DIFFERENTIAL EQUATIONS &LINEAR ALEGBRA

UNIT-4
MATRIX THEORY AND SOLUTION OF SYSTEM OF
LINEAR EQUATIONS

 Introduction to topic :
Here, we will discuss matrices and their properties like rank, inverse and
solution of simultaneous equations using matrices.

 Definition of Matrix:

A rectangular array of numbers arranged in m rows and n columns is

called an m n matrix and these numbers are called entries or elements of
matrix.
4  2 1 
For example,  is a 2  3 matrix.
0 3 5

 General Form And Notations To Denote Matrix And Their Entries :

Matrices are denoted by capital and bold- face letters A,B,C,…or

by writing the general entries in the brackets, like
A = [ aij ]
here, subscript i and j denote number of row and number of
column respectively in which entry aij lies.
for example,
a32 entry lies in 3rd column and 2nd row of Matrices.
the general form of the matrix is,

 a11 a12 ... ... a1n 

a a22 ... ... a2 n 
A   21
 ... ... ... ... ... 
 
am1 am 2 ... ... amn  m n

 Types Of Matrices :

(1) Square Matrix :

A matrix in which the number of rows is equal to the number of

columns is called a square matrix;

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  3 6
For e.g.   is a square matrix.
 4 5
(2) Rows and column Matrix :

A Matrix having only one row is called a row matrix

i.e. 1 n Matrix is row matrix.

For e.g. 1 2 3

A Matrix having only one column is called a row matrix

1 
i.e. 1 n matrix is row matrix. for e.g. 2
3

(3) Zero or Null Matrix :

If all the elements of matrix are zero, then it is called null or zero
matrix. It is denoted by 
0 0 0 
For e.g.  =  
0 0 0 

(4) Diagonal Matrix:

If all the elements of a square matrix other then diagonal are zero
then it is called a diagonal matrix.
1 0 0
For e.g. . 0 2 0
 
0 0 3
(4) Scalar Matrix :

A diagonal matrix whose all principal diagonal elements are equal

is called a scalar matrix.
2 0 0
For e.g. . 0 2 0
 
0 0 2

(5) Unit or Identity Matrix :

If each diagonal element of a scalar matrix is 1, the matrix is called

unit matrix or identity matrix

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 1 0 0
For e.g. . 0 1 0
 
0 0 1

(6) Submatrix :

A matrix obtained from a given m n matrix A by omitting some

rows or columns (or both) are called a submatrix of A

(7) Upper triangular Matrix :

A square matrix, in which all its elements below the principal

diagonal are zero, is called upper triangular matrix. It is denoted by I.
2 3 4 
For e.g. I 3  0 2  1
0 0 2 

(8) Lower triangular Matrix:

A square matrix in which all its elements above the principal

diagonal are zero , is called upper triangular matrix.
2 0 0
For e.g. . 3 2 0 .
 
4 5 2

(9) Transpose of a Matrix:

The matrix obtained from a given matrix A by interchanging rows

and columns is called transpose of A, and is usually denoted by
1 3 
1 7 9 
A or A , thus if A  
T
 then A  7 8 
T

3 8 2 9 2

(10) Symmetric Matrix:

A square matrix A is said to be symmetric if AT  A .

 2 3 4
For e.g. . 3 2 5 .
 
4 5 2

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 (11) Skew-Symmetric Matrix:

A square matrix A is said to be Skew-symmetric if AT   A .

 0 3 4

For e.g. .  3 0 5  .

 4  5 0 
(12) Orthogonal Matrix:

A square matrix A is said to be Orthogonal if A. AT  I .

(13) Singular And Non singular Matrices:

A square matrix A is said to be Singular if A  0. otherwise it is

called non –singular.

Trace of a matrix:- The Trace of a square matrix A is the sum of all main
diagonal entries.
n
It is denoted and defined as Tr ( A)  a11  a22  ....  ann   aii
i 1

 Row Echelon form of a matrix:

Any mXn matrix is said to be in row echelon form if it satisfies following
three properties.

(i) If zero row exists in the matrix then it should be below to all non-zero rows.

(ii) In any non-zero row ,the first non-zero entry must be 1 and it is known as a
leading one.
(iii) In any two successive non-zero rows, the leading entry 1 in the lower row must
occurs further to right hand side column than the leading 1 in the
above row.
 Reduced Row Echelon form of a matrix: If any matrix in row echelon form
with the property, that each column which contains leading 1 has zeros every
where else in that column is known as Reduced Row Echelon form of a matrix.

Row Echelon Reduced Row Echelon

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 1 2 3 1 0 0
0 1 6 0 1 0
(1)    
0 0 1 0 0 1
1 2 3 1 0 3
(2)
0 1 6 0 1 6
   
0 0 0 0 0 0
1 2 3 1 2 0
0 0 1 0 0 1
(3)    
0 0 0 0 0 0
1 2 3 4 5  1 2 0 4 0
(4) 0 0 1 0 2  0 0 1 0 0
   
0 0 0 0 1  0 0 0 0 1

 Algebra Of Matrices :

(1) Equality of Matrices :

Two matrices A = [ aij ] and B = [ bij ] are equal ,written as A = B,

if &only if thy are of same type and the corresponding elements are
equal, i.e. aij = bij .

(2) Addition of two Matrices :

If A = [ aij ] and B = [ bij ] then A + B = [ aij + bij ] .

We can define above addition if & only if A and B are of same type.

Similarly difference is A + B = A +(- B) = [ aij - bij ] .

 2 3 4  2 0 0   4 3 4
For e.g. . 3 2 5 + 3 2 0 = 6 4 5 .
   
   
4 5 2 4 5 2 8 10 4
Properties:
(i) A + B = B+ A (ii) (A + B) + C = A + (B + C)
(ii) A+ = A (iv) A + (-A) = 
(v) k(A + B) = kA + kB, k is scalar.
(vi) (A + B)T = A T + B T

(3) Multiplication of Matrices:

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 let A = [ aij ] be a m n matrix and B = [ bjk ] be a r  p matrix
then multiplication of A & B can be defined if & only if n = r.
i.e. number of columns of matrix A = number of rows of matrix B .

Thus, If A = [ aij ] is a m n matrix and B = [ bjk ] is a n p matrix

then product is C = A.B
= [ aij ] [ bjk ]
= [ cik ]
where elements cik are defined by
n
cik = a b
j 1
ij jk  ai1b1k  ai 2 b2 k  ...............  ain bnk .

 2 3 4  2 0 0 
For e.g. . 3 2 5 . 3 2 0
   
4 5 2 4 5 2
 4  9  16 0  6  20 0  0  8 
= 6  6  20 0  4  25 0  0  10
 
 8  15  8 0  10  10 0  0  4 
29 26 8 
= 32 29 10
30 20 4 
Properties:
(i) In general, A B  B A
(ii) A B = 0  either A = 0 or B = 0.
(iii) (kA) B = k (A B) = k(A B)
(vii) (A + B) C = AC + BC, k is scalar.
(viii) C (A + B) = CA +C B

 Determinants:

With each square matrix A, we can associate a number D(A)

called the determinant of A, calculated with the help of entries of A
denoted by D(A) = A = det (A).

 For 2  2 matrix,

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 a a12 
  11
a 22 
A
a 21 
a11 a12
A 
a 21 a 22
 a11 a 22  a12 a 21

 For 3 3 matrix,
 a11 a12 a13 
A  a 21 a 22 a 23 
 
a 31 a 32 a 33 
a11 a12 a13
A  21 a 22 a 23
a
a 31 a 32 a 33
a 22 a 23 a 21 a 23 a 21 a 22
 a11  a12  a13
a 32 a 33 a 31 a 33 a 31 a 32

Similarly we can find determinant value of any-order square matrix.

Note: Above all discussion is brief review of syllabus of matrices which has been
covered in 12th.

 Elementary Transformations (or operations) :

The following three types of transformations (operations), performed on

any non-zero matrix are called an elementary transformations

(i) Interchange of two rows or columns

The interchange of ith row (or column) and jth row (or column) is
denoted by Rij (or Cij).

(ii) Multiplication of row or column by a non zero constant k.

The multiplication of ith row (or column) by k is denoted by Ri (k )
(or Ci (k).

(iii) Addition of a constant multiple of one row (or column) to another

row (or column)
The operation; multiply jth row (or column) by k and add in
th
i row (or column) is denoted by Rij (k ) (or Cij (k).

 The Minors (related to matrix) :

 For 3 3 matrix,

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  a11 a12 a13 
A  a 21 a 22 a 23  ,
 
a31 a32 a33 
a11 a12 a13
Third order Minor is a21 a22 a23
a31 a32 a33

a 22 a 23 a 21 a 23 a 21 a 22 a12 a13
Second order Minors are , , , ,
a32 a33 a31 a33 a31 a32 a32 a33
a11 a13 a11 a12 a12 a13 a11 a12
, , ,
a31 a33 a31 a32 a 22 a 23 a 21 a 22

a11 , a 21 , a31 , a12 , a 22 ,

First order Minors are
a32 , a13 , a 23 , a33

Similarly for any m n matrix we can define different order minors.

 Rank of a Matrix :

Definition:
A non-zero matrix is said to be rank of r if
(i) There is at least one minor of order r which is not equal to zero and
(ii) Every minor of order ( r +1) is equal to zero.

In other words,
“The order of the largest non-zero minor of a matrix is called the
rank of a matrix.”
Rank of matrix A is denoted by  (A)
Thus from above all discussion we have
(i)  (A)  r, if there exists a non-zero minor of order r;
(ii)  (A)  r, if all minors of order (r +1) are zero;
(iii) If A is m n matrix then  (A)  minimum of m and n
(iv)  (A) = 0 if A is zero matrix.

Note: Rank of matrix remains unaltered by elementary transformations.

 Equivalent Matrices :

If a matrix B is obtained from matrix A by chain of elementary

transformations then B is said to be equivalent to A. Two equivalent
matrices are written as A ~ B. If A and B are equivalent matrices, then
they have the same Rank.

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 Determination of Rank of a Matrix :

To determine the rank of a matrix A we can use one of the following

methods:
(1) Rank of Matrix A by evaluating determinants

(1) Begin with highest order minors of A. let their order be r.

If one of them is non-zero, then  (A) = r
(2) If all the minors of order r are zero, begin with minors of
order (r-1) and so on till you get a non-zero minor. The
order of that minor is the rank of A

(2) Rank of Matrix A by reducing it to normal form

To find rank of any m  n matrix we will apply elementary

transformation to reduce it in one of the following forms, called
the normal form or canonical form of A.

I  I 0
i   Ir  (ii)  I r 0 (iii )  r  (iv)  r
0 0 0
Where I r is the unit matrix of the order r.
The number r is so obtained is called the rank of A.
(3) Rank of matrix by elementary row operations or by Row-Echelon
form:-Convert given matrix a into row-echelon form and the number of non-zero rows in
it, give us Rank of the matrix.

 Inverse of a Square Matrix :

If A is a square matrix with A  o , then a matrix B is called inverse of A

if AB = BA =I,
where I is unit matrix of the same order as A have

If B satisfies above then B is called inverse of A denotaed by A 1

 (Inverse of a matrix by Gauss-Jordan method)Inverse Of a Matrix By

Elementary Transformation :

To find A 1 for any square matrix A we can apply following method

called Inverse Of a Matrix By Elementary Transformation. This method
is known as GAUSS-JORDAN Method.
Working rule:

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 (1) Write the two matrices A and I side by side as  A : I 
(2) Perform identical elementary row operations on A and I,
As soon as A reduce to I, the other matrix represents A 1
(3) Check: A A 1 = A 1 A = I

 Consistency of a System of Linear Simultaneous Equations :

Here, we will solve system of linear equations using matrices.

System of ‘m’ linear equations in ‘n’ variables

Consider a set of ‘m’ linear equations in ‘n’ unknowns x1 , x 2 , x 3 ,......, x n .

a11 x1  a12 x2  a13 x3  ......  a1n xn  b1
a 21 x1  a 22 x2  a 23 x3  .....  a 2n xn  b2
………………………………………… …..(1)
…………………………………………
a m1 x1  a m2 x2  a m3 x3  .....  a mn xn  bm .

In matrix form, these equations can be written as

 a11 ... ... a1n   x1 

a12  b1 
a 
... ... a2 n   x 2 
a22  
 21   =  b2  ....(2)
 ... ... ... ...   .... 
...  .... 
 
am1 ... ... amn   x m 
am 2 b 
 m
Coefficient matrix and Augmented matrix of system of linear equations -
 a11 a12 ... ... a1n 
a a22 ... ... a2 n 
We will denote  21
by A, called coefficient matrix,
 ... ... ... ... ... 
 
am1 am 2 ... ... amn 

Hence (2) becomes AX = B. …..(3)

 a11 a12 ... ... a1n : b1 
a a 22 ... ... a 2 n : 
The matrix 
21 b2 
is called Augmented matrix and it is
 ... ... ... ... ... .... 
 
a m1 a m 2 ... ... a mn : bm 
denoted by A : B .

If at least one of the b1 , b2 , b3 ,......, bn . is non-zero then system given by (1)

is called a system of non-homogeneous linear equations.

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 If b1  b2  b3  ......  bn  0. then system given by (1) is called a system
of homogeneous linear equations. And the matrix equation (2) reduces to AX =
0.
The matrix equation need not always have a solution. It may have no
solution or a unique solution or infinite number of solutions.
There are two possibilities about solution of system of homogeneous
linear equations
1) Trivial Solution (i.e. values of all variables
x1  x2  x3  ......  xn  0
2) In addition of Trivial solution homogeneous system may have
infinite solution also.

 Gauss Elimination method:

The conversion of Augmented matrix of system of linear
equations into row-echelon form and then doing back-substitution is known
as a Gauss-Elimination method for solving system of linear equations.
.

 Gauss Jordan Elimination method:

The conversion of Augmented matrix of system of linear equations into
Reduced-row-echelon form and then doing back-substitution is known as a
Gauss-Elimination method for solving system of linear equations
Consider following examples:

 Definition of consistency :

A system of equations having one or infinite solutions is called a

consistent system of equations.
A system of equations having no solutions is called an
inconsistent system of equations.

 Results :

(1) The set of equations AX = B. are consistent if and only if the coefficient
matrix A and the Augmented matrix A : B  have the same rank.

 conditions for consistency of non-homogeneous linear equations AX = B

If a system of m linear equations in n unknowns is given with
m  n , to know the nature of solutions, find  (A) and  A : B .
(i) If  A : B  =  (A) = n=number of variables, the system is
consistent and has a unique solution.
(ii) If  A : B  =  (A) < n, the system is consistent and has infinite
number of solution.
(iii) If  A : B    (A), the system is inconsistent and has no
solution.

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 (2) The set of equations AX = 0 are always consistent because X =  is always a
solution. This solution is called null solution or trivial solution .Thus
homogeneous linear system is always consistent

 conditions for non trivial solution of homogeneous linear equations AX = 

If a system of m linear equations in n unknowns is given with
m  n , to know the nature of solutions, find  (A).
(i)  (A) = n, the system has Trivial solution.(i.e. x1 ,........, xn  0
)
(ii)  (A) < n, the system has an infinite number of non-trivial
solutions.

 Eigen values and Eigen vectors :

Let A = [ aij ] be a given n  n (square)matrix. If there exists a non-zero

column vector X of order n 1 and scalar  such that AX =  X, then X
is called an eigenvector of A an  is called eigenvalue of A.
  4 1 4
 3  
For e.g., the vector   is an eigenvector of 3 2 with eigenvalue -2.
1 4  4  8    4
  .       2  
3 2  3    6  3 .

 Characteristic equation :

A  I  a 0  n  a1  n 1  a 2  n  2  ........  a n
The equation, =0 is called
the characteristic equation of the matrix A. where I is the unit matrix of
the same order that A have. If A is n  n (square)matrix then characteristic
equation will have n roots. These roots are called eigenvalues. The set of
eigenvalues is called spectrum of A.
Caley Hamilton theorem-Every Square matrix satisfies it’s characteristic eqn.

-------------------------------------Thank You----------------

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