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CH 1 LA

This document introduces linear algebra concepts including systems of linear equations, matrices, and matrix operations. It discusses how to solve systems of 2x2 and 3x3 linear equations using determinants and Cramer's rule. It also defines matrices and matrix operations such as elementary row operations that allow linear systems to be transformed into equivalent systems. The goal is to explain how all linear systems can be solved using the elimination method and matrix theory.

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0% found this document useful (0 votes)
66 views65 pages

CH 1 LA

This document introduces linear algebra concepts including systems of linear equations, matrices, and matrix operations. It discusses how to solve systems of 2x2 and 3x3 linear equations using determinants and Cramer's rule. It also defines matrices and matrix operations such as elementary row operations that allow linear systems to be transformed into equivalent systems. The goal is to explain how all linear systems can be solved using the elimination method and matrix theory.

Uploaded by

高之男
Copyright
© © All Rights Reserved
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Linear algebra

Youming Chen([email protected])
Chongqing University of Technology

October 9, 2020

Youming Chen([email protected]) Chongqing University


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Technology () October 9, 2020 1 / 64
Chapter 1 Matrices and Systems of Equations(›!Üê
ß|)

1.1 Systems of Linear Equations(Ç5êß|)

Consider the linear system of m equations in n variables(C˛)


8
>
> a11 x1 + a12 x2 + · · · + a1n xn = b1 ,
>
>
>
>
<a x + a x + · · · + a x = b ,
21 1 22 2 2n n 2
>
> ············
>
>
>
>
:am1 x1 + am2 x2 + · · · + amn xn = bm ,

We call it the m ⇥ n linear system. The linear system is called inconsistent


if it has no solution, otherwise it is called consistent.

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2 ⇥ 2 linear system

First we consider a much more simple case


8
<a x + a x = b ,
11 1 12 2 1
:a x + a x = b .
21 1 22 2 2

When a11 a22 a12 a21 6= 0, Using ”Elimination Method(û!{)” we could


obtain the unique solution
b1 a22 b2 a12 a11 b2 a21 b1
x1 = , x2 = .
a11 a22 a21 a12 a11 a22 a21 a12

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We call a11 a22 a21 a12 the second order determinant(#"1!™) and
denote it by
a11 a12
a11 a22 a21 a12 = .
a21 a22
aij is called the entry(!É) of the determinant, the index i is called the
row index(1çI), and the index j is called the column index(!çI).

Therefore if we denote

a11 a12 b1 a12 a11 b1


D= , D1 = , D2 = ,
a21 a22 b2 a22 a21 b2

then when D 6= 0, the 2 ⇥ 2 linear system has the unique solution


D1 D2
x1 = , x2 = .
D D

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Example
Solve the 2 ⇥ 2 linear system
8
<3x 2x2 = 12,
1
:2x + x = 1.
1 2

Solution

3 2 12 2 3 12
D= = 7 6= 0, D1 = = 14, D2 = = 21.
2 1 1 1 2 1

Then the 2 ⇥ 2 linear system has the only solution


D1 D2
x1 = = 2, x2 = = 3.
D D

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3 ⇥ 3 linear system

We call

a11 a12 a13


a21 a22 a23 = a11 a22 a33 + a21 a32 a13 + a31 a12 a23
a31 a32 a33
a11 a32 a23 a21 a12 a33 a31 a22 a13

the third order determinant which could be obtained by the diagonal


rule(È#Ç{K)

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Example
1 2 1
Calculate 2 1 3 .
1 1 1

Example
1 1 1
Solve the equation 2 3 x =0
4 9 x2

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Consider the 3 ⇥ 3 linear system
8
>
> a x + a12 x2 + a13 x3 = b1 ,
>
< 11 1
a21 x1 + a22 x2 + a23 x3 = b2 ,
>
>
>
:a31 x1 + a32 x2 + a33 x3 = b3 .

a11 a12 a13


Then when D = a21 a22 a23 6= 0, the 3 ⇥ 3 linear system has the
a31 a32 a33
only solution
D1 D2 D3
x1 = , x2 = , x3 = ,
D D D
where

b1 a12 a13 a11 b1 a13 a11 a12 b1


D1 = b2 a22 a23 , D2 = a21 b2 a23 , D3 = a21 a22 b2 .
b3 a32 a33 a31 b3 a33 a31 a32 b3
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Ideas of Linear Algebra

Philosophically, we may solve all linear systems by the Elimination Method.


We will explain this procedure by a new theory-”Matrix Theory”.

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Definition
The Elementary Row Operations(–"1CÜ) of linear systems are the
following three operations:
(1) Interchange two rows;
(2) Multiply a row by a nonzero real number;
(3) Replace a row by its sum with a multiple of another row.

Definition
Two systems of equations are said to be equivalent("d) if one could
obtained by applying finite elementary row operations on another.

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Matrix(›!)

Definition
A m ⇥ n array of numbers with m rows and n columns
0 1
a11 a12 · · · a1n
B C
B a21 a22 · · · a2n C
B
A=B . .. C
. .. C = (aij )
@ . . . A
am1 am2 · · · amn

is called a m ⇥ n matrix(›!). aij is called the entry(!É) of A, the


index i is called the row index(1çI), and the index j is called the
column index(!çI). The n ⇥ n matrix is also called square(ê!)of
order n. A 1 ⇥ n matrix is called row vector(1ï˛). A m ⇥ 1 matrix is
called column vector(!ï˛).

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Example
(1) Omn = (aij ), aij = 0;
(2) Diagonal matrix(È#›!)
0 1
1 0 ··· 0
B C
B 0 2 ··· 0 C
diag( 1 , · · · , n ) = B
B .. .. .. C;
C
@ . . . A
0 0 ··· n

(3) Identity matrix(¸†›!) E = I = diag(1, · · · , 1).


0 1
0 0 ··· n
B . .. .. C
B .. . . C
(4) Antidiagonal Matrix(gÈ#›!) B B
C,
C
@ 0 2 ··· 0 A
1 0 ··· 0

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0 1
a11 a12 · · · a1n
B C
B 0 a22 · · · a2n C
(5) Upper triangular matrix(˛n#›!) B
B .. .. .. C,
C
@ . . . A
0 0 ··· ann
0 1
a11 0 · · · 0
B C
B a21 a22 · · · 0 C
(6) Lower triangular matrix(en#›!) B
B .. .. .. C.
C
@ . . . A
an1 an2 · · · ann

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For a m ⇥ n linear system, Let
0 1 0 1 0 1
x1 b1 a11 a12 · · · a1n b1
B C B C B C
B x2 C B b2 C B a21 a22 · · · a2n b2 C
A = (aij ), X = B . C , b = B
B C
B .. C,B = B
C B .. .. .. .. C
C,
@ .. A @ . A @ . . . . A
xn bn an1 an2 · · · ann bn

then A is called the coefficient matrix(XÍ›!), X is called the Unknown


matrix(ô#Í›!), b is called the constant matrix(~Íë›!), B is
called augmented matrix£O2›!§.

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Definition
The Elementary Row Operations(–"1CÜ) of matrices are the
following three operations:
(1) Interchange two rows, for example ith row and jth row which is
denoted by ri $ rj ;
(2) Multiply a row by a nonzero real number, for example, multiply ith
row by ri which is denoted by ri ⇥ k;
(3) Replace a row by its sum with a multiple of another row, for example,
add k times of jth row to ith row which is denoted by ri + krj .

Obviously all elementary row operations are invertible(å_#).

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Definition
We say two matrixes A and B are equivalent if one could obtained by
applying finite elementary operations on another. Then we will denote this
relation by A ⇠ B.

Property
The equivalent relation of matrices has the following properties:
(1) Reflexive property(á#5) A ⇠ A;
(2) Symmetric property(Ȱ5) If A ⇠ B, then B ⇠ A;
(3) Transitive property(D45) If A ⇠ B, B ⇠ C , then A ⇠ C .

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1.2 Row Echelon Form(1"F/™)

Example (Underdetermined Systems)


Solve the system of equations
8
>
> 2x1 x2 x3 + x4 = 2,
>
>
>
>
<x + x 2x3 + x4 = 4,
1 2
(1)
>
> 4x1 6x2 + 2x3 2x4 = 4,
>
>
>
>
:3x1 + 6x2 9x3 + 7x4 = 9.

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Solution
8
>
> x1 + x2 2x3 + x4 = 4,
>
>
>
>
< 2x2 2x3 + 2x4 = 0,
(1) !
>
> 5x2 + 5x3 3x4 = 6,
>
>
>
>
: 3x2 3x3 + 4x4 = 3,
8
>
> x1 + x2 2x3 + x4 = 4,
>
>
>
>
< x2 x3 + x4 = 0,
!
>
> 2x4 = 6,
>
>
>
>
: x4 = 3,

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8
>
> x1 + x2 2x3 + x4 = 4,
>
>
>
>
< x2 x3 + x4 = 0,
!
>
> x4 = 3,
>
>
>
>
: 0 = 0.
8
>
> x1 + 0 x3 + 0 = 4,
>
>
>
>
< x2 x3 + 0 = 3,
!
>
> x4 = 3,
>
>
>
>
: 0 = 0.
0 1 01 0 1 0 1
x1 c +4 1 4
B C B C B C B C
B x2 C B c +3 C B 1 C B 3 C
Therefore x = B
B
C=B
C B c C
C=cB
B
C+B
C B
C , c 2 R.
C
@ x3 A @ A @ 1 A @ 0 A
x4 3 0 3
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Equivalently,
0 1 0 1
2 1 1 1 2 1 1 2 1 4
B C r1 $ r2 , B C
B 1 1 2 1 4 C r3 ⇥ 12 B 2 1 1 1 2 C
B = B C ⇠ B C
B 4 6 2 2 4 C B 2 3 1 1 2 C
@ A @ A
3 6 9 7 9 3 6 9 7 9
0 1 0 1
r2 r3 , 1 1 2 1 4 r2 ⇥ 12 , 1 1 2 1 4
r3 2r1 , B C r3 + 5r2 , B C
r4 3r1 B 0 2 2 2 0 C r4 3r2 B 0 1 1 1 0 C
⇠ B C ⇠ B C
B 0 5 5 3 6 C B 0 0 0 2 6 C
@ A @ A
0 3 3 4 3 0 0 0 1 3
r3 $ r4 , 0 1
r4 2r3 , 1 0 1 0 4
r1 r2 , B C
r2 r3 B 0 1 1 0 3 C
⇠ B C
B 0 0 0 1 3 C
@ A
0 0 0 0 0

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Definition (Row Echelon Form)
A matrix is said to be in row echelon form if
(1) The first nonzero entry in each nonzero row is 1;
(2) If the k-th row does not consist entirely of zeros, the number of
leading zero entries in the k + 1-th row is bigger than the number of
leading zero entries in the k-th row;
(3) If there are rows whose entries are all zero, they are below the rows
having nonzero entries.

Definition (Reduced Row Echelon Form)


A matrix is said to be in reduced row echelon form if
(1) The matrix is in row echelon form;
(2) The first nonzero entry in each row is the only nonzero entry in its
column.
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Definition (Gaussian elimination)
The process of applying the elementary operations to transform a linear
system into another whose augmented matrix is in row echelon form is
called Gaussian elimination.

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A system of linear equations is said to be homogeneous(‡g#) if the
constants on the righthand side are all zero.

Theorem
An m ⇥ n homogeneous system of linear equations has a nontrivial
solution if n > m.

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Homework

Page 10-11, 6(a), 6(d), 6(h), 9.

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1.3 Matrix Arithmetic(›!#$é) and 1.4 Matrix
Algebra(›!ìÍ)

Fix a natural number n. Denote Rn by the set of all n column vector, i.e.
0 1
x1
B . C
R := {x = B
n
@ .
. C |x1 , · · · , xn 2 R}.
A
xn

An m ⇥ n matrix A = (aij )mn has m row vectors ↵i = (ai1 , ai2 , · · · , ain ),


and A can be represented by
0 1
↵1
B . C
A=B . C
@ . A.
↵m
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0 1
a1j
B C
B a2j C
Analogously A = (aij )mn has n column vectors j =B
B .. C, and A can
C
@ . A
amj
be represented by
A=( 1, · · · , n ).

Definition
Two m ⇥ n matrix A = (aij )mn and B = (bij ) are called to be equal if
aij = bij for each i and j.

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Definition (Scalar Multiplication)
We call matrix
0 1
a11 a12 ··· a1n
B C
B a21 a22 ··· a2n C
C = (Cij )mn = B
B .. .. .. C
C
@ . . . A
am1 am2 · · · amn

the scalar multiplication(Ͳ¶») of matrix A = (aij )mn and scalar and


we denote it by C = A.

Property
(1) Distribution Law(©""): ( 1 + 2 )A = 1A + 2 A;

(2) Distribution Law(©""): (A + B) = A + B;


(3) Associative Law ((‹"): 1 ( 2 A) =( 1 2 )A;

(4) Identity(¸†!): 1A = A.
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Definition (Matrix Addition)
Suppose
0 1 0 1
a11 a12 ··· a1n b11 b12 ··· b1n
B C B C
B a21 a22 ··· a2n C B b21 b22 ··· b2n C
A=B
B .. .. .. C,B = B
C B .. .. .. C
C
@ . . . A @ . . . A
am1 am2 · · · amn bm1 bm2 · · · bmn

are two m ⇥ n matrices. Then the matrix


0 1
a11 + b11 a12 + b12 · · · a1n + b1n
B C
B a21 + b21 a22 + b22 · · · a2n + b2n C
C = (cij )mn = B
B .. .. .. C
C
@ . . . A
am1 + bm1 am2 + bm2 · · · amn + bmn

is called the sum of A and B, and is denoted by C = A + B.

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The matrix A = ( aij ) is called the additive inverse(K›!) of A. The
subtraction of the matrices A and B is defined by

A B = A + ( B).

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The matrix A = ( aij ) is called the additive inverse(K›!) of A. The
subtraction of the matrices A and B is defined by

A B = A + ( B).

Property
(1) Associative Law ((‹"): A + (B + C ) = (A + B) + C ;
(2) Commutative law(%Ü"): A + B = B + A;
(3) Identity(¸†!): A + O = A;
(4) A A = O.

Both scalar multiplication and addition of matrices are called Linear


operation.

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Consider the linear systems
8
>
> a11 x1 + a12 x2 + · · · + a1n xn = b1 ,
>
>
>
>
<a x + a x + · · · + a x = b ,
21 1 22 2 2n n 2
>
> ············
>
>
>
>
:am1 x1 + am2 x2 + · · · + amn xn = bm ,

whose constant matrix is b, coefficient matrix is A = (aij )mn with n


column vector j . Then the linear systems could be rewritten as

x1 1 + · · · + xn n = b.

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Some Motivation of Matrix Multiplication

Suppose we want to solve a system of linear equations about variables


x1 , · · · , xn
8
>
> b11 x1 + b12 x2 + · · · + b1n xn = y1 ,
>
>
>
>
<b x + b x + · · · + b x = y ,
21 1 22 2 2n n 2
>
> ············
>
>
>
>
: bm1 x1 + bm2 x2 + · · · + bmn xn = ym .

We denote its coefficient matrix by B = (bij ). However y1 , · · · , ym are


determined by variables z1 , · · · , zl via linear systems

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8
>
>
>a11 y1 + a12 y2 + · · · + a1m ym = d1 ,
>
>
>
<a y + a y + · · · + a y = d ,
21 1 22 2 2m m 2
>
> ············
>
>
>
>
: a y 1 + a y2 + · · · + a ym = d ,
l1 l2 lm l

whose coefficient matrix is denoted by A = (aij ). Then we may directly


solve the linear systems
8
>
> c11 x1 + c12 x2 + · · · + c1n xn = d1 ,
>
>
>
>
<c x + a x + · · · + c x = d ,
21 1 22 2 2n n 2
>
> ············
>
>
>
>
: c x1 + c x 2 + · · · + c xn = d ,
l1 l2 ln l

Pm Pm
where cij = ai1 b1j + · · · + aim bmj = k=1 k=1 aik bkj .

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Definition
The product of matrices A = (aik )lm and B = (bkj )mn is the matrix
C = (cij )ln = AB, where
m
X
cij = ai1 b1j + ai2 b2j + · · · + aim bmj = aik bkj .
k=1

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Example
0 1
0 1 1 2 0 1
4 1 2 1 B C 9 9
B CB 0 1 C B
C= @ 2 9 C
@ 1 1 0 3 AB
B C A.
@ 3 0 A
0 3 1 4 1 11
1 2

Example
! ! !
1 1 1 1 0 0
(1) = ;
1 1 1 1 0 0
! ! !
1 1 1 1 2 2
(2) = .
1 1 1 1 2 2

Multiplication of matrices is not commutative. The product of the


matrices may be zero matrix, hence the Elimination law(û#") is NOT
always satisfied.
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Definition
The powers(ò) of square matrix A are defined as

A1 = A, · · · , Ak+1 = Ak A.

Obviously, Ak Al = Ak+l , (Ak )l = Akl . However, generally (AB)k 6= Ak B k .

Property
(1) (AB)C = A(BC );
(2) (AB) = ( A)B = A( B);
(3) A(B + C ) = AB + AC , (B + C )A = BA + CA;
(4) OA = O, AO = O;
(5) EA = A, AE = A;

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Example
Consider the linear systems
8
>
> a11 x1 + a12 x2 + · · · + a1n xn = b1 ,
>
>
>
>
<a x + a x + · · · + a x = b ,
21 1 22 2 2n n 2
>
> ············
>
>
>
>
:am1 x1 + am2 x2 + · · · + amn xn = bm ,

whose coefficient matrix is A = (aij )mn , Unknown matrix is X , constant


matrix is b. Then the linear systems could be rewritten as

AX = b.

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Definition (Matrix Inversion)
An n ⇥ n matrix A is said to be nonsingular(ö¤…#) or invertible(å_
#) if there exists another matrix B such that

AB = BA = E .

The matrix B is called the multiplicative inverse of A and is denoted by


A 1 . Otherwise n ⇥ n is called singular(¤…#).

If A is invertible, then its inverse is unique since if both B, C are the


inverses of A, then B = EB = CAB = C .

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Property
If A, B are invertible matrices, 6= 0, then
(1) (A 1) 1 = A;
(3) A is invertible and A = 1 A 1;

(4) AT is invertible and (AT ) 1 = (A 1 )T ;

(5) AB is invertible and (AB) 1 =B 1A 1.

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Definition
The transpose(=ò) of a matrix A = (aij ) is the matrix
0 1
a11 a21 · · · am1
B C
B a12 a22 · · · am2 C
A =B
T
B .. .. .. C
C
@ . . . A
a1n a2n · · · amn

Property
(1) (AT )T = A;
(2) (A + B)T = (AT + B T );
(3) (AB)T = B T AT ;
(4) (cA)T = cAT .

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Example
0 1
! 1 7 1
2 0 1 B C
Suppose A = ,B = @ 4 2 3 A , then calculate
1 3 2
2 0 1
(AB)T .

Solution
10 0 1 0 1
1 4 2 2 1 0 17
B CB C B C
(AB)T = B T AT = @ 7 2 0 A @ 0 3 A = @ 14 13 A .
1 3 1 1 2 3 10

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Definition
A square matrix A is called symmetric(Ȱ#) if AT = A, i.e. aij = aji . A
square matrix A is called skew-symmetric(áȰ#) if AT = A, i.e.
aij = aji .

Example
Suppose X = (x1 , · · · , xn )T satisfies X T X = 1 and let H = E 2XX T .
Then prove H is symmetric and HH T = E .

Proof.
H T = (E 2XX T )T = E T 2(XX T )T = E 2XX T = H, hence H is
symmetric. Moreover,

HH T = H 2 = (E 2XX T )2
= E 4XX T + 4XX T XX T
= E.
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Example
Prove that any square matrix A could be represented by the sum of some
symmetric matrix and skew-symmetric matrix.

Proof.
Given any square matrix A, let

A + AT A AT
B= ,C = ,
2 2
A+AT A AT
then A = 2 + 2 = B + C,

(A + AT )T (A AT ) T AT A
BT = = B, C T = = = C
2 2 2
which means that B is symmetric and C is skew-symmetric.

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Homework

Page 45-46, 2, 13.

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1.5 Elementary Matrices(–"›!)

Three elementary matrices correspondent to three elementary operations:


(1) Interchanging ith and jth rows of identity matrix
0 1
1
B .. C
B . C
B C
B C
B 1 C
B C
B 0 ··· 1 C
B C
B C
B 1 C
B C
B .. .. .. C
E (i, j) = B . . . C,
B C
B 1 C
B C
B C
B 1 ··· 0 C
B C
B 1 C
B C
B . C
B .. C
@ A
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October
0 1
a11 a12 ··· a1n
B . .. .. C
B .. . . C
B C
B C
B aj1 aj2 ··· ajn C
B C
B . .. .. C
E (i, j)A = B .. . . C ,
B C
B a ··· C
B i1 ai2 ain C
B . .. .. C
B .. . . C
@ A
am1 am2 ··· amn
is equivalent to interchanging the ith and jth rows of A;

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(2) Multiplying ith row of E by a nonzero constant :
0 1
1
B .. C
B . C
B C
B C
B 1 C
B C
E (i( )) = B
B
C,
C
B C
B 1 C
B C
B .. C
@ . A
1

then multiplication on the left by E (i( )) is equivalent to multiplying to


the ith row of A;

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(3) Adding times of jth row to ith row of E :
0 1
1
B .. C
B . C
B C
B C
B 1 ··· C
B C
B .. . C
E (i, j( )) = B . .. C,
B C
B 1 C
B C
B .. C
B . C
@ A
1

then multiplication on the left by E (i, j( )) to A is equivalent to adding


times of jth row to ith row of A.

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Property
Suppose A is a m ⇥ n matrix. Then applying a elementary row operation
on A is equivalently to multiplying the corresponding elementary matrix on
the left to A.

Obviously all elementary matrices are invertible and


E (i, j) 1 = E (i, j), E (i( )) 1 = E (i( 1 )), E (i, j( )) 1 = E (i, j( )).

Corollary
The square matrix A is invertible if and only if there exist finite elementary
matrices P1 , · · · , Pr such that A = P1 · · · Pr .

Corollary
The square matrix A is invertible if and only if A ⇠ E .

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Theorem
Let A be a square matrix. Then following conditions are equivalent:
(1) A is invertible;
(2) AX = 0 has only the trivial solution;
(3) A ⇠ E .

Corollary
Let A be a square matrix. Then AX = b has a unique solution if and only
if A is invertible.

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A method to calculate the inverse

If A ⇠ B, then there exists an invertible matrix P such that PA = B.


Therefore
P(A, E ) = (B, P) , (A, E ) ⇠ (B, P).

To get P, it is suffice to apply elementary operations on (A, E ) since when


A become B, E become P. Especially when B = E , P = A 1 .

Example
0 1
0 2 1
B C 1.
Suppose A = @ 3 0 2 A . Then compute A
2 3 0

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Solution

(A, E )
0 1 r1 $ r2 0 1
0 2 1 1 0 0 3 0
r3 ⇥ 3 2 0 1 0
B C B r3 + 2r1 C
=@ 3 0 2 0 1 0 A ⇠ @ 0 2 1 1 0 0 A
2 3 0 0 0 1 0 9 4 0 2 3
0 1 0 1
r3 ⇥ 2 3 0 2 0 1 0 r1 + 2r3 3 0 0 18 9 12
r3 + 9r2 B C r2 r3 B C
⇠ @ 0 2 1 1 0 0 A ⇠ @ 0 2 0 8 4 6 A
0 0 1 9 4 6 0 0 1 9 4 6
0 1
r1 ⇥ 13 1 0 0 6 3 4
r2 ⇥ 12 B C
⇠ @ 0 1 0 4 2 3 A
0 0 1 9 4 6

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0 1
6 3 4
1 B C
Hence A = @ 4 2 3 A.
9 4 6

Example
8
>
> x x2 x3 = 2,
>
< 1
Solve linear system 2x1 x2 3x3 = 1,
>
>
>
:3x1 + 2x2 5x3 = 0.

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Solution
0 1 0 1
1 1 1 2 r2 2r1 1 1 1 2
B C r3 3r1 B C
(A, b) = @ 2 1 3 1 A ⇠ @ 0 1 1 3 A
3 2 5 0 0 5 2 6
r1 + r2 0 1 0 1
r3 5r2 1 0 2 1 r1 + 2r3 , 1 0 0 5
r3 ⇥ 13 B C r2 + r3 B C
⇠ @ 0 1 1 3 A ⇠ @ 0 1 0 0 A
0 0 1 3 0 0 1 3
1 0
5
B C
Hence the linear system has the only solution x = A 1 b = @ 0 A .
3

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Example
0 1 0 1
2 1 3 1 1
B C B C
Suppose A = @ 1 2 2 A,B = @ 2 0 A. Solve equation
1 3 2 2 5
AX = B.

Solution

(A, B)
0 1 r1 $ r2 0 1
2 1 3 1 1 r2 2r1 1 2 2 2 0
B C r3 + r1 B C
= @ 1 2 2 2 0 A ⇠ @ 0 3 1 3 1 A
1 3 2 2 5 0 5 0 0 5
r3 ⇥ 15 0 1 0 1
r2 $ r3 1 2 2 2 0 1 0 0 4 2
r3 + 3r2 B C r1 2r2 + 2r3 B C
⇠ @ 0 1 0 0 1 A ⇠ @ 0 1 0 0 1 A
0 0 1 3 2 0 0 1 3 2
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1 0
4 2
B C
Therefore X = A 1 B = @ 0 1 A .
3 2

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Example
!
a b
Discuss when A = is invertible?
c d

Solution
Without loss out generality we assume that a 6= 0.

(A, E )
! r1 ⇥ 1a !
b 1
a b 1 0 r2 c · r1 1 a a 0
= ⇠ ad bc c
c d 0 1 0 a a 1

Hence only when ad bc 6= 0, A is invertible. In this case,

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r2 ⇥ ad a bc !
d b
r1 b ·r
a 2 1 0 ad bc ad bc
(A, E ) ⇠ c a
.
0 1 ad bc ad bc

Hence when and only when ad 6 0, A is invertible, and its inverse


bc =
! !
d b
1 ad bc ad bc 1 d b
A = c a
= · .
ad bc ad bc
ad bc c a

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Homework

Page 68-69, 3(a), 7(a), 10(f).

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1.6 Partitioned Matrices(©¨›!)

(1) If both A and B are m ⇥ n matrices with the same Partition


0 1 0 1
A11 · · · A1t B11 · · · B1t
B . .. C B .. C
A=B .. C , B = B ... . C
@ . A @ A,
As1 · · · Ast Bs1 · · · Bst

where Aij and Bij are mi ⇥ nj matrices, then


0 1
A11 + B11 · · · A1t + B1t
B .. .. C
A+B =B @ . . C;
A
As1 + Bs1 · · · Ast + Bst

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0 1
A11 · · · A1t
B . .. C
B
(2) If A = @ .. . C
A, is a constant, then
As1 · · · Ast
0 1
A11 · · · A1t
B .. .. C
A=B
@ . . CA;
As1 · · · Ast

(3) If A is a l ⇥ m matrix, B is a m ⇥ n matrix, A and B are partitioned by


0 1 0 1
A11 · · · A1t B11 · · · B1r
B . .. C B .. C
A=B .. C , B = B ... . C
@ . A @ A,
As1 · · · Ast Bt1 · · · Btr

where the column number of Aik equates the row number of Bkj , then
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0 1
C11 · · · C1t
B . .. C
AB = B
@ .
. . C
A,
Cs1 · · · Cst
Pt
where Cij = Aik Bkj ;
k=1
0 1 0 1
A11 · · · A1t AT
11 · · · ATs1
B . .. C B . .. C
(4) If A = B
@ .
. . C , then AT = B ..
A @ . CA;
As1 · · · Ast AT
1t · · ·
T
Ast

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(5) If A is a square matrix and it could be partitioned as
0 1
A1 O
B C
B A2 C
A=B
B ..
C,
C
@ . A
O As

where all Ai are square matrix, then A is invertible if and only if all Ai
are square matrices, and
0 1
A1 1 O
B C
B A2 1 C
A =B
1
B ..
C.
C
@ . A
O As 1

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Example
1 0
5 0 0
B C
Compute the inverse of A = @ 0 3 1 A.
0 2 1

Solution
!
A1 O
Partition A = , then
O A2
! !
3 1 1 1
A1 = (5), A1 1 = ( 15 ), A2 = , A2 1 = . Hence
2 1 2 3
0 1
1
5 0 0
1 B C
A =@ 0 1 1 A.
0 2 3

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Homework

Page 79-80, 13, 15, 16.

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