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ES#3 Setup

This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

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Jakub Komárek
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10 views3 pages

ES#3 Setup

This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

Uploaded by

Jakub Komárek
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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Complementary Mathematics: Algebra

Fall Semester 2020/2021


Teaching assistant: Olga Bychkova
Date: 26/10/2020

Exercise Session #3
Singularity. Inverse of a square matrix. Matrix equations. Systems of linear
equations. Gauss-Jordan method of elimination. Determinant of a square
matrix. (Semi-) positive definiteness.

Definition 1. A square n × n matrix A is called non-singular or invertible if there is an


n × n matrix B such that
AB = In = BA.
Any matrix B with the above property is called an inverse of A. If A does not have an
inverse, it is called singular.
 
1 2 −1
Problem 1. For matrix A = 2 5 1  determine:
0 1 −1
(a) AT
(b) A2
(c) A−1
Remark 1. If the matrix has a full rank (i.e. rank = size of the matrix), it’s called regular
(or non-singular).
     
1 1 1 −1 0 −1 1 1 0
Problem 2. Let A = 2 2 2, B =  1 1 0 , and C = 0 1 1. Solve the
2 −1 0 1 0 1 1 0 1
following matrix equation:
AX − C = BX.

Problem 3. Find a general solution to the system of linear equations:



 x + y + 4z = 2
2y + 5z = 4
3x + 2y + 4z = −7

Definition 2.
(a) The determinant of a 2 × 2 matrix is

a11 a12
= a11 a22 − a12 a21 .
a21 a22

(b) The determinant of a 3 × 3 matrix is

a11 a12 a13


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

1
(c) The determinant of a 4 × 4 matrix is

a11 a12 a13 a14


a21 a22 a23 a24
=
a31 a32 a33 a34
a41 a42 a43 a44

a22 a23 a24 a21 a23 a24 a21 a22 a24 a21 a22 a23
= a11 a32 a33 a34 − a12 a31 a33 a34 + a13 a31 a32 a34 − a14 a31 a32 a33 .
a42 a43 a44 a41 a43 a44 a41 a42 a44 a41 a42 a43

Remark 2.
(a) If det(A) 6= 0, A is non-singular.
   
a11 a12 −1 1 a22 −a12
(b) If A = ,A = .
a21 a22 det(A) −a21 a11
Problem 4. Compute the determinants of the following matrices:
 
2 1
(a)
3 1
 
2 2 1
(b)  3 −1 0
−2 0 5
 
3 0 2 −1
1 2 0 −2
(c) 
4 0 6 −3

5 0 2 0
 
1 −1 2 3
2 2 0 2
(d) 
4 1 −1 −1

1 2 3 0
Definition 3. A minor of a symmetric n × n matrix A of order k is principal (denoted
by ∆k ) if it is obtained by deleting n − k rows and the n − k columns with the same
numbers. The leading principal minor of A of order k (denoted by Dk ) is the minor of
order k obtained by deleting the last n − k rows and columns.
Theorem 1. Let A be a symmetric n × n matrix. Then we have:
• A is positive definite ⇐⇒ Dk > 0 for all leading principal minors
• A is negative definite ⇐⇒ (−1)k Dk > 0 for all leading principal minors
• A is positive semi-definite ⇐⇒ ∆k ≥ 0 for all principal minors
• A is negative semi-definite ⇐⇒ (−1)k ∆k ≥ 0 for all principal minors
Problem 5. Determine the definiteness of the following matrices:
 
1 4 6
(a) A = 4
 2 1
6 1 6

2
 
3 0 3
(b) B = 0 1 −2
3 −2 8
 
−2 1
(c) C=
1 −2
 
2 0 2
(d) D = 0 4 4
2 4 6
 
−2 1 −1
(e) E =  1 −2 −1
−1 −1 −2

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