 −0.508 −0.429 −0.422 −0.423 −0.423

Note that after only five iterations of the Gauss-Seidel method, you achieved the
same accuracy as was obtained with seven iterations of the Jacobi method in Example 1.
Neither of the iterative methods presented in this section always converges. That
is, it is possible to apply the Jacobi method or the Gauss-Seidel method to a system of linear
equations and obtain a divergent sequence of approximations. In such cases, it is said that
the method diverges.

Example 3: An Example of Divergence

Apply the Jacobi method to the system

𝑥1 − 5𝑥2 = −4
7𝑥1 − 𝑥2 = 6

using the initial approximation (𝑥1 , 𝑥2 ) = (0,0) , and show that the method diverges.

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Solution: As usual, begin by rewriting the given system in the form

𝑥1 = −4 + 5𝑥2
𝑥2 = −6 + 7𝑥1

Then the initial approximation (0, 0) produces

𝑥1 = −4 + 5(0) = −4
𝑥2 = −6 + 7(0) = −6

as the first approximation. Repeated iterations produce the sequence of approximations


shown in Table below.

𝑛 0 1 2 3 4 5 6 7
𝑥1 0 −4 −34 −174 −1244 −6124 −42,874 −214,374
𝑥2 0 −6 −34 −244 −1244 −8574 −42,874 −300,124

For this particular system of linear equations, you can determine that the actual
solution is 𝑥1 = 1 and 𝑥2 = 1. So, you can see from Table above that the approximations
given by the Jacobi method become progressively worse instead of better, and you can
conclude that the method diverges.

The problem of divergence in Example 3 is not resolved by using the Gauss-Seidel


method rather than the Jacobi method. In fact, for this particular system the Gauss-Seidel
method diverges more rapidly, as shown in Table below.

𝑛 0 1 2 3 4 5
𝑥1 0 −4 −174 −6124 −214,374 −7,503,124
𝑥2 0 −34 −1224 −42,874 −1,500,624 −52,521,874

With an initial approximation of (𝑥1 , 𝑥2 ) = (0,0) neither the Jacobi method nor the
Gauss-Seidel method converges to the solution of the system of linear equations given in
Example 3. You will now look at a special type of coefficient matrix A, called a strictly
diagonally dominant matrix, for which it is guaranteed that both methods will converge.

Definition of Strictly Diagonally Dominant Matrix

An 𝑛𝑥𝑛 matrix 𝐴 is strictly diagonally dominant if the absolute value of each entry
on the main diagonal is greater than the sum of the absolute values of the other entries in
the same row. That is,

|𝑎11 | > |𝑎12 | + |𝑎13 | + ⋯ + |𝑎1𝑛 |


|𝑎22 | > |𝑎21 | + |𝑎23 | + ⋯ + |𝑎2𝑛 |
.
.
|𝑎𝑛𝑛 | > |𝑎𝑛1 | + |𝑎𝑛2 | + ⋯ + |𝑎𝑛,(𝑛−1) .

Example 4: Strictly Diagonally Dominant Matrices


Which of the following systems of linear equations has a strictly diagonally
dominant coefficient matrix?

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a. 3𝑥1 − 𝑥2 = −4
2𝑥1 + 5𝑥2 = 2

b. 4𝑥1 + 2𝑥2 − 𝑥3 = −1
𝑥1 + 2𝑥3 = −4
3𝑥1 − 5𝑥2 + 𝑥3 = 3

Solution:
a. The coefficient matrix

3 −1
𝐴=[ ] is strictly diagonally dominant because |3| > |−1| and |5| > |2|.
2 5

b. The coefficient matrix


4 2 −1
𝐴 = [1 0 2 ] is not strictly diagonally dominant because the entries in the
3 −5 1
second and third rows do not conform to the definition. For instance, in the second
row 𝑎21 = 1, 𝑎22 = 0, 𝑎23 = 2 and it is not true that |𝑎22 | > |𝑎21 | + |𝑎23 |.
Interchanging the second and third rows in the original system of linear equations,
however, produces the coefficient matrix

4 2 −1
𝐴′ = [3 −5 1 ] and this matrix is strictly diagonally dominant.
1 0 2

The following theorem, which is listed without proof, states that strict
diagonal dominance is sufficient for the convergence of either the Jacobi method
or the Gauss-Seidel method.

Convergence of Jacobi and Gauss-Seidel Methods

If 𝐴 is strictly diagonally dominant, then the system of linear equations given by


𝐴𝑥 = 𝑏 has a unique solution to which the Jacobi method and Gauss-Seidel method will
converge for any initial approximation.

In Example 3 you looked at a system of linear equations for which the Jacobi and
Gauss- Seidel methods diverged. In the following example you can see that by
interchanging the rows of the system given in Example 3, you can obtain a coefficient
matrix that is strictly diagonally dominant. After this interchange, convergence is assured.

Example 5: Interchanging Rows to Obtain Convergence


Interchange the rows of the system
𝑥1 − 5𝑥2 = −4
7𝑥1 − 𝑥2 = 6
to obtain one with a strictly diagonally dominant coefficient matrix. Then apply the Gauss-
Seidel method to approximate the solution to four significant digits.

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Solution: Begin by interchanging the two rows of the given system to obtain
7𝑥1 − 𝑥2 = 6
𝑥1 − 5𝑥2 = −4
Note that the coefficient matrix of this system is strictly diagonally dominant. Then solve
for 𝑥1 and 𝑥2 as follows.
6 1
𝑥1 = + 𝑥2
7 7
4 1
𝑥2 = + 𝑥1
5 5
Using the initial approximation (𝑥1 , 𝑥2 ) = (0,0), you can obtain the sequence of
approximations shown in Table below.

𝑛 0 1 2 3 4 5
𝑥1 0.0000 0.8571 0.9959 0.9999 1.000 1.000
𝑥2 0.0000 0.9714 0.9992 1.000 1.000 1.000

So you can conclude that the solution is 𝑥1 = 1 and 𝑥2 = 1.

Do not conclude from Theorem that strict diagonal dominance is a necessary condition for
convergence of the Jacobi or Gauss-Seidel methods. For instance, the coefficient matrix of
the system

−4𝑥1 + 5𝑥2 = 1
𝑥1 + 2𝑥2 = 3

is not a strictly diagonally dominant matrix, and yet both methods converge to the
solution𝑥1 = 1 and 𝑥2 = 1 when you use an initial approximation of (𝑥1 , 𝑥2 ) = (0,0).

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