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LINEAR ALGEBRA LECTURE NOTES Nor Haniza Sarmin Nor Muhainiah Mohd Ali Sixth Edition July 2010 Department of Mathematics Faculty of Science Universiti Teknologi Malaysia @AIl rights reserved 0750/0770 5550018 Author’s Preface This is an introduction to linear algebra. The lecture notes are written according, to Universiti Teknologi Malaysia's curriculum. It is anticipated that the students have passed Basic Mathematics or Intermediate Mathematics. These notes can be used for both students majoring in Mathematics or Computer Science, where different emphasizes on theories and applications will be given by the lecturer. These lecture notes contain basic concepts of linear algebra consisting of five main parts, namely matrices, systems of linear equations, vector spaces, linear transformation, and eigenvalues and eigenvectors. As the reader will soon see, many examples are given in each chapter, which are usually of different levels of difficulty. In addition to that, exercises are given after each chapter. The purpose of these problems is to allow students to test their assimilation of the material, to challenge their mathematical integrity, and to be a means of developing mathematical insight, intuition, and techniques. Howelver, the authors feel that having these lecture notes only are not enough. Every student should have or should refer to at least one text book of Linear Algebra. Finally, the authors wish all readers a joyful voyage on the mathematical journey they are about to embark into a beautiful realm of linear algebra. Nor Haniza Sannin Nor Muhainiah Mohd Ali July 2010 CHAPTER CONTENTS 1 MATRICES i 12 13 14 1s 16 17 18 Matrix Notation and Terminology ‘Type of Matrices Matrix Operation Trace of a Matrix Elementary Row Operations Rank of a Matrix Determinant of a Matrix Inverse of a Matrix Exercises 2 SYSTEMS OF LINEAR EQUATIONS 2.1 Introduction 2.2 Cramer’s Rule 2.3 Inverse of a matrix method 24 Gaussian Elimination Method 2.5. Gauss-Jordan Elimination Method 2.6 — The Existence of Solution, Consistency 2.7 Homogeneous Linear Systems 2.8 Nonhomogeneous Linear System 2.9 Determining the Types of Solution Exercises PAGENO 20 28 8 6 37 53 67 80 80 83 87 90 95 98 101 101 102 125 VECTOR SPACES 3.1 Introduction 3.2. Subspaces 3.3. Test for Subspace 3.4 More Examples on Subspaces and Not Subspaces, 3.5. Linear Combination and Spanning 3.6 Basis and Dimension 3.7 Coordinate Vector and Change of Basis 3.8 Row Space and Column Space of a Matrix 3.9. Euclidean Space 3.10 Gram-Schmidt Process Exercises LINEAR TRANSFORMATION 4.1 Definitions and Terminology 4.2 Properties of Linear Transformation 43° Examples of Transformations That Are Not Linear 44 Linear Transformation from R° to R 45 Geometry of Linear Transformations from R’ to R’ 4.6 Matrix Representations of a Linear Transformation Exercises EIGENVALUES AND EIGENVECTORS 5.1 Introduction 5.2. Diagonalization 5.3. Application of Eigenvalues and Eigenvectors Exercises 134 134 146 147 148 155 191 200 215 224 230 240 255 255 261 262 277 279 282 292 296 296 304 308 310 ANSWERS 314 REFERENCES 320 Chapter 1 Matrices CHAPTER 1 MATRICES In this chapter we begin our study of matrix theory by giving some of the fundamental definitions. In Section 1.2 we include different types of matrices. In Section 1,3, we shall see how matrices can be combined through the arithmetic operations of addition, subtraction and multiplication. The most important part of this course is Section 1.5, which is elementary row operation. These operations will be extensively used in solving linear equations and will also be used throughout the course. Other related properties included in this chapter are determinants and inverses of a matrix. 1.1 Matrix Notation and Terminology Definition 1.1 Matrix A matrix is a rectangular array of numbers, The numbers in the array are called entries in the matrix, Matrices are usually denoted using capital letters : ABC... Linear Algebra Chapter 1 Matrices In general , a matrix is written as % a as Ay Ay | : Fy Jen? Fm) An Qn where m and n are positive integers. Example 1.1: 123 4 Suppose A=|5 6 7 8 |,thus a, =9, a =6, a, =4. 9 10 11 12 Definition 1.2 Equality of Matrices Two matrices are defined to be equal if they have the same size and their corresponding entries are equal, that is ay =b,, where i=1,2,...,m, J=1,2,...,n. Example 1.2: 4 20 x+y x-y 0 The matrices A=|~1 -2 3] and B=| w -2 z/are 1 40 1 z+1 0 equal if and only if x+ y=4, x-y=2, w=-1, z=3 andz+1 = 4, which gives x=3, y=1, w=-1, z=3, Linear Algebra 2 Chapter 1 Matrices 1.2 Type of Matrices In this section we list some types of matrices which are commonly used. 1.2.1 A Zero Matrix A matrix, all of whose entries are zeros, is called a zero matrix. Example 1. 000 O20 (5 ° oF 0;=]0 0 of. 000 000 1.2.2 A Square Matrix A matrix with the same number of rows and columns is called a square matrix. 1.2.3 An Identity Matrix A square matrix 4 with 1’s on the main diagonal and 0’s off the main diagonal, that is 1,=(a,)_ with =| is called an identity matrix. Linear Algebra Chapter 1 Matrices Example 1.4: Le 100 er 4-(f i} oat 4 =lo 9 1 of 0001 1.2.4 Transpose of a Matrix If A is any m x n matrix , a Oy y Az| 1 % Day Bi m2 ran rey then the transpose of A (4’), is defined to be the n x m matrix that results from interchanging the rows and columns of A ; that is By Ay gy Aral 22 G2 Onn Fin Fon Fan J em orif A=(a,),, then AT =(a,) mx nx” Example 1.5: 1 te an(} 4] , a-(; 2 3} » and C=|2] , 3 4), 21 2), ; ba Linear Algebra 4 Chapter 1 Matrices 1 3 12 ts at =[ ‘] »Br=|2 1] and CT=(1 2 3)... na 12 2 1.2.4.1 Properties of the Transpose These are some main properties of the transpose of a matrix. lL @ =A, 2. (A+B) = A+B" 3. (4B)"= B'A", and we iterate this so that CABO) = CTBTAY, Anny) = Ay. A 1.2.5 Symmetric Matrices A square matrix , 4 = (;) is called symmetric if A= A", that is ay= ay for all i,7= 1, ...,n. Example 1.6: 3 Ss 12 2 -3 A= oa and B=| 2 0 1 | are symmetric, ca Symel eee Linear Algebra Chapter 1 Matrices 1.2.6 Skew-Symmetric Matrices A square matrix, A=(q,) is called skew-symmetric if A" = ~ A, that is a= — ay for all j= 1, ...,2. Example 1.7: 02 0 1/3 -1 a-( ) ana B=|-1/3 0 -2| are skew-symmetric. 2 0 1 2 0 0 -/3 1 re (One 7 Check: A= 20 =-Aand B'=/1/3 0 2}=-B. = lee 2 eee Theorem 1.1: Any square matrix A can be written as the sum of a symmetric matrix S and a skew-symmetric matrix P, that is 4 = 5+ P where 1 =5(4+4")and P= (4-4). Proof: 1. First, we prove thatA =S+P: 1 t 1 re S+P=—(A+A') +—(A-A Masa) Laat) stygl gala le 2 2 2 2 =A, Linear Algebra Chapter 1 Matrices 2. Next, we prove that S is symmetric, that is S = S™, st -(5(4 +a) (1) (ray Thus S = S" which proved that S is symmetric. 3. Lastly, we have to prove that P is skew-symmetric, that is PT =—P. i a r Te oN me(5(4-4 } -G 1 = =-3{4-47}= -P. Thus P is skew-symmetric , since P™ = — P. 0 Example 1.8: A 4 Given A= ( 1} Find a symmetric matrix S and a skew- symmetric matrix P so that A = S +P. Solution: Applying Theorem 1.1, we obtain Linear Algebra Chapter 1 Matrices sills )(5 3] “5 2)(92 7) mile EF 20909 so that A=S+P. P= Nie Example 1.9: 2 4 6 G Given A=| 0 2 0)J. Find a symmetric matrix S and a skew- 224 symmetric matrix P so that A = S +P. Solution: Applying the above formula, we obtain 1 S=5(4+4") 2 4 6) (20 2 =} 0 2 ol4]4 2 -2 224) l60 4 Linear Algebra 8 Chapter 1 Matrices 44 4) (722 2 4 4 -2}=/2 2 -1], 4-2 8} (2-14 il 2 1 r P=la-4 3(4-4) 2 4 6) (20 -2 =Z]|0 2 0-42 2 2.24) l60 4 0 4 8) (0 24 =j]4 0 2[-|-2 01 -8 -2 0} (4 -1 0 If we check, we will see that §= $7 and -P =P". Then, we can show 4=S +P as follows: 2 4 6) (2 2 2) f0 24 0 2 Of=|2 2 -1/4+/-2 0 1]. 2 -2 4) (2 -1 4) (4 -10 1.2.7 A Diagonal Matrix A square matrix A = (a,),, in which all of the entries not on the main diagonal are zeros, is called a diagonal matrix, that is a=0 for izj. Linear Algebra Chapter 1 Matrices Example 1.10: 20 fog } > 3 0 “ ° Q, 0 ha ( ‘ 5 Yt 003 0/24 are 000-1 0 a all diagonal matrices. Note: Observe that a zero matrix and an identity matrix both are diagonal matrices. 1.2.8 An Upper Triangular Matrix and A Lower ». Triangular Matrix A square matrix A = (qj), in which all the entries below the main diagonal are zeros, is called an upper triangular matrix, that is a; =0 for i>j. Example 1.11: By Ay Ay o> Ay ye 3-1 2 Gy yyy 00 3 0 : in triangular matrices. Linear Algebra 10 Chapter 1 Matrices A square matrix A = (a,),, in which all the entries above the main diagonal are zeros, is called a lower triangular matrix, that is ay =0 fori (1), 2), @), 4), (5), 6) Order 1 x 2 5 (1 2), (1 3), (2 3), 4 5), (4 6), (5 6) Order | x 3 8 (1 2 3),(4 5 6) 1) (2) (3 oman: (HAC) 1 2)(1 3)\(2 3 Order 2 x 2 : (i }(a as 3) Order 2 x 3 > B Example 1.14: : 3.2 Repeat the question in Example 1.13 with A=/0 1 1 i won ANY Solution: Here m= 3 and n= 4. Thus r can take the values 0, 1, 2 and s can take the values 0, 1, 2, 3. Thus we obtained submatrices for A as follows: Order 3x4 : A (r=0,s=0) 2 2 Order2x4 : (° ; 6 MM a lh $ ) Linear Algebra 12 Chapter 1 Mawices (r=1,5=0) Order 1 x 4 (r=2,5=0) Order 3 x 3 (r=0,5=1) Order 2 x 3 Order 1 x 3 (r=2,s=1) Order 3 x 2 (r= 0, s =2) Linear Algebra (3 2 6 5)(0 1 0 2), -1 3 4) (3 2 6)(3 2 5)3 6 5),(2 6 5), (0 1 0),(0 1 2), 0 2),(1 0 2), eh a eer 4) (iH slo att SIC 2} 3} omen VOM IG IG JG 3) CC IG IE IC M3 (3. 2).(3 6),(3 5),(2 Order1x2 : (0 1),(0 0),(0 2), (@ -).0 3). 4.1 3), FR 4) (r=2,5=2) 3) (2) (6) (5 Order3 x1: BI 1 Hele] 1} \-1) (3) (4 (r=0,5=3) owen COOOAOOEOG CG) (r=1,5=3) Order x1: EY aa )» (r=2,5=3) Linear Algebra Chapter 1 Matrices 1.2.10 A Row Matrix Any | x n matrix is called a row matrix. Example 1.15: (1), 3 4), and (1 0 -1 0 -1) are all row matrices, 1.2.11 A Column Matrix Any n * 1 matrix is called a column matrix. Example 1.16: -1 2 0 (i) 3}, and | -1Jare column matrices. 4 0 -l 1.2.12 Nilpotent Matrix A square matrix A is called nilpotent if 4'=O forke 2. The value k is called the index of A. Linear Algebra (0750/0770 5550018 Chapter 1 Matrices Example 1.17: 001 The matrix A= |0 0 1} is nilpotent since 4?=O. Thus the 000 index of A is 2. Before we introduce an orthogonal matrix in the next definition, recall the concepts of norm and dot product given below. Definition 1.3 Norm and Dot Product n)- Let v= (x, x2,...,%,) and w= (1, 2.5 Then the norm of v, vs yf 423 +e? and the dot product of v and w, VW x yt xryrt on +InVne 1.2.13 An Orthogonal Matrix Let 4 be an nxn matrix. Then 4 is called an orthogonal matrix if columns of A are built up from an orthonormal set, that is if A= [vi Vo... Veh then ff) = 1 and Linear Algebra 16 Chapter 1 Matrices vi: v= Oifizj (refer to Definition 1.3). An orthogonal matrix A satisfies a property,that is A'=A' or AA"= 1, Example 1.18: 2/3 -2/3 3 Suppose A=| 2/3 1/3 -2/3]. Observe that V3 2/3 2/3 2/3 -2/3 1/3 \( 2/3 2/8 V3 AA =|23 13 23|/23 V3 2/3 V3 2/3) 2/3 )\ 3-2/3 2/3 $4949 $-4-4 4-444 =|$-4-F $4545 $49-$ RHE BEG beges 10 =10 1 00 “oO Thus A is orthogonal. The matrices that have been described above are all for real matrices. The following matrices are defined for matrices with complex entries. Linear Algebra Chapter 1 Matrices 1.2.14 A Hermitian Matrix A square matrix A with complex entries is called Hermitian if A'=A, whichis a,=a, Vij. Example 1.19: 2 i). on . A -(, . *) is a Hermitian matrix. ~i Observe that 2 3+ ar _f2 34 re T 4 (22, 5 } ae (2, 5 } Thus AT =A. 1.2.15 A Unitary matrix A square matrix A with complex entries is called unitary if A A=AA =], Example 1.20: W3 +n/V3). A= is unitary. (ones “V3 " Observe that a V3 or] and F [ VB on) d+aN3 -1/V3 d-a/v3-1/3 Linear Algebra 18 Chapter 1 Matrices a Fa V3 rl WW or) G-aN3 -I3 Jla-aB 15 “(iF isa) “(6 i} 1.2.16 A Skew-Hermitian Matrix A square matrix 4 with complex entries is called skew-Hermitian if A" =-A, Example 1.21: i 1427 i -1+27 = Thus 4? = . and ro (ata 3i } us 4 (1s 3 } an o_(-i -1-2 = =-A 4 (3, -3i } In this section we shall see how matrices can be combined through the arithmetic operations of addition, subtraction and multiplication. Matrices have many similar properties as numbers, like commutativity under addition, except for some Properties like commutativity under multiplication. Linear Algebra Chapter} Matrices 1.3 Matrix Operations 13.1 Operation of Matrix Addition Let A = (aj) and B = (by) be two m x n matrices. Then A+B = (aj) + (by) = (ay + by). Example 1.22: vet 4=(1 2) ,p-{2 *) cof") , vee 3). 0 -1 2x2 0 1 ha 1 2x1 " Find A+B, A'+B", B+C,C+DandC™+D. Solutions : 1 2) (0 -2 24(- 1 () A+B = + (eam ae) (bel 0 -1 ol 0+0 -I+1 0 0 1 2) (0 -2Y (1 0) (0 0 ny) ata = Gi) Ate -(, 3) ( r) -(; “HS i} _( 1+0 0+0) (1 0 “(2+(-2) -14+1)" (0 0)” Note: Observe that (A+B)' = AT+B". (iii) B + C cannot be obtained because the orders of B and C are different. Linear Aigebra 20 Chapter 1 Matrices (iv) C+ Dalso cannot be obtained because the orders of C and D are different. : : ) CT4D -(!) +(2 3)=(1 -1)+(2 3) =(1+2 -1+3)=(3 2). 13.2 Properties of Matrix Addition Let A, B, C, and O have the same order. Then 1. A+B=BtA (commutative law) 2. A+(B+C)=(A+B)+C (associative law) 3. A+O=O+A=A. (identity matrix under addition) 1.3.3 Properties of Matrix Multiplication by a Scalar Let A= (a,) and kisa scalar. Then kA = kay) = (kay), or far 2 as ay | | heyy heyy heyy hay, Sat un Aug °° Oy) egy gy Ky > Ky Linear Algebra 21 Chapter | Matrices Example 1.23: 0-1 . 1 2) (31 32) (3 6 2 34=3() *)-(o scar 5} pee 1 (ii) 7B =4ll oss) 12 Let a-( ) na =( 2 3 4). Find 3A and LB. 13.4 Properties of Matrix Multiplication by a Scalar Let 4, B, and O with order m xn and k, k,, kz are scalars. Then 1. k(A+B) = kA + kB 2. (ky + ky)A = kyAt ko 3. (kaky)A = ki(keA) We leave the proof of properties 1 - 3 to the readers. 4. 14=A Proof: 1-4 = 14a) = (1-a,) = (@,) = 4. Linear Algebra 2 Chapter 1 Matrices 5.0-4=0. Proof: 0-4 = 0-(ai) = (0-a) = (0) =O. Example 1.24: 12) (00 = =0 ( 4) ( a} > 1.3.5 Operation of Matrix Subtraction Let A = (ay) and B= (6;) be two m x n matrices. Then A-B =A+(-1)B = (ay) + -1)y) = (ay) + — by) = (ay— by) . Example 1.25: Given 4=(4 {1} (0 7} c=(1 +1), p-(;). Find A-B, B- A, C-DandC'-p. Solutions: @ a-g (i 2)_(0 -2 0-1) (0 1 Linear Algebra 2B Chapter) Matrices _(1-0 2-(-2) -(, 4 AO Say F _ 0-2) fl 2 Se + T-(0 4) “(eco -ea{e 7) (iii) C-D cannot be obtained because they have different orders. w) ctepen —pt_l2)-(1)_(2) (1-2 )_(41 hice a) ( “Vals JF (-3 a) 13.6 Properties of Matrix Subtraction 1. A-B#B-AbutA-B=-(B-A). 2. A-(B-C)#A-B-CoutA-(B-C)=A-B+C. 13.7 Properties of Combinations of Matrix Operations Let A, B, C and O have the same order. Then 1. A+B=Bt+A (commutative law) 2. At+(B+C)=(4+B)+C (associative law) 3. A+O=O+4=A ,with O=(0) (identity) If k, k,, ky are scalar, then 4. KA+B)=kKA+kB 5. (i th)A=hAthA Linear Algebra 4 Chapter 1 Matrices 6. ki(keA) = (kykp )A 7. 0-A=0 8 k O=0. 13.7 Multiplication of Matrices Let A be an m x n matrix and B be an n x Pp matrix. Then the product AB is the m x p matrix C. If A= (ay) and B= (b,) thus C = (c;) with yb = Diy + Aipb, , +... + a,b, tin Onj > Note : Observe that to obtain entries of Cy, we need to multiply row / of the matrix 4 with column j of the matrix B as follows: J column a by by by by te - bg oe Observe that a matrix 4 can be multiplied with another matrix B if the number of columns of A is equal to number of rows of B. Linear Algebra Es Chapter 1 Matrices Example 1.26: 13.9 ea YF YP NHN 20 2(2)+0(0) 2(2)+0(1)) (4 0 tap Ge aL pence wwe G9 [5) -C83-), xd 3 2 (: ‘] 1 cannot be obtained because the number of m2 9 Fa columns of the first matrix is different from the number of rows of the second matrix. Properties of Matrix Multiplication AB #BA (noncommutative law for multiplication) A(BC) = (AB)C (associative law for multiplication) A(B+C)=AB+ AC (left distributive law) (4+B)C=AC+BC (right distributive law) AB=O =» A=OorB=0. AB=AC => B=C. K(AB) = (kA)B = A(KB), k scalar, k#0 Oren Amp = Omsp Linear Algebra 6 Chapter 1 Matrices k 9. BHAA A H=A-ACA,. APH AAA, (k times) 10. A-I=J-A=A, where A and J are of order nxn, Note : Observe that the kth exponent of a diagonal matrix is equal to a diagonal matrix with its diagonal entries are raised to the k, that is: 4, 0 a}, 0 eas] [then taf ae 0. 0 a 1.4 Trace of a Matrix If A is a square matrix » then the trace of A, denoted by tr(4), is defined to be the sum of the main diagonal of A. The trace of A is undefined if 4 is not a square matrix. Thus if 4 Hg HO t4)= Ya, =a, +a, tent ay, Example 1,27: 2 1 3 Let A=|9 -2 7]. Then tr(A) =2+(-2)+0=0. 45 0 Linear Algebra Chapter 1 Matrices The following section can be considered as the most important part in the study of linear algebra. Elementary row operations are not only used to solve a system of linear equations, they are also used in many other applications like finding the inverse of a matrix. 1.5 Elementary Row Operations The following example illustrates how these operations can be used to solve a system of linear equations. The following three operations are called elementary row operations on a matrix. 1. Interchanging two rows, i and j. Symbol: R; <> R; Example : 12 3] non f4 5 6 (: 5 ‘| 2 3] which is interchanging the first row with the second row. Multiplying a row by a nonzero scalar, k. Symbol: kRi, kD Example : 45 6 4 5 6 123 2-4 6 Linear Algebra 2B Chapter 1 Matrices which is multiplying the second row by -2. 3. Adding a multiple of row i to another row j. Symbol: kR; + R; Example: 4,5 67 sep [0 -3 -6 [4 -4 4] 2-4 ~6 which is adding 2 times the second row to the first row. Note : Observe that for the third operation, we must write the row that we want to change on the RIGHT, for example if written 2R, +R, this means the changed row is the first row. Example 1.28: ee 456 456 45 6[ROR 1 > 3/28 J. 4 « 789 789 789 Ai Ay As : 4 5 6 4 5 6 PRR lg 6 ARolo 4 6 -1 +2 -3 -4 -8 -12 Ag As Linear Algebra Chapter 1 Matrices The resulting matrix is said to be equivalent (denoted by “~”) to the original matrix. In Example 1.28, A\~ Ar~ A3~ Aa~ As, 1.5.1 Row-Echelon Matrices (REM) A row-echelon matrix is a matrix which has these properties: 1. consist at least a nonzero row (not a zero matrix). 2. . the leftmost nonzero entries in every row is 1 (we call this the leading 1). 3. the leading 1 in the lower row occurs farther to the right than the leading 1 in the upper row. 4. if there are any rows that consist entirely all zeros, then they are grouped together at the bottom of the matrix. Example 1.29: The following matrices are in row-echelon form. 1 wo 24 01 (b) 00 ocooe oconrN ovroo ye 1 (a) |0 0 coo Linear Algebra 30 Chapter 1 Matrices 10010 © |0 1000 (d) 00001 coe SON como 15.2 Row-Reduced Echelon Matrices (RREM) The row- reduced echelon matrices have this additional property: 5. each column that contains a leading 1 has zeros everywhere else. As an example, the matrices in Example 1.29(c) and (d) are in the Tow- reduced echelon form. Example 1.30: Decide whether each of the following is a row-echelon matrix (REM), row-reduced ebhelon matrix (RREM), or neither, oo010 00100 A=|0 100 F=300 001 0001 00000 Answer: Neither Answer: REM, RREM Linear Algebra Chapter 1 Matrices 0000 13200 B=|0 100 G=/0 0 110 0001 00001 Answer: Neither Answer: REM (Since the number above the leading 1 for the second row is not 0) 0100 1001 c=10 0 01 H=/0 10 2 0001 0013 Answer: Neither Answer: REM, RREM 110 00 0-101 D=30 0 10 J=}0 010 0 0 0 -1 0001 Answer: Neither Answer: Neither 1200 lee2ees 4) E=|0 0 14 K=|0 0 1 2 0000 0001 Answer: REM, RREM Answer: REM Linear Algebra 32 Chapter 1 Matrices Note that : RREM ~ REM but REM 5 RREM NOT REM > NOT RREM Example 1.31: Use the elementary row operations to reduce each of the following matrix to its @ _ row-echelon form, (ii) row- reduced echelon form ne 123 (@) (3 ‘) (b) {2 5 3}. 108 Solutions: (a) a @ ( {} aa + (0 je (0 1} REM. 3.4 Oo 2 01 (i) BH) ‘) RREM. Note : Observe that the following steps should be followed: 1. Firstly, make the leftmost nonzero entry at the first row and first column (if possible) to be 1. This can be done by interchange the rows or multiply the rows by a nonzero scalar. Remember that in any way, avoid to get any fraction xcept possibly in the last step, Linear Algebra Chapter 1 Matrices 2. (b) Next, use the leading 1 to change the entries below the leading 1 in column 1 to be 0. Apply the first step to the leftmost nonzero entry for the second row. Change entries below the leading 1 in column 2 to zero. Repeat the above steps until we obtain the matrix in row- echelon form. To obtain reduced row-echelon matrix , apply the second step to the entries above and below the leading 1 in each column. @. 123 5 3|2Rt® fo 1 3|-RtR Jo 1 W3 08 10 8 02 5 123 123 PRR lo 1 3 01 -3| REM 00-1 001 109 diy) —22tR Jo 1 -3|9RtR, 001 Linear Algebra 34 Chapter 1 Matrices Sometimes, the first step (to obtain the leading 1) is not necessary if it involves fraction. Thus, we use the second step first. This can be shown in the following example. Example 1.32: ie lee ed Write the matrix]-2 -1 1 3] inrow- reduced echelon form. 4 201 Solution: One application of REM and RREM is to get the rank of a matrix. Linear Algebra Be Chapter 1 Matrices 1.6 Rank of a Matrix Definition 1.4 Rank of a Matrix The number of nonzero rows in row-echelon form or row- reduced echelon form is called the rank of a matrix. The rank of a matrix is denoted by (A). Let A be of order m x n, then p (A) < min(m, n). Note : Observe that p(4) = p (4°). Example 1.33: Find the rank of the given matrices: 124 soo 10010 A=]0 0 1], B=/4 4 9 1 | C=] 1000 000 00001 00001 120 12 123 D=|0 0 1], e(} 4) F=|2 5 3 000 108 A, B, C and D matrices are in the row-echelon form or row- reduced echelon form, thus A(A)=2, p(B)=4, AO=3, p(D)=2. Linear Algebra 36 Chapter 1 Matrices We have to change E and F to their Tow- reduced echelon form to get their rank. Using Example 1.31(a) and (0), we obtain p(E) = 2, P(F) = 3. 1.7 Determinant of a Matrix A determinant is a certain kind of function that associates a teal number with a square matrix. A determinant of an n ‘n matrix is defined in terms of the determinants of its (m-1) x (n-1) submatrices, which are given a special name as below. Definition 1.5 Minor Let A be an n x n matrix. Then the minor of entry ay is denoted to be the determinant of the submatrix that remain after the ith row and (jth column are deleted from 4. The minor of ay is denoted by My. As mentioned earlier, we define the determinant formally as follows. Linear Algebra en Chapter 1 Matrices The determinant of a matrix A is a scalar. Definition 1.6 Determinant —_ | The determinant of a matrix is denoted by |A| or det(4). For a matrix of order 2 x2, ie (: a} c ab ab an? a 4 As an example, 1 [Sef Joe b . h a c For a matrix of order 3x3, | d ti g i abe de f ||=aei+bfg+cdh—ceg -afh—bdi. ghi The determinant of a higher order matrix will be discussed in.the following subsection. Linear Algebra 38 Chapter 1 Matrices Example 1.34: 123 Letd=|4 5 6). Find all minors of 4. 789 Solution: 5 6 46 . oe Mu={s a a M=(4 se ms{t 2 23 1 3 12 wf Spee elf Se sl as wef dbos nfl fees afta We further define a cofactor matrix of A, which has to be used to find the determinant of A. Definition 1.7 Cofactor Let A be an x x n matrix. The cofactor, cy, of A is a scalar and given by the formula : M, if i+ jiseven =(1) y= go | = AY" My {ae ,if i+ jisodd * Therefore, cofactors and minors of A differ only in the sign. The sign for cofactors can be seen as in a “checkerboard”. Linear Algebra Chapter 1 Matrices Definition 1.8 Cofactor Matrix If A is any n x n matrix and cj is the cofactor of aj, then the matrix C = (cj) is called the cofactor matrix of A. Example 1.35: 12 3 Find all the cofactors of the matrix]4 5 6]. 789 Solution: Using the solution from Example 1.34, we obtain en=-(-6)=6 e3 = Cy =-12 23 3 =— (6) = 6 3 6 -3 Thus the cofactor matrix is| 6 -I2 6 |. 3 6 33 Now we are ready to define the determinant of a square matrix A. Linear Algebra 40 Chapter 1 Matrices 171 Determinants The determinant of an nxn matrix A, |A| can be written as Al = Sane = aC + Oey ++ acy a which is called the cofactor expansion along the first row of A. If we choose the ith row, then IA = Dancy = ncn tage +t yey. Example 1.36: Find the determinant of the following matrices by cofactor expansion along any rows or columns. 15 0 lL Let a matrix A be given as A=| 2 4 -1). 020 We use a little arrow to show cofactor expansion along the row or column chosen. Cofactor expansion along the 3rd row: 15 0 A=|2 4 -] (0 2 0 Linear Algebra 41 Chapter 1 Matrices JAI ayye5) + 53039 + 35035 = GMs, — ayMyy +05,M5, of Skeah, 4 =0+2(-1)+0 : 0750/0770 5550018 of 4 OR Cofactor expansion along the 3rd column: t 15 0 A=|2 4 -1 0-2 0 [4rd Seah } 3-7 8 9 2. Let a matrix B be given as B= oa e . Then using 00 1°55 00 2 4 the cofactor expansion along the first column. Linear Algebra a Chapter 1 Matrices { 2-5 7 |Bl=+3/0 1 5|-0+0-0 oO 2 4 1 5 “fh fo) =6(4-10) =~36. [345 39 Let a matrix A be given as 4=|6 7 8 |. Then 9 10 11 [AF ang, +a ¢) +4430, = 3(-3}4(-4)(-6)+5(-3) = 944-15 =0 t 1 0 4. Leta matrix A be given as 4=| 0 . Then 0 0 cooNnO SoMcs SCROOSo Uccond |A] = 1-2-3-4.5= 120, Using the cofactor expansion, we can Prove the following theorem, Linear Algebra a Chapter 1 Matrices Theorem 1.2: Ifan x n matrix A = (q;) is a diagonal matrix, that is A= diag(ay1, dx, 433, -.-5 Grn); then |A] is the product of the diagonal entries of A, that is Al = a1) 22 433 «.- Onn This is also true for upper triangular matrices or lower triangular matrices. Examples : 1 . |9 @) 2 8 Gi) fo 7 0 0 7 0 0 9 i |0 6 0 | Gi) lb 0 2 |= MORIA =84. 0 001 Linear Algebra 44 Chapter 1 Matrices 1.7.2 Properties of the Determinant The determinant of a matrix can be obtained using other methods besides the cofactor expansion. These are some main Properties of the determinant. 1. The determinant of a matrix 4 and its transpose is the same, that is|4|=|4”|. Example 1.37: (SEG a . If B is the matrix that resulted when two rows or two N columns of A are interchanged, that is R, > Ror Go C, then |B|=—|4I. Example 1.38: 12 34 IfA= = ( ‘] and B (; >} then, |4|=-2 and |B|=-|4]=2. Linear Algebra Chapter! Matrices 3. If two rows (or two columns) of a matrix A are the same, then [A =0. Example 1.39: 123 2 0 -3]|=0, since Ry= Rs 12 3 yi 2 i 1 0 1}=0, since C)= C3. 1-11 4. If A has one (or more) row (or column) of zeros, then |A|= 0. Example 1.40: | 1 2 -1 220 0 0 of=0, |-3 0 of=o. 37 2 120 5. If B is the matrix that resulted when a multiple of one row (or column) of A is added to another row (or column) of A, that is, KR\+ Rj (or kC,+ C}), then |B] = |Al. Linear Algebra 4% Chapter 1 Matrices Example 1.41: 12-1 12-1 124 10 2} Belo 2 1] eR I) > | 210 210 eae Therefore, 12-1) (1 2-1 -10 2]J=fo 2 1 fe 21 0} (21 0 6. If Bis the matrix that resulted when a single row (or column) of 4 is multiplied by a scalar k, then [BI = AA. Note : Observe that |kA| # k/A| but if we have an n x n matrix A then, |kA|= kA]. From the given examples, observe that to find the determinant of a matrix which has not very many zero entries, it is better to reduce the matrix to triangular form using the fifth Property (or by third elementary row operation). The determinant of a triangular matrix is just the product of the entries on the main diagonal. Linear Algebra 47 Chapter 1 Matrices Example 1.42: i 12 2 4 2 4 () Let a=(5 4} a-(; ‘ c-(5 wa} Then |A|= 1(4)-2(3)=-2, |B| = 2|A| = -4, since the first row of B resulted when the first row of A is multiplied by 2. |C| =2 - 3 - |A] = 6(-2) = -12, since C is resulted when the first row of A is multiplied by 2 and the second row of A is multiplied by 3. mp “u(t 3) then [D|=2"14| = 414 (i) Given |* ile Find: le d| of! Answer: \° “fs -e a ols Answer: <°S*_e of tes Linear Algebra ‘s Chapter 1 Matrices la be (iii) Given Jd e f\=12. Find: lg h i abe @ |g hi de f abe abe Rey Answer:\g h i]"= -ld e fl=-12 de fs lg hi O be ) foe Ff Oh i Answer: 0 (cofactor expansion along the first column) or first column are zeroes (properties of | determinant), a b c ©] d e f -2a+g -2b+h ~2c+i a b amen be Answer:| e f |= d e f=12. -2a+g -2b+h -2+i] Ig hi Linear Algebra 9 Chapter 1 Matrices Example 1.43: teea=(? ‘| and | A|=10. Then : ed @ (i) (iii) (wv) (vy) (vi) (vii) Linear Algebra 2a 2b ir8-[ ec od } then |B|=2|4)=2-10=20. 2a 2b re-(%2 sah then |C|=2-3|4|=6-10=60. If p=24=2(% b)_(2a eal ce d) \2c 2d then| D[=2-2| A= 2?| Al=4-10=40. cd - If B= of then | E|--|A|--10(interchange the a first row and the second row). ba . If F= d , then |F -|A|=-10(interchange the c first column and the second column). a b no-( 40 yea} eUlGHAPI0 a 5 PRtela ol 10 -2ate -2b+d| lc dl If H= (? 0] , then | H |= 0(one zero column). 50 Chapter 1 Matrices 7. If A has two proportional rows (or columns) then, |Al= 0. Example 1.44: 1 2 3 (i) Let J=|-1 -2 4], then Y} =0 (R,=R,). 1 2 3 abe (i)LetK=|d e f |, then |] =0 since 2d 2e 2F abe ~2R,+R yields ld e f]=0 (or R=2R). ooo 8 IfAand Bare Square matrices of the same size, then [4B] = |4| - |B). Is |A + Bl = [AH 1B)? The answer is no. As an example, 10 ep pfol 0 r4-{) i} then [M1 nie =|) Sh then |B|=1. This means 4+ ar oro bu A+ 18 = oe Example 1.45; Find the determinant of each of the following matrices using the Properties of determinant. Linear Algebra Chapter 1 Matrices 201 7 @ |-121 w |, 3°14 2 Solutions: 20] ale al Rs -R @ 2 2-2 0 V=-Cy2 0 5 3.1 3 aaer|l -2 - = 0 4 3)=4Q)=7 lo o f A+R I-11 1[3%+23|-1 1 1 10 | I 8 -174°%10 5 9 Ofek Gi = 3-1 2 1] = jo 25 4} = 2-121 0103 Hl 11 1 K-11 1 jo 10 3/88 Jo 1 0 005 -2] = |0 05 = 0 09 -15 000 #4 Linear Algebra -l 111 4 8 -l -1 2 1 2 1 12 sara 2 - 1} = 0 4 3 4 0 7 7 1 1 1 Al-amery 0 1 0 3)5%t% 025 4 = 059 0 “DOGG = -57. Chapter 1 Matrices Inverse of a Matrix Definition 1.9 Inverse If A is an n x n matrix, and if a matrix B of the same al exists such that AB=BA=1,, then B is called an inverse of A and denoted by 47! If A has an inverse then we say that A is invertible or A is not singular. Example 1.46: The matrix a-(} ) is invertible since there exists a matrix B= ( 7) such that -11 11\(2 -1) 1 0 2 -N fli AB = = = = (i IC, ] (0 ‘} G ft 2}. Theorem 1.3: A is invertible if and only if |4| + 0, Linear Al ae 53 Chapter 1 Matrices Theorem 1.4: Let A be invertible and 4”! is an inverse of A. Then |4 Proof: Observe that since Ad4”=J, thus 4a" |=[[=1. However, |44"|=[4|-|4"1] from the properties of the determinant. This i Al" implies | 4|-|4""|=1, that is |4 D Theorem 1.5: Let A and B of order n x n. 1. If Ais invertible, then 4” is invertible, and (47!) = A. 2. IfA and Bare invertible, then AB is also invertible, and (4B) = BA". 3. If Ais invertible, then 4’ is also invertible, and (a) t= ay, Proof: Let A and B are of order nxn. 1. Let A be invertible. Then |4)#0. From Theorem 1.4, . Since |4]#0, we have |4-'|#0. Therefore 4” is 54 Linear Algebra Chapter 1 Matrices invertible. Furthermore,(4"')'= 4 since (4"'\(A)=1 and A(A")=1, 2. Let A and B be invertible. Thus |4] # Oand [B| #0. Therefore |4B|=|4)|B|*0. Thus 4B is invertible. Furthermore, (4B)! =B-L4-! since (4B)(B"4") = ABB") A" = AIA =, and (B"A")(AB)= B"\(A4")B = BIB" =1. 3. Let A be invertible. Thus |4| 0. Therefore |4"|=|4]#0. So 4’ is invertible. Furthermore, (47)"! = (A")’ since (AYA =(44A! =I =1 and (A")' A? = (AA) = 77 =, The inverse of a matrix can be obtained using two methods which are called the Elementary Row Operation Method and Adjoint Method. Linear Algebra Chapter 1 Matrices 1.8.1 Finding the Inverse of a Matrix by Elementary Row Operation (ERO) Method These are the steps to obtain A’ using row operation method. Step 1 Check whether [4] 0. Step 2 Write [4 7]. Step 3 Reduce [A : J ] to the RREM form by ERO and produce a matrix of the form [/ ! B ]. Step 4 Thus B=A™. Step 5 Check whether 447 Example 1.47: Find the inverse of each of the following matrices by ERO method. 234 1240 @ }2 11 (i) oe “112 2021 Linear Algebra 56 Chapter 1 Matrices Solution: 4 2 2 } We first find the determinant of 4 by 3 (@) Let A= 11 -112 cofactor expansion along the first row and get ! {2 1 +4 2 | lash 3, dL |-3 =2(2-1)~3(4+1)+4(2+1) =2(1)-3(5)+4(3)=-1#0. Since | A|¢ 0, thus A is invertible. By ERO method: 234: Linear Algebra Chapter 1 Matrices Check: AA* (ii) Using ERO, | | 000 0 1 0 1 2:11 0 00 1:200 4 5 1 1 0 2 ol 0-4 -6 240:1000 Bt ee 110/001 O|-2R4R, 2021:0001 1 1 -2R, +R, $8 -2R, +R 4R+R, | 0 0 0 0 0 0010 f 1 2001 0-4-6 1: Linear Algebra Chapter 1 Matrices 1 0 0 1 -2 00 al 0 20 '-20 4 i 4 2 7 000 Seve Te em Sp com SR TR hove Th Th oe Te coon econo ences — (CRORES aT af are Sea ——— a7 ae PT vm VT oT Soman 79 cone once ~eco eetoES) ———, et Ie Be Se cee We IR aie oie Se Se oie ye cee eee [ Thus 47 Finding the Inverse of a Matrix by Adjoint Method 1.8.2 The formula is given below: 1. =[qui 4 59 Linear Algebra Chapter 1 Matrices where adj (A) = C" and C is the cofactor matrix of A (refer to Definition 1.8). Example 1.48: 234 Let A=| 2 1 1]. Find the inverse of A by Adjoint Method. -1 12 Solution: We can obtain |4|=-1. Since |4]#0, thus 4 is invertible. Next, find all cofactors of A: We obtain C=|-2 8 —-5 |, the cofactor matrix of A. -1 6 -4 1 2-1 Thus adj A =CT=|-5 8 6 |. cs! Linear Algebra 60 Chapter 1 Matrices -1201 Then 4° = rh adj A= =|5 -8 -6 4 35 4 eons (ii) Given 4=| 2-3. 5 |, Find the inverse of A by Adjoint Method. 3-42 Solution: By cofactor expansion along the third row, we obtain Al = -3(-1) -4(1) + 2(1) = 1. Cofactors of A, cy are: 3 5 25 23 en=+ly oo eof? p-9 sen =4|, yen 2 3 1 3 1 -2| wf des sel en sae 3 1 bs r= Fh 4-19 -17 14-8 +1 We obtain C=|-8 11 10 |. ThusadjA=ct=|-19 11 4 -1 141 -17 10 1 ' “14 -§ -1 Then A" = 7 adj A= -19 11 -17 10 1 (Check that 44"'=/) Linear Algebra a Chapter} Matrices Example 1.49: 2 Find the inverse of A=] 2 3 1 -l1 1 4 1}. 2 Solution: By cofactor expansion along the second row, We use Adjoint Method to find the inverse of 4: Cofactors of A are: Then, 1-5 3 cof A=|-2 8 -S -1 6 -4 Linear Algebra 6 Chapter 1 Matrices 1241 adj A=(cof4)"=|-5 8 6 3-5 44 Therefore, 12-1) (-1 2 1 tea) ee gm |S ee [4] 7 Example 1.50: Find the inverse of A= RN wre wrynn ww ww Solution: By cofactor expansion along the first row, 1243 1 2 3 1 2 3) 12 3 |AF0)2 2 3/-1!2 2 342) 2 3-2/1 2 3 223 223 p23 hb 23 =-1(6+18+18-18-9-12)=-3 40, We use Adjoint Method to find the inverse of A: Cofactors of 4 are: Linear Algebra 68 Chapier 1 Matrices =-2 3 q4=+2 2 J 3,¢,=-2 2 3=-3q,=4]2 2 3 cust? 2.3 3) 3}=6;c,=-1 2 J=-3 3 1 2 3J=-3 cy =4]1 =+|1 2 3)/=0;¢,=-|1 os =2 1 2| 2 2) 2 2| 0 1 2 =+ HB Cay 3 3 jo 1 11 2 2 3] | =05 Cy =—| jo 2 3 a 1 j2 2 3) =0; Cy =+| 1 2 3 1 2 3) 2 3 3) Ca =| oma a 7 300 6 6 + 2 oy a 3 3 2 3 3 33 36 6 2 0 3 6 00 3 2 which yield C: adj A, 3.00 3 adjA = 1 Al which gives 4 Linear Algebra Chapter 1 Matrices 1.8.3 The Inverse of a 2 x 2 Matrix Let 4 -(? a} Then, by adjoint method, e cu=+@|=d 3 e2=-\(0)|=-c ea=1O=-b 5 em =H(a@)|=a. d - Therefore C -( } and -b a d -c) -b aaqct-[ "| -(é ts b a at a d -b Als ot ag A= —L 7 [A] ad-be\-c a This gives an inverse formula for a 2x2 matrix, namely d -b Aia|ad—be ad—be 7c a . ad-be ad-be Example 1.51: Find the inverse of 4 = (; $} Linear Algebra fe Chapter 1 Matrices Solution: ries Bye 32 4 “te-t5\-5 3) 3\-5 3) (53 1) : 6 BR 0750/0770 5550018 Linear Algebra Chapter 1 Mairices Exercise Chapter 1 (Matrices) Suess 1. If Aisa square matrix, show that A+" is a symmetric matrix and A—A’ is a skew-symmetric matrix. 2. State the following matrices as a sum of a symmetric matrix and a skew-symmetric matrix. os 2 0 +1 (a) a-[ | (b+) B=/3 2 2 47 8 3. Determine whether the matrix is Hermitian or skew- Hermitian. i 2-8 2 Oe @ |-2-i 3 4 () aI 2 4 0 oe @ [2 3+ 4 ae 3-1 2 a hele x40 Linear Algebra 7 Chapter 1 Matrices 1 1 3 4. Show that A=] 5 2 6 |isanilpotent matrix and find -2 -1 3 the index. 5. Show that these matrices are orthogonal: 2/3 2/3 W/3 (a) A=|-2/3 1/3 2/3 1/3. -2/3 2/3 -8/9 4/9 1/9 (bl) B=| 1/9 4/9 -8/9 4/9 7/9 4/9 6. Prove that if A is a skew-Hermitian matrix, then A=B+iC, where B is a skew-symmetric matrix and C isa symmetric matrix. Linear Algebra 68 Chapter 1 Matrices 7. Find the stated matrix if af? 3 Pe es! “Lar of 714 2} (a) 24+3B (ob) -24-=B 8. Find a and b such that, 2 a -4 5 1 -3 _ 11 7 16 2 1) [-8 3} 9. — Find the product of these matrices. . 14 172 2 1 @ [I [3] (b+) }-20 1 3-1-1. 3 0 1 52 4 2 10. Find the stated matrix if 2 -1 -1 2 1 3 A=| |, B= ‘=| . [; | [; ‘| oe li | (a) ATBT () (4B)" (© (Bayt Linear Algebra o Chapter 1 Matrices 11. If possible, find the stated matrix if given 10 1 1 eee ol -1 2 4 (a) 31-A (bv) OA () 4a” 12. Give two examples of 2 x 2 matrices A and B where A#O, BO, but AB =O (O isa zero matrix). 13. Given two matrices A and B as follows: 100 -10 0 A=|0 1 0}, B30 2 0 004 0 0 2 If AB=C=(ci), evaluate c25, cs; and cy 14. Determine whether AB = BA for the given matrices A and B as follows: 5.0 2 2 (a) A= |, B= 3.1 3-2 1-1 2 2 -1 -2 (b) A=}2 0 1], B=]1 2 1 3 1 +1 2 3 -l Linear Algebra 0 Chapter 1 Matrices 15. For the following matrices, find ABC + ABD by two methods, and compare the calculation for relative difficulties: 12 2 2 3.2 1 -2 Az , B=| , C=| |, D=| li a [ 1 i 4] i 3 16. Find the stated matrix if A = [ay},0, where ay= ij fori =1 2andj=1, 2. (a) A (b) 4-54 17. Rewrite the given statement as a product of matrices, assuming all the matrices involved are of order nxn. (a) (4BC)" (b) (4"4)" 18. Find a matrix 4 where A # O but 47=O (where O is a zero matrix). Linear Algebra n Chapter 1 Matrices 19. 20. 21. 22. If B= A, then B is called the square root of A. Find a square root for the given matrix. 22 10 i) [; ‘| [0 ] Prove that if 4 and B are two matrices of order n x n , then (A - BA +.B) =A? - B if and only if AB = BA. Let 4=( and B=(by) Hen '‘pxr (a) State the conditions so that AB exists. (b) By the above condition, what is the order of AB? (c) State the conditions so that the order of AB and BA are the same. Let 4-(4ij) en? ®(2H nen and C-(¢y) Show that (a) A+B=B+A (b) A+(B+C)=(A+B)+C (C) kK(A+B)=kA+kB, keR Linear Algebra n Chapter | Matrices 23. 24. 25. (d) (thy) A=h Athy A, kgeR (e) (A+B) =A7+B" () 1A=A (g) 0-A=O Let 4=(aj;) be a matrix of order nxn. Show that (@) w(cA)=ctr(A), ceR (bo) tr(A+B)=tr(A)+tr(B) (©) tr(AB)=0r(BA) @) #(A")=0r(A) (ec) #(A™A)20 Evaluate the trace of each matrix below. 2 1 2 2a @ () |2 0 4 304 -5 Find two different row echelon matrices from the given matrix. Linear Algebra B Chapler 1 Matrices 21 213 oY) i 1] ®) faa 2-1-1 21-1 @ |1 1 2 @ |ii2 Ay Sl 41-5 26. For the matrices in exercise 25, find the row- reduced echelon matrix. 27. Find the rank of the given matrix. 121 4-12 @ [3 1 4 ) [3 1 2 4 2-91 5-5 10 8 1-220 1241 4-154 43 -1 10 @ O13 14 Oly 41 4 Ones 3107 Linear Algebra 1" Chapter 1 Matrices 28. 29. 30. Evaluate the following. 2 43 2 1 -1 3 4 -8 -6 » P25 4 (a) |-4 -8 = ® bo 413 3 1 1 002 5 Find all the nine minors for the given matrix and find the cofactors. aN oaOH wen Find the determinant given if la be 3 1 -l=12. 21 2 Ib ¢ aq la 3 2 (a) jl -1 3 () fb 1 1 1 2 2 lc -1 2| Linear Algebra 15 Chapter 1 Matrices 31. 32. 33. 34, 35. 36. 37. Find one or more a value(s) so that the given determinant has a value zero. la-l 0 1 2 2 7 ) }0 al o @ 4° at} If det(A) = 3, find det(4”) and det(4°), If A is invertible and det(A) = 4, find det(4"). If det(A) = 5 and B= A, find det(B"). If det(A) = 10, find det(4™A). Show that if a square matrix A has a zero column, then det(A) = 0. By inspection, find the determinant for the given matrices: 3 -17 4 2 1 3 (a) 450 5 1 (b+) B31 -3 4 0 0 -l 2 1 3 Linear Algebra 6 ‘Chapter 1 Matrices 38. 39. 10-0 0 1000 © clo oo @ pio oro oT 9-5 0 “jo 100 0001 0001 1000 2814 0109 3.251 Es r- O Fo 001 ) 1070 0010 4643 By reducing the given matrices to an upper triangular form, find their determinant: 1 -3 0 Si OnnS) (a) A=|-2 4 1 (bo) Ba-2 7 2 5 2 2 0 1 5 Determine whether the given matrix is invertible and, if yes, find the inverse of the matrix by Adjoint Method. 1 2 -1 4 (@) [4 ‘| (b) [? ‘| 1inear Algebra n Chapter 1 Matrices 40. 41. 42. 43. Linear Algebra © {122 @ (io? i a 1227 oe 2-1 -1 121-1 1 3 20 14 23 2412 © 1, 013 O 1, 3143 2605 38-45 Solve the equation AC = B for C, if 234 12-1 A=|2 11] andBel2 3 |, “112 223 Show that if A and B are invertible, then AB is also invertible, and (AB)'=B' 4". Let A and B be two square matrices such that AB = BA = I. Show that if AC=/, then B=C. Show that if A is invertible, then A’ is also invertible, and find (4")". Chapter 1 Mairices 44, Find the inverse of the following matrices by the 2 x 2 matrix inverse formula. 21 1-1 304 ) offi} 63) «By 45. Determine whether the matrix is invertible or not, and if yes, find the inverse of the matrix by the ERO Method. 12 0 @) a (b) jl -1 2 a) - 25 3°10 1 12 1 3° 1 -1 () Jl -1 2 @ |2 4 1 3 1 -2 7-5 5 12 4 46. Find the value of k so that the inverse of |3 1 6| exists. k32 Linear Algebra & CE Chapter 2 Systems of Linear Equations CHAPTER 2 SYSTEMS OF LINEAR EQUATIONS Systems of linear equations and their solutions constitute one of the major topics studied in the linear algebra course. In this chapter we discuss four different methods to solve a system of linear equations. We will also discuss three different types of solutions to a linear system. 2.1 Introduction In general, a system of linear equation (SLE) can be written as Ay jX1 + yax_t ...+ Ay Xy= nx) + Anaxyt ... + AanXn= by Am X1 + AnaXzt 0. AmnXn= Dm where ay, b, € R. This means, a system of linear equations has m equations in n variables (unknowns). Example 2.1: Some examples of a system of linear equations : Linear Algebra 80 Cnupeer £ Systems of Linear equations (a) 2x +3x+x3=0 3x, — x.-x3=2 (b) x ty +z=1 y-z=2 z=4 al c) 2x- ~y=2 (©) 2x-oy 3x+4y =0 x - y =3 (d) x) -2x.+2x;=0 We can write a system of linear equation in the form of Ax=b where a a, 4, x 4 A= a, ay yy , x= % , b= 5, Fy Ime Son Xn us mxn nx mxi As an example, in Example 2.1 (b) above, Linear Algebra a1 Chapter 2 Systems of Linear Equations 1161 x A=|0 1 -1], x=ly], b=/2 001 z 4 Another example is 2x+ x-2y=3" Then rewrite this system of linear equation in the form of (i aH) Ax =b gives Definition 2.1: Coefficient Matrix If we write a system of linear equation in the form of Ax = b, then the matrix A is called a coefficient matrix for the SLE and the vector x is the solution for the system. Observe that if m = n, then A is a square matrix. A system of linear equations can be solved by a few methods including: (i) Cramer’s Rule (ii) Inverse Method Linear Algebra a2 Chapter 2 Systems of Linear Equations (iii) Gaussian Elimination Method (iv) Gauss-Jordan Elimination Method 2.2. Cramer’s Rule Cramer’s Rule: Let A be an invertible matrix (where |A| # 0). For any b € R",a unique solution for the system of linear equation Ax = b where 4 a x=| x, | is given as x, =", : 4 x, for i= 1, 2. ,..., » where A; is the matrix obtained by replacing the entries in the ith column of A by b. Example 2.2: Use Cramer’s Rule to solve (if possible); 1 3x, — 2x, Sx; +4m=8. Linear Algebra 83 Chapter 2 Systems of Linear Equations Solution: From the SLE above, we obtain 3-2 x 6 A= x= > b=} oI. (: 4 } (*) ( Since |A| = 12 - 10 =2 #0, thus the solution is unique. By Cramer’s Rule, lal Le Me 4) =2 aa 0, 3 1. |4|_[S_8)|_ 24430 _ 54 ary 20 Therefore x=| 7 }={ “Y |, x) (27 Note : We can check the answer by inserting the values into the original equations, that is: 3x) — 2x2 = 3(20) — 2(27) = 60 - 54=6 AND —5x1 + 4x2 =-5(20) + 4(27) =-100 + 108 = 8. Linear Algebra 84 Chapter 2 Systems of Linear Equations 2. x + y+2z=9 2x + 4y—-3z=1 3x + 6y-5z=0. Solution: From the SLE above, we obtain 11 2 x 9 A=|2 4 -3|, x=ly], b=/1]. 3.6 -5 z 0 Since |4|=-1+0, thus the solution is unique. By Cramer’s Rule, 9 1 2 Linear Algebra 85 Chapter 2 Systems of Linear Equations x Thus x=] y |=] 2]. z 3 Check: x+y+2z=14+2+2(3)=9, 2x + 4y—3z = 2(1) + 4(2) - 3(3) = 1, 3x + 6y — 5z = 3(1) + 6(2) - 5(3) =0. 3.0 xty-z=2 x~ytz=3 2x+2y-22=4 From the SLE above, we obtain Lo. -l x 2 A=|1 -1 1], x={y], b=}3]. 22 2 z 4 By inspection, we obtain |A| = 0 since the third row of A is a multiple of the first row (R,=2R,). Thus the inverse of A does not exist. Therefore Cramer’s Rule cannot be used. Linear Algebra 86 Chapter 2. Systems of Linear Equations 2.3. Inverse of a Matrix Method If m = n and Ax = b (where |A| # 0), we can rewrite this equation as: Ax =b A(Ax) =4'b (414)x =4'b Ix =4'b x =A"b. We can rewrite this equation formally as follows: Inverse of Matrix Method: If an n x n matrix A is invertible and Ax = b represents the equation, then the solution for the system is given as x= Ab. Example 2.3: 1. _ Solve the system of linear equations below using the inverse matrix method : 3x — 2x. = 6 —5x,+4x=8. Linear Algebra Chapter 2 Systems of Linear Equations wall a) oS) (8 We obtain |4| = 12-10=240. tims ae (4 2)1f4 2)(2 1 A Tals 3)-als 3}"ls2 aah hich yielés yf 2 1 f6)_(20 wen IES X=L Sy aya lg }=( 07) Check: 3(20) -2(27)=6 ~5(20) +4(27) =8 ° 2. Solve the system of linear equations below using the inverse matrix method : xt yt+2z=9 2x + 4y-3z=1 3x + 6y-5z=0. We first find the inverse of the coefficient matrix using elementary row operations. 112 |4j=|2 4 -3/=-140 3 6 -5 Linear Algebra 88 Chapter 2. Systems of Linear Equations - t 24 -l -1 -l il -I7 2 -17 ll -7). -2 ll 3 2 -l 0 Thus A” + =a fen — a= oe pate = ar _ bot ca Som 1 aTo at, i 2 l x i - 2 2 3 é 89 Linear Algebra Chapter 2 Systems of Linear Equations Check: 1+ 2 +23)=9 2(1) + 4(2)-3(3) =1 « 3(1) + 6(2)—5(3) =0 Note : Observe that Cramer’s Rule and Inverse of Matrix Method can be used only if the coefficient matrix of the SLE is a square matrix and the determinant is not zero. The following two methods can be used at any time to solve a system of linear equations, and they do not depend on whether the coefficient matrix is a square or the determinant is not zero. 2.4 Gaussian Elimination Method Given a system of linear equation (SLE) which is written as Ax = b where A is the coefficient matrix and [4 : b] is the augmented matrix. Linear Algebra 90 Chapter 2 Systems of Linear Equations Gaussian Elimination Method (GEM) is reducing the augmented matrix of a system of linear equation to row- echelon form and then finding the solution by back substitution. Note: Observe that this method can be used for any system of linear equation. Example 2.4: Solve the following system of linear equation by Gaussian Flimination Method. 0 1. 3x, - 2x2 =0 5x, + 4x2=8 : 3-2 ee 76 Weobiain 4=( % Ab x-(*}, »-(} First, reduce the augmented matrix to row-echelon form: 3-2 : 6) 2R 6 -4: 12 : ¢/- : -5 4: 8 5 4 : 8 Linear Algebra 91 Chapter 2 Systems of Linear Equations _{% )_(20 Thus x-(*)-(3) Check: 3(20) -2(27)=6 -5(20) + 4(27) =8 Note : In this example, the augmented matrix is automatically reduced to its row-reduced echelon form, so we don’t have to use the back substitution method. 2. x +yt+2z=9 Qxt4y-3z=1 3x+6y-5z=0 11 2 x 9 Weobtain A=|2 4 -3}, x=ly|, pala]. 36 -5 z 0 Then, reduce the augmented matrix to row-echelon form: Linear Algebra 92 Chapter 2. Systems of Linear Equations 9 112: 9 3: 1| RAR lo 2 7: 7 5:0) S&+% (o 3-1: -27 12:9 kth jo 1 4: 1 | oR, 0 3 -IL: -27 112: 9 12:9 o1 4: -10/ B%t® fo 1 4: -10 03-1: -27 001: 3 REM From the row-echelon above, we write again in the form of system of linear equations, which gives: xty+2z=9 y—4z=-10 z= 3. By back substitution, we obtain y=-10+4z=-10+ 12=2, x=9-y-22=9-2-6=1. x Thus x=| y |=] 2}. z 3 Linear Algebra 93 Chapter 2 Systems of Linear Equations Check: 1+ 2 +23)=9 2(1) + 4(2)-3(3) =1 . 3(1) + 6(2) - 5(3) =0 3. xty=2 x-y=2 1 1 2 We obtain af 4 -()) »-(3). teres Nfs ee || -R+R, fl 1-1: af 0 4k, Derlatae2 01:0 REM which yields x+y=2 y=0 By back substitution, we obtain x = 2. This gives OH) Linear Algebra 94 Chapter 2 Systems of Linear Equations The difference between Gauss Elimination Method and Gauss-Jordan Elimination Method is. that the augmented matrix for the former one is reduced until its row-echelon form while for the latter one until its reduced row-echelon form. 2.5 Gauss-Jordan Elimination Method Given a system of linear equation (SLE) which is written as Ax =b where A is the coefficient matrix and [A :b] is the augmented matrix. Gauss-Jordan Elimination Method (GJEM) is reducing the augmented matrix of a system of linear equations to its reduced row-echelon form. Example 2.5: Solve the given system of linear equations by Gauss-Jordan Elimination Method. 1, x4, 4+2x, +3x,=9 4x, + 5x, + 6x, = 24 3x,+ 4,-2y=4 Linear Algebra 95 Chapter 2. Systems of Linear Equations We reduce the augmented matrix of the system to its reduced row-echelon form: 12 3: 9 12 3 45 6: 24| “78th Jy 3 31-2: 4) BRR (o -5 -11: -23 12 3: 9 Onan ea 0 -5 -11; -23) 5RtR 1 bo-lit 4|—SJo 1 2:4 3 00 1:3 100: 4) BHR Jo 1 0: 24, PRR Lo 0 1: 3) x 4 Thus x=] x, }=| -2 |. x; 3 Check: 4 + 2xy + 3x3 = 4 + 2(-2) + 3(3)=4-44+9=9, Ax + Sxz + 6x3 = 4(4) + 5(-2) + 6(3) = 16 - 10 + 18 = 24, 3x) + 2, — 2x3 = 3(4) + (-2)-2(3) = 12-2-6=4, Linear Algebra 96. Chapter 2 Systems of Linear Equations 2. x+y=2 x-y=2 We reduce the augmented matrix to reduced row- echelon form and obtain x+y +2z=9 2x+4y-3z=1 3x+6y—-5z=0 From Example 2.4 no.3, we reduce the row-echelon form to reduced row-echelon form as follows: 112: 9 10 6: 19 01-4: -10) 2% s)9 1 4: -10 001: 3 001: 3 REM Linear Algebra 7 Chapter 2 Systems of Linear Equations 1 8 4) RAR og 1 oo: ol, ABR (9 0 1: 3 RREM 1 This yields x =| 2 |. 3 In the next section, we will see that we can determine the type of solutions to a given system of linear equations without having to solve the system first. 2.6 The Existence of Solution, Consistency There are three types of solutions for every system of linear equations, namely: 1. A unique (one) solution . . . . } consistent 2. Many (infinite) solutions 3. No solution } inconsistent A system of linear equations that has no solution is said to be inconsistent; if there is one or many solutions, then it is said to be consistent. Linear Algebra 98 Chapter 2 Systems of Linear Equations In the next example, we describe a system of two linear equations with two unknowns and the solutions geometrically. Example 2.6: (i) Let a system of linear equations given as: x-y=0 x =] This can be illustrated as follows: y Thus the solution is unique, that is x =1 and y (ii) Let a system of linear equations given as: x- y=0 2x-2y=0. Linear Algebra 99 Chapter 2. Systems of Linear Equations This can be illustrated as follows: y Both of the equations trace out the same line. Thus the solution is infinite (all points on the line). (iii) Let a system of linear equations given as: x-y=0 x-y=-l, This can be illustrated as follows: =xt y yextl Linear Algebra 100 Chapter 2 Systems of Linear Equations We find that the lines are parallel. So there is no point of intersection.Thus the system has no solution. In the next section, we will see that there are two types of system of linear equations, which are homogeneous (Ax = 0) and nonhomogeneous (Ax = b). 2.7 Homogeneous Linear Systems A homogeneous system of linear equations can be written as Ax = 0, and is always consistent since x = 0 is always a solution. The solution for Ax = 0 is whether (i) _ trivial or unique (x = 0) (ii) nontrivial (many or infinite) 2.8 Nonhomogeneous Linear Systems A nonhomogeneous system of linear equations can be written as Ax=b. The solution for Ax=b is either (i) unique, (ii) infinite, or (iii) no solution. Linear Algebra 101 Chapter 2 Systems of Linear Equations The type of solution to a system of linear equations can be determined using the rank of its coefficient matrix and augmented matrix. Another way to determine the type of solution in the case where the coefficient matrix is square is by using its determinant. 2.9 Determining the Types of Solution by the Coefficient Matrix and the Augmented Matrix, and by Determinant. The type of solution for a system of linear equations can be determined by the rank of the coefficient matrix, p(A), and the rank of the augmented matrix, p(4 ? b), as follows: A system of linear equations has 1. a unique solution if P(A) = p(A : b) = number of unknowns = number of columns of A. 2. many solutions if P(A) = p(A : b)

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