Chap1,2 - Linear Equations, Matri
Chap1,2 - Linear Equations, Matri
Linear Algebra
2. Gaussian Elimination
3. Homogeneous Equations
1
1.1
Solutions and Elementary
Operations
2
REVIEW: SOLUTIONS OF A SYSTEM OF LINEAR EQUATIONS
5𝑥 − 2𝑦 = 4 𝑥 − 2𝑦 = 5 3𝑥 + 4𝑦 = 4
(1) ቊ (2) ቊ (3) ቊ
3𝑥 − 𝑦 = 3 −3𝑥 + 6𝑦 = −11 9𝑥 + 12𝑦 = 12
Solution.
1. 𝑥 = 2 and 𝑦 = 3.
2. The system has no solutions.
4−3𝑡
3. The system has infinitely many solutions: 𝑥 = 𝑡, 𝑦 = 𝑡 ∈ ℝ}.
4
3
DISCUSSION
𝑥 + 2𝑦 = −2 (1)
Ι ቊ
−3𝑥 − 𝑦 = 11 (2)
Solution.
𝑥 + 2𝑦 = −2
(ΙΙ) ቊ (adding three times the first to the second)
0𝑥 + 5𝑦 = 5
𝑥 + 2𝑦 = −2 1
ΙΙΙ ቊ (multiplying the second by )
𝑦=1 5
𝑥 = −4
ΙV ቊ (subtract twice the second from the first)
𝑦=1
4
DISCUSSION (cont)
Recall. Two systems of equations are called equivalent if they have the same set of
solutions.
For instance, all the systems Ι , ΙΙ , ΙΙΙ and ΙV in the previous page are equivalent.
5
ELEMENTARY OPERATIONS
6
DISCUSSION (cont)
𝑥 + 2𝑦 = −2 1 2 −2
ቊ
−3𝑥 − 𝑦 = 11 −3 −1 11
𝑥 + 2𝑦 = −2 1 2 −2
ቊ
0𝑥 + 5𝑦 = 5 0 5 5
𝑥 + 2𝑦 = −2 1 2 −2
ቊ
𝑦=1 0 1 1
𝑥 = −4 1 0 −4
ቊ
𝑦=1 0 1 1
7
AUGMENTED MATRICES
𝑥 + 2𝑦 = −2
∎ The augmented matrix of the system ቊ
−3𝑥 − 𝑦 = 11
is the array of numbers
1 2 −2
−3 −1 11
2𝑥 − 𝑡 = 15
ቐ𝑥 + 5𝑧 + 13𝑡 = 5
4𝑥 + 𝑦 = −31
9
EXAMPLE
3𝑥 + 2𝑦 = 1
Solve the system of linear equations ቊ using augmented matrices.
6𝑥 − 𝑦 = 7
3 2 1
Solution. The augmented matrix of this system is
6 −1 7
We transform this as follows
3 2 1
(subtract twice the first row from the second)
0 −5 5
3 2 1 1
(multiply the second row by − )
0 1 −1 5
3 0 3
(subtract twice the second row from the first)
0 1 −1
1 0 1 1
(multiply the first row by )
0 1 −1 3
∎ The ultimate goal is to try to obtain the augmented matrix of the form
∗ 1 0 0 ∗
1 0 ∗ .
or 0 1 0
0 1 ∗
0 0 1 ∗
11
EXAMPLE
Solve the system of linear equations
Solution. We apply the elementary operations on the augmented matrix of the system.
Row1 − Row2
→ →
12
Row1 − Row2 1 0 3 3
0 1 −2 −2
→ 0 −1 −5 −6
1
Row3 + Row2 − × Row3
7
→ →
Row1 −3 × Row3
→
Row2 +2 × Row3
3 2 8
We deduce that 𝑥 = − , 𝑦 = and 𝑧 = are the solution.
7 7 7
13
EXERCISE
Exercise 1. Write down the systems of linear equations whose augmented matrices
are given below.
14
1.2
Gaussian Elimination
15
ROW-ECHELON MATRICES
16
REDUCED ROW-ECHELON MATRICES
17
EXAMPLE
Exercise 1.2.1 (page 17, [2]).
18
EXERCISE
Write down a row-echelon matrix and a reduced row-echelon matrix with 4 rows and
5 columns.
19
GAUSSIAN ALGORITHM
Theorem. Every matrix can be brought to (reduced) row-echelon form by a sequence of
elementary row operations.
1
0 2 3 Row1 ↔ Row2 3 1 2 3
×Row1 1 1/3 2/3
3 1 2 0 2 3 0 2 3
3 4 1 → 3 4 1 → 3 4 1
1
Row1 − ×Row3
−
2
×Row3 1 1/3 2/3 1
Row1 − ×Row2 1 0 1/6 6 1 0 0
11 3
→
0
0
1
0
3/2
1 → 0 1 3/2
0 0 1
→ 3
0
0
1
0
0
1
Row2 − ×Row3
2
(row-echelon form) (reduced row-echelon form)
21
EXAMPLE
Solve the following system of equations
3𝑥 + 𝑦 − 4𝑧 = −1
ቐ 𝑥 + 10𝑧 = 5
4𝑥 + 𝑦 + 6𝑧 = 1
Solution. We use the Gaussian algorithm to carry the augmented matrix of the system
into reduced row-echelon form.
Row2 −3 ×Row1
Row2 ↔ Row1
→ →
Row3 −4 ×Row1
Row3 − Row2
1
− ×Row3
3
1 0 10 5
0 1 −34 −16
→ → 0 0 0 1
(row-echelon form)
22
1 0 10 5 Row1 −5 × Row3 1 0 10 0
0 1 −34 −16 → 0 1 −34 0
0 0 0 1 Row2 +16 ×Row3 0 0 0 1
𝑥 + 10𝑧 = 0
ቐ𝑦 − 34𝑧 = 0
0=1
23
EXAMPLE
Find a condition on 𝑎, 𝑏 and 𝑐 such that the following system admits solution
𝑥 + 3𝑦 + 𝑧 = 𝑎
ቐ−𝑥 − 2𝑦 + 𝑧 = 𝑏
3𝑥 + 7𝑦 − 𝑧 = 𝑐
Solution. We use the Gaussian algorithm to carry the augmented matrix of the system
(closely) to reduced row-echelon form.
Row2 + Row1
→
Row3 − 3 ×Row1
Row1 − 3 × Row2
→
Row3 + 2 ×Row2
24
Therefore, the original system is equivalent to the system
𝑥 − 5𝑧 = −2𝑎 − 3𝑏
ቐ 𝑦 + 2𝑧 = 𝑎 + 𝑏
0 = 𝑐 − 𝑎 + 2𝑏
25
RANK OF A MATRIX
1 0 0
0 1 0
0 0 1
Rank = 3 Rank = 3 Rank = 2
In general, to compute the rank of a matrix, we first need to carry it to the row-echelon form.
26
EXAMPLE
Find the rank of the matrix
𝐴=
Row3 − Row2
𝑥1 − 2𝑥2 − 𝑥3 + 3𝑥4 = 1
ቐ 2𝑥1 − 4𝑥2 + 𝑥3 = 5
𝑥1 − 2𝑥2 + 2𝑥3 − 3𝑥4 = 4
a. Find the rank of the augmented matrix of the system.
b. Solve the system.
Row2 −2 ×Row1
→
Row3 − Row1
1
3
×Row2 1 −2 −1 3 1 Row3 − 3 ×Row2 1 −2 −1 3 1
0 0 1 −2 1 → 0 0 1 −2 1
→ 0 0 3 −6 3 0 0 0 0 0
(row-echelon form)
28
1 −2 −1 3 1 Row1 + Row2 1 −2 0 1 2
0 0 1 −2 1 0 0 1 −2 1
0 0 0 0 0
→ 0 0 0 0 0
(row-echelon form) (reduced row-echelon form)
(a) The row-echelon form of 𝐴 has two nonzero rows. So we have Rank(𝐴) = 2.
(b) The original system is equivalent to the system
𝑥1 − 2𝑥2 + 𝑥4 = 2
ቊ
𝑥3 − 2𝑥4 = 1
Then
1. 𝑟 ≤ 𝑛.
30
1.3
Homogeneous Equations
31
DEFINITION
2𝑥 + 𝑦 − 3𝑧 + 𝑡 = 0
ቐ 𝑦 − 5𝑧 + 3𝑡 = 0
−𝑥 + 𝑦 − 𝑧 + 𝑡 = 0
32
EXAMPLE
Solve the following homogeneous system of equations
𝑥1 − 𝑥2 + 2𝑥3 − 𝑥4 = 0
ቐ 2𝑥1 + 2𝑥2 + 𝑥4 = 0
3𝑥1 + 𝑥2 + 2𝑥3 − 𝑥4 = 0
Solution. Let us transform the augmented matrix of the system into the reduced row-echelon form.
Row2 −2 × Row1
→
Row3 −3 ×Row1
1
×Row2 1 −1 2 −1 0 Row1 + Row2 1 0 1 −1/4 0
→
4
0 1 −1 3/4 0 0 1 −1 3/4 0
→ 0 4 −4 2 0 Row3 −4 ×Row2 0 0 0 −1 0
1
Row1 + ×Row3
−1 ×Row3 1 0 1 −1/4 0 4
→ 0 1 −1 3/4 0 →
0 0 0 1 0 3
Row2 − ×Row3
4 33
So the original system is equivalent to the system
𝑥1 + 𝑥3 = 0
ቐ𝑥2 − 𝑥3 = 0
𝑥4 = 0
35
QUIZ QUESTION
𝐴=
Answer. C (since the system has 5 variables and moreover, Rank 𝐴 = 4 < 5).
36
EXERCISE
37
Part 2. Linear Algebra
Chapter 2: Matrix Algebra
Main subjects
2. Matrix Multiplication
4. Matrix Inverses
5. Matrix Transformations
38
2.1
Matrix addition, scalar multiplication
and transposition
39
MATRICES
Definition.
size 𝒎 × 𝒏.
∎ The number lying in row 𝒊 and column 𝒋 is called the (𝒊, 𝒋)-entry.
1 3 −1 4
𝐴= 0 −4 6 8
2 1 −5 9
41
MATRICES (cont.)
If 𝐴 is a matrix of size 𝑚 × 𝑛 then it is usually displayed as follows
42
EXERCISE
Write down the matrix 𝐴 = 𝑎𝑖,𝑗 with 𝑎1,2 = 1, 𝑎1,1 = 9, 𝑎2,2 = −4,
3×2
9 1
𝐴 = 5 −4
−7 0
43
EXERCISE
3 5 7
𝐴=
4 6 8
44
SQUARE MATRICES AND SYMMETRIC MATRICES
1 −5 1 2 2
4 7 −7 −4 5
8 0.5 6
7 12 5 9
1 2 − 2
1 −5 2 4 5 12 3 4 0
−5 7 5 4 13 45
− 2 5 6
9 0 45 57
45
EXERCISE
1 −3
8 −7 6
Answer. 1 −3 8
−3 any −7
8 −7 6
46
MAIN DIAGONAL
1 4 7 6
4 2 5 8
7 5 3 9
6 8 9 5
47
UPPER TRIANGULAR MATRICES
∎ An upper triangular matrix: if all the entries below and to the left the main
diagonal are zeros.
48
TRIANGULAR MATRICES
∎ A lower triangular matrix: if all the entries above and to the right the main
diagonal are zeros.
49
TRANSPOSE OF A MATRIX
1 −3 4 1 0 8
0 2 5 −3 2 −7
8 −7 6 4 5 6
Definition. The transpose of a matrix 𝑨 is the matrix whose column 𝒊 is given by the
row 𝒊 of 𝑨.
∎ We denote by 𝐴𝑇 the transposed matrix of 𝐴.
50
EXERCISES
1 7 0
1 5 3 4
1. Let 𝐴 = 7 −1 −2 3 . Find 𝐴𝑇 . 𝐴𝑇 = 5 −1 5
3 −2 1
0 5 1 6 4 3 6
1 4 7 6
2. Let 𝐵 = 4 2 5 8 . Find 𝐵𝑇 . Answer: 𝐵𝑇 = 𝐵.
7 5 3 9
6 8 9 5
51
MATRIX ADDITION
𝑨 + 𝑩 ∶= 𝒂𝒊,𝒋 + 𝒃𝒊,𝒋 .
𝒎×𝒏
1 3 2 −3
0 −4 + 5 2
7 5 −1 7
1+2 3−3 3 0
= 0+5 −4 + 2 = 5 −2 .
7−1 5+7 6 12
52
SCALAR MULTIPLICATION
𝜆𝐴 ∶= 𝜆 × 𝑎𝑖,𝑗 .
𝑚×𝑛
1 5 3
Example. Suppose 𝐴 = 7 −1 −2 . Then
0 5 1
Convention. The zero matrix is the matrix whose entries are all zeros.
0 0 0
For example, 0 2×3 = . Sometimes we denote it simply by 0.
0 0 0
1 0 8 2 3 2
Exercise. Consider the matrices 𝐴 = −3 2 −7 and 𝐵 = 3 2 −2 .
4 5 6 −1 0 4
(i) Find 2𝐴, 3𝐵 and 3𝐵 − 2𝐴.
1
(ii) Find matrix 𝐶 such that 2𝐴 + 𝐶 − 𝐵 = 0.
2
54
BASIC PROPERTIES
Theorem. Let 𝐴, 𝐵 and 𝐶 be the matrices of the same size and let 𝑝, 𝑞 ∈ ℝ. One has
(1) 𝐴 + 𝐵 = 𝐵 + 𝐴.
(3) 𝑝 + 𝑞 𝐴 = 𝑝𝐴 + 𝑞𝐴.
(4) 𝑝 𝐴 + 𝐵 = 𝑝𝐴 + 𝑝𝐵.
(5) 𝑝 𝑞𝐴 = 𝑝𝑞 𝐴.
(6) 𝑝𝐴 𝑇 = 𝑝𝐴𝑇 .
(7) 𝐴+𝐵 𝑇 = 𝐴𝑇 + 𝐵𝑇 .
55
EXERCISES
(i) For any two symmetric matrices 𝐴 and 𝐵, the sum 𝐴 + 𝐵 is symmetric as well.
Answer. This is false (trick). When 𝐴 and 𝐵 are not the same size, the sum A + B cannot
be defined. Otherwise, the statement is true.
56
EXERCISES
1. Is it true that if 𝐴 and 𝐵 are symmetric matrices of the same size then 3𝐴 + 4𝐵
is symmetric?
Answer. Yes, it is.
Explanation: 3𝐴 + 4𝐵 𝑇 = 3𝐴 𝑇 + 4𝐵 𝑇
= 3𝐴𝑇 + 4𝐵𝑇
= 3𝐴 + 4𝐵 (since 𝐴 and 𝐵 are symmetric).
This means 3𝐴 + 4𝐵 is symmetric.
57
2. Suppose that 𝐴 is a matrix with 4 rows and such that 𝐴 = 2𝐴𝑇 . Find 𝐴.
= 𝐴𝑇 + 𝐴 = 𝐴 + 𝐴𝑇 .
This means 𝐴 + 𝐴𝑇 is symmetric.
58
EXERCISES
59
2.2
Matrix multiplication
60
DOT PRODUCT
Definition. For two vectors (𝑎1 , 𝑎2 , ⋯ , 𝑎𝑛 ) and (𝑏1 , 𝑏2 , ⋯ , 𝑏𝑛 ), their dot product is
𝑎1 , 𝑎2 , ⋯ , 𝑎𝑛 ∙ 𝑏1 , 𝑏2 , ⋯ , 𝑏𝑛 = 𝑎1 × 𝑏1 +𝑎2 × 𝑏2 + ⋯ + 𝑎𝑛 × 𝑏𝑛 .
For example,
2, 1, 5 ∙ −1, 3, 7 = 2 × −1 + 1 × 3 + 5 × 7 = 36.
61
MULTIPLICATION MATRIX
Definition. Let 𝐴 be a matrix of size 𝑚 × 𝑛 and 𝐵 a matrix of size 𝑛 × 𝑝.
Then the product 𝐴 × 𝐵 is a matrix of size 𝑚 × 𝑝 whose 𝒊, 𝒋 -entry is the dot
product of the row 𝒊 of 𝑨 and the column 𝒋 of 𝑩:
𝑖, 𝑗 -entry = (row 𝑖 of 𝐴) ∙ (𝑐𝑜𝑙𝑢𝑚𝑛 𝑗 of 𝐵).
2 −3 𝑎 −1 10
1 4 5
Example. 5 2 × = 1 26 𝑏 .
−1 7 −2 3 0
−15 17 −5
𝑎 = 2, −3 ∙ 1, −2 = 2 × 1 + −3 × −2 = 8
𝑏 = 5,2 ∙ 5,0 = 25.
62
EXERCISES
1. Let 𝐴 be an (𝑚 × 𝑛)-matrix. When can product 𝐴 × 𝐴 be formed?
Answer. If and only if 𝑚 = 𝑛. This means that 𝐴 is a square matrix.
1 0 8
2. Consider the matrix 𝐴 = −3 2 −7 . Find 𝐴2 (i.e. 𝐴 × 𝐴).
4 6 5
1 0 8 1 0 8
−3 2 −7 × −3 2 −7 = −37 −73 .
4 6 5 4 6 5
6. Find two matrices 𝐴 and 𝐵 such that both 𝐴 × 𝐵 and 𝐵 × 𝐴 can be formed and are
equal to each other.
64
EXERCISE
4 0
4 5 7 4 11
Let 𝐴 = , 𝐵 = −15 3 and 𝐶 = . Determine the size
−2 0 −3 2 −6
8 1
of (𝐴 × 𝐵) × 𝐶. Then find the (2,1)-entry of (𝐴 × 𝐵) × 𝐶.
Solution. (𝐴 × 𝐵) × 𝐶 is a (2 × 2)-matrix.
(2,1)-entry of 𝐴 × 𝐵 × 𝐶 = (Row2 of 𝐴 × 𝐵) ∙ (Column1 of 𝐶).
4 0
4 5 7
× −15 3 =
−2 0 −3 −32 −3
8 1
Result: −32 × 4 + (−3) × 2 = −134.
65
IDENTITY MATRICES
Definition. The identity matrix 𝐼𝑛 is the square matrix of size 𝒏 such that
1 if 𝑖 = 𝑗
(𝑖, 𝑗)-entry = ቊ
0 if 𝑖 ≠ 𝑗.
66
BASIC PROPERTIES MULTIPLICATION MATRIX
Suppose that 𝐴, 𝐵 and 𝐶 are matrices with suitable sizes so that the operations given
2. 𝐴 × 𝐵 × 𝐶 = (𝐴 × 𝐵) × 𝐶.
3. 𝐴 × 𝐵 + 𝐶 = 𝐴 × 𝐵 + 𝐴 × 𝐶.
4. 𝐴 + 𝐵 × 𝐶 = 𝐴 × 𝐶 + 𝐵 × 𝐶.
(a) 𝐴𝐵 = 𝐼2 .
(b) 𝐴𝐵 = 𝐼3 .
(a) 𝐴𝐵 = 0.
(b) 𝐵𝐴 = 0.
68
EXERCISE
Let 𝐴 and 𝐵 be two symmetric matrices. Which of the following statements are true?
(i) 2𝐴 + 𝐵 is symmetric.
(ii) 𝐴𝐵 is symmetric.
(iii) 𝐴𝑘 is symmetric for every 𝑘 ∈ ℕ.
Solution. (i) This is true.
(ii) 𝐴𝐵 is symmetric ⇔ 𝐴𝐵 𝑇 = 𝐴𝐵.
We have 𝐴𝐵 𝑇 = 𝐵𝑇 𝐴𝑇 = 𝐵𝐴. But in general, 𝐵𝐴 ≠ 𝐴𝐵. So (ii) is false.
𝑘 𝑇
(iii) This is true because 𝐴 = 𝐴𝑇 × ⋯ × 𝐴𝑇 = 𝐴 × ⋯ × 𝐴 (𝑘 times)
= 𝐴𝑘 .
69
EXERCISES
70
BLOCK MATRIX
1 4 0 0
𝐴= 4 2 0 0
1 5 0 1
0 −1 1 5
𝐴1 𝐴2
=
𝐴3 𝐴4
where
1 4 0 0 1 5 0 1
𝐴1 = , 𝐴2 = , 𝐴3 = and 𝐴4 = are called the blocks of 𝑨.
4 2 0 0 0 −1 1 5
71
BLOCK MATRIX MULTIPLICATION
Consider the matrices
𝐼 0 𝑋 𝐼𝑋 + 0𝑌
Then we have 𝐴𝐵 = × =
𝑃 𝑄 𝑌 𝑃𝑋 + 𝑄𝑌
4 −2
𝑋 5 6
= =
𝑃𝑋 + 𝑄𝑌 3 + 27
72
BLOCK MATRIX MULTIPLICATION (cont)
𝐴1 𝑋 𝐵1 𝑌
Theorem. Suppose 𝐴 = and 𝐵 = are block matrices such that
0 𝐴2 0 𝐵2
(i) 𝐴1 and 𝐵1 are square matrices of the same size, and
(ii) 𝐴2 and 𝐵2 are also square matrices of the same size.
Then we have
𝐴1 𝑋 𝐵1 𝑌
𝐴𝐵 = ×
0 𝐴2 0 𝐵2
𝐴1 𝐵1 𝐴1 𝑌 + 𝑋𝐵2
= .
0 𝐴2 𝐵2
73
EXAMPLE
Compute 𝐴𝐵 where
1 3 2 2 1 2 1 2
𝐴= 0 1 1 1 and 𝐵 = 3 1 1 1
0 0 1 0 0 0 1 0
0 0 4 1 0 0 0 1
𝐴1 𝑋 𝐵1 𝑌
= =
0 𝐴2 0 𝐵2
10
𝐴1 𝐵1 𝐴1 𝑌 + 𝑋𝐵2 𝐴1 𝐵1 𝐴1 𝑌 + 𝑋 1
𝐴𝐵 = = =
0 𝐴2 𝐵2 0 𝐴2 0 0 1 0
0 0 4 1
74
2.2
Matrices and systems of linear
equations
75
A REPRESENTATION
2 3 2 𝑥 1
3
Question. Consider three matrices 𝐴 = −1 2 −2 , 𝑋 = 𝑦 and 𝐵 = 4 .
0 4 0
𝑧
5 7 8 5
What does "𝐴𝑋 = 𝐵" mean?
2 3 2 2𝑥 + 3𝑦 + 2𝑧
𝑥
3
Answer. 𝐴𝑋 = −1 2 −2 × 𝑦 = 3𝑥 + 2𝑦 − 2𝑧 .
0 4 −𝑥 + 4𝑧
𝑧
5 7 8 5𝑥 + 7𝑦 + 8𝑧
2𝑥 + 3𝑦 + 2𝑧 = 1
3𝑥 + 2𝑦 − 2𝑧 = 4
−𝑥 + 4𝑧 = 0
5𝑥 + 7𝑦 + 8𝑧 = 5
76
EXERCISE
𝑥 + 4𝑧 = 10
Solution. ቐ 3𝑦 + 5𝑧 = −2
−2𝑥 + 4𝑦 + 12𝑧 = 7
77
BASIC SOLUTIONS
Problem. Write down and then solve the system corresponding to the equation
𝐴𝑋 = 0 where
𝑥1
𝑥2
Solution. Put 𝑋 = 𝑥 . The system that corresponds to the equation 𝐴𝑋 = 0 is
3
𝑥4
78
We carry the augmented matrix of the system into the reduced row-echelon form:
1 3
Put 𝑥2 = 𝑠 and 𝑥4 = 𝑡, we obtain 𝑥1 = 2𝑠 + 𝑡, 𝑥3 = 𝑡.
5 5
79
2𝑠 + 𝑡/5 2 1/5
Let us write 𝑋 = 𝑠 =𝑠 1 +𝑡 0 .
3𝑡/5 0 3/5
𝑡 0 1
2 1/5
𝑋1 = 1 and 𝑋2 = 0 are called the basic solutions of the system Ι .
0 3/5
0 1
80
EXERCISE
5 2 1
1. Consider a homogeneous system which admits 1 , 3 and 1 as basic
−4 0 0
0 −5 0
solutions. Find its (general) solution.
81
A THEOREM
82
2.3
Matrix inverse
83
DEFINITION
Definition. Let 𝐴 be a square matrix. A matrix 𝐵 is called an inverse of 𝑨 if
𝑨𝑩 = 𝑰 and 𝑩𝑨 = 𝑰
1 1
Example. Find an inverse of the matrix 𝐴 = .
1 0
𝑥 𝑦
Solution. We need to find a matrix 𝐵 of the form 𝐵 = such that
𝑧 𝑡
1 1 𝑥 𝑦 1 0
× = and
1 0 𝑧 𝑡 0 1
𝑥 𝑦 1 1 1 0
× = .
𝑧 𝑡 1 0 0 1
0 1
And we find 𝐵 = .
1 −1
84
INVERSE MATRIX IS UNIQUE
1 1
Example. Find an inverse of the matrix 𝐴 =
0 0
Solution. 𝐴 does not have any inverse.
0 0 1
𝐴= 0 1 0
1 0 0
86
EXAMPLE
3𝑥 + 5𝑦 = 2
Example. Solve the system ቊ
2𝑥 + 𝑦 = 3
3 5 𝑥 2
Solution. The system can be rewritten as 𝐴𝑋 = 𝐵 where 𝐴 = , 𝑋 = 𝑦 and 𝐵 = .
2 1 3
−1/7 5/7
𝐴−1 = .
2/7 −3/7
Observe that
𝐴𝑋 = 𝐵 ⇒ 𝐴−1 𝐴𝑋 = 𝐴−1 𝐵 ⇒ 𝑋 = 𝐴−1 𝐵.
So we find that
𝑥 −1/7 5/7 2 13/7
𝑦 = × = .
2/7 −3/7 3 −5/7
87
A THEOREM
88
INVERSE OF A (𝟐 × 𝟐)-MATRIX
𝑎 𝑏
Problem. Find the inverse (if any) of 𝐴 = .
𝑐 𝑑
Solution.
𝑑 −𝑏
∎ Adjugate of 𝐴: adj 𝐴 = .
−𝑐 𝑎
1 1 𝑑 −𝑏
𝐴−1 = adj 𝐴 = .
det 𝐴 𝑎𝑑−𝑏𝑐 −𝑐 𝑎
89
EXERCISES
Find the inverse (if any) for each of the following matrices:
1 2 1 3 −2 5
𝐴= 𝐵= 𝐶=
2 4 5 7 4 11
90
BASIC PROPERTIES
1. 𝐼 −1 = 𝐼.
2. 𝐴−1 −1 = 𝐴.
−1 −1
3. 𝐴𝐵 = 𝐵 −1 𝐴−1 . More generally, 𝐴1 𝐴2 ⋯ 𝐴𝑛 −1 = 𝐴−1
𝑛 ⋯ 𝐴1 .
4. 𝐴𝑇 −1
= 𝐴−1 𝑇 .
−1 1 −1
5. 𝑎𝐴 = 𝐴 for every real number 𝑎 ≠ 0.
𝑎
91
EXERCISES
1 2 0 1
𝐴= and 𝐵 = .
2 3 2 0
Calculate
(a) 𝐴𝐵 −1 (b) 𝐴2 −1 (c) 𝐼 − 𝐴𝑇 𝐵 −1 .
2. Find 𝐴 when
−1 1 −1 1 −1 2 0
(a) 3𝐴 = (b) 2𝐴−1 𝑇 = (c) 𝐼 + 3𝐴 −1 = .
0 1 2 3 1 −1
92
INVERTIBLE MATRIX THEOREM
1. 𝐴 is invertible.
7. Rank 𝐴 = 𝑛.
93
EXERCISES
Determine whether the following statements are true or false.
(1) Let 𝐴, 𝐵 and 𝐶 be square matrices. If 𝐴 ≠ 0 and 𝐴𝐵 = 𝐴𝐶 then 𝐵 = 𝐶.
1 1 0 1 1 0
Answer. This is false. For example, we take 𝐴 = , 𝐵= and 𝐶 = 𝐼2 = .
0 0 1 0 0 1
1 1
Answer. This is false. For example, 𝐴 = is non-zero but not invertible.
0 0
(5) If 𝐴 and 𝐵 are invertible matrices of the same size then 𝐴𝐵 is invertible.
Answer. This is true. Recall that 𝐴𝐵 −1 = 𝐵−1 𝐴−1 .
95
(6) Let 𝐴 and 𝐵 be two square matrices of the same size. If 𝐴𝐵 is invertible then both 𝐴
and 𝐵 are invertible.
Answer. This is true.
Explanation: since 𝐴𝐵 is invertible, there exists 𝐶 such that
𝐴𝐵 𝐶 = 𝐼
⇒ 𝐴 𝐵𝐶 = 𝐼.
This implies that 𝐴 is invertible (by Invertible Matrix theorem (5)). Similarly, 𝐵 is invertible
as well.
(7) If 𝐴 and 𝐵 are invertible matrices of the same size then 𝐴 + 𝐵 is invertible.
Answer. This is false. (Suppose 𝐴 is invertible. Take 𝐵 = −𝐴).
96
(8) If 𝐴 and 𝐵 are invertible matrices of the same size then 𝐴𝑇 𝐵 is invertible.
Answer. This is true.
Explanation: 𝐴 is invertible ⟺ 𝐴𝑇 is invertible.
𝐴𝑇 and 𝐵 are invertible ⇒ 𝐴𝑇 𝐵 is invertible (by part 5).
98
SPACES ℝ AND ℝ𝟐
−2 0
ℝ
(1,2)
(0,0)
𝟐
ℝ
(−3, −2)
99
SPACE ℝ𝟑
ℝ𝟑
100
SPACE ℝ𝒏
𝑥1
𝑥2
We can also use the "column" notation ⋯
𝑥𝑛
or
𝑥1 𝑥2 ⋯ 𝑥𝑛 𝑇 .
101
LINEAR TRANSFORMATIONS
102
LINEAR TRANSFORMATIONS (cont)
𝑥 𝑎𝑥 + 𝑏𝑦
This can be also written as 𝑇 𝑦 = .
𝑐𝑥 + 𝑑𝑦
𝑥 𝑥 − 2𝑦
𝑇 𝑦 = .
2𝑥 + 𝑦
0 1
Let us calculate 𝑇 +𝑇 .
1 0
103
SOME SPECIAL LINEAR TRANSFORMATIONS IN ℝ2
1
2
𝑥 𝑥
Reflection over the 𝒙-axis: 𝑅ℎ 𝑦 = −𝑦
1 1
= 𝑅ℎ
−2 2
1 −1 1
𝑅𝑣 =
2 2 2
𝑥 −𝑥
Reflection over the 𝒚-axis: 𝑅𝑣 𝑦 = 𝑦
104
SOME SPECIAL LINEAR TRANSFORMATIONS IN ℝ2
𝑥 𝑦
Reflection over the line 𝒚 = 𝒙: 𝑇 𝑦 = .
𝑥
𝑥 −𝑦
Reflection over the line 𝒚 = −𝒙: 𝑇 𝑦 = .
−𝑥
105
SOME SPECIAL LINEAR TRANSFORMATIONS IN ℝ2
𝑥
𝑦
𝑥 𝑥
Projection on the 𝒙-axis: 𝑃ℎ 𝑦 = .
0
𝑥 𝑥
= 𝑃ℎ 𝑦
0
𝑥 𝑥
0
𝑃ℎ 𝑦 = 𝑦
𝑦
𝑥 0
Projection on the 𝒚-axis: 𝑃𝑣 𝑦 = .
𝑦
106
SOME SPECIAL LINEAR TRANSFORMATIONS ℝ2 → ℝ2 (cont)
𝑥 𝑐𝑜𝑠𝜃. 𝑥 − 𝑠𝑖𝑛𝜃. 𝑦
The rotation by 𝜽: 𝑅𝜽 𝑦 = sin𝜃. 𝑥 + 𝑐𝑜𝑠𝜃. 𝑦 .
𝑥
𝑅𝜽 𝑦
𝑥
𝜃 𝑦
107
LINEAR TRANSFORMATIONS (cont)
𝑥1
𝑎1,1 𝑥1 + 𝑎1,2 𝑥2 + 𝑎1,3 𝑥3
𝑇 𝑥2 = 𝑎 𝑥 + 𝑎 𝑥 + 𝑎 𝑥 .
𝑥3 2,1 1 2,2 2 2,3 3
108
A THEOREM
Theorem. If 𝑇 ∶ ℝ𝑚 → ℝ𝑛 is a linear transformation then
𝑇 𝑎𝑋 + 𝑏𝑌 = 𝑎𝑇 𝑋 + 𝑏𝑇(𝑌)
for every 𝑋, 𝑌 ∈ ℝ𝑚 and 𝑎, 𝑏 ∈ ℝ.
1 2 0 −2
Example. Let 𝑇 ∶ ℝ2 → ℝ2 be a linear transformation such that 𝑇 = and 𝑇 = .
0 1 1 3
4
Let us compute 𝑇 .
5
4 1 0
Solution. We see that =4 + 5 . So we have
5 0 1
4 1 0
𝑇 = 4𝑇 + 5𝑇
5 0 1
2 −2 −2
=4 +5 = .
1 3 19
109
MATRIX OF A LINEAR TRANSFORMATION
𝐴 𝑇 = 𝑇 𝑒1 𝑇 𝑒2 ⋯ | 𝑇 𝑒𝑚
110
EXAMPLE
𝑥1
𝑥 2𝑥1 + 𝑥2 − 𝑥3
𝑇 2 = .
𝑥3 3𝑥 1 − 𝑥2
Solution. We have
1 0 0
2 1 −1
𝑇 𝑒1 =𝑇 0 = 𝑇 𝑒2 =𝑇 1 = 𝑇 𝑒3 =𝑇 0 = .
3 −1 0
0 0 1
2 1 −1
𝐴𝑇 = .
3 −1 0
111
EXAMPLE
𝑥1 𝑥1
* Note that 𝐴 𝑇 × 𝑥2 = 𝑇 𝑥2 .
𝑥3 𝑥3
112
EXAMPLE (important)
2 1 1 −1
Let 𝑇 ∶ ℝ2 → ℝ2 be a linear transformation such that 𝑇 = and 𝑇 = .
1 3 1 1
Find 𝐴 𝑇 .
1 2 1 2𝑎 + 𝑏 = 1
Solution. First, solve the equation =𝑎 +𝑏 ⇔ ቊ
0 1 1 𝑎+𝑏 =0
We find 𝑎 = 1 and 𝑏 = −1.
0 2 1
Similarly, solving the equation = 𝑎′ + 𝑏′ , we find 𝑎′ = −1 and 𝑏 ′ = 2.
1 1 1
1 2 1 2 1 2
So we have 𝑇 𝑒1 = 𝑇 =𝑇 − =𝑇 −𝑇 = ,
0 1 1 1 1 2
0 2 1 2 1 −3
𝑇 𝑒2 = 𝑇 =𝑇 − +2 = −𝑇 + 2𝑇 = .
1 1 1 1 1 −1
2 −3
Therefore, 𝐴 𝑇 = .
2 −1
113
MATRIX OF A LINEAR TRANSFORMATION (cont)
2 2
4 −1 0 7
Solution. 𝑇 1 = × 1 = .
1 4 3 6
0 0
114
COMPOSITION OF TWO LINEAR TRANSFORMATIONS
𝐴 𝑇∘𝐹 = 𝐴 𝑇 𝐴𝐹 .
115
INVERSE OF A LINEAR TRANSFORMATION
2 2
𝑥1 𝑥1 + 𝑥2 2 2
𝑥1 𝑥2
Example. 𝑇 ∶ ℝ → ℝ , 𝑇 𝑥 = and 𝑈: ℝ → ℝ , 𝑈 𝑥 = 𝑥 − 𝑥 .
2 𝑥1 2 1 2
116
Convention. When 𝑇 has an inverse, we will say that 𝑇 is invertible and denote its
inverse by 𝑇 −1 .
117
EXAMPLE (important)
1 −1
0 2 1
𝐴𝑇 = and 𝐴𝐹 = 2 0 .
−1 3 2
4 2
(a) Determine the matrices of 𝐹 ∘ 𝑇 and 𝑇 ∘ 𝐹.
−1
4
(b) Calculate (𝐹 ∘ 𝑇) 3 and (𝑇 ∘ 𝐹) .
5
4
(c) Find the matrix of 𝑇 ∘ 𝐹 −1 .
−1 2
(d) Calculate 𝑇 ∘ 𝐹 .
3
118
1 −1 1 −1 −1
0 2 1
(a) 𝐴𝐹∘𝑇 = 𝐴𝐹 𝐴 𝑇 = 2 0 × = 0 4 2 .
−1 3 2
4 2 −2 14 8
1 −1
0 2 1 8 2
𝐴 𝑇 ∘𝐹 = 𝐴 𝑇 𝐴𝐹 = × 2 0 = .
−1 3 2 13 5
4 2
−1 −1 1 −1 −1 −1 −8
(b) 𝐹 ∘ 𝑇 3 = 𝐴𝐹∘𝑇 3 = 0 4 2 × 3 = 20 .
4 4 −2 14 8 4 76
4 4 8 2 4 42
𝑇∘𝐹 = 𝐴 𝑇∘𝐹 = × = .
5 5 13 5 5 77
−1 5/14 −2/14
8 2
(c) 𝐴 𝑇∘𝐹 −1 = (𝐴 𝑇 ∘𝐹 )−1 = = .
13 5 −13/14 8/14
119
MATRICES OF SOME SPECIAL LINEAR TRANSFORMATIONS
𝑥 𝑥 1 0
1. Reflection over the 𝒙-axis: 𝑅ℎ 𝑦 = −𝑦 . A 𝑅ℎ = .
0 −1
𝑥 −𝑥 −1 0
2. Reflection over the 𝒚-axis: 𝑅𝑣 𝑦 = 𝑦 . A𝑅𝑣 = .
0 1
𝑥 𝑥 1 0
3. Projection on the 𝒙-axis: 𝑃ℎ 𝑦 = . A𝑃ℎ = .
0 0 0
𝑥 0 0 0
4. Projection on the 𝒚-axis: 𝑃𝑣 𝑦 = . A𝑃𝑣 = .
𝑦 0 1
120
MATRICES OF SOME SPECIAL LINEAR TRANSFORMATIONS (cont)
𝑥 𝑦 0 1
5. Reflection over the line 𝒚 = 𝒙: 𝑇 𝑦 = . Matrix: .
𝑥 1 0
𝑥 −𝑦 0 −1
6. Reflection over the line 𝒚 = −𝒙: 𝑇 𝑦 = . Matrix: .
−𝑥 −1 0
𝑥 𝑐𝑜𝑠𝜃. 𝑥 − 𝑠𝑖𝑛𝜃. 𝑦
7. The rotation by 𝜽: 𝑅𝜽 𝑦 = .
sin𝜃. 𝑥 + 𝑐𝑜𝑠𝜃. 𝑦
𝜋 0 −1 𝜋 2/2 − 2/2
𝜃= : . 𝜃= : .
2 1 0 4 2/2 2/2
121
PRACTICE
1. Find conditions on 𝑎 and 𝑏 such that the following system
−𝑥 + 3𝑦 + 2𝑧 = −8
ቐ 𝑥+𝑧 =2
3𝑥 + 3𝑦 + 𝑎𝑧 = 𝑏
(i) has no solution, (ii) has infinitely many solutions, (iii) has only one solution.
Solution. We carry the augmented matrix (closed) to the echelon form.
123
2. Find condition on 𝑎 such that the homogeneous sys tem
𝑥 − 2𝑦 + 𝑧 = 0 (1)
ቐ𝑥 − 𝑦 + 3𝑧 = 0 (2)
2𝑥 + 𝑎𝑦 + 4𝑧 = 0
has only trivial solution (𝑥 = 𝑦 = 𝑧 = 0).
Note: A homogeneous system has either only trivial solution or infinitely many solutions.
𝑥 − 2𝑦 + 𝑧 = 0
Solution. Taking (1) + (2), the system is equivalent to ቐ2𝑥 − 3𝑦 + 4𝑧 = 0
2𝑥 + 𝑎𝑦 + 4𝑧 = 0
Observe that the system has infinitely many solutions if and only if 𝑎 = −3.
Thus, the system has only trivial solution if and only if 𝑎 ≠ −3.
124
1 1 2
3. Let 𝑇 ∶ ℝ2 → ℝ2 be the matrix transformation induced by 𝐴 = . Find (𝑇 ∘ 𝑇) .
0 1 2
1 1
Note: "𝑇 is the matrix transformation induced by 𝐴 = "
0 1
𝑚𝑒𝑎𝑛𝑠
1 1
"𝑇 is the linear transformation whose matrix is 𝐴 = ".
0 1
Solution. The matrix of 𝑇 ∘ 𝑇 is
1 1 1 1 1 2
𝐴×𝐴= × = .
0 1 0 1 0 1
2 1 2 2 6
𝑇∘𝑇 = × = .
2 0 1 2 2
125
2 1 −1 4
4. Let 𝑇 ∶ ℝ2 → ℝ2 be a linear transformation such that 𝑇 = and 𝑇 = .
1 7 1 3
4
Calculate 𝑇 .
1
4 2 −1
Solution. Solving the equation =𝑎 +𝑏
1 1 1
2𝑎 − 𝑏 = 4
⇔ቊ
𝑎+𝑏 =1
5 2
We find 𝑎 = and 𝑏 = − .
3 3
So we have
4 5 2 2 −1 −1
𝑇 = 𝑇 − 𝑇 = .
1 3 1 3 1 29/3
126
𝑥 2
Solution. 𝑇 𝑦 =
3
1 1 𝑥 2
⇔ × 𝑦 =
0 1 3
𝑥+𝑦 2
⇔ 𝑦 =
3
⇔ 𝑥 = −1 and 𝑦 = 3.
127